0000950123-13-008467.txt : 20131106 0000950123-13-008467.hdr.sgml : 20131106 20131106100352 ACCESSION NUMBER: 0000950123-13-008467 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131106 DATE AS OF CHANGE: 20131106 EFFECTIVENESS DATE: 20131106 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nationwide Fund Advisors CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 131194982 BUSINESS ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: (484) 530-1467 MAIL ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 FORMER COMPANY: FORMER CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST DATE OF NAME CHANGE: 20020515 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001097218 XXXXXXXX 09-30-2013 09-30-2013 Nationwide Fund Advisors

1200 RIVER ROAD SUITE 1000 CONSHOHOCKEN PA 19428

13F HOLDINGS REPORT 028-05161 N /s/ Lee T. Cummings 610-230-2800 /s/ Lee T. Cummings King of Prussia PA 11-06-2013 29 3265 22262910 false 8 028-11937 J.P. Morgan Investment Management, Inc. 11 028-00595 Neuberger & Berman Management, Inc. 23 028-01091 American Century Investment Management, Inc. 25 028-10968 Epoch Investment Partners, Inc. 28 028-12016 Blackrock Investment Management, LLC 30 028-00090 Putnam Investment Management LLC 33 028-01186 Dimensional Fund Advisors L.P. 34 028-10981 Goldman Sachs Asset Management, L.P. 35 028-04041 Thompson, Siegel & Walmsley LLC 37 028-04557 Wellington Management Co. LLP 38 028-00165 Wells Capital Management, Inc. 41 028-11293 Invesco Advisers, Inc. 43 028-10477 Columbia Management Investment Advisers, LLC 46 028-01074 Templeton Investment Counsel LLC 47 028-00203 OppenheimerFunds, Inc. 48 028-05837 Logan Capital Management, Inc. 50 028-03676 Winslow Capital Management, Inc. 51 028-12592 BNY Mellon 53 028-02924 Turner Investment Partners, Inc. 54 028-02682 UBS Global Asset Management, Inc. 56 028-03139 Brown Capital Management LLC 58 028-04968 Massachusetts Financial Services Company 59 028-12282 Pyramis Global Advisors, LLC 60 028-13826 Brookfield Investment Management Inc. 61 028-04663 HighMark Capital Management, Inc. 62 028-10747 Lazard Investments, LLC 63 028-10982 Ziegler Lotsoff Capital Management, LLC 64 028-01707 Bailard, Inc. 65 028-03935 Geneva Capital Management Ltd. INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 6734 285449 SH SOLE 11,23 0 285449 0 ARM HLDGS ADS EACH REP 3 ORD ADR 042068106 5553 115400 SH SOLE 50 0 115400 0 ASTRAZENECA PLC ADR EACH REP 1 ORD USD0.25(MGT) ADR 046353108 2643 50900 SH SOLE 63 0 50900 0 BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 19780 470613 SH SOLE 33,41 0 470613 0 BAIDU INC ADR EACH REPR 0.10 SHARE A ADR 056752108 17305 111515 SH SOLE 41,64 0 111515 0 BANCO BRADESCO SA ADR EACH REPR 1 PRF NPV SPON ADR 059460303 11451 824970 SH SOLE 41 0 824970 0 COCA-COLA HBC AG ADR EACH REP ORD ADR 191223106 2316 77545 SH SOLE 28,33 0 77545 0 CIA ENERGETICA MINAS GERAIS-CEMIG ADR REPR 1 PFD ADR 204409601 488 56427 SH SOLE 64 0 56427 0 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 1833 117620 SH SOLE 46 0 117620 0 FOMENTO ECONOMICO MEXCANO SAB DE CV ADR REP 10 ADR 344419106 3844 39596 SH SOLE 41 0 39596 0 HSBC HLDGS ADR EACH REPR 5 USD0.50 ADR 404280406 16178 298160 SH SOLE 33 0 298160 0 INFOSYS LTD ADR EACH REPR 1ORD INR5 ADR 456788108 221 4596 SH SOLE 62 0 4596 0 ITAU UNIBANCO HLDG SA ADR EACH REPR 1 PREF SH ADR 465562106 464 32882 SH SOLE 62 0 32882 0 KONINKLIJKE PHILIPS NV ADR EACH REP 1 ORD EUR0.20 ADR 500472303 197 6105 SH SOLE 33 0 6105 0 LLOYDS BANKING GROUP PLC ADR EACH REP 4 ORD ADR 539439109 370 76917 SH SOLE 33 0 76917 0 MINDRAY MEDICAL INTL LTD ADR EACH REPR 1 ORD SH ADR 602675100 1527 39270 SH SOLE 51 0 39270 0 MOBILE TELESYSTEMS OJSC ADR EACH REPR 2 COM ADR 607409109 5244 235560 SH SOLE 51,64 0 235560 0 NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INC ADR ADR 647581107 216 8663 SH SOLE 62 0 8663 0 NICE SYSTEMS ADR EACH REPR 1 ORD ILS1 ADR 653656108 731 17660 SH SOLE 23,33 0 17660 0 NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 331 50900 SH SOLE 63 0 50900 0 ROYAL BANK OF SCOTLAND GROUP PLC ADR EACH REP 2 ADR 780097689 1429 123323 SH SOLE 33 0 123323 0 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 14426 209522 SH SOLE 33,46,61 0 209522 0 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 8615 131172 SH SOLE 33,41 0 131172 0 RYANAIR HLDGS ADR EACH REPR 5 ORD EUR0.0127 ADR 783513104 3578 71938 SH SOLE 11,28,54 0 71938 0 SAP AG ADR EACH 1 REP 1 COM NPV(SPONS)LEVEL II ADR 803054204 3763 50900 SH SOLE 63 0 50900 0 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV ADR 874039100 6965 410670 SH SOLE 51,64 0 410670 0 TATA MOTORS ADR EACH REPR 1 ORD ADR 876568502 1056 39678 SH SOLE 62 0 39678 0 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1 ADR 881624209 15141 400774 SH SOLE 41,54,61 0 400774 0 UNILEVER NV EUR0.16(NEW YORK SHARES) ADR 904784709 7674 203439 SH SOLE 11,41 0 203439 0 UNITED MICROELECTRONICS CORP ADS EACH REPR 5 ORD ADR 910873405 2128 1033079 SH SOLE 43 0 1033079 0 WUXI PHARMATECH(CAYMAN)INC ADS EACH REPR 8 COM ADR 929352102 2435 88880 SH SOLE 51 0 88880 0 BARCLAYS ADR-EACH REP 4 ORD STK GBP0.25(JPM) ADR 06738E204 8591 504159 SH SOLE 33 0 504159 0 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 3527 248200 SH SOLE 46,51 0 248200 0 BHP BILLITON ADR EACH REP 2 ORD SHS SPON (JPM) ADR 05545E209 2187 37150 SH SOLE 61 0 37150 0 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV ADR 02364W105 4259 214997 SH SOLE 41,62 0 214997 0 ANHEUSER-BUSCH INBEV SA ADR EACH REP 1 ORD ADR 03524A108 2255 22732 SH SOLE 61 0 22732 0 BANCO SANTANDER CHILE SA ADR REPR 400 COM NPV ADR 05965X109 719 27360 SH SOLE 51 0 27360 0 COMPANHIA DE BEBIDAS DAS AMERICAS ADR EACH REP 1 ADR 20441W203 1441 37570 SH SOLE 51,62 0 37570 0 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.25 ORD SHS ADR 22943F100 3597 61566 SH SOLE 23 0 61566 0 EMBRAER SA ADR EACH REP 4 COM STK SHS ADR 29082A107 3701 113974 SH SOLE 43,46 0 113974 0 FIBRIA CELULOSE SA SPONS ADR EACH REPR 1 COM NPV ADR 31573A109 1382 120000 SH SOLE 64 0 120000 0 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 2224 44339 SH SOLE 41 0 44339 0 GRUPO TELEVISA SA DE CV ADR-EACH REPR 5 ORD PTG ADR 40049J206 9611 343872 SH SOLE 41 0 343872 0 ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 3770 123701 SH SOLE 8,46 0 123701 0 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 2307 65885 SH SOLE 46 0 65885 0 NOVARTIS AG ADR EACH REPR 1 CHF0.50(REGD) ADR 66987V109 11480 149660 SH SOLE 61,63 0 149660 0 PERFECT WORLD CO ADR EACH REPR 5 COM CLS'B'SHS ADR 71372U104 448 22500 SH SOLE 64 0 22500 0 PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH ADR 71654V101 1359 81220 SH SOLE 46 0 81220 0 PHOENIX NEW MEDIA LTD ADS REPR 8 CL A SPONS ADR 71910C103 1866 165900 SH SOLE 64 0 165900 0 SANOFI ADR ECH REP 1/2 ORD EUR2 SPON ADR 80105N105 3038 59995 SH SOLE 41 0 59995 0 SHIRE PLC ADR 82481R106 180 1500 SH SOLE 64 0 1500 0 VODAFONE GROUP SPON ADR REP 10 ORD SHS ADR 92857W209 17691 502858 SH SOLE 33,41 0 502858 0 YY INC ADS REPSTG COM A ADR 98426T106 1712 36600 SH SOLE 23 0 36600 0 ASML HOLDING N V N Y REGISTRY SHS ADR N07059210 334 3386 SH SOLE 33,64 0 3386 0 AAON INC USD0.004 COMMON STOCK 000360206 2234 84114 SH SOLE 11,28,37 0 84114 0 AAR CORP USD1 COMMON STOCK 000361105 2897 106011 SH SOLE 8,28,33 0 106011 0 ABM INDUSTRIES INC USD0.01 COMMON STOCK 000957100 2567 96445 SH SOLE 8,28,33 0 96445 0 AEP INDUSTRIES INC USD0.01 COMMON STOCK 001031103 258 3471 SH SOLE 28 0 3471 0 AFLAC INC USD0.10 COMMON STOCK 001055102 12516 201903 SH SOLE 23,28,41 0 201903 0 AGCO CORP USD0.01 COMMON STOCK 001084102 11197 185316 SH SOLE 28,43 0 185316 0 AGL RESOURCES USD5 COMMON STOCK 001204106 3513 76314 SH SOLE 23,28 0 76314 0 A H BELO CORP USD0.01 SER'A' COMMON STOCK 001282102 150 19101 SH SOLE 28,33 0 19101 0 AK STEEL HOLDING CORP USD0.01 COMMON STOCK 001547108 408 108709 SH SOLE 28 0 108709 0 AMN HEALTHCARE SERVICES INC USD0.01 COMMON STOCK 001744101 600 43638 SH SOLE 28,33 0 43638 0 AVX CORP USD0.01 COMMON STOCK 002444107 215 16400 SH SOLE 33 0 16400 0 AZZ INC USD1 COMMON STOCK 002474104 1667 39817 SH SOLE 28,33,37 0 39817 0 AARON'S INC CLASS'A'COM VTG USD0.5 COMMON STOCK 002535300 3620 130674 SH SOLE 28,33 0 130674 0 ABAXIS INC USD1 COMMON STOCK 002567105 4085 97024 SH SOLE 11,28,56,65 0 97024 0 ABBOTT LABORATORIES NPV COMMON STOCK 002824100 55143 1661444 SH SOLE 28,58,61 0 1661444 0 ABERCROMBIE & FITCH CO USD0.01 A COMMON STOCK 002896207 5520 156063 SH SOLE 28,35 0 156063 0 ABIOMED INC USD0.01 COMMON STOCK 003654100 1538 80642 SH SOLE 28,65 0 80642 0 ABRAXAS PETROLEUM CORP USD0.01 COMMON STOCK 003830106 168 65194 SH SOLE 28 0 65194 0 ACACIA RESEARCH CORP USD0.001(ACACIA TECHNOLOGIES) COMMON STOCK 003881307 902 39121 SH SOLE 28 0 39121 0 ACADIA PHARMACEUTICALS INC COMMON STOCK USD 0.0001 COMMON STOCK 004225108 1531 55745 SH SOLE 28 0 55745 0 ACCESS NATIONAL CORP USD1.67 COMMON STOCK 004337101 92 6428 SH SOLE 28,33 0 6428 0 ACCURAY INC USD0.001 COMMON STOCK 004397105 436 59045 SH SOLE 28 0 59045 0 ACETO CORP USD0.01 COMMON STOCK 004446100 730 46725 SH SOLE 28,33,64 0 46725 0 ACI WORLDWIDE INC USD0.005 COMMON STOCK 004498101 13365 247227 SH SOLE 28,38,56 0 247227 0 ACME UNITED CORP USD2.50 COMMON STOCK 004816104 3 200 SH SOLE 33 0 200 0 ACORN ENERGY INC USD0.01 COMMON STOCK 004848107 94 15849 SH SOLE 28,33 0 15849 0 ACXIOM CORP USD0.10 COMMON STOCK 005125109 5719 201429 SH SOLE 28,33,61 0 201429 0 ADAMS RESOURCES & ENERGY INC USD0.10 COMMON STOCK 006351308 562 10120 SH SOLE 28,33,64 0 10120 0 ADDUS HOMECARE CORP USD0.001 COMMON STOCK 006739106 329 11355 SH SOLE 28,33,64 0 11355 0 ADEPT TECHNOLOGY INC COM STK NPV COMMON STOCK 006854202 11 1531 SH SOLE 33 0 1531 0 AEROCENTURY CORP USD0.001 COMMON STOCK 007737109 187 9200 SH SOLE 64 0 9200 0 AEROFLEX HLDGS CORP USD0.01 COMMON STOCK 007767106 151 21415 SH SOLE 28,33 0 21415 0 AEROPOSTALE INC USD0.01 COMMON STOCK 007865108 1850 196860 SH SOLE 28 0 196860 0 ADVANCED MICRO DEVICES INC USD0.01 COMMON STOCK 007903107 3976 1046439 SH SOLE 28 0 1046439 0 ADVANCED ENERGY INDUSTRIES USD0.001 COMMON STOCK 007973100 937 53454 SH SOLE 28,33,61 0 53454 0 ADVENT SOFTWARE INC COM USD0.01 COMMON STOCK 007974108 3674 115707 SH SOLE 11,28 0 115707 0 AEROVIRONMENT INC USD0.0001 COMMON STOCK 008073108 469 20297 SH SOLE 28,33 0 20297 0 AFFILIATED MANAGERS GROUP INC USD0.01 COMMON STOCK 008252108 65287 357465 SH SOLE 11,28,38,53,65 0 357465 0 AGRIUM INC COM NPV COMMON STOCK 008916108 1510 17972 SH SOLE 43 0 17972 0 AIR METHODS CORP USD0.06 COMMON STOCK 009128307 1318 30929 SH SOLE 28 0 30929 0 AIR PRODUCTS & CHEMICALS INC COM STK USD1 COMMON STOCK 009158106 7644 71732 SH SOLE 28 0 71732 0 AIRGAS INC USD0.01 COMMON STOCK 009363102 8227 77580 SH SOLE 11,28 0 77580 0 AKORN NPV COMMON STOCK 009728106 1779 90383 SH SOLE 28,47 0 90383 0 ALAMO GROUP INC USD0.10 COMMON STOCK 011311107 827 16913 SH SOLE 28,33,64 0 16913 0 ALAMOS GOLD COM NPV COMMON STOCK 011527108 806 51900 SH SOLE 11 0 51900 0 ALASKA AIR GROUP INC USD1 COMMON STOCK 011659109 9443 150803 SH SOLE 11,23,28,33 0 150803 0 ALBANY INTERNATIONAL CORP USD0.001 A COMMON STOCK 012348108 952 26553 SH SOLE 28,33 0 26553 0 ALBANY MOLECULAR RESEARCH USD0.01 COMMON STOCK 012423109 292 22635 SH SOLE 28,33 0 22635 0 ALBEMARLE CORP USD0.01 COMMON STOCK 012653101 8756 139112 SH SOLE 28 0 139112 0 ALCOA INC USD1 COMMON STOCK 013817101 4897 603091 SH SOLE 28,41 0 603091 0 ALEXANDER & BALDWIN INC NPV COMMON STOCK 014491104 5855 162539 SH SOLE 8,28,33,61 0 162539 0 ALEXION PHARMACEUTICAL INC COM NPV USD0.001 COMMON STOCK 015351109 36531 314489 SH SOLE 11,23,28,50,51,64 0 314489 0 ALICO INC USD1 COMMON STOCK 016230104 94 2278 SH SOLE 28 0 2278 0 ALIGN TECHNOLOGY INC USD0.0001 COMMON STOCK 016255101 25365 527116 SH SOLE 28,65 0 527116 0 ALIMERA SCIENCES INC USD0.01 COMMON STOCK 016259103 51 13548 SH SOLE 28 0 13548 0 ALLEGHANY CORP USD1 COMMON STOCK 017175100 11783 28764 SH SOLE 28 0 28764 0 ALLERGAN INC USD0.01 COMMON STOCK 018490102 28132 311025 SH SOLE 23,28,61 0 311025 0 ALLETE COM NPV COMMON STOCK 018522300 1535 31787 SH SOLE 28 0 31787 0 ALLIANCE DATA SYSTEM USD0.01 COMMON STOCK 018581108 33595 158865 SH SOLE 11,28,38,64 0 158865 0 ALLIANCE HEALTHCARE SERVICES INC COM STK USD0.01 COMMON STOCK 018606301 109 3925 SH SOLE 28 0 3925 0 ALLIANCE FIBRE OPTICS PRODUCTS NPV COMMON STOCK 018680306 188 9196 SH SOLE 28 0 9196 0 ALLIANCE ONE INTERNATIONAL INC COM COMMON STOCK 018772103 275 94498 SH SOLE 28,33 0 94498 0 ALLIANT ENERGY CORP USD5 COMMON STOCK 018802108 18353 370399 SH SOLE 28,35,58 0 370399 0 ALLIANT TECHSYSTEMS INC USD0.01 COMMON STOCK 018804104 7883 80805 SH SOLE 28,33,64 0 80805 0 ALLIED MOTION TECHNOLOGIES INC COMMON STOCK 019330109 6 738 SH SOLE 33 0 738 0 ALLIED NEVADA GOLD CORP USD0.001 COMMON STOCK 019344100 346 82884 SH SOLE 28 0 82884 0 ALLSTATE CORP USD0.01 COMMON STOCK 020002101 30408 601546 SH SOLE 23,28,35,41,61,63 0 601546 0 ALMOST FAMILY INC USD0.10 COMMON STOCK 020409108 280 14421 SH SOLE 8,28,33 0 14421 0 ALON USA ENERGY INC USD0.01 COMMON STOCK 020520102 296 29032 SH SOLE 28,33 0 29032 0 ALTERA CORP USD0.001 COMMON STOCK 021441100 16469 443205 SH SOLE 11,23,28,58,63,64 0 443205 0 AMAZON COM INC USD0.01 COMMON STOCK 023135106 95670 306007 SH SOLE 23,28,50,51,53,58,61,64 0 306007 0 AMBAC FINANCIAL GROUP INC USD0.01 COMMON STOCK 023139884 650 35819 SH SOLE 28 0 35819 0 AMBASSADORS GROUP INC USD0.01 COMMON STOCK 023177108 1 201 SH SOLE 33 0 201 0 AMEDISYS INC USD0.001 COMMON STOCK 023436108 609 35386 SH SOLE 28,33 0 35386 0 AMERCO COM USD0.25 COMMON STOCK 023586100 7015 38100 SH SOLE 8,33,61 0 38100 0 AMEREN CORP USD0.01 COMMON STOCK 023608102 22404 643064 SH SOLE 28,43,61 0 643064 0 AMERICAN APPAREL INC COM STK USD0.0001 COMMON STOCK 023850100 61 46582 SH SOLE 28 0 46582 0 AMERICAN AXLE & MANUFACTURING HLDGS USD0.01 COMMON STOCK 024061103 2134 108200 SH SOLE 28,47 0 108200 0 AMERICAN ELECTRIC POWER CO INC USD6.50 COMMON STOCK 025537101 9748 224868 SH SOLE 28,58 0 224868 0 AMERICAN EQUITY INVT LIFE HLDG CO USD1 COMMON STOCK 025676206 4839 228025 SH SOLE 8,28,33 0 228025 0 AMERICAN EXPRESS CO COM USD0.20 COMMON STOCK 025816109 57652 763396 SH SOLE 11,28,50,51 0 763396 0 AMERICAN FINANCIAL GROUP INC OHIO USD1 COMMON STOCK 025932104 8522 157640 SH SOLE 28,30,33 0 157640 0 AMERICAN INTERNATIONAL GROUP INC USD2.50 COMMON STOCK 026874784 57422 1180794 SH SOLE 28,37,51,58,61 0 1180794 0 AMERICAN NATIONAL BANKSHARES USD1 COMMON STOCK 027745108 178 7670 SH SOLE 28,33 0 7670 0 AMERICAN NATIONAL INSURANCE CO USD1 COMMON STOCK 028591105 146 1489 SH SOLE 33 0 1489 0 AMERICAN PACIFIC CORP USD0.10 COMMON STOCK 028740108 295 5386 SH SOLE 28,33 0 5386 0 AMERICAN SCIENCE & ENGINEERING INC USD0.66 2/3 COMMON STOCK 029429107 1121 18584 SH SOLE 28,33,61 0 18584 0 AMERICAN SOFTWARE INC USD0.10 A COMMON STOCK 029683109 718 84075 SH SOLE 28,56 0 84075 0 AMERICAN STATES WATER CO USD2.5 COMMON STOCK 029899101 1100 39906 SH SOLE 8,28 0 39906 0 AMERICAN SUPERCONDUCTOR CORP USD0.01 COMMON STOCK 030111108 105 45073 SH SOLE 28,33 0 45073 0 AMERICAN VANGUARD CORP USD0.10 COMMON STOCK 030371108 896 33299 SH SOLE 28,33,61 0 33299 0 AMERICAN WATER WORKS CO INC NPV COMMON STOCK 030420103 8120 196700 SH SOLE 35 0 196700 0 AMERICAN WOODMARK CORP NPV COMMON STOCK 030506109 1702 49124 SH SOLE 28,33,47 0 49124 0 AMES NATL CORP COM STK COMMON STOCK 031001100 167 7352 SH SOLE 28 0 7352 0 AMETEK INC USD0.01 COMMON STOCK 031100100 38305 832361 SH SOLE 11,28,53,65 0 832361 0 AMGEN INC USD0.0001 COMMON STOCK 031162100 68577 612623 SH SOLE 23,28,50,51,61,63,64 0 612623 0 AMKOR TECHNOLOGY INC USD0.001 COMMON STOCK 031652100 1090 254161 SH SOLE 8,28,33 0 254161 0 AMPCO-PITTSBURGH CORP USD1 COMMON STOCK 032037103 157 8788 SH SOLE 28,33 0 8788 0 AMPHENOL CORP USD0.001 A COMMON STOCK 032095101 46563 601750 SH SOLE 11,28,43,63,64,65 0 601750 0 AMREP CORP USD0.10 COMMON STOCK 032159105 2 216 SH SOLE 33 0 216 0 AMTECH SYSTEMS INC USD0.01 COMMON STOCK 032332504 24 3315 SH SOLE 33 0 3315 0 AMTRUST FINANCIAL SERVICE USD0.01 COMMON STOCK 032359309 3190 81677 SH SOLE 8,28,64 0 81677 0 ANACOR PHARMACEUTICALS INC USD0.001 COMMON STOCK 032420101 215 20221 SH SOLE 28 0 20221 0 ANADARKO PETROLEUM CORP USD0.10 COMMON STOCK 032511107 46871 504045 SH SOLE 28,37,51,58,61 0 504045 0 ANADIGICS INC USD0.01 COMMON STOCK 032515108 142 72073 SH SOLE 28,33 0 72073 0 ANALOG DEVICES INC USD0.16 2/3 COMMON STOCK 032654105 32032 680812 SH SOLE 23,28,43,51,61,63,64 0 680812 0 ANALOGIC CORP USD0.05 COMMON STOCK 032657207 910 11010 SH SOLE 28,33 0 11010 0 ANAREN INC USD0.01 COMMON STOCK 032744104 308 12088 SH SOLE 28,33 0 12088 0 ANDERSONS INC NPV COMMON STOCK 034164103 2323 33240 SH SOLE 8,28,33 0 33240 0 ANGIES LIST INC USD0.001 COMMON STOCK 034754101 4074 181056 SH SOLE 28,38 0 181056 0 ANIKA THERAPEUTICS INC USD0.01 COMMON STOCK 035255108 768 32055 SH SOLE 28,33,64 0 32055 0 ANIXTER INTERNATIONAL INC USD1 COMMON STOCK 035290105 1889 21553 SH SOLE 28 0 21553 0 ANN INC USD0.0068 COMMON STOCK 035623107 4197 115878 SH SOLE 28 0 115878 0 ANTARES PHARMA INC USD0.01 COMMON STOCK 036642106 364 89737 SH SOLE 28 0 89737 0 APACHE CORP USD0.625 COMMON STOCK 037411105 37722 443055 SH SOLE 23,28,51,59,61 0 443055 0 APOGEE ENTERPRISES INC USD0.33 1/3 COMMON STOCK 037598109 839 28270 SH SOLE 28,33 0 28270 0 APOLLO GROUP INC NPV A COMMON STOCK 037604105 4296 206432 SH SOLE 28,54 0 206432 0 APPLE INC NPV COMMON STOCK 037833100 277456 581973 SH SOLE 11,23,28,50,51,53,58,59,61,64 0 581973 0 APPLIED MATERIALS INC USD0.01 COMMON STOCK 038222105 25544 1456353 SH SOLE 23,28,50,51,63,64 0 1456353 0 APTARGROUP INC USD0.01 COMMON STOCK 038336103 8558 142325 SH SOLE 11,28 0 142325 0 ARABIAN AMERICAN DEVELOPMENT CO USD0.10 COMMON STOCK 038465100 145 15934 SH SOLE 28,33 0 15934 0 ARCH COAL INC USD0.01 COMMON STOCK 039380100 2258 549292 SH SOLE 28,33 0 549292 0 ARCHER DANIELS MIDLAND CO NPV COMMON STOCK 039483102 12448 337886 SH SOLE 28,41,51 0 337886 0 ARCTIC CAT INC USD0.01 COMMON STOCK 039670104 1358 23797 SH SOLE 28,37 0 23797 0 ARDEN GROUP INC USD0.25 A COMMON STOCK 039762109 121 931 SH SOLE 28 0 931 0 ARENA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 040047102 913 173154 SH SOLE 28 0 173154 0 ARK RESTAURANTS CORP USD0.01 COMMON STOCK 040712101 7 318 SH SOLE 33 0 318 0 ARKANSAS BEST CORP USD0.01 COMMON STOCK 040790107 712 27743 SH SOLE 28,33 0 27743 0 ARLINGTON ASSET INVESTMENT CORP CLASS'A'COM STK COMMON STOCK 041356205 2007 84416 SH SOLE 8,28 0 84416 0 ARRHYTHMIA RESEARCH TECHNOLOGY USD0.01 COMMON STOCK 042698308 1 200 SH SOLE 33 0 200 0 ARROW ELECTRONICS INC USD1 COMMON STOCK 042735100 12974 267344 SH SOLE 28,33,37,64 0 267344 0 ARROW FINANCIAL CORP USD1 COMMON STOCK 042744102 232 9075 SH SOLE 28,33 0 9075 0 ARTESIAN RESOURCES CORP USD1 A COMMON STOCK 043113208 238 10706 SH SOLE 8,28 0 10706 0 ARTHROCARE CORPORATION USD0.001 COMMON STOCK 043136100 798 22415 SH SOLE 28 0 22415 0 ARUBA NETWORKS INC USD0.0001 COMMON STOCK 043176106 1808 108652 SH SOLE 28,64 0 108652 0 ASBURY AUTOMOTIVE GROUP INC USD0.01 COMMON STOCK 043436104 5318 99962 SH SOLE 28,47 0 99962 0 ASCENT CAPITAL GROUP INC SER'A'USD0.01 COMMON STOCK 043632108 1719 21321 SH SOLE 28,33,61 0 21321 0 ASCENT SOLAR TECHNOLOGIES INC USD0.0001 COMMON STOCK 043635101 2 2800 SH SOLE 33 0 2800 0 ASHLAND INC USD1 COMMON STOCK 044209104 25902 280086 SH SOLE 28,59 0 280086 0 ASPEN TECHNOLOGY INC USD0.10 COMMON STOCK 045327103 25196 729262 SH SOLE 11,28,37,38,47,58,61,64 0 729262 0 ASSOCIATED BANC-CORP USD0.10 COMMON STOCK 045487105 4726 305127 SH SOLE 28,33 0 305127 0 ASTA FUNDING INC USD0.01 COMMON STOCK 046220109 20 2269 SH SOLE 33 0 2269 0 ASTEC INDUSTRIES INC USD0.20 COMMON STOCK 046224101 744 20703 SH SOLE 28,33 0 20703 0 ASTORIA FINANCIAL CORP USD0.01 COMMON STOCK 046265104 2908 233789 SH SOLE 28,33 0 233789 0 ASTRONICS CORP USD0.01 COMMON STOCK 046433108 1180 23732 SH SOLE 28,37 0 23732 0 ATHLON ENERGY INC USD0.01 COMMON STOCK 047477104 827 25276 SH SOLE 28,47 0 25276 0 ATLANTIC COAST FINANCIAL CORP USD0.01 COMMON STOCK 048426100 1 235 SH SOLE 33 0 235 0 ATLANTIC TELE NETWORK INC USD0.01 COMMON STOCK 049079205 408 7824 SH SOLE 28,33 0 7824 0 ATLAS AIR WORLDWIDE HOLDINGS INC USD0.01 COMMON STOCK 049164205 1182 25632 SH SOLE 28,33 0 25632 0 ATMEL CORP USD0.001 COMMON STOCK 049513104 5439 731091 SH SOLE 28 0 731091 0 ATMOS ENERGY CORP NPV COMMON STOCK 049560105 6600 154973 SH SOLE 28 0 154973 0 ATRION CORP USD0.1 COMMON STOCK 049904105 846 3270 SH SOLE 28,37 0 3270 0 ATWOOD OCEANICS INC USD1 COMMON STOCK 050095108 6495 118000 SH SOLE 28,47 0 118000 0 AUTODESK INC NPV COMMON STOCK 052769106 7321 177830 SH SOLE 28,41,43,63,64 0 177830 0 AUTOLIV INC USD1 COMMON STOCK 052800109 5150 58929 SH SOLE 23,61 0 58929 0 AUTOMATIC DATA PROCESSING INC USD0.10 COMMON STOCK 053015103 16354 225951 SH SOLE 28,63,64 0 225951 0 AUTOZONE INC USD0.01 COMMON STOCK 053332102 7652 18101 SH SOLE 28,58 0 18101 0 AVEO PHARMACEUTICALS INC USD0.001 COMMON STOCK 053588109 86 41706 SH SOLE 28 0 41706 0 AVERY DENNISON CORP USD1 COMMON STOCK 053611109 1872 43006 SH SOLE 28,63 0 43006 0 AVIS BUDGET GROUP INC USD0.01 COMMON STOCK 053774105 1438 49893 SH SOLE 33,37 0 49893 0 AVNET INC USD1 COMMON STOCK 053807103 14023 336193 SH SOLE 28,33,43 0 336193 0 AVON PRODUCTS INC USD0.25 COMMON STOCK 054303102 6539 317434 SH SOLE 28,43,51 0 317434 0 AXCELIS TECHNOLOGIES INC USD0.001 COMMON STOCK 054540109 235 111158 SH SOLE 28,33 0 111158 0 BB&T CORP COM STK USD5 COMMON STOCK 054937107 12139 359660 SH SOLE 28,61 0 359660 0 BCB BANCORP INC USD0.01 COMMON STOCK 055298103 2 221 SH SOLE 33 0 221 0 BPZ RESOURCES INC NPV COMMON STOCK 055639108 230 117854 SH SOLE 28,33 0 117854 0 BTU INTERNATIONAL USD0.01 COMMON STOCK 056032105 3 900 SH SOLE 33 0 900 0 BADGER METER INC USD1 COMMON STOCK 056525108 1489 32025 SH SOLE 11,28 0 32025 0 MICHAEL BAKER CORP COMMON STOCK EUR 1 COMMON STOCK 057149106 1185 29287 SH SOLE 8,28,33 0 29287 0 BAKER HUGHES INC USD1 COMMON STOCK 057224107 14636 298089 SH SOLE 28,37 0 298089 0 BALCHEM CORP USD0.0666 COMMON STOCK 057665200 6352 122739 SH SOLE 11,28,56,65 0 122739 0 BALDWIN & LYONS INC CLASS'B'NPV COMMON STOCK 057755209 190 7789 SH SOLE 28,33 0 7789 0 BALL CORP NPV COMMON STOCK 058498106 8716 194199 SH SOLE 28,37 0 194199 0 BALLANTYNE STRONG INC COMMON STOCK 058516105 6 1504 SH SOLE 33 0 1504 0 BANCORPSOUTH INC COM USD2.50 COMMON STOCK 059692103 4541 227747 SH SOLE 28,33 0 227747 0 BANK OF AMERICA CORP USD0.01 COMMON STOCK 060505104 69076 5005488 SH SOLE 28,41,51,58 0 5005488 0 BANK OF HAWAII CORP USD2 COMMON STOCK 062540109 7679 141022 SH SOLE 11,25,28 0 141022 0 BANK KENTUCKY FINANCIAL CORP USD0.01 COMMON STOCK 062896105 221 8106 SH SOLE 8,28,33 0 8106 0 BANK OF MARIN BANCORP COM STK NPV COMMON STOCK 063425102 182 4379 SH SOLE 28 0 4379 0 BANK MUTUAL CORP COM USD0.01 COMMON STOCK 063750103 284 45249 SH SOLE 28,33 0 45249 0 BANK OF THE OZARKS USD0.01 COMMON STOCK 063904106 4256 88693 SH SOLE 11,28,65 0 88693 0 BANK OF NEW YORK MELLON CORP USD0.01 COMMON STOCK 064058100 16770 555474 SH SOLE 28,41 0 555474 0 BAR HARBOUR BANKSHARES USD2 COMMON STOCK 066849100 127 3462 SH SOLE 28,33 0 3462 0 BARD(C.R.) INC USD0.25 COMMON STOCK 067383109 14293 124069 SH SOLE 28,65 0 124069 0 BARNES & NOBLE INC USD0.001 COMMON STOCK 067774109 632 48863 SH SOLE 28,33 0 48863 0 BARNES GROUP INC USD0.01 COMMON STOCK 067806109 4120 117989 SH SOLE 28,33,65 0 117989 0 BARRICK GOLD CORP COM NPV COMMON STOCK 067901108 6908 370980 SH SOLE 33,37 0 370980 0 BARRETT BUSINESS SERVICES USD0.01 COMMON STOCK 068463108 1173 17427 SH SOLE 28,33,61 0 17427 0 BARRY(R.G.)CORP USD1 COMMON STOCK 068798107 339 17922 SH SOLE 8,28,33 0 17922 0 BASSETT FURNITURE INDUSTRIES INC USD5 COMMON STOCK 070203104 165 10206 SH SOLE 28,33 0 10206 0 BAXANO SURGICAL INC USD0.0001 COMMON STOCK 071773105 5 3431 SH SOLE 33 0 3431 0 BAXTER INTERNATIONAL INC USD1 COMMON STOCK 071813109 33647 512215 SH SOLE 28,51,59,61,63 0 512215 0 BAZAARVOICE INC USD0.0001 COMMON STOCK 073271108 435 47863 SH SOLE 8,28 0 47863 0 BBCN BANCORP INC COMMON STOCK 073295107 1275 92642 SH SOLE 8,28,33 0 92642 0 B/E AEROSPACE INC COMMON STOCK 073302101 27651 374568 SH SOLE 11,28,38,53 0 374568 0 BEACON ROOFING SUPPLY INC USD0.01 A COMMON STOCK 073685109 20735 562394 SH SOLE 11,28,33,47,65 0 562394 0 BEAM INC USD3.125 COMMON STOCK 073730103 33566 519192 SH SOLE 11,23,28,53,61 0 519192 0 BEASLEY BROADCAST GROUP INC USD0.001 A COMMON STOCK 074014101 28 3259 SH SOLE 28 0 3259 0 BEBE STORES INC USD0.001 COMMON STOCK 075571109 284 46578 SH SOLE 28,33 0 46578 0 BECTON DICKINSON & CO USD1 COMMON STOCK 075887109 16071 160673 SH SOLE 11,23,28,63 0 160673 0 BED BATH AND BEYOND USD0.01 COMMON STOCK 075896100 13938 180174 SH SOLE 11,23,28 0 180174 0 BEL FUSE INC CLASS'B'SHS USD0.1 COMMON STOCK 077347300 172 9834 SH SOLE 28,33 0 9834 0 BELDEN INC COM STK USD0.01 COMMON STOCK 077454106 2735 42696 SH SOLE 28,37 0 42696 0 BELO CORP USD0.01 A COMMON STOCK 080555105 1350 98513 SH SOLE 28,33 0 98513 0 BEMIS CO INC USD0.10 COMMON STOCK 081437105 9259 237357 SH SOLE 23,28,35 0 237357 0 BERKLEY(W.R.)CORP USD0.20 COMMON STOCK 084423102 9025 210576 SH SOLE 28,43 0 210576 0 BERKSHIRE HATHAWAY INC CLASS'A'USD5 COMMON STOCK 084670108 4090 24 SH SOLE 23 0 24 0 BERKSHIRE HATHAWAY INC CLS'B'USD0.0033 COMMON STOCK 084670702 100538 885716 SH SOLE 11,28,51,58,61 0 885716 0 BERKSHIRE HILLS BANCORP INC USD0.01 COMMON STOCK 084680107 902 35920 SH SOLE 8,28,33 0 35920 0 BERRY PETROLEUM CORP USD0.01 A COMMON STOCK 085789105 2441 56589 SH SOLE 8,28,33 0 56589 0 BEST BUY CO INC USD0.10 COMMON STOCK 086516101 21785 580937 SH SOLE 23,28,50,51,58,59 0 580937 0 BIG LOTS INC USD0.01 COMMON STOCK 089302103 3698 99693 SH SOLE 28 0 99693 0 BIO RAD LABORATORIES INC USD0.0001 A COMMON STOCK 090572207 5352 45529 SH SOLE 23,28,33 0 45529 0 BIOTELEMETRY INC USD0.001 COMMON STOCK 090672106 71 7210 SH SOLE 33 0 7210 0 BIOLASE INC USD0.001 COMMON STOCK 090911108 49 25869 SH SOLE 28 0 25869 0 BLACK BOX CORP USD0.001 COMMON STOCK 091826107 472 15392 SH SOLE 28,33 0 15392 0 BLACK HILLS CORP USD1 COMMON STOCK 092113109 5560 111505 SH SOLE 28 0 111505 0 BLACKROCK KELSO CAPITAL CORP NPV COMMON STOCK 092533108 564 59386 SH SOLE 28 0 59386 0 BLOCK(H & R) INC NPV COMMON STOCK 093671105 7135 267633 SH SOLE 28,35 0 267633 0 BLOOMIN BRANDS INC USD0.01 COMMON STOCK 094235108 2012 85227 SH SOLE 28,37 0 85227 0 BLOUNT INTERNATIONAL INC USD1 COMMON STOCK 095180105 474 39119 SH SOLE 28 0 39119 0 BLUCORA INC USD0.0001 COMMON STOCK 095229100 2780 120968 SH SOLE 28,33,64 0 120968 0 BOB EVANS FARMS INC USD0.01 COMMON STOCK 096761101 4179 72975 SH SOLE 28,33 0 72975 0 BOEING CO USD5 COMMON STOCK 097023105 83288 708838 SH SOLE 11,23,28,61,63 0 708838 0 BOLT TECHNOLOGY CORP NPV COMMON STOCK 097698104 138 7655 SH SOLE 28,33 0 7655 0 BONANZA CREEK ENERGY INC USD0.001 COMMON STOCK 097793103 7637 158252 SH SOLE 8,28,38,47,65 0 158252 0 BOOKS-A-MILLION INC USD0.01 COMMON STOCK 098570104 5 1900 SH SOLE 33 0 1900 0 BOOZ ALLEN HAMILTON HLDG CORP USD0.01 COMMON STOCK 099502106 3089 159900 SH SOLE 37 0 159900 0 BORG-WARNER INC USD0.01 COMMON STOCK 099724106 24009 236802 SH SOLE 11,28,38,50 0 236802 0 BOSTON BEER CO INC USD0.01 A COMMON STOCK 100557107 2801 11469 SH SOLE 11,28 0 11469 0 BOSTON PRIVATE FINANCIAL HLDGS INC USD1 COMMON STOCK 101119105 985 88731 SH SOLE 8,28,33 0 88731 0 BOSTON SCIENTIFIC CORP USD0.01 COMMON STOCK 101137107 18644 1588091 SH SOLE 23,28,43,63 0 1588091 0 BOTTOMLINE TECHNOLOGIES USD0.001 COMMON STOCK 101388106 2637 94577 SH SOLE 28,65 0 94577 0 BOULDER BRANDS INC USD0.01 COMMON STOCK 101405108 5127 319662 SH SOLE 28,33,38,47 0 319662 0 BOYD GAMING CORP USD0.01 COMMON STOCK 103304101 974 68811 SH SOLE 28,33 0 68811 0 BRADY CORP 'A'NON.V USD0.01 COMMON STOCK 104674106 3011 98705 SH SOLE 8,23,28,33 0 98705 0 BRIDGE CAPITAL HLDGS USD0.001 COMMON STOCK 108030107 129 7611 SH SOLE 28 0 7611 0 BRIDGE BANCORP INC USD0.01 COMMON STOCK 108035106 159 7380 SH SOLE 28,33 0 7380 0 BRIGGS & STRATTON CORP USD0.01 COMMON STOCK 109043109 2791 138713 SH SOLE 8,28,33 0 138713 0 BRIGHT HORIZONS FAMILY SOLUTIONS USD0.001 COMMON STOCK 109194100 340 9500 SH SOLE 28 0 9500 0 BRINKER INTERNATIONAL USD0.10 COMMON STOCK 109641100 9156 225917 SH SOLE 11,25,28,37 0 225917 0 BRINK'S COMPANY BRINKS GROUP COM USD1 COMMON STOCK 109696104 4642 164012 SH SOLE 8,28 0 164012 0 BRISTOL-MYERS SQUIBB CO USD0.10 COMMON STOCK 110122108 81313 1756982 SH SOLE 23,28,37,41,51,53,58,63 0 1756982 0 BRISTOW GROUP INC USD0.01 COMMON STOCK 110394103 2520 34636 SH SOLE 28,33 0 34636 0 BROADCOM CORP USD0.0001 A COMMON STOCK 111320107 12383 476102 SH SOLE 28,53,59,63,64 0 476102 0 BROADVISION INC USD0.0001 COMMON STOCK 111412706 5 530 SH SOLE 33 0 530 0 BROCADE COMMUNICATIONS SYSTEMS INC COMMON STOCK 111621306 177 22028 SH SOLE 33 0 22028 0 BROOKDALE SENIOR LIVING INC USD0.01 COMMON STOCK 112463104 8263 314169 SH SOLE 60 0 314169 0 BROOKS AUTOMATION INC COMMON STOCK 114340102 709 76166 SH SOLE 28,33 0 76166 0 BROWN & BROWN INC USD0.10 COMMON STOCK 115236101 23340 727090 SH SOLE 28,38,65 0 727090 0 BROWN-FORMAN CORP USD0.15 B COMMON STOCK 115637209 4199 61633 SH SOLE 23,28 0 61633 0 BROWN SHOE CO INC COM STK USD0.01 COMMON STOCK 115736100 4485 191114 SH SOLE 8,28,33,61,64 0 191114 0 BRUKER CORP COM STK USD0.01 COMMON STOCK 116794108 6705 324721 SH SOLE 37,38,56,61 0 324721 0 BRUNSWICK CORP USD0.75 COMMON STOCK 117043109 2872 71957 SH SOLE 28 0 71957 0 BRYN MAWR BANK CORP USD1 COMMON STOCK 117665109 305 11309 SH SOLE 28,33 0 11309 0 BUCKLE USD0.01 COMMON STOCK 118440106 1201 22216 SH SOLE 28 0 22216 0 BUFFALO WILD WINGS INC NPV COMMON STOCK 119848109 9629 86575 SH SOLE 11,28,37,47 0 86575 0 BUILD A BEAR WORKSHOP INC USD0.01 COMMON STOCK 120076104 28 4000 SH SOLE 33 0 4000 0 CBIZ INC USD0.01 COMMON STOCK 124805102 317 42630 SH SOLE 28,33 0 42630 0 CBS CORP CLASS'B' COM STK USD0.001 COMMON STOCK 124857202 18479 335015 SH SOLE 23,28,50 0 335015 0 CCA INDUSTRIES USD0.01 COMMON STOCK 124867102 2 500 SH SOLE 33 0 500 0 CDI CORP USD0.10 COMMON STOCK 125071100 414 27042 SH SOLE 8,28,33 0 27042 0 CEC ENTERTAINMENT USD0.10 COMMON STOCK 125137109 1509 32902 SH SOLE 23,28 0 32902 0 CECO ENVIRONMENTAL CORP USD0.01 COMMON STOCK 125141101 457 32440 SH SOLE 8,28,33 0 32440 0 CF INDUSTRIES HOLDINGS INC USD0.01 COMMON STOCK 125269100 17761 84244 SH SOLE 28,35,58 0 84244 0 CIGNA CORP USD0.25 COMMON STOCK 125509109 25463 331289 SH SOLE 23,28,35,43,51 0 331289 0 CIT GROUP INC USD0.01 COMMON STOCK 125581801 13131 269251 SH SOLE 43,61 0 269251 0 CMS ENERGY CORP USD0.01 COMMON STOCK 125896100 10590 402369 SH SOLE 28,35,63 0 402369 0 CSS INDUSTRIES INC USD0.10 COMMON STOCK 125906107 186 7726 SH SOLE 28,33 0 7726 0 CPI AEROSTRUCTURES USD0.001 COMMON STOCK 125919308 24 2037 SH SOLE 33 0 2037 0 CNB FINANCIAL CORP(PA) USD1 COMMON STOCK 126128107 172 10094 SH SOLE 28 0 10094 0 CSG SYSTEMS INTL INC USD0.01 COMMON STOCK 126349109 1182 47166 SH SOLE 8,28,33 0 47166 0 CSP INC USD0.01 COMMON STOCK 126389105 239 33834 SH SOLE 64 0 33834 0 CSX CORP USD1 COMMON STOCK 126408103 16704 648963 SH SOLE 11,28 0 648963 0 CTS CORP NPV COMMON STOCK 126501105 518 32833 SH SOLE 28,33 0 32833 0 CU BANCORP CALIFORNIA USD0.01 COMMON STOCK 126534106 138 7571 SH SOLE 28 0 7571 0 CVB FINANCIAL NPV COMMON STOCK 126600105 6593 487612 SH SOLE 8,11,25,28,30,33 0 487612 0 CVS CAREMARK CORP USD0.01 COMMON STOCK 126650100 78855 1389510 SH SOLE 23,28,41,50,51,58,59,61 0 1389510 0 CABELAS INC USD0.01 COMMON STOCK 126804301 8007 127041 SH SOLE 11,28,33 0 127041 0 CABOT CORP USD1 COMMON STOCK 127055101 20686 484338 SH SOLE 28,30,33,37 0 484338 0 CABOT OIL & GAS CO COM USD0.10 COMMON STOCK 127097103 34384 921337 SH SOLE 11,28,58,61 0 921337 0 CACHE INC USD0.01 COMMON STOCK 127150308 13 2249 SH SOLE 33 0 2249 0 CACI INTL INC CLASS A COM COMMON STOCK 127190304 1507 21802 SH SOLE 28,33 0 21802 0 CADENCE DESIGN SYSTEMS INC USD0.01 COMMON STOCK 127387108 7350 544439 SH SOLE 23,28 0 544439 0 CAESARS ENTERTAINMENT CORP COMMON STOCK USD 0.01 COMMON STOCK 127686103 623 31587 SH SOLE 28,33 0 31587 0 CAL MAINE FOODS INC USD0.01 COMMON STOCK 128030202 705 14658 SH SOLE 28,33 0 14658 0 CALAMP CORP COM COMMON STOCK 128126109 493 27938 SH SOLE 28 0 27938 0 CALAVO GROWERS INC USD0.001 COMMON STOCK 128246105 294 9736 SH SOLE 28 0 9736 0 CALGON CARBON CORP USD0.01 COMMON STOCK 129603106 817 43009 SH SOLE 28 0 43009 0 CALIFORNIA FIRST NATIONAL BANCORP USD0.01 COMMON STOCK 130222102 35 2076 SH SOLE 28 0 2076 0 CALIFORNIA WATER SERVICE GROUP NPV COMMON STOCK 130788102 945 46486 SH SOLE 8,28 0 46486 0 CALLAWAY GOLF CO USD0.01 COMMON STOCK 131193104 545 76601 SH SOLE 28,33 0 76601 0 CALPINE CORP USD0.001 COMMON STOCK 131347304 11453 589450 SH SOLE 58,61 0 589450 0 CAMBREX CORP USD0.10 COMMON STOCK 132011107 1226 92874 SH SOLE 8,28,33 0 92874 0 CAMDEN NATIONAL CORPORATION COM NPV COMMON STOCK 133034108 415 10140 SH SOLE 8,28,33 0 10140 0 CAMPBELL SOUP CO CAP STK USD0.0375 COMMON STOCK 134429109 2942 72267 SH SOLE 28,63 0 72267 0 CANADIAN NATURAL RESOURCES COM NPV COMMON STOCK 136385101 17373 552581 SH SOLE 33,37 0 552581 0 CANTEL MEDICAL CORP CLASS'B'CNV USD0.10 COMMON STOCK 138098108 6446 202392 SH SOLE 28,33,56,65 0 202392 0 CAPE BANCORP INC USD0.01 COMMON STOCK 139209100 5 600 SH SOLE 33 0 600 0 CAPELLA EDUCATION CO USD1 COMMON STOCK 139594105 924 16332 SH SOLE 28,61 0 16332 0 CAPITAL CITY BANK GROUP INC USD0.01 COMMON STOCK 139674105 142 12030 SH SOLE 28,33 0 12030 0 CAPITAL BANK FINANCIAL CORP USD0.01 COMMON STOCK 139794101 438 19943 SH SOLE 28,33 0 19943 0 CAPITAL SENIOR LIVING CORP USD0.01 COMMON STOCK 140475104 1892 89445 SH SOLE 28,33,47 0 89445 0 CAPITAL SOUTHWEST CORP COMMON STOCK USD 0.25 COMMON STOCK 140501107 449 13127 SH SOLE 28,33 0 13127 0 CARBO CERAMICS USD0.01 COMMON STOCK 140781105 8060 81320 SH SOLE 11,28,56 0 81320 0 CARBONITE INC USD0.01 COMMON STOCK 141337105 564 37604 SH SOLE 28,37 0 37604 0 CARDIOVASCULAR SYSTEMS INC NPV COMMON STOCK 141619106 333 16630 SH SOLE 28 0 16630 0 CAREER EDUCATION CORP USD0.01 COMMON STOCK 141665109 155 56160 SH SOLE 28,33 0 56160 0 CARLISLE COS INC USD1 COMMON STOCK 142339100 7667 109076 SH SOLE 28 0 109076 0 CARMAX INC USD0.50 COMMON STOCK 143130102 3715 76642 SH SOLE 28 0 76642 0 CARMIKE CINEMAS INC USD0.03 COMMON STOCK 143436400 448 20285 SH SOLE 28,33 0 20285 0 CARNIVAL CORP COM STK USD0.01(PAIRED STOCK) COMMON STOCK 143658300 16463 504395 SH SOLE 23,28,41,51 0 504395 0 CARRIAGE SERVICES INC USD0.01 COMMON STOCK 143905107 1730 89175 SH SOLE 28,33,64 0 89175 0 CARPENTER TECHNOLOGY CORP USD5 COMMON STOCK 144285103 11646 200421 SH SOLE 11,28,41 0 200421 0 CARRIZO OIL & GAS INC USD0.01 COMMON STOCK 144577103 1198 32118 SH SOLE 28 0 32118 0 CARTERS INC USD0.01 COMMON STOCK 146229109 7686 101273 SH SOLE 28 0 101273 0 CASCADE BANCORP NPV COMMON STOCK 147154207 27 4593 SH SOLE 28 0 4593 0 CASCADE MICROTECH INC USD0.01 COMMON STOCK 147322101 224 24918 SH SOLE 33,64 0 24918 0 CASELLA WASTE SYSTEMS USD0.01 A COMMON STOCK 147448104 177 30819 SH SOLE 28 0 30819 0 CASEY'S GENERAL STORES INC NPV COMMON STOCK 147528103 3478 47321 SH SOLE 28,37 0 47321 0 CASTLE(A.M.)& CO NPV COMMON STOCK 148411101 314 19510 SH SOLE 28,33 0 19510 0 CATAMARAN CORP NPV COMMON STOCK 148887102 21255 462571 SH SOLE 11,65 0 462571 0 CATERPILLAR INC USD1 COMMON STOCK 149123101 25237 302706 SH SOLE 28,59 0 302706 0 CATAHY GENERAL BANCORP COM STK USD0.01 COMMON STOCK 149150104 5225 223558 SH SOLE 8,28,33 0 223558 0 CATO CORP USD0.03 1/3 A COMMON STOCK 149205106 625 22336 SH SOLE 28,33 0 22336 0 CAVCO INDUSTRIES INC USD0.01 COMMON STOCK 149568107 379 6659 SH SOLE 28,33 0 6659 0 CBEYOND INC USD0.01 COMMON STOCK 149847105 199 31015 SH SOLE 28,33 0 31015 0 CELADON GROUP USD0.33 COMMON STOCK 150838100 799 42807 SH SOLE 28,33,37 0 42807 0 CELANESE CORP USD0.0001 A COMMON STOCK 150870103 6092 115400 SH SOLE 37 0 115400 0 CELL THERAPEUTICS INC NPV COMMON STOCK 150934883 146 89266 SH SOLE 28 0 89266 0 CELGENE CORP USD0.01 COMMON STOCK 151020104 74916 486688 SH SOLE 23,28,50,51,54,58,61,64 0 486688 0 CENTER BANCORP INC COM NPV COMMON STOCK 151408101 450 31583 SH SOLE 8,28,33,64 0 31583 0 CENTRAL GARDEN & PET CO USD0.01 COMMON STOCK 153527106 15 2100 SH SOLE 33 0 2100 0 CENTRAL GARDEN & PET CO NON VTG USD0.01 A COMMON STOCK 153527205 258 37721 SH SOLE 28,33 0 37721 0 CENTRAL PAC FINL CORP COM COMMON STOCK 154760409 716 40476 SH SOLE 28,33,64 0 40476 0 CENTURY ALUMINIUM USD0.01 COMMON STOCK 156431108 502 62418 SH SOLE 28,33 0 62418 0 CENTURY BANCORP INC NON-VTG USD1 A COMMON STOCK 156432106 328 9852 SH SOLE 28,33,64 0 9852 0 CENTURY CASINOS MANAGEMENT INC USD0.01 COMMON STOCK 156492100 265 46349 SH SOLE 64 0 46349 0 CENTURYLINK INC COMMON STOCK 156700106 14399 458859 SH SOLE 23,28,43 0 458859 0 CERNER CORP USD0.01 COMMON STOCK 156782104 54951 1045693 SH SOLE 11,28,50,53,65 0 1045693 0 CERUS CORP USD0.001 COMMON STOCK 157085101 372 55502 SH SOLE 28 0 55502 0 CEVA INC USD0.001 COMMON STOCK 157210105 325 18839 SH SOLE 28,33 0 18839 0 CHANNELADVISOR CORP USD0.001 COMMON STOCK 159179100 175 4767 SH SOLE 28 0 4767 0 CHARLES & COLVARD USD0.01 COMMON STOCK 159765106 13 1807 SH SOLE 33 0 1807 0 CHARLES RIVER LABORATORIES USD0.01 COMMON STOCK 159864107 3881 83906 SH SOLE 28 0 83906 0 CHECKPOINT SYSTEMS USD0.10 COMMON STOCK 162825103 787 47126 SH SOLE 8,28,33 0 47126 0 CHEESECAKE FACTORY USD0.01 COMMON STOCK 163072101 6266 142581 SH SOLE 11,28 0 142581 0 CHEFS WAREHOUSE INC USD0.01 COMMON STOCK 163086101 272 11780 SH SOLE 28 0 11780 0 CHELSEA THERAPEUTICS INTL LTD USD0.0001 COMMON STOCK 163428105 161 53427 SH SOLE 28 0 53427 0 CHEMICAL FINANCIAL CORP USD1 COMMON STOCK 163731102 1458 52206 SH SOLE 8,28,30,33 0 52206 0 CHEMTURA CORP USD0.01 COMMON STOCK 163893209 4183 181949 SH SOLE 25,28,33 0 181949 0 CHEMUNG FINANCIAL CORP USD15 COMMON STOCK 164024101 99 2851 SH SOLE 28 0 2851 0 CHESAPEAKE ENERGY CORP USD0.01 COMMON STOCK 165167107 4489 173451 SH SOLE 28 0 173451 0 CHESAPEAKE UTILITIES CORP USD0.4867 COMMON STOCK 165303108 1252 23857 SH SOLE 8,11,28 0 23857 0 CHEVRON CORP USD0.75 COMMON STOCK 166764100 175982 1448408 SH SOLE 23,28,51,58,61,63 0 1448408 0 CHICAGO BRIDGE & IRON CO N.V. EUR0.01 (REG) COMMON STOCK 167250109 3807 56175 SH SOLE 61 0 56175 0 CHICOS FAS INC USD0.01 COMMON STOCK 168615102 4582 275006 SH SOLE 28 0 275006 0 CHILDRENS PLACE RETAIL STORE INC USD0.10 COMMON STOCK 168905107 2920 50472 SH SOLE 8,28 0 50472 0 CHINDEX INTERNATIONAL INC USD0.01 COMMON STOCK 169467107 205 12027 SH SOLE 28,33 0 12027 0 CHIPOTLE MEXICAN GRILL USD0.01 COMMON STOCK 169656105 31915 74446 SH SOLE 28,53,65 0 74446 0 CHIQUITA BRANDS INTERNATIONAL INC USD0.01 COMMON STOCK 170032809 3201 252810 SH SOLE 8,28,30,33 0 252810 0 CHRISTOPHER & BANKS CORP USD0.01 COMMON STOCK 171046105 252 34995 SH SOLE 28,33 0 34995 0 CHUBB CORP USD1 COMMON STOCK 171232101 18696 209461 SH SOLE 23,28,51,63 0 209461 0 CHURCH & DWIGHT COM STK USD1 COMMON STOCK 171340102 41552 691949 SH SOLE 11,28,65 0 691949 0 CHURCHILL DOWNS INC NPV COMMON STOCK 171484108 1075 12424 SH SOLE 28,33 0 12424 0 CHUYS HLDGS INC USD0.01 COMMON STOCK 171604101 3683 102631 SH SOLE 28,47,65 0 102631 0 CIENA CORP USD0.01. COMMON STOCK 171779309 8917 356965 SH SOLE 23,28,63 0 356965 0 CIMAREX ENERGY CO USD0.01 COMMON STOCK 171798101 16291 168995 SH SOLE 11,28 0 168995 0 CINCINNATI BELL NC USD0.01 COMMON STOCK 171871106 451 165861 SH SOLE 28 0 165861 0 CINCINNATI FINANCIAL CORP USD2 COMMON STOCK 172062101 2383 50527 SH SOLE 28 0 50527 0 CIRRUS LOGIC INC NPV COMMON STOCK 172755100 3129 137961 SH SOLE 8,28 0 137961 0 CINTAS CORP COM NPV COMMON STOCK 172908105 1797 35107 SH SOLE 28 0 35107 0 CITIZENS AND NORTHERN CORP USD1 COMMON STOCK 172922106 499 25036 SH SOLE 8,28 0 25036 0 CITIGROUP INC USD0.01 COMMON STOCK 172967424 112962 2328626 SH SOLE 28,37,41,51,53,58,61 0 2328626 0 CITIZENS INC CLASS 'A' COM NPV COMMON STOCK 174740100 297 34419 SH SOLE 28 0 34419 0 CITRIX SYSTEMS INC USD0.001 COMMON STOCK 177376100 35860 507854 SH SOLE 11,28,53,61,63,65 0 507854 0 CITY HLDG CO USD2.50 COMMON STOCK 177835105 1292 29880 SH SOLE 8,28,33 0 29880 0 CITY NATIONAL CORP USD1 COMMON STOCK 178566105 5391 80876 SH SOLE 28 0 80876 0 CLARCOR INC USD1 COMMON STOCK 179895107 8927 160756 SH SOLE 11,28 0 160756 0 CLEAN HARBORS INC USD0.01 COMMON STOCK 184496107 11861 202200 SH SOLE 28,38 0 202200 0 CLEAN ENERGY FUELS CORPORATION USD0.0001 COMMON STOCK 184499101 695 54419 SH SOLE 28 0 54419 0 CLOROX CO USD1 COMMON STOCK 189054109 6814 83380 SH SOLE 28,43 0 83380 0 CLOVIS ONCOLOGY INC USD0.001 COMMON STOCK 189464100 772 12704 SH SOLE 28 0 12704 0 COACH INC USD0.01 COMMON STOCK 189754104 30524 559759 SH SOLE 23,28,65 0 559759 0 COBIZ FINANCIAL INC USD0.01 COMMON STOCK 190897108 1321 136699 SH SOLE 8,28,33,64 0 136699 0 COBRA ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 191042100 2 800 SH SOLE 33 0 800 0 COCA-COLA BOTTLING CO CONSOLIDATED USD1 COMMON STOCK 191098102 283 4513 SH SOLE 28,33 0 4513 0 COCA-COLA CO USD0.25 COMMON STOCK 191216100 106476 2810881 SH SOLE 23,28,58,61 0 2810881 0 CODEXIS INC USD0.0001 COMMON STOCK 192005106 2 1324 SH SOLE 33 0 1324 0 COEUR MINING INC COMMON STOCK 192108504 2357 195615 SH SOLE 8,28,33 0 195615 0 COGNEX CORP USD0.002 COMMON STOCK 192422103 6496 207152 SH SOLE 28,47,56,65 0 207152 0 COGNIZANT TECHNOLOGY SOLUTIONS CORP USD0.01 COMMON STOCK 192446102 67977 827781 SH SOLE 28,50,51,64,65 0 827781 0 COHERENT INC USD0.01 COMMON STOCK 192479103 1524 24795 SH SOLE 28,33,37 0 24795 0 COHU INC USD1 COMMON STOCK 192576106 270 24715 SH SOLE 28,33 0 24715 0 COLEMAN CABLE INC USD0.001 COMMON STOCK 193459302 1623 76904 SH SOLE 28,30 0 76904 0 COLFAX CORP USD0.01 COMMON STOCK 194014106 5048 89359 SH SOLE 38 0 89359 0 COLGATE-PALMOLIVE CO USD1 COMMON STOCK 194162103 24906 420004 SH SOLE 28,53,54,58 0 420004 0 COLUMBIA BANKING SYSTEMS INC NPV COMMON STOCK 197236102 1322 53535 SH SOLE 8,28,33 0 53535 0 COLUMBIA SPORTSWEAR CO NPV COMMON STOCK 198516106 873 14487 SH SOLE 28,33 0 14487 0 COLUMBUS MCKINNON CORP USD0.01 COMMON STOCK 199333105 692 28818 SH SOLE 28,33,61 0 28818 0 COMFORT SYSTEMS USA USD0.01 COMMON STOCK 199908104 575 34207 SH SOLE 28,33 0 34207 0 COMERICA INC USD5 COMMON STOCK 200340107 19546 497215 SH SOLE 23,28,43,51 0 497215 0 COMMERCE BANCSHARES INC USD5 COMMON STOCK 200525103 10429 238053 SH SOLE 23,28 0 238053 0 COMMERCIAL METALS CO USD5 COMMON STOCK 201723103 5309 313198 SH SOLE 28,33 0 313198 0 COMMERCIAL VEHICLE GROUP INC USD0.01 COMMON STOCK 202608105 151 18952 SH SOLE 28 0 18952 0 COMMUNITY BANK SYSTEMS NY USD1.25 COMMON STOCK 203607106 1991 58366 SH SOLE 8,11,28,33 0 58366 0 COMMUNITY BANKERS TRUST CORP USD0.01 COMMON STOCK 203612106 1 300 SH SOLE 33 0 300 0 COMMUNITY HEALTH SYSTEMS INC(NEW) NPV COMMON STOCK 203668108 9973 240322 SH SOLE 28,33,43 0 240322 0 COMMUNICATIONS SYSTEMS INC USD0.05 COMMON STOCK 203900105 16 1420 SH SOLE 33 0 1420 0 COMMUNITY TRUST BANCORP INC USD5 COMMON STOCK 204149108 1185 29187 SH SOLE 8,28,33 0 29187 0 COMMVAULT SYSTEMS INC USD0.01 COMMON STOCK 204166102 30924 352086 SH SOLE 23,28,37,38,47,58,61,64 0 352086 0 COMPUTER PROGRAMS & SYSTEMS INC USD0.001 COMMON STOCK 205306103 516 8829 SH SOLE 28 0 8829 0 COMPUTER SCIENCES CORP USD1 COMMON STOCK 205363104 23508 454341 SH SOLE 28,58,61,63,64 0 454341 0 COMPUTER TASK GROUP INC USD0.01 COMMON STOCK 205477102 199 12300 SH SOLE 28 0 12300 0 COMPUWARE CORP USD0.01 COMMON STOCK 205638109 4682 417999 SH SOLE 28,63 0 417999 0 COMSTOCK RESOURCES INC USD0.50 COMMON STOCK 205768203 831 52204 SH SOLE 28,33 0 52204 0 COMTECH TELECOMMUNICATIONS USD0.10 COMMON STOCK 205826209 2686 110426 SH SOLE 8,28,33,61,63 0 110426 0 CONAGRA FOODS INC USD5 COMMON STOCK 205887102 16127 531532 SH SOLE 11,23,28,41 0 531532 0 CON-WAY INC USD0.625 COMMON STOCK 205944101 6199 143870 SH SOLE 25,28,33 0 143870 0 CONCUR TECHNOLOGIES INC USD0.001 COMMON STOCK 206708109 17774 160853 SH SOLE 11,28,56,65 0 160853 0 CONMED CORP USD0.01 COMMON STOCK 207410101 2553 75125 SH SOLE 28,33,63 0 75125 0 CONNECTICUT WATER SERVICES NPV COMMON STOCK 207797101 277 8598 SH SOLE 28 0 8598 0 CONNS INC USD0.01 COMMON STOCK 208242107 8164 163153 SH SOLE 8,28,33,38,47 0 163153 0 CONSOLIDATED COMMU COM NPV COMMON STOCK 209034107 557 32280 SH SOLE 28 0 32280 0 CONSOLIDATED EDISON INC USD0.10 COMMON STOCK 209115104 8712 157996 SH SOLE 23,28 0 157996 0 CONSOLIDATED GRAPHICS INC USD0.01 COMMON STOCK 209341106 1218 21733 SH SOLE 8,28,33 0 21733 0 CONSOLIDATED TOMOKA LAND USD1 COMMON STOCK 210226106 199 5175 SH SOLE 28,33 0 5175 0 CONSTANT CONTACT INC USD0.01 COMMON STOCK 210313102 578 24384 SH SOLE 28 0 24384 0 CONSUMER PORTFOLIO SERVICES NPV COMMON STOCK 210502100 86 14517 SH SOLE 28 0 14517 0 CONVERGYS CORP NPV COMMON STOCK 212485106 6292 335557 SH SOLE 28,30,33 0 335557 0 COOPER COS INC USD0.10 COMMON STOCK 216648402 30461 234873 SH SOLE 11,28,33,38,47,53,58 0 234873 0 COOPER TIRE & RUBBER CO USD1 COMMON STOCK 216831107 1997 64827 SH SOLE 8,28,33 0 64827 0 COPART INC NPV COMMON STOCK 217204106 22763 716033 SH SOLE 28,65 0 716033 0 CORCEPT THERAPEUTICS INC USD0.001 COMMON STOCK 218352102 66 41520 SH SOLE 28 0 41520 0 CORE-MARK HLDG CO INC USD0.01 COMMON STOCK 218681104 3485 52450 SH SOLE 8,28,30,33,37 0 52450 0 CORE MOLDING TECHNOLOGIES INC. USD0.01 COMMON STOCK 218683100 19 1940 SH SOLE 33 0 1940 0 CORINTHIAN COLLEGES INC USD0.0001 COMMON STOCK 218868107 909 415016 SH SOLE 8,28,30,33 0 415016 0 CORNING INC USD0.50 COMMON STOCK 219350105 10796 739979 SH SOLE 28,41,63 0 739979 0 CORVEL CORP USD0.0001 COMMON STOCK 221006109 1295 35037 SH SOLE 28,37,61 0 35037 0 COURIER CORP USD1 COMMON STOCK 222660102 830 52442 SH SOLE 8,28,33,64 0 52442 0 COVANCE INC USD0.01 COMMON STOCK 222816100 8263 95565 SH SOLE 28 0 95565 0 COWEN GROUP INC NEW USD0.01 'A' COMMON STOCK 223622101 2494 723029 SH SOLE 8,28,30,33 0 723029 0 CRAFT BREWERS ALLIANCE INC USD0.005 COMMON STOCK 224122101 146 10857 SH SOLE 28,33 0 10857 0 CRANE CO USD1 COMMON STOCK 224399105 11151 180819 SH SOLE 28,61 0 180819 0 CRAWFORD & CO USD1 B COMMON STOCK 224633107 201 20760 SH SOLE 28 0 20760 0 CRAY INC USD0.01 COMMON STOCK 225223304 833 34593 SH SOLE 28,33 0 34593 0 CREDIT ACCEPTANCE CORP NPV COMMON STOCK 225310101 2080 18767 SH SOLE 8,28,47 0 18767 0 CREE INC USD0.005 COMMON STOCK 225447101 13763 228655 SH SOLE 28,33,64 0 228655 0 CROCS INC USD0.01 COMMON STOCK 227046109 954 70082 SH SOLE 28 0 70082 0 CROSS COUNTRY HEAL COM STK USD0.0001 COMMON STOCK 227483104 184 30412 SH SOLE 28,33 0 30412 0 CROWN CASTLE INTERNATIONAL CORP USD0.01 COMMON STOCK 228227104 11886 162749 SH SOLE 11,28 0 162749 0 CROWN CRAFTS INC USD1 COMMON STOCK 228309100 748 103840 SH SOLE 64 0 103840 0 CROWN HOLDINGS INC COMMON STOCK 228368106 1895 44820 SH SOLE 58 0 44820 0 CROWN MEDIA HOLDINGS USD0.01 A COMMON STOCK 228411104 85 27514 SH SOLE 28 0 27514 0 CRYOLIFE INC USD0.01 COMMON STOCK 228903100 176 25124 SH SOLE 28,33 0 25124 0 CUBIC CORP NPV COMMON STOCK 229669106 847 15777 SH SOLE 28 0 15777 0 CUBIST PHARMACEUTI COM USD0.001 COMMON STOCK 229678107 18403 289590 SH SOLE 11,28,37,38,47,53,64 0 289590 0 CULLEN FROST BANKERS USD5 COMMON STOCK 229899109 10308 146104 SH SOLE 23,28 0 146104 0 CULP INC USD0.05 COMMON STOCK 230215105 254 13550 SH SOLE 28,33,64 0 13550 0 CUMBERLAND PHARMACEUTICALS INC NPV COMMON STOCK 230770109 17 3851 SH SOLE 33 0 3851 0 CUMMINS INC USD2.50 COMMON STOCK 231021106 54005 406452 SH SOLE 28,51,53,58,59 0 406452 0 CUMULUS MEDIA INC USD0.01 A COMMON STOCK 231082108 351 66228 SH SOLE 28,33 0 66228 0 CURIS INC USD0.01 COMMON STOCK 231269101 286 64100 SH SOLE 28 0 64100 0 CURTISS-WRIGHT CORP USD1 COMMON STOCK 231561101 4691 99889 SH SOLE 8,25,28,33 0 99889 0 CUTERA INC USD0.001 COMMON STOCK 232109108 839 94219 SH SOLE 28,30,33 0 94219 0 CYBER OPTICS NPV COMMON STOCK 232517102 2 400 SH SOLE 33 0 400 0 CYNOSURE INC USD0.001 COMMON STOCK 232577205 386 16940 SH SOLE 28,33 0 16940 0 CYPRESS SEMICONDUCTOR CORP USD0.01 COMMON STOCK 232806109 5465 585082 SH SOLE 25,28,63 0 585082 0 CYTEC INDUSTRIES INC USD0.01 COMMON STOCK 232820100 5320 65384 SH SOLE 28,33 0 65384 0 DST SYSTEMS INC DELAWARE USD0.01 COMMON STOCK 233326107 7723 102415 SH SOLE 28,63 0 102415 0 DTE ENERGY CO NPV COMMON STOCK 233331107 15266 231371 SH SOLE 28,61,63 0 231371 0 DXP ENTERPRISES INC USD0.01 COMMON STOCK 233377407 596 7548 SH SOLE 28 0 7548 0 DAILY JOURNAL CO USD0.01 COMMON STOCK 233912104 105 715 SH SOLE 28 0 715 0 DAKTRONIC INC NPV COMMON STOCK 234264109 339 30298 SH SOLE 28,33 0 30298 0 DANA HOLDING CORP USD0.01 COMMON STOCK 235825205 5586 244577 SH SOLE 8,25,28,37 0 244577 0 DANAHER CORP USD0.01 COMMON STOCK 235851102 63824 920712 SH SOLE 11,23,28,50,51,61 0 920712 0 DARDEN RESTAURANTS INC NPV COMMON STOCK 237194105 2059 44479 SH SOLE 28 0 44479 0 DARLING INTL INC COM USD0.01 COMMON STOCK 237266101 3400 160686 SH SOLE 8,28,37 0 160686 0 DATALINK CORP USD0.001 COMMON STOCK 237934104 1827 135130 SH SOLE 28,30,33 0 135130 0 DAWSON GEOPHYSICAL CO COM USD0.33 1/3 COMMON STOCK 239359102 1024 31527 SH SOLE 8,28,33,61 0 31527 0 DEALERTRACK TECHNOLOGIES INC COMMON STOCK 242309102 1511 35264 SH SOLE 28,33 0 35264 0 DEAN FOODS CO COMMON STOCK USD 0.01 COMMON STOCK 242370203 3483 180459 SH SOLE 28,33 0 180459 0 DECKERS OUTDOOR CORP USD0.01 COMMON STOCK 243537107 3889 58996 SH SOLE 28 0 58996 0 DEERE & CO USD1 COMMON STOCK 244199105 10665 131035 SH SOLE 28 0 131035 0 DEL FRISCOS RESTAURANT GROUP NPV COMMON STOCK 245077102 630 31234 SH SOLE 28,37 0 31234 0 DELEK US HOLDINGS INC USD0.01 COMMON STOCK 246647101 1975 93651 SH SOLE 8,28,33 0 93651 0 DELIAS INC USD0.01 COMMON STOCK 246911101 2 1700 SH SOLE 33 0 1700 0 DELTA AIR LINES INC USD0.01 COMMON STOCK 247361702 21664 918347 SH SOLE 28,43,50,51,58 0 918347 0 DELTA APPAREL INC USD0.01 COMMON STOCK 247368103 3 158 SH SOLE 33 0 158 0 DELTA NATURAL GAS CO USD1 COMMON STOCK 247748106 119 5380 SH SOLE 28 0 5380 0 DELTIC TIMBER CORP NPV COMMON STOCK 247850100 883 13559 SH SOLE 28,61 0 13559 0 DENBURY RESOURCES INC USD0.001 COMMON STOCK 247916208 10607 576163 SH SOLE 28,59 0 576163 0 DELUXE CORP USD1 COMMON STOCK 248019101 9206 220985 SH SOLE 28,30,37,63 0 220985 0 DENTSPLY INTERNATIONAL INC USD0.01 COMMON STOCK 249030107 2673 61577 SH SOLE 23,28 0 61577 0 DERMA SCIENCES INC USD0.01 COMMON STOCK 249827502 134 10802 SH SOLE 28 0 10802 0 DEPOMED INC NPV COMMON STOCK 249908104 336 44961 SH SOLE 28 0 44961 0 DEVRY INC USD0.01 COMMON STOCK 251893103 6463 211486 SH SOLE 28,33,37 0 211486 0 DEXCOM INC USD0.001 COMMON STOCK 252131107 4657 164950 SH SOLE 28,37,47 0 164950 0 DIAMOND FOODS INC NPV COMMON STOCK 252603105 503 21334 SH SOLE 28,33 0 21334 0 DICE HLDGS INC COM STK NPV COMMON STOCK 253017107 276 32462 SH SOLE 28 0 32462 0 DICKS SPORTING GOODS INC USD0.01 COMMON STOCK 253393102 39675 743265 SH SOLE 11,28,61,65 0 743265 0 DIEBOLD INC USD1.25 COMMON STOCK 253651103 4021 136962 SH SOLE 23,28 0 136962 0 DIGI INTERNATIONAL INC USD0.01 COMMON STOCK 253798102 266 26534 SH SOLE 28,33 0 26534 0 DIGIRAD CORP USD0.0001 COMMON STOCK 253827109 4 1500 SH SOLE 33 0 1500 0 DIME COMMUNITY BANCSHARES INC USD0.01 COMMON STOCK 253922108 955 57362 SH SOLE 11,28,33 0 57362 0 DILLARDS INC NPV A COMMON STOCK 254067101 1636 20900 SH SOLE 8,33 0 20900 0 DINEEQUITY INC COMMON STOCK 254423106 1418 20556 SH SOLE 28,33,63 0 20556 0 DIODES INC USD0.66 2/3 COMMON STOCK 254543101 1823 74414 SH SOLE 28,33,56 0 74414 0 WALT DISNEY(HLDG)CO DISNEY USD0.01 COMMON STOCK 254687106 56288 872815 SH SOLE 23,28,50,51,53 0 872815 0 DISCOVER FINANCIAL SERVICES USD0.01 COMMON STOCK 254709108 55745 1102982 SH SOLE 28,51,53,58,61 0 1102982 0 DIXIE GROUP INC USD3 COMMON STOCK 255519100 8 700 SH SOLE 33 0 700 0 DOLE FOOD CO INC USD0.001 COMMON STOCK 256603101 750 55036 SH SOLE 28,33 0 55036 0 DOLLAR GENERAL CORP USD0.875 COMMON STOCK 256677105 23861 422617 SH SOLE 28,50,51,53 0 422617 0 DOLLAR TREE INC USD0.01 COMMON STOCK 256746108 11085 193927 SH SOLE 11,28,61 0 193927 0 DOMTAR CORPORATION USD0.01 COMMON STOCK 257559203 7299 91904 SH SOLE 8,28,33,43 0 91904 0 DONALDSON CO INC USD5 COMMON STOCK 257651109 10118 265344 SH SOLE 28,65 0 265344 0 DONEGAL GROUP USD1 A COMMON STOCK 257701201 118 8469 SH SOLE 28,33 0 8469 0 DONNELLEY(R.R.)& SONS CO USD1.25 COMMON STOCK 257867101 9658 611247 SH SOLE 28,33,43 0 611247 0 DORMAN PRODUCTS INC COMMON STOCK 258278100 2381 48050 SH SOLE 28,33,47 0 48050 0 DOUBLE EAGLE PETROLEUM CO USD0.10 COMMON STOCK 258570209 10 3400 SH SOLE 33 0 3400 0 DOVER CORP USD1 COMMON STOCK 260003108 5250 58444 SH SOLE 28 0 58444 0 DOVER DOWNS GAMING & ENTERTAINMENT COM STK USD0.10 COMMON STOCK 260095104 1 1000 SH SOLE 33 0 1000 0 DOVER MOTORSPORTSCOM USD0.10 COMMON STOCK 260174107 2 1000 SH SOLE 33 0 1000 0 DOW CHEMICAL CO USD2.50 COMMON STOCK 260543103 15902 414108 SH SOLE 28 0 414108 0 DRESSER RAND GROUP USD0.01 COMMON STOCK 261608103 8135 130376 SH SOLE 28 0 130376 0 DRIL QUIP INC USD0.01 COMMON STOCK 262037104 33818 294710 SH SOLE 11,25,28,47,61,65 0 294710 0 DU PONT(E.I.)DE NEMOURS & CO USD0.30 COMMON STOCK 263534109 18504 315980 SH SOLE 28 0 315980 0 DUCOMMUN INC USD0.01 COMMON STOCK 264147109 314 10964 SH SOLE 28,33 0 10964 0 DYCOM INDUSTRIES USD0.333 COMMON STOCK 267475101 1177 42044 SH SOLE 28,33,61 0 42044 0 DYNAMIC MATERIALS CORP USD0.05 COMMON STOCK 267888105 1749 75464 SH SOLE 28,30,33,56 0 75464 0 DYNAMICS RESEARCH CORP USD0.10 COMMON STOCK 268057106 17 2200 SH SOLE 33 0 2200 0 DYNAVAX TECHNOLOGIES CORP USD0.001 COMMON STOCK 268158102 175 145708 SH SOLE 28 0 145708 0 EMC CORP USD0.01 COMMON STOCK 268648102 72995 2855833 SH SOLE 23,28,37,51,53,61,63,64 0 2855833 0 EMC INSURANCE GROUP INC USD1 COMMON STOCK 268664109 117 3869 SH SOLE 28,33 0 3869 0 EAGLE BANCORP INC USD0.01 COMMON STOCK 268948106 1565 55322 SH SOLE 28,30 0 55322 0 E TRADE FINANCIAL CORP USD0.01 COMMON STOCK 269246401 1851 112198 SH SOLE 28,33 0 112198 0 EXCO RESOURCES INC USD0.001 COMMON STOCK 269279402 1623 240870 SH SOLE 28,30 0 240870 0 EARTHLINK INC USD0.01 COMMON STOCK 270321102 1116 225407 SH SOLE 28,30,33 0 225407 0 EASTERN CO NPV COMMON STOCK 276317104 6 399 SH SOLE 33 0 399 0 EASTERN INSURANCE HOLDINGS I NPV COMMON STOCK 276534104 153 6260 SH SOLE 28,33 0 6260 0 EASTMAN CHEMICAL CO USD0.01 COMMON STOCK 277432100 34819 446966 SH SOLE 28,43,51,53 0 446966 0 EATON VANCE CORP COM NON VTG USD0.00390625 COMMON STOCK 278265103 8055 207435 SH SOLE 28 0 207435 0 EBAY INC USD0.001 COMMON STOCK 278642103 81637 1463282 SH SOLE 28,41,50,53,59,61,63,64 0 1463282 0 EBIX. COM INC USD0.10 COMMON STOCK 278715206 246 24713 SH SOLE 28 0 24713 0 ECHOSTAR CORP USD0.001 COMMON STOCK 278768106 3362 76510 SH SOLE 33,35 0 76510 0 ECOLAB INC USD1 COMMON STOCK 278865100 23554 238497 SH SOLE 11,28,50,61 0 238497 0 EDGEWATER TECHNOLOGY INC COM COMMON STOCK 280358102 2 400 SH SOLE 33 0 400 0 EDISON INTERNATIONAL NPV COMMON STOCK 281020107 10856 235702 SH SOLE 28,58,63 0 235702 0 8X8 INC USD0.001 COMMON STOCK 282914100 577 57307 SH SOLE 28 0 57307 0 EL PASO ELECTRIC CO NPV COMMON STOCK 283677854 2473 74054 SH SOLE 8,28,61 0 74054 0 ELECTRO RENT CORP NPV COMMON STOCK 285218103 381 20976 SH SOLE 28,33 0 20976 0 ELECTRO SCIENTIFIC INDUSTRIES INC NPV COMMON STOCK 285229100 1703 145468 SH SOLE 28,30,33 0 145468 0 ELECTRONIC ARTS USD0.01 COMMON STOCK 285512109 5817 227664 SH SOLE 11,23,28 0 227664 0 ELECTRONICS FOR IMAGING INC USD0.01 COMMON STOCK 286082102 4650 146792 SH SOLE 8,28,30,33,64 0 146792 0 ELLIS PERRY INTERNATIONAL USD0.01 COMMON STOCK 288853104 2877 152713 SH SOLE 8,25,28,33 0 152713 0 EMCORE CORP NPV COMMON STOCK 290846203 1149 255975 SH SOLE 30,33 0 255975 0 EMERITUS CORP USD0.0001 COMMON STOCK 291005106 595 32098 SH SOLE 28 0 32098 0 EMERSON ELECTRIC CO USD0.50 COMMON STOCK 291011104 19432 300342 SH SOLE 23,28,41 0 300342 0 EMERSON RADIO CORP USD0.01 COMMON STOCK 291087203 6 3000 SH SOLE 33 0 3000 0 EMPIRE DISTRICT ELECTRIC CO USD1 COMMON STOCK 291641108 2187 100967 SH SOLE 8,23,28 0 100967 0 EMPLOYERS HOLDINGS INC USD0.01 COMMON STOCK 292218104 2252 75721 SH SOLE 28,30,33,64 0 75721 0 EMULEX CORP USD0.10 COMMON STOCK 292475209 1246 160514 SH SOLE 28,33,61 0 160514 0 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 2529 55142 SH SOLE 28,30,33 0 55142 0 ENCORE WIRE CORP USD0.01 COMMON STOCK 292562105 800 20295 SH SOLE 28,33 0 20295 0 ENERNOC INC NPV COMMON STOCK 292764107 1696 113152 SH SOLE 28,33,56,61 0 113152 0 ENGLOBAL CORP. COMMON STOCK 293306106 2 1900 SH SOLE 33 0 1900 0 ENNIS INC USD2.50 COMMON STOCK 293389102 1709 94743 SH SOLE 28,30,33,61 0 94743 0 ENTERCOM COMMUNICATIONS USD0.01 COMMON STOCK 293639100 1045 119066 SH SOLE 8,28,33 0 119066 0 ENTERPRISE BANCORP INC COM STK USD0.01 COMMON STOCK 293668109 115 6083 SH SOLE 28,33 0 6083 0 ENTERPRISE FINANCIAL SERVICES CORP USD0.01 COMMON STOCK 293712105 860 51279 SH SOLE 8,28,33 0 51279 0 ENZON PHARMACEUTICALS INC COM COMMON STOCK 293904108 57 33668 SH SOLE 28,33 0 33668 0 EPLUS INC USD0.01 COMMON STOCK 294268107 2732 52862 SH SOLE 28,33,64 0 52862 0 EQUIFAX INC USD1.25 COMMON STOCK 294429105 2485 41526 SH SOLE 28 0 41526 0 ESCALADE INC NPV COMMON STOCK 296056104 12 1400 SH SOLE 33 0 1400 0 ESCO TECHNOLOGIES INC USD0.01 COMMON STOCK 296315104 788 23718 SH SOLE 28,33 0 23718 0 ESPEY MAN & ELECTRONICS CORP USD0.33 1/3 COMMON STOCK 296650104 34 1200 SH SOLE 64 0 1200 0 ESTERLINE TECHNOLOGIES CORP USD0.20 COMMON STOCK 297425100 9615 120355 SH SOLE 8,28,33,37 0 120355 0 ETHAN ALLEN INTERIORS INC USD0.01 COMMON STOCK 297602104 552 19793 SH SOLE 28 0 19793 0 EURONET WORLDWIDE INC USD0.02 COMMON STOCK 298736109 4953 124450 SH SOLE 25,28,33,64 0 124450 0 EVERYWARE GLOBAL INC USD0.0001 COMMON STOCK 300439106 89 7816 SH SOLE 28 0 7816 0 EXAR CORP NPV COMMON STOCK 300645108 492 36665 SH SOLE 28,33 0 36665 0 EXLSERVICE HLDGS INC COM STK USD0.001 COMMON STOCK 302081104 2780 97614 SH SOLE 28,37,65 0 97614 0 EXONE CO USD0.01 COMMON STOCK 302104104 213 5007 SH SOLE 28 0 5007 0 EXPEDITORS INTERN OF WASHINGTON INC USD0.01 COMMON STOCK 302130109 3110 70593 SH SOLE 28 0 70593 0 EZCORP INC NON VTG USD0.01 A COMMON STOCK 302301106 926 54846 SH SOLE 8,28 0 54846 0 FLIR SYSTEMS INC USD0.01 COMMON STOCK 302445101 4414 140565 SH SOLE 28,56,63 0 140565 0 FMC CORP USD0.10 COMMON STOCK 302491303 3342 46595 SH SOLE 28 0 46595 0 FNB CORP PA USD0.01 COMMON STOCK 302520101 2330 192078 SH SOLE 8,11,28,33 0 192078 0 FXCM INC USD0.01 A COMMON STOCK 302693106 577 29193 SH SOLE 28 0 29193 0 FX ENERGY INC USD0.001 COMMON STOCK 302695101 147 42599 SH SOLE 28 0 42599 0 FAB UNVL CORP COM COMMON STOCK 302771100 1 190 SH SOLE 33 0 190 0 FTI CONSULTING INC USD0.01 COMMON STOCK 302941109 4205 111242 SH SOLE 28,33 0 111242 0 FACTSET RESEARCH SYSTEMS INC USD0.01 COMMON STOCK 303075105 21061 193040 SH SOLE 11,28,65 0 193040 0 FAIR ISAAC CORP USD0.01 COMMON STOCK 303250104 6781 122659 SH SOLE 28,37,61 0 122659 0 FAIRCHILD SEMICONDUCTOR INTL INC COMMON STOCK 303726103 3457 248919 SH SOLE 28,33 0 248919 0 FAIRPOINT COMMUNICATIONS INC USD0.01 COMMON STOCK 305560302 158 16564 SH SOLE 28 0 16564 0 FAMILY DOLLAR STORES INC USD0.10 COMMON STOCK 307000109 2380 33043 SH SOLE 28 0 33043 0 FARMER BROS CO USD1 COMMON STOCK 307675108 97 6436 SH SOLE 28,33 0 6436 0 FARMERS CAPITAL BANK CORP USD0.125 COMMON STOCK 309562106 537 24579 SH SOLE 28,64 0 24579 0 FARO TECHNOLOGIES INC USD0.001 COMMON STOCK 311642102 659 15627 SH SOLE 28,33 0 15627 0 FASTENAL USD0.01 COMMON STOCK 311900104 28912 575355 SH SOLE 11,28,65 0 575355 0 FEDERAL AGRICULTURAL MORTGAGE CORP USD1 C COMMON STOCK 313148306 321 9625 SH SOLE 28,33 0 9625 0 FEDERAL MOGUL CORP USD0.01 COMMON STOCK 313549404 567 33768 SH SOLE 28,33 0 33768 0 FEDERAL SIGNAL CORP USD1 COMMON STOCK 313855108 837 65043 SH SOLE 28,33 0 65043 0 FEDERATED INVESTORS INC USD0.01 B COMMON STOCK 314211103 4374 161048 SH SOLE 28 0 161048 0 FEMALE HEALTH CO USD0.01 COMMON STOCK 314462102 170 17216 SH SOLE 28 0 17216 0 FERRO CORP USD1 COMMON STOCK 315405100 627 68876 SH SOLE 28,33 0 68876 0 F5 NETWORK INC USD0.01 COMMON STOCK 315616102 17653 205838 SH SOLE 23,28,38,50,63,64 0 205838 0 FIBROCELL SCIENCE INC USD0.001 COMMON STOCK 315721209 58 13281 SH SOLE 28 0 13281 0 FIDELITY SOUTHERN CORP COMMON STOCK 316394105 704 45875 SH SOLE 8,28,33 0 45875 0 FIDUS INVESTMENT CORP USD0.001 COMMON STOCK 316500107 400 20634 SH SOLE 8,28 0 20634 0 FIFTH & PACIFIC COS INC USD1 COMMON STOCK 316645100 7315 291104 SH SOLE 11,28,37 0 291104 0 FIFTH THIRD BANCORP NPV COMMON STOCK 316773100 25582 1418046 SH SOLE 28,41,43,51,58,63 0 1418046 0 FINANCIAL ENGINES INC USD0.0001 COMMON STOCK 317485100 4516 75974 SH SOLE 28,47 0 75974 0 FINANCIAL INSTITUTIONS INC NPV COMMON STOCK 317585404 2224 108677 SH SOLE 8,28,30,33 0 108677 0 FINISH LINE INC CLASS'A'COM STK USD0.01 COMMON STOCK 317923100 5004 201221 SH SOLE 28,33,38 0 201221 0 FIRST ACCEP CORP COM COMMON STOCK 318457108 6 3404 SH SOLE 33 0 3404 0 FIRST BANCORP PUERTO RICO USD1 COMMON STOCK 318672706 650 114349 SH SOLE 8,28,33 0 114349 0 FIRST BANCORP NC USD0.01 COMMON STOCK 318910106 356 24637 SH SOLE 8,28,33 0 24637 0 FIRST BUSEY CORP NPV COMMON STOCK 319383105 573 109983 SH SOLE 8,28,33 0 109983 0 FIRST COMM'WTH FINL CORP PA USD1 COMMON STOCK 319829107 1889 248928 SH SOLE 8,28,33 0 248928 0 FIRST CONN BANCORP INC MD COM COMMON STOCK 319850103 780 53090 SH SOLE 28,30 0 53090 0 FIRST FINANCIAL BANCORP NPV COMMON STOCK 320209109 1183 77997 SH SOLE 8,28,33 0 77997 0 FIRST FINANCIAL CORPORATION IND NPV COMMON STOCK 320218100 495 15684 SH SOLE 8,28,33 0 15684 0 FIRST HORIZON NATIONAL CORP COM STK USD0.625 COMMON STOCK 320517105 4521 411357 SH SOLE 28 0 411357 0 FIRST OF LONG ISLAND CORP USD0.10 COMMON STOCK 320734106 1130 29089 SH SOLE 8,28,30 0 29089 0 FIRST MARBLEHEAD CORP USD0.01 COMMON STOCK 320771108 71 86597 SH SOLE 28,33 0 86597 0 FIRST MERCHANTS CORP NPV COMMON STOCK 320817109 1205 69553 SH SOLE 8,28,33,37 0 69553 0 FIRST MIDWEST BANCORP USD0.01 COMMON STOCK 320867104 1582 104679 SH SOLE 8,28,33 0 104679 0 FIRST SECURITY GROUP INC-TN COM USD COMMON STOCK 336312202 104 50053 SH SOLE 28 0 50053 0 FIRST SOLAR INC USD0.001 COMMON STOCK 336433107 5800 144246 SH SOLE 8,28,33,58,64 0 144246 0 FIRST SOURCE CORP NPV COMMON STOCK 336901103 503 18687 SH SOLE 8,28,33 0 18687 0 FISERV INC USD0.01 COMMON STOCK 337738108 33683 333334 SH SOLE 28,64,65 0 333334 0 FIRSTMERIT CORP NPV COMMON STOCK 337915102 15007 691253 SH SOLE 8,28,33,63 0 691253 0 FLAGSTAR BANCORP USD0.001 COMMON STOCK 337930705 2136 144744 SH SOLE 8,28,33 0 144744 0 FIRSTENERGY CORP USD0.10 COMMON STOCK 337932107 6564 180089 SH SOLE 28,41 0 180089 0 FLEETCOR TECHNOLOGIES INC USD0.001 COMMON STOCK 339041105 5642 51220 SH SOLE 58 0 51220 0 FLEXSTEEL INDUSTRIES INC USD1 COMMON STOCK 339382103 136 5445 SH SOLE 28,33 0 5445 0 FLOTEK INDUSTRIES NPV COMMON STOCK 343389102 3147 136834 SH SOLE 25,28 0 136834 0 FLUOR CORP(NEW) USD0.01 COMMON STOCK 343412102 27392 386017 SH SOLE 28,43,51 0 386017 0 FLOW INTERNATIONAL USD0.01 COMMON STOCK 343468104 338 84740 SH SOLE 28,33,61 0 84740 0 FLOWERS FOODS INC USD0.01 COMMON STOCK 343498101 6940 323712 SH SOLE 11,28 0 323712 0 FLUSHING FINANCIAL CORP USD0.01 COMMON STOCK 343873105 4058 219958 SH SOLE 8,25,28,30,33,37 0 219958 0 FOOT LOCKER INC USD0.01 COMMON STOCK 344849104 9050 266651 SH SOLE 23,28 0 266651 0 FORBES ENERGY SERVICES LTD NPV COMMON STOCK 345143101 4 800 SH SOLE 33 0 800 0 FORD MOTOR CO USD0.01 COMMON STOCK 345370860 41726 2473413 SH SOLE 28,37,43,61,63 0 2473413 0 FOREST CITY ENTERPRISES INC USD0.33 1/3 A COMMON STOCK 345550107 351 18558 SH SOLE 34 0 18558 0 FOREST LABORATORIES INC USD0.10 COMMON STOCK 345838106 3459 80841 SH SOLE 28 0 80841 0 FOREST OIL CORP USD0.10 COMMON STOCK 346091705 1361 223103 SH SOLE 28,30 0 223103 0 FORESTAR GROUP INC USD1 COMMON STOCK 346233109 1371 63694 SH SOLE 28,30,33 0 63694 0 FORMFACTOR INC USD0.001 COMMON STOCK 346375108 2288 333557 SH SOLE 28,30,33,61 0 333557 0 FORRESTER RESEARCH INC USD0.01 COMMON STOCK 346563109 2447 66566 SH SOLE 25,28,33 0 66566 0 FORWARD AIR CORPORATION USD0.01 COMMON STOCK 349853101 1797 44537 SH SOLE 11,28 0 44537 0 FOSTER(L.B.)& CO CLASS'A'USD0.01 COMMON STOCK 350060109 1423 31120 SH SOLE 8,28,33 0 31120 0 FRANCESCA'S HLDGS CORP USD0.01 COMMON STOCK 351793104 652 34974 SH SOLE 28 0 34974 0 FRANKLIN COVEY CO USD0.05 COMMON STOCK 353469109 207 11521 SH SOLE 28,33 0 11521 0 FRANKLIN ELECTRIC CO INC USD0.10 COMMON STOCK 353514102 2247 57042 SH SOLE 11,28,33,37 0 57042 0 FRANKLIN RESOURCES INC USD0.10 COMMON STOCK 354613101 15263 301944 SH SOLE 23,28,61 0 301944 0 FRED'S INC NPV A COMMON STOCK 356108100 590 37699 SH SOLE 28,33 0 37699 0 FREIGHTCAR AMERICA INC USD0.01 COMMON STOCK 357023100 623 30135 SH SOLE 8,28,33 0 30135 0 FREQUENCY ELECTRONICS INC USD1 COMMON STOCK 358010106 11 900 SH SOLE 33 0 900 0 FRIEDMAN INDUSTRIES INC USD1 COMMON STOCK 358435105 17 1708 SH SOLE 33 0 1708 0 FRISCH'S RESTAURANTS INC NPV COMMON STOCK 358748101 9 373 SH SOLE 33 0 373 0 FUEL-TECH INC COM STK USD0.01 COMMON STOCK 359523107 11 2542 SH SOLE 33 0 2542 0 FULL HOUSE RESORTS INC USD0.0001 COMMON STOCK 359678109 11 4053 SH SOLE 33 0 4053 0 FULLER(H.B.)CO USD1 COMMON STOCK 359694106 3106 68734 SH SOLE 8,28,30,33 0 68734 0 FULTON FINANCIAL CORP USD2.50 COMMON STOCK 360271100 3872 331469 SH SOLE 28 0 331469 0 FURMANITE CORP COM STK NPV COMMON STOCK 361086101 1339 135230 SH SOLE 28,33,64 0 135230 0 G&K SERVICES INC USD0.50 A COMMON STOCK 361268105 1025 16966 SH SOLE 28,33 0 16966 0 GAMCO INVESTORS INC COM STK USD0.01 COMMON STOCK 361438104 362 4767 SH SOLE 28 0 4767 0 GATX CORP USD0.625 COMMON STOCK 361448103 4270 89857 SH SOLE 28,33 0 89857 0 GFI GROUP INC COMMON STOCK 361652209 272 68752 SH SOLE 28,33 0 68752 0 GALENA BIOPHARMA USD0.0001 COMMON STOCK 363256108 162 71473 SH SOLE 28 0 71473 0 GALLAGHER(ARTHUR J.)& CO COM USD1 COMMON STOCK 363576109 11864 271798 SH SOLE 25,28 0 271798 0 GANNETT CO INC USD1 COMMON STOCK 364730101 2099 78332 SH SOLE 28 0 78332 0 GAP INC USD0.05 COMMON STOCK 364760108 6069 150661 SH SOLE 28,43 0 150661 0 GARRISON CAP INC USD0.001 COMMON STOCK 366554103 70 4764 SH SOLE 28 0 4764 0 GARTNER INC USD0.0005 COMMON STOCK 366651107 9555 159257 SH SOLE 28 0 159257 0 GASTAR EXPLORATION LTD COMMON STOCK USD 0 COMMON STOCK 367299203 176 44582 SH SOLE 28,33 0 44582 0 GENCOR INDS INC USD0.10 COMMON STOCK 368678108 4 499 SH SOLE 33 0 499 0 GENCORP INC USD0.10 COMMON STOCK 368682100 772 48145 SH SOLE 28 0 48145 0 GENERAC HLDGS USD0.01 COMMON STOCK 368736104 5753 134923 SH SOLE 11,28,47 0 134923 0 GENERAL CABLE CORP USD0.01 COMMON STOCK 369300108 5302 167007 SH SOLE 28,30,33 0 167007 0 GENERAL COMMUNICATIONS CLASS'A'COM NPV COMMON STOCK 369385109 350 36720 SH SOLE 28,33 0 36720 0 GENERAL DYNAMICS CORP USD1 COMMON STOCK 369550108 14342 163871 SH SOLE 23,28 0 163871 0 GENERAL ELECTRIC CO. USD0.06 COMMON STOCK 369604103 160376 6713085 SH SOLE 23,28,41,51,58,61,63 0 6713085 0 GENERAL MILLS INC USD0.1 COMMON STOCK 370334104 16736 349240 SH SOLE 23,28,58 0 349240 0 GENERAL MOLY INC USD0.10 COMMON STOCK 370373102 75 45224 SH SOLE 28 0 45224 0 GENESCO INC USD1 COMMON STOCK 371532102 1357 20695 SH SOLE 28,33 0 20695 0 GENESEE & WYOMING INC USD0.01 A COMMON STOCK 371559105 33450 359792 SH SOLE 11,25,28,47,65 0 359792 0 GENTEX CORP USD0.06 COMMON STOCK 371901109 6711 262252 SH SOLE 11,28 0 262252 0 GENIE ENERGY LTD USD0.01 B COMMON STOCK 372284208 303 30876 SH SOLE 8,28,33 0 30876 0 GENMARK DIAGNOSTICS INC USD0.0001 COMMON STOCK 372309104 347 28563 SH SOLE 28 0 28563 0 GENUINE PARTS CO USD1 COMMON STOCK 372460105 4285 52979 SH SOLE 28 0 52979 0 GERMAN AMERICAN BANCORP INC NPV COMMON STOCK 373865104 765 30316 SH SOLE 8,28,33,64 0 30316 0 GERON CORP USD0.001 COMMON STOCK 374163103 346 103426 SH SOLE 28 0 103426 0 GIBRALTAR INDS INC COM USD0.01 COMMON STOCK 374689107 433 30336 SH SOLE 28,33 0 30336 0 GILEAD SCIENCES INC USD0.001 COMMON STOCK 375558103 111924 1781092 SH SOLE 23,28,50,51,53,58,59,61,63,64 0 1781092 0 GLADSTONE CAPITAL CORP COM COMMON STOCK 376535100 250 28607 SH SOLE 8,28 0 28607 0 GLADSTONE INVESTMENT CORP USD1 COMMON STOCK 376546107 150 21296 SH SOLE 28 0 21296 0 GLATFELTER(P.H.)CO USD0.01 COMMON STOCK 377316104 1350 49888 SH SOLE 8,28,33 0 49888 0 GLOBAL CASH ACCESS HOLD INC USD0.001 COMMON STOCK 378967103 1652 211480 SH SOLE 28,30 0 211480 0 GLOBUS MEDICAL INC USD0.001 A COMMON STOCK 379577208 1429 81831 SH SOLE 28,37 0 81831 0 GLU MOBILE INC USD0.0001 COMMON STOCK 379890106 131 47021 SH SOLE 28 0 47021 0 GOLDCORP INC COM NPV COMMON STOCK 380956409 2658 102182 SH SOLE 33 0 102182 0 GOLDEN MINERALS CO COM COMMON STOCK 381119106 3 2700 SH SOLE 33 0 2700 0 GOLDFIELD CORP USD0.10 COMMON STOCK 381370105 7 3969 SH SOLE 33 0 3969 0 GOODRICH PETROLEUM CORPORATION USD0.20 COMMON STOCK 382410405 3468 142758 SH SOLE 28,38 0 142758 0 GOODYEAR TIRE & RUBBER CO NPV COMMON STOCK 382550101 2653 118170 SH SOLE 28,30 0 118170 0 GORMAN-RUPP CO NPV COMMON STOCK 383082104 1181 29447 SH SOLE 11,28 0 29447 0 GRACO INC USD1 COMMON STOCK 384109104 15613 210810 SH SOLE 11,28,38 0 210810 0 GRAFTECH INTL LTD COM USD0.01 COMMON STOCK 384313102 1131 133819 SH SOLE 28,33,37 0 133819 0 GRAHAM CORP USD0.10 COMMON STOCK 384556106 288 7963 SH SOLE 28 0 7963 0 GRAINGER(W.W.) INC USD0.50 COMMON STOCK 384802104 16819 64265 SH SOLE 11,28,50,61 0 64265 0 GRANITE CONSTRUCTION USD0.01 COMMON STOCK 387328107 3040 99343 SH SOLE 28,33 0 99343 0 GRAPHIC PACKAGING HLDG CO USD0.01 COMMON STOCK 388689101 5021 586517 SH SOLE 8,28,33,37,61 0 586517 0 GRAY TELEVISION INC. COMMON STOCK 389375106 438 55734 SH SOLE 28,33 0 55734 0 GREAT LAKES DREDGE & DOCK CORP NEW USD0.01 COMMON STOCK 390607109 474 63927 SH SOLE 28,33 0 63927 0 GREAT SOUTHERN BANCORPORATION INC USD0.01 COMMON STOCK 390905107 590 20899 SH SOLE 8,28,33 0 20899 0 GREAT PLAINS ENERGY INC NPV COMMON STOCK 391164100 35216 1586300 SH SOLE 23,25,28,61,64 0 1586300 0 GREEN MOUNTAIN COFFEE ROASTERS INC USD0.10 COMMON STOCK 393122106 22490 298552 SH SOLE 11,28,38 0 298552 0 GREEN PLAINS RENEWABLE ENERGY INC USD0.001 COMMON STOCK 393222104 2232 139084 SH SOLE 8,28,33,64 0 139084 0 GREENBRIER COMPANIES INC USD0.001 COMMON STOCK 393657101 687 27768 SH SOLE 28,33 0 27768 0 GREENHILL & CO INC USD0.01 COMMON STOCK 395259104 3346 67082 SH SOLE 28 0 67082 0 GREIF INC NPV A COMMON STOCK 397624107 3378 68895 SH SOLE 28,30 0 68895 0 GRIFFIN LAND & NURSERIES INC COM USD0.01 COMMON STOCK 398231100 71 2213 SH SOLE 28,33 0 2213 0 GRIFFON CORP USD0.25 COMMON STOCK 398433102 597 47611 SH SOLE 28,33 0 47611 0 GROUP 1 AUTOMOTIVE INC NPV COMMON STOCK 398905109 2625 33790 SH SOLE 28,33,37 0 33790 0 GROUPON INC USD0.0001 COMMON STOCK 399473107 897 80000 SH SOLE 53 0 80000 0 GUESS INC USD0.01 COMMON STOCK 401617105 3032 101558 SH SOLE 28 0 101558 0 GUIDANCE SOFTWARE INC USD0.001 COMMON STOCK 401692108 121 13393 SH SOLE 28 0 13393 0 GULF ISLAND FABRICATION INC NPV COMMON STOCK 402307102 360 14704 SH SOLE 28,33 0 14704 0 GULFMARK OFFSHORE INC USD0.01 CLASS A COMMON STOCK 402629208 2163 42503 SH SOLE 8,28,33 0 42503 0 GULFPORT ENERGY CORP USD0.01 COMMON STOCK 402635304 16412 255085 SH SOLE 11,30,37,38,65 0 255085 0 H&E EQUIPMENT SERVICES LLC USD0.01 COMMON STOCK 404030108 4468 168239 SH SOLE 28,33,47 0 168239 0 HCC INSURANCE HLDG USD1 COMMON STOCK 404132102 21055 480479 SH SOLE 23,28,35,61 0 480479 0 HF FINANCIAL CORP USD0.01 COMMON STOCK 404172108 2 155 SH SOLE 33 0 155 0 HNI CORP COM COMMON STOCK 404251100 4117 113788 SH SOLE 28 0 113788 0 HSN INC USD0.01 COMMON STOCK 404303109 5484 102269 SH SOLE 28,37 0 102269 0 HACKETT GROUP INC COM COMMON STOCK 404609109 205 28775 SH SOLE 28,33 0 28775 0 HAEMONETICS CORP USD0.01 COMMON STOCK 405024100 6539 163964 SH SOLE 11,25,28,65 0 163964 0 HAIN CELESTIAL GROUP INC USD0.01 COMMON STOCK 405217100 2357 30558 SH SOLE 28 0 30558 0 HALLIBURTON CO USD2.50 COMMON STOCK 406216101 42917 891327 SH SOLE 28,37,41,53,58,61,63 0 891327 0 HAMPTON ROADS BANKSHARES INC COM NEW COMMON STOCK 409321502 71 50307 SH SOLE 8,28 0 50307 0 HANCOCK HOLDING CO USD3.33 COMMON STOCK 410120109 6521 207807 SH SOLE 28 0 207807 0 HANDY AND HARMAN LTD COMMON STOCK 410315105 103 4326 SH SOLE 28 0 4326 0 HANESBRANDS INC USD0 COMMON STOCK 410345102 25488 409047 SH SOLE 11,23,28,58 0 409047 0 HANMI FINANCIAL CORP USD0.001 COMMON STOCK 410495204 3517 212231 SH SOLE 8,28,33 0 212231 0 HANOVER INSURANCE GROUP INC USD0.01 COMMON STOCK 410867105 6177 111659 SH SOLE 28,30,33 0 111659 0 HARDINGE INC USD0.01 COMMON STOCK 412324303 569 36851 SH SOLE 8,28,33 0 36851 0 HARLEY DAVIDSON USD0.01 COMMON STOCK 412822108 6464 100629 SH SOLE 23,28 0 100629 0 HARMAN INTERNATIONAL INDUSTRIES INC USD0.01 COMMON STOCK 413086109 1540 23257 SH SOLE 28 0 23257 0 HARMONIC INC USD0.001 COMMON STOCK 413160102 4411 573657 SH SOLE 8,25,28,33,63 0 573657 0 HARRIS & HARRIS USD0.01 COMMON STOCK 413833104 18 5889 SH SOLE 33 0 5889 0 HARRIS CORP USD1 COMMON STOCK 413875105 5601 94445 SH SOLE 28,63 0 94445 0 HARRIS TEETER SUPERMARKETS INC NPV COMMON STOCK 414585109 6807 138375 SH SOLE 11,28 0 138375 0 HARSCO CORP USD1.25 COMMON STOCK 415864107 5759 231269 SH SOLE 25,28,33 0 231269 0 HARTE-HANKS INC USD1 COMMON STOCK 416196103 441 49966 SH SOLE 28,33 0 49966 0 HARTFORD FINANCIAL SERVICES GRP INC USD0.01 COMMON STOCK 416515104 15986 513682 SH SOLE 28,43,51 0 513682 0 HARVARD BIOSCIENCE INC USD0.001 COMMON STOCK 416906105 138 26235 SH SOLE 28,33 0 26235 0 HASBRO INC USD0.50 COMMON STOCK 418056107 3364 71356 SH SOLE 23,28,63 0 71356 0 HAVERTY FURNITURE COS INC USD1 COMMON STOCK 419596101 503 20517 SH SOLE 28,33 0 20517 0 HAWAIIAN ELECTRIC INDUSTRIES NPV COMMON STOCK 419870100 4255 169526 SH SOLE 28 0 169526 0 HAWAIIAN HLDGS INC COM COMMON STOCK 419879101 440 59184 SH SOLE 28,33 0 59184 0 HAWAIIAN TELCOM HOLDCO INC USD0.01 COMMON STOCK 420031106 275 10325 SH SOLE 28,33 0 10325 0 HAWKINS INC USD0.10 COMMON STOCK 420261109 840 22265 SH SOLE 11,28,33 0 22265 0 HAYNES INTERNATIONAL INC COM STK USD0.001 COMMON STOCK 420877201 572 12612 SH SOLE 25,28,33 0 12612 0 HEALTHCARE SERVICES GROUP INC USD0.01 COMMON STOCK 421906108 4830 187506 SH SOLE 11,28,65 0 187506 0 HEALTHSOUTH CORP USD0.01 COMMON STOCK 421924309 3409 98882 SH SOLE 28,37 0 98882 0 HEALTH MANAGEMENT ASSOCIATES INC USD0.01 A COMMON STOCK 421933102 5695 444929 SH SOLE 28 0 444929 0 HEALTHWAYS INC USD0.001 COMMON STOCK 422245100 630 34054 SH SOLE 28,33 0 34054 0 HEARTLAND EXPRESS INC USD0.01 COMMON STOCK 422347104 4473 315241 SH SOLE 23,28 0 315241 0 HEARTWARE INTERNATIONAL INC USD0.001 COMMON STOCK 422368100 1350 18443 SH SOLE 28,37 0 18443 0 HECLA MINING CO USD0.25 COMMON STOCK 422704106 932 296869 SH SOLE 28,33 0 296869 0 HEICO CORP USD0.01 COMMON STOCK 422806109 5110 75437 SH SOLE 28,37,47 0 75437 0 HEIDRICK & STRUGGLES USD0.01 COMMON STOCK 422819102 500 26207 SH SOLE 8,28,33 0 26207 0 HELMERICH & PAYNE INC USD0.10 COMMON STOCK 423452101 5175 75048 SH SOLE 23,28 0 75048 0 HENRY JACK & ASSOCIATES INC COM STK USD0.01 COMMON STOCK 426281101 8179 158478 SH SOLE 11,28 0 158478 0 HERITAGE COMMERCE CORP NPV COMMON STOCK 426927109 162 21199 SH SOLE 28,33 0 21199 0 HERCULES OFFSHORE INC NPV COMMON STOCK 427093109 1156 156817 SH SOLE 28,33 0 156817 0 HERCULES TECHNOLOGY GROWTH CAP INC USD1 COMMON STOCK 427096508 1977 129612 SH SOLE 28,30 0 129612 0 HERSHEY CO USD1 COMMON STOCK 427866108 7892 85315 SH SOLE 23,28,53 0 85315 0 HEWLETT-PACKARD CO USD0.01 COMMON STOCK 428236103 32766 1561784 SH SOLE 23,28,41,58,61,63,64 0 1561784 0 HEXCEL CORP USD0.01 COMMON STOCK 428291108 5505 141888 SH SOLE 25,47 0 141888 0 HIBBETT SPORTS INC USD0.01 COMMON STOCK 428567101 4867 86670 SH SOLE 11,28,65 0 86670 0 HICKORY TECH CORP NPV COMMON STOCK 429060106 144 12622 SH SOLE 28,33 0 12622 0 HILL INTERNATIONAL INC USD0.0001 COMMON STOCK 431466101 17 5280 SH SOLE 33 0 5280 0 HILL-ROM HOLDINGS INC COM STK NPV COMMON STOCK 431475102 9325 260264 SH SOLE 11,28 0 260264 0 HILLENBRAND INC NPV COMMON STOCK 431571108 1198 43774 SH SOLE 28 0 43774 0 HILLSHIRE BRANDS CO USD0.01 COMMON STOCK 432589109 34904 1135443 SH SOLE 23,28,43,61 0 1135443 0 HILLTOP HOLDING INC USD0.01 COMMON STOCK 432748101 1044 56449 SH SOLE 28,33 0 56449 0 HINGHAM INSTITUTION FOR SAVINGS USD1 COMMON STOCK 433323102 75 1076 SH SOLE 28,33 0 1076 0 HOLLYFRONTIER CORP USD0.01 COMMON STOCK 436106108 18518 439749 SH SOLE 28,35 0 439749 0 HOLLYWOOD MEDIA CO USD0.01 COMMON STOCK 436233100 3 1736 SH SOLE 33 0 1736 0 HOLOGIC INC USD0.01 COMMON STOCK 436440101 9547 462319 SH SOLE 28 0 462319 0 HOME BANCSHARES INC USD0.01 COMMON STOCK 436893200 2331 76740 SH SOLE 28,47 0 76740 0 HOME DEPOT INC USD0.05 COMMON STOCK 437076102 106764 1407568 SH SOLE 23,28,51,53,59,61 0 1407568 0 HOMETRUST BANCSHARES INC USD0.01 COMMON STOCK 437872104 274 16613 SH SOLE 28 0 16613 0 HONEYWELL INTERNATIONAL INC USD1 COMMON STOCK 438516106 47671 574070 SH SOLE 23,28,41,51,53,59,61 0 574070 0 HOOKER FURNITURE CORP NPV COMMON STOCK 439038100 163 10928 SH SOLE 28,33 0 10928 0 HOPFED BANCORP INC USD0.01 COMMON STOCK 439734104 0 12 SH SOLE 33 0 12 0 HORACE MANN EDUCATORS CORP USD0.001 COMMON STOCK 440327104 1110 39122 SH SOLE 8,28,33 0 39122 0 HORIZON BANCORP(INDIANA) NPV COMMON STOCK 440407104 952 40774 SH SOLE 8,28,33,64 0 40774 0 HORMEL FOODS CORP USD0.0586 COMMON STOCK 440452100 3101 73629 SH SOLE 28,54 0 73629 0 HORNBECK OFFSHORE SERVICES INC USD0.01 COMMON STOCK 440543106 2024 35239 SH SOLE 28,33 0 35239 0 HORSEHEAD HOLDING CORPORATION USD0.01 COMMON STOCK 440694305 2075 166500 SH SOLE 28,30,33 0 166500 0 HOSPIRA INC USD0.01 COMMON STOCK 441060100 7469 190431 SH SOLE 23,28 0 190431 0 HOVNANIAN K ENTERPRISES INC USD0.01 A COMMON STOCK 442487203 472 90181 SH SOLE 28 0 90181 0 HUB GROUP INC CLASS'A'COM SHS USD0.01 COMMON STOCK 443320106 1152 29355 SH SOLE 28 0 29355 0 HUBBELL INC CLASS'B'USD0.01 COMMON STOCK 443510201 9664 92269 SH SOLE 28 0 92269 0 HUDSON CITY BANCORP INC USD0.01 COMMON STOCK 443683107 1600 176836 SH SOLE 28,33 0 176836 0 HUDSON GLOBAL INC USD0.001 COMMON STOCK 443787106 13 4050 SH SOLE 33 0 4050 0 HUDSON VALLEY HLDG CORP(NY) USD0.2 COMMON STOCK 444172100 282 15011 SH SOLE 28,33 0 15011 0 HUMANA INC USD0.166 COMMON STOCK 444859102 13865 148563 SH SOLE 23,28,35,43 0 148563 0 HUNT(J.B.)TRANSPORT SERVICES INC USD0.01 COMMON STOCK 445658107 50834 697029 SH SOLE 11,28,43,61,65 0 697029 0 HUNTINGTON BANCSHARES INC NPV COMMON STOCK 446150104 8773 1062077 SH SOLE 28,43,61 0 1062077 0 HUNTINGTON INGALLS INDUSTRIES INC USD0.01 WI COMMON STOCK 446413106 13303 197376 SH SOLE 28,30,35,61 0 197376 0 HUNTSMAN CORP COM USD0.01 COMMON STOCK 447011107 7601 368800 SH SOLE 33,61 0 368800 0 HURCO COMPANIES INC COM NPV COMMON STOCK 447324104 167 6446 SH SOLE 28,33 0 6446 0 HURON CONSULTING GROUP INC USD0.01 COMMON STOCK 447462102 1271 24164 SH SOLE 28,33,61 0 24164 0 HUTCHINSON TECHNOLOGY INC USD0.01 COMMON STOCK 448407106 81 23355 SH SOLE 28,33 0 23355 0 HYATT HOTELS CORPS 'A'USD0.01 COMMON STOCK 448579102 7518 175000 SH SOLE 11 0 175000 0 IDT CORP CLASS'B'USD0.01 COMMON STOCK 448947507 748 42143 SH SOLE 8,28 0 42143 0 HYSTER-YALE MATLS HANDLING INC USD0.01 A COMMON STOCK 449172105 2588 28862 SH SOLE 8,28,33,64 0 28862 0 ID SYSTEMS INC USD0.01 COMMON STOCK 449489103 12 1945 SH SOLE 33 0 1945 0 IBERIABANK CORP USD1 COMMON STOCK 450828108 1949 37568 SH SOLE 8,28,33 0 37568 0 ITT CORP USD1 COMMON STOCK 450911201 5551 154403 SH SOLE 28 0 154403 0 ICONIX BRAND GROUP INC COM USD COMMON STOCK 451055107 5944 178919 SH SOLE 8,25,28,33 0 178919 0 IDACORP INC NPV COMMON STOCK 451107106 10307 212957 SH SOLE 8,23,28,30 0 212957 0 IGNITE RESTAURANT GROUP INC USD0.01 COMMON STOCK 451730105 649 41789 SH SOLE 28,37 0 41789 0 IHS INC USD0.01 A COMMON STOCK 451734107 28046 245632 SH SOLE 65 0 245632 0 ILLINOIS TOOL WORKS INC NPV COMMON STOCK 452308109 10756 141031 SH SOLE 28 0 141031 0 ILLUMINA INC USD0.01 COMMON STOCK 452327109 16501 204140 SH SOLE 11,51,64 0 204140 0 IMMERSION CORP USD0.001 COMMON STOCK 452521107 293 22243 SH SOLE 28 0 22243 0 IMPERIAL HLDGS INC USD0.01 COMMON STOCK 452834104 102 16142 SH SOLE 28,33 0 16142 0 IMMUNOMEDICS INC USD0.01 COMMON STOCK 452907108 423 68397 SH SOLE 28,64 0 68397 0 INDEPENDENCE HLDGS USD1 COMMON STOCK 453440307 117 8189 SH SOLE 28,33 0 8189 0 INDEPENDENT BANK CORP(MASS) USD0.01 COMMON STOCK 453836108 1318 36906 SH SOLE 8,28,33 0 36906 0 INDEPENDENT BANK CORP MICHIGAN USD1 COMMON STOCK 453838609 4 380 SH SOLE 33 0 380 0 INGLES MARKET INC USD0.05 A COMMON STOCK 457030104 385 13399 SH SOLE 28,33 0 13399 0 INGRAM MICRO INC USD0.01 A COMMON STOCK 457153104 6749 292781 SH SOLE 28,33 0 292781 0 INGREDION INC USD0.01 COMMON STOCK 457187102 13864 209521 SH SOLE 25,28,58 0 209521 0 INSMED INC USD0.01 COMMON STOCK 457669307 430 27524 SH SOLE 28 0 27524 0 INTEGRA LIFESCIENCES HLDGS CORP USD0.01 COMMON STOCK 457985208 3458 85906 SH SOLE 25,28,33 0 85906 0 INTEGRATED DEVICE TECHNOLOGY INC USD0.001 COMMON STOCK 458118106 3401 361014 SH SOLE 28,33 0 361014 0 INTEL CORP USD0.001 COMMON STOCK 458140100 59003 2574315 SH SOLE 23,28,37,41,58,63,64 0 2574315 0 INTER PARFUMS INC USD0.001 COMMON STOCK 458334109 626 20861 SH SOLE 28,33,61 0 20861 0 INTERFACE INC USD0.1 COMMON STOCK 458665304 935 47134 SH SOLE 28 0 47134 0 INTERNATIONAL BANCSHARES CORP USD1 COMMON STOCK 459044103 4017 185730 SH SOLE 28,33,61 0 185730 0 INTERNATIONAL BUS MACH CORP USD0.20 COMMON STOCK 459200101 118690 640942 SH SOLE 23,28,51,58,63,64 0 640942 0 INTERNATIONAL FLAVORS & FRAGRANCES USD0.125 COMMON STOCK 459506101 2297 27913 SH SOLE 28 0 27913 0 INTERNATIONAL GAME TECHNOLOGY USD0.00015625 COMMON STOCK 459902102 5112 270045 SH SOLE 23,28 0 270045 0 INTERNATIONAL PAPER CO USD1 COMMON STOCK 460146103 13250 295765 SH SOLE 28,41,43,63 0 295765 0 INTERNATIONAL RECTIFIER CORP USD1 COMMON STOCK 460254105 4735 191139 SH SOLE 28,33 0 191139 0 INTERNATIONAL SHIPHOLDING CORP USD1 COMMON STOCK 460321201 149 5445 SH SOLE 28,33 0 5445 0 INTERNATIONAL SPEEDWAY CORP USD0.01 A COMMON STOCK 460335201 4731 146486 SH SOLE 23,28,33 0 146486 0 INTERPUBLIC GROUP COMPANIES INC USD0.10 COMMON STOCK 460690100 6238 363117 SH SOLE 28,43 0 363117 0 INTERVEST BANCSHARES CORP USD0.01 A COMMON STOCK 460927106 132 16672 SH SOLE 28,33 0 16672 0 INTERSECTIONS INC COM USD0.01 COMMON STOCK 460981301 90 10249 SH SOLE 28,33 0 10249 0 INTEVAC INC NPV COMMON STOCK 461148108 25 4194 SH SOLE 33 0 4194 0 INTUIT INC USD0.01 COMMON STOCK 461202103 62809 947207 SH SOLE 11,28,51,63,64,65 0 947207 0 INVACARE CORP NPV COMMON STOCK 461203101 567 32856 SH SOLE 28,33 0 32856 0 INVENTURE FOODS INC USD0.01 COMMON STOCK 461212102 117 11146 SH SOLE 28 0 11146 0 INVESTORS TITLE CO NPV COMMON STOCK 461804106 86 1148 SH SOLE 28,33 0 1148 0 ION GEOPHYSICAL CORPORATION USD0.01 COMMON STOCK 462044108 550 105819 SH SOLE 28 0 105819 0 IROBOT CORP USD0.01 COMMON STOCK 462726100 847 22480 SH SOLE 28 0 22480 0 IRON MOUNTAIN INC PA USD0.01 COMMON STOCK 462846106 16127 596869 SH SOLE 28,60 0 596869 0 ISIS PHARMACEUTICAL USD0.001 COMMON STOCK 464330109 4728 125954 SH SOLE 28,38,64 0 125954 0 ISLE OF CAPRI CASINOS INC USD0.01 COMMON STOCK 464592104 402 53207 SH SOLE 8,28,33 0 53207 0 ISRAMCO INC USD0.01 COMMON STOCK 465141406 87 704 SH SOLE 28 0 704 0 ITC HLDGS CORP NPV COMMON STOCK 465685105 1077 11472 SH SOLE 61 0 11472 0 ITRON INC NPV COMMON STOCK 465741106 4387 102422 SH SOLE 28,33 0 102422 0 J & J SNACK FOODS CORP NPV COMMON STOCK 466032109 4188 51889 SH SOLE 11,28,65 0 51889 0 JABIL CIRCUIT INC USD0.001 COMMON STOCK 466313103 2100 96873 SH SOLE 28,64 0 96873 0 JACK IN THE BOX INC USD0.01 COMMON STOCK 466367109 1416 35396 SH SOLE 28 0 35396 0 JACOBS ENGINEERING GROUP INC USD1 COMMON STOCK 469814107 6085 104589 SH SOLE 28,43 0 104589 0 JAMES RIVER COAL TERMINAL CO USD0.01 COMMON STOCK 470355207 17 8394 SH SOLE 33 0 8394 0 JARDEN CORP COM STK NPV COMMON STOCK 471109108 9782 202106 SH SOLE 28 0 202106 0 JETBLUE AIRWAYS CORP USD0.01 COMMON STOCK 477143101 4035 605873 SH SOLE 28,33 0 605873 0 JOHN BEAN TECHNOLOGIES CORP USD0.01 COMMON STOCK 477839104 2603 104603 SH SOLE 25,28 0 104603 0 JOHNSON & JOHNSON USD1 COMMON STOCK 478160104 126775 1462400 SH SOLE 23,28,51,58,61,63 0 1462400 0 JOHNSON CONTROLS INC USD1 COMMON STOCK 478366107 20306 489290 SH SOLE 28,41,51,58 0 489290 0 JOHNSON OUTDOORSCLASS'A'COM USD0.05 COMMON STOCK 479167108 282 10506 SH SOLE 8,28,33 0 10506 0 JOS A BANK CLOTHIERS USD0.01 COMMON STOCK 480838101 3225 73354 SH SOLE 25,28 0 73354 0 JOURNAL COMMUNICATIONS INC USD0.01 COMMON STOCK 481130102 1133 132493 SH SOLE 8,28,33 0 132493 0 JOY GLOBAL INC USD1 COMMON STOCK 481165108 8398 164538 SH SOLE 28,58,61 0 164538 0 KLA TENCOR CORP USD0.001 COMMON STOCK 482480100 13886 228193 SH SOLE 23,28,35,63,64 0 228193 0 KMG CHEMICALS INC USD0.01 COMMON STOCK 482564101 170 7750 SH SOLE 28,33 0 7750 0 KVH INDUSTRIES USD0.01 COMMON STOCK 482738101 224 16211 SH SOLE 28,33 0 16211 0 KAISER ALUMINUM CORP USD0.01 COMMON STOCK 483007704 1288 18083 SH SOLE 28,33 0 18083 0 KAMAN CORP NON-CUM PTG USD1 A COMMON STOCK 483548103 868 22939 SH SOLE 28,33 0 22939 0 KANSAS CITY LIFE INSURANCE CO USD2.50 COMMON STOCK 484836101 139 3147 SH SOLE 28 0 3147 0 KANSAS CITY SOUTHERN USD0.01 COMMON STOCK 485170302 26724 244368 SH SOLE 11,28,38,43,61 0 244368 0 KAYDON CORP COMMON STOCK EUR 0.1 COMMON STOCK 486587108 1176 33104 SH SOLE 23,28,33 0 33104 0 KEARNY FINANCIAL CORP USD0.1 COMMON STOCK 487169104 115 11298 SH SOLE 28 0 11298 0 KELLOGG CO USD0.25 COMMON STOCK 487836108 12091 205881 SH SOLE 23,28,59 0 205881 0 KELLY SERVICES INC CLASS'A'NON V.USD1 COMMON STOCK 488152208 1558 80039 SH SOLE 8,28,33 0 80039 0 KEMET CORP USD0.01 COMMON STOCK 488360207 188 45078 SH SOLE 28,33 0 45078 0 KEMPER CORP USD0.10 COMMON STOCK 488401100 3462 103040 SH SOLE 28,33 0 103040 0 KENNAMETAL INC CAP STK USD1.25 COMMON STOCK 489170100 10633 233182 SH SOLE 25,28,58 0 233182 0 KENNEDY-WILSON HLDGS INC USD0.0001 COMMON STOCK 489398107 798 42979 SH SOLE 28 0 42979 0 KERYX BIOPHARMACEUTICALS USD0.001 COMMON STOCK 492515101 656 64985 SH SOLE 28 0 64985 0 KEWAUNEE SCIENTIFIC CORP USD2.50 COMMON STOCK 492854104 2 92 SH SOLE 33 0 92 0 KEY ENERGY SERVICES INC USD0.10 COMMON STOCK 492914106 1776 243620 SH SOLE 28,30,33 0 243620 0 KEY TECHNOLOGY INC NPV COMMON STOCK 493143101 4 300 SH SOLE 33 0 300 0 KEY TRONIC CORP COM NPV COMMON STOCK 493144109 28 2680 SH SOLE 33 0 2680 0 KEYCORP USD1 COMMON STOCK 493267108 4533 397671 SH SOLE 23,28 0 397671 0 KEYW HLDG CORP USD0.001 COMMON STOCK 493723100 341 25348 SH SOLE 28 0 25348 0 KFORCE INC USD0.01 COMMON STOCK 493732101 1749 98872 SH SOLE 28,30 0 98872 0 KIMBALL INTL INC USD0.05 B COMMON STOCK 494274103 3849 347108 SH SOLE 8,28,33,64 0 347108 0 KIMBERLY-CLARK CORP USD1.25 COMMON STOCK 494368103 12565 133358 SH SOLE 28,63 0 133358 0 KINDRED HEALTHCARE INC USD0.25 COMMON STOCK 494580103 767 57080 SH SOLE 28,33 0 57080 0 KIOR INC USD0.0001 A COMMON STOCK 497217109 99 35214 SH SOLE 28 0 35214 0 KIRBY CORP USD0.10 COMMON STOCK 497266106 8400 97048 SH SOLE 28 0 97048 0 KIRKLANDS INC NPV COMMON STOCK 497498105 929 50396 SH SOLE 8,28,33 0 50396 0 KNOLL INC COM STK USD1 COMMON STOCK 498904200 648 38232 SH SOLE 28 0 38232 0 KNIGHT TRANSPORTATION INC USD0.01 COMMON STOCK 499064103 772 46703 SH SOLE 28 0 46703 0 KOHLS CORP USD0.01 COMMON STOCK 500255104 14437 278974 SH SOLE 28,37,41,43,51 0 278974 0 KOPIN CORP USD0.01 COMMON STOCK 500600101 275 68252 SH SOLE 28,33 0 68252 0 KORN-FERRY INTERNATIONAL NPV COMMON STOCK 500643200 3246 151667 SH SOLE 8,28,33,61,64 0 151667 0 KRISPY KREME DOUGHNUTS INC NPV COMMON STOCK 501014104 1008 52138 SH SOLE 28 0 52138 0 KROGER CO USD1 COMMON STOCK 501044101 16176 401000 SH SOLE 28,58 0 401000 0 KULICKE & SOFFA INDUSTRIES INC COM NPV COMMON STOCK 501242101 801 69384 SH SOLE 33,61 0 69384 0 KYTHERA BIOPHARMACEUTICALS INC USD0.00001 COMMON STOCK 501570105 508 11126 SH SOLE 28,64 0 11126 0 L BRANDS INC USD0.5 COMMON STOCK 501797104 5091 83319 SH SOLE 28 0 83319 0 LKQ CORP USD0.01 COMMON STOCK 501889208 76700 2407411 SH SOLE 11,28,38,65 0 2407411 0 LMI AEROSPACE USD0.02 COMMON STOCK 502079106 508 37987 SH SOLE 8,28,33 0 37987 0 LSB INDUSTRIES INC USD0.10 COMMON STOCK 502160104 1745 52038 SH SOLE 28,30 0 52038 0 LSI CORPORATION USD0.01 COMMON STOCK 502161102 5989 765873 SH SOLE 28,43,63,64 0 765873 0 LTX CREDENCE CORP COM STK USD0.05 COMMON STOCK 502403207 407 61889 SH SOLE 8,28,33 0 61889 0 L-3 COMMUNICATIONS HLDGS INC USD0.01 COMMON STOCK 502424104 2900 30684 SH SOLE 28 0 30684 0 LA-Z-BOY INC USD1 COMMON STOCK 505336107 3079 135567 SH SOLE 28,33,47 0 135567 0 LACLEDE GROUP INC USD1 COMMON STOCK 505597104 5919 131523 SH SOLE 8,23,28 0 131523 0 LAKELAND BANCORP INC NPV COMMON STOCK 511637100 367 32654 SH SOLE 28,33 0 32654 0 LAKELAND FINANCIAL CORP USD0.01 COMMON STOCK 511656100 2390 73189 SH SOLE 8,28,30,33 0 73189 0 LAKELAND INDUSTRIES USD0.01 COMMON STOCK 511795106 1 200 SH SOLE 33 0 200 0 LAM RESEARCH CORP USD0.001 COMMON STOCK 512807108 16503 322382 SH SOLE 11,28,35,58,63,64 0 322382 0 LAMAR ADVERTISING CO USD0.001 A COMMON STOCK 512815101 5244 111493 SH SOLE 28 0 111493 0 LANCASTER COLONY CORP NPV COMMON STOCK 513847103 5160 65911 SH SOLE 11,28 0 65911 0 LANDEC CORP USD0.001 COMMON STOCK 514766104 323 26438 SH SOLE 28,33 0 26438 0 LANDSTAR SYSTEMS INC USD0.01 COMMON STOCK 515098101 4372 78101 SH SOLE 28 0 78101 0 LANNETT CO INC USD0.001 COMMON STOCK 516012101 1777 81446 SH SOLE 8,28,33,61 0 81446 0 LAREDO PETROLEUM HLDGS INC USD0.01 COMMON STOCK 516806106 469 15800 SH SOLE 11 0 15800 0 LAS VEGAS SANDS CORP USD0.001 COMMON STOCK 517834107 23628 355740 SH SOLE 23,51,53 0 355740 0 LATTICE SEMICONDUCTOR CORP USD0.01 COMMON STOCK 518415104 795 178325 SH SOLE 28,33,61 0 178325 0 ESTEE LAUDER COMPANIES INC USD0.01 A COMMON STOCK 518439104 14238 203696 SH SOLE 23,28,50,53 0 203696 0 LAWSON PRODUCTS INC USD1 COMMON STOCK 520776105 18 1726 SH SOLE 33 0 1726 0 LAYNE CHRISTENSEN CO USD0.01 COMMON STOCK 521050104 408 20421 SH SOLE 28,33 0 20421 0 LEAP WIRELESS INTERNATIONAL INC USD0.0001 COMMON STOCK 521863308 862 54582 SH SOLE 28,33 0 54582 0 LEAR CORP COM NEW WI COMMON STOCK 521865204 2868 40070 SH SOLE 35,53 0 40070 0 LEGGETT & PLATT INC COM STK USD0.01 COMMON STOCK 524660107 1465 48578 SH SOLE 28 0 48578 0 LEGG MASON INC USD0.10 COMMON STOCK 524901105 1704 50958 SH SOLE 28,33 0 50958 0 LEMAITRE VASCULAR INC COM NPV COMMON STOCK 525558201 7 1044 SH SOLE 33 0 1044 0 LENNAR CORP USD0.10 COMMON STOCK 526057104 3861 109081 SH SOLE 28,53 0 109081 0 LENNAR CORP USD0.10 B COMMON STOCK 526057302 23 800 SH SOLE 33 0 800 0 LENNOX INTERNATIONAL INC USD0.01 COMMON STOCK 526107107 6717 89255 SH SOLE 28,37 0 89255 0 LEUCADIA NATIONAL CORP USD1 COMMON STOCK 527288104 2921 107214 SH SOLE 28 0 107214 0 LEXICON PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 528872104 428 180756 SH SOLE 28 0 180756 0 LEXMARK INTERNATIONAL INC USD0.01 A COMMON STOCK 529771107 5756 174426 SH SOLE 28,33,64 0 174426 0 LIBBEY INC USD0.01 COMMON STOCK 529898108 704 29609 SH SOLE 28,61 0 29609 0 LIBERTY MEDIA CORP (NEW) USD0.01 A COMMON STOCK 531229102 26652 181121 SH SOLE 35,43,61 0 181121 0 LIFEWAY FOODS INC NPV COMMON STOCK 531914109 50 3677 SH SOLE 28 0 3677 0 LILLY(ELI)& CO NPV COMMON STOCK 532457108 43031 854980 SH SOLE 23,28,37,51,61,63 0 854980 0 LIMONEIRA CO NPV COMMON STOCK 532746104 203 7895 SH SOLE 28 0 7895 0 LIN MEDIA LLC CL A COM COMMON STOCK 532771102 101 5002 SH SOLE 8 0 5002 0 LINCOLN EDUCATIONAL SERVICES CORP NPV COMMON STOCK 533535100 99 21459 SH SOLE 28,33 0 21459 0 LINCOLN ELECTRIC HLDGS INC NPV COMMON STOCK 533900106 10155 152432 SH SOLE 11,23,28 0 152432 0 LINCOLN NATIONAL CORP USD1.25 COMMON STOCK 534187109 12629 300770 SH SOLE 28,43 0 300770 0 LINDSAY CORP USD1 COMMON STOCK 535555106 2284 27987 SH SOLE 11,28,37,64 0 27987 0 LINEAR TECHNOLOGY CORP NPV COMMON STOCK 535678106 11149 281115 SH SOLE 23,28,58,63,64 0 281115 0 LIONS GATE ENTERTAINMENT CORP COM NPV COMMON STOCK 535919203 3158 90090 SH SOLE 47 0 90090 0 LIONBRIDGE TECHNOLOGIES INC USD0.01 COMMON STOCK 536252109 171 46331 SH SOLE 28 0 46331 0 LITHIA MOTORS INC NPV A COMMON STOCK 536797103 12461 170786 SH SOLE 28,30,33,38,47 0 170786 0 LITTELFUSE INC USD0.01 COMMON STOCK 537008104 2369 30282 SH SOLE 8,11,28 0 30282 0 LIVE NATION ENTERTAINMENT INC USD0.01 COMMON STOCK 538034109 3907 210602 SH SOLE 8,28,33,61,64 0 210602 0 LIVEPERSON INC USD0.001 COMMON STOCK 538146101 792 83916 SH SOLE 28,37 0 83916 0 LO JACK USD0.01 COMMON STOCK 539451104 3 1025 SH SOLE 33 0 1025 0 LOCKHEED MARTIN CORP USD1 COMMON STOCK 539830109 50076 392596 SH SOLE 28,58,61,63 0 392596 0 LOEWS CORP USD0.01 COMMON STOCK 540424108 11819 252877 SH SOLE 28,35 0 252877 0 LORAL SPACE & COMMUNICATIONS INC USD0.01 COMMON STOCK 543881106 704 10396 SH SOLE 28 0 10396 0 LORILLARD INC USD0.01 COMMON STOCK 544147101 15314 341991 SH SOLE 28,43,58 0 341991 0 LOUISIANA-PACIFIC CORP USD1 COMMON STOCK 546347105 7062 401483 SH SOLE 28,33,61 0 401483 0 LOWES COMPANIES INC USD0.50 COMMON STOCK 548661107 37400 785555 SH SOLE 23,28,54,61 0 785555 0 LUBYS INC USD0.32 COMMON STOCK 549282101 137 19056 SH SOLE 28,33 0 19056 0 LUCAS ENERGY INC USD0.001 COMMON STOCK 549333201 5 3707 SH SOLE 33 0 3707 0 LULULEMON ATHLETICA INC USD0.005 COMMON STOCK 550021109 3508 48000 SH SOLE 50 0 48000 0 LUMOS NETWORKS CORP USD0.01 COMMON STOCK 550283105 2837 130907 SH SOLE 25,28 0 130907 0 LYDALL INC USD0.10 COMMON STOCK 550819106 251 14639 SH SOLE 28,33 0 14639 0 LYON WILLIAM HOMES USD0.001 A COMMON STOCK 552074700 351 17290 SH SOLE 8,28 0 17290 0 MDC HLDGS INC USD0.01 COMMON STOCK 552676108 4432 147681 SH SOLE 8,28,33,61 0 147681 0 MDU RESOURCES GROUP INC USD1 COMMON STOCK 552690109 9742 348313 SH SOLE 28,54 0 348313 0 MDC PARTNERS INC CLASS'A'SUB VTG SHS NPV COMMON STOCK 552697104 2117 75669 SH SOLE 28,30,61 0 75669 0 MFRI INC USD0.01 COMMON STOCK 552721102 8 700 SH SOLE 33 0 700 0 MGIC INVESTMENT CORP USD1 COMMON STOCK 552848103 1985 272663 SH SOLE 28,33 0 272663 0 MSC INDUSTRIAL DIRECT CO USD0.001 A COMMON STOCK 553530106 6701 82368 SH SOLE 28 0 82368 0 MTR GAMING GROUP INC USD0.00001 COMMON STOCK 553769100 10 2160 SH SOLE 33 0 2160 0 MTS SYSTEMS CORP USD0.25 COMMON STOCK 553777103 808 12557 SH SOLE 28 0 12557 0 MVC CAPITAL INC COM USD0.01 COMMON STOCK 553829102 242 18504 SH SOLE 28 0 18504 0 MAC GRAY CORP USD0.01 COMMON STOCK 554153106 212 14532 SH SOLE 8,28,33 0 14532 0 MACATAWA BANK CORP NPV COMMON STOCK 554225102 118 21990 SH SOLE 28,33 0 21990 0 MADDEN(STEVEN) USD0.0001 COMMON STOCK 556269108 5103 94798 SH SOLE 28,37,47 0 94798 0 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 3084 51430 SH SOLE 28,33,61,64 0 51430 0 MAGNA INTERNATIONAL INC NPV COMMON STOCK 559222401 17 200 SH SOLE 33 0 200 0 MAIDENFORM BRANDS INC COMMON STOCK EUR 0.01 COMMON STOCK 560305104 490 20863 SH SOLE 28,33 0 20863 0 MAKO SURGICAL CORP NPV COMMON STOCK 560879108 2410 81661 SH SOLE 25,28 0 81661 0 MANHATTAN ASSOCIATES INC USD0.01 COMMON STOCK 562750109 6185 64796 SH SOLE 11,28,37,56,64 0 64796 0 MANITEX INTL INC NPV COMMON STOCK 563420108 108 9874 SH SOLE 28 0 9874 0 MANITOWOC CO INC USD0.01 COMMON STOCK 563571108 926 47300 SH SOLE 30 0 47300 0 MANNATECH INC USD0.0001 COMMON STOCK 563771203 4 180 SH SOLE 33 0 180 0 MANTECH INTERNATIONAL CORP USD0.01 A COMMON STOCK 564563104 1820 63271 SH SOLE 28,33 0 63271 0 MARATHON OIL CORP USD1 COMMON STOCK 565849106 11304 324093 SH SOLE 28,58 0 324093 0 MARCUS CORP/THE COMMON STOCK USD 1 COMMON STOCK 566330106 263 18118 SH SOLE 28,33 0 18118 0 MARINEMAX INC USD0.001 COMMON STOCK 567908108 314 25727 SH SOLE 28,33 0 25727 0 MARINE PRODUCTS CORP USD0.10 COMMON STOCK 568427108 78 8542 SH SOLE 28 0 8542 0 MARKEL CORP NPV COMMON STOCK 570535104 622 1201 SH SOLE 8,28,33 0 1201 0 MARLIN BUSINESS SERVICES CORP USD0.01 COMMON STOCK 571157106 206 8234 SH SOLE 28,33 0 8234 0 MARSH & MCLENNAN COS INC COM USD1 COMMON STOCK 571748102 12879 295718 SH SOLE 23,28 0 295718 0 MARRIOTT INTERNATIONAL INC USD0.01 A COMMON STOCK 571903202 4252 101095 SH SOLE 23,28 0 101095 0 MARTEN TRANSPORT USD0.01 COMMON STOCK 573075108 2149 125334 SH SOLE 28,33,37,65 0 125334 0 MARTHA STEWART LIVING USD0.01 A COMMON STOCK 573083102 56 24440 SH SOLE 28,33 0 24440 0 MARTIN MARIETTA MATERIALS INC USD0.01 COMMON STOCK 573284106 21990 224004 SH SOLE 28,51 0 224004 0 MASCO CORP USD1 COMMON STOCK 574599106 2592 121824 SH SOLE 28 0 121824 0 MASIMO CORPORATION USD0.001 COMMON STOCK 574795100 3375 126698 SH SOLE 28 0 126698 0 MASTEC INC USD0.1 COMMON STOCK 576323109 1607 53031 SH SOLE 28,33 0 53031 0 MATADOR RESOURCES CO USD0.01 COMMON STOCK 576485205 738 45174 SH SOLE 28,33 0 45174 0 MATERION CORP USD1 COMMON STOCK 576690101 2164 67490 SH SOLE 28,30,33 0 67490 0 MATRIX SERVICE CO USD0.01 COMMON STOCK 576853105 2405 122593 SH SOLE 28,30,33 0 122593 0 MATTEL INC USD1 COMMON STOCK 577081102 17174 410284 SH SOLE 11,28,61 0 410284 0 MATTHEWS INTL CORP USD1 A COMMON STOCK 577128101 2662 69918 SH SOLE 28,33 0 69918 0 MATTSON TECHNOLOGY INC NPV COMMON STOCK 577223100 6 2700 SH SOLE 33 0 2700 0 MAXWELL TECHNOLOGIES INC USD0.10 COMMON STOCK 577767106 212 23315 SH SOLE 28 0 23315 0 MAXIMUS INC NPV COMMON STOCK 577933104 4037 89638 SH SOLE 28,47 0 89638 0 MBT FINL CORP COM NPV COMMON STOCK 578877102 8 2200 SH SOLE 33 0 2200 0 MCCLATCHY CO USD0.01 A COMMON STOCK 579489105 191 63631 SH SOLE 28,33 0 63631 0 MCCORMICK & CO INC COM NON.VTG NPV COMMON STOCK 579780206 5167 79856 SH SOLE 11,28 0 79856 0 MCDONALD'S CORP USD0.01 COMMON STOCK 580135101 62992 654735 SH SOLE 28,58,59,61 0 654735 0 MCGRATH RENTCORP NPV COMMON STOCK 580589109 856 23980 SH SOLE 28,33 0 23980 0 MCGRAW-HILL FINANCIAL INC COM STK USD1 COMMON STOCK 580645109 9937 151508 SH SOLE 28,61 0 151508 0 MEAD JOHNSON NUTRITION USD0.01 COMMON STOCK 582839106 8520 114729 SH SOLE 23,28,43 0 114729 0 MEADWESTVACO CORPORATION COM NPV COMMON STOCK 583334107 2326 60606 SH SOLE 28 0 60606 0 MEASUREMENT SPECIALITIES INC NPV COMMON STOCK 583421102 2207 40681 SH SOLE 28,33,56 0 40681 0 MEDALLION FINANCIAL CORP USD0.01 COMMON STOCK 583928106 269 18091 SH SOLE 28,33 0 18091 0 MEDASSETS USD0.01 COMMON STOCK 584045108 4223 166140 SH SOLE 28,30,33,56,61 0 166140 0 MEDIA GENERAL INC CLASS'A'COM USD5 COMMON STOCK 584404107 292 20498 SH SOLE 28,33 0 20498 0 MEDICINES CO USD0.001 COMMON STOCK 584688105 3966 118304 SH SOLE 28,37,47 0 118304 0 MEDTRONIC INC USD0.10 COMMON STOCK 585055106 40745 765157 SH SOLE 23,28,37,59,63 0 765157 0 MENS WEARHOUSE INC USD0.01 COMMON STOCK 587118100 1608 47223 SH SOLE 28,33 0 47223 0 MENTOR GRAPHICS CORP NPV COMMON STOCK 587200106 7742 331289 SH SOLE 28,30,33 0 331289 0 MERCANTILE BANK CORP NPV COMMON STOCK 587376104 169 7758 SH SOLE 28,33 0 7758 0 MERCER INTERNATIONAL INC USD1 COMMON STOCK 588056101 68 9600 SH SOLE 33 0 9600 0 MERCHANTS BANCSHARES INC USD0.01 COMMON STOCK 588448100 848 29301 SH SOLE 8,28,33,64 0 29301 0 MERCURY SYSTEMS INC COMMON STOCK 589378108 296 29663 SH SOLE 28,33 0 29663 0 MERCURY GENERAL CORP NPV COMMON STOCK 589400100 2911 60255 SH SOLE 28 0 60255 0 MEREDITH CORP USD1 COMMON STOCK 589433101 4610 96798 SH SOLE 28,33 0 96798 0 MERGE HEALTHCARE INC COMMON STOCK 589499102 136 51981 SH SOLE 28 0 51981 0 MERIDIAN BIOSCIENCE INC NPV COMMON STOCK 589584101 3234 136749 SH SOLE 11,28,56 0 136749 0 MERIT MEDICAL SYSTEMS INC NPV COMMON STOCK 589889104 536 44215 SH SOLE 28,33 0 44215 0 MERRIMACK PHARMACEUTICALS INC USD0.01 COMMON STOCK 590328100 291 76634 SH SOLE 28 0 76634 0 METALICO INC COM USD0.001 COMMON STOCK 591176102 6 4282 SH SOLE 33 0 4282 0 METHODE ELECTRONICS INC COM CLASS'A'USD0.5 COMMON STOCK 591520200 2690 96069 SH SOLE 28,33,47 0 96069 0 METROCORP BANCSHAR USD1 COMMON STOCK 591650106 351 25523 SH SOLE 8,28,33 0 25523 0 METTLER TOLEDO USD0.01 COMMON STOCK 592688105 12289 51187 SH SOLE 28 0 51187 0 MICREL INC NPV COMMON STOCK 594793101 338 37105 SH SOLE 28 0 37105 0 MICROS SYSTEMS INC COM USD0.025 COMMON STOCK 594901100 27417 549008 SH SOLE 11,28,65 0 549008 0 MICROSOFT CORP COM STK USD0.00000625 COMMON STOCK 594918104 155368 4664306 SH SOLE 11,23,28,41,58,61,63,64 0 4664306 0 MICROSTRATEGY INC. COMMON STOCK 594972408 746 7191 SH SOLE 28 0 7191 0 MICROCHIP TECHNOLOGY USD0.001 COMMON STOCK 595017104 11860 294371 SH SOLE 11,23,28,43,63 0 294371 0 MICROFINANCIAL USD0.01 COMMON STOCK 595072109 13 1653 SH SOLE 33 0 1653 0 MICRON TECHNOLOGY INC USD0.10 COMMON STOCK 595112103 12947 741106 SH SOLE 28,35,51,54,64 0 741106 0 MICROSEMI USD0.20 COMMON STOCK 595137100 1792 73887 SH SOLE 28 0 73887 0 MIDDLEBURG FINANCIAL CORP COM STK USD5 COMMON STOCK 596094102 83 4321 SH SOLE 28 0 4321 0 MIDDLEBY CORP/THE COMMON STOCK USD 0.01 COMMON STOCK 596278101 25899 123972 SH SOLE 11,28,47,61,65 0 123972 0 MIDDLESEX WATER CO NPV COMMON STOCK 596680108 266 12435 SH SOLE 28 0 12435 0 MIDSOUTH BANCORP INC USD0.10 COMMON STOCK 598039105 114 7341 SH SOLE 28,33 0 7341 0 MIDWAY GOLD CORP COM NPV COMMON STOCK 598153104 84 87502 SH SOLE 28 0 87502 0 MIDWESTONE FINANCIAL GROUP INC COM STK USD1 COMMON STOCK 598511103 141 5484 SH SOLE 28,33 0 5484 0 MILLER ENERGY RES INC COM COMMON STOCK 600527105 176 24202 SH SOLE 28 0 24202 0 MILLER(HERMAN) INC USD0.20 COMMON STOCK 600544100 10731 367769 SH SOLE 11,25,28,54 0 367769 0 MILLER INDUSTRIES INC USD0.01 COMMON STOCK 600551204 209 12283 SH SOLE 28,33 0 12283 0 MIMEDX GROUP INC COM NPV COMMON STOCK 602496101 278 66781 SH SOLE 28 0 66781 0 MINDSPEED TECHNOLOGIES INC USD0.01 COMMON STOCK 602682205 315 103552 SH SOLE 28,37 0 103552 0 MINE SAFETY APPLIANCES CO NPV COMMON STOCK 602720104 3952 76567 SH SOLE 28 0 76567 0 MINERALS TECHNOLOGIES INC USD0.10 COMMON STOCK 603158106 7199 145827 SH SOLE 8,28,30,33,61 0 145827 0 MISONIX INC USD0.01 COMMON STOCK 604871103 3 600 SH SOLE 33 0 600 0 MITCHAM INDUSTRIES INC USD0.01 COMMON STOCK 606501104 211 13790 SH SOLE 28,33 0 13790 0 MITEK SYSTEMS INC USD0.001 COMMON STOCK 606710200 432 83384 SH SOLE 28,37 0 83384 0 MODEL N INC USD0.00015 COMMON STOCK 607525102 386 38963 SH SOLE 28,37 0 38963 0 MODINE MANUFACTURING CO USD0.625 COMMON STOCK 607828100 875 59826 SH SOLE 28,33,64 0 59826 0 MOHAWK INDUSTRIES USD0.01 COMMON STOCK 608190104 15553 119411 SH SOLE 23,28,33 0 119411 0 MOLEX INC USD0.05 COMMON STOCK 608554101 3523 91450 SH SOLE 23,28 0 91450 0 MOLEX INC NON VTG USD0.05 A COMMON STOCK 608554200 363 9472 SH SOLE 23 0 9472 0 MOLYCORP INC DELAWARE USD0.001 COMMON STOCK 608753109 647 98637 SH SOLE 28 0 98637 0 MONARCH CASINO & RESORT USD0.01 COMMON STOCK 609027107 1901 100174 SH SOLE 25,28,33 0 100174 0 MONDELEZ INTL INC NPV A COMMON STOCK 609207105 60835 1936190 SH SOLE 11,23,28,41,51,59,61 0 1936190 0 MONOLITHIC POWER SYSTEM INC USD0.001 COMMON STOCK 609839105 4501 148635 SH SOLE 28,47 0 148635 0 MONRO MUFFLER BRAKE INC USD0.01 COMMON STOCK 610236101 2856 61434 SH SOLE 28,65 0 61434 0 MONSTER BEVERAGE CORP USD0.005 COMMON STOCK 611740101 2426 46440 SH SOLE 28 0 46440 0 MONSTER WORLDWIDE INC USD0.001 COMMON STOCK 611742107 1326 299978 SH SOLE 28,33 0 299978 0 MOODYS CORP USD1 COMMON STOCK 615369105 9879 140473 SH SOLE 28,58 0 140473 0 MOOG INC CLASS'A'(LIM.V)USD1 COMMON STOCK 615394202 3103 52886 SH SOLE 8,28,33,37 0 52886 0 MORGAN STANLEY USD0.01 COMMON STOCK 617446448 29413 1091399 SH SOLE 28,41,50,51,54 0 1091399 0 MOSYS INC USD0.01 COMMON STOCK 619718109 144 38844 SH SOLE 28,33 0 38844 0 MOTORCAR PARTS OF AMERICA INC USD0.01 COMMON STOCK 620071100 28 2200 SH SOLE 33 0 2200 0 MOTOROLA SOLUTIONS INC USD0.01 COMMON STOCK 620076307 11931 200930 SH SOLE 28,61,63,64 0 200930 0 MOVADO GROUP INC USD0.01 COMMON STOCK 624580106 6658 152190 SH SOLE 28,33,38 0 152190 0 MUELLER INDUSTRIES INC USD0.01 COMMON STOCK 624756102 5828 104687 SH SOLE 25,28,33,61 0 104687 0 MUELLER WATER PRODUCTS INC USD0.01 A COMMON STOCK 624758108 3331 416838 SH SOLE 25,28,33,61 0 416838 0 MULTI-COLOR CORP NPV COMMON STOCK 625383104 399 11758 SH SOLE 28,33 0 11758 0 MULTIMEDIA GAMES HLDG CO INC USD0.01 COMMON STOCK 625453105 3075 89004 SH SOLE 28,33,47,61 0 89004 0 MURPHY OIL CORP COM USD1 COMMON STOCK 626717102 9159 151848 SH SOLE 23,28,41 0 151848 0 MURPHY USA INC COMMON STOCK USD COMMON STOCK 626755102 3378 83637 SH SOLE 28,41 0 83637 0 MYERS INDUSTRIES INC NPV COMMON STOCK 628464109 3443 171215 SH SOLE 28,33,64 0 171215 0 MYLAN INC USD0.50 COMMON STOCK 628530107 12612 330411 SH SOLE 11,28,58,64 0 330411 0 NBT BANCORP INC NPV COMMON STOCK 628778102 1705 74185 SH SOLE 8,28,33 0 74185 0 NCI BUILDING SYSTEMS INC USD0.01 COMMON STOCK 628852204 210 16501 SH SOLE 28 0 16501 0 NASB FINANCIAL INC USD0.15 COMMON STOCK 628968109 90 3295 SH SOLE 28 0 3295 0 NL INDUSTRIES INC USD0.125 COMMON STOCK 629156407 83 7350 SH SOLE 28,33 0 7350 0 NN INC USD0.01 COMMON STOCK 629337106 1328 85339 SH SOLE 8,28,33,64 0 85339 0 NRG ENERGY INC USD0.01 COMMON STOCK 629377508 15230 557245 SH SOLE 28,51,58 0 557245 0 NVE CORP USD0.01 COMMON STOCK 629445206 198 3870 SH SOLE 28 0 3870 0 NYSE EURONEXT INC USD0.01 COMMON STOCK 629491101 3489 83106 SH SOLE 28 0 83106 0 NACCO INDUSTRIES INC USD1 A COMMON STOCK 629579103 329 5943 SH SOLE 28,33 0 5943 0 NANOMETRICS NPV COMMON STOCK 630077105 828 51367 SH SOLE 28,33,37 0 51367 0 NAPCO SECURITY TECHNOLOGIES INC COM STK USD0.01 COMMON STOCK 630402105 10 1850 SH SOLE 33 0 1850 0 NASDAQ OMX GROUP INC USD0.01 COMMON STOCK 631103108 7438 231776 SH SOLE 28,33,37,58 0 231776 0 NASH FINCH CO USD1.66 2/3 COMMON STOCK 631158102 335 12690 SH SOLE 28,33 0 12690 0 NATHANS FAMOUS INC USD0.01 COMMON STOCK 632347100 123 2331 SH SOLE 28,33 0 2331 0 NATIONAL BANK HOLDINGS CORP USD0.01 A COMMON STOCK 633707104 2808 136701 SH SOLE 28,30,61 0 136701 0 NATIONAL BANKSHARES INC USD2.50 COMMON STOCK 634865109 199 5538 SH SOLE 28 0 5538 0 NATIONAL BEVERAGE CORP USD0.01 COMMON STOCK 635017106 163 9105 SH SOLE 28 0 9105 0 NATIONAL CINEMEDIA INC USD0.01 COMMON STOCK 635309107 853 45244 SH SOLE 28 0 45244 0 NATIONAL HEALTH CARE CORP USD0.01 COMMON STOCK 635906100 444 9387 SH SOLE 28,33 0 9387 0 NATIONAL FUEL GAS CO USD1 COMMON STOCK 636180101 17049 247945 SH SOLE 11,28 0 247945 0 NATIONAL INSTRUMENTS CORP USD0.01 COMMON STOCK 636518102 10919 353026 SH SOLE 11,25,28 0 353026 0 NATIONAL OILWELL VARCO INC USD0.01 COMMON STOCK 637071101 43210 553199 SH SOLE 28,37,51,61 0 553199 0 NATIONAL PENN BANCSHARES NPV COMMON STOCK 637138108 1493 148521 SH SOLE 8,28,33 0 148521 0 NATIONAL PRESTO INDUSTRIES INC USD1 COMMON STOCK 637215104 283 4014 SH SOLE 28,33 0 4014 0 NATIONAL RESEARCH CORP USD0.001 A COMMON STOCK 637372202 128 6811 SH SOLE 28 0 6811 0 NATIONAL RESEARCH CORP USD0.001 B COMMON STOCK 637372301 29 974 SH SOLE 28 0 974 0 NATIONAL TECHNICAL SYSTEMS INC NPV COMMON STOCK 638104109 135 5928 SH SOLE 28,33 0 5928 0 NATIONAL WESTERN LIFE INSURANCE CO USD1 COMMON STOCK 638522102 378 1874 SH SOLE 28,33 0 1874 0 NAVIGATORS GROUP INC USD0.10 COMMON STOCK 638904102 532 9211 SH SOLE 28,33 0 9211 0 NATURE'S SUNSHINE PRODUCTS INC NPV COMMON STOCK 639027101 165 8668 SH SOLE 28 0 8668 0 NATUS MEDICAL INC USD0.001 COMMON STOCK 639050103 1092 77037 SH SOLE 8,28,33 0 77037 0 NEENAH PAPER INC USD0.01 COMMON STOCK 640079109 918 23353 SH SOLE 28,33,61 0 23353 0 NEKTAR THERAPEUTICS USD0.0001 COMMON STOCK 640268108 1142 109305 SH SOLE 28,61 0 109305 0 NEOGEN CORP USD0.16 COMMON STOCK 640491106 4802 79088 SH SOLE 28,56,65 0 79088 0 NEW JERSEY RESOURCES CORP USD2.50 COMMON STOCK 646025106 2257 51244 SH SOLE 8,28 0 51244 0 NEW MOUNTAIN FINANCE CORP USD0.01 COMMON STOCK 647551100 1069 74202 SH SOLE 28,30 0 74202 0 NEW YORK & CO INC USD0.01 COMMON STOCK 649295102 443 76715 SH SOLE 28,33,61 0 76715 0 NEW YORK COMMUNITY BANCORP INC USD0.01 COMMON STOCK 649445103 11387 753628 SH SOLE 28 0 753628 0 NEW YORK TIMES CO COM CLASS'A'STK USD0.10 COMMON STOCK 650111107 3990 317397 SH SOLE 28 0 317397 0 NEWELL RUBBERMAID INC USD1 COMMON STOCK 651229106 19181 697491 SH SOLE 11,28,30,41,43,63 0 697491 0 NEWFIELD EXPLORATION CO USD0.01 COMMON STOCK 651290108 6436 235141 SH SOLE 28,33,37 0 235141 0 NEWLINK GENETICS CORP USD0.01 COMMON STOCK 651511107 364 19369 SH SOLE 28,64 0 19369 0 NEWMARKET CORP COM NPV COMMON STOCK 651587107 6298 21875 SH SOLE 11,28 0 21875 0 NEWMONT MINING CORP USD1.60 COMMON STOCK 651639106 8821 313914 SH SOLE 23,28 0 313914 0 NEWPARK RESOURCES INC USD0.01 COMMON STOCK 651718504 1101 86940 SH SOLE 28,33 0 86940 0 NEWPORT CORP COM NPV COMMON STOCK 651824104 833 53284 SH SOLE 8,28,33 0 53284 0 NIKE INC NPV B COMMON STOCK 654106103 50123 690023 SH SOLE 28,50,51,61 0 690023 0 NOBLE ENERGY INC USD0.01 COMMON STOCK 655044105 22007 328416 SH SOLE 11,23,28,43,50 0 328416 0 NORDSON CORP NPV COMMON STOCK 655663102 11322 153773 SH SOLE 11,28,38 0 153773 0 NORDSTROM INC NPV COMMON STOCK 655664100 9362 166589 SH SOLE 28,37 0 166589 0 NORFOLK SOUTHERN CORP USD1 COMMON STOCK 655844108 19537 252578 SH SOLE 28,37 0 252578 0 NORTEK INC COM NEW COMMON STOCK 656559309 492 7159 SH SOLE 28 0 7159 0 NORTHEAST COMMUNITY BANCORP INC USD0.01 COMMON STOCK 664112109 2 300 SH SOLE 33 0 300 0 NORTHEAST UTILITIES USD5 COMMON STOCK 664397106 6070 147148 SH SOLE 23,28 0 147148 0 NORTHERN OIL & GAS INC(NEV) USD0.001 COMMON STOCK 665531109 732 50724 SH SOLE 28 0 50724 0 NORTHERN TRUST CORP USD1.666 COMMON STOCK 665859104 28540 524721 SH SOLE 23,28,37 0 524721 0 NORTHRIM BANK ALASKA USD1 COMMON STOCK 666762109 598 24813 SH SOLE 28,33,64 0 24813 0 NORTHROP GRUMMAN CORP USD1 COMMON STOCK 666807102 11186 117430 SH SOLE 23,28,63 0 117430 0 NORTHWEST BANCSHARES INC USD0.01 COMMON STOCK 667340103 1149 86888 SH SOLE 28,33 0 86888 0 NORTHWEST NATURAL GAS CO USD3.167 COMMON STOCK 667655104 1893 45087 SH SOLE 8,28 0 45087 0 NORTHWEST PIPE CO USD0.01 COMMON STOCK 667746101 323 9837 SH SOLE 28,33 0 9837 0 NORTHWESTERN CORPORATION USD0.01 COMMON STOCK 668074305 4773 106246 SH SOLE 8,11,23,28,61 0 106246 0 NOVAVAX INC USD0.01 COMMON STOCK 670002104 340 107596 SH SOLE 28 0 107596 0 NUCOR CORP USD0.40 COMMON STOCK 670346105 11784 240382 SH SOLE 11,23,28 0 240382 0 NUVASIVE INC USD0.001 COMMON STOCK 670704105 3618 147721 SH SOLE 8,28,33,61 0 147721 0 OGE ENERGY CORP USD0.01 COMMON STOCK 670837103 12237 339062 SH SOLE 28 0 339062 0 OM GROUP INC USD0.01 COMMON STOCK 670872100 2211 65465 SH SOLE 28,30,33 0 65465 0 OSI SYSTEMS INC NPV COMMON STOCK 671044105 3104 41686 SH SOLE 25,28 0 41686 0 OASIS PETROLEUM INC USD0.01 COMMON STOCK 674215108 42839 871951 SH SOLE 11,38,47,65 0 871951 0 OCCIDENTAL PETROLEUM CORP COM USD0.20 COMMON STOCK 674599105 104955 1122034 SH SOLE 23,28,41,51,54,58,59,61 0 1122034 0 OCEAN POWER TECHNOLOGIES INC USD0.001 COMMON STOCK 674870308 5 3200 SH SOLE 33 0 3200 0 OCEANEERING INTERNATIONAL INC USD0.25 COMMON STOCK 675232102 35626 438532 SH SOLE 11,23,28,65 0 438532 0 OCEANFIRST FINANCIAL CORP USD0.01 COMMON STOCK 675234108 405 23968 SH SOLE 8,28,33 0 23968 0 OCWEN FINANCIAL CORP USD0.01 COMMON STOCK 675746309 7233 129700 SH SOLE 11 0 129700 0 ODYSSEY MARINE EXPLORATION USD0.0001 COMMON STOCK 676118102 189 62643 SH SOLE 28 0 62643 0 OFFICE DEPOT INC USD0.01 COMMON STOCK 676220106 3136 649235 SH SOLE 28,33 0 649235 0 OIL DRI CORP OF AMERICA USD0.10 COMMON STOCK 677864100 622 18440 SH SOLE 28,33,64 0 18440 0 OIL STATES INTERNATIONAL INC USD0.01 COMMON STOCK 678026105 9755 94285 SH SOLE 28 0 94285 0 OLD DOMINION FREIGHT LINE INC USD0.10 COMMON STOCK 679580100 368 8000 SH SOLE 61 0 8000 0 OLD NATIONAL BANCORP(INDIANA) USD1 COMMON STOCK 680033107 1246 87721 SH SOLE 28,33 0 87721 0 OLD REPUBLIC INTERNATIONAL CORP USD1 COMMON STOCK 680223104 6674 433373 SH SOLE 28,33 0 433373 0 OLD SECOND BANCORP INC NPV COMMON STOCK 680277100 9 1500 SH SOLE 33 0 1500 0 OLIN CORP USD1 COMMON STOCK 680665205 5587 242162 SH SOLE 28,33,37 0 242162 0 OMNICARE INC USD1 COMMON STOCK 681904108 11572 208513 SH SOLE 28,33,43 0 208513 0 OMNICOM GROUP INC USD0.15 COMMON STOCK 681919106 23826 375575 SH SOLE 11,28,43,51,59 0 375575 0 OMEGA FLEX INC USD0.01 COMMON STOCK 682095104 43 2251 SH SOLE 28 0 2251 0 OMNIVISION TECHNOLOGIES INC USD0.001 COMMON STOCK 682128103 2157 140882 SH SOLE 28,30,33 0 140882 0 OMNOVA SOLUTIONS INC USD0.1 COMMON STOCK 682129101 1869 218642 SH SOLE 28,30,33,37 0 218642 0 OMEROS CORP NPV COMMON STOCK 682143102 230 23600 SH SOLE 28 0 23600 0 ON ASSIGNMENT USD0.01 COMMON STOCK 682159108 6136 185942 SH SOLE 28,33,37,47 0 185942 0 ON SEMICONDUCTOR CORP USD0.01 COMMON STOCK 682189105 806 110392 SH SOLE 43 0 110392 0 ONEOK INC NPV COMMON STOCK 682680103 3759 70502 SH SOLE 28 0 70502 0 OPEN TEXT CORP NPV COMMON STOCK 683715106 3800 50900 SH SOLE 63 0 50900 0 OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG NPV COMMON STOCK 683797104 145 8174 SH SOLE 28,33 0 8174 0 OPTICAL CABLE CORP. COMMON STOCK 683827208 1 300 SH SOLE 33 0 300 0 ORBITAL SCIENCES USD0.01 COMMON STOCK 685564106 1319 62261 SH SOLE 28,33 0 62261 0 OREXIGEN THERAPEUT COM STK USD0.001 COMMON STOCK 686164104 463 75433 SH SOLE 28 0 75433 0 ORION ENERGY SYSTEMS INC NPV COMMON STOCK 686275108 10 2791 SH SOLE 33 0 2791 0 ORMAT TECHNOLOGIES USD0.001 COMMON STOCK 686688102 598 22339 SH SOLE 28,33 0 22339 0 OSHKOSH CORPORATION COMMON STOCK 688239201 7416 151411 SH SOLE 28,33 0 151411 0 OTTER TAIL CORP USD5 COMMON STOCK 689648103 795 28804 SH SOLE 28 0 28804 0 OUTERWALL INC USD0.001 COMMON STOCK 690070107 1120 22397 SH SOLE 28 0 22397 0 OVERSTOCK.COM INC USD0.0001 COMMON STOCK 690370101 265 8917 SH SOLE 28 0 8917 0 OWENS & MINOR INC COM STK USD2 COMMON STOCK 690732102 5487 158643 SH SOLE 28 0 158643 0 OWENS CORNING INC USD0.01 COMMON STOCK 690742101 1126 29660 SH SOLE 33,54 0 29660 0 OWENS-ILLINOIS INC USD0.01 COMMON STOCK 690768403 1683 56046 SH SOLE 28 0 56046 0 OXFORD INDUSTRIES INC USD1 COMMON STOCK 691497309 726 10681 SH SOLE 28 0 10681 0 PAM TRANSPORTATION SERVICES INC. USD0.01 COMMON STOCK 693149106 20 1172 SH SOLE 33 0 1172 0 PDF SOLUTIONS INC USD0.00015 COMMON STOCK 693282105 436 20510 SH SOLE 28,33 0 20510 0 PHH CORP NPV COMMON STOCK 693320202 4187 176369 SH SOLE 8,28,30,33 0 176369 0 PICO HOLDING INC USD0.001 COMMON STOCK 693366205 450 20794 SH SOLE 28,33 0 20794 0 PLX TECHNOLOGY USD0.001 COMMON STOCK 693417107 228 37819 SH SOLE 28,33 0 37819 0 PNC FINANCIAL SERVICES GROUP USD5 COMMON STOCK 693475105 44357 612239 SH SOLE 23,28,37,41,51,54 0 612239 0 PPG INDUSTRIES INC USD1.666 COMMON STOCK 693506107 52101 311868 SH SOLE 28,43,58,61 0 311868 0 PHILLIPS VAN HEUSEN CORP COM STK USD1 COMMON STOCK 693656100 32281 271976 SH SOLE 11,23,28,38,51 0 271976 0 PACCAR INC USD1 COMMON STOCK 693718108 6735 120998 SH SOLE 28 0 120998 0 PACIFIC MERCANTILE BANCORP NPV COMMON STOCK 694552100 6 1000 SH SOLE 33 0 1000 0 PACIFIC SUNWEAR OF CALIFORNIA INC USD0.01 COMMON STOCK 694873100 145 48447 SH SOLE 28,33 0 48447 0 PACIRA PHARMACEUTICALS INC USD0.001 COMMON STOCK 695127100 1054 21927 SH SOLE 28 0 21927 0 PACKAGING CORP OF AMERICA USD0.01 COMMON STOCK 695156109 23539 412315 SH SOLE 11,28,58 0 412315 0 PACWEST BANCORP COM STK NPV COMMON STOCK 695263103 2320 67512 SH SOLE 8,11,28,33 0 67512 0 PALL CORP USD0.10 COMMON STOCK 696429307 29878 387824 SH SOLE 11,28,61,65 0 387824 0 PALMETTO BANCSHARES INC USD0.01 COMMON STOCK 697062206 45 3467 SH SOLE 28 0 3467 0 PANDORA MEDIA INC USD0.0001 COMMON STOCK 698354107 2839 112960 SH SOLE 11,47 0 112960 0 PANHANDLE OIL & GAS INC USD0.01666 A COMMON STOCK 698477106 154 5460 SH SOLE 28 0 5460 0 PANTRY INC USD0.01 COMMON STOCK 698657103 1311 118313 SH SOLE 8,28,33 0 118313 0 PAPA JOHNS INTERNATIONAL INC USD0.01 COMMON STOCK 698813102 2918 41751 SH SOLE 11,25,28,61 0 41751 0 PAR TECHNOLOGY CORP USD0.02 COMMON STOCK 698884103 8 1700 SH SOLE 33 0 1700 0 PAREXEL INTERNATIONAL CORP USD0.01 COMMON STOCK 699462107 29969 596634 SH SOLE 11,28,33,37,65 0 596634 0 PARK ELECTROCHEMICAL CORP USD0.10 COMMON STOCK 700416209 520 18146 SH SOLE 28,33 0 18146 0 PARK NATIONAL CORP NPV COMMON STOCK 700658107 777 9825 SH SOLE 28,33 0 9825 0 PARK-OHIO HOLDINGS CORP USD1 COMMON STOCK 700666100 2024 52684 SH SOLE 8,28,30 0 52684 0 PARKER DRILLING CO USD0.1666 COMMON STOCK 701081101 1596 279971 SH SOLE 8,28,33 0 279971 0 PARKER-HANNIFIN CORP USD0.50 COMMON STOCK 701094104 12389 113956 SH SOLE 23,28,43 0 113956 0 PARKERVISION INC USD0.01 COMMON STOCK 701354102 236 70393 SH SOLE 28 0 70393 0 PATRICK INDUSTRIES INC NPV COMMON STOCK 703343103 160 5334 SH SOLE 28 0 5334 0 PATTERSON COS INC COM STK USD0.01 COMMON STOCK 703395103 3271 81364 SH SOLE 23,28 0 81364 0 PATTERSON UTI ENERGY INC USD0.01 COMMON STOCK 703481101 5709 267020 SH SOLE 28,33 0 267020 0 PAYCHEX INC USD0.01 COMMON STOCK 704326107 16481 405547 SH SOLE 28,51 0 405547 0 PEABODY ENERGY CORP COM STK USD0.01 COMMON STOCK 704549104 3283 190327 SH SOLE 23,28 0 190327 0 PEAPACK GLADSTONE FINANCIAL CORP NPV COMMON STOCK 704699107 147 7928 SH SOLE 28,33 0 7928 0 PEGASYSTEMS INC USD0.01 COMMON STOCK 705573103 1079 27101 SH SOLE 28,61 0 27101 0 PENFORD CORP USD1 COMMON STOCK 707051108 131 9135 SH SOLE 28,33 0 9135 0 PENN NATIONAL GAMING INC USD0.01 COMMON STOCK 707569109 1498 27060 SH SOLE 43 0 27060 0 PENN VIRGINIA CORP USD0.01 COMMON STOCK 707882106 435 65382 SH SOLE 28,33 0 65382 0 PENNANTPARK INVESTMENT CORP USD0.001 COMMON STOCK 708062104 598 53118 SH SOLE 28 0 53118 0 PENNEY(J.C.)CO INC USD0.50 COMMON STOCK 708160106 677 76709 SH SOLE 28,33 0 76709 0 PENNS WOODS BANCORP INC USD8.33 COMMON STOCK 708430103 190 3809 SH SOLE 28 0 3809 0 PEOPLES BANCORP INC NPV COMMON STOCK 709789101 541 25923 SH SOLE 8,28,33 0 25923 0 PEOPLE'S UTD FINL COM STK USD0.01 COMMON STOCK 712704105 7007 487264 SH SOLE 23,28,33 0 487264 0 PEP BOYS MANNY MOE & JACK USD1 COMMON STOCK 713278109 1651 132422 SH SOLE 28,30,33 0 132422 0 PEPCO HLDGS INC USD0.01 COMMON STOCK 713291102 1568 84947 SH SOLE 28 0 84947 0 PEPSICO INC CAP STK USD0.0166 COMMON STOCK 713448108 105979 1333071 SH SOLE 23,28,51,58,59,63 0 1333071 0 PEREGRINE PHARMACEUTICALS USD0.001 COMMON STOCK 713661304 170 120900 SH SOLE 28 0 120900 0 PERICOM SEMICONDUCTOR CORP NPV COMMON STOCK 713831105 1173 150356 SH SOLE 8,28,30,33 0 150356 0 PERKINELMER INC USD1 COMMON STOCK 714046109 1869 49513 SH SOLE 28,33 0 49513 0 PERRIGO CO NPV COMMON STOCK 714290103 42359 343318 SH SOLE 11,28,51,65 0 343318 0 PETMED EXPRESS INC USD0.001 COMMON STOCK 716382106 262 16110 SH SOLE 28 0 16110 0 PETROQUEST ENERGY INC USD0.001 COMMON STOCK 716748108 198 49253 SH SOLE 28,33 0 49253 0 PETSMART INC USD0.0001 COMMON STOCK 716768106 8691 113966 SH SOLE 28,58,61 0 113966 0 PHARMACYCLICS INC USD0.0001 COMMON STOCK 716933106 9814 70900 SH SOLE 61 0 70900 0 PFIZER INC USD0.05 COMMON STOCK 717081103 182798 6367040 SH SOLE 11,23,28,37,41,51,58,59,61,63 0 6367040 0 PHILIP MORRIS INTERNATIONAL INC NPV COMMON STOCK 718172109 159611 1843291 SH SOLE 23,28,51,58,59,61 0 1843291 0 PHILLIPS 66 USD0.01 COMMON STOCK 718546104 30685 530692 SH SOLE 28,51,61 0 530692 0 PHOTOMEDEX INC USD0.01 COMMON STOCK 719358301 1494 93982 SH SOLE 28,30 0 93982 0 PHOTRONICS INC USD0.01 COMMON STOCK 719405102 1626 207668 SH SOLE 28,30,33 0 207668 0 PIEDMONT NATURAL GAS CO INC NPV COMMON STOCK 720186105 1978 60149 SH SOLE 28 0 60149 0 PIER 1 IMPORTS INC USD1 COMMON STOCK 720279108 2591 132721 SH SOLE 28,37,61 0 132721 0 PIKE ELECTRIC CORPORATION COM STK USD0.001 COMMON STOCK 721283109 453 39984 SH SOLE 28,33,61 0 39984 0 PINNACLE ENTERTAINMENT INC USD0.10 COMMON STOCK 723456109 1072 42782 SH SOLE 28 0 42782 0 PINNACLE WEST CAPITAL CORP USD2.50 COMMON STOCK 723484101 2059 37615 SH SOLE 28 0 37615 0 PIONEER ENERGY SERVICES CORP USD0.10 COMMON STOCK 723664108 1291 171846 SH SOLE 28,30,33 0 171846 0 PIONEER NATURAL RESOURCES CO USD0.01 COMMON STOCK 723787107 23261 123202 SH SOLE 28,37,43,50 0 123202 0 PIPER JAFFRAY COMPANIES USD0.01 COMMON STOCK 724078100 1709 49854 SH SOLE 8,28,33 0 49854 0 PITNEY BOWES INC USD1 COMMON STOCK 724479100 10576 581417 SH SOLE 28,30,35,51 0 581417 0 PLANAR SYSTEMS INC NPV COMMON STOCK 726900103 3 1900 SH SOLE 33 0 1900 0 PLANTRONICS INC USD0.01 COMMON STOCK 727493108 6063 131668 SH SOLE 28,37 0 131668 0 PLEXUS CORP USD0.01 COMMON STOCK 729132100 1216 32695 SH SOLE 28,33 0 32695 0 POLARIS INDUSTRIES INC USD0.01 COMMON STOCK 731068102 53784 416353 SH SOLE 11,28,58,65 0 416353 0 POPULAR INC NPV COMMON STOCK 733174700 1729 65913 SH SOLE 30,33 0 65913 0 PORTLAND GENERAL ELECTRIC CO COM NPV COMMON STOCK 736508847 6070 215021 SH SOLE 8,23,28,30 0 215021 0 PORTOLA PHARMACEUTICALS INC USD0.001 COMMON STOCK 737010108 206 7697 SH SOLE 28 0 7697 0 POST HLDGS INC USD0.01 COMMON STOCK 737446104 5284 130885 SH SOLE 28,33,43 0 130885 0 POWELL INDUSTRIES INC USD0.01 COMMON STOCK 739128106 761 12417 SH SOLE 28,33,61 0 12417 0 POWER INTEGRATIONS INC USD0.001 COMMON STOCK 739276103 2131 39346 SH SOLE 11,28 0 39346 0 PRECISION CASTPARTS CORP COM NPV COMMON STOCK 740189105 49464 217673 SH SOLE 23,28,50,51,53 0 217673 0 PREFERRED BK LOS ANGELES CALIFORNIA USD0.01 COMMON STOCK 740367404 547 30752 SH SOLE 8,28,33 0 30752 0 PREFORMED LINE PRODUCTS CO COM NPV COMMON STOCK 740444104 166 2312 SH SOLE 28,33 0 2312 0 PREMIERE GLOBAL SERVICES INC COM STK USD0.01 COMMON STOCK 740585104 689 69200 SH SOLE 8,28,33 0 69200 0 PRICELINE.COM INC COM STK USD0.008 COMMON STOCK 741503403 64902 64199 SH SOLE 28,50,51,53,58,64 0 64199 0 PRICESMART INC USD0.0001 COMMON STOCK 741511109 5898 61926 SH SOLE 11,28 0 61926 0 PRIMUS TELECOMMUNICATIONS GRP COM COMMON STOCK 741929301 50 14797 SH SOLE 28,33 0 14797 0 PROCTER & GAMBLE CO NPV COMMON STOCK 742718109 163044 2156946 SH SOLE 11,23,28,54,58,61 0 2156946 0 PRIVATEBANCORP INC NPV COMMON STOCK 742962103 5559 259761 SH SOLE 8,28,33,47,61 0 259761 0 PROGENICS PHARMACEUTICALS INC USD0.0013 COMMON STOCK 743187106 364 72294 SH SOLE 8,28 0 72294 0 PROGRESS SOFTWARE CORP USD0.01 COMMON STOCK 743312100 2572 99371 SH SOLE 28,33,63 0 99371 0 PROGRESSIVE CORP(OHIO) USD1 COMMON STOCK 743315103 17602 646408 SH SOLE 11,28,35 0 646408 0 PROOFPOINT INC USD0.0001 COMMON STOCK 743424103 653 20331 SH SOLE 8,28 0 20331 0 PROSPERITY BANCSHARES INC USD1 COMMON STOCK 743606105 8904 143989 SH SOLE 28 0 143989 0 PROTECTIVE LIFE CORP USD0.50 COMMON STOCK 743674103 6881 161723 SH SOLE 28,33,37 0 161723 0 PROTO LABS INC USD0.001 COMMON STOCK 743713109 7986 104545 SH SOLE 28,38,47,65 0 104545 0 PROVIDENCE SERVICE CORP USD0.001 COMMON STOCK 743815102 1318 45953 SH SOLE 28,30,33,64 0 45953 0 PROVIDENT FINANCIAL HOLDINGS USD0.01 COMMON STOCK 743868101 398 23942 SH SOLE 8,28,33 0 23942 0 PROVIDENT NEW YORK BANCORP CPM STK USD0.01 COMMON STOCK 744028101 2085 191464 SH SOLE 28,30,33 0 191464 0 PRUDENTIAL FINANCIAL INC USD0.01 COMMON STOCK 744320102 22926 293995 SH SOLE 28,51,54,58 0 293995 0 PUBLIC SERVICE ENTERPRISE GROUP INC NPV COMMON STOCK 744573106 5697 173006 SH SOLE 28 0 173006 0 PULASKI FINANCIAL CORP USD0.01 COMMON STOCK 745548107 6 573 SH SOLE 33 0 573 0 PULTE GROUP INC USD0.01 COMMON STOCK 745867101 1973 119547 SH SOLE 28 0 119547 0 PURECYCLE CORP COM USD0.0033 COMMON STOCK 746228303 63 13634 SH SOLE 28 0 13634 0 QLOGIC CORP USD0.001 COMMON STOCK 747277101 3262 298129 SH SOLE 23,28,33,61,63 0 298129 0 QUAD / GRAPHICS INC USD0.025 A COMMON STOCK 747301109 2745 90419 SH SOLE 8,28,33 0 90419 0 QUAKER CHEMICAL CORP USD1 COMMON STOCK 747316107 778 10647 SH SOLE 28,33 0 10647 0 QUALCOMM INC USD0.0001 COMMON STOCK 747525103 167583 2487878 SH SOLE 23,28,50,51,58,59,61,63,64 0 2487878 0 QUALITY SYSTEMS INC USD0.001 COMMON STOCK 747582104 1224 56306 SH SOLE 28,56 0 56306 0 QUANEX BUILDING PRODUCTS CORP COM STK USD0.01 WI COMMON STOCK 747619104 607 32248 SH SOLE 28,33 0 32248 0 QUANTUM-DLT & STORAGE SYSTEMS GROUP USD0.01 COMMON STOCK 747906204 233 168778 SH SOLE 28 0 168778 0 QUESTAR CORP NPV COMMON STOCK 748356102 10712 476302 SH SOLE 28,43 0 476302 0 RCM TECHNOLOGIES INC USD0.05 COMMON STOCK 749360400 2 400 SH SOLE 33 0 400 0 RF INDUSTRIES USD0.01 COMMON STOCK 749552105 3 443 SH SOLE 33 0 443 0 RLI CORP USD1 COMMON STOCK 749607107 2284 26124 SH SOLE 11,28 0 26124 0 RPM INTERNATIONAL INC COM STK USD0.01 COMMON STOCK 749685103 9480 261883 SH SOLE 28,30 0 261883 0 RF MICRO DEVICES INC NPV COMMON STOCK 749941100 6973 1236298 SH SOLE 28,30,61 0 1236298 0 RACKSPACE HOSTING INC USD0.001 COMMON STOCK 750086100 10275 194756 SH SOLE 28 0 194756 0 RADIAN GROUP INC USD0.001 COMMON STOCK 750236101 2053 147370 SH SOLE 28,33 0 147370 0 RADIOSHACK CORP USD1 COMMON STOCK 750438103 316 92531 SH SOLE 28,33 0 92531 0 RADISYS CORP NPV COMMON STOCK 750459109 78 24356 SH SOLE 28,33 0 24356 0 RAMBUS INC USD0.001 COMMON STOCK 750917106 887 94331 SH SOLE 28,33 0 94331 0 RALLY SOFTWARE DEV CORP USD0.0001 COMMON STOCK 751198102 645 21534 SH SOLE 28,47 0 21534 0 RALPH LAUREN CORP USD0.01 A COMMON STOCK 751212101 9633 58477 SH SOLE 28,50 0 58477 0 RAVEN INDUSTRIES INC USD1 COMMON STOCK 754212108 2026 61926 SH SOLE 11,28 0 61926 0 RAYMOND JAMES FINANCIAL INC USD0.01 COMMON STOCK 754730109 12309 295381 SH SOLE 11,28 0 295381 0 RAYTHEON CO USD0.01 COMMON STOCK 755111507 20817 270101 SH SOLE 11,23,28,63 0 270101 0 READING INTERNATIONAL INC USD0.01 A COMMON STOCK 755408101 89 13471 SH SOLE 28 0 13471 0 RECEPTOS INC USD0.001 COMMON STOCK 756207106 120 4639 SH SOLE 28 0 4639 0 RED HAT USD0.0001 COMMON STOCK 756577102 31028 672472 SH SOLE 11,28,63,64,65 0 672472 0 RED LION HOTELS CORP USD0.01 COMMON STOCK 756764106 5 1000 SH SOLE 33 0 1000 0 REGAL BELOIT CORP USD0.01 COMMON STOCK 758750103 6910 101716 SH SOLE 23,28 0 101716 0 REGIS CORP USD0.05 COMMON STOCK 758932107 1812 123416 SH SOLE 28,33 0 123416 0 REINSURANCE GROUP OF AMERICA USD0.01 COMMON STOCK 759351604 33232 496075 SH SOLE 23,28,30,33,37,43 0 496075 0 RELIANCE STEEL & ALUMINIUM NPV COMMON STOCK 759509102 20930 285655 SH SOLE 28,33,37 0 285655 0 RELM WIRELESS CORP USD0.6 COMMON STOCK 759525108 8 2881 SH SOLE 33 0 2881 0 REMY INTERNATIONAL INC USD0.0001 COMMON STOCK 759663107 569 28119 SH SOLE 8,28 0 28119 0 REPLIGEN CORP USD0.01 COMMON STOCK 759916109 304 27432 SH SOLE 28,33 0 27432 0 RENTECH INC USD0.01 COMMON STOCK 760112102 325 164047 SH SOLE 28 0 164047 0 RENTRAK CORP USD0.001 COMMON STOCK 760174102 270 8277 SH SOLE 28 0 8277 0 REPUBLIC AIRWAYS HLDGS INC USD0.001 COMMON STOCK 760276105 5949 499953 SH SOLE 8,28,33,61,64 0 499953 0 REPUBLIC BANCORP INC NPV A COMMON STOCK 760281204 556 20185 SH SOLE 8,28,33 0 20185 0 REPUBLIC FIRST BANCORP INC USD0.01 COMMON STOCK 760416107 5 1723 SH SOLE 33 0 1723 0 REPUBLIC SERVICES INC USD0.01 COMMON STOCK 760759100 23027 690263 SH SOLE 23,28 0 690263 0 RESMED INC USD0.004 COMMON STOCK 761152107 13338 252527 SH SOLE 23,28 0 252527 0 RESOURCE AMERICA INC USD0.01 A COMMON STOCK 761195205 93 11589 SH SOLE 28,33 0 11589 0 RESPONSYS INC USD0.0001 COMMON STOCK 761248103 484 29341 SH SOLE 28 0 29341 0 RESTORATION HARDWARE HLDGS INC USD0.0001 COMMON STOCK 761283100 6057 95612 SH SOLE 28,38,47 0 95612 0 REVLON INC CLASS'A'COM STK USD0.01 COMMON STOCK 761525609 1091 39298 SH SOLE 8,28,61 0 39298 0 REX ENERGY CORPORATION NPV COMMON STOCK 761565100 3149 141207 SH SOLE 28,33,37,47 0 141207 0 REX AMERICAN RESOURCES CORP COMMON STOCK 761624105 583 18961 SH SOLE 8,28,61 0 18961 0 REYNOLDS AMERICAN INC COM STK USD0.0001 COMMON STOCK 761713106 5282 108286 SH SOLE 28 0 108286 0 RICHARDSON ELECTRONICS LTD USD0.05 COMMON STOCK 763165107 139 12255 SH SOLE 28,33 0 12255 0 RICKS CABARET INTERNATIONAL INC USD0.01 COMMON STOCK 765641303 757 64222 SH SOLE 33,64 0 64222 0 RIGEL PHARMACEUTIC COM USD0.001 COMMON STOCK 766559603 248 69245 SH SOLE 28 0 69245 0 RIGNET INC USD0.001 COMMON STOCK 766582100 341 9423 SH SOLE 28 0 9423 0 RITCHIE BROS AUCTIONEERS COM NPV COMMON STOCK 767744105 323 16000 SH SOLE 11 0 16000 0 RITE AID CORP USD1 COMMON STOCK 767754104 14315 3007350 SH SOLE 8,28,38 0 3007350 0 RIVERBED TECHNOLOGY USD0.0001 COMMON STOCK 768573107 5068 347344 SH SOLE 23,28,63 0 347344 0 RIVERVIEW BANCORP INC USD0.01 COMMON STOCK 769397100 2 670 SH SOLE 33 0 670 0 ROBERT HALF INTERNATIONAL INC USD1 COMMON STOCK 770323103 1850 47392 SH SOLE 28 0 47392 0 ROCHESTER MEDICAL CORP NPV COMMON STOCK 771497104 204 10216 SH SOLE 28,33 0 10216 0 ROCK-TENN CO USD0.01 A COMMON STOCK 772739207 18105 178779 SH SOLE 8,28,30,33,43 0 178779 0 ROCKWELL AUTOMATION INC USD1 COMMON STOCK 773903109 18177 169977 SH SOLE 11,23,28,43,53 0 169977 0 ROCKVILLE FINANCIAL INC COM STK USD1 COMMON STOCK 774188106 1486 114294 SH SOLE 28,30,33 0 114294 0 ROCKWELL COLLINS INC USD0.01 COMMON STOCK 774341101 3142 46295 SH SOLE 28 0 46295 0 ROCKWELL MEDICAL INC COMMON STOCK USD 0 COMMON STOCK 774374102 356 31203 SH SOLE 28 0 31203 0 ROCKWOOD HLDGS INC USD0.01 COMMON STOCK 774415103 60 900 SH SOLE 61 0 900 0 ROCKY BRANDS INC NPV COMMON STOCK 774515100 16 932 SH SOLE 33 0 932 0 ROFIN-SINAR TECHNOLOGIES INC USD0.01 COMMON STOCK 775043102 679 28043 SH SOLE 28,33 0 28043 0 ROGERS CORP CAP STK USD1 COMMON STOCK 775133101 1116 18761 SH SOLE 11,28,33 0 18761 0 ROLLINS INC USD1 COMMON STOCK 775711104 4290 161821 SH SOLE 11,28 0 161821 0 ROPER INDUSTRIES INC USD0.01 COMMON STOCK 776696106 42166 317345 SH SOLE 11,28,58,65 0 317345 0 ROSETTA RESOURCES INC USD0.001 COMMON STOCK 777779307 10910 200329 SH SOLE 28,37,65 0 200329 0 ROSETTA STONE INC USD0.00005 COMMON STOCK 777780107 374 23017 SH SOLE 28,33,61 0 23017 0 ROSS STORES INC USD0.01 COMMON STOCK 778296103 19219 263999 SH SOLE 11,28,50,58,61 0 263999 0 ROUNDYS INC USD0.01 COMMON STOCK 779268101 887 103099 SH SOLE 8,28 0 103099 0 ROVI CORP COM COMMON STOCK 779376102 18854 983501 SH SOLE 25,28,33,56,58,61 0 983501 0 ROYAL GOLD INC USD0.01 COMMON STOCK 780287108 5412 111217 SH SOLE 28 0 111217 0 RUBY TUESDAY INC COM USD0.01 COMMON STOCK 781182100 484 64594 SH SOLE 28,33 0 64594 0 RUCKUS WIRELESS INC USD0.001 COMMON STOCK 781220108 583 34649 SH SOLE 28 0 34649 0 RUDOPLH TECHNOLOGIES INC USD0.001 COMMON STOCK 781270103 413 36233 SH SOLE 28,33 0 36233 0 RUE21 INC COMMON STOCK EUR 0.001 COMMON STOCK 781295100 471 11687 SH SOLE 28 0 11687 0 RUSH ENTERPRISES INC.- CL. A COMMON STOCK 781846209 2349 88615 SH SOLE 28,30,33 0 88615 0 RUTH'S HOSPITALITY GROUP INC USD0.01 COMMON STOCK 783332109 1447 122023 SH SOLE 8,28 0 122023 0 RYDER SYSTEM INC USD0.50 COMMON STOCK 783549108 2429 40691 SH SOLE 28,30,33 0 40691 0 RYLAND GROUP INC USD1 COMMON STOCK 783764103 1815 44761 SH SOLE 28,33,64 0 44761 0 S & T BANCORP INC COM STK USD2.50 COMMON STOCK 783859101 624 25770 SH SOLE 28,33 0 25770 0 SEI INVESTMENT CO USD0.01 COMMON STOCK 784117103 7653 247587 SH SOLE 28 0 247587 0 SJW CORP USD1.042 COMMON STOCK 784305104 357 12751 SH SOLE 28,33 0 12751 0 SPX CORP USD10 COMMON STOCK 784635104 8368 98864 SH SOLE 28,43 0 98864 0 SY BANCORP INC NPV COMMON STOCK 785060104 481 16996 SH SOLE 8,28,33 0 16996 0 SAFEGUARD SCIENTIFICS INC USD0.10 COMMON STOCK 786449207 313 19975 SH SOLE 28,33 0 19975 0 SAFEWAY INC USD0.01 COMMON STOCK 786514208 6541 204470 SH SOLE 28,35 0 204470 0 SAGA COMMUNICATIONS USD0.01 A COMMON STOCK 786598300 194 4366 SH SOLE 28,33 0 4366 0 SAGENT PHARMACEUTICALS INC USD0.01 COMMON STOCK 786692103 282 13807 SH SOLE 28 0 13807 0 ST JUDE MEDICAL INC USD0.10 COMMON STOCK 790849103 20238 377285 SH SOLE 28,54,58,61,63 0 377285 0 SALEM COMMUNICATIONS CORP USD0.01 A COMMON STOCK 794093104 103 12420 SH SOLE 28,33 0 12420 0 SALIX PHARMACEUTICALS LTD COM NPV COMMON STOCK 795435106 8106 121204 SH SOLE 28,37,64 0 121204 0 SANDERSON FARM INC USD1 COMMON STOCK 800013104 1380 21146 SH SOLE 28,33 0 21146 0 SANDY SPRING BANCORP INC COM USD1 COMMON STOCK 800363103 2254 96897 SH SOLE 28,33,64 0 96897 0 SANFILIPPO(JOHN B)& SON INC USD0.01 COMMON STOCK 800422107 158 6798 SH SOLE 28,33 0 6798 0 SANGAMO BIOSCIENCES INC USD0.01 COMMON STOCK 800677106 469 44745 SH SOLE 28 0 44745 0 SANMINA CORP USD0.01 COMMON STOCK 801056102 6093 348377 SH SOLE 8,28,33,64 0 348377 0 SANTARUS INC USD0.0001 COMMON STOCK 802817304 6828 302542 SH SOLE 28,38,47,64 0 302542 0 SAPIENT CORP USD0.01 COMMON STOCK 803062108 3113 199950 SH SOLE 11,28,37 0 199950 0 SAREPTA THERAPEUTICS INC USD0.0001 COMMON STOCK 803607100 1260 26680 SH SOLE 28 0 26680 0 SCANSOURCE INC NPV COMMON STOCK 806037107 1135 32812 SH SOLE 8,28,33 0 32812 0 SCHAWK INC USD0.008 A COMMON STOCK 806373106 203 13675 SH SOLE 28,33 0 13675 0 HENRY SCHEIN INC NPV COMMON STOCK 806407102 19479 187837 SH SOLE 11,28 0 187837 0 SCHLUMBERGER USD0.01 COMMON STOCK 806857108 101693 1150894 SH SOLE 11,23,28,50,53,51,58,61,63 0 1150894 0 SCHNITZER STEEL USD1 A COMMON STOCK 806882106 696 25265 SH SOLE 28,33 0 25265 0 SCHOLASTIC CORP USD0.01 COMMON STOCK 807066105 1869 65251 SH SOLE 28,33 0 65251 0 SCHULMAN(A.) INC USD1 COMMON STOCK 808194104 1762 59801 SH SOLE 8,28,33 0 59801 0 SCHWAB(CHARLES)CORP USD0.01 COMMON STOCK 808513105 19080 902545 SH SOLE 23,28,59,61 0 902545 0 SCHWEITZER-MAUDUIT INTL INC USD0.10 COMMON STOCK 808541106 1814 29975 SH SOLE 8,28 0 29975 0 SCOTTS MIRACLE-GRO CO NPV A COMMON STOCK 810186106 8812 160136 SH SOLE 11,28 0 160136 0 SCRIPPS(EW)CO USD0.01 A COMMON STOCK 811054402 3324 181129 SH SOLE 8,28,33,61 0 181129 0 SCRIPPS NETWORKS INTERACTIVE INC 'A' USD0.01 COMMON STOCK 811065101 8212 105139 SH SOLE 11,23,28 0 105139 0 SEABOARD CORP ORD COMMON STOCK 811543107 1127 410 SH SOLE 28,33,61 0 410 0 SEACHANGE INTERNATIONAL INC USD0.01 COMMON STOCK 811699107 359 31269 SH SOLE 28,33 0 31269 0 SEACOAST BANKING COM USD0.10 COMMON STOCK 811707306 143 65883 SH SOLE 28,33 0 65883 0 SEACOR HLDGS INC USD0.01 COMMON STOCK 811904101 1865 20620 SH SOLE 28,33 0 20620 0 SEARS HLDGS CORP USD0.01 COMMON STOCK 812350106 162 2709 SH SOLE 33 0 2709 0 SEARS HOMETOWN & OUTLET STORES INC USD0.01 COMMON STOCK 812362101 219 6911 SH SOLE 28 0 6911 0 SEATTLE GENETICS INC USD0.01 COMMON STOCK 812578102 574 13095 SH SOLE 37,64 0 13095 0 SELECTIVE INSURANCE GROUP COM USD2 COMMON STOCK 816300107 1711 69824 SH SOLE 8,28,33 0 69824 0 SEMTECH CORP USD0.01 COMMON STOCK 816850101 5098 169976 SH SOLE 28 0 169976 0 SEMPRA ENERGY CORP NPV COMMON STOCK 816851109 15545 181599 SH SOLE 28,43,58 0 181599 0 SENECA FOODS USD0.25 A COMMON STOCK 817070501 245 8136 SH SOLE 28,33 0 8136 0 SEQUENOM INC USD0.001 COMMON STOCK 817337405 245 91838 SH SOLE 28 0 91838 0 SERVICE CORPORATION INTERNATIONAL USD1 COMMON STOCK 817565104 20402 1095724 SH SOLE 25,28,33,61 0 1095724 0 SHERWIN-WILLIAMS CO USD1 COMMON STOCK 824348106 5440 29862 SH SOLE 28 0 29862 0 SHILOH INDUSTRIES INC USD0.01 COMMON STOCK 824543102 87 6648 SH SOLE 28,33 0 6648 0 SHOE CARNIVAL INC USD0.10 COMMON STOCK 824889109 447 16548 SH SOLE 28,33 0 16548 0 SHORETEL INC USD0.001 COMMON STOCK 825211105 320 53024 SH SOLE 28,33 0 53024 0 SHUTTERSTOCK INC USD0.01 COMMON STOCK 825690100 4347 59777 SH SOLE 28,38,47 0 59777 0 SIFCO INDUSTRIES INC USD1 COMMON STOCK 826546103 8 425 SH SOLE 33 0 425 0 SIGMA ALDRICH CORP USD1 COMMON STOCK 826552101 21346 250245 SH SOLE 28,65 0 250245 0 SIGMA DESIGNS INC NPV COMMON STOCK 826565103 186 33222 SH SOLE 28,33 0 33222 0 SIGA TECHNOLOGIES INC USD0.0001 COMMON STOCK 826917106 112 29054 SH SOLE 28 0 29054 0 SILICON LABORATORIES USD0.0001 COMMON STOCK 826919102 2871 67228 SH SOLE 28 0 67228 0 SILGAN HLDGS INC USD0.01 COMMON STOCK 827048109 6988 148678 SH SOLE 11,25,28,37 0 148678 0 SILVERCREST ASSET MGMT GROUP INC USD0.01 COMMON STOCK 828359109 1051 77146 SH SOLE 28,30 0 77146 0 SIMMONS FIRST NATIONAL CORP USD5 A COMMON STOCK 828730200 547 17600 SH SOLE 8,28,33 0 17600 0 SIMPLICITY BANCORP INC USD0.01 COMMON STOCK 828867101 6 412 SH SOLE 33 0 412 0 SIMPSON MFG CO INC USD0.01 COMMON STOCK 829073105 3394 104219 SH SOLE 25,28,33 0 104219 0 SINCLAIR BROADCAST GROUP INC USD0.01 A COMMON STOCK 829226109 3940 117547 SH SOLE 8,28,47 0 117547 0 SKECHERS USA INC USD0.001 A COMMON STOCK 830566105 8219 264195 SH SOLE 28,30,33,38,61 0 264195 0 SKYLINE CORP USD0.027 COMMON STOCK 830830105 5 1050 SH SOLE 33 0 1050 0 SKYWEST INC NPV COMMON STOCK 830879102 2667 183657 SH SOLE 8,28,33 0 183657 0 SMITH & WESSON HLDGS CORP USD0.001 COMMON STOCK 831756101 561 51065 SH SOLE 28 0 51065 0 SMITH(A.O.)CORP USD1 COMMON STOCK 831865209 4445 98330 SH SOLE 37,47,61 0 98330 0 SMITH MICRO SOFTWARE USD0.001 COMMON STOCK 832154108 5 5832 SH SOLE 33 0 5832 0 SMTC CORP USD0.01 COMMON STOCK 832682207 4 2189 SH SOLE 33 0 2189 0 SMUCKER(J.M.)CO COM STK NPV COMMON STOCK 832696405 36571 348164 SH SOLE 11,28,43,53,65 0 348164 0 SNAP-ON INC USD1 COMMON STOCK 833034101 1975 19854 SH SOLE 28 0 19854 0 SNYDER'S-LANCE INC USD0.833 COMMON STOCK 833551104 1209 41898 SH SOLE 28,33 0 41898 0 SONIC CORP USD0.01 COMMON STOCK 835451105 793 44648 SH SOLE 28 0 44648 0 SONOCO PRODUCTS CO NPV COMMON STOCK 835495102 10028 257519 SH SOLE 23,28 0 257519 0 SOTHEBYS INC LTD VTG USD0.10 A COMMON STOCK 835898107 9289 189064 SH SOLE 28,37 0 189064 0 SONUS NETWORKS INC USD0.001 COMMON STOCK 835916107 652 192834 SH SOLE 28,33 0 192834 0 SOUTH JERSEY INDUSTRIES INC USD1.25 COMMON STOCK 838518108 2298 39227 SH SOLE 8,11,28 0 39227 0 SOUTHERN CO USD5 COMMON STOCK 842587107 13201 320564 SH SOLE 23,28 0 320564 0 SOUTHWEST AIRLINES CO USD1 COMMON STOCK 844741108 10079 692212 SH SOLE 23,28 0 692212 0 SOUTHWEST BANCORP INC OKLAHOMA USD1 COMMON STOCK 844767103 1357 91653 SH SOLE 8,28,33 0 91653 0 SOUTHWEST GAS CORP USD1 COMMON STOCK 844895102 7826 156520 SH SOLE 8,23,28,30,63 0 156520 0 SOUTHWESTERN ENERGY CO USD0.01 COMMON STOCK 845467109 30047 825915 SH SOLE 23,28,37,43,61 0 825915 0 SPARTAN MOTORS USD0.01 COMMON STOCK 846819100 207 34150 SH SOLE 28,33 0 34150 0 SPARTAN STORES INC USD0.01 COMMON STOCK 846822104 6530 296023 SH SOLE 8,25,28,30,33 0 296023 0 SPARTON CORP USD1.25 COMMON STOCK 847235108 234 9159 SH SOLE 28,33 0 9159 0 SPECTRA ENERGY CORP COM USD0.001 COMMON STOCK 847560109 12135 354525 SH SOLE 28,43 0 354525 0 SPEEDWAY MOTOR SPORTS INC USD0.01 COMMON STOCK 847788106 1853 103496 SH SOLE 23,8,28,33 0 103496 0 SPIRIT AEROSYSTEMS HOLDINGS INC USD0.01 A COMMON STOCK 848574109 2244 92590 SH SOLE 58 0 92590 0 SPIRIT AIRLINES INC USD0.0001 COMMON STOCK 848577102 1645 47990 SH SOLE 28 0 47990 0 SPLUNK INC USD0.001 COMMON STOCK 848637104 11455 190786 SH SOLE 11,23,38,47 0 190786 0 STAAR SURGICAL CO USD0.01 COMMON STOCK 852312305 396 29236 SH SOLE 28 0 29236 0 STAMPS.COM, INC COMMON STOCK 852857200 762 16599 SH SOLE 28,61 0 16599 0 STANCORP FINANCIAL GROUP NPV COMMON STOCK 852891100 6704 121853 SH SOLE 28,30,33 0 121853 0 STANDARD MOTOR PRODUCTS INC USD2 COMMON STOCK 853666105 698 21694 SH SOLE 28,33 0 21694 0 STANDARD PARKING CORP USD0.001 COMMON STOCK 853790103 372 13846 SH SOLE 28,33 0 13846 0 STANDARD REGISTER CO USD1 COMMON STOCK 853887206 7 705 SH SOLE 33 0 705 0 STANDEX INTERNATIONAL CORP USD1.5 COMMON STOCK 854231107 1014 17077 SH SOLE 8,28,33 0 17077 0 STANLEY FURNITURE INC USD0.02 COMMON STOCK 854305208 8 2120 SH SOLE 33 0 2120 0 STANLEY BLACK & DECKER INC USD2.50 COMMON STOCK 854502101 9043 99843 SH SOLE 28,58 0 99843 0 STAPLES INC USD0.0006 COMMON STOCK 855030102 9256 631805 SH SOLE 28,35,41 0 631805 0 STARBUCKS CORP NPV COMMON STOCK 855244109 77541 1007414 SH SOLE 23,28,50,51,53,58,61 0 1007414 0 STATE AUTO FINANCIAL CORP NPV COMMON STOCK 855707105 323 15409 SH SOLE 28,33 0 15409 0 STATE BANK FINANCIAL CORP USD0.01 COMMON STOCK 856190103 1596 100547 SH SOLE 28,30 0 100547 0 STATE STREET CORP USD1 COMMON STOCK 857477103 14699 223553 SH SOLE 23,28,41 0 223553 0 STEEL DYNAMICS INC USD0.01 COMMON STOCK 858119100 6833 408902 SH SOLE 28,33 0 408902 0 STEELCASE INC NPV COMMON STOCK 858155203 2903 174667 SH SOLE 8,28,33,63 0 174667 0 STEIN MART USD0.01 COMMON STOCK 858375108 1135 82711 SH SOLE 8,28,33,61 0 82711 0 STELLUS CAP INVT CORP USD0.01 COMMON STOCK 858568108 142 9492 SH SOLE 28 0 9492 0 STEPAN CO USD1 COMMON STOCK 858586100 1401 24275 SH SOLE 11,28,61 0 24275 0 STERICYCLE INC USD0.01 COMMON STOCK 858912108 41372 358508 SH SOLE 11,28,61,65 0 358508 0 STERIS CORP NPV COMMON STOCK 859152100 7876 183344 SH SOLE 23,28 0 183344 0 STERLING BANCORP USD1 COMMON STOCK 859158107 371 27013 SH SOLE 28,33 0 27013 0 STERLING CONSTRUCTION CO INC USD0.01 COMMON STOCK 859241101 150 16195 SH SOLE 28,33 0 16195 0 STERLING FINANCIAL CORP(WASH) USD1 COMMON STOCK 859319303 1993 69566 SH SOLE 25,28,61 0 69566 0 STEWART ENTERPRISES INC NPV A COMMON STOCK 860370105 802 61041 SH SOLE 28,33 0 61041 0 STEWART INFORMATION SERVICES CORP USD1 COMMON STOCK 860372101 1124 35130 SH SOLE 8,28,33 0 35130 0 STIFEL FINANCIAL CORP USD0.15 COMMON STOCK 860630102 2085 50593 SH SOLE 28 0 50593 0 STONE ENERGY CORP USD0.01 COMMON STOCK 861642106 6721 207250 SH SOLE 8,28,30,33,64 0 207250 0 STRAIGHT PATH COMMUNICATIONS INC COMMON STOCK USD COMMON STOCK 862578101 112 21271 SH SOLE 8,28 0 21271 0 STRATTEC SECURITY CORP USD0.01 COMMON STOCK 863111100 12 300 SH SOLE 33 0 300 0 STRAYER EDUCATION INC USD0.01 COMMON STOCK 863236105 360 8674 SH SOLE 28 0 8674 0 STRYKER CORP USD0.10 COMMON STOCK 863667101 13173 194903 SH SOLE 23,28,58 0 194903 0 STURM RUGER & CO INC USD1 COMMON STOCK 864159108 971 15509 SH SOLE 28 0 15509 0 SUFFOLK BANCORP USD2.5 COMMON STOCK 864739107 218 12286 SH SOLE 28,33 0 12286 0 SUCAMPO PHARMACEUTICALS INC USD0.01 A COMMON STOCK 864909106 68 10925 SH SOLE 28 0 10925 0 SUN HYDRAULICS INC USD0.001 COMMON STOCK 866942105 2612 72056 SH SOLE 28,37,56 0 72056 0 SUNCOR ENERGY INC(NEW) NPV COMMON STOCK 867224107 10344 289089 SH SOLE 41,61 0 289089 0 SUNESIS PHARMACEUTICALS INC USD0.0001 COMMON STOCK 867328601 127 25659 SH SOLE 28 0 25659 0 SUNPOWER CORP COM COMMON STOCK 867652406 1295 49505 SH SOLE 28,33 0 49505 0 SUNTRUST BANKS INC USD1 COMMON STOCK 867914103 17339 534839 SH SOLE 23,28,43,58 0 534839 0 SUPERIOR ENERGY SERVICES INC USD0.001 COMMON STOCK 868157108 7760 309885 SH SOLE 8,28,33 0 309885 0 SUPERIOR INDUSTRIES INTERNATIONAL USD0.50 COMMON STOCK 868168105 1062 59578 SH SOLE 28,33,61 0 59578 0 SUPERIOR UNIFORM GROUP INC USD0.001 COMMON STOCK 868358102 4 300 SH SOLE 33 0 300 0 SUPERNUS PHARMACEUTICALS INC USD0.001 COMMON STOCK 868459108 86 11781 SH SOLE 28 0 11781 0 SUPERTEX INC NPV COMMON STOCK 868532102 2840 112061 SH SOLE 25,28,33,64 0 112061 0 SUPERVALU INC USD0.01 COMMON STOCK 868536103 4092 497199 SH SOLE 28 0 497199 0 SUPREME INDUSTRIES INC CLASS'A'USD0.10 COMMON STOCK 868607102 297 46624 SH SOLE 64 0 46624 0 SURMODICS INC USD0.05 COMMON STOCK 868873100 1416 59528 SH SOLE 28,33,61 0 59528 0 SUSQUEHANNA BANCHARE USD2 COMMON STOCK 869099101 2838 226102 SH SOLE 8,28,33 0 226102 0 SUSSER HLDGS CORP NPV COMMON STOCK 869233106 962 18091 SH SOLE 28,33 0 18091 0 SWIFT ENERGY CO USD0.01 COMMON STOCK 870738101 481 42089 SH SOLE 28,33 0 42089 0 SWISHER HYGIENE INC NPV COMMON STOCK 870808102 55 91191 SH SOLE 28 0 91191 0 SYKES ENTERPRISES INC USD0.01 COMMON STOCK 871237103 713 39803 SH SOLE 28,33 0 39803 0 SYMANTEC CORP USD0.01 COMMON STOCK 871503108 21534 870067 SH SOLE 28,43,54,58,63,64 0 870067 0 SYMMETRICOM INC USD0.0001 COMMON STOCK 871543104 465 96423 SH SOLE 8,28,33 0 96423 0 SYMMETRY MEDICAL INC USD0.0001 COMMON STOCK 871546206 1315 161207 SH SOLE 28,30,33 0 161207 0 SYNALLOY CORP USD1 COMMON STOCK 871565107 7 400 SH SOLE 33 0 400 0 SYNOPSYS INC USD0.01 COMMON STOCK 871607107 13567 359856 SH SOLE 11,28,63 0 359856 0 SYNTHESIS ENERGY SYSTEMS INC USD0.01 COMMON STOCK 871628103 0 419 SH SOLE 33 0 419 0 SYNERGY PHARMACEUTICALS INC USD0.0001 COMMON STOCK 871639308 292 63857 SH SOLE 28 0 63857 0 SYPRIS SOLUTIONS INC USD0.01 COMMON STOCK 871655106 0 157 SH SOLE 33 0 157 0 SYSCO CORP USD1 COMMON STOCK 871829107 13926 437502 SH SOLE 23,28 0 437502 0 SYSTEMAX INC USD0.01 COMMON STOCK 871851101 100 10782 SH SOLE 28,33 0 10782 0 TCF FINANCIAL USD0.01 COMMON STOCK 872275102 7684 538100 SH SOLE 28,43 0 538100 0 TECO ENERGY INC USD1 COMMON STOCK 872375100 1152 69625 SH SOLE 28 0 69625 0 TESSCO TECHOLOGIES INC USD0.01 COMMON STOCK 872386107 211 6272 SH SOLE 28,33 0 6272 0 TGC INDUSTRIES INC USD0.01 COMMON STOCK 872417308 114 14496 SH SOLE 28,33 0 14496 0 THL CREDIT INC USD0.001 COMMON STOCK 872438106 426 27277 SH SOLE 28 0 27277 0 TJX COS INC USD1 COMMON STOCK 872540109 34508 611951 SH SOLE 11,28,59,61 0 611951 0 T-MOBILE US INC USD0.001 COMMON STOCK 872590104 2568 98875 SH SOLE 33,35 0 98875 0 TRC COS INC USD0.10 COMMON STOCK 872625108 94 12722 SH SOLE 28 0 12722 0 TAKE TWO INTERACTIVE SOFTWARE INC USD0.01 COMMON STOCK 874054109 1170 64438 SH SOLE 28 0 64438 0 TAL INTERNATIONAL GROUP USD0.001 COMMON STOCK 874083108 1687 36097 SH SOLE 28,33 0 36097 0 TAYLOR CAPITAL GROUP INC USD0.01 COMMON STOCK 876851106 559 25257 SH SOLE 8,28,33 0 25257 0 TEAM INC USD0.30 COMMON STOCK 878155100 2061 51857 SH SOLE 11,28,65 0 51857 0 TEARLAB CORP USD0.001 COMMON STOCK 878193101 257 23217 SH SOLE 28 0 23217 0 TECH DATA CORP USD0.0015 COMMON STOCK 878237106 3686 73848 SH SOLE 28,33 0 73848 0 TECHE HLDG CO USD0.01 COMMON STOCK 878330109 3 71 SH SOLE 33 0 71 0 TECHNE CORP USD0.01 COMMON STOCK 878377100 7514 93849 SH SOLE 28,56,65 0 93849 0 TECUMSEH PRODUCTS CO CLASS'A'COM USD1 COMMON STOCK 878895200 167 18703 SH SOLE 28,33 0 18703 0 TEJON RANCH CO USD0.50 COMMON STOCK 879080109 339 11007 SH SOLE 28 0 11007 0 TELEDYNE TECHNOLOGIES INC USD0.01 COMMON STOCK 879360105 3313 39011 SH SOLE 28,37 0 39011 0 TELEFLEX INC USD1 COMMON STOCK 879369106 10977 133409 SH SOLE 25,28,33,43 0 133409 0 TELEPHONE & DATA SYSTEMS INC USD0.01 COMMON STOCK 879433829 18493 625826 SH SOLE 28,33,61,63 0 625826 0 TELENAV INC USD0.001 COMMON STOCK 879455103 1081 185021 SH SOLE 8,28,33,61 0 185021 0 TELLABS INC USD0.01 COMMON STOCK 879664100 5279 2325732 SH SOLE 8,28,33,61 0 2325732 0 TELETECH HLDGS USD0.01 COMMON STOCK 879939106 802 31974 SH SOLE 8,28,33 0 31974 0 TENNANT CO USD0.375 COMMON STOCK 880345103 1532 24702 SH SOLE 11,28 0 24702 0 TENNECO INC USD0.01 COMMON STOCK 880349105 3966 78533 SH SOLE 28,37,61 0 78533 0 TERADYNE INC USD0.125 COMMON STOCK 880770102 13809 835922 SH SOLE 23,25,28,35,63 0 835922 0 TEREX CORP USD0.01 COMMON STOCK 880779103 6832 203341 SH SOLE 28,33 0 203341 0 TESARO INC USD0.0001 COMMON STOCK 881569107 1752 45225 SH SOLE 8,28,37 0 45225 0 TESORO CORP USD0.1666 COMMON STOCK 881609101 2715 61731 SH SOLE 28,33 0 61731 0 TEXAS INDUSTRIES INC USD1 COMMON STOCK 882491103 1412 21295 SH SOLE 28,33 0 21295 0 TEXAS INSTRUMENTS INC USD1 COMMON STOCK 882508104 69545 1726957 SH SOLE 11,28,51,61,63,64 0 1726957 0 TEXAS ROADHOUSE COM STK CL'A' USD0.001 COMMON STOCK 882681109 1887 71787 SH SOLE 11,28 0 71787 0 TEXTRON INC USD0.125 COMMON STOCK 883203101 9387 339995 SH SOLE 23,28,41 0 339995 0 TEXTURA CORP USD0.001 COMMON STOCK 883211104 68 1576 SH SOLE 28 0 1576 0 THERAGENICS CORP USD0.01 COMMON STOCK 883375107 7 3000 SH SOLE 33 0 3000 0 THERMO FISHER SCIENTIFIC INC USD1 COMMON STOCK 883556102 31421 340978 SH SOLE 28,54,58,63 0 340978 0 THOR INDUSTRIES USD0.10 COMMON STOCK 885160101 4423 76209 SH SOLE 28 0 76209 0 THORATEC CORP NPV COMMON STOCK 885175307 5843 156701 SH SOLE 28,61 0 156701 0 THRESHOLD PHARMACEUTICALS INC USD0.001 COMMON STOCK 885807206 174 37437 SH SOLE 28 0 37437 0 TIDEWATER INC USD0.10 COMMON STOCK 886423102 6941 117066 SH SOLE 28,30,33 0 117066 0 TIFFANY & CO USD0.01 COMMON STOCK 886547108 2887 37681 SH SOLE 28 0 37681 0 TILLYS INC USD0.001 A COMMON STOCK 886885102 410 28272 SH SOLE 8,28 0 28272 0 TIME WARNER INC USD0.01 COMMON STOCK 887317303 46182 701744 SH SOLE 28,41,51,61,63 0 701744 0 TIMKEN CO NPV COMMON STOCK 887389104 12248 202781 SH SOLE 28,54,61 0 202781 0 TIVO INC USD0.001 COMMON STOCK 888706108 1481 119088 SH SOLE 28,61 0 119088 0 TOLL BROS INC USD0.01 COMMON STOCK 889478103 8427 259851 SH SOLE 28 0 259851 0 TOMPKINS FINANCIAL CORP USD0.10 COMMON STOCK 890110109 822 17774 SH SOLE 8,28,33 0 17774 0 TOOTSIE ROLL INDUSTRIES INC USD0.694 COMMON STOCK 890516107 1575 51098 SH SOLE 28,33 0 51098 0 TORCHMARK CORP USD1 COMMON STOCK 891027104 2263 31285 SH SOLE 28 0 31285 0 TORO CO USD1 COMMON STOCK 891092108 1018 18722 SH SOLE 11 0 18722 0 TOWER INTL INC USD0.01 COMMON STOCK 891826109 1248 62411 SH SOLE 28,30 0 62411 0 TOWERS WATSON & CO CLASS A USD0.01 COMMON STOCK 891894107 24218 226420 SH SOLE 11,28,38 0 226420 0 TOTAL SYSTEM SERVICES INC USD0.1 COMMON STOCK 891906109 7088 240908 SH SOLE 28,35 0 240908 0 TOWERSTREAM CORP USD0.001 COMMON STOCK 892000100 150 52407 SH SOLE 28 0 52407 0 TRACTOR SUPPLY CO USD0.008 COMMON STOCK 892356106 67361 1002845 SH SOLE 11,28,65 0 1002845 0 TRANSACT TECHNOLOGIES INC USD0.01 COMMON STOCK 892918103 14 1096 SH SOLE 33 0 1096 0 TREDEGAR CORP COM NPV COMMON STOCK 894650100 508 19527 SH SOLE 28 0 19527 0 TREE COM INC USD0.01 COMMON STOCK 894675107 400 15241 SH SOLE 28,33,61 0 15241 0 TRIANGLE CAPITAL CORPORATION USD0.001 COMMON STOCK 895848109 646 21997 SH SOLE 28 0 21997 0 TRICO BANCSHARES NPV COMMON STOCK 896095106 318 13943 SH SOLE 28,33 0 13943 0 TRIMAS CORP USD0.01 COMMON STOCK 896215209 2938 78762 SH SOLE 28,30,37 0 78762 0 TRIMBLE NAVIGATION NPV COMMON STOCK 896239100 44467 1496717 SH SOLE 11,23,28,65 0 1496717 0 TRINITY INDUSTRIES INC USD1 COMMON STOCK 896522109 9108 200830 SH SOLE 28,33,35 0 200830 0 TRIPLE-S MANAGEMENT CORPORATION USD1 B COMMON STOCK 896749108 2648 144005 SH SOLE 8,28,30,33 0 144005 0 TRIUMPH GROUP INC USD0.001 COMMON STOCK 896818101 11522 164086 SH SOLE 8,28,33,59 0 164086 0 TRIPADVISOR INC USD0.001 COMMON STOCK 896945201 3531 46552 SH SOLE 28,64 0 46552 0 TRULIA INC USD0.000033 COMMON STOCK 897888103 1052 22366 SH SOLE 28,33 0 22366 0 TRUSTCO BANK CORP NY USD1 COMMON STOCK 898349105 1358 227793 SH SOLE 25,28,33 0 227793 0 TRUSTMARK CORP NPV COMMON STOCK 898402102 4786 186960 SH SOLE 8,28,33 0 186960 0 TUESDAY MORNING CORP NPV COMMON STOCK 899035505 1283 84021 SH SOLE 11,28 0 84021 0 TUPPERWARE BRANDS CORP COM STK USD0.01 COMMON STOCK 899896104 7633 88373 SH SOLE 28 0 88373 0 TUTOR PERINI CORP COM STK USD1 COMMON STOCK 901109108 1700 79745 SH SOLE 8,28,33 0 79745 0 TWIN DISC INC NPV COMMON STOCK 901476101 173 6623 SH SOLE 28 0 6623 0 II-VI INC NPV COMMON STOCK 902104108 763 40559 SH SOLE 28 0 40559 0 TYLER TECHNOLOGIES INC USD0.01 COMMON STOCK 902252105 26925 307822 SH SOLE 11,28,37,56,61,65 0 307822 0 TYSON FOODS INC(DEL) USD0.10 A COMMON STOCK 902494103 13606 481102 SH SOLE 28,41,58 0 481102 0 UFP TECHNOLOGIES USD0.01 COMMON STOCK 902673102 100 4394 SH SOLE 28 0 4394 0 UGI CORP COM NPV COMMON STOCK 902681105 8122 207572 SH SOLE 28,33 0 207572 0 UIL HOLDINGS CORP NPV COMMON STOCK 902748102 2927 78730 SH SOLE 8,28,30 0 78730 0 UMB FINANCIAL CORP USD12.50 COMMON STOCK 902788108 3741 68847 SH SOLE 8,28,33 0 68847 0 USA TRUCK INC USD0.01 COMMON STOCK 902925106 13 1450 SH SOLE 33 0 1450 0 US BANCORP DELAWARE USD0.01 COMMON STOCK 902973304 30177 824963 SH SOLE 23,28,41,61,63 0 824963 0 UNS ENERGY CORP NPV COMMON STOCK 903119105 8511 182562 SH SOLE 8,28,30,37,64 0 182562 0 URS CORP USD0.01 COMMON STOCK 903236107 16094 299432 SH SOLE 28,33,35,43,58 0 299432 0 USG CORP USD0.10 COMMON STOCK 903293405 1603 56087 SH SOLE 28 0 56087 0 USMD HLDGS INC USD0.01 COMMON STOCK 903313104 23 881 SH SOLE 28 0 881 0 ULTRALIFE CORP USD0.10 COMMON STOCK 903899102 13 3374 SH SOLE 33 0 3374 0 ULTRA PETROLEUM CORP COM NPV COMMON STOCK 903914109 3060 148749 SH SOLE 23 0 148749 0 ULTRA TECH INC COMMON STOCK 904034105 1289 42531 SH SOLE 28,37 0 42531 0 UMPQUA HOLDINGS CORP USD0.01 COMMON STOCK 904214103 2348 144730 SH SOLE 28,33,37 0 144730 0 UNDER ARMOUR INC USD0.000333 A COMMON STOCK 904311107 75087 945088 SH SOLE 11,28,38,51,65 0 945088 0 UNI-PIXEL INC USD0.001 COMMON STOCK 904572203 144 8111 SH SOLE 28 0 8111 0 UNIFI INC USD0.1 COMMON STOCK 904677200 334 14294 SH SOLE 28,33 0 14294 0 UNIFIRST CORP USD0.10 COMMON STOCK 904708104 2351 22517 SH SOLE 11,28,33,64 0 22517 0 UNION PACIFIC CORP USD2.50 COMMON STOCK 907818108 128115 824737 SH SOLE 23,28,50,51,53,58,61 0 824737 0 UNISYS CORP USD0.01 COMMON STOCK 909214306 6051 240217 SH SOLE 8,28,30 0 240217 0 UNIT CORP USD0.20 COMMON STOCK 909218109 3897 83816 SH SOLE 28,33 0 83816 0 UNITED COMMUNITY FINANCIAL CORP NPV COMMON STOCK 909839102 190 48939 SH SOLE 28,33 0 48939 0 UNITED BANKSHARES INC USD2.50 COMMON STOCK 909907107 825 28475 SH SOLE 28,33 0 28475 0 UNITED CONTINENTAL HLDGS INC USD0.01 COMMON STOCK 910047109 3691 120204 SH SOLE 43 0 120204 0 UNITED FIRE GROUP INC COMMON STOCK 910340108 1317 43233 SH SOLE 8,28,33,61 0 43233 0 UNITED NATURAL FOODS INC USD0.01 COMMON STOCK 911163103 8304 123532 SH SOLE 28 0 123532 0 UNITED ONLINE INC USD0.001 COMMON STOCK 911268100 1640 205532 SH SOLE 8,28,33 0 205532 0 UNITED PARCEL SERVICE INC USD0.01 B COMMON STOCK 911312106 61594 674121 SH SOLE 23,28,37,58,59,61 0 674121 0 UNITED RENTALS INC USD0.01 COMMON STOCK 911363109 22321 382923 SH SOLE 11,28,38,47,53 0 382923 0 UNITED SECURITY BANK NPV COMMON STOCK 911460103 1 272 SH SOLE 33 0 272 0 UNITED STATES CELLULAR CORP USD1 COMMON STOCK 911684108 91 2008 SH SOLE 33 0 2008 0 UNITED STATES LIME & MINERALS INC USD0.10 COMMON STOCK 911922102 364 6209 SH SOLE 28,33,61 0 6209 0 UNITED STATES STEEL CORP COM STK USD1 COMMON STOCK 912909108 1080 52436 SH SOLE 28,33 0 52436 0 UNITED STATIONERS INC USD0.10 COMMON STOCK 913004107 4163 95699 SH SOLE 8,11,28,33 0 95699 0 UNITED TECHNOLOGIES CORP USD1 COMMON STOCK 913017109 64024 593807 SH SOLE 23,28,50,58,59,61 0 593807 0 UNITIL CORP NPV COMMON STOCK 913259107 650 22203 SH SOLE 8,28 0 22203 0 UNIVERSAL CORP NPV COMMON STOCK 913456109 3616 70992 SH SOLE 8,28,33 0 70992 0 UNIVERSAL ELECTRONICS INC USD0.01 COMMON STOCK 913483103 1496 41517 SH SOLE 8,28,33,64 0 41517 0 UNIVERSAL FOREST PRODUCTS USD0.01 COMMON STOCK 913543104 751 17848 SH SOLE 28,33 0 17848 0 UNIVERSAL STAINLESS & ALLOY PRODCTS USD0.001 COMMON STOCK 913837100 229 7034 SH SOLE 28,33 0 7034 0 UNIVERSAL HEALTH SERVICES INC CLASS'B'COM USD0.01 COMMON STOCK 913903100 14059 187478 SH SOLE 28,43 0 187478 0 UNIVERSAL TECHNICAL INSTITUTE USD0.0001 COMMON STOCK 913915104 207 17041 SH SOLE 28 0 17041 0 UNIVEST CORP OF PA USD5 COMMON STOCK 915271100 282 14942 SH SOLE 28,33 0 14942 0 URANIUM ENERGY CORP USD0.001 COMMON STOCK 916896103 153 68158 SH SOLE 28 0 68158 0 URBAN OUTFITTERS INC USD0.0001 COMMON STOCK 917047102 17756 482890 SH SOLE 11,23,28,51 0 482890 0 UTAH MEDICAL PRODUCTS USD0.01 COMMON STOCK 917488108 156 2631 SH SOLE 28 0 2631 0 VCA ANTECH INC USD0.01 COMMON STOCK 918194101 5081 185024 SH SOLE 28,33,64 0 185024 0 VF CORP NPV COMMON STOCK 918204108 5989 30088 SH SOLE 28 0 30088 0 VSE CORP USD0.05 COMMON STOCK 918284100 1214 25856 SH SOLE 8,28,33 0 25856 0 VALASSIS COMMUNICATIONS INC USD0.01 COMMON STOCK 918866104 2935 101631 SH SOLE 28,33 0 101631 0 VALLEY NATIONAL BANCORP NPV COMMON STOCK 919794107 3394 341142 SH SOLE 28 0 341142 0 VALMONT INDUSTRIES INC USD1 COMMON STOCK 920253101 7525 54173 SH SOLE 11,28 0 54173 0 VALSPAR CORP USD0.50 COMMON STOCK 920355104 8735 137704 SH SOLE 28 0 137704 0 VANDA PHARMACEUTICALS INC USD0.001 COMMON STOCK 921659108 1675 152662 SH SOLE 28,38 0 152662 0 VANGUARD HEALTH SYSTEMS INC COMMON STOCK 0.01 COMMON STOCK 922036207 566 26963 SH SOLE 28 0 26963 0 VEECO FEI INCCOM USD0.01 COMMON STOCK 922417100 3056 82075 SH SOLE 25,28,33 0 82075 0 VERSAR INC USD0.01 COMMON STOCK 925297103 202 48687 SH SOLE 33,64 0 48687 0 VICAL INC USD0.01 COMMON STOCK 925602104 76 61125 SH SOLE 28 0 61125 0 VICON INDUSTRIES INC USD0.01 COMMON STOCK 925811101 1 371 SH SOLE 33 0 371 0 VICOR CORP USD0.01 COMMON STOCK 925815102 141 17280 SH SOLE 28,33 0 17280 0 VILLAGE SUPER MARKET INC NPV A COMMON STOCK 927107409 220 5796 SH SOLE 28,33 0 5796 0 VIRCO MANUFACTURING CORP USD0.01 COMMON STOCK 927651109 3 1500 SH SOLE 33 0 1500 0 VIROPHARMA INC COM STK USD0.002 COMMON STOCK 928241108 4524 115120 SH SOLE 28,33,63,64 0 115120 0 VISHAY INTL USD0.10 COMMON STOCK 928298108 5780 448441 SH SOLE 28,33,64 0 448441 0 VIVUS INC NPV COMMON STOCK 928551100 802 86030 SH SOLE 28,64 0 86030 0 VMWARE INC USD0.01 A COMMON STOCK 928563402 4328 53500 SH SOLE 63,64 0 53500 0 VOLCANO CORPORATION USD0.001 COMMON STOCK 928645100 1037 43354 SH SOLE 28 0 43354 0 VOLTERRA SEMICONDUCTOR CORP COMMON STOCK EUR 0.001 COMMON STOCK 928708106 459 19966 SH SOLE 28 0 19966 0 VULCAN MATERIALS CO USD1 COMMON STOCK 929160109 4496 86783 SH SOLE 28,51 0 86783 0 WD-40 CO NPV COMMON STOCK 929236107 797 12280 SH SOLE 28 0 12280 0 WMS INDUSTRIES INC COMMON STOCK EUR 0.5 COMMON STOCK 929297109 3756 144748 SH SOLE 28,33 0 144748 0 WSFS FINANCIAL CORP USD0.01 COMMON STOCK 929328102 1074 17818 SH SOLE 8,28,33,61 0 17818 0 WABASH NATIONAL CORP USD0.01 COMMON STOCK 929566107 1735 148821 SH SOLE 28,30 0 148821 0 WABTEC CORPORATIONCOM USD0.01 COMMON STOCK 929740108 52611 836817 SH SOLE 11,28,38,47,65 0 836817 0 WADDELL & REED FINANCIAL INC USD0.01 A COMMON STOCK 930059100 9339 181418 SH SOLE 25,28 0 181418 0 WAGEWORKS INC USD0.001 COMMON STOCK 930427109 2848 56459 SH SOLE 28,37,47 0 56459 0 WAL-MART STORES INC USD0.10 COMMON STOCK 931142103 53745 726675 SH SOLE 23,28,37 0 726675 0 WALGREEN CO USD0.078125 COMMON STOCK 931422109 16005 297490 SH SOLE 28 0 297490 0 WASHINGTON BANKING CO NPV COMMON STOCK 937303105 195 13849 SH SOLE 28,33 0 13849 0 WASHINGTON FEDERAL INC USD1 COMMON STOCK 938824109 4091 197816 SH SOLE 28,33 0 197816 0 WASHINGTON POST CO USD1 B COMMON STOCK 939640108 1468 2401 SH SOLE 28,33 0 2401 0 WASHINGTON TRUST BANCORP INC USD0.0625 COMMON STOCK 940610108 657 20917 SH SOLE 8,28,33 0 20917 0 WASTE CONNECTIONS INC USD0.01 COMMON STOCK 941053100 9586 211097 SH SOLE 28 0 211097 0 WATERS CORP USD0.01 COMMON STOCK 941848103 3794 35722 SH SOLE 23,28 0 35722 0 WATERSTONE FINANCIAL INC COMMON STOCK 941888109 76 7494 SH SOLE 28,33 0 7494 0 WATSCO INC USD0.50 A COMMON STOCK 942622200 6695 71015 SH SOLE 11,28 0 71015 0 WATTS WATER TECHNOLOGIES USD0.10 A COMMON STOCK 942749102 1498 26573 SH SOLE 28,33 0 26573 0 WAUSAU PAPER CORP NPV COMMON STOCK 943315101 511 39342 SH SOLE 28 0 39342 0 WAYSIDE TECHNOLOGY GROUP INC USD0.01 COMMON STOCK 946760105 3 200 SH SOLE 33 0 200 0 WEBSTER FINANCIAL CORP USD0.01 COMMON STOCK 947890109 7129 279250 SH SOLE 8,28,33,61 0 279250 0 WEIS MARKETS INC NPV COMMON STOCK 948849104 580 11856 SH SOLE 28,33 0 11856 0 WELLS FARGO & CO COM STK USD1 2/3 COMMON STOCK 949746101 197825 4787630 SH SOLE 23,28,37,41,51,54,58,59,61,63 0 4787630 0 WERNER ENTERPRISES INC USD0.01 COMMON STOCK 950755108 3983 170713 SH SOLE 23,28,33 0 170713 0 WESBANCO INC USD2.0833 COMMON STOCK 950810101 3397 114248 SH SOLE 8,28,33,64 0 114248 0 WESCO AIRCRAFT HLDGS INC USD0.001 COMMON STOCK 950814103 685 32717 SH SOLE 28 0 32717 0 WEST CORP USD0.001 COMMON STOCK 952355204 377 17009 SH SOLE 28 0 17009 0 WEST MARINE INC COM USD0.001 COMMON STOCK 954235107 207 16955 SH SOLE 28,33 0 16955 0 WEST PHARMACEUTICAL SERVICES INC USD0.25 COMMON STOCK 955306105 7425 180438 SH SOLE 11,28,33,47,61 0 180438 0 WESTAMERICA BANCORP NPV COMMON STOCK 957090103 5049 101505 SH SOLE 11,23,28 0 101505 0 WESTELL TECHNOLOGIES NPV A COMMON STOCK 957541105 156 46560 SH SOLE 28,33 0 46560 0 WESTERN ALLIANCE BANCORP NPV COMMON STOCK 957638109 4939 260913 SH SOLE 28,30,33,47 0 260913 0 WESTERN DIGITAL CORP USD0.01 COMMON STOCK 958102105 22800 359618 SH SOLE 23,28,35,58,61,63,64 0 359618 0 WESTERN REFINING INC USD0.01 COMMON STOCK 959319104 1741 57954 SH SOLE 8,28,33 0 57954 0 WESTERN UNION COMPANY (THE) USD0.01 COMMON STOCK 959802109 8539 457618 SH SOLE 28,35 0 457618 0 WESTLAKE CHEMICAL CORP USD0.01 COMMON STOCK 960413102 145 1389 SH SOLE 33 0 1389 0 WESTMORELAND COAL CO USD2.50 COMMON STOCK 960878106 213 16167 SH SOLE 8,28 0 16167 0 WESTWOOD HOLDINGS GROUP INC USD0.01 COMMON STOCK 961765104 266 5537 SH SOLE 28 0 5537 0 WET SEAL INC CLASS'A'USD0.10 COMMON STOCK 961840105 660 167869 SH SOLE 28,33,61 0 167869 0 WEYCO GROUP USD1 COMMON STOCK 962149100 163 5745 SH SOLE 28,33 0 5745 0 WHIRLPOOL CORP USD1 COMMON STOCK 963320106 4919 33591 SH SOLE 28,54 0 33591 0 WHITEWAVE FOODS CO USD0.01 A COMMON STOCK 966244105 7708 385955 SH SOLE 11,28 0 385955 0 WHITING PETROLEUM CORP USD0.001 COMMON STOCK 966387102 2989 49940 SH SOLE 43 0 49940 0 WHOLE FOODS MARKET INC NPV COMMON STOCK 966837106 40103 685520 SH SOLE 11,23,28,50,51,53 0 685520 0 WILEY(JOHN)& SONS INC CLASS'A'COM STK USD1 COMMON STOCK 968223206 3778 79230 SH SOLE 28 0 79230 0 WILLBROS GROUP INC(DELAWARE) USD0.05 COMMON STOCK 969203108 414 45119 SH SOLE 28,33 0 45119 0 WILLIAMS COMPANIES INC USD1 COMMON STOCK 969457100 13716 377234 SH SOLE 28,35,63 0 377234 0 CLAYTON WILLIAMS ENERGY INC USD0.1 COMMON STOCK 969490101 403 7676 SH SOLE 28,33 0 7676 0 WILLIAMS-SONOMA INC USD0.01 COMMON STOCK 969904101 12766 227156 SH SOLE 11,28 0 227156 0 WILLIS LEASE FINANCE CORP NPV COMMON STOCK 970646105 10 606 SH SOLE 33 0 606 0 WINMARK CORP COM COMMON STOCK 974250102 131 1778 SH SOLE 28 0 1778 0 WINNEBAGO INDUSTRIES INC USD0.50 COMMON STOCK 974637100 903 34767 SH SOLE 28,61 0 34767 0 WISCONSIN ENERGY CORP USD0.01 COMMON STOCK 976657106 14320 354627 SH SOLE 28,35,43 0 354627 0 WOLVERINE WORLD WIDE INC USD1 COMMON STOCK 978097103 2959 50811 SH SOLE 11,28 0 50811 0 WOODWARD INC USD0.00875 COMMON STOCK 980745103 9155 224224 SH SOLE 25,28 0 224224 0 WORLD ACCEPTANCE CORP NPV COMMON STOCK 981419104 2473 27500 SH SOLE 8,28 0 27500 0 WORLD FUEL SERVICES CORP USD0.01 COMMON STOCK 981475106 9900 265347 SH SOLE 8,28,35 0 265347 0 WORTHINGTON INDUSTRIES INC NPV COMMON STOCK 981811102 8789 255282 SH SOLE 8,28,33,61,64 0 255282 0 WYNN RESORTS USD0.01 COMMON STOCK 983134107 13330 84362 SH SOLE 28,50,58 0 84362 0 XO GROUP INC COMMON STOCK 983772104 851 65889 SH SOLE 28,33,61 0 65889 0 XPO LOGISTICS INC COM COMMON STOCK 983793100 550 25380 SH SOLE 28,33 0 25380 0 XILINX INC USD0.01 COMMON STOCK 983919101 31947 681747 SH SOLE 28,51,53,63,64 0 681747 0 XEROX CORP USD1 COMMON STOCK 984121103 35205 3421331 SH SOLE 28,43,61,63 0 3421331 0 YRC WORLDWIDE INC COM STK USD1 COMMON STOCK 984249607 146 8663 SH SOLE 28 0 8663 0 YADKIN FINANCIAL CORP USD1 COMMON STOCK 984305102 210 12190 SH SOLE 28,33 0 12190 0 YAHOO INC USD0.001 COMMON STOCK 984332106 23401 705706 SH SOLE 28,41,58,63,64 0 705706 0 YELP INC USD0.000001 COMMON STOCK 985817105 4802 72560 SH SOLE 28,47,58 0 72560 0 YORK WATER CO COM COMMON STOCK 987184108 206 10265 SH SOLE 28 0 10265 0 YUM BRANDS INC NPV COMMON STOCK 988498101 12512 175267 SH SOLE 28,61 0 175267 0 ZALE CORP USD0.01 COMMON STOCK 988858106 605 39775 SH SOLE 28,33 0 39775 0 ZEBRA TECHNOLOGIES USD0.01 A COMMON STOCK 989207105 4971 109176 SH SOLE 11,28 0 109176 0 ZIONS BANCORP NPV COMMON STOCK 989701107 2114 77085 SH SOLE 28,33 0 77085 0 ZUMIEZ INC NPV COMMON STOCK 989817101 463 16809 SH SOLE 28 0 16809 0 ZYGO CORP USD0.10 COMMON STOCK 989855101 240 15030 SH SOLE 28,33 0 15030 0 DUN & BRADSTREET CORP(DELAWARE) COM STK USD0.01 COMMON STOCK 26483E100 1381 13297 SH SOLE 28 0 13297 0 AEGERION PHARMACEUTICALS INC USD0.001 COMMON STOCK 00767E102 7138 83281 SH SOLE 28,38,47 0 83281 0 KCAP FINANCIAL INC USD0.01 COMMON STOCK 48668E101 474 52735 SH SOLE 8,28 0 52735 0 UNIVERSAL AMERICAN CORP COM STK NPV COMMON STOCK 91338E101 400 52435 SH SOLE 28,33 0 52435 0 VITAMIN SHOPPE INC(DEL) USD0.01 COMMON STOCK 92849E101 2215 50630 SH SOLE 28,65 0 50630 0 COVANTA HOLDING CORP COMMON STOCK 22282E102 2371 110910 SH SOLE 11,33 0 110910 0 LENDER PROCESSING SERVICES INC USD0.01 COMMON STOCK 52602E102 4853 145882 SH SOLE 28 0 145882 0 LUMINEX CORP(DEL) USD0.001 COMMON STOCK 55027E102 694 34689 SH SOLE 28,64 0 34689 0 QUANTA SERVICES INC USD0.00001 COMMON STOCK 74762E102 7633 277467 SH SOLE 28,38 0 277467 0 VERISIGN USD0.001 COMMON STOCK 92343E102 5884 115629 SH SOLE 28,63,64 0 115629 0 CNO FINANCIAL GROUP INC USD0.01 COMMON STOCK 12621E103 6787 471332 SH SOLE 8,28,33 0 471332 0 DYAX CORP USD0.01 COMMON STOCK 26746E103 596 86849 SH SOLE 28 0 86849 0 EXPRESS INC USD0.01 COMMON STOCK 30219E103 5618 238148 SH SOLE 25,28,30 0 238148 0 HCI GROUP INC NPV COMMON STOCK 40416E103 1202 29433 SH SOLE 28,33,64 0 29433 0 US SILICA HLDGS INC USD0.01 COMMON STOCK 90346E103 507 20365 SH SOLE 8,28 0 20365 0 UNILIFE CORP USD0.01 COMMON STOCK 90478E103 245 73779 SH SOLE 28 0 73779 0 BLACKHAWK NETWORK HLDGS INC USD0.001 A COMMON STOCK 09238E104 735 30580 SH SOLE 28,37 0 30580 0 AMERISOURCEBERGEN CORP NPV COMMON STOCK 03073E105 10642 174170 SH SOLE 28,35,58 0 174170 0 SALLY BEAUTY HOLDINGS INC USD0.01 COMMON STOCK 79546E104 3171 121225 SH SOLE 11,61 0 121225 0 AMERICAN EAGLE OUTFITTER USD0.01 COMMON STOCK 02553E106 5902 421896 SH SOLE 25,28 0 421896 0 FIRST FINANCIAL HLDGS INC NEW USD0.01 COMMON STOCK 32023E105 2507 45454 SH SOLE 8,28,33,47 0 45454 0 IKANOS COMUNICATIONS USD0.001 COMMON STOCK 45173E105 5 4200 SH SOLE 33 0 4200 0 PERFORMANT FINANCIAL USD0.0001 COMMON STOCK 71377E105 1723 157793 SH SOLE 28,30 0 157793 0 ARQULE INC USD0.01 COMMON STOCK 04269E107 117 50329 SH SOLE 28,33 0 50329 0 ING U.S. USD0.01 COMMON STOCK 45685E106 4760 162950 SH SOLE 51 0 162950 0 JAKKS PACIFIC INC USD0.001 COMMON STOCK 47012E106 74 16519 SH SOLE 28,33 0 16519 0 TARGET CORP USD0.0833 COMMON STOCK 87612E106 26645 416466 SH SOLE 23,28,41,61 0 416466 0 AMERESCO INC USD0.0001 COMMON STOCK 02361E108 207 20628 SH SOLE 28,33 0 20628 0 HOME BANCORP INC USD0.01 COMMON STOCK 43689E107 112 6195 SH SOLE 28,33 0 6195 0 RENASANT CORPORATION COM STK COMMON STOCK 75970E107 800 29431 SH SOLE 28,33 0 29431 0 EDWARDS LIFESCIENCES CORP USD1 COMMON STOCK 28176E108 18214 261577 SH SOLE 28,65 0 261577 0 ARGAN INC USD0.15 COMMON STOCK 04010E109 249 11313 SH SOLE 28,33 0 11313 0 NCR CORP USD0.01 COMMON STOCK 62886E108 14842 374709 SH SOLE 28,43 0 374709 0 NAVISTAR INTERNATIONAL CORP USD0.10 COMMON STOCK 63934E108 1302 35700 SH SOLE 30 0 35700 0 DR PEPPER SNAPPLE GROUP INC USD0.01 COMMON STOCK 26138E109 15128 337518 SH SOLE 23,28,35 0 337518 0 EXACTECH INC USD0.01 COMMON STOCK 30064E109 195 9683 SH SOLE 28,33 0 9683 0 INCONTACT INC COM STK NPV COMMON STOCK 45336E109 469 56696 SH SOLE 28,64 0 56696 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 58850 694233 SH SOLE 23,28,41,58,61,63 0 694233 0 API TECHNOLOGIES CORP COM NEW COMMON STOCK 00187E203 75 25757 SH SOLE 28 0 25757 0 USEC INC USD0.1 COMMON STOCK 90333E207 5 472 SH SOLE 33 0 472 0 INTEGRATED ELECTRICAL SERVICES USD0.01 COMMON STOCK 45811E301 5 1200 SH SOLE 33 0 1200 0 ACCO BRANDS CORP USD0.01 COMMON STOCK 00081T108 652 98129 SH SOLE 28,33 0 98129 0 ADT CORP USD0.01 COMMON STOCK 00101J106 11873 292005 SH SOLE 23,28 0 292005 0 AFC ENTERPRISES INC USD0.01 COMMON STOCK 00104Q107 828 18986 SH SOLE 28 0 18986 0 AES CORP USD0.01 COMMON STOCK 00130H105 12502 940720 SH SOLE 28,58 0 940720 0 AMAG PHARMACEUTICALS INC USD0.01 COMMON STOCK 00163U106 368 17151 SH SOLE 28 0 17151 0 AMC NETWORKS INC USD0.01 COMMON STOCK 00164V103 21532 314427 SH SOLE 11,28,38 0 314427 0 AOL INC USD0.01 COMMON STOCK 00184X105 5342 154477 SH SOLE 28,33,64 0 154477 0 ARC DOCUMENT SOLUTIONS INC COM USD0.001 COMMON STOCK 00191G103 560 122023 SH SOLE 8,28,33 0 122023 0 AT&T INC USD1 COMMON STOCK 00206R102 78813 2330361 SH SOLE 23,28,41,58,63 0 2330361 0 ATMI INC USD0.01 COMMON STOCK 00207R101 880 33176 SH SOLE 28,33 0 33176 0 AV HOMES INC USD1 COMMON STOCK 00234P102 160 9154 SH SOLE 28,33 0 9154 0 AXT INC USD0.001 COMMON STOCK 00246W103 11 4715 SH SOLE 33 0 4715 0 ABBVIE INC USD0.01 COMMON STOCK 00287Y109 43565 973946 SH SOLE 23,28,51,54,61 0 973946 0 ACADIA HEALTHCARE CO INC USD0.01 COMMON STOCK 00404A109 3322 84261 SH SOLE 28,47 0 84261 0 ACCELERATE DIAGNOSTICS INC USD0.01 COMMON STOCK 00430H102 111 8262 SH SOLE 28 0 8262 0 ACCELRYS INC COM COMMON STOCK 00430U103 1339 135781 SH SOLE 28,33,56 0 135781 0 ACCRETIVE HEALTH INC USD0.01 COMMON STOCK 00438V103 427 46819 SH SOLE 28 0 46819 0 ACCURIDE CORP USD0.01 COMMON STOCK 00439T206 185 36083 SH SOLE 28,33 0 36083 0 ACELRX PHARMACEUTICALS INC USD0.001 COMMON STOCK 00444T100 200 18545 SH SOLE 28 0 18545 0 ACHILLION PHARMACEUTICALS INC NPV COMMON STOCK 00448Q201 699 231355 SH SOLE 28,38 0 231355 0 ACORDA THERAPEUTICS INC USD0.001 COMMON STOCK 00484M106 1683 49102 SH SOLE 28,37 0 49102 0 ACTIVE NETWORK INC USD0.001 COMMON STOCK 00506D100 1709 119438 SH SOLE 8,28,33 0 119438 0 ACTAVIS PLC COMMON STOCK USD COMMON STOCK 00507K103 19008 132000 SH SOLE 11,28,43 0 132000 0 ACTIVISION BLIZZARD INC COM STK USD0.000001 COMMON STOCK 00507V109 32024 1921070 SH SOLE 11,37,58,59,61,63,64 0 1921070 0 ACTUATE CORP USD0.001 COMMON STOCK 00508B102 3828 520850 SH SOLE 8,25,28,30 0 520850 0 ACTUANT CORP USD0.20 A COMMON STOCK 00508X203 2297 59137 SH SOLE 28,33 0 59137 0 ACUITY BRANDS INC USD0.01 COMMON STOCK 00508Y102 13085 142192 SH SOLE 28,37,65 0 142192 0 ADOBE SYSTEMS INC USD0.0001 COMMON STOCK 00724F101 44541 857556 SH SOLE 28,51,61,63,64 0 857556 0 ADTRAN INC USD0.01 COMMON STOCK 00738A106 3906 146633 SH SOLE 28 0 146633 0 ADVANCE AUTO PARTS INC USD0.0001 COMMON STOCK 00751Y106 10295 124512 SH SOLE 28 0 124512 0 ADVISORY BOARD CO USD0.01 COMMON STOCK 00762W107 16307 274159 SH SOLE 11,28,38,47,65 0 274159 0 AECOM TECHNOLOGY CORP USD0.01 COMMON STOCK 00766T100 5521 176546 SH SOLE 28,33 0 176546 0 ADVANCED EMISSIONS SOLUTIONS INC NPV COMMON STOCK 00770C101 909 21267 SH SOLE 28,30 0 21267 0 AEGION CORP USD0.01 COMMON STOCK 00770F104 971 40938 SH SOLE 28,33 0 40938 0 AETNA INC NEW USD0.001 COMMON STOCK 00817Y108 40991 640284 SH SOLE 28,37,51,58,61 0 640284 0 AFFYMETRIX INC USD0.01 COMMON STOCK 00826T108 493 79531 SH SOLE 28,33 0 79531 0 AGILENT TECHNOLOGIES INC USD0.01 COMMON STOCK 00846U101 26583 518698 SH SOLE 11,23,28,59,61,63 0 518698 0 AGILYSYS INC COMMON STOCK 00847J105 180 15069 SH SOLE 28,33 0 15069 0 AGIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 00847X104 441 15785 SH SOLE 8,28,37 0 15785 0 AIR TRANSPORT SERVICES GROUP INC USD0.01 COMMON STOCK 00922R105 404 53946 SH SOLE 28,33 0 53946 0 AKAMAI TECHNOLOGIES USD0.01 COMMON STOCK 00971T101 6419 124149 SH SOLE 28,63,64 0 124149 0 ALERE INC COMMON STOCK 01449J105 1556 50915 SH SOLE 25,33 0 50915 0 ALLEGHENY TECHNOLOGIES INC USD0.10 COMMON STOCK 01741R102 1206 39508 SH SOLE 28,33 0 39508 0 ALLEGIANT TRAVEL USD0.001 COMMON STOCK 01748X102 9901 93969 SH SOLE 28,38,65 0 93969 0 ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM STK COMMON STOCK 01988P108 4027 270835 SH SOLE 28 0 270835 0 ALNYLAM PHARMACEUTICALS INC USD0.01 COMMON STOCK 02043Q107 8292 129537 SH SOLE 28,37,38,64 0 129537 0 ALPHA NATURAL RESOURCES USD0.01 COMMON STOCK 02076X102 3482 584191 SH SOLE 28,33 0 584191 0 ALPHATEC HLDGS INC USD0.0001 COMMON STOCK 02081G102 106 54046 SH SOLE 28,33 0 54046 0 ALTISOURCE ASSET MANAGEMENT CORP USD0.01 COMMON STOCK 02153X108 715 1360 SH SOLE 11 0 1360 0 ALTRA HOLDINGS INC USD0.001 COMMON STOCK 02208R106 1292 48015 SH SOLE 28,33,37 0 48015 0 ALTRIA GROUP INC USD0.333 COMMON STOCK 02209S103 24012 699048 SH SOLE 28,61,63 0 699048 0 AMCOL INTERNATIONAL CORP USD0.01 COMMON STOCK 02341W103 722 22086 SH SOLE 28 0 22086 0 AMERICAN CAPITAL LTD USD0.01 COMMON STOCK 02503Y103 3260 237070 SH SOLE 8,30,33 0 237070 0 AMERICAN PUBLIC EDUCATION INC USD0.01 COMMON STOCK 02913V103 530 14022 SH SOLE 28 0 14022 0 AMERICAN RAILCAR INDUSTRIES USD0.01 COMMON STOCK 02916P103 437 11128 SH SOLE 28,33 0 11128 0 AMERICA'S CAR MART INC COM STK USD0.01 COMMON STOCK 03062T105 369 8190 SH SOLE 28,33 0 8190 0 AMERISAFE INC USD0.01 COMMON STOCK 03071H100 2560 72105 SH SOLE 8,28,33,37 0 72105 0 AMERISERV FINANCIAL INC USD2.50 COMMON STOCK 03074A102 6 1800 SH SOLE 33 0 1800 0 AMERIPRISE FINANCIAL INC USD0.01 COMMON STOCK 03076C106 28012 307556 SH SOLE 28,37,51 0 307556 0 AMERIS BANCORP COM STK USD1 COMMON STOCK 03076K108 1839 100036 SH SOLE 28,30,33 0 100036 0 AMICUS THERAPEUTICS NPV COMMON STOCK 03152W109 57 24464 SH SOLE 28 0 24464 0 AMPIO PHARMACEUTICALS INC USD0.01 COMMON STOCK 03209T109 165 22042 SH SOLE 28 0 22042 0 AMSURG CORP NPV COMMON STOCK 03232P405 1815 45723 SH SOLE 11,28,33 0 45723 0 AMYRIS INC USD0.0001 COMMON STOCK 03236M101 48 20773 SH SOLE 28 0 20773 0 ANGIODYNAMICA INC USD0.01 COMMON STOCK 03475V101 345 26155 SH SOLE 28,33 0 26155 0 ANNIES INC USD0.001 COMMON STOCK 03600T104 7122 145051 SH SOLE 28,38,47 0 145051 0 ANSYS INC USD0.01 COMMON STOCK 03662Q105 54604 631115 SH SOLE 11,28,56,61,64,65 0 631115 0 APOLLO INVESTMENT CORP COM STK USD0.001 COMMON STOCK 03761U106 5431 666435 SH SOLE 8,28 0 666435 0 APPLIED INDUSTRIAL TECHNOLOGIES INC NPV COMMON STOCK 03820C105 5113 99291 SH SOLE 8,11,28,33,37 0 99291 0 APPLIED MICROCIRCUITS CORP USD0.01 COMMON STOCK 03822W406 761 58985 SH SOLE 28,33 0 58985 0 APPROACH RESOURCES INC USD0.01 COMMON STOCK 03834A103 819 31170 SH SOLE 28,33 0 31170 0 AQUA AMERICA INC COM USD0.50 COMMON STOCK 03836W103 7461 301692 SH SOLE 28 0 301692 0 ARATANA THERAPEUTICS INC USD0.001 COMMON STOCK 03874P101 31 1908 SH SOLE 28 0 1908 0 ARIAD PHARMACEUTICALS INC USD0.001 COMMON STOCK 04033A100 2396 130200 SH SOLE 11,64 0 130200 0 ARMADA HOFFLER PPTYS INC USD0.01 COMMON STOCK 04208T108 151 15265 SH SOLE 28 0 15265 0 ARMSTRONG WORLD INDUSTRIES INC USD0.01 COMMON STOCK 04247X102 3004 54660 SH SOLE 25 0 54660 0 ARRAY BIOPHARMA INC USD0.001 COMMON STOCK 04269X105 702 112808 SH SOLE 28,64 0 112808 0 ARRIS GROUP INC USD0.01 COMMON STOCK 04270V106 2695 157992 SH SOLE 28,33,63 0 157992 0 ARTISAN PARTNERS ASSET MGMT INC USD0.01 A COMMON STOCK 04316A108 1556 29710 SH SOLE 8,47 0 29710 0 ASCENA RETAIL GROUP INC USD0.05 COMMON STOCK 04351G101 5418 271855 SH SOLE 28,30 0 271855 0 ASIAINFO LINKAGE INC USD0.01 COMMON STOCK 04518A104 57 4900 SH SOLE 33 0 4900 0 ASSURANT INC USD0.01 COMMON STOCK 04621X108 2343 43306 SH SOLE 28,33,63 0 43306 0 ASTEX PHARMACEUTICALS INC COMMON STOCK EUR 0.001 COMMON STOCK 04624B103 770 90760 SH SOLE 28,33 0 90760 0 ASTRO MED INC USD0.05 COMMON STOCK 04638F108 8 765 SH SOLE 33 0 765 0 ATHENAHEALTH INC ORD USD0.01 COMMON STOCK 04685W103 5430 50018 SH SOLE 28,50 0 50018 0 ATLANTIC POWER CORP NPV COMMON STOCK 04878Q863 412 95604 SH SOLE 28 0 95604 0 ATLANTICUS HLDGS CORP NPV COMMON STOCK 04914Y102 7 1995 SH SOLE 33 0 1995 0 ATRICURE INC USD0.001 COMMON STOCK 04963C209 182 16579 SH SOLE 28 0 16579 0 AUDIENCE INC USD0.001 COMMON STOCK 05070J102 140 12442 SH SOLE 8,28 0 12442 0 AUTONATION INC USD0.01 COMMON STOCK 05329W102 1147 21990 SH SOLE 28 0 21990 0 AUXILIUM PHARMACEUTICALS INC USD0.01 COMMON STOCK 05334D107 715 39199 SH SOLE 28 0 39199 0 AVANIR PHARMACEUTICALS NPV A COMMON STOCK 05348P401 490 115669 SH SOLE 28 0 115669 0 AVIAT NETWORKS INC INC COM STK USD0.01 COMMON STOCK 05366Y102 249 96637 SH SOLE 8,28,33 0 96637 0 AVID TECHNOLOGIES INC USD0.01 COMMON STOCK 05367P100 641 106871 SH SOLE 8,28,33,61 0 106871 0 AVISTA CORP NPV COMMON STOCK 05379B107 2494 94454 SH SOLE 28,30 0 94454 0 AWARE INC MASSACHUSETTS USD0.01 COMMON STOCK 05453N100 11 1965 SH SOLE 33 0 1965 0 AXIALL CORP USD0.01 COMMON STOCK 05463D100 3497 92529 SH SOLE 8,28,33 0 92529 0 B & G FOODS HLDGS COM CLASS 'A' USD0.01 COMMON STOCK 05508R106 1830 52957 SH SOLE 11,28 0 52957 0 BBX CAPITAL CORP USD0.01 A COMMON STOCK 05540P100 109 7573 SH SOLE 28,33 0 7573 0 BGC PARTNERS INC CLASS'A'COM STK USD0.01 COMMON STOCK 05541T101 1055 186718 SH SOLE 8,28 0 186718 0 BNC BANCORP NPV COMMON STOCK 05566T101 272 20427 SH SOLE 8,28 0 20427 0 BOFI HLDG INC USD0.01 COMMON STOCK 05566U108 1961 30235 SH SOLE 28,30,33 0 30235 0 BALLY TECHNOLOGIES INC COM STK USD0.1 COMMON STOCK 05874B107 6269 87001 SH SOLE 11,28 0 87001 0 BANCFIRST CORP USD1 COMMON STOCK 05945F103 574 10611 SH SOLE 8,28,33 0 10611 0 BANCORP INC DEL NPV COMMON STOCK 05969A105 2237 126244 SH SOLE 28,30,33 0 126244 0 BANC OF CALIFORNIA INC USD0.01 COMMON STOCK 05990K106 363 26227 SH SOLE 8,28,33 0 26227 0 BANKFINANCIAL CORP COM USD0.01 COMMON STOCK 06643P104 247 27744 SH SOLE 8,28,33 0 27744 0 BANKRATE INC DEL USD0.01 COMMON STOCK 06647F102 886 43067 SH SOLE 28,33 0 43067 0 BANKUNITED INC USD0.01 COMMON STOCK 06652K103 4238 135890 SH SOLE 11,25,54 0 135890 0 BANNER CORP USD0.01 COMMON STOCK 06652V208 3046 79829 SH SOLE 8,28,33,64 0 79829 0 BILL BARRETT CORP COM NPV COMMON STOCK 06846N104 4522 180100 SH SOLE 28,30,33 0 180100 0 BASIC ENERGY SERVICES INC USD0.01 COMMON STOCK 06985P100 743 58809 SH SOLE 8,28,33 0 58809 0 BEAZER HOMES USA INC USD0.01 COMMON STOCK 07556Q881 437 24252 SH SOLE 28,33 0 24252 0 BENCHMARK ELECTRONICS INC USD0.10 COMMON STOCK 08160H101 2958 129211 SH SOLE 8,28,33 0 129211 0 BENEFICIAL MUTUAL BANCORP IN USD0.01 COMMON STOCK 08173R104 314 31518 SH SOLE 28,33 0 31518 0 BERRY PLASTICS GROUP INC USD0.01 COMMON STOCK 08579W103 1370 68615 SH SOLE 28,30 0 68615 0 BIG 5 SPORTING GOODS CORP USD0.01 COMMON STOCK 08915P101 1648 102469 SH SOLE 25,28,33 0 102469 0 BIGLARI HLDGS INC USD0.5 COMMON STOCK 08986R101 652 1580 SH SOLE 28,33 0 1580 0 BIO-REFERENCE LABORATORIES INC USD0.01 COMMON STOCK 09057G602 2735 91542 SH SOLE 25,28 0 91542 0 BIODELIVERY SCIENCES INTERNATIONAL USD0.001 COMMON STOCK 09060J106 129 23677 SH SOLE 28 0 23677 0 BIOMARIN PHARMACEUTICAL USD0.001 COMMON STOCK 09061G101 7847 108652 SH SOLE 11,38,64 0 108652 0 BIOGEN IDEC INC USD0.0005 COMMON STOCK 09062X103 86145 357805 SH SOLE 28,50,51,53,58,61,63,64 0 357805 0 BIOTIME INC NPV COMMON STOCK 09066L105 110 29040 SH SOLE 28 0 29040 0 BIOSCRIP INC COM STK USD0.0001 COMMON STOCK 09069N108 502 57202 SH SOLE 28,33 0 57202 0 BJS RESTAURANTS INC COM COMMON STOCK 09180C106 1552 54042 SH SOLE 28,65 0 54042 0 BLACK DIAMOND INC USD1 COMMON STOCK 09202G101 220 18095 SH SOLE 28 0 18095 0 BLACKBAUD INC USD0.001 COMMON STOCK 09227Q100 3728 95483 SH SOLE 11,28,56 0 95483 0 BLACKBERRY LTD NPV COMMON STOCK 09228F103 1634 205511 SH SOLE 33,35 0 205511 0 BLACKROCK INC NPV A COMMON STOCK 09247X101 20048 74083 SH SOLE 28,50 0 74083 0 BLUE NILE INC USD0.001 COMMON STOCK 09578R103 404 9876 SH SOLE 28 0 9876 0 BLUEBIRD BIO INC USD0.01 COMMON STOCK 09609G100 55 2033 SH SOLE 28 0 2033 0 BLUELINX HLDGS INC COM USD0.01 COMMON STOCK 09624H109 53 27017 SH SOLE 28 0 27017 0 BLYTH INC USD0.02 COMMON STOCK 09643P207 103 7414 SH SOLE 28 0 7414 0 BODY CENTRAL CORP USD0.001 COMMON STOCK 09689U102 93 15185 SH SOLE 28,33 0 15185 0 BOINGO WIRELESS INC USD0.0001 COMMON STOCK 09739C102 104 14826 SH SOLE 28 0 14826 0 BOISE CASCADE CO DEL USD0.01 COMMON STOCK 09739D100 265 9817 SH SOLE 28 0 9817 0 BOISE INC COMMON STOCK 0.0001 COMMON STOCK 09746Y105 2027 160839 SH SOLE 8,28,33 0 160839 0 BONTON STORES USD0.01 COMMON STOCK 09776J101 115 10867 SH SOLE 28 0 10867 0 BRAVO BRIO RESTAURANT GROUP INC NPV COMMON STOCK 10567B109 312 20655 SH SOLE 8,28 0 20655 0 BRIDGEPOINT EDUCATION INC USD0.01 COMMON STOCK 10807M105 265 14705 SH SOLE 28 0 14705 0 BRIGHTCOVE INC USD0.001 COMMON STOCK 10921T101 253 22451 SH SOLE 28 0 22451 0 BROADSOFT INC USD0.01 COMMON STOCK 11133B409 804 22301 SH SOLE 28 0 22301 0 BROADRIDGE FINANCIAL SOL NPV COMMON STOCK 11133T103 6461 203484 SH SOLE 28 0 203484 0 BROOKLINE BANCORP COMMON STOCK 11373M107 4054 430831 SH SOLE 11,25,28,30,33 0 430831 0 BSQUARE CORP NEW COM STK NPV COMMON STOCK 11776U300 2 700 SH SOLE 33 0 700 0 BUILDERS FIRSTSOURCE INC USD0.01 COMMON STOCK 12008R107 215 36617 SH SOLE 28,33 0 36617 0 C & F FINANCIAL CORP USD1 COMMON STOCK 12466Q104 135 2797 SH SOLE 28,33 0 2797 0 C&J ENERGY SERVICES INC USD0.01 COMMON STOCK 12467B304 5966 297126 SH SOLE 8,28,33,43 0 297126 0 CAI INTL INC USD0.0001 COMMON STOCK 12477X106 390 16758 SH SOLE 28,33 0 16758 0 CBOE HLDGS INC USD0.01 COMMON STOCK 12503M108 7954 175853 SH SOLE 25,28 0 175853 0 CBRE GROUP INC USD0.01 COMMON STOCK 12504L109 9181 396918 SH SOLE 23,28,38 0 396918 0 CDW CORP USD0.01 COMMON STOCK 12514G108 3250 142340 SH SOLE 11,37 0 142340 0 CH ROBINSON WORLDWIDE INC COM STK USD0.10 COMMON STOCK 12541W209 3245 54479 SH SOLE 28 0 54479 0 CIFC CORP USD0.001 COMMON STOCK 12547R105 44 5534 SH SOLE 28 0 5534 0 CLECO CORP USD2 COMMON STOCK 12561W105 9699 216312 SH SOLE 8,25,28 0 216312 0 CME GROUP INC USD0.01 A COMMON STOCK 12572Q105 12012 162587 SH SOLE 11,28,59 0 162587 0 CRA INTERNATIONAL INC COM COMMON STOCK 12618T105 181 9729 SH SOLE 28,33 0 9729 0 CTC MEDIA INC COM NPV COMMON STOCK 12642X106 79 7516 SH SOLE 33 0 7516 0 CST BRANDS INC USD0.01 COMMON STOCK 12646R105 4923 165195 SH SOLE 25,28,43 0 165195 0 CVR ENERGY INC USD0.01 COMMON STOCK 12662P108 331 8600 SH SOLE 8 0 8600 0 CA INC USD0.10 COMMON STOCK 12673P105 23013 775640 SH SOLE 28,35,61,63,64 0 775640 0 CABLEVISION SYSTEMS CORP NY GROUP USD0.01 COMMON STOCK 12686C109 5060 300495 SH SOLE 28,35 0 300495 0 CABOT MICROELECTRONICS CORP USD0.001 COMMON STOCK 12709P103 711 18448 SH SOLE 28 0 18448 0 CADENCE PHARMACEUTICALS INC USD0.0001 COMMON STOCK 12738T100 693 109751 SH SOLE 28,37 0 109751 0 CAL DIVE INTL INC DEL USD0.01 COMMON STOCK 12802T101 187 91234 SH SOLE 28,33 0 91234 0 CALAMOS ASSET MANAGEMENT INC USD0.01 A COMMON STOCK 12811R104 199 19942 SH SOLE 28,33 0 19942 0 CALIX NETWORKS INC USD0.01 COMMON STOCK 13100M509 497 39015 SH SOLE 28,33 0 39015 0 CALLIDUS SOFTWARE INC COM USD0.001 COMMON STOCK 13123E500 273 29777 SH SOLE 28 0 29777 0 CALLON PETROLEUM CO USD0.01 COMMON STOCK 13123X102 240 43846 SH SOLE 28,33 0 43846 0 CAMBIUM LEARNING GROUP INC COM USD0.001 COMMON STOCK 13201A107 0 300 SH SOLE 33 0 300 0 CAMECO CORP COM NPV COMMON STOCK 13321L108 498 27558 SH SOLE 43 0 27558 0 CAMERON INTERNATIONAL CORP USD0.01 COMMON STOCK 13342B105 27284 467438 SH SOLE 11,23,28,51,58,59,61 0 467438 0 CAPITAL ONE FINANCIAL CORP USD0.01 COMMON STOCK 14040H105 30477 443373 SH SOLE 28,51,59,61 0 443373 0 CAPITALSOURCE INC USD0.01 COMMON STOCK 14055X102 240 20213 SH SOLE 33 0 20213 0 CAPITOL FEDERAL FINANCIAL INC USD0.01 COMMON STOCK 14057J101 3883 312419 SH SOLE 23,25,28,33 0 312419 0 CAPSTONE TURBINE CORP USD0.001 COMMON STOCK 14067D102 286 242608 SH SOLE 28 0 242608 0 CARDINAL FINANCIAL CORP USD1 COMMON STOCK 14149F109 1529 92487 SH SOLE 8,28,33,61 0 92487 0 CARDINAL HEALTH INC NPV COMMON STOCK 14149Y108 30946 593413 SH SOLE 11,23,28,35,41,43,61 0 593413 0 CARDTRONICS INC USD0.0001 COMMON STOCK 14161H108 1323 35650 SH SOLE 28 0 35650 0 CAREFUSION CORP USD0.01 COMMON STOCK 14170T101 14517 393413 SH SOLE 23,28,58 0 393413 0 CARROLS RESTAURANT GROUP INC USD0.01 COMMON STOCK 14574X104 139 22862 SH SOLE 28,33 0 22862 0 CASH AMERICA INTERNATIONAL USD0.10 COMMON STOCK 14754D100 1268 28011 SH SOLE 28,33 0 28011 0 CASS INFORMATION SYSTEMS USD0.5 COMMON STOCK 14808P109 1327 24857 SH SOLE 28,37 0 24857 0 CAVIUM INC USD0.001 COMMON STOCK 14964U108 12248 297284 SH SOLE 11,28,38,47 0 297284 0 CELLDEX THERAPEUTICS INC USD0.001 COMMON STOCK 15117B103 3891 109824 SH SOLE 8,28,33 0 109824 0 CELLULAR DYNAMICS INTL INC USD0.01 COMMON STOCK 15117V109 20 1112 SH SOLE 28 0 1112 0 CEMPRA INC USD0.001 COMMON STOCK 15130J109 177 15421 SH SOLE 28 0 15421 0 CENTENE CORP(DEL) USD0.001 COMMON STOCK 15135B101 6898 107849 SH SOLE 28,30,47 0 107849 0 CENOVUS ENERGY INC NPV COMMON STOCK 15135U109 7313 245000 SH SOLE 11 0 245000 0 CENTERPOINT ENERGY INC COM STK NPV COMMON STOCK 15189T107 3513 146571 SH SOLE 28 0 146571 0 CENTERSTATE BANKS INC USD0.01 COMMON STOCK 15201P109 255 26319 SH SOLE 28,33 0 26319 0 CEPHEID NPV COMMON STOCK 15670R107 8269 211812 SH SOLE 28,38 0 211812 0 CENVEO INC COM USD0.01 COMMON STOCK 15670S105 821 278381 SH SOLE 8,28 0 278381 0 CHART INDUSTRIES INC NPV COMMON STOCK 16115Q308 54764 445087 SH SOLE 11,28,37,38,47,65 0 445087 0 CHARTER COMMUNICATIONS INC USD0.001 COMMON STOCK 16117M305 1924 14280 SH SOLE 58 0 14280 0 CHARTER FINL CORP MD USD0.01 COMMON STOCK 16122W108 547 50632 SH SOLE 8,28 0 50632 0 CHASE CORP(MASS) USD0.10 COMMON STOCK 16150R104 178 6050 SH SOLE 28,33 0 6050 0 CHEMED CORP CAP USD1 COMMON STOCK 16359R103 2685 37555 SH SOLE 28,30 0 37555 0 CHEMOCENTRYX INC USD0.001 COMMON STOCK 16383L106 109 19523 SH SOLE 28 0 19523 0 CHIMERIX INC USD0.001 COMMON STOCK 16934W106 147 6700 SH SOLE 28 0 6700 0 CIBER INC USD0.01 COMMON STOCK 17163B102 1046 316859 SH SOLE 28,30,33 0 316859 0 CINEMARK HOLDINGS INC USD0.001 COMMON STOCK 17243V102 8637 272108 SH SOLE 28,58 0 272108 0 CIRCOR INTERNATIONAL INC USD0.01 COMMON STOCK 17273K109 981 15783 SH SOLE 28,33 0 15783 0 CISCO SYSTEMS INC USD0.001 COMMON STOCK 17275R102 121180 5174192 SH SOLE 23,28,37,41,51,53,58,59,61,63,64 0 5174192 0 CITI TRENDS INC COM STK USD1 COMMON STOCK 17306X102 377 21545 SH SOLE 28,33,61 0 21545 0 CLEAR CHANNEL OUTDOOR HLDGS INC USD0.01 COMMON STOCK 18451C109 5 554 SH SOLE 33 0 554 0 CLEARONE INC USD0.001 COMMON STOCK 18506U104 835 102900 SH SOLE 64 0 102900 0 CLEARWATER PAPER CORPORATION USD0.0001 COMMON STOCK 18538R103 973 20368 SH SOLE 28,33 0 20368 0 CLIFFS NATURAL RESOURCES INC COM STK USD0.125 COMMON STOCK 18683K101 1291 62992 SH SOLE 28,33 0 62992 0 CLIFTON SAVINGS BANCORP INC USD0.01 COMMON STOCK 18712Q103 86 6907 SH SOLE 28 0 6907 0 CLOUD PEAK ENERGY INC USD0.01 COMMON STOCK 18911Q102 864 58880 SH SOLE 28,33 0 58880 0 COBALT INTERNATIONAL ENERGY INC USD0.01 COMMON STOCK 19075F106 13603 547170 SH SOLE 37,53 0 547170 0 COCA-COLA ENTERPRISES INC USD1 COMMON STOCK 19122T109 32345 804403 SH SOLE 28,51,58 0 804403 0 COGENT COMMUNICATIONS GROUP INC NEW COM STK COMMON STOCK 19239V302 1969 61045 SH SOLE 28,30 0 61045 0 COHEN & STEERS INC USD0.01 COMMON STOCK 19247A100 529 14989 SH SOLE 28 0 14989 0 COMCAST CORP COM CLS 'A' USD 0.01 COMMON STOCK 20030N101 94623 2095737 SH SOLE 23,28,41,51,58,64 0 2095737 0 COMCAST CORP(NEW) CLASS'A'COM USD1 SPECIAL COMMON STOCK 20030N200 6159 142000 SH SOLE 61 0 142000 0 COMMUNITYONE BANCORP USD2.5 COMMON STOCK 20416Q108 221 22379 SH SOLE 8,28 0 22379 0 COMPASS MINERALS INTERNATIONAL INC USD0.01 COMMON STOCK 20451N101 5981 78413 SH SOLE 11,28 0 78413 0 COMPX INTERNATIONAL INC USD0.01 COMMON STOCK 20563P101 11 850 SH SOLE 28 0 850 0 COMSCORE INC COM NPV COMMON STOCK 20564W105 999 34470 SH SOLE 28,61 0 34470 0 COMVERSE INC USD0.01 COMMON STOCK 20585P105 564 17657 SH SOLE 28 0 17657 0 CONATUS PHARMACEUTICALS INC USD0.0001 COMMON STOCK 20600T108 15 1490 SH SOLE 28 0 1490 0 CONCHO RESOURCES INC USD0.001 COMMON STOCK 20605P101 34571 317717 SH SOLE 11,53,65 0 317717 0 CONNECTONE BANCORP INC NPV COMMON STOCK 20786U101 50 1431 SH SOLE 28 0 1431 0 CONOCOPHILLIPS USD0.01 COMMON STOCK 20825C104 30201 434488 SH SOLE 28,63 0 434488 0 CONSOL ENERGY INC USD0.01 COMMON STOCK 20854P109 2633 78234 SH SOLE 28 0 78234 0 CONSTELLATION BRANDS INC USD0.01 A COMMON STOCK 21036P108 12614 219756 SH SOLE 28,33,38 0 219756 0 CONTANGO OIL & GAS CO USD0.04 COMMON STOCK 21075N204 438 11908 SH SOLE 28,33 0 11908 0 CONTROL4 CORP USD0.0001 COMMON STOCK 21240D107 22 1271 SH SOLE 28 0 1271 0 CORELOGIC INC USD1 COMMON STOCK 21871D103 11962 442202 SH SOLE 28,33,61 0 442202 0 CORNERSTONE THERAPEUTICS INC USD0.001 COMMON STOCK 21924P103 142 15058 SH SOLE 8,28 0 15058 0 CORNERSTONE ONDEMAND INC USD0.0001 COMMON STOCK 21925Y103 12432 241682 SH SOLE 28,38,47,61 0 241682 0 CORONADO BIOSCIENCES INC COM USD0.001 COMMON STOCK 21976U109 142 20288 SH SOLE 28 0 20288 0 CORPORATE EXECUTIVE BOARD CO USD0.01 COMMON STOCK 21988R102 6112 84170 SH SOLE 28 0 84170 0 COSTCO WHOLESALE CORP USD0.005 COMMON STOCK 22160K105 46078 400262 SH SOLE 11,23,28,50,51,61 0 400262 0 COSTAR GROUP INC USD0.01 COMMON STOCK 22160N109 36516 217485 SH SOLE 28,38,47,65 0 217485 0 COVENANT TRANSPORTATION GROUP INC USD0.01 A COMMON STOCK 22284P105 3 473 SH SOLE 33 0 473 0 CRACKER BARREL OLD COUNTRY STORE INC COMMON STOCK 22410J106 4069 39409 SH SOLE 8,11,28 0 39409 0 CRIMSON EXPLORATION INC COMMON STOCK EUR 0.001 COMMON STOCK 22662K207 70 23135 SH SOLE 28,33 0 23135 0 CROSSTEX ENERGY INC COM STK USD0.01 COMMON STOCK 22765Y104 857 41021 SH SOLE 28,33 0 41021 0 CUSTOMERS BANCORP INC USD1.00 COMMON STOCK 23204G100 257 15935 SH SOLE 28 0 15935 0 CVENT INC USD0.001 COMMON STOCK 23247G109 170 4841 SH SOLE 28,37 0 4841 0 CYAN INC USD0.0001 COMMON STOCK 23247W104 64 6401 SH SOLE 28 0 6401 0 CYBERONICS INC USD0.01 COMMON STOCK 23251P102 1746 34408 SH SOLE 28,37 0 34408 0 CYTOKINETICS INC USD0.001 COMMON STOCK 23282W605 161 21207 SH SOLE 28 0 21207 0 CYTORI THERAPEUTICS INC COM STK COMMON STOCK 23283K105 116 49744 SH SOLE 28 0 49744 0 DFC GLOBAL CORP USD0.001 COMMON STOCK 23324T107 1383 125815 SH SOLE 8,28,37 0 125815 0 DR HORTON INC USD0.01 COMMON STOCK 23331A109 1888 97190 SH SOLE 28 0 97190 0 DSP GROUP INC USD0.001 COMMON STOCK 23332B106 275 38948 SH SOLE 8,28,33 0 38948 0 DSW INC NPV A COMMON STOCK 23334L102 32177 377128 SH SOLE 11,37,38,65 0 377128 0 DTS INC COM COMMON STOCK 23335C101 543 25874 SH SOLE 28,33,56 0 25874 0 DAVITA HEALTHCARE PARTNERS INC USD0.001 COMMON STOCK 23918K108 6280 110368 SH SOLE 11,28 0 110368 0 DELL INC COM STK USD0.01 COMMON STOCK 24702R101 7612 552784 SH SOLE 28,63 0 552784 0 DEMAND MEDIA INC USD0.0001 COMMON STOCK 24802N109 182 28738 SH SOLE 28 0 28738 0 DEMANDWARE INC USD0.01 COMMON STOCK 24802Y105 594 12829 SH SOLE 28 0 12829 0 DENDREON CORP COM USD0.001 COMMON STOCK 24823Q107 368 125679 SH SOLE 28 0 125679 0 DENNY'S CORP COM USD0.01 COMMON STOCK 24869P104 447 73023 SH SOLE 28 0 73023 0 DESTINATION MATERNITY CORP COMMON STOCK 25065D100 722 22712 SH SOLE 8,28 0 22712 0 DESTINATION XL GROUP INC COMMON STOCK 25065K104 266 41162 SH SOLE 28,33 0 41162 0 DEVON ENERGY CORP(NEW) USD0.10 COMMON STOCK 25179M103 15239 263834 SH SOLE 23,28 0 263834 0 DEX MEDIA INC COMMON STOCK 25213A107 115 14200 SH SOLE 28,48 0 14200 0 DIAMOND HILL INVESTMENT GROUP NPV A COMMON STOCK 25264R207 1882 17597 SH SOLE 25,28 0 17597 0 DIAMOND OFFSHORE DRILLING INC USD0.01 COMMON STOCK 25271C102 1489 23886 SH SOLE 28 0 23886 0 DIAMOND RESORTS INTL INC USD0.01 COMMON STOCK 25272T104 101 5392 SH SOLE 28 0 5392 0 DIAMONDBACK ENERGY INC USD0.01 COMMON STOCK 25278X109 2398 56240 SH SOLE 28,47 0 56240 0 DIGIMARC CORP (NEW) USD0.001 COMMON STOCK 25381B101 100 4972 SH SOLE 28 0 4972 0 DIGITAL RIVER INC USD0.01 COMMON STOCK 25388B104 1958 109569 SH SOLE 8,28,33,63 0 109569 0 DIGITALGLOBE INC COM STK USD0.001 COMMON STOCK 25389M877 10014 316698 SH SOLE 28,33,38 0 316698 0 DIGITAL GENERATION INC COMMON STOCK 25400B108 336 25983 SH SOLE 28,33 0 25983 0 DISCOVERY COMMUNICATIONS INC CLS 'A' USD0.01 COMMON STOCK 25470F104 10792 127832 SH SOLE 11,28 0 127832 0 DISCOVERY COMMUNICATIONS INC CLS 'C' USD0.01 COMMON STOCK 25470F302 979 12530 SH SOLE 23 0 12530 0 DIRECTV USD0.01 COMMON STOCK 25490A309 14606 244449 SH SOLE 28,61 0 244449 0 DIVERSIFIED RESTAURANT HOLDINGS INC USD0.0001 COMMON STOCK 25532M105 55 8319 SH SOLE 28 0 8319 0 DOLAN CO(THE) USD0.001 COMMON STOCK 25659P402 5 2303 SH SOLE 33 0 2303 0 DOLBY LABORATORIES INC USD0.001 A COMMON STOCK 25659T107 5865 169941 SH SOLE 35,56 0 169941 0 DOMINION RESOURCES INC(VIRGINIA) NPV COMMON STOCK 25746U109 12379 198123 SH SOLE 28 0 198123 0 DOMINOS PIZZA INC USD0.01 COMMON STOCK 25754A201 6466 95152 SH SOLE 28 0 95152 0 DORAL FINANCIAL CORP USD0.01 COMMON STOCK 25811P852 135 7056 SH SOLE 28,33 0 7056 0 DOUGLAS DYNAMICS INC USD0.01 COMMON STOCK 25960R105 1458 98980 SH SOLE 25,28,33 0 98980 0 DREAMWORKS ANIMATION SKG INC USD0.01 A COMMON STOCK 26153C103 3720 130701 SH SOLE 28,33 0 130701 0 DREW INDUSTRIES INC USD0.01 COMMON STOCK 26168L205 829 18214 SH SOLE 28 0 18214 0 DUKE ENERGY CORP COM STK NPV COMMON STOCK 26441C204 16560 247971 SH SOLE 28,63 0 247971 0 DURATA THERAPEUTICS INC USD0.01 COMMON STOCK 26658A107 95 10469 SH SOLE 28 0 10469 0 DYNEGY INC (DELWARE) USD0.01 COMMON STOCK 26817R108 1625 84131 SH SOLE 28,33 0 84131 0 EOG RESOURCES INC USD0.01 COMMON STOCK 26875P101 63988 378001 SH SOLE 23,28,51,53,61 0 378001 0 EPIQ SYSTEMS INC USD0.01 COMMON STOCK 26882D109 413 31256 SH SOLE 28,33 0 31256 0 EPL OIL & GAS INC USD0.001 COMMON STOCK 26883D108 6660 179468 SH SOLE 8,28,30,33,37 0 179468 0 ESB FINANCIAL CORP USD0.01 COMMON STOCK 26884F102 140 10950 SH SOLE 28,33 0 10950 0 EQT CORP NPV COMMON STOCK 26884L109 9539 107514 SH SOLE 28,43 0 107514 0 ERA GROUP INC USD0.01 COMMON STOCK 26885G109 608 22385 SH SOLE 28,33 0 22385 0 EAGLE MATERIALS INC USD0.01 COMMON STOCK 26969P108 8884 122452 SH SOLE 11,28,47,61 0 122452 0 EAST WEST BANCORP INC USD0.01 COMMON STOCK 27579R104 36157 1131665 SH SOLE 8,28,65 0 1131665 0 ECHELON CORP USD0.01 COMMON STOCK 27874N105 12 5059 SH SOLE 33 0 5059 0 ECHO GLOBAL LOGISTICS INC USD0.01 COMMON STOCK 27875T101 2070 98876 SH SOLE 28,65 0 98876 0 EDGEN GROUP INC USD0.0001 COMMON STOCK 28014Q107 103 13588 SH SOLE 28 0 13588 0 EDUCATION MANAGEMENT CORP USD0.01 COMMON STOCK 28140M103 175 19193 SH SOLE 28 0 19193 0 EGAIN CORP USD0.001 COMMON STOCK 28225C806 158 10493 SH SOLE 28 0 10493 0 EHEALTH INC COM NPV COMMON STOCK 28238P109 473 14674 SH SOLE 28 0 14674 0 EINSTEIN NOAH RESTAURANT GROUP INC NPV COMMON STOCK 28257U104 91 5261 SH SOLE 28 0 5261 0 ELIZABETH ARDEN INC USD0.01 COMMON STOCK 28660G106 1505 40774 SH SOLE 28,33,37 0 40774 0 ELLIE MAE INC USD0.0001 COMMON STOCK 28849P100 670 20936 SH SOLE 28 0 20936 0 EMCOR GROUP USD0.01 COMMON STOCK 29084Q100 6119 156386 SH SOLE 8,28,30,33,61 0 156386 0 EMERGENT BIOSOLUTIONS USD0.001 COMMON STOCK 29089Q105 582 30570 SH SOLE 28,33 0 30570 0 EMERALD OIL INC USD0.001 COMMON STOCK 29101U209 305 42453 SH SOLE 28,33 0 42453 0 ENANTA PHARMACEUTICALS INC USD0.01 COMMON STOCK 29251M106 246 10717 SH SOLE 28,64 0 10717 0 ENDEAVOUR INTL CORP USD0.001 COMMON STOCK 29259G200 201 37572 SH SOLE 28 0 37572 0 ENDO HEALTH SOLUTIONS INC COMMON STOCK 29264F205 10998 242023 SH SOLE 25,28 0 242023 0 ENERGEN CORP USD0.01 COMMON STOCK 29265N108 11846 155067 SH SOLE 28,30 0 155067 0 ENERGIZER HLDGS INC USD0.01 COMMON STOCK 29266R108 9703 106451 SH SOLE 28 0 106451 0 ENDOLOGIX INC COMMON STOCK 29266S106 805 49915 SH SOLE 28 0 49915 0 ENDOCYTE INC USD0.001 COMMON STOCK 29269A102 444 33278 SH SOLE 28,64 0 33278 0 ENERGY RECOVERY INC USD0.001 COMMON STOCK 29270J100 277 38139 SH SOLE 28,33 0 38139 0 ENERSYS COM USD0.01 COMMON STOCK 29275Y102 6505 107292 SH SOLE 8,28,33,64 0 107292 0 ENGILITY HLDGS INC NPV COMMON STOCK 29285W104 1370 43174 SH SOLE 8,28,33 0 43174 0 ENPHASE ENERGY INC USD0.00001 COMMON STOCK 29355A107 103 12631 SH SOLE 28 0 12631 0 ENPRO INDUSTRIES INC USD0.01 COMMON STOCK 29355X107 3775 62697 SH SOLE 8,28,33 0 62697 0 ENSIGN GROUP INC COM NPV COMMON STOCK 29358P101 2316 56340 SH SOLE 28,30,33 0 56340 0 ENTEGRIS INC USD0.01 COMMON STOCK 29362U104 1291 127185 SH SOLE 8,28 0 127185 0 ENTERGY CORP USD0.01 COMMON STOCK 29364G103 13020 206053 SH SOLE 28,37 0 206053 0 ENTRAVISION COMMUNICATIONS CORP USD0.0001 A COMMON STOCK 29382R107 472 80021 SH SOLE 28,61 0 80021 0 ENTROPIC COMMUNICATIONS INC USD0.001 COMMON STOCK 29384R105 376 85929 SH SOLE 28,33 0 85929 0 EQUAL ENERGY LTD NPV COMMON STOCK 29390Q109 833 176784 SH SOLE 28,64 0 176784 0 ENVESTNET INC USD0.005 COMMON STOCK 29404K106 1849 59661 SH SOLE 28,65 0 59661 0 ENVISION HEALTHCARE HLDGS INC USD0.01 COMMON STOCK 29413U103 4787 183897 SH SOLE 11,38 0 183897 0 EPAM SYSTEMS INC USD0.001 COMMON STOCK 29414B104 600 17387 SH SOLE 28 0 17387 0 EPIZYME INC USD0.0001 COMMON STOCK 29428V104 189 4699 SH SOLE 28 0 4699 0 EQUINIX INC USD0.001 COMMON STOCK 29444U502 15493 84362 SH SOLE 28 0 84362 0 ERICKSON AIR-CRANE INC USD0.0001 COMMON STOCK 29482P100 48 3081 SH SOLE 28 0 3081 0 ESPERION THERAPEUTICS INC USD0.001 COMMON STOCK 29664W105 24 1275 SH SOLE 28 0 1275 0 ESSA BANCORP INC USD0.01 COMMON STOCK 29667D104 92 8857 SH SOLE 28,33 0 8857 0 E2OPEN INC USD0.001 COMMON STOCK 29788A104 263 11737 SH SOLE 28 0 11737 0 EVERCORE PARTNERS INC NPV COMMON STOCK 29977A105 2472 50222 SH SOLE 28,47 0 50222 0 EVERBANK FINANCIAL CORP USD0.01 COMMON STOCK 29977G102 2472 164994 SH SOLE 28,30,37 0 164994 0 EVERTEC INC USD0.01 COMMON STOCK 30040P103 686 30906 SH SOLE 8,28 0 30906 0 EVOLUTION PETROLEUM CORP USD0.001 COMMON STOCK 30049A107 152 13493 SH SOLE 28 0 13493 0 EXACT SCIENCES CORP USD0.01 COMMON STOCK 30063P105 661 55955 SH SOLE 28 0 55955 0 EXAMWORKS GROUP INC USD0.0001 COMMON STOCK 30066A105 2348 90344 SH SOLE 28,33,47 0 90344 0 EXELON CORP NPV COMMON STOCK 30161N101 8692 293264 SH SOLE 28 0 293264 0 EXELIXIS INC USD0.001 COMMON STOCK 30161Q104 1418 243677 SH SOLE 28,37 0 243677 0 EXELIS INC USD0.01 COMMON STOCK 30162A108 11985 762907 SH SOLE 28,33,58,64 0 762907 0 EXPEDIA INC USD0.001 COMMON STOCK 30212P303 5520 106576 SH SOLE 23,28,59,64 0 106576 0 EXPONENT INC USD0.001 COMMON STOCK 30214U102 3625 50466 SH SOLE 11,28,37 0 50466 0 EXPRESS SCRIPTS HLDG CO USD0.01 COMMON STOCK 30219G108 28467 460786 SH SOLE 23,28,41,59 0 460786 0 EXTERRAN HLDGS INC COM COMMON STOCK 30225X103 1672 60654 SH SOLE 28,33 0 60654 0 EXTREME NETWORKS INC COMMON STOCK USD 0.001 COMMON STOCK 30226D106 927 177563 SH SOLE 8,28,33,64 0 177563 0 EXXON MOBIL CORP NPV COMMON STOCK 30231G102 175396 2038539 SH SOLE 23,28,58,61,63 0 2038539 0 FBL FINANCIAL GROUP INC NPV COMMON STOCK 30239F106 1881 41890 SH SOLE 28,33,64 0 41890 0 FEI CO NPV COMMON STOCK 30241L109 15658 178340 SH SOLE 11,28,37,38,56,61 0 178340 0 FBR & CO USD0.001 COMMON STOCK 30247C400 1624 60560 SH SOLE 28,64 0 60560 0 FMC TECHNOLOGIES INC USD0.01 COMMON STOCK 30249U101 28928 521981 SH SOLE 28,50,65 0 521981 0 FACEBOOK INC USD0.000006 A COMMON STOCK 30303M102 52701 1048975 SH SOLE 23,50,51,53,54,58,64 0 1048975 0 FAIRWAY GROUP HLDGS CORP USD0.00001 A COMMON STOCK 30603D109 937 36650 SH SOLE 28,47 0 36650 0 FEDERATED NATL HLDG CO USD0.01 COMMON STOCK 31422T101 21 2182 SH SOLE 33 0 2182 0 FEDEX CORP USD0.10 COMMON STOCK 31428X106 46180 404696 SH SOLE 28,51,59 0 404696 0 FIDELITY NATIONAL INFO SERVICES INC USD0.01 COMMON STOCK 31620M106 12325 265400 SH SOLE 28,58,59,64 0 265400 0 FIDELITY NATIONAL FINANCIAL INC USD0.0001 A COMMON STOCK 31620R105 9822 369256 SH SOLE 28 0 369256 0 FIESTA RESTAURANT GROUP INC USD0.01 COMMON STOCK 31660B101 2102 55819 SH SOLE 28,47 0 55819 0 FIFTH STREET FINANCE CORP USD0.01 COMMON STOCK 31678A103 1289 125269 SH SOLE 28,61 0 125269 0 FINISAR CORP USD0.001 COMMON STOCK 31787A507 1901 83995 SH SOLE 28,33 0 83995 0 FIRST AMERICAN FINANCIAL CORP USD0.00001 COMMON STOCK 31847R102 6980 286671 SH SOLE 28,33 0 286671 0 FIRST BANCORP INC MAINE USD0.01 COMMON STOCK 31866P102 176 10468 SH SOLE 8,28,33 0 10468 0 FIRST CASH FINANCIAL SERVICES INC USD0.01 COMMON STOCK 31942D107 1345 23210 SH SOLE 28 0 23210 0 FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON STOCK 31946M103 21 100 SH SOLE 33 0 100 0 FIRST COMMUNITY BANCSHARES INC USD1 COMMON STOCK 31983A103 734 44882 SH SOLE 8,28,33 0 44882 0 FIRST DEFIANCE FINANCIAL CORP USD0.01 COMMON STOCK 32006W106 1342 57371 SH SOLE 8,28,33,64 0 57371 0 FIRST FEDERAL BANCSHARES ARKANSAS USD0.01 COMMON STOCK 32020F303 24 2603 SH SOLE 28 0 2603 0 FIRST FINANCIAL BANKSHARES INC USD0.01 COMMON STOCK 32020R109 3928 66785 SH SOLE 11,28 0 66785 0 FIRST FINANCIAL NORTHWEST INC USD0.01 COMMON STOCK 32022K102 175 16759 SH SOLE 28,33 0 16759 0 FIRST INTERSTATE BANCSYSTEM INC NPV CLS A COMMON STOCK 32055Y201 2995 124002 SH SOLE 8,28,33,61,64 0 124002 0 FIRST NBC BANK HLDGS CO USD1 COMMON STOCK 32115D106 1613 66162 SH SOLE 28,30 0 66162 0 FIRST NIAGARA FINANCIAL GROUP INC COM COMMON STOCK 33582V108 8938 861933 SH SOLE 8,28,30,33 0 861933 0 FIRST REPUBLIC BANK SAN FRANCISCO USD0.01 COMMON STOCK 33616C100 7176 153900 SH SOLE 35,61 0 153900 0 FIRST SOUTH BANCORP INC USD0.01 COMMON STOCK 33646W100 8 1350 SH SOLE 33 0 1350 0 1ST UNITED BANCORP INC USD0.01 COMMON STOCK 33740N105 183 24951 SH SOLE 28,33 0 24951 0 FIRSTHAND TECHNOLOGY VALUE FD INC USD0.001 COMMON STOCK 33766Y100 167 6815 SH SOLE 28 0 6815 0 FIVE BELOW INC USD0.01 COMMON STOCK 33829M101 2946 67346 SH SOLE 28,37,47 0 67346 0 FIVE STAR QUALITY CARE INC USD0.01 COMMON STOCK 33832D106 234 45216 SH SOLE 28,33 0 45216 0 FLOWSERVE CORP USD1.25 COMMON STOCK 34354P105 3004 48153 SH SOLE 28 0 48153 0 FLUIDIGM CORP USD0.001 COMMON STOCK 34385P108 444 20237 SH SOLE 28 0 20237 0 FORTEGRA FINANCIAL CORP USD0.01 COMMON STOCK 34954W104 44 5163 SH SOLE 28 0 5163 0 FORTUNE BRANDS HOME & SECURITY INC USD0.01 WI COMMON STOCK 34964C106 28582 686561 SH SOLE 11,28,38 0 686561 0 FORUM ENERGY TECHNOLOGIES INC USD0.01 COMMON STOCK 34984V100 1577 58392 SH SOLE 8,28 0 58392 0 FOSSIL GROUP INC USD0.01 COMMON STOCK 34988V106 2001 17217 SH SOLE 28 0 17217 0 FOX CHASE BANCORP INC USD0.01 COMMON STOCK 35137T108 180 10356 SH SOLE 28,33 0 10356 0 FOX FACTORY HLDG CORP USD0.001 COMMON STOCK 35138V102 56 2901 SH SOLE 28 0 2901 0 FRANKLIN FINANCIAL CORP(VA) USD0.01 COMMON STOCK 35353C102 187 9886 SH SOLE 28,33 0 9886 0 FREEPORT-MCMORAN COPPER & GOLD INC USD0.10 COMMON STOCK 35671D857 18740 566517 SH SOLE 23,28,59 0 566517 0 FRONTIER COMMUNICATIONS CORP USD0.25 B COMMON STOCK 35906A108 9737 2335053 SH SOLE 28,33,58 0 2335053 0 FUELCELL ENERGY INC USD0.0001 COMMON STOCK 35952H106 162 125729 SH SOLE 28 0 125729 0 FUEL SYSTEMS SOLUTIONS INC USD0.001 COMMON STOCK 35952W103 312 15868 SH SOLE 28,33 0 15868 0 FURIEX PHARMACEUTICALS INC USD0.001(WI) COMMON STOCK 36106P101 241 5471 SH SOLE 28,33 0 5471 0 FUSION-IO INC USD0.0002 COMMON STOCK 36112J107 810 60520 SH SOLE 28 0 60520 0 FUTUREFUEL CORP COM USD0.0001 COMMON STOCK 36116M106 4053 225675 SH SOLE 8,28,33,61,64 0 225675 0 GSI GROUP INC CDA NEW USD0.001 COMMON STOCK 36191C205 544 57038 SH SOLE 8,28,33 0 57038 0 GNC HLDGS INC USD0.001 COMMON STOCK 36191G107 11208 205170 SH SOLE 23,37,38 0 205170 0 GSV CAPITAL CORP USD0.01 COMMON STOCK 36191J101 228 15389 SH SOLE 28 0 15389 0 GT ADVANCED TECHNOLOGIES INC USD0.01 COMMON STOCK 36191U106 2731 320907 SH SOLE 28,30,37 0 320907 0 GSE HLDG INC USD0.01 COMMON STOCK 36191X100 36 17249 SH SOLE 8,28 0 17249 0 GP STRATEGIES CORP USD0.01 COMMON STOCK 36225V104 1034 39445 SH SOLE 28,33,37 0 39445 0 GSE SYSTEMS INC USD0.01 COMMON STOCK 36227K106 4 2512 SH SOLE 33 0 2512 0 G-III APPAREL GROUP USD0.01 COMMON STOCK 36237H101 2188 40084 SH SOLE 8,25,28,30,33 0 40084 0 GSI TECHNOLOGY INC USD0.001 COMMON STOCK 36241U106 146 20771 SH SOLE 28,33 0 20771 0 GAIAM INC USD0.0001 A COMMON STOCK 36268Q103 3 605 SH SOLE 33 0 605 0 GAIN CAPITAL HLDGS INC USD0.00001 COMMON STOCK 36268W100 110 8737 SH SOLE 28 0 8737 0 GAMING PARTNERS INTERNATIONAL CORPORATION COMMON STOCK 36467A107 3 341 SH SOLE 33 0 341 0 GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001 COMMON STOCK 36467W109 6625 133442 SH SOLE 11,28,33 0 133442 0 GENERAL MOTORS CO USD0.01 COMMON STOCK 37045V100 40086 1114431 SH SOLE 23,28,41,51,58,59 0 1114431 0 GENOMIC HEALTH INC USD0.0001 COMMON STOCK 37244C101 407 13302 SH SOLE 28 0 13302 0 GENTIVA HEALTH SERVICES INC USD0.01 COMMON STOCK 37247A102 302 25063 SH SOLE 28,33 0 25063 0 GENWORTH FINANCIAL INC USD0.001 COMMON STOCK 37247D106 2158 168763 SH SOLE 28 0 168763 0 GENTHERM INC NPV COMMON STOCK 37253A103 508 26635 SH SOLE 28 0 26635 0 GEOSPACE TECHNOLOGIES CORP USD0.01 COMMON STOCK 37364X109 2396 28418 SH SOLE 28,56 0 28418 0 GIGOPTIX INC USD0.001 COMMON STOCK 37517Y103 1 427 SH SOLE 33 0 427 0 GIGAMON INC USD0.0001 COMMON STOCK 37518B102 91 2358 SH SOLE 28 0 2358 0 GLACIER BANCORP USD0.01 COMMON STOCK 37637Q105 1552 62794 SH SOLE 28,33 0 62794 0 GLOBAL PAYMENTS INC USD0.001 COMMON STOCK 37940X102 12691 248463 SH SOLE 28,35 0 248463 0 GLOBAL POWER EQUIPMENT GROUP INC USD0.01 COMMON STOCK 37941P306 304 15124 SH SOLE 28,33 0 15124 0 GLOBAL GEOPHYSICAL SERVICES INC USD0.01 COMMON STOCK 37946S107 79 29168 SH SOLE 28,33 0 29168 0 GLOBAL EAGLE ENTERTAINMENT INC USD0.0001 COMMON STOCK 37951D102 158 16873 SH SOLE 28 0 16873 0 GLOBAL BRASS & COPPER HLDGS INC USD0.01 COMMON STOCK 37953G103 572 32631 SH SOLE 8,28 0 32631 0 GLOBE SPECIALTY METALS INC USD0.0001 COMMON STOCK 37954N206 2745 178114 SH SOLE 8,28,30 0 178114 0 GLOBECOMM SYSTEMS INC USD0.001 COMMON STOCK 37956X103 334 23796 SH SOLE 28,33 0 23796 0 GOGO INC USD0.0001 COMMON STOCK 38046C109 59 3326 SH SOLE 28 0 3326 0 GOLD RESOURCE CORP USD0.001 COMMON STOCK 38068T105 176 26547 SH SOLE 28 0 26547 0 GOLDMAN SACHS GROUP INC USD0.01 COMMON STOCK 38141G104 96296 608660 SH SOLE 23,28,41,51,58,61,63 0 608660 0 GOLUB CAPITAL BDC INC USD0.001 COMMON STOCK 38173M102 490 28275 SH SOLE 28 0 28275 0 GOOGLE INC USD0.001 A COMMON STOCK 38259P508 237972 271685 SH SOLE 11,23,28,50,51,53,54,58,59,61,64 0 271685 0 GORDMANS STORES INC USD0.001 COMMON STOCK 38269P100 80 7144 SH SOLE 28 0 7144 0 GRACE(W.R.)& CO USD0.01 COMMON STOCK 38388F108 6424 73500 SH SOLE 38 0 73500 0 GRAND CANYON EDUCATION INC USD0.01 COMMON STOCK 38526M106 1457 36162 SH SOLE 28 0 36162 0 GREATBATCH INC COM STK USD0.001 COMMON STOCK 39153L106 1898 55768 SH SOLE 8,25,28,33 0 55768 0 GREEN DOT CORP USD0.001 A COMMON STOCK 39304D102 3623 137583 SH SOLE 8,28,33 0 137583 0 GREENWAY MEDICAL TECHNOLOGIES INC USD0.0001 COMMON STOCK 39679B103 237 11469 SH SOLE 28 0 11469 0 GTX INC USD0.001 COMMON STOCK 40052B108 42 21121 SH SOLE 28 0 21121 0 GUARANTY BANCORP (DELAWARE) USD0.01 COMMON STOCK 40075T607 176 12830 SH SOLE 28,33 0 12830 0 GUIDEWIRE SOFTWARE INC USD0.0001 COMMON STOCK 40171V100 11982 254336 SH SOLE 28,38,47 0 254336 0 HCA HLDGS INC USD0.01 COMMON STOCK 40412C101 8550 200000 SH SOLE 11 0 200000 0 HD SUPPLY HLDGS INC USD0.01 COMMON STOCK 40416M105 1413 64300 SH SOLE 30 0 64300 0 HFF INC USD0.01 A COMMON STOCK 40418F108 989 39489 SH SOLE 28,37 0 39489 0 HMS HOLDING CORP COM STK USD0.01 COMMON STOCK 40425J101 4730 219905 SH SOLE 28 0 219905 0 HALCON RESOURCES CORP USD0.0001 COMMON STOCK 40537Q209 816 184218 SH SOLE 28 0 184218 0 HALLADOR ENERGY CO USD0.01 COMMON STOCK 40609P105 244 33357 SH SOLE 28,64 0 33357 0 HALLMARK FINANCIAL SERVICES INC USD0.18 COMMON STOCK 40624Q203 128 14398 SH SOLE 28,33 0 14398 0 HALOZYME THERAPEUTICS INC USD0.001 COMMON STOCK 40637H109 779 70577 SH SOLE 28 0 70577 0 HANGER INC USD0.01 COMMON STOCK 41043F208 1119 33135 SH SOLE 28,33 0 33135 0 HANNON ARMSTRONG SUSTAINBL INFR CAP USD0.01 COMMON STOCK 41068X100 133 11704 SH SOLE 28 0 11704 0 HARBINGER GROUP INC USD0.01 COMMON STOCK 41146A106 271 26164 SH SOLE 28 0 26164 0 HARVEST NATURAL RESOURCES COM STK USD0.01 COMMON STOCK 41754V103 56 10400 SH SOLE 33 0 10400 0 HEADWATERS INC USD0.001 COMMON STOCK 42210P102 3217 357892 SH SOLE 28,33,37,38 0 357892 0 HEALTH NET INC USD0.001 COMMON STOCK 42222G108 4557 143740 SH SOLE 28,33 0 143740 0 HEALTHSTREAM INC USD0.01 COMMON STOCK 42222N103 1765 46607 SH SOLE 28,47 0 46607 0 HEALTH INSURANCE INNOVATIONS INC USD0.001 COMMON STOCK 42225K106 1214 101555 SH SOLE 28,30 0 101555 0 HEARTLAND FINANCIAL USA INC USD1 COMMON STOCK 42234Q102 1858 66681 SH SOLE 8,28,30,33 0 66681 0 HEARTLAND PAYMENT SYSTEMS INC USD0.001 COMMON STOCK 42235N108 2058 51822 SH SOLE 28,37 0 51822 0 HELIX ENERGY SOLUTIONS GROUP INC NPV COMMON STOCK 42330P107 10920 430419 SH SOLE 8,28,33,47,61 0 430419 0 HEMISPHERE MEDIA GROUP INC USD0.0001 COMMON STOCK 42365Q103 80 6845 SH SOLE 28 0 6845 0 HERITAGE FINANCIAL CORP NPV COMMON STOCK 42722X106 191 12286 SH SOLE 28,33 0 12286 0 HERITAGE OAKS BANCORP NPV COMMON STOCK 42724R107 104 16189 SH SOLE 28 0 16189 0 HERITAGE CRYSTAL CLEAN INC USD0.01 COMMON STOCK 42726M106 126 6983 SH SOLE 28 0 6983 0 HERTZ GLOBAL HOLDINGS INC USD0.01 COMMON STOCK 42805T105 14798 667793 SH SOLE 11,38,61 0 667793 0 HESS CORP USD1 COMMON STOCK 42809H107 8665 112038 SH SOLE 28,54 0 112038 0 HHGREGG INC USD0.0001 COMMON STOCK 42833L108 1472 82195 SH SOLE 8,28,33 0 82195 0 HI-TECH PHARMACAL USD0.01 COMMON STOCK 42840B101 409 9482 SH SOLE 28,33 0 9482 0 HIGHER ONE HLDG INC USD0.001 COMMON STOCK 42983D104 619 80642 SH SOLE 28,37 0 80642 0 HITTITE MICROWAVE CORP USD0.01 COMMON STOCK 43365Y104 4364 66773 SH SOLE 11,28,56 0 66773 0 HOME FEDERAL BANCORP INC/IDAHO COMMON STOCK USD COMMON STOCK 43710G105 173 13754 SH SOLE 28,33 0 13754 0 HOMEAWAY INC USD0.0001 COMMON STOCK 43739Q100 4888 174570 SH SOLE 38,47,64 0 174570 0 HOMESTREET INC NPV COMMON STOCK 43785V102 967 50099 SH SOLE 8,28 0 50099 0 HORIZON TECHNOLOGY FINANCE CORP USD0.001 COMMON STOCK 44045A102 1410 105884 SH SOLE 28,30 0 105884 0 HORIZON PHARMA INC USD0.0001 COMMON STOCK 44047T109 138 40698 SH SOLE 28 0 40698 0 HOUSTON WIRE & CABLE CO NPV COMMON STOCK 44244K109 260 19302 SH SOLE 28,33 0 19302 0 HOWARD HUGHES CORP USD0.01 COMMON STOCK 44267D107 730 6500 SH SOLE 30 0 6500 0 HYPERION THERAPEUTICS INC USD0.0001 COMMON STOCK 44915N101 689 26361 SH SOLE 28,37 0 26361 0 IAC/INTERACTIVE CORP COM STK USD0.001 COMMON STOCK 44919P508 6330 115780 SH SOLE 59,64 0 115780 0 ICF INTERNATIONAL INC USD0.001 COMMON STOCK 44925C103 727 20522 SH SOLE 28,33 0 20522 0 ICG GROUP INC COMMON STOCK 44928D108 489 34480 SH SOLE 28,33 0 34480 0 ICU MEDICAL INC USD0.10 COMMON STOCK 44930G107 1580 23261 SH SOLE 28,33,37 0 23261 0 IEC ELECTRONICS USD0.01 COMMON STOCK 44949L105 4 1140 SH SOLE 33 0 1140 0 IPG PHOTONICS CORP USD0.001 COMMON STOCK 44980X109 3497 62100 SH SOLE 38 0 62100 0 IPC THE HOSPITALIST CO INC USD0.001 COMMON STOCK 44984A105 2673 52408 SH SOLE 28,65 0 52408 0 ITT EDUCATIONAL SERVICES INC USD0.01 COMMON STOCK 45068B109 577 18612 SH SOLE 28 0 18612 0 IXIA INC NPV COMMON STOCK 45071R109 1501 95787 SH SOLE 28,63 0 95787 0 IDENIX PHARMACEUTICALS INC COM USD0.001 COMMON STOCK 45166R204 466 89378 SH SOLE 28,64 0 89378 0 IDEX CORP USD0.01 COMMON STOCK 45167R104 28214 432397 SH SOLE 28,65 0 432397 0 IDEXX LABORATORIES INC USD0.10 COMMON STOCK 45168D104 9744 97786 SH SOLE 11,23,28 0 97786 0 IGATE CORP USD0.01 COMMON STOCK 45169U105 768 27679 SH SOLE 28 0 27679 0 IDENTIVE GROUP INC USD0.01 COMMON STOCK 45170X106 3 4603 SH SOLE 33 0 4603 0 IMATION CORP USD0.01 COMMON STOCK 45245A107 127 30920 SH SOLE 28,33 0 30920 0 IMMUNOGEN INC USD0.01 COMMON STOCK 45253H101 1733 101826 SH SOLE 28,37 0 101826 0 IMPAX LABORATORIES INC USD0.01 COMMON STOCK 45256B101 3994 194740 SH SOLE 8,11,28,64 0 194740 0 IMPERVA INC USD0.0001 COMMON STOCK 45321L100 3902 92871 SH SOLE 28,37,47 0 92871 0 INCYTE CORP USD0.001 COMMON STOCK 45337C102 3341 87567 SH SOLE 11,56,64 0 87567 0 INDEPENDENT BANK GROUP INC USD0.01 COMMON STOCK 45384B106 776 21566 SH SOLE 28,30 0 21566 0 INFINITY PHARMACEUTICALS INC NPV COMMON STOCK 45665G303 1073 61468 SH SOLE 28,37,64 0 61468 0 INFINITY PROPERTY & CASUALTY CORP COM NPV COMMON STOCK 45665Q103 1302 20151 SH SOLE 11,28 0 20151 0 INFORMATICA CORP USD0.001 COMMON STOCK 45666Q102 12800 328449 SH SOLE 11,28,63 0 328449 0 INFINERA CORP USD0.001 COMMON STOCK 45667G103 1170 103425 SH SOLE 28,33 0 103425 0 INFOBLOX INC USD0.0001 COMMON STOCK 45672H104 5355 128043 SH SOLE 28,47,61 0 128043 0 INSIGHT ENTERPRISE INC USD0.01 COMMON STOCK 45765U103 1628 86046 SH SOLE 8,28,33 0 86046 0 INNOSPEC INC USD0.01 COMMON STOCK 45768S105 1054 22599 SH SOLE 8,28,33 0 22599 0 INNOVATIVE SOLUTIONS & SUPPORT USD0.001 COMMON STOCK 45769N105 92 11514 SH SOLE 28,33 0 11514 0 INPHI CORP USD0.001 COMMON STOCK 45772F107 314 23407 SH SOLE 28,33 0 23407 0 INNERWORKINGS INC USD0.0001 COMMON STOCK 45773Y105 347 35305 SH SOLE 28 0 35305 0 INNOPHOS HOLDINGS INC COM COMMON STOCK 45774N108 2907 55085 SH SOLE 11,25,28 0 55085 0 INSTEEL INDUSTRIES INC COM NPV COMMON STOCK 45774W108 292 18113 SH SOLE 28,33 0 18113 0 INSPERITY INC COM STK USD0.01 COMMON STOCK 45778Q107 869 23108 SH SOLE 28,61 0 23108 0 INSULET CORPORATION USD0.001 COMMON STOCK 45784P101 3746 103357 SH SOLE 28,47 0 103357 0 INTEGRATED SILICON SOLUTIONS INC USD0.0001 COMMON STOCK 45812P107 2884 264831 SH SOLE 8,28,30,33 0 264831 0 INTEGRYS ENERGY GROUP INC USD1 COMMON STOCK 45822P105 1529 27354 SH SOLE 28 0 27354 0 INSYS THERAPEUTICS INC USD0.0002145 COMMON STOCK 45824V209 141 4031 SH SOLE 28 0 4031 0 INTELIQUENT INC COM USD0.001 COMMON STOCK 45825N107 3414 353395 SH SOLE 8,28,33,64 0 353395 0 INTERACTIVE BROKERS GROUP INC USD1 COMMON STOCK 45841N107 64 3410 SH SOLE 33 0 3410 0 INTERACTIVE INTELLIGENCE GROUP COM COMMON STOCK 45841V109 5961 93888 SH SOLE 28,47,65 0 93888 0 INTERCEPT PHARMACEUTICALS INC USD0.001 COMMON STOCK 45845P108 394 5705 SH SOLE 28 0 5705 0 INTERCONTINENTAL EXCHANGE INC USD0.01 COMMON STOCK 45865V100 75057 413721 SH SOLE 11,28,38,51,53,61,65 0 413721 0 INTERDIGITAL INC COM STK USD0.01 COMMON STOCK 45867G101 5753 154116 SH SOLE 28,63 0 154116 0 INTERMOLECULAR INC USD0.001 COMMON STOCK 45882D109 190 34444 SH SOLE 28,61 0 34444 0 INTERMUNE INC USD0.001 COMMON STOCK 45884X103 1105 71891 SH SOLE 28,64 0 71891 0 INTERNAP NETWORK SERVICES USD0.001 COMMON STOCK 45885A300 338 48646 SH SOLE 28,33 0 48646 0 INTERSIL CORP USD0.01 A COMMON STOCK 46069S109 4406 392376 SH SOLE 28,33,61 0 392376 0 INTERVAL LEISURE GROUP INC USD0.01 COMMON STOCK 46113M108 742 31381 SH SOLE 28 0 31381 0 INTL FCSTONE INC COMMON STOCK 46116V105 244 11938 SH SOLE 28,33 0 11938 0 INTRALINKS HLDGS INC USD0.001 COMMON STOCK 46118H104 389 44252 SH SOLE 28,33 0 44252 0 INTUITIVE SURGICAL INC COM STK USD0.001 COMMON STOCK 46120E602 5948 15808 SH SOLE 23,28 0 15808 0 INTREPID POTASH INC USD0.001 COMMON STOCK 46121Y102 2175 138736 SH SOLE 28 0 138736 0 INTREXON CORP NPV COMMON STOCK 46122T102 83 3485 SH SOLE 28 0 3485 0 INVENSENSE INC USD0.001 COMMON STOCK 46123D205 796 45192 SH SOLE 28 0 45192 0 INVESTMENT TECHNOLOGY GROUP USD0.01 COMMON STOCK 46145F105 916 58242 SH SOLE 8,28,33,61 0 58242 0 INVESTORS BANCORP INC USD0.01 COMMON STOCK 46146P102 4583 209481 SH SOLE 25,28,30 0 209481 0 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 406 58987 SH SOLE 28,33 0 58987 0 IRONWOOD PHARMACEUTICALS INC USD0.001 A COMMON STOCK 46333X108 1294 109174 SH SOLE 28,37 0 109174 0 ITERIS INC NEW USD0.1 COMMON STOCK 46564T107 3 1700 SH SOLE 33 0 1700 0 IXYS CORP USD0.01 COMMON STOCK 46600W106 560 58052 SH SOLE 8,28,33 0 58052 0 JDS UNIPHASE CORP USD0.008 COMMON STOCK 46612J507 3150 214129 SH SOLE 28,53,63 0 214129 0 JPMORGAN CHASE & CO USD1 COMMON STOCK 46625H100 160249 3100188 SH SOLE 11,23,28,37,41,50,51,58,61,63 0 3100188 0 JMP GROUP INC USD0.001 COMMON STOCK 46629U107 101 16245 SH SOLE 28,33 0 16245 0 JTH HLDG INC USD0.01 A COMMON STOCK 46637N103 67 3553 SH SOLE 28 0 3553 0 JAMBA INC USD0.001 COMMON STOCK 47023A309 177 13261 SH SOLE 28 0 13261 0 JANUS CAPITAL GROUP INC COM STK USD0.01 COMMON STOCK 47102X105 3495 410672 SH SOLE 28,33 0 410672 0 JIVE SOFTWARE INC USD0.0001 COMMON STOCK 47760A108 394 31547 SH SOLE 28 0 31547 0 JONES ENERGY INC USD0.001 A COMMON STOCK 48019R108 540 32902 SH SOLE 28,37 0 32902 0 JONES LANG LASALLE INC USD0.01 COMMON STOCK 48020Q107 11853 135769 SH SOLE 11,28 0 135769 0 THE JONES GROUP INC COMMON STOCK 48020T101 2516 167605 SH SOLE 8,28,33 0 167605 0 J2 GLOBAL INC USD0.001 COMMON STOCK 48123V102 5956 120277 SH SOLE 11,28,37,63 0 120277 0 JUNIPER NETWORKS USD0.00001 COMMON STOCK 48203R104 24243 1220680 SH SOLE 28,37,63,51 0 1220680 0 KAR AUCTION SERVICES INC USD0.01 COMMON STOCK 48238T109 8890 315150 SH SOLE 30,35,58 0 315150 0 KBR INC USD0.001 COMMON STOCK 48242W106 17123 524613 SH SOLE 28,37,43 0 524613 0 KCG HLDGS INC COM USD0.01 COMMON STOCK 48244B100 489 56401 SH SOLE 28 0 56401 0 K12 INC USD0.0001 COMMON STOCK 48273U102 724 23442 SH SOLE 28,33 0 23442 0 KADANT INC USD0.01 COMMON STOCK 48282T104 1434 42697 SH SOLE 8,28,33 0 42697 0 KALOBIOS PHARMACEUTICALS INC USD0.001 COMMON STOCK 48344T100 33 7217 SH SOLE 28 0 7217 0 KAPSTONE PAPER & PACKAGING CORP NPV COMMON STOCK 48562P103 5462 127609 SH SOLE 25,28,33,47 0 127609 0 KB HOME USD1 COMMON STOCK 48666K109 3846 213431 SH SOLE 28,33 0 213431 0 KID BRANDS INC COMMON STOCK 49375T100 3 1900 SH SOLE 33 0 1900 0 KINDER MORGAN INC DELAWARE USD0.01 COMMON STOCK 49456B101 8194 230374 SH SOLE 28 0 230374 0 KODIAK OIL & GAS CORP COM NPV COMMON STOCK 50015Q100 5065 419954 SH SOLE 28,30,37 0 419954 0 KOPPERS INC USD0.01 COMMON STOCK 50060P106 984 23067 SH SOLE 8,28 0 23067 0 KRAFT FOODS GROUP INC NPV COMMON STOCK 50076Q106 19632 374364 SH SOLE 11,23,28,59,61 0 374364 0 KRATOS DEFENSE&SECURITY SOLUTIONS USD0.001 COMMON STOCK 50077B207 452 54552 SH SOLE 28,33 0 54552 0 KRATON PERFORMANCE POLYMERS INC USD0.01 COMMON STOCK 50077C106 1811 92430 SH SOLE 28,30,33 0 92430 0 L&L ENERGY INC USD0.001 COMMON STOCK 50162D100 32 24862 SH SOLE 28 0 24862 0 LCNB CORP COM NPV COMMON STOCK 50181P100 93 4743 SH SOLE 28 0 4743 0 LHC GROUP INC USD0.01 COMMON STOCK 50187A107 692 29497 SH SOLE 28,33,64 0 29497 0 LPL FINANCIAL HLDGS INC USD0.001 COMMON STOCK 50212V100 11046 288330 SH SOLE 23,37 0 288330 0 LSI INDUSTRIES USD0.01 COMMON STOCK 50216C108 247 29224 SH SOLE 8,28,33 0 29224 0 LABORATORY CORP OF AMERICA HOLDINGS USD0.1 COMMON STOCK 50540R409 3059 30854 SH SOLE 28 0 30854 0 LADENBURG THALMANN FINL SERVS INC USD0.0001 COMMON STOCK 50575Q102 147 81222 SH SOLE 28 0 81222 0 LANDAUER INC USD0.10 COMMON STOCK 51476K103 1149 22422 SH SOLE 25,28 0 22422 0 LEAPFROG ENTERPRISES INC USD0.0001 A COMMON STOCK 52186N106 3163 335786 SH SOLE 28,33,37,38 0 335786 0 LIBERTY INTERACTIVE CORP COMMON STOCK 53071M104 5711 243315 SH SOLE 43 0 243315 0 LIBERTY VENTURES - SER A COMMON STOCK 53071M880 1324 15016 SH SOLE 43 0 15016 0 LIFE TIME FITNESS INC USD0.02 COMMON STOCK 53217R207 7546 146618 SH SOLE 25,28,33 0 146618 0 LIFE TECHNOLOGIES CORP COM COMMON STOCK 53217V109 8222 109881 SH SOLE 28,63 0 109881 0 LIFEPOINT HOSPITALS INC USD0.01 COMMON STOCK 53219L109 11218 240568 SH SOLE 23,28,33 0 240568 0 LIGAND PHARMACEUTICAL INC USD0.001 B COMMON STOCK 53220K504 614 14193 SH SOLE 28 0 14193 0 LIFEVANTAGE CORP USD0.0001 COMMON STOCK 53222K106 215 90184 SH SOLE 28 0 90184 0 LIFETIME BRANDS INC USD0.01 COMMON STOCK 53222Q103 507 33181 SH SOLE 8,28,33 0 33181 0 LIFELOCK INC USD0.001 COMMON STOCK 53224V100 716 48263 SH SOLE 28 0 48263 0 LIMELIGHT NETWORKS INC USD0.001 COMMON STOCK 53261M104 113 58593 SH SOLE 28,33 0 58593 0 LINKEDIN CORP USD0.0001 A COMMON STOCK 53578A108 25624 104139 SH SOLE 23,50,51,53,64 0 104139 0 LIQUIDITY SERVICES INC USD0.001 COMMON STOCK 53635B107 663 19754 SH SOLE 28 0 19754 0 LOGMEIN INC NPV COMMON STOCK 54142L109 599 19303 SH SOLE 28 0 19303 0 LOUISIANA BANCORP INC COM NPV COMMON STOCK 54619P104 11 600 SH SOLE 33 0 600 0 LUMBER LIQUIDATORS HLDGS INC USD0.001 COMMON STOCK 55003T107 11637 109112 SH SOLE 28,38,47 0 109112 0 M & T BANK CORP USD5 COMMON STOCK 55261F104 9599 85769 SH SOLE 28,43 0 85769 0 MBIA INC USD1 COMMON STOCK 55262C100 404 39532 SH SOLE 33 0 39532 0 MB FINANCIAL INC USD0.01 COMMON STOCK 55264U108 1465 51881 SH SOLE 28,33 0 51881 0 MGE ENERGY INC USD1 COMMON STOCK 55277P104 1485 27226 SH SOLE 8,28 0 27226 0 MEI PHARMA INC USD0.00000002(POST REV SPLIT) COMMON STOCK 55279B202 87 7650 SH SOLE 28 0 7650 0 MGP INGREDIENTS INC COMMON STOCK 55303J106 22 4229 SH SOLE 33 0 4229 0 M/I HOMES INC.COM USD0.01 COMMON STOCK 55305B101 3414 165567 SH SOLE 25,28,30,33 0 165567 0 MKS INSTRUMENTS INC NPV COMMON STOCK 55306N104 2010 75584 SH SOLE 8,28,33 0 75584 0 MSCI INC USD0.01 A COMMON STOCK 55354G100 8326 206801 SH SOLE 28 0 206801 0 MWI VETERINARY SUPPLY INC USD0.01 COMMON STOCK 55402X105 9164 61352 SH SOLE 11,28,47,65 0 61352 0 MYR GROUP INC USD0.01 COMMON STOCK 55405W104 509 20931 SH SOLE 28,33 0 20931 0 M/A-COM TECH SOLUTIONS HLDGS INC USD0.001 COMMON STOCK 55405Y100 603 35437 SH SOLE 8,28,61 0 35437 0 MACY'S INC COM STK USD0.01 COMMON STOCK 55616P104 16103 372144 SH SOLE 28,43,58 0 372144 0 MADISON SQUARE GARDEN CO/THE COMMON STOCK 55826P100 334 5753 SH SOLE 33 0 5753 0 MAGNACHIP SEMICONDUCTOR CORP USD0.01 COMMON STOCK 55933J203 1850 85921 SH SOLE 30,33 0 85921 0 MAGNUM HUNTER RESOURCES CORP COM STK USD0.01 COMMON STOCK 55973B102 920 149041 SH SOLE 28,33 0 149041 0 MAIN STREET CAPITAL CORPORATION USD0.01 COMMON STOCK 56035L104 932 31131 SH SOLE 28 0 31131 0 MAINSOURCE FINANCIAL GROUP USD1 COMMON STOCK 56062Y102 719 47359 SH SOLE 8,28,33 0 47359 0 MANNING & NAPIER INC USD0.01 A COMMON STOCK 56382Q102 339 20338 SH SOLE 8,28,33 0 20338 0 MANNKIND CORP COM USD0.01 COMMON STOCK 56400P201 674 118281 SH SOLE 28 0 118281 0 MANPOWERGROUP INC COM COMMON STOCK 56418H100 9747 133997 SH SOLE 28,33 0 133997 0 MARATHON PETROLEUM CORP USD0.01 COMMON STOCK 56585A102 18066 280884 SH SOLE 28,43,58 0 280884 0 MARCHEX INC USD0.01 COMMON STOCK 56624R108 183 25203 SH SOLE 28,33 0 25203 0 MARIN SOFTWARE INC USD0.001 COMMON STOCK 56804T106 93 7383 SH SOLE 28 0 7383 0 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 5883 97985 SH SOLE 28,47,65 0 97985 0 MARKETO INC USD0.0001 COMMON STOCK 57063L107 178 5568 SH SOLE 28 0 5568 0 MARRIOTT VACATIONS WORLDWIDE CORP USD0.01 COMMON STOCK 57164Y107 4027 91517 SH SOLE 28,30,33,37,64 0 91517 0 MARRONE BIO INNOVATIONS INC USD0.00001 COMMON STOCK 57165B106 25 1463 SH SOLE 28 0 1463 0 MASTERCARD INC USD0.0001 COMMON STOCK 57636Q104 72406 107622 SH SOLE 11,23,28,50,51 0 107622 0 MATSON INC NPV COMMON STOCK 57686G105 3156 120329 SH SOLE 28,33,61 0 120329 0 MATTRESS FIRM HLDG CORP USD0.001 COMMON STOCK 57722W106 967 30422 SH SOLE 28,37 0 30422 0 MAXIM INTEGRATED PRODUCTS USD0.001 COMMON STOCK 57772K101 14082 472560 SH SOLE 23,37,64 0 472560 0 MAXLINEAR INC USD0.01 A COMMON STOCK 57776J100 161 19479 SH SOLE 28,33 0 19479 0 MCEWEN MINING INC COMMON STOCK 58039P107 52 21808 SH SOLE 33 0 21808 0 MCG CAPITAL CORP USD0.01 COMMON STOCK 58047P107 752 149240 SH SOLE 8,28,33,61 0 149240 0 MCKESSON CORP USD0.01 COMMON STOCK 58155Q103 59100 460637 SH SOLE 28,51,53,61 0 460637 0 MEADOWBROOK INSURANCE GROUP INC USD0.01 COMMON STOCK 58319P108 309 47530 SH SOLE 28,33 0 47530 0 MEDICAL ACTION INDUSTRIES INC USD0.001 COMMON STOCK 58449L100 105 15852 SH SOLE 28,33 0 15852 0 MEDICINOVA INC USD0.1 COMMON STOCK 58468P206 4 1469 SH SOLE 33 0 1469 0 MEDIFAST INC USD0.001 COMMON STOCK 58470H101 296 11011 SH SOLE 28 0 11011 0 MEDIDATA SOLUITION INC USD0.01 COMMON STOCK 58471A105 10424 105365 SH SOLE 28,47,56,65 0 105365 0 MEDIVATION INC USD0.01 COMMON STOCK 58501N101 90 1500 SH SOLE 64 0 1500 0 MEDNAX INC COM STK USD0.01 COMMON STOCK 58502B106 12485 124350 SH SOLE 28,35 0 124350 0 MEDLEY CAPITAL CORPORATION USD0.001 COMMON STOCK 58503F106 1655 119985 SH SOLE 28,30 0 119985 0 MERCADOLIBRE INC USD0.001 COMMON STOCK 58733R102 6516 48300 SH SOLE 38 0 48300 0 MERCK & CO INC(NEW) COM STK USD0.50 COMMON STOCK 58933Y105 101359 2128954 SH SOLE 23,28,37,41,51,58,59,61,64 0 2128954 0 MERIDIAN INTERSTATE BANCORP INC NPV COMMON STOCK 58964Q104 148 6790 SH SOLE 28,33 0 6790 0 MERITAGE HOMES CORPORATION COMMON STOCK 59001A102 1486 34610 SH SOLE 28,33 0 34610 0 MERITOR INC COMMON STOCK 59001K100 608 77409 SH SOLE 28 0 77409 0 MESA LABORATORIES INC USD0.01 COMMON STOCK 59064R109 142 2099 SH SOLE 28 0 2099 0 META FINANCIAL GROUP INC COM STK USD0.01 COMMON STOCK 59100U108 628 16537 SH SOLE 28,30 0 16537 0 METHANEX CORP COM NPV COMMON STOCK 59151K108 6404 124898 SH SOLE 11,25 0 124898 0 METLIFE INC USD0.01 COMMON STOCK 59156R108 67884 1445883 SH SOLE 23,28,37,41,51,53,58,61 0 1445883 0 METRO BANCORP INC COMMON STOCK 59161R101 1016 48356 SH SOLE 28,33,64 0 48356 0 MIDSTATES PETROLEUM CO INC USD0.01 COMMON STOCK 59804T100 726 141536 SH SOLE 28,30 0 141536 0 MILLENNIAL MEDIA INC USD0.001 COMMON STOCK 60040N105 200 28296 SH SOLE 28 0 28296 0 MISTRAS GROUP INC 0.01 USD COMMON STOCK 60649T107 299 17570 SH SOLE 11,28 0 17570 0 MOBILE MINI USD0.01 COMMON STOCK 60740F105 4592 134811 SH SOLE 28,33,47 0 134811 0 MODUSLINK GLOBAL SOLUTIONS INC USD0.01 COMMON STOCK 60786L107 91 33378 SH SOLE 28,33 0 33378 0 MOLINA HEALTHCARE INC USD0.001 COMMON STOCK 60855R100 3709 104187 SH SOLE 8,28,33 0 104187 0 MOLSON COORS BREWING CO CLASS 'B' COM STOCK COMMON STOCK 60871R209 8884 177227 SH SOLE 28,37 0 177227 0 MOMENTA PHARMACEUTICALS INC USD0.0001 COMMON STOCK 60877T100 613 42598 SH SOLE 28,64 0 42598 0 MONEYGRAM INTL INC COM NEW COMMON STOCK 60935Y208 334 17057 SH SOLE 28 0 17057 0 MONOTYPE IMAGING HLDGS INC USD0.001 COMMON STOCK 61022P100 1447 50476 SH SOLE 11,28 0 50476 0 MONSANTO CO USD0.01 COMMON STOCK 61166W101 53317 510844 SH SOLE 23,28,50,53,61 0 510844 0 MORGANS HOTEL GROUP NPV COMMON STOCK 61748W108 167 21668 SH SOLE 28 0 21668 0 MOSAIC CO(THE) USD0.01 COMMON STOCK 61945C103 5014 116551 SH SOLE 28 0 116551 0 MOVE INC COM USD0.001 COMMON STOCK 62458M207 538 31759 SH SOLE 28 0 31759 0 MULTI FINELINE ELECTRONIX INC NPV COMMON STOCK 62541B101 154 9487 SH SOLE 28,33 0 9487 0 NCI INC NPV COMMON STOCK 62886K104 6 1153 SH SOLE 33 0 1153 0 NGP CAPITAL RESOURCES USD0.001 COMMON STOCK 62912R107 125 16864 SH SOLE 28 0 16864 0 NII HOLDINGS INC COM STK USD0.001 COMMON STOCK 62913F201 881 145141 SH SOLE 28,33 0 145141 0 NIC INC COM NPV COMMON STOCK 62914B100 3979 172166 SH SOLE 28,56,65 0 172166 0 NPS PHARMACEUTICALS INC USD0.001 COMMON STOCK 62936P103 5393 169528 SH SOLE 28,37,47 0 169528 0 NRG YIELD INC USD0.01 A COMMON STOCK 62942X108 204 6724 SH SOLE 28 0 6724 0 NVR INC USD0.01 COMMON STOCK 62944T105 6696 7285 SH SOLE 28 0 7285 0 NANOSPHERE INC USD0.01 COMMON STOCK 63009F105 73 36567 SH SOLE 28 0 36567 0 NANOSTRING TECHNOLOGIES INC USD0.0001 COMMON STOCK 63009R109 181 16487 SH SOLE 8,64 0 16487 0 NATIONAL INTERSTATE CORP USD0.01 COMMON STOCK 63654U100 144 5193 SH SOLE 28 0 5193 0 NATURAL GAS SERVICES GROUP USD0.01 COMMON STOCK 63886Q109 1930 71973 SH SOLE 11,28,33 0 71973 0 NATURAL GROCERS BY VITA COTTAGE USD0.001 COMMON STOCK 63888U108 1049 26420 SH SOLE 28,37 0 26420 0 NAUTILUS INC NPV COMMON STOCK 63910B102 199 27627 SH SOLE 28,33 0 27627 0 NAVIGANT CONSULTING INC USD0.001 COMMON STOCK 63935N107 1231 79642 SH SOLE 8,28,33 0 79642 0 NAVIDEA BIOPHARMACEUTICALS INC USD0.001 COMMON STOCK 63937X103 252 94935 SH SOLE 28 0 94935 0 NELNET INC USD0.01 COMMON STOCK 64031N108 2126 55301 SH SOLE 8,28,33 0 55301 0 NEOGENOMICS INC NPV COMMON STOCK 64049M209 79 26169 SH SOLE 28 0 26169 0 NEONODE INC USD0.001 COMMON STOCK 64051M402 131 20397 SH SOLE 28 0 20397 0 NEOPHOTONICS CORP USD0.0025 COMMON STOCK 64051T100 169 22881 SH SOLE 28,33 0 22881 0 NET 1 UEPS TECHNOLOGIES INC USD0.001 COMMON STOCK 64107N206 89 7400 SH SOLE 64 0 7400 0 NETAPP INC NPV COMMON STOCK 64110D104 14138 331733 SH SOLE 23,28,35,58,63,64 0 331733 0 NETFLIX COM INC USD0.001 COMMON STOCK 64110L106 6234 20161 SH SOLE 28 0 20161 0 NETGEAR INC USD0.001 COMMON STOCK 64111Q104 1624 52624 SH SOLE 11,28 0 52624 0 NET ELEMENT INTL INC USD0.001 COMMON STOCK 64111R102 7 1416 SH SOLE 28 0 1416 0 NETSCOUT SYSTEMS INC USD0.001 COMMON STOCK 64115T104 3110 121638 SH SOLE 28,37,56 0 121638 0 NETSUITE INC USD0.01 COMMON STOCK 64118Q107 4193 38845 SH SOLE 11,23,61,64 0 38845 0 NEUROCRINE BIOSCIENCES INC COM STK 0.001 USD COMMON STOCK 64125C109 601 53107 SH SOLE 28 0 53107 0 NEUSTAR INC USD0.001 CLS'A' COMMON STOCK 64126X201 6508 131524 SH SOLE 25,28 0 131524 0 NEW RESIDENTIAL INVT CORP USD0.01 COMMON STOCK 64828T102 1336 201802 SH SOLE 28 0 201802 0 NEWBRIDGE BANCORP USD5 COMMON STOCK 65080T102 164 22563 SH SOLE 28,33 0 22563 0 NEWS CORP COMMON STOCK USD 0.01 COMMON STOCK 65249B109 8170 508735 SH SOLE 28,51,61 0 508735 0 NEWSTAR FINANCIAL INC USD0.01 COMMON STOCK 65251F105 501 27438 SH SOLE 28,33 0 27438 0 NEXSTAR BROADCASTING GROUP INC USD0.01 A COMMON STOCK 65336K103 3296 74068 SH SOLE 11,28,47 0 74068 0 NEXTERA ENERGY INC USD0.01 COMMON STOCK 65339F101 16330 203714 SH SOLE 28,51 0 203714 0 NICHOLAS FINANCIAL INC COM NPV COMMON STOCK 65373J209 648 39750 SH SOLE 28,64 0 39750 0 NISOURCE INC COM STK NPV COMMON STOCK 65473P105 3299 106805 SH SOLE 28 0 106805 0 NOODLES & CO USD0.01 COMMON STOCK 65540B105 280 6571 SH SOLE 28,47 0 6571 0 NORANDA ALUMINIUM HLDG CORP USD0.01 COMMON STOCK 65542W107 86 34949 SH SOLE 28,33 0 34949 0 NORTH VALLEY BANCORP USD0.01 COMMON STOCK 66304M204 1 78 SH SOLE 33 0 78 0 NORTHFIELD BANCORP INC COM STK USD0.001 COMMON STOCK 66611T108 1473 121356 SH SOLE 28,33,61 0 121356 0 NOVATEL WIRELESS INC COMMON STOCK 66987M604 139 53424 SH SOLE 33,61 0 53424 0 NU SKIN ENTERPRISES INC USD0.001 A COMMON STOCK 67018T105 3570 37290 SH SOLE 58 0 37290 0 NTELOS HLDGS CORP USD0.01 COMMON STOCK 67020Q305 234 12422 SH SOLE 28 0 12422 0 NUANCE COMMUNICATIONS INC USD0.001 COMMON STOCK 67020Y100 1237 66177 SH SOLE 56 0 66177 0 NUMEREX CORP NPV COMMON STOCK 67053A102 122 11146 SH SOLE 28 0 11146 0 NUPATHE INC USD0.001 COMMON STOCK 67059M100 70 29000 SH SOLE 64 0 29000 0 NUTRACEUTICAL INTERNATIONAL CORP USD0.01 COMMON STOCK 67060Y101 211 8886 SH SOLE 28,33 0 8886 0 NVIDIA CORP USD0.001 COMMON STOCK 67066G104 8496 546040 SH SOLE 28,35,63,64 0 546040 0 NUTRISYSTEM INC USD0.001 COMMON STOCK 67069D108 329 22866 SH SOLE 28 0 22866 0 NXSTAGE MEDICAL INC NPV COMMON STOCK 67072V103 626 47533 SH SOLE 28 0 47533 0 NV ENERGY INC USD0.01 COMMON STOCK 67073Y106 16424 695636 SH SOLE 28,43 0 695636 0 NUVERRA ENVIRONMENTAL SOLUTIONS INC USD0.001 COMMON STOCK 67091K104 264 115277 SH SOLE 28,33 0 115277 0 O REILLY AUTOMOTIVE INC USD0.01 COMMON STOCK 67103H107 53503 419333 SH SOLE 11,28,58,65 0 419333 0 OFG BANCORP USD1 COMMON STOCK 67103X102 3452 213245 SH SOLE 8,28,30,33 0 213245 0 OCLARO INC USD0.01 COMMON STOCK 67555N206 30 16707 SH SOLE 33 0 16707 0 OFFICEMAX INC USD2.50 COMMON STOCK 67622P101 1085 84814 SH SOLE 28,33 0 84814 0 OFFICIAL PAYMENTS HLDGS INC NPV COMMON STOCK 67623R106 1 111 SH SOLE 33 0 111 0 OLYMPIC STEEL INC NPV COMMON STOCK 68162K106 280 10074 SH SOLE 28,33 0 10074 0 OMEGA PROTEIN CORP USD0.01 COMMON STOCK 68210P107 204 20093 SH SOLE 28,33 0 20093 0 OMNICELL INC NPV COMMON STOCK 68213N109 1022 43160 SH SOLE 28,33,61 0 43160 0 OMNIAMERICAN BANCORP INC USD0.01 COMMON STOCK 68216R107 271 11082 SH SOLE 28,33 0 11082 0 ONCOGENEX PHARMACEUTICALS INC USD0.001 COMMON STOCK 68230A106 109 11724 SH SOLE 28 0 11724 0 ONCONOVA THERAPEUTICS INC USD0.01 COMMON STOCK 68232V108 263 9951 SH SOLE 8,28 0 9951 0 ONCOMED PHARMACEUTICALS INC USD0.001 COMMON STOCK 68234X102 123 8052 SH SOLE 8,28 0 8052 0 1-800-FLOWERS.COM INC USD0.01 COMMON STOCK 68243Q106 270 54684 SH SOLE 8,28,33 0 54684 0 OPENTABLE INC NPV COMMON STOCK 68372A104 2254 32213 SH SOLE 28,37 0 32213 0 OPKO HEALTH INC USD0.01 COMMON STOCK 68375N103 1323 150169 SH SOLE 28 0 150169 0 OPLINK COMMUNICATIONS INC COM NEW COMMON STOCK 68375Q403 2589 137550 SH SOLE 8,28,30,33,37 0 137550 0 ORACLE CORP USD0.01 COMMON STOCK 68389X105 108233 3262974 SH SOLE 23,28,51,58,59,61,63,64 0 3262974 0 OPTIMER PHARMACEUTICALS INC COMMON STOCK EUR 0.001 COMMON STOCK 68401H104 489 38821 SH SOLE 28 0 38821 0 ORASURE TECHNOLOGIES INC NPV COMMON STOCK 68554V108 401 66705 SH SOLE 28,61 0 66705 0 ORBCOMM INC NPV COMMON STOCK 68555P100 200 37981 SH SOLE 28,33 0 37981 0 ORBITZ WORLDWIDE INC USD0.01 COMMON STOCK 68557K109 216 22428 SH SOLE 28,33 0 22428 0 ORCHIDS PAPER PRODUCTS CO USD0.001 COMMON STOCK 68572N104 160 5794 SH SOLE 28,33 0 5794 0 ORION MARINE GROUP USD0.01 COMMON STOCK 68628V308 1506 144621 SH SOLE 28,30,33 0 144621 0 ORITANI FINANCIAL CORP USD0.01 COMMON STOCK 68633D103 684 41536 SH SOLE 28,33 0 41536 0 OSIRIS THERAPEUTICS INC USD0.001 COMMON STOCK 68827R108 219 13191 SH SOLE 28 0 13191 0 OVASCIENCE INC USD0.001 COMMON STOCK 69014Q101 70 7106 SH SOLE 28 0 7106 0 PBF ENERGY INC USD0.001 A COMMON STOCK 69318G106 483 21505 SH SOLE 37 0 21505 0 PC CONNECTION USD0.01 COMMON STOCK 69318J100 139 9216 SH SOLE 28,33 0 9216 0 PMC INC USD0.001 COMMON STOCK 69323K100 30 3273 SH SOLE 33 0 3273 0 PC-TEL INC USD0.001 COMMON STOCK 69325Q105 166 18736 SH SOLE 8,28,33 0 18736 0 PDC ENERGY INC NPV COMMON STOCK 69327R101 2085 35024 SH SOLE 28,33 0 35024 0 PDI INC USD0.01 COMMON STOCK 69329V100 8 1600 SH SOLE 33 0 1600 0 PDL BIOPHARMA INC USD0.01 COMMON STOCK 69329Y104 891 111820 SH SOLE 28 0 111820 0 PG&E CORP NPV COMMON STOCK 69331C108 16817 410982 SH SOLE 23,28,61 0 410982 0 PHI INC NON-VTG USD0.10 COMMON STOCK 69336T205 474 12577 SH SOLE 28,33 0 12577 0 PGT INC NPV COMMON STOCK 69336V101 263 26534 SH SOLE 28 0 26534 0 PMC SIERRA INC USD0.001 COMMON STOCK 69344F106 1170 176679 SH SOLE 28,33 0 176679 0 PMFG INC USD0.01 COMMON STOCK 69345P103 149 20121 SH SOLE 28,33 0 20121 0 PNM RESOURCES INC USD5 COMMON STOCK 69349H107 9248 408660 SH SOLE 28,30,61,64 0 408660 0 PPL CORP USD0.01 COMMON STOCK 69351T106 17285 568953 SH SOLE 28,35,41 0 568953 0 PRGX GLOBAL INC COM NPV COMMON STOCK 69357C503 144 22948 SH SOLE 28 0 22948 0 PTC THERAPEUTICS INC USD0.001 COMMON STOCK 69366J200 60 2800 SH SOLE 28 0 2800 0 PTC INC COMMON STOCK 69370C100 10827 380824 SH SOLE 28,37,63 0 380824 0 PACER INTL INC COM COMMON STOCK 69373H106 371 59911 SH SOLE 8,28,33 0 59911 0 PACIFIC BIOSCIENCES OF CALIFORNIA USD0.0001 COMMON STOCK 69404D108 793 143479 SH SOLE 28,33,61 0 143479 0 PACIFIC CONTINETAL CORP USD1 COMMON STOCK 69412V108 211 16114 SH SOLE 28,33 0 16114 0 PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 1819 135348 SH SOLE 28,30,33 0 135348 0 PANERA BREAD CO USD0.0001 A COMMON STOCK 69840W108 33164 209198 SH SOLE 28,38,65 0 209198 0 PARAMOUNT GOLD & SILVER CORP COM STK USD0.01 COMMON STOCK 69924P102 142 110102 SH SOLE 28 0 110102 0 PARK STERLING CORP COMMON STOCK 70086Y105 654 101968 SH SOLE 8,28,33 0 101968 0 PATRIOT TRANSPORTATION HLDG INC USD0.10 COMMON STOCK 70337B102 182 5385 SH SOLE 28,33 0 5385 0 PENDRELL CORP USD0.01 A COMMON STOCK 70686R104 279 143658 SH SOLE 28,33 0 143658 0 PENNANTPARK FLOATING RATE CAP LTD USD0.001 COMMON STOCK 70806A106 160 11611 SH SOLE 28 0 11611 0 PENNYMAC FINANCIAL SERVICES INC USD0.0001 COMMON STOCK 70932B101 191 10175 SH SOLE 28 0 10175 0 PENSKE AUTOMOTIVE GROUP INC USD0.0001 COMMON STOCK 70959W103 1894 44319 SH SOLE 28,33 0 44319 0 PERCEPTRON INC USD0.01 COMMON STOCK 71361F100 16 1480 SH SOLE 33 0 1480 0 PEREGRINE SEMICONDUCTOR CORP USD0.001 COMMON STOCK 71366R703 188 20961 SH SOLE 28 0 20961 0 PERFICIENT INC USD0.001 COMMON STOCK 71375U101 2216 120714 SH SOLE 28,30,33 0 120714 0 PERFUMANIA HOLDINGS INC COMMON STOCK 71376C100 1 220 SH SOLE 33 0 220 0 PERFORMANCE TECHNOLOGIES INC USD0.01 COMMON STOCK 71376K102 3 1121 SH SOLE 33 0 1121 0 PERNIX THERAPEUTICS HOLDINGS INC USD0.01 COMMON STOCK 71426V108 38 13977 SH SOLE 28 0 13977 0 PHARMERICA CORPORATION USD0.01 COMMON STOCK 71714F104 388 29247 SH SOLE 28,33 0 29247 0 PHOENIX COMPANIES INC NPV COMMON STOCK 71902E604 212 5490 SH SOLE 28,33 0 5490 0 PILGRIMS PRIDE CORP NEW USD0.01 COMMON STOCK 72147K108 1771 105460 SH SOLE 28,33,61 0 105460 0 PINNACLE FINANCIAL PARTNERS USD1 COMMON STOCK 72346Q104 3294 110496 SH SOLE 8,28,33 0 110496 0 PINNACLE FOODS INC DEL USD0.01 COMMON STOCK 72348P104 1043 39394 SH SOLE 8,23 0 39394 0 PLY GEM HLDGS INC USD0.01 COMMON STOCK 72941W100 178 12732 SH SOLE 28 0 12732 0 POLYCOM INC USD0.0005 COMMON STOCK 73172K104 4845 443638 SH SOLE 28,30,33,63 0 443638 0 POLYONE CORP USD0.01 COMMON STOCK 73179P106 4530 147524 SH SOLE 28,33,37,47 0 147524 0 POLYPORE INTERNATIONAL INC USD0.01 COMMON STOCK 73179V103 2103 51332 SH SOLE 28,37 0 51332 0 POOL CORP USD0.001 COMMON STOCK 73278L105 3621 64507 SH SOLE 11,28 0 64507 0 PORTFOLIO RECOVERY ASSOCIATES INC USD0.01 COMMON STOCK 73640Q105 6206 103541 SH SOLE 11,28,37,47 0 103541 0 POWER SOLUTIONS INTL INC USD0.001 COMMON STOCK 73933G202 104 1759 SH SOLE 28 0 1759 0 POWERSECURE INTL INC USD0.01 COMMON STOCK 73936N105 329 20473 SH SOLE 28,33 0 20473 0 POZEN INC USD0.001 COMMON STOCK 73941U102 136 23728 SH SOLE 28,33 0 23728 0 PRAXAIR INC USD0.01 COMMON STOCK 74005P104 61953 515374 SH SOLE 11,28,51,61 0 515374 0 PRESTIGE BRANDS HLDGS INC USD0.01 COMMON STOCK 74112D101 2744 91112 SH SOLE 8,28,33,37 0 91112 0 PRICE T ROWE GROUP INC USD0.20 COMMON STOCK 74144T108 20234 281297 SH SOLE 28,51 0 281297 0 PRIMORIS SERVICES CORP COM STK NPV COMMON STOCK 74164F103 1422 55822 SH SOLE 11,28 0 55822 0 PRIMERICA INC USD0.01 COMMON STOCK 74164M108 5601 138846 SH SOLE 28 0 138846 0 PRIMO WATER CORP USD0.001 COMMON STOCK 74165N105 11 4800 SH SOLE 33 0 4800 0 PRINCIPAL FINANCIAL GROUP USD0.01 COMMON STOCK 74251V102 11749 274376 SH SOLE 28,37,43,54 0 274376 0 PROASSURANCE CORP COM STK USD0.01 COMMON STOCK 74267C106 1084 24052 SH SOLE 33,47 0 24052 0 PROCERA NETWORKS INC USD0.001 COMMON STOCK 74269U203 253 16317 SH SOLE 28 0 16317 0 PROS HLDGS INC USD0.001 COMMON STOCK 74346Y103 2443 71441 SH SOLE 28,56 0 71441 0 PROSPECT CAPITAL CORP USD0.001 COMMON STOCK 74348T102 3762 336486 SH SOLE 8,28 0 336486 0 PROVIDENT FINANCIAL SERVICES INC USD0.01 COMMON STOCK 74386T105 1216 74995 SH SOLE 8,28,33 0 74995 0 PUMA BIOTECHNOLOGY INC USD0.0001 COMMON STOCK 74587V107 4482 83528 SH SOLE 8,28,37,38,61 0 83528 0 QAD INC USD0.001 A COMMON STOCK 74727D306 62 4578 SH SOLE 28 0 4578 0 QC HLDGS INC USD0.01 COMMON STOCK 74729T101 0 37 SH SOLE 33 0 37 0 PZENA INVESTMENT MANAGEMENT, INC COM STK 'A' COMMON STOCK 74731Q103 61 8955 SH SOLE 28 0 8955 0 QLIK TECHNOLOGIES INC COMMON STOCK USD COMMON STOCK 74733T105 5149 150375 SH SOLE 28,37,47 0 150375 0 QEP RESOURCES INC USD0.01 COMMON STOCK 74733V100 13384 483339 SH SOLE 28,37,41 0 483339 0 QUALITY DISTRIBUTION INC NPV COMMON STOCK 74756M102 1705 184563 SH SOLE 28,30 0 184563 0 QUALYS INC USD0.001 COMMON STOCK 74758T303 255 11902 SH SOLE 28 0 11902 0 QUEST DIAGNOSTICS INC USD0.01 COMMON STOCK 74834L100 7479 121032 SH SOLE 23,28 0 121032 0 QUESTCOR PHARMACEUTICAL INC NPV COMMON STOCK 74835Y101 6026 103888 SH SOLE 28,30,35,64 0 103888 0 QUICKSILVER RESOURCES INC USD0.01 COMMON STOCK 74837R104 196 99416 SH SOLE 28 0 99416 0 QUIKSILVER INC USD0.01 COMMON STOCK 74838C106 923 131332 SH SOLE 28,33 0 131332 0 QUIDEL CORP VTG USD0.001 COMMON STOCK 74838J101 1599 56290 SH SOLE 28,56 0 56290 0 QUINSTREET INC USD0.001 COMMON STOCK 74874Q100 598 63303 SH SOLE 8,28,33 0 63303 0 RCS CAPITAL CORP USD0.001 COMMON STOCK 74937W102 6 375 SH SOLE 28 0 375 0 RPX CORP USD0.0001 COMMON STOCK 74972G103 2495 142331 SH SOLE 8,28 0 142331 0 RTI INTERNATIONAL METALS INC USD0.01 COMMON STOCK 74973W107 1009 31479 SH SOLE 28,33 0 31479 0 RTI SURGICAL INC COM USD0.001 COMMON STOCK 74975N105 217 58047 SH SOLE 28,33 0 58047 0 RADIO ONE INC USD0.001 D COMMON STOCK 75040P405 20 7300 SH SOLE 33 0 7300 0 RANGE RESOURCES CORP USD0.01 COMMON STOCK 75281A109 33755 444789 SH SOLE 11,28,50,65 0 444789 0 RAPTOR PHARMACEUTICAL CORP COM STK USD0.001 COMMON STOCK 75382F106 710 47529 SH SOLE 28 0 47529 0 RBC BEARINGS INC USD0.01 COMMON STOCK 75524B104 3946 59885 SH SOLE 11,28,65 0 59885 0 REACHLOCAL INC USD0.00001 COMMON STOCK 75525F104 98 8203 SH SOLE 28 0 8203 0 REALD INC USD0.0001 COMMON STOCK 75604L105 225 32208 SH SOLE 28 0 32208 0 REALNETWORKS INC COM NEW COMMON STOCK 75605L708 227 26514 SH SOLE 28,33 0 26514 0 REALOGY HLDGS CORP USD0.01 COMMON STOCK 75605Y106 5958 138500 SH SOLE 11,37 0 138500 0 REALPAGE INC USD0.001 COMMON STOCK 75606N109 856 36970 SH SOLE 28 0 36970 0 RED ROBIN GOURMET BURGERS INC USD0.001 COMMON STOCK 75689M101 992 13959 SH SOLE 28,33 0 13959 0 REGENERON PHARMACEUTICALS INC USD0.001 COMMON STOCK 75886F107 21554 68892 SH SOLE 23,28,51,64 0 68892 0 REGIONAL MGMT CORP NPV COMMON STOCK 75902K106 1376 43275 SH SOLE 8,28 0 43275 0 REGULUS THERAPEUTICS INC USD0.001 COMMON STOCK 75915K101 76 8023 SH SOLE 28 0 8023 0 REGIONS FINANCIAL CORP (NEW) USD0.01 COMMON STOCK 7591EP100 18227 1968380 SH SOLE 28,61 0 1968380 0 REIS INC USD0.01 COMMON STOCK 75936P105 114 7033 SH SOLE 28,33 0 7033 0 RENEWABLE ENERGY GROUP INC USD0.0001 COMMON STOCK 75972A301 5124 338200 SH SOLE 8,28,33,64 0 338200 0 RENT-A-CENTER INC USD0.01 COMMON STOCK 76009N100 5589 146684 SH SOLE 28,33 0 146684 0 REPROS THERAPEUTICS INC USD0.001 COMMON STOCK 76028H209 489 18264 SH SOLE 28 0 18264 0 RESOLUTE ENERGY CORP USD0.0001 COMMON STOCK 76116A108 450 53851 SH SOLE 28 0 53851 0 RESOLUTE FOREST PRODUCTS INC USD0.001 COMMON STOCK 76117W109 1370 103626 SH SOLE 8,28,33 0 103626 0 RESOURCES CONNECTION INC USD0.01 COMMON STOCK 76122Q105 3639 268151 SH SOLE 8,25,28,33,61 0 268151 0 RETAILMENOT INC USD0.001 COMMON STOCK 76132B106 659 18518 SH SOLE 28,47 0 18518 0 REVOLUTION LIGHTING TECHNOLOGIES USD0.01 COMMON STOCK 76155G107 62 24125 SH SOLE 28 0 24125 0 REXNORD CORP USD0.01 COMMON STOCK 76169B102 2158 103737 SH SOLE 28,30,61 0 103737 0 REXFORD INDUSTRIAL REALTY INC REIT USD 0.01 COMMON STOCK 76169C100 63 4640 SH SOLE 28 0 4640 0 ROADRUNNER TRANSPORTATION SYSTEMS USD0.01 COMMON STOCK 76973Q105 3013 106693 SH SOLE 28,30,33,47 0 106693 0 ROMA FINANCIAL CORPORATION USD0.1 COMMON STOCK 77581P109 109 5852 SH SOLE 28 0 5852 0 RUBICON TECHNOLOGY INC USD0.001 COMMON STOCK 78112T107 242 19966 SH SOLE 28,33 0 19966 0 RYMAN HOSPITALITY PROPERTIES INC USD0.01 COMMON STOCK 78377T107 1292 37432 SH SOLE 28,33 0 37432 0 SBA COMMUNICATIONS USD0.01 COMMON STOCK 78388J106 23859 296529 SH SOLE 11,38,50,53 0 296529 0 SHFL ENTERTAINMENT INC USD0.01 COMMON STOCK 78423R105 950 41291 SH SOLE 28 0 41291 0 SI FINANCIAL GROUP INC MD USD0.01 COMMON STOCK 78425V104 12 1087 SH SOLE 33 0 1087 0 SLM CORP COM STK USD0.20 COMMON STOCK 78442P106 5210 209230 SH SOLE 28,58 0 209230 0 SM ENERGY CO COMMON STOCK 78454L100 16274 210834 SH SOLE 28,30,58,65 0 210834 0 SPS COMMERCE INC USD0.001 COMMON STOCK 78463M107 2230 33328 SH SOLE 28,47 0 33328 0 SS&C TECHNOLOGIES HLDGS INC USD0.01 COMMON STOCK 78467J100 1880 49332 SH SOLE 28,33 0 49332 0 STR HLDGS INC USD0.01 COMMON STOCK 78478V100 9 4000 SH SOLE 33 0 4000 0 SVB FINANCIAL GROUP USD0.001 COMMON STOCK 78486Q101 8670 100379 SH SOLE 11,28 0 100379 0 SWS GROUP INC USD0.10 COMMON STOCK 78503N107 146 26138 SH SOLE 28,33 0 26138 0 SAFETY INSURANCE GROUP INC USD0.01 COMMON STOCK 78648T100 1465 27664 SH SOLE 11,28,33 0 27664 0 SAIA INC USD0.001 COMMON STOCK 78709Y105 2704 86713 SH SOLE 8,28,30,33,61 0 86713 0 SAKS INC USD0.10 COMMON STOCK 79377W108 4570 286699 SH SOLE 28,33 0 286699 0 SALESFORCE.COM INC USD0.001 COMMON STOCK 79466L302 56819 1094564 SH SOLE 11,28,50,51,53,63,64 0 1094564 0 SANCHEZ ENERGY CORP USD0.01 COMMON STOCK 79970Y105 675 25556 SH SOLE 28 0 25556 0 SANDISK CORP USD0.001 COMMON STOCK 80004C101 13368 224630 SH SOLE 11,23,28,51,63,64 0 224630 0 SANDRIDGE ENERGY INC USD0.001 COMMON STOCK 80007P307 0 10 SH SOLE 33 0 10 0 SCANA CORP(NEW) NPV COMMON STOCK 80589M102 2200 47791 SH SOLE 28 0 47791 0 SCICLONE PHARMACEUTICALS NPV COMMON STOCK 80862K104 267 52598 SH SOLE 28,33 0 52598 0 SCIENTIFIC GAMES CLASS'A'COM USD0.01 COMMON STOCK 80874P109 2122 131242 SH SOLE 28,33 0 131242 0 SCIQUEST INC. USD0.001 COMMON STOCK 80908T101 407 18133 SH SOLE 28 0 18133 0 SEALED AIR CORP USD0.1 COMMON STOCK 81211K100 13092 481517 SH SOLE 11,28,33,43,61 0 481517 0 SELECT COMFORT CORP USD0.01 COMMON STOCK 81616X103 2227 91475 SH SOLE 28,30 0 91475 0 SELECT MEDICAL HLDGS CORP USD0.001 COMMON STOCK 81619Q105 375 46493 SH SOLE 28,33 0 46493 0 SEMGROUP CORP NPV A COMMON STOCK 81663A105 3235 56742 SH SOLE 8,28,33,37,61 0 56742 0 SENSIENT TECHNOLOGIES CORP USD0.10 COMMON STOCK 81725T100 10186 212705 SH SOLE 11,28,33,61,65 0 212705 0 SERVICENOW INC USD0.001 COMMON STOCK 81762P102 13881 267195 SH SOLE 38,47,50,53 0 267195 0 SERVICESOURCE INTL INC USD0.0001 COMMON STOCK 81763U100 588 48695 SH SOLE 28 0 48695 0 SHENANDOAH TELECOMUNICATIONS USD10 COMMON STOCK 82312B106 550 22827 SH SOLE 28,33 0 22827 0 SHUTTERFLY INC COM STK USD0.0001 COMMON STOCK 82568P304 1789 32011 SH SOLE 28,33 0 32011 0 SIERRA BANCORP NPV COMMON STOCK 82620P102 487 30975 SH SOLE 8,28,33 0 30975 0 SIGNATURE BANK COMMON SHS COMMON STOCK 82669G104 38293 418409 SH SOLE 28,47,65 0 418409 0 SILICON IMAGE INC USD0.001 COMMON STOCK 82705T102 1705 319317 SH SOLE 28,30,33 0 319317 0 SILICON GRAPHICS INTERNATIONAL CORP USD0.001 COMMON STOCK 82706L108 1010 62172 SH SOLE 8,28 0 62172 0 SILVER SPRING NETWORKS INC USD0.001 COMMON STOCK 82817Q103 240 13860 SH SOLE 28,37 0 13860 0 SIRONA DENTAL SYSTEMS INC USD0.01 COMMON STOCK 82966C103 21086 315045 SH SOLE 11,25,61,65 0 315045 0 SIRIUS XM RADIO INC COMMON STOCK 82967N108 5336 1378900 SH SOLE 50 0 1378900 0 SIX FLAGS ENTMT CORP NEW COM COMMON STOCK 83001A102 223 6600 SH SOLE 61 0 6600 0 SKILLED HEALTHCARE GROUP USD0.001 A COMMON STOCK 83066R107 70 15992 SH SOLE 28 0 15992 0 SKULLCANDY INC USD0.0001 COMMON STOCK 83083J104 563 91149 SH SOLE 8,28,33 0 91149 0 SKYWORKS SOLUTIONS INCCOM COMMON STOCK 83088M102 17389 700040 SH SOLE 28,37 0 700040 0 SOHU.COM USD0.001 COMMON STOCK 83408W103 221 2800 SH SOLE 64 0 2800 0 SOLAR CAPITAL LTD USD0.01 COMMON STOCK 83413U100 2654 119728 SH SOLE 28,30 0 119728 0 SOLAZYME INC USD0.001 COMMON STOCK 83415T101 411 38167 SH SOLE 28 0 38167 0 SOLARWINDS INC USD0.001 COMMON STOCK 83416B109 8672 247350 SH SOLE 28,59 0 247350 0 SOLAR SENIOR CAPITAL LTD USD0.01 COMMON STOCK 83416M105 166 9206 SH SOLE 28 0 9206 0 SOLERA HOLDINGS INC USD0.01 COMMON STOCK 83421A104 7904 149507 SH SOLE 11,28,37 0 149507 0 SOLTA MEDICAL INC USD0.001 COMMON STOCK 83438K103 153 73501 SH SOLE 28,33 0 73501 0 SONIC AUTOMOTIVE INC USD0.01 A COMMON STOCK 83545G102 808 33933 SH SOLE 28,33 0 33933 0 SOURCEFIRE INC COMMON STOCK EUR COMMON STOCK 83616T108 1882 24784 SH SOLE 28 0 24784 0 SOUTHSIDE BANCSHARES INC USD1.25 COMMON STOCK 84470P109 722 26903 SH SOLE 8,28,33 0 26903 0 SPANSION INC USD0.001 A COMMON STOCK 84649R200 2055 203664 SH SOLE 8,28,33 0 203664 0 SPARK NETWORKS INC USD0.001 COMMON STOCK 84651P100 117 14023 SH SOLE 28 0 14023 0 SPECTRANETICS CORP USD0.001 COMMON STOCK 84760C107 1730 103120 SH SOLE 28,47 0 103120 0 SPECTRUM PHARMACEUTICALS INC COMMON STOCK 84763A108 424 50501 SH SOLE 28 0 50501 0 SPECTRUM BRANDS HLDGS INC USD0.01 COMMON STOCK 84763R101 1988 30192 SH SOLE 28,33,61 0 30192 0 SPEED COMMERCE INC COMMON STOCK USD 0 COMMON STOCK 84764T106 105 31923 SH SOLE 28 0 31923 0 SPROUTS FARMERS MARKETS INC USD0.001 COMMON STOCK 85208M102 960 21620 SH SOLE 47 0 21620 0 STAGE STORES INC USD0.01 COMMON STOCK 85254C305 545 28404 SH SOLE 28,33 0 28404 0 STANDARD PACIFIC CORP USD0.01 COMMON STOCK 85375C101 935 118179 SH SOLE 28 0 118179 0 STAR SCIENTIFIC USD0.0001 COMMON STOCK 85517P101 252 131981 SH SOLE 28 0 131981 0 STARTEK INC USD0.01 COMMON STOCK 85569C107 18 2764 SH SOLE 33 0 2764 0 STARZ SERIES A COMMON STOCK USD0.01 A (LIBERTY COMMON STOCK 85571Q102 66 2349 SH SOLE 33 0 2349 0 STARWOOD HTLS WRLD PAIRED CERT CLASS'B'USD0.01 COMMON STOCK 85590A401 20206 304077 SH SOLE 11,28,53,60,61 0 304077 0 STELLARONE CORP USD5 COMMON STOCK 85856G100 798 35464 SH SOLE 8,28,33 0 35464 0 STEMLINE THERAPEUTICS INC USD0.0001 COMMON STOCK 85858C107 330 7297 SH SOLE 28 0 7297 0 STILLWATER MINING CO USD0.01 COMMON STOCK 86074Q102 1266 114975 SH SOLE 28,33 0 114975 0 STOCK BUILDING SUPPLY HLDGS INC USD0.01 COMMON STOCK 86101X104 1534 116719 SH SOLE 8,30 0 116719 0 STONERIDGE INC NPV COMMON STOCK 86183P102 4105 379763 SH SOLE 8,28,30,33,64 0 379763 0 SUN BANCORP INC NEW JERSEY USD1 COMMON STOCK 86663B102 136 35627 SH SOLE 28,33 0 35627 0 SUNCOKE ENERGY INC USD0.01 COMMON STOCK 86722A103 1997 117491 SH SOLE 8,28,33,61 0 117491 0 SUNEDISON INC USD0.01 COMMON STOCK 86732Y109 6234 782239 SH SOLE 28,33,37,63 0 782239 0 SUNLINK HEALTH SYSTEMS INC NPV COMMON STOCK 86737U102 1 700 SH SOLE 33 0 700 0 SUPER MICRO COMPUTER INC USD0.001 COMMON STOCK 86800U104 480 35483 SH SOLE 28,33 0 35483 0 SUPPORT.COM INC COMMON STOCK 86858W101 235 43175 SH SOLE 28,33 0 43175 0 SWIFT TRANSPORTATION CO INC USD0.01 CL A COMMON STOCK 87074U101 6351 314564 SH SOLE 8,28,58 0 314564 0 SYMETRA FINANCIAL CORP USD0.01 COMMON STOCK 87151Q106 4868 273157 SH SOLE 8,23,28,33,64 0 273157 0 SYNCHRONOSS TECHNOLOGIES INC USD0.0001 COMMON STOCK 87157B103 882 23162 SH SOLE 28 0 23162 0 SYNAPTICS INC USD0.001 COMMON STOCK 87157D109 2376 53660 SH SOLE 28,64 0 53660 0 SYNAGEVA BIOPHARMA CORP USD0.001 COMMON STOCK 87159A103 858 13557 SH SOLE 28 0 13557 0 SYNOVUS FINANCIAL CORP USD1 COMMON STOCK 87161C105 6852 2076281 SH SOLE 28,30,33 0 2076281 0 SYNTEL INC NPV COMMON STOCK 87162H103 983 12269 SH SOLE 28 0 12269 0 SYNTA PHARMACEUTICALS CORP USD0.0001 COMMON STOCK 87162T206 203 32182 SH SOLE 28 0 32182 0 SYNNEX CORP USD0.001 COMMON STOCK 87162W100 6562 106791 SH SOLE 8,28,33,64 0 106791 0 SYNUTRA INTERNATIONAL INC NPV COMMON STOCK 87164C102 74 13947 SH SOLE 28 0 13947 0 SYNERGY RESOURCES CORP USD0.001 COMMON STOCK 87164P103 393 40317 SH SOLE 28 0 40317 0 TD AMERITRADE HOLDING CORP COM STK USD0.01 COMMON STOCK 87236Y108 5647 215700 SH SOLE 51 0 215700 0 TCP CAPITAL CORP USD0.001 COMMON STOCK 87238Q103 338 20824 SH SOLE 28 0 20824 0 TICC CAPITAL CORP COM COMMON STOCK 87244T109 412 42209 SH SOLE 28 0 42209 0 TMS INTERNATIONAL CORP COMMON STOCK EUR 0.001 COMMON STOCK 87261Q103 215 12307 SH SOLE 28,33 0 12307 0 TRW AUTOMOTIVE HLDGS CORP USD0.01 COMMON STOCK 87264S106 15816 221790 SH SOLE 35,43,59 0 221790 0 TRI POINTE HOMES INC USD0.01 COMMON STOCK 87265H109 173 11807 SH SOLE 28 0 11807 0 TTM TECHNOLOGIES INC USD0.001 COMMON STOCK 87305R109 2245 230232 SH SOLE 8,28,30,33 0 230232 0 TW TELECOM INC USD0.01 A COMMON STOCK 87311L104 11271 377389 SH SOLE 11,23,28 0 377389 0 TABLEAU SOFTWARE INC USD0.0001 COMMON STOCK 87336U105 1634 22930 SH SOLE 47,53 0 22930 0 TAMINCO CORP USD0.001 COMMON STOCK 87509U106 254 12524 SH SOLE 28 0 12524 0 TANDY LEATHER FACTORY INC COM STK USD COMMON STOCK 87538X105 2 200 SH SOLE 33 0 200 0 TANGOE INC USD0.0001 COMMON STOCK 87582Y108 589 24689 SH SOLE 28 0 24689 0 TARGACEPT INC USD0.001 COMMON STOCK 87611R306 168 31654 SH SOLE 28,33 0 31654 0 TARGA RESOURCES CORP USD0.001 COMMON STOCK 87612G101 1910 26181 SH SOLE 28 0 26181 0 TASER INTERNATIONAL INC NPV COMMON STOCK 87651B104 2070 138829 SH SOLE 28,61 0 138829 0 TAYLOR MORRISON HOME CORP USD0.00001 A COMMON STOCK 87724P106 4338 191510 SH SOLE 37,61 0 191510 0 TEAM HEALTH HLDGS INC USD0.01 COMMON STOCK 87817A107 10929 288065 SH SOLE 11,28,38,47 0 288065 0 TECHTARGET COM STK USD0.001 COMMON STOCK 87874R100 78 15651 SH SOLE 28,33 0 15651 0 TELECOMMUNICATIONS SYSTEMS INC USD0.01 COMMON STOCK 87929J103 138 56019 SH SOLE 28,33 0 56019 0 TEMPUR SEALY INTERNATIONAL INC USD0.01 COMMON STOCK 88023U101 4544 103374 SH SOLE 28 0 103374 0 TENET HEALTHCARE CORP COM NEW COMMON STOCK 88033G407 1434 34823 SH SOLE 28 0 34823 0 TERADATA CORPORATION USD0.01 COMMON STOCK 88076W103 24730 446072 SH SOLE 28,63,65 0 446072 0 TERRITORIAL BANCORP INC USD0.01 COMMON STOCK 88145X108 212 9647 SH SOLE 28,33 0 9647 0 TESCO CORP COM NPV COMMON STOCK 88157K101 548 33058 SH SOLE 28,33 0 33058 0 TESLA MOTORS INC USD0.001 COMMON STOCK 88160R101 1254 6484 SH SOLE 23,64 0 6484 0 TETRA TECHNOLOGIES USD0.01 COMMON STOCK 88162F105 1058 84455 SH SOLE 28,33 0 84455 0 TETRA TECH INC USD0.01 COMMON STOCK 88162G103 1502 58016 SH SOLE 28,33 0 58016 0 TESSERA TECHNOLOGIES INC USD0.01 COMMON STOCK 88164L100 2047 105801 SH SOLE 28,33,63 0 105801 0 TETRAPHASE PHARMACEUTICALS INC USD0.001 COMMON STOCK 88165N105 104 9156 SH SOLE 28 0 9156 0 TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD 0.01 COMMON STOCK 88224Q107 10904 237207 SH SOLE 25,28,38,65 0 237207 0 TG THERAPEUTICS INC USD0.001 COMMON STOCK 88322Q108 62 12220 SH SOLE 28 0 12220 0 THERAPEUTICSMD INC USD0.10 COMMON STOCK 88338N107 181 61647 SH SOLE 28 0 61647 0 THERAVANCE INC USD1 COMMON STOCK 88338T104 3476 85000 SH SOLE 38 0 85000 0 THERMON GROUP HLDGS USD0.001 COMMON STOCK 88362T103 911 39406 SH SOLE 11,28 0 39406 0 THESTREET INC USD0.01 COMMON STOCK 88368Q103 8 4044 SH SOLE 33 0 4044 0 3 D SYSTEMS INC USD0.001 COMMON STOCK 88554D205 8722 161550 SH SOLE 28 0 161550 0 3M CO USD0.01 COMMON STOCK 88579Y101 40670 340594 SH SOLE 11,28 0 340594 0 TIBCO SOFTWARE INC USD0.001 COMMON STOCK 88632Q103 7036 274965 SH SOLE 28,61 0 274965 0 TILE SHOP HLDGS INC USD0.0001 COMMON STOCK 88677Q109 3508 118942 SH SOLE 11,28,47 0 118942 0 TIME WARNER CABLE INC USD0.01 COMMON STOCK 88732J207 26488 237351 SH SOLE 28,41,58 0 237351 0 TITAN INTL INC USD1 COMMON STOCK 88830M102 629 42970 SH SOLE 28,33 0 42970 0 TITAN MACHINERY INC USD0.00001 COMMON STOCK 88830R101 1669 103872 SH SOLE 25,28,33 0 103872 0 TOWN SPORTS INTL INC USD0.001 COMMON STOCK 89214A102 248 19103 SH SOLE 28 0 19103 0 TOWNEBANK(PORTSMOUTH VIRGINIA) NPV COMMON STOCK 89214P109 333 23083 SH SOLE 28,33 0 23083 0 TRANS WORLD ENTERTAINMENT CORP USD0.01 COMMON STOCK 89336Q100 717 154898 SH SOLE 8,28,33,64 0 154898 0 TRANSCEPT PHARMACEUTICALS INC COM STK USD0.001 COMMON STOCK 89354M106 4 1237 SH SOLE 33 0 1237 0 TRAVELZOO INC USD0.01 COMMON STOCK 89421Q106 168 6322 SH SOLE 28 0 6322 0 TREEHOUSE FOODS INC COM STK USD0.01 COMMON STOCK 89469A104 5816 87025 SH SOLE 25,28,33,61,65 0 87025 0 TREMOR VIDEO INC USD0.0001 COMMON STOCK 89484Q100 673 72893 SH SOLE 8,28,37 0 72893 0 TREX COMPANY USD0.01 COMMON STOCK 89531P105 679 13707 SH SOLE 28 0 13707 0 TRIANGLE PETROLEUM CORP USD0.00001 COMMON STOCK 89600B201 603 61425 SH SOLE 28,33 0 61425 0 TRIQUINT SEMI CONDUCTOR INC USD0.001 COMMON STOCK 89674K103 1410 173460 SH SOLE 28,33 0 173460 0 TRISTATE CAP HLDGS INC NPV COMMON STOCK 89678F100 68 5300 SH SOLE 28 0 5300 0 TRUEBLUE INC NPV COMMON STOCK 89785X101 2384 99298 SH SOLE 8,28 0 99298 0 TUMI HLDGS INC USD0.01 COMMON STOCK 89969Q104 767 38053 SH SOLE 28 0 38053 0 TWENTY-FIRST CENTURY FOX INC NON VTG COM A USD0.01 COMMON STOCK 90130A101 57603 1719485 SH SOLE 28,50,51,61 0 1719485 0 TWENTY-FIRST CENTURY FOX INC VTG COM B USD0.01 COMMON STOCK 90130A200 3536 105872 SH SOLE 41 0 105872 0 UCP INC USD0.01 A COMMON STOCK 90265Y106 488 32903 SH SOLE 28,30 0 32903 0 USANA INC NPV COMMON STOCK 90328M107 417 4799 SH SOLE 28 0 4799 0 U S CONCRETE INC COM NEW COMMON STOCK 90333L201 226 11286 SH SOLE 28 0 11286 0 US PHYSICAL THERAPY USD0.01 COMMON STOCK 90337L108 2874 92460 SH SOLE 25,28,37 0 92460 0 USA MOBILITY INC COM STK USD1 COMMON STOCK 90341G103 2086 147340 SH SOLE 8,28,33,64 0 147340 0 US AIRWAYS GROUP INC COMMON STOCK 90341W108 2896 152766 SH SOLE 28 0 152766 0 UBIQUITI NETWORKS INC USD0.001 COMMON STOCK 90347A100 1344 40010 SH SOLE 28,37 0 40010 0 ULTA SALON COM STK USD0 COMMON STOCK 90384S303 47673 399075 SH SOLE 11,38,50,65 0 399075 0 ULTIMATE SOFTWARE GROUP INC/THE COMMON STOCK USD COMMON STOCK 90385D107 14925 101256 SH SOLE 11,28,47,65 0 101256 0 ULTRA CLEAN HOLDINGS INC COMMON STOCK USD 0.001 COMMON STOCK 90385V107 1216 175995 SH SOLE 8,28,33 0 175995 0 UNION FIRST MARKET BANKSHARES CORP USD2 COMMON STOCK 90662P104 448 19154 SH SOLE 28,33 0 19154 0 UNITED COMMUNITY BANKS(GEORGIA) USD1 COMMON STOCK 90984P303 1510 100691 SH SOLE 28,33,61,64 0 100691 0 UNITED FINL BANCORP INC MD COM COMMON STOCK 91030T109 1438 88934 SH SOLE 28,30,33 0 88934 0 UNITED THERAPEUTICS CORP USD0.01 COMMON STOCK 91307C102 11057 140230 SH SOLE 28,35,64 0 140230 0 UNITEDHEALTH GROUP INC USD0.01 COMMON STOCK 91324P102 53975 753730 SH SOLE 23,28,37,41,50,54,61 0 753730 0 UNITEK GLOBAL SERVICES INC USD0.00002 COMMON STOCK 91324T302 71 59493 SH SOLE 30,33 0 59493 0 UNIVERSAL DISPLAY CORP USD0.01 COMMON STOCK 91347P105 1025 31993 SH SOLE 28 0 31993 0 UNIVERSAL INSURANCE HLDGS INC USD0.01 COMMON STOCK 91359V107 1116 158328 SH SOLE 28,33,64 0 158328 0 UNIVERSAL TRUCKLOAD SERVICES INC NPV COMMON STOCK 91388P105 330 12366 SH SOLE 8,28,33 0 12366 0 UNUM GROUP COM COMMON STOCK 91529Y106 8373 275073 SH SOLE 23,28,37 0 275073 0 UNWIRED PLANET INC USD0.001 COMMON STOCK 91531F103 120 69600 SH SOLE 28 0 69600 0 UR ENERGY INC COM NPV COMMON STOCK 91688R108 112 96955 SH SOLE 28 0 96955 0 US ECOLOGY INC USD0.01 COMMON STOCK 91732J102 442 14674 SH SOLE 28 0 14674 0 VOXX INTL CORP USD0.01 A COMMON STOCK 91829F104 1841 134366 SH SOLE 28,30,33 0 134366 0 VAALCO ENERGY USD0.10 COMMON STOCK 91851C201 561 100576 SH SOLE 8,28 0 100576 0 VAIL RESORTS INC USD0.01 COMMON STOCK 91879Q109 2134 30758 SH SOLE 28,33 0 30758 0 VALEANT PHARMACEUTICALS INTERNATIONAL INC COMMON STOCK 91911K102 5310 50900 SH SOLE 63 0 50900 0 VALERO ENERGY CORP(NEW) USD0.01 COMMON STOCK 91913Y100 11823 346208 SH SOLE 28,35,58 0 346208 0 VALUECLICK INC USD0.001 COMMON STOCK 92046N102 3753 179981 SH SOLE 28 0 179981 0 VALUEVISION MEDIA INC. CLASS A COMMON STOCK 92047K107 167 38391 SH SOLE 28,33 0 38391 0 VANTAGESOUTH BANCSHARES INC USD1 COMMON STOCK 92209W105 50 9373 SH SOLE 28 0 9373 0 VANTIV INC USD0.00001 A COMMON STOCK 92210H105 10291 368316 SH SOLE 38 0 368316 0 VARIAN MEDICAL SYSTEMS INC USD1 COMMON STOCK 92220P105 34087 456138 SH SOLE 23,28,65 0 456138 0 VASCO DATA SECURITY INTERNATIONAL USD0.001 COMMON STOCK 92230Y104 180 22788 SH SOLE 28 0 22788 0 VASCULAR SOLUTIONS INC USD0.01 COMMON STOCK 92231M109 885 52679 SH SOLE 28,37 0 52679 0 VECTREN CORP COM NPV COMMON STOCK 92240G101 6996 209766 SH SOLE 25,28 0 209766 0 VECTOR GROUP USD0.1 COMMON STOCK 92240M108 811 50383 SH SOLE 28 0 50383 0 VERA BRADLEY INC NPV COMMON STOCK 92335C106 355 17246 SH SOLE 28 0 17246 0 VERASTEM INC USD0.0001 COMMON STOCK 92337C104 170 13668 SH SOLE 28 0 13668 0 VERENIUM CORP USD0.001 COMMON STOCK 92340P209 1 236 SH SOLE 33 0 236 0 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 4270 186811 SH SOLE 28 0 186811 0 VERIZON COMMUNICATIONS INC USD0.10 COMMON STOCK 92343V104 64680 1386200 SH SOLE 28,41,58,61,63 0 1386200 0 VERINT SYSTEMS INC USD0.001 COMMON STOCK 92343X100 1552 41882 SH SOLE 28 0 41882 0 VERISK ANALYTICS INC NPV COMMON STOCK 92345Y106 14009 215655 SH SOLE 11,38 0 215655 0 VERTEX PHARMACEUTICAL USD0.01 COMMON STOCK 92532F100 22277 293816 SH SOLE 11,28,37,51,61,64 0 293816 0 VIAD CORP COM STOCK USD1.5 COMMON STOCK 92552R406 1434 57474 SH SOLE 8,28,33 0 57474 0 VIASAT INC USD0.01 COMMON STOCK 92552V100 2005 31452 SH SOLE 28 0 31452 0 VIASYSTEMS GROUP, INC. COMMON STOCK 92553H803 106 7339 SH SOLE 28,33 0 7339 0 VIACOM INC NEW CLASS'B' NON-VTG COM USD0.001 COMMON STOCK 92553P201 69363 829895 SH SOLE 23,28,41,51,54,59,61 0 829895 0 VIEWPOINT FINL GP INC MD USD0.01 COMMON STOCK 92672A101 3800 183830 SH SOLE 11,25,28,33 0 183830 0 VIRGINIA COMMERCE BANCORP USD0.01 COMMON STOCK 92778Q109 759 48861 SH SOLE 8,28,33 0 48861 0 VIRNETX HLDGS CORP USD0.01 COMMON STOCK 92823T108 685 33559 SH SOLE 28 0 33559 0 VISA INC USD0.0001 'A' COMMON STOCK 92826C839 72414 378931 SH SOLE 28,50,53,58,63 0 378931 0 VIRTUSA CORP USD0.01 COMMON STOCK 92827P102 536 18460 SH SOLE 28,33 0 18460 0 VIRTUS INVESTMENT PARTNERS INC USD0.01 COMMON STOCK 92828Q109 1867 11479 SH SOLE 28,47 0 11479 0 VISHAY PRECISION GROUP INC USD0.10 COMMON STOCK 92835K103 176 12086 SH SOLE 28,33 0 12086 0 VISTEON CORP USD0.01 WI COMMON STOCK 92839U206 3238 42804 SH SOLE 43 0 42804 0 VITACOST.COM INC NPV COMMON STOCK 92847A200 148 17418 SH SOLE 28 0 17418 0 VOCERA COMMUNICATIONS INC USD0.0003 COMMON STOCK 92857F107 1108 59545 SH SOLE 28,56 0 59545 0 VOCUS INC USD0.01 COMMON STOCK 92858J108 198 21319 SH SOLE 8,28 0 21319 0 VONAGE HOLDINGS CORP USD0.001 COMMON STOCK 92886T201 809 257656 SH SOLE 8,28,33 0 257656 0 VRINGO INC USD0.01 COMMON STOCK 92911N104 154 53592 SH SOLE 28 0 53592 0 W & T OFFSHORE INC USD0.00001 COMMON STOCK 92922P106 1512 85317 SH SOLE 8,28 0 85317 0 WCI COMMUNITIES INC USD0.01 COMMON STOCK 92923C807 178 10312 SH SOLE 8,28 0 10312 0 WGL HLDGS INC USD1 COMMON STOCK 92924F106 6843 160215 SH SOLE 8,28 0 160215 0 WABCO HOLDINGS INC USD0.01 COMMON STOCK 92927K102 457 5419 SH SOLE 23 0 5419 0 WALKER & DUNLOP INC USD0.01 COMMON STOCK 93148P102 252 15837 SH SOLE 28,33 0 15837 0 WALTER ENERGY INC USD0.01 COMMON STOCK 93317Q105 698 49779 SH SOLE 28 0 49779 0 WALTER INVESTMENT MANAGEMENT CORP USD0.01 COMMON STOCK 93317W102 1540 38944 SH SOLE 28,37 0 38944 0 WARREN RESOURCES INC USD0.001 COMMON STOCK 93564A100 1149 392130 SH SOLE 28,33,64 0 392130 0 WASTE MANAGEMENT INC USD0.01 COMMON STOCK 94106L109 11103 269217 SH SOLE 23,28 0 269217 0 WEB.COM GROUP INC COMMON STOCK 94733A104 6139 189839 SH SOLE 28,30,47 0 189839 0 WEBMD HEALTH CORP USD0.01 COMMON STOCK 94770V102 2080 72721 SH SOLE 8,28 0 72721 0 WELLCARE HEALTH PLANS INC USD0.01 COMMON STOCK 94946T106 12931 185412 SH SOLE 25,28,37,47 0 185412 0 WELLPOINT INC COM STK USD0.01 COMMON STOCK 94973V107 25853 309212 SH SOLE 23,28,41,58,59 0 309212 0 WENDY'S COMPANY(THE) USD0.10 A COMMON STOCK 95058W100 4575 539495 SH SOLE 28,33 0 539495 0 WESCO INTERNATIONAL INC USD0.01 COMMON STOCK 95082P105 8349 109100 SH SOLE 37 0 109100 0 WEST BANCORPORATION NPV COMMON STOCK 95123P106 564 40846 SH SOLE 8,28,33 0 40846 0 WESTAR ENERGY INC COM USD5 COMMON STOCK 95709T100 24433 797162 SH SOLE 8,23,25,28,35 0 797162 0 WESTFIELD FINANCIAL INC USD0.01 COMMON STOCK 96008P104 146 20642 SH SOLE 28,33 0 20642 0 WEX INC USD0.01 COMMON STOCK 96208T104 9612 109542 SH SOLE 28,37 0 109542 0 WHITEHORSE FIN LLC USD0.001 COMMON STOCK 96524V106 81 5389 SH SOLE 28 0 5389 0 WILSHIRE STATE BAN COM NPV COMMON STOCK 97186T108 2331 284924 SH SOLE 8,28,33,61 0 284924 0 WINDSTREAM HOLDINGS INC USD0.0001 COMMON STOCK 97382A101 8468 1058493 SH SOLE 28,35 0 1058493 0 WINTRUST FINANCIAL CORP NPV COMMON STOCK 97650W108 2202 53614 SH SOLE 28,33,37 0 53614 0 WISDOMTREE INVTS INC COMMON STOCK 97717P104 927 79870 SH SOLE 28 0 79870 0 WORKDAY INC USD0.001 COMMON STOCK 98138H101 1416 17500 SH SOLE 53,64 0 17500 0 WORLD WRESTLING ENTERTAINMENT INC. COMMON STOCK 98156Q108 233 22919 SH SOLE 28 0 22919 0 WPX ENERGY INC USD1 COMMON STOCK 98212B103 4493 233261 SH SOLE 28,33,61 0 233261 0 WRIGHT MEDICAL GROUP INC USD0.01 COMMON STOCK 98235T107 9498 364201 SH SOLE 11,25,28,33,38 0 364201 0 WYNDHAM WORLDWIDE USD0.01 COMMON STOCK 98310W108 8837 144934 SH SOLE 28,37 0 144934 0 XCEL ENERGY INC USD2.5 COMMON STOCK 98389B100 28788 1042669 SH SOLE 23,28,35,37,43 0 1042669 0 XENOPORT INC USD1 COMMON STOCK 98411C100 1447 254696 SH SOLE 8,28,61 0 254696 0 XERIUM TECHNOLOGIES INC USD0.001 COMMON STOCK 98416J118 526 45346 SH SOLE 28,61 0 45346 0 XOMA CORP USD0.0005 COMMON STOCK 98419J107 337 75209 SH SOLE 28,64 0 75209 0 XYLEM INC USD0.01 COMMON STOCK 98419M100 4297 153843 SH SOLE 23,28 0 153843 0 XOOM CORP USD0.0001 COMMON STOCK 98419Q101 650 20420 SH SOLE 8,28,47 0 20420 0 YUME INC USD0.001 COMMON STOCK 98872B104 15 1410 SH SOLE 28 0 1410 0 ZAGG INC USD0.001 COMMON STOCK 98884U108 365 81072 SH SOLE 8,28 0 81072 0 ZAIS FINANCIAL CORP USD0.0001 COMMON STOCK 98886K108 80 4636 SH SOLE 28 0 4636 0 ZAZA ENERGY CORP USD0.01 COMMON STOCK 98919T100 35 30641 SH SOLE 28 0 30641 0 ZELTIQ AESTHETICS INC USD0.001 COMMON STOCK 98933Q108 128 14154 SH SOLE 28 0 14154 0 ZEP INC USD0.01 COMMON STOCK 98944B108 689 42401 SH SOLE 8,28 0 42401 0 ZILLOW INC USD0.0001 COMMON STOCK 98954A107 6967 82574 SH SOLE 28,38,47 0 82574 0 ZIMMER HOLDINGS INC USD0.01 COMMON STOCK 98956P102 17670 215125 SH SOLE 23,28,35,43 0 215125 0 ZIOPHARM ONCOLOGY INC NPV COMMON STOCK 98973P101 210 53117 SH SOLE 28 0 53117 0 ZIX CORPORATION COMMON STOCK 98974P100 242 49399 SH SOLE 28 0 49399 0 ZIPREALTY INC USD0.001 COMMON STOCK 98974V107 10 1900 SH SOLE 33 0 1900 0 ZOLTEK COS INC USD0.01 COMMON STOCK 98975W104 507 30391 SH SOLE 28,33 0 30391 0 ZOGENIX INC USD0.001 COMMON STOCK 98978L105 105 56492 SH SOLE 28 0 56492 0 ZOETIS INC USD0.01 COMMON STOCK 98978V103 14522 466635 SH SOLE 23,28,50,59 0 466635 0 ZYNGA INC USD0.00000625 COMMON STOCK 98986T108 309 83970 SH SOLE 33 0 83970 0 DEUTSCHE BANK AG ORD NPV(REGD) COMMON STOCK D18190898 9 196 SH SOLE 33 0 196 0 AIRCASTLE NPV COMMON STOCK G0129K104 2185 125498 SH SOLE 8,28,33,64 0 125498 0 ALKERMES PLC COMMON STOCK USD 0.01 COMMON STOCK G01767105 7394 219936 SH SOLE 25,37,38,61,64 0 219936 0 AMDOCS ORD GBP0.01 COMMON STOCK G02602103 27917 761935 SH SOLE 35,43,61,63,64 0 761935 0 AMBARELLA INC USD0.00045 COMMON STOCK G037AX101 1922 98450 SH SOLE 28,30 0 98450 0 AON PLC USD0.01 A COMMON STOCK G0408V102 8564 115040 SH SOLE 23,28 0 115040 0 ARCH CAPITAL GROUP LTD COM STK USD0.01 COMMON STOCK G0450A105 311 5750 SH SOLE 61 0 5750 0 ARGO GROUP INTL HLDGS USD0.01 COMMON STOCK G0464B107 1073 25019 SH SOLE 28,33 0 25019 0 APCO OIL & GAS INTL INC USD0.01 COMMON STOCK G0471F109 101 7102 SH SOLE 28 0 7102 0 ASPEN INSURANCE HLDGS USD0.15144558 COMMON STOCK G05384105 5295 145921 SH SOLE 8,28,33 0 145921 0 ASSURED GUARANTY LTD USD0.01 COMMON STOCK G0585R106 4861 259265 SH SOLE 8,33,35 0 259265 0 AXIS CAPITAL HLDGS USD0.0125 COMMON STOCK G0692U109 7691 177571 SH SOLE 43 0 177571 0 ENERGY XXI(BERMUDA) USD0.005 COMMON STOCK G10082140 7436 246224 SH SOLE 8,28,35,37 0 246224 0 ACCENTURE PLC CLS'A'USD0.0000225 COMMON STOCK G1151C101 27096 367949 SH SOLE 28,54,58,61,64 0 367949 0 BUNGE LTD USD0.01 COMMON STOCK G16962105 5428 71500 SH SOLE 37 0 71500 0 CENTRAL EUROPEAN MEDIA ENTERPRISES COM STK USD0.08 COMMON STOCK G20045202 429 81326 SH SOLE 28,33 0 81326 0 CONSOLIDATED WATER CO LTD USD0.6 COMMON STOCK G23773107 296 19780 SH SOLE 8,28,33 0 19780 0 CREDICORP USD5 COMMON STOCK G2519Y108 1145 8910 SH SOLE 51 0 8910 0 COVIDIEN PLC USD0.20 COMMON STOCK G2554F113 16562 271768 SH SOLE 11,28,54,61 0 271768 0 DELPHI AUTOMOTIVE PLC ORD USD0.01 COMMON STOCK G27823106 29367 502694 SH SOLE 28,51,58 0 502694 0 EATON CORP PLC NPV COMMON STOCK G29183103 52835 767510 SH SOLE 28,37,43,51,53,58,63 0 767510 0 ENDURANCE SPECIALTY HLDGS LTD USD1 COMMON STOCK G30397106 653 12149 SH SOLE 33 0 12149 0 ENSTAR GROUP LIMITED SHS COMMON STOCK G3075P101 1167 8542 SH SOLE 28,33 0 8542 0 ENSCO PLC SHS CLASS A COMMON STOCK G3157S106 8770 163172 SH SOLE 28,43,61 0 163172 0 EVEREST RE GROUP USD0.01 COMMON STOCK G3223R108 33999 233817 SH SOLE 28,35,43,58 0 233817 0 FABRINET USD0.01 COMMON STOCK G3323L100 415 24640 SH SOLE 28,33 0 24640 0 FLEETMATICS GROUP PLC EUR0.015 COMMON STOCK G35569105 6595 175640 SH SOLE 28,37,38,47 0 175640 0 FRESH DEL MONTE PRODUCE NV USD0.01 COMMON STOCK G36738105 1334 44957 SH SOLE 28,33 0 44957 0 FRONTLINE LTD COM STK USD1.00 COMMON STOCK G3682E127 110 41352 SH SOLE 28 0 41352 0 FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 537 32250 SH SOLE 23 0 32250 0 GASLOG LTD USD0.01 COMMON STOCK G37585109 305 20441 SH SOLE 28 0 20441 0 GLOBAL SOURCES USD0.01 COMMON STOCK G39300101 110 14862 SH SOLE 28 0 14862 0 GLOBAL INDEMNITY PLC USD0.0001 COMMON STOCK G39319101 221 8683 SH SOLE 28,33 0 8683 0 GREENLIGHT CAPITAL RE LTD USD0.10 A COMMON STOCK G4095J109 693 24374 SH SOLE 28,33 0 24374 0 HELEN OF TROY USD0.10 COMMON STOCK G4388N106 4883 110483 SH SOLE 8,28,33 0 110483 0 HOLLYSYS AUTOMATION TECHNOLOGIES LTD COMMON STOCK G45667105 967 64700 SH SOLE 54 0 64700 0 ICON PLC ORD EUR0.06 COMMON STOCK G4705A100 7403 180860 SH SOLE 11,47 0 180860 0 INGERSOLL-RAND PLC USD1 COMMON STOCK G47791101 34479 530932 SH SOLE 28,41,54,61 0 530932 0 INVESCO LTD USD0.20 COMMON STOCK G491BT108 15602 489101 SH SOLE 28,43,51 0 489101 0 JAZZ PHARMACEUTICALS PLC USD0.0001 COMMON STOCK G50871105 4648 50536 SH SOLE 11,47 0 50536 0 LAZARD LTD USD0.01 A COMMON STOCK G54050102 10900 302620 SH SOLE 11,43,61 0 302620 0 LIBERTY GLOBAL PLC USD0.01 A COMMON STOCK G5480U104 5332 67200 SH SOLE 50 0 67200 0 LUXOFT HLDG INC NPV A COMMON STOCK G57279104 35 1322 SH SOLE 28 0 1322 0 MAIDEN HLDGS LTD USD0.01 COMMON STOCK G5753U112 2888 244574 SH SOLE 8,28,30,33 0 244574 0 MALLINCKRODT PLC USD0.20 COMMON STOCK G5785G107 8292 188081 SH SOLE 23,28 0 188081 0 MARVELL TECH GROUP COM NPV COMMON STOCK G5876H105 1180 102605 SH SOLE 23,64 0 102605 0 MICHAEL KORS HLDGS LTD NPV COMMON STOCK G60754101 31019 416250 SH SOLE 11,50,51,53,58 0 416250 0 MONTPELIER RE HOLDINGS USD0.0016 COMMON STOCK G62185106 1073 41178 SH SOLE 28,33 0 41178 0 ALPHA & OMEGA SEMICONDUCTOR LTD USD0.002 COMMON STOCK G6331P104 740 87932 SH SOLE 8,28,33 0 87932 0 NABORS INDUSTRIES USD0.001 COMMON STOCK G6359F103 4036 251299 SH SOLE 28,33,35 0 251299 0 NORDIC AMERICAN TANKERS LTD USD0.01 COMMON STOCK G65773106 439 53232 SH SOLE 28,33 0 53232 0 HOME LOAN SERVICING SOLUTIONS LTD USD0.01 COMMON STOCK G6648D109 4063 184614 SH SOLE 11,28,64 0 184614 0 ONEBEACON INSURANCE GROUP LTD USD0.01 A COMMON STOCK G67742109 697 47251 SH SOLE 28,33,61 0 47251 0 ORIENT EXPRESS HOTELS LTD USD0.01 COMMON STOCK G67743107 1185 91320 SH SOLE 28,33 0 91320 0 PARTNERRE USD1 COMMON STOCK G6852T105 5205 56859 SH SOLE 30,43,63 0 56859 0 PLATINUM UNDERWRITERS HLDGS LTD SHS COMMON STOCK G7127P100 1856 31066 SH SOLE 28,33 0 31066 0 PROTHENA CORP PLC USD0.01 COMMON STOCK G72800108 190 9411 SH SOLE 28 0 9411 0 ROWAN COMPANIES PLC SHS CL A COMMON STOCK G7665A101 1796 48904 SH SOLE 28,33 0 48904 0 SEAGATE TECHNOLOGY PLC USD0.00001 COMMON STOCK G7945M107 10647 243417 SH SOLE 23,28,63,64 0 243417 0 SHIP FINANCE INTERNATIONAL USD1 COMMON STOCK G81075106 833 54526 SH SOLE 28,33 0 54526 0 SIGNET JEWELERS LTD USD0.18 COMMON STOCK G81276100 17337 241963 SH SOLE 28,61 0 241963 0 SINA CORP USD0.133 COMMON STOCK G81477104 1289 15880 SH SOLE 23 0 15880 0 UTI WORLDWIDE INC ORD NPV COMMON STOCK G87210103 3562 235737 SH SOLE 28,33 0 235737 0 TEXTAINER GROUP HLDGS LTD USD0.01 COMMON STOCK G8766E109 645 17035 SH SOLE 28 0 17035 0 THIRD POINT REINSURANCE LTD USD0.1 COMMON STOCK G8827U100 110 7624 SH SOLE 28 0 7624 0 TOWER GROUP INTL LTD USD1 COMMON STOCK G8988C105 440 62799 SH SOLE 8,28,33 0 62799 0 UTSTARCOM HLDGS CORP USD0.00125 COMMON STOCK G9310A114 5 1801 SH SOLE 33 0 1801 0 VALIDUS HOLDING LTD USD0.175 COMMON STOCK G9319H102 13052 352945 SH SOLE 25,30,33,43,58 0 352945 0 VANTAGE DRILLING COM STK USD0.001 COMMON STOCK G93205113 276 159583 SH SOLE 28 0 159583 0 WARNER CHILCOTT PLC COMMON STOCK EUR 0.01 COMMON STOCK G94368100 137 6000 SH SOLE 64 0 6000 0 WILLIS GROUP HLDGS PLC ORD SHS USD0.000115 COMMON STOCK G96666105 1545 35656 SH SOLE 35 0 35656 0 XYRATEX LTD USD0.01 COMMON STOCK G98268108 81 7313 SH SOLE 33 0 7313 0 XL GROUP PLC ORD USD0.01 COMMON STOCK G98290102 12195 395699 SH SOLE 28,43 0 395699 0 ACE LIMITED CHF30.57 COMMON STOCK H0023R105 19550 208959 SH SOLE 23,28,61,63 0 208959 0 ALLIED WORLD ASSURANCE COMPANYHOLDINGS AG COMMON STOCK H01531104 13859 139437 SH SOLE 30,33,61,64 0 139437 0 WEATHERFORD INTERNATIONAL LTD CHF1.16 COMMON STOCK H27013103 5626 367010 SH SOLE 41 0 367010 0 GARMIN LTD CHF0.01 COMMON STOCK H2906T109 1902 42086 SH SOLE 28 0 42086 0 NOBLE CORPORATION CHF3.28 COMMON STOCK H5833N103 6514 172461 SH SOLE 28,41,43 0 172461 0 PENTAIR LTD COMMON STOCK USD 0.167 COMMON STOCK H6169Q108 6497 100043 SH SOLE 28,53 0 100043 0 TE CONNECTIVITY LTD CHF0.97 COMMON STOCK H84989104 11860 229040 SH SOLE 23,28,53,64 0 229040 0 TYCO INTERNATIONAL LTD USD0.80 COMMON STOCK H89128104 19976 571077 SH SOLE 23,28,61 0 571077 0 UBS AG CHF0.10 COMMON STOCK H89231338 6610 322105 SH SOLE 46,61 0 322105 0 ALTISOURCE PORTFOLIO SOLUTIONS SA USD1 COMMON STOCK L0175J104 1918 13700 SH SOLE 11 0 13700 0 PACIFIC DRILLING SA NPV REG S COMMON STOCK L7257P106 41 3700 SH SOLE 33 0 3700 0 CAESARSTONE SDOT YAM LTD NPV COMMON STOCK M20598104 2846 62307 SH SOLE 30,47 0 62307 0 CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS1 COMMON STOCK M22465104 5181 91600 SH SOLE 54,63,64 0 91600 0 MELLANOX TECHNOLOGIES LTD ILS0.0175 COMMON STOCK M51363113 1027 27060 SH SOLE 23 0 27060 0 MAGICJACK VOCALTEC LTD ILS0.65 COMMON STOCK M6787E101 191 14836 SH SOLE 28 0 14836 0 STRATASYS LTD USD0 COMMON STOCK M85548101 9830 97080 SH SOLE 38,47 0 97080 0 AVG TECHNOLOGIES NV EUR0.01 COMMON STOCK N07831105 2280 95234 SH SOLE 28,30 0 95234 0 CNH GLOBAL NV COMMON STOCK EUR 2.25 COMMON STOCK N20935206 3105 64900 SH SOLE 61 0 64900 0 CONSTELLIUM NV EUR0.02 A COMMON STOCK N22035104 1637 84398 SH SOLE 30 0 84398 0 CORE LABORATORIES NV EUR0.02 COMMON STOCK N22717107 3821 22579 SH SOLE 11,23 0 22579 0 FRANKS INTL NV EUR0.01 COMMON STOCK N33462107 1497 50000 SH SOLE 11 0 50000 0 LYONDELLBASELL INDUSTRIES NV USD0.01 A COMMON STOCK N53745100 33223 453684 SH SOLE 23,28,51,54,58 0 453684 0 NIELSEN HLDGS NV EUR0.07 COMMON STOCK N63218106 9606 263533 SH SOLE 11,28 0 263533 0 NXP SEMICONDUCTORS NV EUR0.20 COMMON STOCK N6596X109 5909 158800 SH SOLE 50,64 0 158800 0 ORTHOFIX INTL NV USD0.10 COMMON STOCK N6748L102 330 15812 SH SOLE 28,33 0 15812 0 SAPIENS INTERNATIONAL CORP NV EUR0.01 COMMON STOCK N7716A151 82 13535 SH SOLE 28 0 13535 0 TORNIER NV EUR0.03 COMMON STOCK N87237108 400 20695 SH SOLE 28 0 20695 0 VISTAPRINT NV EUR0.01 COMMON STOCK N93540107 1467 25960 SH SOLE 28 0 25960 0 YANDEX NV USD0.01 A COMMON STOCK N97284108 3734 102520 SH SOLE 51 0 102520 0 COPA HOLDINGS SA NPV CLASS 'A' COMMON STOCK P31076105 11718 84505 SH SOLE 38,58 0 84505 0 STEINER LEISURE USD0.01 COMMON STOCK P8744Y102 1954 33448 SH SOLE 28,30 0 33448 0 ULTRAPETROL (BAHAMAS) LTD USD0.01 COMMON STOCK P94398107 96 25662 SH SOLE 28,33 0 25662 0 PLANET PAYMENT INC USD0.01 (UNRESTRICTED) COMMON STOCK U72603118 85 33625 SH SOLE 28 0 33625 0 ROYAL CARIBBEAN CRUISES USD0.01 COMMON STOCK V7780T103 6957 181728 SH SOLE 43,54,58 0 181728 0 AEGEAN MARINE PETROLEUM NETWORK INC USD0.01 COMMON STOCK Y0017S102 1581 133343 SH SOLE 30 0 133343 0 AVAGO TECHNOLOGIES LTD NPV COMMON STOCK Y0486S104 30229 701040 SH SOLE 11,23,37,41,51,53,64 0 701040 0 BALTIC TRADING LTD USD0.01 COMMON STOCK Y0553W103 32 6604 SH SOLE 33 0 6604 0 DHT HLDGS INC USD0.01 COMMON STOCK Y2065G121 5 1056 SH SOLE 33 0 1056 0 EAGLE BULK SHIPPING INC USD0.01 COMMON STOCK Y2187A119 10 1450 SH SOLE 33 0 1450 0 GENCO SHIPPING & TRADING LIMITED COM STK USD0.01 COMMON STOCK Y2685T107 36 9151 SH SOLE 33 0 9151 0 SCORPIO TANKERS INC USD0.01 COMMON STOCK Y7542C106 2686 275174 SH SOLE 28,30 0 275174 0 TEEKAY CORP NPV COMMON STOCK Y8564W103 305 7140 SH SOLE 33 0 7140 0 TEEKAY TANKERS LTD USD0.01 COMMON STOCK Y8565N102 131 50017 SH SOLE 28 0 50017 0 AG MORTGAGE INVESTMENT TRUST INC USD0.01 EQUITIES - REIT 001228105 380 22871 SH SOLE 28 0 22871 0 ACADIA REALTY TRUST SHS BEN INT USD0.001 EQUITIES - REIT 004239109 1406 56958 SH SOLE 8,28,34 0 56958 0 AGREE REALTY CORP USD0.0001 EQUITIES - REIT 008492100 323 10702 SH SOLE 28 0 10702 0 ALEXANDER'S INC USD1 EQUITIES - REIT 014752109 484 1693 SH SOLE 28 0 1693 0 ALEXANDRIA REAL ESTATE EQUITIES INC USD0.01 EQUITIES - REIT 015271109 8396 131495 SH SOLE 28,34 0 131495 0 AMERICAN ASSETS TRUST INC USD0.01 EQUITIES - REIT 024013104 1923 63030 SH SOLE 28,30 0 63030 0 AMERICAN CAMPUS COMMUNITIES INC USD0.01 EQUITIES - REIT 024835100 8016 234715 SH SOLE 8,23,28,34 0 234715 0 ANNALY CAPITAL MANAGEMENT INC USD0.01 A EQUITIES - REIT 035710409 14885 1285413 SH SOLE 23,35,63 0 1285413 0 ANWORTH MORTGAGE ASSET CORP USD0.01 EQUITIES - REIT 037347101 2669 552511 SH SOLE 8,28,61 0 552511 0 ARMOUR RESIDENTIAL REIT INC USD0.0001 EQUITIES - REIT 042315101 1260 300015 SH SOLE 28 0 300015 0 ASHFORD HOSPITALITY TRUST INC USD0.01 EQUITIES - REIT 044103109 2248 182142 SH SOLE 8,28,34 0 182142 0 ASSOCIATED ESTATES REALTY CORP COM NPV EQUITIES - REIT 045604105 746 50008 SH SOLE 28,34 0 50008 0 AVALONBAY COMMUNITIES INC USD0.01 EQUITIES - REIT 053484101 31661 249126 SH SOLE 28,34,37,60 0 249126 0 BOSTON PROPERTIES INC USD0.01 EQUITIES - REIT 101121101 15254 142690 SH SOLE 23,28,34,37 0 142690 0 BRANDYWINE REALTY TRUST SHS BEN INT USD0.01 EQUITIES - REIT 105368203 333 25270 SH SOLE 34 0 25270 0 CBL & ASSOCIATES PROPERTIES INC USD0.01 EQUITIES - REIT 124830100 1067 55862 SH SOLE 34,61 0 55862 0 CAMDEN PROPERTY TRUST SBI USD0.01 EQUITIES - REIT 133131102 17342 282259 SH SOLE 28,34,60 0 282259 0 CAPLEASE INC USD0.01 EQUITIES - REIT 140288101 1570 184891 SH SOLE 8,28 0 184891 0 CEDAR REALTY TRUST INC EQUITIES - REIT 150602209 1013 195540 SH SOLE 8,28,34 0 195540 0 CHAMBERS STREET PROPERTIES SBI USD0.01 EQUITIES - REIT 157842105 1656 188581 SH SOLE 28 0 188581 0 CHESAPEAKE LODGING TRUST SBI USD0.01 EQUITIES - REIT 165240102 1816 77142 SH SOLE 8,28 0 77142 0 COLONIAL PROPERTIES TRUST REIT EUR 0.01 EQUITIES - REIT 195872106 2167 96339 SH SOLE 28,34,37 0 96339 0 COMMONWEALTH REIT SHS OF BNF INT USD0.01 EQUITIES - REIT 203233101 200 9108 SH SOLE 34 0 9108 0 COUSINS PROPERTIES INC USD1 EQUITIES - REIT 222795106 3774 366771 SH SOLE 8,28,34 0 366771 0 CUBESMART USD0.01 EQUITIES - REIT 229663109 2094 117351 SH SOLE 28,34 0 117351 0 DCT INDUSTRIAL TRUST INC USD0.01 EQUITIES - REIT 233153105 4317 600414 SH SOLE 8,28,34,61 0 600414 0 DIAMONDROCK HOSPIT COM USD0.01 EQUITIES - REIT 252784301 10275 962953 SH SOLE 8,28,34,60 0 962953 0 DIGITAL REALTY TRUST INC USD0.01 EQUITIES - REIT 253868103 723 13619 SH SOLE 34 0 13619 0 DUKE REALTY CORP USD0.01 EQUITIES - REIT 264411505 9212 596648 SH SOLE 28,34 0 596648 0 EASTGROUP PROPERTIES INC USD0.0001 EQUITIES - REIT 277276101 1863 31461 SH SOLE 8,28,34 0 31461 0 ELLINGTON RESIDENTIAL MORTGAGE REIT SBI USD0.01 EQUITIES - REIT 288578107 81 5245 SH SOLE 28 0 5245 0 EQUITY ONE INC USD0.01 EQUITIES - REIT 294752100 3614 165345 SH SOLE 28,34 0 165345 0 ESSEX PROPERTY TRUST INC USD0.0001 EQUITIES - REIT 297178105 20980 142046 SH SOLE 28,34,60 0 142046 0 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV EQUITIES - REIT 313747206 17061 168170 SH SOLE 23,28,34,58 0 168170 0 GENERAL GROWTH PROPERTIES INC USD0.01 EQUITIES - REIT 370023103 7343 380663 SH SOLE 34,43,61 0 380663 0 GETTY REALTY CORP USD0.10 EQUITIES - REIT 374297109 624 32134 SH SOLE 8,28 0 32134 0 GLADSTONE COMMERICAL CORP US0.001 EQUITIES - REIT 376536108 203 11328 SH SOLE 28 0 11328 0 GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST EQUITIES - REIT 379302102 1781 182702 SH SOLE 28,34,37 0 182702 0 HEALTHCARE REALTY TRUST INC USD0.01 EQUITIES - REIT 421946104 2495 107944 SH SOLE 28,34,61 0 107944 0 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST EQUITIES - REIT 427825104 3604 644635 SH SOLE 8,28,34 0 644635 0 HIGHWOODS PROPERTIES INC USD0.01 EQUITIES - REIT 431284108 25098 710780 SH SOLE 28,34,60 0 710780 0 HOME PROPERTIES INC USD0.01 EQUITIES - REIT 437306103 6470 112040 SH SOLE 8,28,34,63 0 112040 0 HUDSON PACIFIC PROPERTIES INC USD0.01 EQUITIES - REIT 444097109 674 34655 SH SOLE 28 0 34655 0 INLAND REAL ESTATE CORP USD0.01 EQUITIES - REIT 457461200 737 72031 SH SOLE 28,34 0 72031 0 INVESTORS REAL EST SBI NPV EQUITIES - REIT 461730103 670 81215 SH SOLE 28 0 81215 0 LTC PROPERTIES INC USD0.01 EQUITIES - REIT 502175102 2296 60465 SH SOLE 8,28,34 0 60465 0 LASALLE HOTEL PROPERTIES USD0.01 EQUITIES - REIT 517942108 2802 98257 SH SOLE 8,28,34 0 98257 0 LEXINGTON REALTY TRUST COM STK USD0.0001 EQUITIES - REIT 529043101 1393 124060 SH SOLE 28 0 124060 0 LIBERTY PROPERTY TRUST USD0.001 EQUITIES - REIT 531172104 22748 638979 SH SOLE 28,34,60 0 638979 0 MPG OFFICE TRUST INC REIT EUR 0.01 EQUITIES - REIT 553274101 144 45922 SH SOLE 28 0 45922 0 MACERICH CO USD0.01 EQUITIES - REIT 554382101 3930 69638 SH SOLE 28,34,63 0 69638 0 MACK CALI REALTY CORP USD0.01 EQUITIES - REIT 554489104 8080 368288 SH SOLE 28,34,60 0 368288 0 MONMOUTH REAL ESTATE INVT CORP USD0.01 EQUITIES - REIT 609720107 311 34297 SH SOLE 28 0 34297 0 NATIONAL RETAIL PPTYS INC COM EQUITIES - REIT 637417106 6593 207207 SH SOLE 28 0 207207 0 NEW YORK MORTGAGE TRUST INC USD0.01 EQUITIES - REIT 649604501 322 51535 SH SOLE 28 0 51535 0 OMEGA HEALTHCARE INVESTORS USD0.10 EQUITIES - REIT 681936100 7100 237694 SH SOLE 28,43 0 237694 0 ONE LIBERTY PROPERTIES USD1 EQUITIES - REIT 682406103 1560 76918 SH SOLE 28,30,64 0 76918 0 PENNSYLVANIA REAL ESTATE INV TRUST SHS BNF INT EQUITIES - REIT 709102107 7457 398760 SH SOLE 8,28,34,60,64 0 398760 0 PIEDMONT OFFICE REALTY TRUST INC CLS A USD0.01 EQUITIES - REIT 720190206 7297 420331 SH SOLE 23,30,34 0 420331 0 PLUM CREEK TIMBER CO INC NPV EQUITIES - REIT 729251108 2609 55720 SH SOLE 28 0 55720 0 POST PROPERTIES INC USD0.01 EQUITIES - REIT 737464107 882 19591 SH SOLE 34,61,64 0 19591 0 POTLATCH CORP USD1 EQUITIES - REIT 737630103 7543 190096 SH SOLE 8,28,61 0 190096 0 RAIT FINANCIAL TRUST USD0.03 EQUITIES - REIT 749227609 2557 361184 SH SOLE 8,28,30 0 361184 0 RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 EQUITIES - REIT 751452202 1622 105283 SH SOLE 8,28,34,37 0 105283 0 RAYONIER INC NPV EQUITIES - REIT 754907103 17334 311483 SH SOLE 28,43,63 0 311483 0 REALTY INCOME CORP USD1 EQUITIES - REIT 756109104 12906 324669 SH SOLE 28 0 324669 0 REDWOOD TRUST INC USD0.01 EQUITIES - REIT 758075402 4107 208559 SH SOLE 8,28 0 208559 0 REGENCY CENTERS CORP USD0.01 EQUITIES - REIT 758849103 8230 170218 SH SOLE 28,34 0 170218 0 ROUSE PROPERTIES INC USD0.01 EQUITIES - REIT 779287101 483 23459 SH SOLE 28,34 0 23459 0 SAUL CENTERS INC USD0.01 EQUITIES - REIT 804395101 292 6321 SH SOLE 28 0 6321 0 SIMON PROPERTY GROUP INC USD0.0001 EQUITIES - REIT 828806109 59967 404555 SH SOLE 28,34,58,60 0 404555 0 SUMMIT HOTEL PROPERTIES INC USD0.01 EQUITIES - REIT 866082100 2544 276869 SH SOLE 28,30 0 276869 0 SUN COMMUNITIES INC USD0.01 EQUITIES - REIT 866674104 1991 46705 SH SOLE 8,28,34 0 46705 0 SUNSTONE HOTEL INVESTORS INC USD0.01 EQUITIES - REIT 867892101 3398 266702 SH SOLE 28,34,37,61 0 266702 0 TANGER FACTORY OUTLET CENTERS USD0.01 EQUITIES - REIT 875465106 1695 51903 SH SOLE 25,34 0 51903 0 TAUBMAN CENTRES INC USD0.01 EQUITIES - REIT 876664103 7853 116662 SH SOLE 28,34 0 116662 0 THOMAS PROPERTIES GROUP INC USD0.01 EQUITIES - REIT 884453101 228 33975 SH SOLE 28,33 0 33975 0 UDR INC USD0.01 EQUITIES - REIT 902653104 10747 453453 SH SOLE 28,34 0 453453 0 UMH PROPERTIES INC USD0.10 EQUITIES - REIT 903002103 126 12700 SH SOLE 28 0 12700 0 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV EQUITIES - REIT 917286205 368 18531 SH SOLE 28 0 18531 0 VORNADO REALTY TRUST USD0.04 EQUITIES - REIT 929042109 15194 180754 SH SOLE 28,34,58,61 0 180754 0 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT EQUITIES - REIT 939653101 1522 60229 SH SOLE 28,34 0 60229 0 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 EQUITIES - REIT 948741103 6303 214888 SH SOLE 28,34,63 0 214888 0 WEYERHAEUSER CO USD1.25 EQUITIES - REIT 962166104 18484 645614 SH SOLE 28,37,60 0 645614 0 WHITESTONE REIT USD0.001 EQUITIES - REIT 966084204 205 13933 SH SOLE 28 0 13933 0 WINTHROP REALTY TRUST SHS BNF INT USD1 EQUITIES - REIT 976391300 971 87123 SH SOLE 8,28,64 0 87123 0 BRE PROPERTIES INC USD0.01 A EQUITIES - REIT 05564E106 15722 309726 SH SOLE 28,34,60 0 309726 0 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 EQUITIES - REIT 91359E105 481 11497 SH SOLE 28,34 0 11497 0 AMERICAN RESIDENTIAL PPTYS INC USD0.01 EQUITIES - REIT 02927E303 193 10973 SH SOLE 28 0 10973 0 ALTISOURCE RESIDENTIAL CORP USD0.01 B EQUITIES - REIT 02153W100 1015 44177 SH SOLE 28,37 0 44177 0 AMERICAN CAPITAL MTG INV CORP USD0.01 EQUITIES - REIT 02504A104 939 47532 SH SOLE 28 0 47532 0 AMERICAN REALTY CAPITAL PROPS INC USD0.01 EQUITIES - REIT 02917T104 1505 123325 SH SOLE 28 0 123325 0 AMERICAN TOWER CORPORATION EQUITIES - REIT 03027X100 30831 415899 SH SOLE 23,28,50,58,60,61 0 415899 0 AMREIT INC NEW USD0.01 EQUITIES - REIT 03216B208 275 15832 SH SOLE 28 0 15832 0 APARTMENT INVESTMENT & MANAGEMENT USD0.01 A EQUITIES - REIT 03748R101 1853 66329 SH SOLE 28,34 0 66329 0 APOLLO COMMERCIAL REAL EST FIN USD0.01 EQUITIES - REIT 03762U105 465 30444 SH SOLE 28 0 30444 0 APOLLO RESIDENTIAL MORTGAGE INC USD0.01 EQUITIES - REIT 03763V102 374 25605 SH SOLE 28 0 25605 0 ARES COMMERCIAL REAL ESTATE CORP USD0.01 EQUITIES - REIT 04013V108 213 17123 SH SOLE 28 0 17123 0 AVIV REIT INC MD USD0.01 EQUITIES - REIT 05381L101 212 9300 SH SOLE 28 0 9300 0 BIOMED REALTY TRUST INC USD0.01 EQUITIES - REIT 09063H107 6572 353508 SH SOLE 28,34 0 353508 0 CYS INVESTMENTS INC USD0.01 EQUITIES - REIT 12673A108 1701 209275 SH SOLE 8,28 0 209275 0 CAMPUS CREST COMMUNITIES INC USD0.01 EQUITIES - REIT 13466Y105 1555 143948 SH SOLE 28,30 0 143948 0 CAPSTEAD MTGE.CORP USD0.01 EQUITIES - REIT 14067E506 3953 335814 SH SOLE 8,28 0 335814 0 CHATHAM LODGING TRUST USD0.01 EQUITIES - REIT 16208T102 738 41317 SH SOLE 8,28 0 41317 0 CHIMERA INVESTMENT CORPORATION USD0.01 EQUITIES - REIT 16934Q109 565 185793 SH SOLE 63 0 185793 0 COLONY FINANCIAL INC USD0.01 EQUITIES - REIT 19624R106 2453 122772 SH SOLE 28,30 0 122772 0 CORESITE REALTY CORP USD0.01 EQUITIES - REIT 21870Q105 2848 83925 SH SOLE 8,28,37 0 83925 0 CORPORATE OFFICE PROPERTIES TRUST USD0.01 EQUITIES - REIT 22002T108 3778 163567 SH SOLE 28,34 0 163567 0 CORRECTIONS CORPORATIONS OF AMERICA COM USD0.01 EQUITIES - REIT 22025Y407 13343 386198 SH SOLE 23,28 0 386198 0 CYRUSONE INC USD0.01 EQUITIES - REIT 23283R100 289 15252 SH SOLE 28 0 15252 0 DDR CORP NPV EQUITIES - REIT 23317H102 2946 187545 SH SOLE 34,58 0 187545 0 DOUGLAS EMMETT INC USD0.01 EQUITIES - REIT 25960P109 8724 371715 SH SOLE 34,60 0 371715 0 DUPONT FABROS TECHNOLOGY USD1 EQUITIES - REIT 26613Q106 10420 404352 SH SOLE 28,34,60,64 0 404352 0 DYNEX CAPITAL INC USD0.01 EQUITIES - REIT 26817Q506 389 44412 SH SOLE 28 0 44412 0 EPR PROPERTIES SBI USD0.01 EQUITIES - REIT 26884U109 3635 74582 SH SOLE 8,28,30 0 74582 0 EDUCATION REALTY TRUST INC USD0.01 EQUITIES - REIT 28140H104 1748 192091 SH SOLE 28,30,34 0 192091 0 EQUITY LIFESTYLE PROPERTIES INC COM STK USD0.01 EQUITIES - REIT 29472R108 20317 594588 SH SOLE 34,37,43,60,61 0 594588 0 EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF EQUITIES - REIT 29476L107 35050 654277 SH SOLE 28,34,60 0 654277 0 EXCEL TRUST INC USD0.001 EQUITIES - REIT 30068C109 462 38472 SH SOLE 28 0 38472 0 EXTRA SPACE STORAGE INC USD0.01 EQUITIES - REIT 30225T102 10776 235538 SH SOLE 8,28,34,61 0 235538 0 FELCOR LODGINGS TRUST INC USD0.01 EQUITIES - REIT 31430F101 1171 190144 SH SOLE 8,28,34 0 190144 0 FIRST INDUSTRIAL REALTY TRUST USD0.01 EQUITIES - REIT 32054K103 5257 323109 SH SOLE 8,28,34,61 0 323109 0 FIRST POTOMAC REALTY TRUST SBI USD0.001 EQUITIES - REIT 33610F109 652 51860 SH SOLE 28,34 0 51860 0 FRANKLIN STREET PROPERTIES CORP/MA USD0.0001 EQUITIES - REIT 35471R106 1812 142228 SH SOLE 28,34,64 0 142228 0 GEO GROUP INC COM USD0.01 EQUITIES - REIT 36159R103 2596 78072 SH SOLE 8,28,33 0 78072 0 GOVERNMENT PROPERTIES INCOME USD0.01 EQUITIES - REIT 38376A103 1187 49618 SH SOLE 8,28 0 49618 0 GRAMERCY PROPERTY TRUST INC USD0.001 EQUITIES - REIT 38489R100 197 47497 SH SOLE 28 0 47497 0 HCP INC COM STK USD1 EQUITIES - REIT 40414L109 15538 379438 SH SOLE 28,34,60 0 379438 0 HATTERAS FINANCIAL CORP USD0.001 EQUITIES - REIT 41902R103 3553 189900 SH SOLE 37 0 189900 0 HEALTH CARE REIT INC USD1 EQUITIES - REIT 42217K106 8276 132671 SH SOLE 28,34 0 132671 0 HEALTHCARE TRUST OF AMERICA INC USD0.01 EQUITIES - REIT 42225P105 787 74800 SH SOLE 30 0 74800 0 HOSPITALITY PROPERTIES TRUST USD0.01 EQUITIES - REIT 44106M102 8544 301921 SH SOLE 28,34,43 0 301921 0 HOST HOTELS & RESORTS INC USD1 EQUITIES - REIT 44107P104 17335 981016 SH SOLE 28,34,60 0 981016 0 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT EQUITIES - REIT 45031U101 2663 221204 SH SOLE 28,30 0 221204 0 INVESCO MORTGAGE CAPITAL INC USD0.01 EQUITIES - REIT 46131B100 1727 112187 SH SOLE 28,61 0 112187 0 JAVELIN MTG INVT CORP USD0.001 EQUITIES - REIT 47200B104 130 11013 SH SOLE 28 0 11013 0 KILROY REALTY CORP USD0.01 EQUITIES - REIT 49427F108 7416 148478 SH SOLE 28,34 0 148478 0 KIMCO REALTY CORP USD0.01 EQUITIES - REIT 49446R109 3774 187041 SH SOLE 28,34 0 187041 0 KITE REALTY GROUP TRUST USD0.01 EQUITIES - REIT 49803T102 1499 252825 SH SOLE 8,28,34 0 252825 0 MFA FINANCIAL INC COM STK USD0.01 EQUITIES - REIT 55272X102 1143 153417 SH SOLE 30 0 153417 0 MEDICAL PROPERTIES TRUST INC USD0.001 EQUITIES - REIT 58463J304 1847 151769 SH SOLE 28,64 0 151769 0 MID-AMERICA APARTMENT COMMUNITIES USD0.01 EQUITIES - REIT 59522J103 11268 180282 SH SOLE 34,60 0 180282 0 NATIONAL HEALTH INVESTORS INC USD0.01 EQUITIES - REIT 63633D104 1122 19726 SH SOLE 28 0 19726 0 NORTHSTAR REALTY FINANCE CORP USD0.01 EQUITIES - REIT 66704R100 1775 191306 SH SOLE 28 0 191306 0 PS BUSINESS PARKS INC CALIF COM SER'A'USD0.01 EQUITIES - REIT 69360J107 1146 15358 SH SOLE 28,34 0 15358 0 PARKWAY PROPERTIES INC USD0.001 EQUITIES - REIT 70159Q104 2129 119813 SH SOLE 8,28,34 0 119813 0 PEBBLEBROOK HOTEL TRUST USD0.01 EQUITIES - REIT 70509V100 1513 52702 SH SOLE 28,34 0 52702 0 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 EQUITIES - REIT 70931T103 1062 46844 SH SOLE 28 0 46844 0 PHYSICIANS REALTY TRUST USD0.01 EQUITIES - REIT 71943U104 37 3014 SH SOLE 28 0 3014 0 PROLOGIS INC EQUITIES - REIT 74340W103 24399 648577 SH SOLE 28,34,61 0 648577 0 PUBLIC STORAGE COM STK USD0.10 EQUITIES - REIT 74460D109 18995 118315 SH SOLE 28,34,58 0 118315 0 RLJ LODGING TRUST USD0.01 EQUITIES - REIT 74965L101 2316 98585 SH SOLE 28 0 98585 0 RESOURCE CAPITAL CORP USD0.001 EQUITIES - REIT 76120W302 605 101903 SH SOLE 28 0 101903 0 RETAIL OPPORTUNITY INVESTMENTS CORP COM STK EQUITIES - REIT 76131N101 793 57371 SH SOLE 28 0 57371 0 SL GREEN REALTY CORP USD0.01 EQUITIES - REIT 78440X101 27764 312516 SH SOLE 28,34,60 0 312516 0 SABRA HEALTH CARE REIT INC USD0.01 EQUITIES - REIT 78573L106 688 29902 SH SOLE 28 0 29902 0 SELECT INCOME REIT USD0.01 SH BEN INT EQUITIES - REIT 81618T100 461 17884 SH SOLE 28 0 17884 0 SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL EQUITIES - REIT 81721M109 8030 344047 SH SOLE 28,34 0 344047 0 SILVER BAY REALTY TRUST CORP USD0.001 EQUITIES - REIT 82735Q102 195 12438 SH SOLE 28 0 12438 0 SOVRAN SELF STORAGE INC USD0.01 EQUITIES - REIT 84610H108 2521 33310 SH SOLE 28,34,61 0 33310 0 STAG INDUSTRIAL INC USD0.01 EQUITIES - REIT 85254J102 676 33606 SH SOLE 28 0 33606 0 STRATEGIC HOTELS & RESORTS INC USD0.01 EQUITIES - REIT 86272T106 1750 201591 SH SOLE 28,61 0 201591 0 TERRENO REALTY CORP USD0.01 EQUITIES - REIT 88146M101 355 19990 SH SOLE 28 0 19990 0 TWO HARBORS INVESTMENT CORP USD0.0001 EQUITIES - REIT 90187B101 1255 129200 SH SOLE 30 0 129200 0 VENTAS INC USD0.25 EQUITIES - REIT 92276F100 22077 358970 SH SOLE 28,34,60 0 358970 0 WESTERN ASSET MORTGAGE CAPITAL USD0.01 EQUITIES - REIT 95790D105 319 19947 SH SOLE 28 0 19947 0 E TRADE FINANCIAL 0% CNV SNR 31/AUG/2019 USD FIXED INCOME - CORPORATE BONDS 269246AZ7 97 60000 PRN SOLE 48 0 60000 0 ISHARES TRUST MSCI EMERGING MKS IDX FD INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287234 4138 101500 SH SOLE 51 0 101500 0 ISHARES INC MSCI EAFE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287465 765 12000 SH SOLE 54 0 12000 0 ISHARES RUSSELL MID-CAP VALUE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287473 10801 177363 SH SOLE 23 0 177363 0 ISHARES RUSSELL 1000 VALUE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287598 1740 20180 SH SOLE 51 0 20180 0 ISHARES RUSSELL 1000 GROWTH ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287614 3523 45055 SH SOLE 23,51 0 45055 0 ISHARES TRUST RUSSELL 2000 VALUE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287630 1714 18700 SH SOLE 64 0 18700 0 ISHARES RUSSELL 2000 GROWTH ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464287648 1021 8110 SH SOLE 37 0 8110 0 ISHARES TRUST MSCI EAFE SMALL CAP ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 464288273 1066 21992 SH SOLE 23 0 21992 0 VANGUARD SMALL-CAP VALUE ETF VANGUAD SMALL-CAP INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908611 1715 19000 SH SOLE 64 0 19000 0 VANGUARD VALUE ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 922908744 400 5734 SH SOLE 63 0 5734 0 MARKET VECTORS ETF TRUST SBI USD0.001 RUSSIA ETF INVESTMENT COMPANIES - EXCHANGE TRADED FUND 57060U506 4227 150000 SH SOLE 64 0 150000 0 POWERSHARES QQQ TRUST UNIT SER'1' INVESTMENT COMPANIES - EXCHANGE TRADED FUND 73935A104 4754 60294 SH SOLE 63,64 0 60294 0 WILLIAMS PARTNERS L.P. COM NPV MISCELLANEOUS - LIMITED PARTNERSHIP 96950F104 5789 109479 SH SOLE 23 0 109479 0 WRIGHT MEDICAL GROUP INC CONTINGENT VALUE RT MISCELLANEOUS - RIGHTS 98235T115 3 8100 SH SOLE 33 0 8100 0 KINDER MORGAN INC DELAWARE WTS (TO SUB FOR P SHS) MISCELLANEOUS - WARRANTS 49456B119 274 55194 SH SOLE 43 0 55194 0