The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 200 27,471 SH   SOLE   11,174 0 16,297
1ST BUS FINL SVCS INC COM COM 319390100 269 10,753 SH   SOLE   2,430 0 8,323
1ST SOURCE CORP COMMON STOCK N COM 336901103 1,020 33,041 SH   SOLE   15,271 0 17,770
2U INC COM 90214J101 679 24,252 SH   SOLE   11,125 0 13,127
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 1,423 163,740 SH   SOLE   129,303 0 34,437
3M CO COMMON STOCK USD.01 COM 88579Y101 148,343 984,749 SH   SOLE   569,656 0 415,093
6D GLOBAL TECHNOLOGIES COM 83002F100 81 27,915 SH   SOLE   7,000 0 20,915
8X8 INC COMMON STOCK USD.001 COM 282914100 1,420 124,054 SH   SOLE   54,664 0 69,390
A10 NETWORKS INC COM 002121101 211 32,212 SH   SOLE   15,600 0 16,612
AAON INC COMMON STOCK USD.004 COM 000360206 1,273 54,830 SH   SOLE   29,752 0 25,078
AAR CORP COMMON STOCK USD1. COM 000361105 1,712 65,117 SH   SOLE   29,416 0 35,701
AARON S INC COMMON STOCK USD.5 COM 002535300 2,722 121,560 SH   SOLE   95,775 0 25,785
ABAXIS INC COMMON STOCK NPV COM 002567105 2,547 45,742 SH   SOLE   32,754 0 12,988
ABB LTD ADR COM 000375204 402 22,660 SH   SOLE   22,660 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 93,502 2,081,983 SH   SOLE   1,179,773 0 902,210
ABBVIE INC. COM 00287Y109 126,095 2,128,538 SH   SOLE   1,380,988 0 747,550
ABEONA THERAPEUTICS INC COM 00289Y107 41 12,263 SH   SOLE   3,955 0 8,308
ABERCROMBIE + FITCH CO CL A CO COM 002896207 4,118 152,515 SH   SOLE   84,005 0 68,510
ABIOMED INC COMMON STOCK USD.0 COM 003654100 5,586 61,879 SH   SOLE   39,157 0 22,722
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,011 105,756 SH   SOLE   49,886 0 55,870
ABRAXAS PETROLEUM CORP COMMON COM 003830106 143 135,170 SH   SOLE   49,196 0 85,974
ACACIA RESEARCH ACACIA TEC T COM 003881307 311 72,511 SH   SOLE   22,108 0 50,403
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 3,323 53,198 SH   SOLE   36,664 0 16,534
ACADIA PHARMACEUTICALS COM COM 004225108 2,663 74,690 SH   SOLE   43,083 0 31,607
ACADIA REALTY TRUST REIT USD.0 COM 004239109 4,045 122,016 SH   SOLE   50,621 0 71,395
ACCELERATE DIAGNOSTICS COM COM 00430H102 454 21,116 SH   SOLE   10,156 0 10,960
ACCELERON PHARMA INC COM 00434H108 1,007 20,643 SH   SOLE   9,615 0 11,028
ACCENTURE PLC CL A COMMON STOC COM G1151C101 89,023 851,893 SH   SOLE   543,492 0 308,401
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,121 157,202 SH   SOLE   49,463 0 107,739
ACCURAY INC COMMON STOCK USD.0 COM 004397105 528 78,277 SH   SOLE   37,878 0 40,399
ACCURIDE CORP COMMON STOCK COM 00439T206 90 53,950 SH   SOLE   20,536 0 33,414
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 50,478 431,988 SH   SOLE   262,115 0 169,873
ACETO CORP COMMON STOCK USD.01 COM 004446100 989 36,649 SH   SOLE   18,293 0 18,356
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 1,268 117,525 SH   SOLE   52,947 0 64,578
ACI WORLDWIDE INC COMMON STOCK COM 004498101 5,013 234,246 SH   SOLE   168,063 0 66,183
ACORDA THERAPEUTICS INC COMMON COM 00484M106 2,382 55,690 SH   SOLE   29,575 0 26,115
ACTIVISION BLIZZARD INC COMMON COM 00507V109 23,835 615,732 SH   SOLE   325,454 0 290,278
ACTUA CORPORATION COM 005094107 693 60,504 SH   SOLE   18,969 0 41,535
ACTUANT CORP A COMMON STOCK US COM 00508X203 2,478 103,436 SH   SOLE   43,565 0 59,871
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 17,873 76,447 SH   SOLE   62,154 0 14,293
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 3,643 174,123 SH   SOLE   96,827 0 77,296
ADAMUS PHARMACEUTICALS INC COM 00548A106 401 14,167 SH   SOLE   4,170 0 9,997
ADEPTUS HEALTH INC CL A COM 006855100 340 6,232 SH   SOLE   2,985 0 3,247
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 65,365 695,821 SH   SOLE   427,222 0 268,599
ADT CORP COM 00101J106 7,715 233,943 SH   SOLE   131,790 0 102,153
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 2,391 138,833 SH   SOLE   86,292 0 52,541
ADURO BIOTECH INC COM 00739L101 238 8,458 SH   SOLE   3,815 0 4,643
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 17,157 113,995 SH   SOLE   70,284 0 43,711
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 760 31,617 SH   SOLE   14,960 0 16,657
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,748 61,903 SH   SOLE   31,225 0 30,678
ADVANCED MICRO DEVICES COMMON COM 007903107 3,629 1,264,618 SH   SOLE   743,376 0 521,242
ADVAXIS INC COM 007624208 292 28,985 SH   SOLE   13,640 0 15,345
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,479 49,967 SH   SOLE   26,971 0 22,996
AECOM COM 00766T100 6,552 218,197 SH   SOLE   173,143 0 45,054
AEGERION PHARMACEUTICALS INC C COM 00767E102 265 26,214 SH   SOLE   12,938 0 13,276
AEGION CORP COM 00770F104 1,194 61,829 SH   SOLE   25,079 0 36,750
AEGON, N.V. COM 007924103 104 18,413 SH   SOLE   18,413 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 387 5,018 SH   SOLE   2,028 0 2,990
AERIE PHARMACEUTICALS INC COM 00771V108 479 19,660 SH   SOLE   9,075 0 10,585
AEROHIVE NETWORKS INC COM 007786106 108 21,216 SH   SOLE   9,770 0 11,446
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 1,329 84,864 SH   SOLE   46,335 0 38,529
AEROVIRONMENT INC COMMON STOCK COM 008073108 935 31,729 SH   SOLE   12,426 0 19,303
AES CORP COMMON STOCK USD.01 COM 00130H105 8,510 889,202 SH   SOLE   465,932 0 423,270
AETNA INC COMMON STOCK USD.01 COM 00817Y108 61,587 569,615 SH   SOLE   362,306 0 207,309
AFFILIATED MANAGERS GROUP COMM COM 008252108 13,960 87,380 SH   SOLE   52,231 0 35,149
AFFIRMED THERAPEUTICS COM N01045108 98 13,809 SH   SOLE   5,850 0 7,959
AFFYMETRIX INC COMMON STOCK US COM 00826T108 1,227 121,609 SH   SOLE   53,968 0 67,641
AFLAC INC COMMON STOCK USD.1 COM 001055102 38,812 647,952 SH   SOLE   401,537 0 246,415
AG MORTGAGE INVESTMENT TRUST COM 001228105 493 38,358 SH   SOLE   12,093 0 26,265
AGCO CORP COMMON STOCK USD.01 COM 001084102 4,903 108,021 SH   SOLE   85,612 0 22,409
AGENUS INC COM COM 00847G705 361 79,475 SH   SOLE   34,560 0 44,915
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 16,648 398,179 SH   SOLE   227,183 0 170,996
AGILYSYS INC COMMON STOCK USD. COM 00847J105 264 26,439 SH   SOLE   10,062 0 16,377
AGIOS PHARMACEUTICALS INC COM COM 00847X104 1,620 24,947 SH   SOLE   17,039 0 7,908
AGL RESOURCES INC COMMON STOCK COM 001204106 10,066 157,743 SH   SOLE   87,779 0 69,964
AGREE REALTY CORP REIT USD.000 COM 008492100 1,111 32,696 SH   SOLE   14,735 0 17,961
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,317 69,213 SH   SOLE   40,326 0 28,887
AIR METHODS CORP COMMON STOCK COM 009128307 2,177 51,924 SH   SOLE   29,155 0 22,769
AIR PRODUCTS + CHEMICALS INC C COM 009158106 37,996 292,028 SH   SOLE   176,956 0 115,072
AIR TRANSPORT SERVICES GROUP C COM 00922R105 756 75,012 SH   SOLE   26,192 0 48,820
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 2,172 103,992 SH   SOLE   42,943 0 61,049
AIRGAS INC COMMON STOCK USD.01 COM 009363102 15,907 115,000 SH   SOLE   72,518 0 42,482
AK STEEL HOLDING CORP COMMON S COM 001547108 673 300,493 SH   SOLE   123,598 0 176,895
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 14,532 276,117 SH   SOLE   167,582 0 108,535
AKEBIA THERAPEUTICS INC COM 00972D105 424 32,798 SH   SOLE   9,480 0 23,318
AKORN INC COMMON STOCK NPV COM 009728106 6,512 174,542 SH   SOLE   148,805 0 25,737
ALAMO GROUP INC COMMON STOCK U COM 011311107 789 15,140 SH   SOLE   3,866 0 11,274
ALASKA AIR GROUP INC COMMON ST COM 011659109 17,633 219,016 SH   SOLE   176,026 0 42,990
ALBANY INTL CORP CL A COMMON S COM 012348108 1,948 53,292 SH   SOLE   24,790 0 28,502
ALBANY MOLECULAR RESEARCH COMM COM 012423109 647 32,576 SH   SOLE   16,883 0 15,693
ALBEMARLE CORP COMMON STOCK US COM 012653101 9,575 170,955 SH   SOLE   135,072 0 35,883
ALCATEL_LUCENT ADR COM 013904305 132 34,591 SH   SOLE   34,591 0 0
ALCOA INC COMMON STOCK USD1. COM 013817101 16,017 1,622,763 SH   SOLE   863,947 0 758,816
ALDER BIOPHARMACEUTICAL INC COM 014339105 777 23,525 SH   SOLE   10,495 0 13,030
ALERE INC COMMON STOCK USD.001 COM 01449J105 2,935 75,075 SH   SOLE   46,204 0 28,871
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,778 106,989 SH   SOLE   59,301 0 47,688
ALEXANDER S INC REIT USD1. COM 014752109 1,365 3,553 SH   SOLE   2,129 0 1,424
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 10,875 120,352 SH   SOLE   90,119 0 30,233
ALEXION PHARMACEUTICALS INC CO COM 015351109 61,200 320,840 SH   SOLE   186,447 0 134,393
ALICO INC COMMON STOCK USD1. COM 016230104 255 6,599 SH   SOLE   1,781 0 4,818
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 8,541 129,702 SH   SOLE   103,371 0 26,331
ALIMERA SCIENCES INC COMMON ST COM 016259103 75 30,835 SH   SOLE   14,373 0 16,462
ALKERMES PLC COMMON STOCK USD. COM G01767105 11,312 142,504 SH   SOLE   92,682 0 49,822
ALLEGHANY CORP COMMON STOCK US COM 017175100 11,492 24,045 SH   SOLE   18,818 0 5,227
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 1,802 160,154 SH   SOLE   128,265 0 31,889
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 3,342 19,912 SH   SOLE   11,764 0 8,148
ALLEGION PLC COM G0176J109 10,242 155,373 SH   SOLE   88,902 0 66,471
ALLERGAN INC COM G0177J108 148,786 476,114 SH   SOLE   292,550 0 183,564
ALLETE INC COMMON STOCK NPV COM 018522300 4,540 89,315 SH   SOLE   41,171 0 48,144
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 25,075 90,663 SH   SOLE   53,104 0 37,559
ALLIANCE FIBER OPTIC COM COM 018680306 206 13,586 SH   SOLE   6,484 0 7,102
ALLIANT ENERGY CORP COMMON STO COM 018802108 11,191 179,204 SH   SOLE   143,086 0 36,118
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,344 63,021 SH   SOLE   38,273 0 24,748
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,434 132,623 SH   SOLE   87,227 0 45,396
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 4,224 274,621 SH   SOLE   217,751 0 56,870
ALLSTATE CORP COMMON STOCK USD COM 020002101 35,995 579,731 SH   SOLE   347,220 0 232,511
ALLY FINANCIAL INC COM 02005N100 5,867 314,739 SH   SOLE   189,553 0 125,186
ALMOST FAMILY INC COMMON STOCK COM 020409108 450 11,760 SH   SOLE   4,704 0 7,056
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 7,124 75,674 SH   SOLE   50,372 0 25,302
ALON USA ENERGY INC COMMON STO COM 020520102 647 43,618 SH   SOLE   13,937 0 29,681
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 250 27,194 SH   SOLE   8,916 0 18,278
ALPHABET INC-CL A COM 02079K305 298,702 383,931 SH   SOLE   241,051 0 142,880
ALPHABET INC-CL C COM 02079K107 326,981 430,873 SH   SOLE   251,364 0 179,509
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 359 12,927 SH   SOLE   6,021 0 6,906
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 952 76,749 SH   SOLE   22,573 0 54,176
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 800 31,894 SH   SOLE   16,113 0 15,781
ALTRIA GROUP INC COMMON STOCK COM 02209S103 136,339 2,342,184 SH   SOLE   1,614,242 0 727,942
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 1,131 37,447 SH   SOLE   17,684 0 19,763
AMAZON.COM INC COMMON STOCK US COM 023135106 358,602 530,562 SH   SOLE   323,278 0 207,284
AMBAC FINL GROUP INC COM COM 023139884 816 57,926 SH   SOLE   18,476 0 39,450
AMBARELLA INC COM G037AX101 1,746 31,329 SH   SOLE   15,447 0 15,882
AMBER RD INC COM 02318Y108 83 16,359 SH   SOLE   7,215 0 9,144
AMBEV CIA DE BEBID ADR COM 02319V103 201 45,020 SH   SOLE   45,020 0 0
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 667 27,786 SH   SOLE   8,869 0 18,917
AMC NETWORKS INC A COMMON STOC COM 00164V103 8,053 107,834 SH   SOLE   88,072 0 19,762
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 7,407 135,729 SH   SOLE   93,469 0 42,260
AMEDISYS INC COMMON STOCK USD. COM 023436108 1,474 37,499 SH   SOLE   18,545 0 18,954
AMERCO COMMON STOCK USD.25 COM 023586100 2,425 6,225 SH   SOLE   3,784 0 2,441
AMEREN CORPORATION COMMON STOC COM 023608102 14,280 330,316 SH   SOLE   184,198 0 146,118
AMERESCO INC CL A COMMON STOCK COM 02361E108 176 28,164 SH   SOLE   9,876 0 18,288
AMERICA CAPITAL MORTGAGE INC COM 02504A104 955 68,375 SH   SOLE   21,073 0 47,302
AMERICA MOVIL ADR COM 02364W105 237 16,880 SH   SOLE   16,880 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 325 12,193 SH   SOLE   4,828 0 7,365
AMERICAN AIRLINES GROUP INC COM 02376R102 36,956 872,640 SH   SOLE   515,565 0 357,075
AMERICAN ASSETS TRUST INC REIT COM 024013104 2,084 54,348 SH   SOLE   28,509 0 25,839
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,635 86,313 SH   SOLE   42,644 0 43,669
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 7,046 170,441 SH   SOLE   129,359 0 41,082
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 4,176 240,808 SH   SOLE   136,317 0 104,491
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 383 27,800 SH   SOLE   2,300 0 25,500
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,627 363,026 SH   SOLE   243,067 0 119,959
AMERICAN ELECTRIC POWER COMMON COM 025537101 40,274 691,154 SH   SOLE   414,320 0 276,834
AMERICAN EQUITY INVT LIFE HL C COM 025676206 3,214 133,755 SH   SOLE   53,783 0 79,972
AMERICAN EXPRESS CO COMMON STO COM 025816109 82,826 1,190,881 SH   SOLE   709,368 0 481,513
AMERICAN FINANCIAL GROUP INC C COM 025932104 7,630 105,848 SH   SOLE   84,885 0 20,963
AMERICAN HOMES 4 RENT COM 02665T306 2,028 121,711 SH   SOLE   62,872 0 58,839
AMERICAN INTERNATIONAL GROUP C COM 026874784 104,410 1,684,847 SH   SOLE   974,338 0 710,509
AMERICAN NATIONAL INSURANCE CO COM 028591105 654 6,392 SH   SOLE   3,591 0 2,801
AMERICAN NATL BANKSHS COM COM 027745108 319 12,473 SH   SOLE   4,361 0 8,112
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 514 27,616 SH   SOLE   10,765 0 16,851
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 973 21,014 SH   SOLE   11,846 0 9,168
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 787 41,637 SH   SOLE   9,951 0 31,686
AMERICAN SCIENCE + ENGINEERI C COM 029429107 524 12,668 SH   SOLE   4,941 0 7,727
AMERICAN SOFTWARE INC CL A COM COM 029683109 452 44,373 SH   SOLE   23,321 0 21,052
AMERICAN STATES WATER CO COMMO COM 029899101 3,274 78,055 SH   SOLE   39,638 0 38,417
AMERICAN TOWER REIT INC COM 03027X100 60,213 621,076 SH   SOLE   363,272 0 257,804
AMERICAN VANGUARD CORP COMMON COM 030371108 685 48,910 SH   SOLE   17,604 0 31,306
AMERICAN WATER WORKS CO INC CO COM 030420103 7,852 131,406 SH   SOLE   71,733 0 59,673
AMERICAN WOODMARK CORP COMMON COM 030506109 1,289 16,119 SH   SOLE   8,275 0 7,844
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 31,214 293,305 SH   SOLE   178,339 0 114,966
AMERIS BANCORP COMMON STOCK US COM 03076K108 1,942 57,137 SH   SOLE   24,212 0 32,925
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,567 30,795 SH   SOLE   12,919 0 17,876
AMERISOURCEBERGEN CORP COMMON COM 03073E105 34,309 330,820 SH   SOLE   189,795 0 141,025
AMES NATIONAL CORP COMMON STOC COM 031001100 344 14,159 SH   SOLE   5,498 0 8,661
AMETEK INC COMMON STOCK USD.01 COM 031100100 22,784 425,152 SH   SOLE   244,523 0 180,629
AMGEN INC COMMON STOCK USD.000 COM 031162100 178,444 1,099,267 SH   SOLE   657,445 0 441,822
AMICUS THERAPEUTICS INC COM 03152W109 911 93,948 SH   SOLE   51,515 0 42,433
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 846 139,145 SH   SOLE   41,644 0 97,501
AMN HEALTHCARE SERVICES INC CO COM 001744101 1,766 56,879 SH   SOLE   29,404 0 27,475
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 495 34,790 SH   SOLE   13,800 0 20,990
AMPHENOL CORP CL A COMMON STOC COM 032095101 27,630 529,003 SH   SOLE   347,372 0 181,631
AMPLIFY SNACK BRANDS INC COM 03211L102 161 13,955 SH   SOLE   4,455 0 9,500
AMSURG CORP COMMON STOCK NPV COM 03232P405 8,734 114,924 SH   SOLE   71,591 0 43,333
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,085 66,335 SH   SOLE   54,271 0 12,064
ANACOR PHARMACEUTICALS INC COM COM 032420101 5,132 45,428 SH   SOLE   22,640 0 22,788
ANADARKO PETROLEUM CORP COMMON COM 032511107 34,164 703,257 SH   SOLE   411,730 0 291,527
ANALOG DEVICES INC COMMON STOC COM 032654105 27,572 498,402 SH   SOLE   311,830 0 186,572
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,955 23,667 SH   SOLE   11,443 0 12,224
ANCHOR BANCORP WISCONSIN COM 03283P106 430 9,875 SH   SOLE   2,750 0 7,125
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,579 49,926 SH   SOLE   20,697 0 29,229
ANGIE'S LIST INC COM 034754101 385 41,225 SH   SOLE   19,802 0 21,423
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 513 42,267 SH   SOLE   18,624 0 23,643
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,171 9,367 SH   SOLE   9,367 0 0
ANI PHARMACEUTICALS INC COM 00182C103 442 9,786 SH   SOLE   5,630 0 4,156
ANIKA THERAPEUTICS INC COM COM 035255108 686 17,990 SH   SOLE   9,034 0 8,956
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,108 51,473 SH   SOLE   22,345 0 29,128
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 6,584 701,958 SH   SOLE   387,641 0 314,317
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 12,839 138,799 SH   SOLE   109,646 0 29,153
ANTARES PHARMA INC COMMON STOC COM 036642106 182 150,355 SH   SOLE   74,353 0 76,002
ANTERO RESOURCES COM 03674X106 944 43,286 SH   SOLE   25,273 0 18,013
ANTHEM INC COM 036752103 56,600 405,906 SH   SOLE   251,847 0 154,059
ANTHERA PHARMACEUTICALS INC CO COM 03674U201 177 38,154 SH   SOLE   17,070 0 21,084
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 720 165,461 SH   SOLE   63,476 0 101,985
AON PLC COM G0408V102 39,584 429,280 SH   SOLE   272,207 0 157,073
APACHE CORP COMMON STOCK USD.6 COM 037411105 22,465 505,183 SH   SOLE   291,441 0 213,742
APARTMENT INVT + MGMT CO A RE COM 03748R101 8,855 221,203 SH   SOLE   118,206 0 102,997
APOGEE ENTERPRISES INC COMMON COM 037598109 1,638 37,636 SH   SOLE   20,289 0 17,347
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 1,650 95,744 SH   SOLE   41,616 0 54,128
APOLLO EDUCATION GROUP INC. COM 037604105 1,087 141,770 SH   SOLE   45,806 0 95,964
APOLLO INVESTMENT CORP COMMON COM 03761U106 85 16,280 SH   SOLE   2,252 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 516 43,204 SH   SOLE   13,578 0 29,626
APPLE HOSPITALITY REIT COM 03784Y200 2,453 122,846 SH   SOLE   68,325 0 54,521
APPLE INC COMMON STOCK NPV COM 037833100 850,996 8,084,702 SH   SOLE   4,998,424 0 3,086,278
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 3,134 77,390 SH   SOLE   44,288 0 33,102
APPLIED MATERIALS INC COMMON S COM 038222105 30,773 1,648,269 SH   SOLE   924,018 0 724,251
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 682 107,133 SH   SOLE   37,546 0 69,587
APPLIED OPTOELECTRONICS INC COM 03823U102 279 16,278 SH   SOLE   6,950 0 9,328
APPROACH RESOURCES INC COMMON COM 03834A103 94 51,136 SH   SOLE   18,157 0 32,979
APTARGROUP INC COMMON STOCK US COM 038336103 9,286 127,819 SH   SOLE   107,903 0 19,916
AQUA AMERICA INC COMMON STOCK COM 03836W103 9,339 313,393 SH   SOLE   259,214 0 54,179
ARAMARK COM 03852U106 5,568 172,660 SH   SOLE   112,188 0 60,472
ARATANA THERAPEUTICS INC COM COM 03874P101 176 31,564 SH   SOLE   13,900 0 17,664
ARC DOCUMENT SOLUTIONS INC COM 00191G103 184 41,516 SH   SOLE   20,040 0 21,476
ARCADIA BIOSCIENCES INC COM 039014105 42 13,689 SH   SOLE   1,850 0 11,839
ARCBEST CORP COM 03937C105 802 37,472 SH   SOLE   15,572 0 21,900
ARCELOR MITTAL - NY REGISTERED COM 03938L104 51 12,104 SH   SOLE   12,104 0 0
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 6,400 91,761 SH   SOLE   52,597 0 39,164
ARCHER DANIELS MIDLAND CO COMM COM 039483102 30,191 823,080 SH   SOLE   477,981 0 345,099
ARCHROCK INC COM 03957W106 905 120,289 SH   SOLE   49,893 0 70,396
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CABLEVISION SYSTEMS NY GRP A C COM 12686C109 9,808 307,452 SH   SOLE   182,888 0 124,564
CABOT CORP COMMON STOCK USD1. COM 127055101 3,859 94,389 SH   SOLE   72,286 0 22,103
CABOT MICROELECTRONICS CORP CO COM 12709P103 1,439 32,866 SH   SOLE   16,602 0 16,264
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CACI INTERNATIONAL INC CL A C COM 127190304 3,997 43,085 SH   SOLE   19,601 0 23,484
CADENCE DESIGN SYS INC COMMON COM 127387108 10,527 505,871 SH   SOLE   406,579 0 99,292
CAESARS ACQUISITION CORP COM 12768T103 435 63,892 SH   SOLE   21,160 0 42,732
CAESARS ENTERTAINMENT CORP COM COM 127686103 591 74,914 SH   SOLE   23,761 0 51,153
CAI INTERNATIONAL INC COM 12477X106 293 29,110 SH   SOLE   13,365 0 15,745
CAL MAINE FOODS INC COMMON STO COM 128030202 1,927 41,584 SH   SOLE   23,657 0 17,927
CALAMOS ASSET MANAGEMENT A COM COM 12811R104 299 30,877 SH   SOLE   11,748 0 19,129
CALAMP CORP COM COM 128126109 839 42,075 SH   SOLE   23,868 0 18,207
CALATLANTIC GROUP INC COM 128195104 6,386 168,403 SH   SOLE   101,072 0 67,331
CALAVO GROWERS INC COMMON STOC COM 128246105 843 17,199 SH   SOLE   9,471 0 7,728
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CALGON CARBON CORP COMMON STOC COM 129603106 1,389 80,500 SH   SOLE   35,439 0 45,061
CALIFORNIA RESOURCES CORP COM 13057Q107 1,122 481,558 SH   SOLE   398,435 0 83,123
CALIFORNIA WATER SERVICE GRP C COM 130788102 1,662 71,434 SH   SOLE   23,085 0 48,349
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CALIX NETWORKS INC COMMON STOC COM 13100M509 472 59,949 SH   SOLE   18,887 0 41,062
CALLAWAY GOLF COMPANY COMMON S COM 131193104 1,213 128,753 SH   SOLE   49,628 0 79,125
CALLIDUS SOFTWARE INC COMMON S COM 13123E500 1,026 55,262 SH   SOLE   24,568 0 30,694
CALLON PETROLEUM CO COMMON STO COM 13123X102 737 88,310 SH   SOLE   24,704 0 63,606
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CAMBREX CORP COMMON STOCK USD. COM 132011107 1,858 39,446 SH   SOLE   21,070 0 18,376
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CAMERON INTERNATIONAL CORP COM COM 13342B105 17,449 276,093 SH   SOLE   159,595 0 116,498
CAMPBELL SOUP CO COMMON STOCK COM 134429109 15,223 289,694 SH   SOLE   162,547 0 127,147
CAMPUS CREST COMMUNITIES INC R COM 13466Y105 635 93,452 SH   SOLE   29,694 0 63,758
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CANON INC ADR COM 138006309 387 12,830 SH   SOLE   12,830 0 0
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CAPELLA EDUCATION CO COMMON ST COM 139594105 716 15,496 SH   SOLE   7,842 0 7,654
CAPITAL CITY BANK GROUP INC CO COM 139674105 248 16,145 SH   SOLE   5,259 0 10,886
CAPITAL ONE FINANCIAL CORP COM COM 14040H105 53,149 736,339 SH   SOLE   425,904 0 310,435
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CAPITOL FEDERAL FINANCIAL IN C COM 14057J101 2,376 189,178 SH   SOLE   54,794 0 134,384
CAPSTEAD MORTGAGE CORP REIT US COM 14067E506 1,414 161,763 SH   SOLE   66,508 0 95,255
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CARMIKE CINEMAS INC COM COM 143436400 741 32,289 SH   SOLE   10,167 0 22,122
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CARROLS RESTAURANT GROUP INC C COM 14574X104 410 34,896 SH   SOLE   15,204 0 19,692
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CASCADE BANCORP COMMON STOCK N COM 147154207 305 50,292 SH   SOLE   15,839 0 34,453
CASCADE MICROTECH INC COM COM 147322101 227 13,950 SH   SOLE   6,155 0 7,795
CASELLA WASTE SYSTEMS INC A CO COM 147448104 314 52,472 SH   SOLE   18,777 0 33,695
CASEY S GENERAL STORES INC COM COM 147528103 9,569 79,442 SH   SOLE   57,818 0 21,624
CASH AMERICA INTL INC COMMON S COM 14754D100 1,460 48,756 SH   SOLE   21,693 0 27,063
CASS INFORMATION SYSTEMS INC C COM 14808P109 718 13,943 SH   SOLE   6,037 0 7,906
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CASTLIGHT HEALTH INC COM 14862Q100 137 32,172 SH   SOLE   15,735 0 16,437
CATALENT INC COM 148806102 3,549 141,771 SH   SOLE   112,625 0 29,146
CATALYST PHARM PARTNER COM COM 14888U101 184 75,216 SH   SOLE   36,295 0 38,921
CATCHMARK TIMBER TRUST CL A COM 14912Y202 598 52,838 SH   SOLE   13,890 0 38,948
CATERPILLAR INC COMMON STOCK U COM 149123101 41,804 615,128 SH   SOLE   389,761 0 225,367
CATHAY GENERAL BANCORP COMMON COM 149150104 5,676 181,176 SH   SOLE   103,422 0 77,754
CATO CORP CLASS A COMMON STOCK COM 149205106 2,229 60,532 SH   SOLE   34,835 0 25,697
CAVCO INDUSTRIES INC COMMON ST COM 149568107 845 10,146 SH   SOLE   4,734 0 5,412
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CBIZ INC COMMON STOCK USD.01 COM 124805102 707 71,674 SH   SOLE   20,009 0 51,665
CBL + ASSOCIATES PROPERTIES RE COM 124830100 1,883 152,201 SH   SOLE   86,309 0 65,892
CBOE HOLDINGS INC COMMON STOCK COM 12503M108 10,606 163,428 SH   SOLE   139,187 0 24,241
CBRE GROUP INC COM 12504L109 15,616 451,597 SH   SOLE   272,793 0 178,804
CBS CORP CLASS B NON VOTING CO COM 124857202 29,878 633,947 SH   SOLE   382,504 0 251,443
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CDK GLOBAL INC COM 12508E101 12,782 269,272 SH   SOLE   223,767 0 45,505
CDW CORP COM 12514G108 4,847 115,301 SH   SOLE   79,172 0 36,129
CEB INC COM 125134106 3,797 61,844 SH   SOLE   42,783 0 19,061
CECO ENVIRONMENTAL COM COM 125141101 310 40,376 SH   SOLE   16,886 0 23,490
CEDAR SHOPPING CENTERS INC REI COM 150602209 1,077 152,116 SH   SOLE   65,451 0 86,665
CELADON GROUP INC COMMON STOCK COM 150838100 339 34,245 SH   SOLE   16,664 0 17,581
CELANESE CORP SERIES A COMMON COM 150870103 8,354 124,077 SH   SOLE   76,742 0 47,335
CELGENE CORP COMMON STOCK USD. COM 151020104 133,237 1,112,532 SH   SOLE   646,865 0 465,667
CELLDEX THERAPEUTICS INC COMMO COM 15117B103 1,700 108,426 SH   SOLE   51,666 0 56,760
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CEMPRA INC COM COM 15130J109 981 31,521 SH   SOLE   15,175 0 16,346
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CENTERPOINT ENERGY INC COMMON COM 15189T107 10,463 569,895 SH   SOLE   310,952 0 258,943
CENTERSTATE BANKS INC COMMON S COM 15201P109 935 59,733 SH   SOLE   17,719 0 42,014
CENTRAL EUROPEAN MEDIA ENT A C COM G20045202 227 84,512 SH   SOLE   39,835 0 44,677
CENTRAL GARDEN AND PET CO A CO COM 153527205 872 64,149 SH   SOLE   26,059 0 38,090
CENTRAL PACIFIC FINANCIAL CO C COM 154760409 824 37,442 SH   SOLE   15,512 0 21,930
CENTURY ALUMINUM COMPANY COMMO COM 156431108 363 82,212 SH   SOLE   34,523 0 47,689
CENTURY BANCORP INC CL A COMM COM 156432106 225 5,183 SH   SOLE   1,999 0 3,184
CENTURY COMMUNITIES INC COM 156504300 349 19,691 SH   SOLE   6,160 0 13,531
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CEVA INC COMMON STOCK USD.001 COM 157210105 679 29,083 SH   SOLE   13,976 0 15,107
CF INDUSTRIES HOLDINGS INC COM COM 125269100 16,060 393,537 SH   SOLE   249,362 0 144,175
CHANNELADVISOR CORP COM COM 159179100 281 20,264 SH   SOLE   9,788 0 10,476
CHARLES RIVER LABORATORIES COM COM 159864107 6,965 86,645 SH   SOLE   68,467 0 18,178
CHART INDUSTRIES INC COMMON ST COM 16115Q308 915 50,934 SH   SOLE   18,900 0 32,034
CHARTER COMMUNICATION A COMMON COM 16117M305 13,386 73,108 SH   SOLE   46,753 0 26,355
CHARTER FINANCIAL CORP COMMON COM 16122W108 324 24,550 SH   SOLE   9,300 0 15,250
CHASE CORP COMMON STOCK USD.1 COM 16150R104 341 8,382 SH   SOLE   4,565 0 3,817
CHATHAM LODGING TRUST REIT COM 16208T102 1,097 53,541 SH   SOLE   15,791 0 37,750
CHECKPOINT SYSTEMS INC COMMON COM 162825103 427 68,135 SH   SOLE   26,940 0 41,195
CHEESECAKE FACTORY INC/THE COM COM 163072101 4,872 105,657 SH   SOLE   77,552 0 28,105
CHEFS WAREHOUSE HOLDINGS INC COM 163086101 281 16,858 SH   SOLE   7,630 0 9,228
CHEGG INC COM 163092109 614 91,215 SH   SOLE   33,505 0 57,710
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CHEMICAL FINANCIAL CORP COMMON COM 163731102 1,774 51,779 SH   SOLE   18,395 0 33,384
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CHENIERE ENERGY INC COMMON STO COM 16411R208 6,589 176,873 SH   SOLE   101,622 0 75,251
CHESAPEAKE ENERGY CORP COMMON COM 165167107 3,220 715,619 SH   SOLE   387,940 0 327,679
CHESAPEAKE LODGING TRUST REIT COM 165240102 2,444 97,141 SH   SOLE   36,814 0 60,327
CHESAPEAKE UTILITIES CORP COMM COM 165303108 1,214 21,397 SH   SOLE   7,199 0 14,198
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CHICAGO BRIDGE + IRON NY SHR N COM 167250109 2,454 62,934 SH   SOLE   38,142 0 24,792
CHICO S FAS INC COMMON STOCK U COM 168615102 2,949 276,405 SH   SOLE   194,547 0 81,858
CHIMERA INVESTMENT CORP REIT U COM 16934Q208 2,026 148,525 SH   SOLE   82,498 0 66,027
CHIMERIX INC COM COM 16934W106 337 37,692 SH   SOLE   21,945 0 15,747
CHINA LIFE INSD COM 16939P106 438 27,404 SH   SOLE   27,404 0 0
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CHIPOTLE MEXICAN GRILL INC COM COM 169656105 23,900 49,808 SH   SOLE   30,748 0 19,060
CHOICE HOTELS INTL INC COMMON COM 169905106 1,987 39,419 SH   SOLE   27,711 0 11,708
CHRISTOPHER + BANKS CORP COMMO COM 171046105 104 63,228 SH   SOLE   17,325 0 45,903
CHUBB LIMITED COM H1467J104 45,978 346,638 SH   SOLE   215,942 0 130,696
CHURCH + DWIGHT CO INC COMMON COM 171340102 12,185 143,559 SH   SOLE   100,345 0 43,214
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CIMPRESS N.V. COM N20146101 3,200 39,444 SH   SOLE   22,783 0 16,661
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CIRCOR INTERNATIONAL INC COMMO COM 17273K109 1,241 29,445 SH   SOLE   11,641 0 17,804
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CIT GROUP INC COMMON STOCK USD COM 125581801 4,974 125,291 SH   SOLE   70,037 0 55,254
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CITIGROUP INC COMMON STOCK USD COM 172967424 209,643 4,051,067 SH   SOLE   2,319,016 0 1,732,051
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CITIZENS INC COMMON STOCK NPV COM 174740100 555 74,661 SH   SOLE   22,870 0 51,791
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CLAYTON WILLIAMS ENERGY INC CO COM 969490101 258 8,741 SH   SOLE   2,827 0 5,914
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CLECO CORPORATION COMMON STOCK COM 12561W105 8,410 161,072 SH   SOLE   102,660 0 58,412
CLIFFS NATURAL RESOURCES INC C COM 18683K101 381 241,012 SH   SOLE   86,665 0 154,347
CLIFTON BANCORP INC COM 186873105 559 38,997 SH   SOLE   10,290 0 28,707
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CLOVIS ONCOLOGY INC COM 189464100 1,058 30,237 SH   SOLE   14,506 0 15,731
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CNO FINANCIAL GROUP INC COMMON COM 12621E103 8,661 453,693 SH   SOLE   262,067 0 191,626
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COBALT INTERNATIONAL ENERGY CO COM 19075F106 1,234 228,510 SH   SOLE   136,129 0 92,381
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COCA COLA BOTTLING CO CONSOL C COM 191098102 1,190 6,520 SH   SOLE   3,364 0 3,156
COCA COLA CO/THE COMMON STOCK COM 191216100 243,592 5,670,204 SH   SOLE   3,427,258 0 2,242,946
COCA COLA ENTERPRISES COMMON S COM 19122T109 18,537 376,472 SH   SOLE   227,650 0 148,822
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COHEN + STEERS INC COMMON STOC COM 19247A100 1,141 37,420 SH   SOLE   26,597 0 10,823
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COHU INC COMMON STOCK USD1. COM 192576106 511 42,336 SH   SOLE   16,476 0 25,860
COLFAX CORP COMMON STOCK USD.0 COM 194014106 1,691 72,417 SH   SOLE   38,455 0 33,962
COLGATE PALMOLIVE CO COMMON ST COM 194162103 90,230 1,354,404 SH   SOLE   817,905 0 536,499
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COLUMBIA BANKING SYSTEM INC CO COM 197236102 3,855 118,594 SH   SOLE   61,538 0 57,056
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COLUMBUS MCKINNON CORP/NY COMM COM 199333105 583 30,834 SH   SOLE   10,497 0 20,337
COMCAST CORP CLASS A COMMON ST COM 20030N101 199,911 3,542,645 SH   SOLE   2,211,001 0 1,331,644
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COMFORT SYSTEMS USA INC COMMON COM 199908104 1,285 45,200 SH   SOLE   22,818 0 22,382
COMMERCE BANCSHARES INC COMMON COM 200525103 5,681 133,538 SH   SOLE   102,494 0 31,044
COMMERCIAL METALS CO COMMON ST COM 201723103 3,412 249,218 SH   SOLE   134,333 0 114,885
COMMERCIAL VEHICLE GROUP INC C COM 202608105 100 36,112 SH   SOLE   15,894 0 20,218
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COMMUNITYONE BANCORP COM 20416Q108 228 16,929 SH   SOLE   5,765 0 11,164
COMMVAULT SYSTEMS INC COMMON S COM 204166102 3,561 90,504 SH   SOLE   66,039 0 24,465
COMPASS MINERALS INTERNATION C COM 20451N101 4,690 62,315 SH   SOLE   50,452 0 11,863
COMPUTER PROGRAMS + SYSTEMS CO COM 205306103 2,302 46,281 SH   SOLE   39,514 0 6,767
COMPUTER SCIENCES CORP COMMON COM 205363104 6,617 202,487 SH   SOLE   166,279 0 36,208
COMSCORE INC COMMON STOCK USD. COM 20564W105 1,760 42,777 SH   SOLE   22,298 0 20,479
COMTECH TELECOMMUNICATIONS COM COM 205826209 1,430 71,172 SH   SOLE   53,391 0 17,781
CONAGRA FOODS INC COMMON STOCK COM 205887102 25,513 605,140 SH   SOLE   324,548 0 280,592
CONCERT PHARMACEUTICALS INC COM 206022105 279 14,709 SH   SOLE   6,740 0 7,969
CONCHO RESOURCES INC COMMON ST COM 20605P101 8,165 87,932 SH   SOLE   49,537 0 38,395
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CONNECTICUT WATER SVC INC COMM COM 207797101 598 15,743 SH   SOLE   5,425 0 10,318
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ENERGY XXI BERMUDA COMMON STOC COM G10082140 155 153,475 SH   SOLE   61,459 0 92,016
ENERNOC INC COMMON STOCK USD.0 COM 292764107 149 38,613 SH   SOLE   12,518 0 26,095
ENERSYS COMMON STOCK USD.01 COM 29275Y102 4,433 79,268 SH   SOLE   38,947 0 40,321
ENGILITY HOLDINGS INC. COM 29286C107 941 28,960 SH   SOLE   10,561 0 18,399
ENI SPA ADR COM 26874R108 471 15,802 SH   SOLE   15,802 0 0
ENNIS INC COMMON STOCK USD2.5 COM 293389102 710 36,892 SH   SOLE   10,768 0 26,124
ENOVA INTERNATIONAL INC COM 29357K103 217 32,856 SH   SOLE   17,398 0 15,458
ENOVIA SYSTEMS INC COM 29355M200 0 54,711 SH   SOLE   54,711 0 0
ENPHASE ENERGY INC COM COM 29355A107 93 26,361 SH   SOLE   12,868 0 13,493
ENPRO INDUSTRIES INC COMMON ST COM 29355X107 1,549 35,332 SH   SOLE   17,485 0 17,847
ENSCO PLC COM G3157S106 4,457 289,597 SH   SOLE   161,103 0 128,494
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 1,383 61,112 SH   SOLE   33,758 0 27,354
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 2,319 15,455 SH   SOLE   5,692 0 9,763
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,254 169,887 SH   SOLE   68,066 0 101,821
ENTERCOM COMMUNICATIONS CL A C COM 293639100 425 37,814 SH   SOLE   12,823 0 24,991
ENTERGY CORP COMMON STOCK USD. COM 29364G103 16,450 240,642 SH   SOLE   135,775 0 104,867
ENTERPRISE BANCORP INC COMMON COM 293668109 253 11,091 SH   SOLE   4,047 0 7,044
ENTERPRISE FINANCIAL SERVICE C COM 293712105 755 26,648 SH   SOLE   8,122 0 18,526
ENTRAVISION COMMUNICATIONS A C COM 29382R107 513 66,579 SH   SOLE   29,628 0 36,951
ENVESTNET INC COMMON STOCK COM 29404K106 1,155 38,703 SH   SOLE   18,051 0 20,652
ENVISION HEALTHCARE HOLDINGS COM 29413U103 4,274 164,569 SH   SOLE   111,807 0 52,762
EOG RESOURCES INC COMMON STOCK COM 26875P101 53,962 762,286 SH   SOLE   455,335 0 306,951
EP ENERGY CORP CL A COM 268785102 108 24,660 SH   SOLE   12,858 0 11,802
EPAM SYSTEMS INC COM 29414B104 4,111 52,289 SH   SOLE   25,649 0 26,640
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 649 49,670 SH   SOLE   22,583 0 27,087
EPIZYME INC COM COM 29428V104 443 27,634 SH   SOLE   12,865 0 14,769
EPLUS INC COMMON STOCK USD.01 COM 294268107 802 8,598 SH   SOLE   3,219 0 5,379
EPR PROPERTIES COM 26884U109 6,301 107,793 SH   SOLE   46,385 0 61,408
EQT CORP COMMON STOCK NPV COM 26884L109 10,926 209,597 SH   SOLE   117,423 0 92,174
EQUIFAX INC COMMON STOCK USD1. COM 294429105 23,714 212,931 SH   SOLE   133,462 0 79,469
EQUINIX INC COMMON STOCK USD.0 COM 29444U700 30,016 99,261 SH   SOLE   58,098 0 41,163
EQUITY COMMONWEALTH COM 294628102 2,887 104,097 SH   SOLE   57,515 0 46,582
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 5,797 86,957 SH   SOLE   51,644 0 35,313
EQUITY ONE INC REIT USD.01 COM 294752100 4,306 158,589 SH   SOLE   86,588 0 72,001
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 45,947 563,149 SH   SOLE   328,007 0 235,142
ERA GROUP INC. COM 26885G109 416 37,331 SH   SOLE   16,066 0 21,265
ERICSSON TEL - SP ADR COM 294821608 327 33,990 SH   SOLE   33,990 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 4,668 48,807 SH   SOLE   39,108 0 9,699
ERIN ENERGY CORP COM 295625107 52 16,290 SH   SOLE   4,110 0 12,180
EROS INTL PLC COM G3788M114 342 37,396 SH   SOLE   11,230 0 26,166
ESCALADE INC COM COM 296056104 185 14,000 SH   SOLE   4,035 0 9,965
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,616 44,724 SH   SOLE   18,089 0 26,635
ESPERION THERAPEUTICS INC COM COM 29664W105 299 13,449 SH   SOLE   6,329 0 7,120
ESSENDANT INC COM 296689102 2,353 72,366 SH   SOLE   32,972 0 39,394
ESSENT GROUP LTD COM G3198U102 1,167 53,292 SH   SOLE   25,771 0 27,521
ESSEX PROPERTY TRUST INC REIT COM 297178105 20,629 86,166 SH   SOLE   42,693 0 43,473
ESTEE LAUDER COMPANIES CL A CO COM 518439104 27,292 309,927 SH   SOLE   189,020 0 120,907
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 5,715 70,550 SH   SOLE   41,371 0 29,179
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,268 45,577 SH   SOLE   19,981 0 25,596
ETSY INC COM 29786A106 142 17,207 SH   SOLE   7,500 0 9,707
EURONET WORLDWIDE INC COMMON S COM 298736109 4,528 62,520 SH   SOLE   34,789 0 27,731
EVERBANK FINANCIAL CORP COM COM 29977G102 2,090 130,762 SH   SOLE   40,177 0 90,585
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,452 45,343 SH   SOLE   25,740 0 19,603
EVEREST RE GROUP LTD COMMON ST COM G3223R108 12,836 70,110 SH   SOLE   57,082 0 13,028
EVERI HOLDINGS INC COM 30034T103 423 96,399 SH   SOLE   33,382 0 63,017
EVERSOURCE ENERGY COM 30040W108 20,552 402,432 SH   SOLE   217,093 0 185,339
EVERTEC INC COM COM 30040P103 989 59,053 SH   SOLE   26,670 0 32,383
EVERYDAY HEALTH INC COM 300415106 127 21,107 SH   SOLE   9,800 0 11,307
EVINE LIVE INC COM 300487105 120 67,607 SH   SOLE   21,880 0 45,727
EVOLENT HEALTH INC - A COM 30050B101 140 11,555 SH   SOLE   4,255 0 7,300
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 113 23,489 SH   SOLE   11,580 0 11,909
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,798 94,625 SH   SOLE   52,460 0 42,165
EXACT SCIENCES CORP COMMON STO COM 30063P105 925 100,229 SH   SOLE   47,215 0 53,014
EXACTECH INC COMMON STOCK USD. COM 30064E109 256 14,111 SH   SOLE   4,768 0 9,343
EXAMWORKS GROUP INC COMMON STO COM 30066A105 1,273 47,863 SH   SOLE   26,865 0 20,998
EXAR CORP COMMON STOCK USD.000 COM 300645108 408 66,483 SH   SOLE   29,060 0 37,423
EXCO RESOURCES INC COMMON STOC COM 269279402 293 236,058 SH   SOLE   79,122 0 156,936
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 986 174,856 SH   SOLE   99,340 0 75,516
EXELON CORP COMMON STOCK NPV COM 30161N101 33,447 1,204,424 SH   SOLE   699,019 0 505,405
EXLSERVICE HOLDINGS INC COMMON COM 302081104 2,265 50,415 SH   SOLE   30,362 0 20,053
EXONE CO COM 302104104 148 14,744 SH   SOLE   4,962 0 9,782
EXPEDIA INC COM 30212P303 21,449 172,555 SH   SOLE   102,306 0 70,249
EXPEDITORS INTL WASH INC COMMO COM 302130109 15,863 351,719 SH   SOLE   236,273 0 115,446
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,657 33,165 SH   SOLE   18,980 0 14,185
EXPRESS INC COMMON STOCK COM 30219E103 1,753 101,424 SH   SOLE   51,984 0 49,440
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 85,358 976,520 SH   SOLE   579,272 0 397,248
EXTENDED STAY AM COM 30224P200 735 46,239 SH   SOLE   33,777 0 12,462
EXTERRAN CORP COM 30227H106 944 58,804 SH   SOLE   23,676 0 35,128
EXTRA SPACE STORAGE INC REIT U COM 30225T102 21,359 242,136 SH   SOLE   192,939 0 49,197
EXTREME NETWORKS INC COMMON ST COM 30226D106 542 132,841 SH   SOLE   43,941 0 88,900
EXXON MOBIL CORP COMMON STOCK COM 30231G102 465,747 5,974,942 SH   SOLE   3,600,640 0 2,374,302
EZCORP INC CL A COMMON STOCK U COM 302301106 442 88,557 SH   SOLE   37,014 0 51,543
F5 NETWORKS INC COMMON STOCK N COM 315616102 10,989 113,335 SH   SOLE   69,622 0 43,713
FABRINET COMMON STOCK USD.01 COM G3323L100 1,247 52,330 SH   SOLE   19,017 0 33,313
FACEBOOK INC COM COM 30303M102 321,381 3,070,713 SH   SOLE   1,856,866 0 1,213,847
FACTSET RESEARCH SYSTEMS INC C COM 303075105 13,920 85,623 SH   SOLE   72,376 0 13,247
FAIR ISAAC CORP COMMON STOCK U COM 303250104 5,841 62,018 SH   SOLE   44,787 0 17,231
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 5,154 248,849 SH   SOLE   133,200 0 115,649
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 149 63,412 SH   SOLE   29,485 0 33,927
FAIRPOINT COMMUNICATIONS INC C COM 305560302 329 20,474 SH   SOLE   10,293 0 10,181
FAIRWAY GROUP HOLDINGS INC COM 30603D109 21 31,517 SH   SOLE   8,986 0 22,531
FANNIE MAE COM 313586109 104 63,500 SH   SOLE   0 0 63,500
FARMER BROS CO COMMON STOCK US COM 307675108 264 8,180 SH   SOLE   3,371 0 4,809
FARMERS CAP BK CORP COM COM 309562106 243 8,974 SH   SOLE   2,050 0 6,924
FARO TECHNOLOGIES INC COMMON S COM 311642102 798 27,044 SH   SOLE   11,102 0 15,942
FASTENAL CO COMMON STOCK USD.0 COM 311900104 22,098 541,349 SH   SOLE   328,104 0 213,245
FBL FINANCIAL GROUP INC CL A C COM 30239F106 948 14,898 SH   SOLE   5,060 0 9,838
FCB FINANCIAL HLDGS CL A COM 30255G103 1,345 37,584 SH   SOLE   11,255 0 26,329
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 471 14,913 SH   SOLE   5,084 0 9,829
FEDERAL MOGUL HOLDINGS CORP COM 313549404 316 46,112 SH   SOLE   13,363 0 32,749
FEDERAL REALTY INVS TRUST REIT COM 313747206 20,616 141,112 SH   SOLE   111,508 0 29,604
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,567 98,879 SH   SOLE   36,700 0 62,179
FEDERATED INVESTORS INC CL B C COM 314211103 5,044 176,044 SH   SOLE   144,123 0 31,921
FEDERATED NATL HLDG CORO COM 31422T101 546 18,473 SH   SOLE   5,370 0 13,103
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 56,870 381,702 SH   SOLE   228,769 0 152,933
FEI COMPANY COMMON STOCK NPV COM 30241L109 6,355 79,646 SH   SOLE   57,065 0 22,581
FELCOR LODGING TRUST INC REIT COM 31430F101 1,745 239,026 SH   SOLE   94,353 0 144,673
FENIX POINTS INC COM 31446L100 82 12,055 SH   SOLE   3,265 0 8,790
FERRO CORP COMMON STOCK USD1. COM 315405100 830 74,629 SH   SOLE   36,600 0 38,029
FERROGLOBE PLC COM G33856108 829 77,075 SH   SOLE   41,970 0 35,105
FIBROCELL SCIENCE INC COM COM 315721209 108 23,789 SH   SOLE   10,190 0 13,599
FIBROGEN INC COM 31572Q808 1,400 45,940 SH   SOLE   21,505 0 24,435
FIDELITY & GUARANTY LIFE COM 315785105 358 14,125 SH   SOLE   3,680 0 10,445
FIDELITY NATIONAL FIN VENTURES COM 31620R402 1,226 109,138 SH   SOLE   34,991 0 74,147
FIDELITY NATIONAL INFORMATIO C COM 31620M106 26,942 444,586 SH   SOLE   276,344 0 168,242
FIDELITY SOUTHN CORP COM COM 316394105 521 23,351 SH   SOLE   6,578 0 16,773
FIESTA RESTAURANT GROUP COM 31660B101 868 25,847 SH   SOLE   12,469 0 13,378
FIFTH THIRD BANCORP COMMON STO COM 316773100 21,477 1,068,521 SH   SOLE   582,643 0 485,878
FINANCIAL ENGINES INC COMMON S COM 317485100 2,055 61,021 SH   SOLE   34,414 0 26,607
FINANCIAL INSTITUTIONS INC COM COM 317585404 621 22,164 SH   SOLE   8,938 0 13,226
FINISAR CORPORATION COMMON STO COM 31787A507 2,119 145,722 SH   SOLE   46,488 0 99,234
FINISH LINE/THE CL A COMMON COM 317923100 1,257 69,545 SH   SOLE   29,614 0 39,931
FIREEYE INC COM 31816Q101 2,715 130,929 SH   SOLE   89,538 0 41,391
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 9,395 261,697 SH   SOLE   153,707 0 107,990
FIRST BANCORP INC/ME COMMON ST COM 31866P102 312 15,238 SH   SOLE   5,341 0 9,897
FIRST BANCORP PUERTO RICO COMM COM 318672706 582 179,049 SH   SOLE   70,348 0 108,701
FIRST BANCORP/NC COMMON STOCK COM 318910106 558 29,785 SH   SOLE   9,173 0 20,612
FIRST BUSEY CORP COMMON STOCK COM 319383204 805 39,037 SH   SOLE   16,173 0 22,864
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,490 39,802 SH   SOLE   22,255 0 17,547
FIRST CITIZENS BCSHS CL A CO COM 31946M103 3,328 12,890 SH   SOLE   5,300 0 7,590
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,443 159,105 SH   SOLE   72,588 0 86,517
FIRST COMMUNITY BANCSHARES COM COM 31983A103 432 23,193 SH   SOLE   7,630 0 15,563
FIRST CONNECTICUT BANCORP COM 319850103 384 22,076 SH   SOLE   7,257 0 14,819
FIRST DATA CORP CL A COM 32008D106 1,404 87,625 SH   SOLE   62,845 0 24,780
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 486 12,873 SH   SOLE   4,250 0 8,623
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,854 102,606 SH   SOLE   39,875 0 62,731
FIRST FINANCIAL CORP/INDIANA C COM 320218100 630 18,535 SH   SOLE   6,795 0 11,740
FIRST FINL BANKSHARES INC COMM COM 32020R109 3,468 114,956 SH   SOLE   65,556 0 49,400
FIRST HORIZON NATIONAL CORP CO COM 320517105 5,159 355,306 SH   SOLE   280,719 0 74,587
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 4,066 183,742 SH   SOLE   71,394 0 112,348
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 784 26,983 SH   SOLE   8,606 0 18,377
FIRST MERCHANTS CORP COMMON ST COM 320817109 1,346 52,936 SH   SOLE   15,794 0 37,142
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,374 128,802 SH   SOLE   51,503 0 77,299
FIRST NBC BANK HOLDING CO COM 32115D106 879 23,513 SH   SOLE   9,078 0 14,435
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 5,527 509,388 SH   SOLE   397,581 0 111,807
FIRST OF LONG ISLAND CORP COMM COM 320734106 540 17,992 SH   SOLE   6,495 0 11,497
FIRST POTOMAC REALTY TRUST REI COM 33610F109 986 86,532 SH   SOLE   26,584 0 59,948
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 6,209 93,993 SH   SOLE   55,917 0 38,076
FIRST SOLAR INC COMMON STOCK U COM 336433107 6,435 97,511 SH   SOLE   53,338 0 44,173
FIRSTENERGY CORP COMMON STOCK COM 337932107 16,637 524,333 SH   SOLE   280,749 0 243,584
FIRSTMERIT CORP COMMON STOCK N COM 337915102 6,612 354,546 SH   SOLE   190,055 0 164,491
FISERV INC COMMON STOCK USD.01 COM 337738108 35,355 386,566 SH   SOLE   237,612 0 148,954
FITBIT INC CL A COM 33812L102 959 32,395 SH   SOLE   20,375 0 12,020
FIVE BELOW COM 33829M101 1,992 62,047 SH   SOLE   33,823 0 28,224
FIVE PRIME THERAPEUTICS INC COM 33830X104 907 21,859 SH   SOLE   10,090 0 11,769
FIVE STAR QUALITY CARE COMMON COM 33832D106 197 61,830 SH   SOLE   19,305 0 42,525
FIVE9 INC COM 338307101 191 21,940 SH   SOLE   10,400 0 11,540
FLAGSTAR BANCORP INC COMMON ST COM 337930705 667 28,847 SH   SOLE   9,767 0 19,080
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 11,962 83,694 SH   SOLE   56,015 0 27,679
FLEETMATICS GROUP LIMITED COM G35569105 1,927 37,934 SH   SOLE   18,517 0 19,417
FLEXION THERAPEUTICS INC COM 33938J106 258 13,363 SH   SOLE   6,360 0 7,003
FLEXSTEEL INDS INC COM COM 339382103 350 7,919 SH   SOLE   2,409 0 5,510
FLIR SYSTEMS INC COMMON STOCK COM 302445101 5,429 193,400 SH   SOLE   113,387 0 80,013
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,011 88,336 SH   SOLE   35,355 0 52,981
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,927 368,861 SH   SOLE   307,870 0 60,991
FLOWSERVE CORP COMMON STOCK US COM 34354P105 10,073 239,387 SH   SOLE   154,549 0 84,838
FLUIDIGM CORP COMMON STOCK COM 34385P108 298 27,606 SH   SOLE   13,530 0 14,076
FLUOR CORP COMMON STOCK USD.01 COM 343412102 8,779 185,912 SH   SOLE   108,200 0 77,712
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,152 53,230 SH   SOLE   25,967 0 27,263
FMC CORP COMMON STOCK USD.1 COM 302491303 7,951 203,200 SH   SOLE   123,298 0 79,902
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 10,287 354,601 SH   SOLE   210,029 0 144,572
FNB CORP COMMON STOCK USD.01 COM 302520101 3,690 276,588 SH   SOLE   104,441 0 172,147
FNF GROUP COM 31620R303 7,077 204,125 SH   SOLE   115,723 0 88,402
FOAMIX PHARMACEUTICALS COM M46135105 184 22,719 SH   SOLE   10,335 0 12,384
FOMENTO OCON MEXICO ADR COM 344419106 214 2,319 SH   SOLE   2,319 0 0
FOOT LOCKER INC COMMON STOCK U COM 344849104 17,339 266,389 SH   SOLE   219,520 0 46,869
FORD MOTOR CO COMMON STOCK USD COM 345370860 74,312 5,274,108 SH   SOLE   3,035,223 0 2,238,885
FOREST CITY REALTY TRUST INC C COM 345605109 3,245 147,991 SH   SOLE   86,895 0 61,096
FORESTAR GROUP INC COMMON STOC COM 346233109 611 55,883 SH   SOLE   22,156 0 33,727
FORMFACTOR INC COMMON STOCK US COM 346375108 647 71,879 SH   SOLE   27,130 0 44,749
FORRESTER RESEARCH INC COMMON COM 346563109 382 13,413 SH   SOLE   7,266 0 6,147
FORTINET INC COMMON STOCK USD. COM 34959E109 7,816 250,739 SH   SOLE   202,603 0 48,136
FORTUNE BRANDS HOME & SECURITY COM 34964C106 14,277 257,240 SH   SOLE   204,437 0 52,803
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 967 77,590 SH   SOLE   22,706 0 54,884
FORWARD AIR CORPORATION COMMON COM 349853101 2,426 56,403 SH   SOLE   39,024 0 17,379
FOSSIL GROUP INC. COM 34988V106 2,334 63,827 SH   SOLE   36,617 0 27,210
FOSTER (LB) CO A COMMON STOCK COM 350060109 205 15,035 SH   SOLE   5,435 0 9,600
FOUNDATION MEDICINE INC COM 350465100 241 11,462 SH   SOLE   5,473 0 5,989
FOUR CORNERS PROPERTY TRUST IN COM 35086T109 978 40,478 SH   SOLE   27,085 0 13,393
FOX CHASE BANCORP INC COMMON S COM 35137T108 363 17,895 SH   SOLE   7,105 0 10,790
FOX FACOTRY HOLDING CORP COM 35138V102 277 16,751 SH   SOLE   7,150 0 9,601
FRANCESCAS HOLDINGS CORP COM 351793104 833 47,870 SH   SOLE   26,409 0 21,461
FRANK'S INTERNATIONAL NV COM N33462107 422 25,309 SH   SOLE   12,228 0 13,081
FRANKLIN COVEY CO COMMON STOCK COM 353469109 273 16,293 SH   SOLE   5,505 0 10,788
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 1,846 68,297 SH   SOLE   39,265 0 29,032
FRANKLIN FINL NETWORK COM 35352P104 208 6,633 SH   SOLE   1,510 0 5,123
FRANKLIN RESOURCES INC COMMON COM 354613101 23,405 635,666 SH   SOLE   405,131 0 230,535
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,658 160,199 SH   SOLE   67,491 0 92,708
FRED S INC CLASS A COMMON STOC COM 356108100 1,317 80,426 SH   SOLE   41,946 0 38,480
FREDDIE MAC COM 313400301 107 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 10,009 1,478,463 SH   SOLE   807,199 0 671,264
FREIGHTCAR AMERICA INC COMMON COM 357023100 288 14,838 SH   SOLE   5,134 0 9,704
FRESENIUS MED CARE AG SPONSORE COM 358029106 229 5,466 SH   SOLE   5,466 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 2,284 58,754 SH   SOLE   25,291 0 33,463
FRESH MARKET INC/THE COMMON ST COM 35804H106 970 41,412 SH   SOLE   19,192 0 22,220
FRESHPET INC COM 358039105 168 19,840 SH   SOLE   9,700 0 10,140
FRONTIER COMMUNICATIONS CORP C COM 35906A108 6,766 1,448,880 SH   SOLE   766,032 0 682,848
FRONTLINE LTD COMMON STOCK USD COM G3682E127 512 171,155 SH   SOLE   45,949 0 125,206
FRP HOLDINGS INC COM 30292L107 356 10,483 SH   SOLE   4,035 0 6,448
FTD COS INC COM 30281V108 734 28,029 SH   SOLE   10,798 0 17,231
FTI CONSULTING INC COMMON STOC COM 302941109 3,083 88,950 SH   SOLE   49,966 0 38,984
FUELCELL ENERGY INC COMMON STO COM 35952H502 129 26,035 SH   SOLE   9,027 0 17,008
FULTON FINANCIAL CORP COMMON S COM 360271100 5,567 427,888 SH   SOLE   249,841 0 178,047
FURMANITE CORP COMMON STOCK NP COM 361086101 263 39,542 SH   SOLE   18,680 0 20,862
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 505 37,415 SH   SOLE   14,492 0 22,923
G + K SERVICES INC CL A COMMO COM 361268105 1,902 30,239 SH   SOLE   15,388 0 14,851
G III APPAREL GROUP LTD COMMON COM 36237H101 2,315 52,309 SH   SOLE   30,370 0 21,939
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 327 40,272 SH   SOLE   12,852 0 27,420
GALENA BIOPHARMA COM COM 363256108 236 160,845 SH   SOLE   76,865 0 83,980
GAMCO INVESTORS INC A COMMON S COM 361438104 251 8,079 SH   SOLE   4,259 0 3,820
GAMESTOP CORP CLASS A COMMON S COM 36467W109 4,107 146,478 SH   SOLE   79,022 0 67,456
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,388 85,901 SH   SOLE   53,573 0 32,328
GANNETT CO INC COM 36473H104 1,620 99,466 SH   SOLE   61,937 0 37,529
GAP INC/THE COMMON STOCK USD.0 COM 364760108 11,104 449,564 SH   SOLE   291,802 0 157,762
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 5,298 142,521 SH   SOLE   77,065 0 65,456
GARTNER INC COMMON STOCK USD.0 COM 366651107 13,059 143,975 SH   SOLE   115,770 0 28,205
GASLOG LTD COM COM G37585109 463 55,774 SH   SOLE   17,256 0 38,518
GASTAR EXPLORATION INC COM 36729W202 140 106,885 SH   SOLE   32,519 0 74,366
GATX CORP COMMON STOCK USD.625 COM 361448103 2,755 64,751 SH   SOLE   48,949 0 15,802
GENER8 MARITIME INC COM Y26889108 184 19,505 SH   SOLE   4,880 0 14,625
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,017 67,751 SH   SOLE   33,015 0 34,736
GENERAL CABLE CORP COMMON STOC COM 369300108 832 61,988 SH   SOLE   31,249 0 30,739
GENERAL COMMUNICATION INC A CO COM 369385109 1,054 53,308 SH   SOLE   33,224 0 20,084
GENERAL DYNAMICS CORP COMMON S COM 369550108 51,233 372,984 SH   SOLE   231,567 0 141,417
GENERAL ELECTRIC CO COMMON STO COM 369604103 367,218 11,788,685 SH   SOLE   7,164,141 0 4,624,544
GENERAL GROWTH PROPERTIES REIT COM 370023103 20,407 750,000 SH   SOLE   378,717 0 371,283
GENERAL MILLS INC COMMON STOCK COM 370334104 52,601 912,254 SH   SOLE   544,889 0 367,365
GENERAL MOTORS CO COMMON STOCK COM 37045V100 67,302 1,978,878 SH   SOLE   1,123,316 0 855,562
GENESCO INC COMMON STOCK USD1. COM 371532102 2,242 39,449 SH   SOLE   15,986 0 23,463
GENESEE + WYOMING INC CL A COM COM 371559105 4,494 83,695 SH   SOLE   68,570 0 15,125
GENESIS HEALTHCARE INC COM 37185X106 163 46,851 SH   SOLE   15,538 0 31,313
GENIE ENERGY COM 372284208 186 16,655 SH   SOLE   4,990 0 11,665
GENMARK DIAGNOSTICS INC COM 372309104 317 40,799 SH   SOLE   20,105 0 20,694
GENOCEA BIOSCIENCES INC COM 372427104 105 19,934 SH   SOLE   9,340 0 10,594
GENOMIC HEALTH INC COMMON STOC COM 37244C101 728 20,686 SH   SOLE   9,509 0 11,177
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 3,619 144,881 SH   SOLE   94,143 0 50,738
GENTEX CORP COMMON STOCK USD.0 COM 371901109 9,558 597,005 SH   SOLE   501,376 0 95,629
GENTHERM INC COM 37253A103 2,155 45,472 SH   SOLE   25,389 0 20,083
GENUINE PARTS CO COMMON STOCK COM 372460105 23,641 275,245 SH   SOLE   179,055 0 96,190
GENWORTH FINANCIAL INC CL A CO COM 37247D106 2,584 692,651 SH   SOLE   536,448 0 156,203
GEO GROUP INC/THE COMMON STOCK COM 36162J106 3,738 129,299 SH   SOLE   53,770 0 75,529
GEOSPACE TECHNOLOGIES CORP COM 37364X109 284 20,194 SH   SOLE   7,488 0 12,706
GERDAU SA SIDERURG ADR COM 373737105 13 10,900 SH   SOLE   10,900 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 631 18,952 SH   SOLE   6,664 0 12,288
GERON CORP COMMON STOCK USD.00 COM 374163103 749 154,847 SH   SOLE   71,352 0 83,495
GETTY REALTY CORP REIT USD.01 COM 374297109 726 42,322 SH   SOLE   15,696 0 26,626
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 1,368 53,768 SH   SOLE   22,221 0 31,547
GIGAMON INC COM 37518B102 691 26,006 SH   SOLE   12,534 0 13,472
GILEAD SCIENCES INC COMMON STO COM 375558103 209,212 2,067,512 SH   SOLE   1,235,665 0 831,847
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,503 132,041 SH   SOLE   56,551 0 75,490
GLADSTONE COMMERCIAL CORP REIT COM 376536108 411 28,148 SH   SOLE   7,852 0 20,296
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,643 89,121 SH   SOLE   42,369 0 46,752
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,071 26,550 SH   SOLE   26,550 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 202 6,255 SH   SOLE   2,555 0 3,700
GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 438 20,565 SH   SOLE   9,044 0 11,521
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 429 43,490 SH   SOLE   20,742 0 22,748
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 405 13,943 SH   SOLE   6,282 0 7,661
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 15,007 232,629 SH   SOLE   188,219 0 44,410
GLOBALSTAR INC COMMON STOCK US COM 378973408 926 643,353 SH   SOLE   199,120 0 444,233
GLOBANT SA COM L44385109 529 14,099 SH   SOLE   6,570 0 7,529
GLOBUS MEDICAL INC A COM COM 379577208 1,902 68,365 SH   SOLE   34,144 0 34,221
GLU MOBILE INC COMMON STOCK US COM 379890106 335 137,780 SH   SOLE   53,577 0 84,203
GNC HOLDINGS INC CL A COMMON S COM 36191G107 2,593 83,601 SH   SOLE   53,480 0 30,121
GODADDY INC COM 380237107 675 21,068 SH   SOLE   13,560 0 7,508
GOGO INC COM 38046C109 966 54,277 SH   SOLE   25,816 0 28,461
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 973 61,647 SH   SOLE   33,422 0 28,225
GOLDEN OCEAN GROUP LTD COM G39637106 91 85,151 SH   SOLE   23,854 0 61,297
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 102,306 567,641 SH   SOLE   325,493 0 242,148
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 11,676 357,394 SH   SOLE   198,106 0 159,288
GOPRO INC-Class A COM 38268T103 1,425 79,148 SH   SOLE   52,672 0 26,476
GORMAN RUPP CO COMMON STOCK NP COM 383082104 723 27,038 SH   SOLE   11,258 0 15,780
GOVERNMENT PROPERTIES INCOME R COM 38376A103 1,736 109,383 SH   SOLE   36,875 0 72,508
GP STRATEGIES CORP COMMON STOC COM 36225V104 324 12,900 SH   SOLE   6,383 0 6,517
GRACO INC COMMON STOCK USD1. COM 384109104 8,147 113,046 SH   SOLE   91,088 0 21,958
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 236 14,015 SH   SOLE   4,763 0 9,252
GRAHAM HOLDINGS CO COM 384637104 3,007 6,201 SH   SOLE   4,707 0 1,494
GRAMERCY PROPERTY TRUST COM 385002100 4,904 635,176 SH   SOLE   178,469 0 456,707
GRAND CANYON EDUCATION INC COM COM 38526M106 2,012 50,150 SH   SOLE   25,230 0 24,920
GRANITE CONSTRUCTION INC COMMO COM 387328107 3,685 85,888 SH   SOLE   46,911 0 38,977
GRAPHIC PACKAGING HOLDING CO C COM 388689101 3,039 236,899 SH   SOLE   171,664 0 65,235
GRAY TELEVISION INC COMMON STO COM 389375106 1,033 63,365 SH   SOLE   29,858 0 33,507
GREAT LAKES DREDGE + DOCK CO C COM 390607109 330 83,255 SH   SOLE   29,538 0 53,717
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,911 216,427 SH   SOLE   169,429 0 46,998
GREAT SOUTHERN BANCORP INC COM COM 390905107 720 15,898 SH   SOLE   4,896 0 11,002
GREAT WESTERN BANCORP COM 391416104 1,608 55,422 SH   SOLE   16,675 0 38,747
GREATBATCH INC COMMON STOCK US COM 39153L106 2,255 42,953 SH   SOLE   16,646 0 26,307
GREEN BANCORP INC COM 39260X100 163 15,581 SH   SOLE   2,485 0 13,096
GREEN BRICK PARTNERS INC COM 392709101 200 27,828 SH   SOLE   8,005 0 19,823
GREEN DOT CORP CLASS A COMMON COM 39304D102 1,147 69,875 SH   SOLE   26,641 0 43,234
GREEN PLAINS INC COM 393222104 1,349 58,915 SH   SOLE   22,651 0 36,264
GREENBRIER COMPANIES INC COMMO COM 393657101 1,225 37,559 SH   SOLE   20,685 0 16,874
GREENHILL + CO INC COMMON STOC COM 395259104 1,016 35,503 SH   SOLE   18,994 0 16,509
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 695 37,144 SH   SOLE   10,313 0 26,831
GREIF INC CL A COMMON STOCK NP COM 397624107 1,936 62,845 SH   SOLE   31,850 0 30,995
GRIFFON CORP COMMON STOCK USD. COM 398433102 1,072 60,243 SH   SOLE   30,387 0 29,856
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 2,907 38,397 SH   SOLE   17,668 0 20,729
GROUPON INC COM 399473107 1,281 417,227 SH   SOLE   283,371 0 133,856
GRUBHUB INC COM 400110102 1,731 71,522 SH   SOLE   33,590 0 37,932
GSI GROUP INC COMMON STOCK NPV COM 36191C205 631 46,310 SH   SOLE   14,525 0 31,785
GTT COMMUNICATIONS INC COM 362393100 384 22,485 SH   SOLE   10,600 0 11,885
GUARANTY BANCORP COM 40075T607 357 21,574 SH   SOLE   6,759 0 14,815
GUESS? INC COMMON STOCK USD.01 COM 401617105 2,636 139,603 SH   SOLE   76,489 0 63,114
GUIDANCE SOFTWARE INC COMMON S COM 401692108 115 19,100 SH   SOLE   9,849 0 9,251
GUIDEWIRE SOFTWARE INC COM COM 40171V100 4,385 72,891 SH   SOLE   36,375 0 36,516
GULFMARK OFFSHORE INC CL A COM COM 402629208 237 50,735 SH   SOLE   19,988 0 30,747
GULFPORT ENERGY CORP COMMON ST COM 402635304 3,734 151,966 SH   SOLE   119,554 0 32,412
H+E EQUIPMENT SERVICES INC COM COM 404030108 614 35,147 SH   SOLE   17,548 0 17,599
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,206 366,450 SH   SOLE   210,937 0 155,513
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,692 73,821 SH   SOLE   44,346 0 29,475
HABIT RESTAURANTS COM 40449J103 244 10,588 SH   SOLE   4,865 0 5,723
HACKETT GROUP INC/THE COMMON S COM 404609109 375 23,308 SH   SOLE   11,630 0 11,678
HAEMONETICS CORP/MASS COMMON S COM 405024100 2,434 75,509 SH   SOLE   33,803 0 41,706
HAIN CELESTIAL GROUP INC COMMO COM 405217100 6,925 171,455 SH   SOLE   138,634 0 32,821
HALCON RESOURCES CORP COM COM 40537Q506 122 97,106 SH   SOLE   29,728 0 67,378
HALLADOR ENERGY CO COMMON STOC COM 40609P105 62 13,508 SH   SOLE   5,043 0 8,465
HALLIBURTON CO COMMON STOCK US COM 406216101 41,779 1,227,360 SH   SOLE   735,643 0 491,717
HALLMARK FINL SERVICES INC COM COM 40624Q203 266 22,753 SH   SOLE   6,983 0 15,770
HALOZYME THERAPEUTICS INC COMM COM 40637H109 1,904 109,883 SH   SOLE   51,823 0 58,060
HALYARD HEALTH INC COM 40650V100 3,456 103,441 SH   SOLE   57,434 0 46,007
HAMPTON ROADS BANKSHARES INC C COM 409321502 102 55,563 SH   SOLE   18,577 0 36,986
HANCOCK HOLDING CO COMMON STOC COM 410120109 4,230 168,060 SH   SOLE   91,968 0 76,092
HANESBRANDS INC COMMON STOCK U COM 410345102 17,162 583,146 SH   SOLE   344,345 0 238,801
HANGER INC. COM 41043F208 957 58,167 SH   SOLE   23,077 0 35,090
HANMI FINANCIAL CORPORATION CO COM 410495204 1,239 52,241 SH   SOLE   21,901 0 30,340
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 895 47,321 SH   SOLE   11,921 0 35,400
HANOVER INSURANCE GROUP INC/ C COM 410867105 6,650 81,758 SH   SOLE   67,890 0 13,868
HARLEY DAVIDSON INC COMMON STO COM 412822108 12,937 285,028 SH   SOLE   162,974 0 122,054
HARMAN INTERNATIONAL COMMON ST COM 413086109 10,677 113,331 SH   SOLE   70,148 0 43,183
HARMONIC INC COMMON STOCK USD. COM 413160102 572 140,470 SH   SOLE   55,811 0 84,659
HARRIS CORP COMMON STOCK USD1. COM 413875105 14,183 163,212 SH   SOLE   100,339 0 62,873
HARSCO CORP COMMON STOCK USD1. COM 415864107 848 107,579 SH   SOLE   59,602 0 47,977
HARTE HANKS INC COMMON STOCK U COM 416196103 271 83,717 SH   SOLE   37,058 0 46,659
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 23,477 540,206 SH   SOLE   287,517 0 252,689
HARVARD BIOSCIENCE INC COMMON COM 416906105 130 37,333 SH   SOLE   5,340 0 31,993
HASBRO INC COMMON STOCK USD.5 COM 418056107 11,563 171,660 SH   SOLE   101,727 0 69,933
HATTERAS FINANCIAL CORP REIT U COM 41902R103 1,807 137,385 SH   SOLE   41,074 0 96,311
HAVERTY FURNITURE COMMON STOCK COM 419596101 755 35,237 SH   SOLE   16,001 0 19,236
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 4,401 152,014 SH   SOLE   119,427 0 32,587
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 2,081 58,891 SH   SOLE   31,351 0 27,540
HAWAIIN TELCOM HOLDCO COM COM 420031106 376 15,121 SH   SOLE   5,069 0 10,052
HAWKINS INC COMMON STOCK USD.0 COM 420261109 609 17,036 SH   SOLE   6,467 0 10,569
HAYNES INTERNATIONAL INC COMMO COM 420877201 745 20,310 SH   SOLE   8,115 0 12,195
HC2 HOLDINGS INC COM 404139107 103 19,404 SH   SOLE   6,615 0 12,789
HCA HOLDINGS INC COMMON STOCK COM 40412C101 24,078 356,029 SH   SOLE   226,471 0 129,558
HCI GROUP INC COM 40416E103 458 13,156 SH   SOLE   5,390 0 7,766
HCP INC REIT USD1. COM 40414L109 24,333 636,325 SH   SOLE   323,039 0 313,286
HD SUPPLY HOLDINGS INC COM 40416M105 4,404 146,640 SH   SOLE   100,911 0 45,729
HEADWATERS INC COMMON STOCK US COM 42210P102 1,516 89,882 SH   SOLE   49,413 0 40,469
HEALTH NET INC COMMON STOCK US COM 42222G108 9,040 132,044 SH   SOLE   106,159 0 25,885
HEALTHCARE REALTY TRUST INC RE COM 421946104 4,738 167,286 SH   SOLE   62,948 0 104,338
HEALTHCARE SERVICES GROUP COMM COM 421906108 3,243 93,007 SH   SOLE   53,380 0 39,627
HEALTHCARE TRUST OF AMERICA COM 42225P501 2,369 87,833 SH   SOLE   48,201 0 39,632
HEALTHEQUITY INC COM 42226A107 1,027 40,982 SH   SOLE   22,300 0 18,682
HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,525 101,276 SH   SOLE   49,680 0 51,596
HEALTHSTREAM INC COMMON STOCK COM 42222N103 637 28,960 SH   SOLE   16,051 0 12,909
HEALTHWAYS INC COMMON STOCK US COM 422245100 650 50,490 SH   SOLE   19,131 0 31,359
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,508 88,613 SH   SOLE   59,113 0 29,500
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 822 26,209 SH   SOLE   7,340 0 18,869
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 5,204 54,884 SH   SOLE   34,453 0 20,431
HEARTWARE INTERNATIONAL INC CO COM 422368100 893 17,718 SH   SOLE   8,496 0 9,222
HECLA MINING CO COMMON STOCK U COM 422704106 1,029 544,620 SH   SOLE   183,008 0 361,612
HEICO CORP COMMON STOCK USD.01 COM 422806109 1,387 25,521 SH   SOLE   15,585 0 9,936
HEICO CORP NEW COM 422806208 1,955 39,729 SH   SOLE   16,670 0 23,059
HEIDRICK + STRUGGLES INTL COMM COM 422819102 798 29,307 SH   SOLE   11,537 0 17,770
HELEN OF TROY LTD COMMON STOCK COM G4388N106 4,471 47,442 SH   SOLE   23,854 0 23,588
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 1,028 195,378 SH   SOLE   88,452 0 106,926
HELMERICH + PAYNE COMMON STOCK COM 423452101 10,728 200,338 SH   SOLE   137,568 0 62,770
HEMISPHERE MEDIA GROUP COM 42365Q103 198 13,420 SH   SOLE   4,441 0 8,979
HENRY SCHEIN INC COMMON STOCK COM 806407102 19,291 121,947 SH   SOLE   71,282 0 50,665
HERBALIFE LTD COMMON STOCK USD COM G4412G101 3,569 66,565 SH   SOLE   42,079 0 24,486
HERITAGE COMMERCE CORP COMMON COM 426927109 411 34,396 SH   SOLE   11,642 0 22,754
HERITAGE FINANCIAL CORP COMMON COM 42722X106 768 40,758 SH   SOLE   12,773 0 27,985
HERITAGE INS HLDGS INC COM 42727J102 568 26,046 SH   SOLE   10,050 0 15,996
HERITAGE OAKS BANCORP COM COM 42724R107 265 33,032 SH   SOLE   11,445 0 21,587
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 171 16,157 SH   SOLE   5,149 0 11,008
HERMAN MILLER INC COMMON STOCK COM 600544100 3,669 127,833 SH   SOLE   90,376 0 37,457
HERON THERAPEUTICS INC COM 427746102 776 29,054 SH   SOLE   14,220 0 14,834
HERSHA HOSPITALITY TRUST REIT COM 427825500 1,457 66,961 SH   SOLE   18,946 0 48,015
HERSHEY CO/THE COMMON STOCK US COM 427866108 23,617 264,562 SH   SOLE   158,173 0 106,389
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 5,708 401,111 SH   SOLE   277,787 0 123,324
HESKA CORP COM COM 42805E306 216 5,584 SH   SOLE   2,540 0 3,044
HESS CORP COMMON STOCK USD1. COM 42809H107 16,750 345,496 SH   SOLE   193,523 0 151,973
HEWLETT PACKARD ENTERPRISE COM 42824C109 37,288 2,453,163 SH   SOLE   1,412,504 0 1,040,659
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,408 94,887 SH   SOLE   62,037 0 32,850
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,426 45,896 SH   SOLE   25,931 0 19,965
HIBBETT SPORTS INC COMMON STOC COM 428567101 898 29,682 SH   SOLE   15,404 0 14,278
HIGHWOODS PROPERTIES INC REIT COM 431284108 9,666 221,694 SH   SOLE   121,945 0 99,749
HILL INTERNATIONAL INC COMMON COM 431466101 176 45,253 SH   SOLE   11,795 0 33,458
HILL ROM HOLDINGS INC COMMON S COM 431475102 4,751 98,850 SH   SOLE   78,848 0 20,002
HILLENBRAND INC COMMON STOCK N COM 431571108 2,305 77,776 SH   SOLE   41,785 0 35,991
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,910 99,358 SH   SOLE   35,180 0 64,178
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 9,985 466,582 SH   SOLE   313,749 0 152,833
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 1,329 107,671 SH   SOLE   56,554 0 51,117
HNI CORP COMMON STOCK USD1. COM 404251100 2,874 79,693 SH   SOLE   55,444 0 24,249
HOLLYFRONTIER CORP COMMON STOC COM 436106108 11,257 282,200 SH   SOLE   221,920 0 60,280
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 16,108 416,332 SH   SOLE   334,899 0 81,433
HOME BANCSHARES INC COMMON STO COM 436893200 3,063 75,596 SH   SOLE   38,394 0 37,202
HOME DEPOT INC COMMON STOCK US COM 437076102 249,752 1,888,481 SH   SOLE   1,177,789 0 710,692
HOMESTREET INC COM 43785V102 595 27,390 SH   SOLE   8,254 0 19,136
HOMETRUST BANCSHARES INC COM COM 437872104 509 25,137 SH   SOLE   7,245 0 17,892
HONDA MOTOR ADR COM 438128308 686 21,494 SH   SOLE   21,494 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 107,594 1,038,857 SH   SOLE   677,948 0 360,909
HOOKER FUNITURE CORP COM COM 439038100 341 13,515 SH   SOLE   3,795 0 9,720
HORACE MANN EDUCATORS COMMON S COM 440327104 2,241 67,540 SH   SOLE   26,039 0 41,501
HORIZON BANCORP INDIANA COM COM 440407104 431 15,422 SH   SOLE   4,781 0 10,641
HORIZON GLOBAL CORP COM 44052W104 256 24,705 SH   SOLE   8,585 0 16,120
HORMEL FOODS CORP COMMON STOCK COM 440452100 20,752 262,421 SH   SOLE   166,576 0 95,845
HORNBECK OFFSHORE SERVICES COM COM 440543106 564 56,718 SH   SOLE   20,912 0 35,806
HORSEHEAD HOLDING CORP COMMON COM 440694305 159 77,476 SH   SOLE   25,755 0 51,721
HOSPITALITY PROPERTIES TRUST R COM 44106M102 6,337 242,334 SH   SOLE   186,524 0 55,810
HOST HOTELS + RESORTS INC REIT COM 44107P104 15,838 1,032,437 SH   SOLE   522,268 0 510,169
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,993 183,353 SH   SOLE   59,652 0 123,701
HOULIHAN LOKEY INC COM 441593100 332 12,675 SH   SOLE   3,625 0 9,050
HOVNANIAN ENTERPRISES A COMMON COM 442487203 305 168,575 SH   SOLE   56,121 0 112,454
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,547 31,349 SH   SOLE   18,441 0 12,908
HP INC COM 40434L105 29,280 2,472,995 SH   SOLE   1,436,494 0 1,036,501
HRG GROUP INC COM 40434J100 1,358 100,170 SH   SOLE   34,056 0 66,114
HSBC HOLDINGS PLC ADR COM 404280406 1,690 42,818 SH   SOLE   42,818 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 3,057 60,326 SH   SOLE   42,009 0 18,317
HUB GROUP INC CL A COMMON STOC COM 443320106 1,535 46,590 SH   SOLE   24,909 0 21,681
HUBBELL INC COM 443510607 9,468 93,701 SH   SOLE   75,886 0 17,815
HUBSPOT INC COM 443573100 1,036 18,394 SH   SOLE   8,565 0 9,829
HUDSON PACIFIC PROPERTIES IN R COM 444097109 3,034 107,804 SH   SOLE   29,701 0 78,103
HUMANA INC COMMON STOCK USD.16 COM 444859102 35,958 201,436 SH   SOLE   122,595 0 78,841
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 10,958 149,379 SH   SOLE   97,158 0 52,221
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,689 1,056,858 SH   SOLE   563,339 0 493,519
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 10,318 81,341 SH   SOLE   65,478 0 15,863
HUNTSMAN CORP COMMON STOCK USD COM 447011107 1,961 172,437 SH   SOLE   105,823 0 66,614
HURCO COMPANIES INC COMMON STO COM 447324104 327 12,293 SH   SOLE   3,595 0 8,698
HURON CONSULTING GROUP INC COM COM 447462102 2,223 37,420 SH   SOLE   15,967 0 21,453
HYATT HOTELS CORP CL A COMMO COM 448579102 1,409 29,970 SH   SOLE   15,895 0 14,075
HYSTER YALE MATERIALS COM 449172105 730 13,911 SH   SOLE   5,306 0 8,605
IAC/INTERACTIVECORP COMMON STO COM 44919P508 4,574 76,176 SH   SOLE   51,134 0 25,042
IBERIABANK CORP COMMON STOCK U COM 450828108 3,029 55,009 SH   SOLE   15,948 0 39,061
ICF INTERNATIONAL INC COMMON S COM 44925C103 989 27,818 SH   SOLE   9,675 0 18,143
ICONIX BRAND GROUP INC COMMON COM 451055107 568 83,094 SH   SOLE   34,824 0 48,270
ICU MEDICAL INC COMMON STOCK U COM 44930G107 2,209 19,584 SH   SOLE   9,216 0 10,368
IDACORP INC COMMON STOCK NPV COM 451107106 8,058 118,503 SH   SOLE   67,941 0 50,562
IDERA PHARMACEUTICAL COM COM 45168K306 267 86,309 SH   SOLE   38,895 0 47,414
IDEX CORP COMMON STOCK USD.01 COM 45167R104 10,418 135,981 SH   SOLE   111,371 0 24,610
IDEXX LABORATORIES INC COMMON COM 45168D104 12,669 173,734 SH   SOLE   141,327 0 32,407
IDT CORP CLASS B COMMON STOCK COM 448947507 483 41,466 SH   SOLE   25,823 0 15,643
IGNYTA INC COM 451731103 312 23,315 SH   SOLE   8,940 0 14,375
IHS INC CLASS A COMMON STOCK U COM 451734107 7,405 62,524 SH   SOLE   40,045 0 22,479
II VI INC COMMON STOCK NPV COM 902104108 1,818 97,979 SH   SOLE   45,277 0 52,702
ILLINOIS TOOL WORKS COMMON STO COM 452308109 45,479 490,705 SH   SOLE   271,988 0 218,717
ILLUMINA INC COMMON STOCK USD. COM 452327109 38,113 198,564 SH   SOLE   116,505 0 82,059
IMATION CORP COMMON STOCK USD. COM 45245A107 55 40,058 SH   SOLE   6,235 0 33,823
IMAX CORP COM 45245E109 2,046 57,565 SH   SOLE   27,145 0 30,420
IMMERSION CORPORATION COMMON S COM 452521107 331 28,348 SH   SOLE   14,593 0 13,755
IMMUNE DESIGN CORP COM 45252L103 209 10,416 SH   SOLE   4,550 0 5,866
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 1,273 93,829 SH   SOLE   45,842 0 47,987
IMMUNOMEDICS INC COMMON STOCK COM 452907108 308 100,435 SH   SOLE   46,638 0 53,797
IMPAX LABORATORIES INC COMMON COM 45256B101 3,833 89,631 SH   SOLE   49,211 0 40,420
IMPERVA INC COM 45321L100 1,716 27,111 SH   SOLE   13,047 0 14,064
IMS HEALTH HLDGS INC COM 44970B109 3,098 121,648 SH   SOLE   80,110 0 41,538
INC RESEARCH HOLDINGS COM 45329R109 619 12,764 SH   SOLE   6,045 0 6,719
INCONTACT INC COMMON STOCK USD COM 45336E109 568 59,563 SH   SOLE   27,118 0 32,445
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 16,890 155,738 SH   SOLE   102,566 0 53,172
INDEPENDANCE REALTY TRUST COM 45378A106 318 42,407 SH   SOLE   10,685 0 31,722
INDEPENDENCE CONTRACT DRILLING COM 453415309 92 18,127 SH   SOLE   3,075 0 15,052
INDEPENDENCE HOLDING CO COMMON COM 453440307 173 12,521 SH   SOLE   4,405 0 8,116
INDEPENDENT BANK CORP/MA COMMO COM 453836108 2,104 45,220 SH   SOLE   18,461 0 26,759
INDEPENDENT BK CORP MI COM COM 453838609 479 31,419 SH   SOLE   10,265 0 21,154
INDEPENDENT BK GROUP COM COM 45384B106 407 12,715 SH   SOLE   3,673 0 9,042
INFINERA CORP COMMON STOCK USD COM 45667G103 2,531 139,680 SH   SOLE   66,105 0 73,575
INFINITY PHARMACEUTICALS INC C COM 45665G303 421 53,572 SH   SOLE   24,666 0 28,906
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,623 19,742 SH   SOLE   7,741 0 12,001
INFOBLOX INC COM COM 45672H104 989 53,791 SH   SOLE   25,872 0 27,919
INFRAREIT INC COM 45685L100 560 30,245 SH   SOLE   8,690 0 21,555
ING GROEP N V SPONSORED ADR COM 456837103 574 42,663 SH   SOLE   42,663 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 18,303 331,029 SH   SOLE   195,037 0 135,992
INGLES MARKETS INC CLASS A COM COM 457030104 760 17,243 SH   SOLE   5,567 0 11,676
INGRAM MICRO INC CL A COMMON S COM 457153104 7,013 230,849 SH   SOLE   179,749 0 51,100
INGREDION, INC. COM 457187102 10,721 111,868 SH   SOLE   89,024 0 22,844
INLAND REAL ESTATE CORP REIT U COM 457461200 1,494 140,714 SH   SOLE   61,242 0 79,472
INNERWORKINGS INC COMMON STOCK COM 45773Y105 377 50,321 SH   SOLE   22,580 0 27,741
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,301 44,905 SH   SOLE   23,947 0 20,958
INNOSPEC INC COMMON STOCK USD. COM 45768S105 2,118 38,992 SH   SOLE   15,935 0 23,057
INOGEN INC COM 45780L104 701 17,488 SH   SOLE   9,380 0 8,108
INOVALON HOLDINGS INC - A COM 45781D101 334 19,641 SH   SOLE   13,445 0 6,196
INOVIO BIOMEDICAL CO COM 45773H201 476 70,768 SH   SOLE   31,770 0 38,998
INPHI CORP COMMON STOCK COM 45772F107 1,159 42,911 SH   SOLE   24,039 0 18,872
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,637 65,154 SH   SOLE   26,150 0 39,004
INSMED INC COMMON STOCK USD.01 COM 457669307 1,176 64,811 SH   SOLE   30,495 0 34,316
INSPERITY INC COMMON STOCK USD COM 45778Q107 1,699 35,282 SH   SOLE   24,164 0 11,118
INSTALLED BUILDING PRODUCTS COM 45780R101 533 21,486 SH   SOLE   11,395 0 10,091
INSTEEL INDUSTRIES INC COMMON COM 45774W108 415 19,848 SH   SOLE   10,017 0 9,831
INSULET CORP COMMON STOCK USD. COM 45784P101 2,651 70,122 SH   SOLE   38,575 0 31,547
INSYS THERAPEUTICS INC COM 45824V209 729 25,465 SH   SOLE   12,534 0 12,931
INTEGRA LIFESCIENCES HOLDING C COM 457985208 3,070 45,298 SH   SOLE   22,827 0 22,471
INTEGRATED DEVICE TECH INC COM COM 458118106 7,163 271,833 SH   SOLE   190,257 0 81,576
INTEL CORP COMMON STOCK USD.00 COM 458140100 231,853 6,730,134 SH   SOLE   4,008,622 0 2,721,512
INTELSAT S A COM COM L5140P101 159 38,241 SH   SOLE   16,118 0 22,123
INTER PARFUMS INC COMMON STOCK COM 458334109 898 37,704 SH   SOLE   21,307 0 16,397
INTERACTIVE BROKERS GRO CL A C COM 45841N107 2,125 48,739 SH   SOLE   32,372 0 16,367
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 694 22,102 SH   SOLE   12,079 0 10,023
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,367 15,849 SH   SOLE   10,618 0 5,231
INTERCONTINENTAL EXCHANGE INC COM 45866F104 39,358 153,588 SH   SOLE   86,775 0 66,813
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,658 74,593 SH   SOLE   52,699 0 21,894
INTERFACE INC COM 458665304 1,880 98,203 SH   SOLE   63,649 0 34,554
INTERNAP CORP COM 45885A300 422 65,938 SH   SOLE   35,498 0 30,440
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,242 126,137 SH   SOLE   71,531 0 54,606
INTERNATIONAL PAPER CO COMMON COM 460146103 24,732 656,019 SH   SOLE   397,980 0 258,039
INTERPUBLIC GROUP OF COS INC C COM 460690100 15,241 654,680 SH   SOLE   403,650 0 251,030
INTERSECT ENT INC COM 46071F103 343 15,228 SH   SOLE   7,080 0 8,148
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,721 291,652 SH   SOLE   160,375 0 131,277
INTERVAL LEISURE GROUP COMMON COM 46113M108 798 51,114 SH   SOLE   27,168 0 23,946
INTL BUSINESS MACHINES CORP CO COM 459200101 180,514 1,311,682 SH   SOLE   805,262 0 506,420
INTL FCSTONE INC COMMON STOCK COM 46116V105 947 28,300 SH   SOLE   13,988 0 14,312
INTL FLAVORS + FRAGRANCES COMM COM 459506101 15,743 131,587 SH   SOLE   82,761 0 48,826
INTL GAME TECHNOLOGY COMMON ST COM G4863A108 1,034 63,907 SH   SOLE   45,648 0 18,259
INTL SPEEDWAY CORP CL A COMMON COM 460335201 2,021 59,946 SH   SOLE   31,667 0 28,279
INTRA CELLULAR THERAPIES COM 46116X101 1,372 25,503 SH   SOLE   11,985 0 13,518
INTRALINKS HOLDINGS INC COMMON COM 46118H104 429 47,252 SH   SOLE   19,614 0 27,638
INTRAWEST RESORTS HOLDINGS COM 46090K109 204 26,049 SH   SOLE   6,764 0 19,285
INTREPID POTASH INC COMMON STO COM 46121Y102 283 95,832 SH   SOLE   40,467 0 55,365
INTREXON CORP COM 46122T102 1,387 46,016 SH   SOLE   30,010 0 16,006
INTUIT INC COMMON STOCK USD.01 COM 461202103 41,026 425,141 SH   SOLE   256,754 0 168,387
INTUITIVE SURGICAL INC COMMON COM 46120E602 32,116 58,803 SH   SOLE   35,723 0 23,080
INVACARE CORP COMMON STOCK USD COM 461203101 906 52,074 SH   SOLE   19,010 0 33,064
INVENSENSE INC COM 46123D205 774 75,635 SH   SOLE   37,581 0 38,054
INVENTURE FOODS INC COM COM 461212102 131 18,456 SH   SOLE   8,941 0 9,515
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 20,837 622,372 SH   SOLE   349,286 0 273,086
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,154 173,842 SH   SOLE   50,672 0 123,170
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 929 54,589 SH   SOLE   22,745 0 31,844
INVESTORS BANCORP INC COMMON S COM 46146L101 5,981 480,825 SH   SOLE   150,871 0 329,954
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,277 183,758 SH   SOLE   58,004 0 125,754
INVIVO THERAPEUTICS HLDGS COM 46186M209 182 25,214 SH   SOLE   12,195 0 13,019
ION GEOPHYSICAL CORP COMMON ST COM 462044108 104 207,244 SH   SOLE   74,921 0 132,323
IONIS PHARMACEUTICALS COM 462222100 8,110 130,953 SH   SOLE   91,702 0 39,251
IPG PHOTONICS CORP COMMON STOC COM 44980X109 5,430 60,903 SH   SOLE   48,769 0 12,134
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 1,025 121,921 SH   SOLE   44,663 0 77,258
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,657 46,818 SH   SOLE   19,052 0 27,766
IRON MOUNTAIN INC COMMON STOCK COM 46284V101 7,557 279,796 SH   SOLE   153,184 0 126,612
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,434 123,715 SH   SOLE   56,393 0 67,322
ISHARES LEHMAN AGGREGATE BOND COM 464287226 8,625 79,857 SH   SOLE   67,087 0 12,770
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 6,083 61,148 SH   SOLE   60,048 0 1,100
ISHARES RUSSELL 1000 INDEX COM 464287622 5,577 49,217 SH   SOLE   49,217 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 6,489 66,312 SH   SOLE   66,312 0 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 1,025 7,350 SH   SOLE   3,300 0 4,050
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 4,396 39,074 SH   SOLE   17,700 0 21,374
ISHARES RUSSELL MID CAP GROWTH COM 464287481 3,904 42,450 SH   SOLE   42,450 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 2,037 12,715 SH   SOLE   10,865 0 1,850
ISHARES S&P SMALLCAP 600 COM 464287804 890 8,080 SH   SOLE   8,080 0 0
ISLE OF CAPRI CASINOS COMMON S COM 464592104 319 22,903 SH   SOLE   10,330 0 12,573
ISTAR INC COM 45031U101 1,644 140,126 SH   SOLE   50,984 0 89,142
ITAU UNIBANCO BANCO ADR COM 465562106 213 32,793 SH   SOLE   32,793 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 5,826 148,433 SH   SOLE   94,835 0 53,598
ITRON INC COMMON STOCK NPV COM 465741106 2,275 62,883 SH   SOLE   23,298 0 39,585
ITT CORP COM 450911201 5,081 139,891 SH   SOLE   110,081 0 29,810
IXIA COMMON STOCK NPV COM 45071R109 968 77,884 SH   SOLE   40,815 0 37,069
IXYS CORPORATION COMMON STOCK COM 46600W106 435 34,444 SH   SOLE   11,617 0 22,827
J + J SNACK FOODS CORP COMMON COM 466032109 3,127 26,803 SH   SOLE   17,241 0 9,562
J GLOBAL INC COM 48123V102 7,748 94,115 SH   SOLE   67,234 0 26,881
J. ALEXANDERS HOLDINGS INC COM 46609J106 201 18,394 SH   SOLE   6,216 0 12,178
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,042 456,721 SH   SOLE   348,092 0 108,629
JABIL CIRCUIT INC COMMON STOCK COM 466313103 6,833 293,407 SH   SOLE   236,513 0 56,894
JACK HENRY + ASSOCIATES INC CO COM 426281101 13,892 177,970 SH   SOLE   150,327 0 27,643
JACK IN THE BOX INC COMMON STO COM 466367109 5,769 75,208 SH   SOLE   53,755 0 21,453
JACOBS ENGINEERING GROUP INC C COM 469814107 6,137 146,282 SH   SOLE   83,881 0 62,401
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 220 27,661 SH   SOLE   8,849 0 18,812
JAMBA INC COMMON STOCK USD.001 COM 47023A309 176 13,025 SH   SOLE   6,407 0 6,618
JAMES RIVER GROUP HLDGS COM G5005R107 466 13,882 SH   SOLE   3,660 0 10,222
JANUS CAPITAL GROUP INC COMMON COM 47102X105 4,533 321,749 SH   SOLE   178,972 0 142,777
JARDEN CORP COMMON STOCK USD.0 COM 471109108 20,629 361,159 SH   SOLE   294,776 0 66,383
JAZZ PHARMACEUTICALS PLC COM G50871105 7,488 53,275 SH   SOLE   35,965 0 17,310
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 10,815 477,477 SH   SOLE   384,701 0 92,776
JG WENTWORTH COMPANY COM 46618D108 34 18,673 SH   SOLE   5,510 0 13,163
JIVE SOFTWARE INC COM COM 47760A108 185 45,396 SH   SOLE   22,469 0 22,927
JM SMUCKER CO/THE COMMON STOCK COM 832696405 19,591 158,836 SH   SOLE   81,237 0 77,599
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,946 39,056 SH   SOLE   22,045 0 17,011
JOHNSON + JOHNSON COMMON STOCK COM 478160104 366,778 3,570,660 SH   SOLE   2,242,847 0 1,327,813
JOHNSON CONTROLS INC COMMON ST COM 478366107 34,967 885,472 SH   SOLE   519,673 0 365,799
JONES ENERGY INC-A COM 48019R108 144 37,444 SH   SOLE   10,950 0 26,494
JONES LANG LASALLE INC COMMON COM 48020Q107 12,912 80,773 SH   SOLE   64,703 0 16,070
JOURNAL MEDIA GROUP INC COM 48114A109 447 37,175 SH   SOLE   14,218 0 22,957
JOY GLOBAL INC COMMON STOCK US COM 481165108 1,854 146,991 SH   SOLE   112,630 0 34,361
JPMORGAN CHASE + CO COMMON STO COM 46625H100 332,923 5,041,997 SH   SOLE   2,915,369 0 2,126,628
JUNIPER NETWORKS INC COMMON ST COM 48203R104 14,340 519,576 SH   SOLE   291,752 0 227,824
JUNO THERAPEUTICS INC COM 48205A109 482 10,954 SH   SOLE   6,998 0 3,956
K12 INC COMMON STOCK USD.0001 COM 48273U102 406 46,108 SH   SOLE   14,180 0 31,928
K2M GROUP HLDGS INC COM 48273J107 325 16,488 SH   SOLE   7,845 0 8,643
KADANT INC COMMON STOCK USD.01 COM 48282T104 748 18,408 SH   SOLE   6,815 0 11,593
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,468 29,502 SH   SOLE   14,986 0 14,516
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,961 48,046 SH   SOLE   20,661 0 27,385
KANSAS CITY LIFE INS CO COMMON COM 484836200 230 6,005 SH   SOLE   1,875 0 4,130
KANSAS CITY SOUTHERN COMMON ST COM 485170302 10,487 140,439 SH   SOLE   74,392 0 66,047
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,609 115,499 SH   SOLE   67,020 0 48,479
KAR AUCTION SERVICES INC COMMO COM 48238T109 4,257 114,971 SH   SOLE   77,102 0 37,869
KARYOPHARM THERAPEUTICS INC COM 48576U106 295 22,241 SH   SOLE   10,115 0 12,126
KATE SPADE & CO COM 485865109 3,724 209,546 SH   SOLE   168,348 0 41,198
KB HOME COMMON STOCK USD1. COM 48666K109 2,345 190,211 SH   SOLE   104,578 0 85,633
KBR INC COMMON STOCK USD.001 COM 48242W106 3,576 211,352 SH   SOLE   163,377 0 47,975
KCG HOLDINGS INC CL A COM 48244B100 559 45,424 SH   SOLE   15,548 0 29,876
KEARNY FINANCIAL CORP/MD COM 48716P108 1,605 126,709 SH   SOLE   35,553 0 91,156
KELLOGG CO COMMON STOCK USD.25 COM 487836108 29,133 403,119 SH   SOLE   226,169 0 176,950
KELLY SERVICES INC CL A COMMON COM 488152208 775 47,985 SH   SOLE   18,963 0 29,022
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,678 98,727 SH   SOLE   55,134 0 43,593
KENNAMETAL INC COMMON STOCK US COM 489170100 2,189 114,029 SH   SOLE   89,363 0 24,666
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,958 122,854 SH   SOLE   39,606 0 83,248
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 542 107,401 SH   SOLE   51,566 0 55,835
KEURIG GREEN MOUNTAIN INC COM 49271M100 17,213 191,295 SH   SOLE   115,862 0 75,433
KEY ENERGY SERVICES INC COMMON COM 492914106 121 250,378 SH   SOLE   106,404 0 143,974
KEYCORP COMMON STOCK USD1. COM 493267108 14,766 1,119,461 SH   SOLE   591,856 0 527,605
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,098 285,843 SH   SOLE   230,895 0 54,948
KEYW HOLDING CORP/THE COMMON S COM 493723100 278 46,203 SH   SOLE   15,322 0 30,881
KFORCE INC COMMON STOCK USD.01 COM 493732101 734 29,029 SH   SOLE   13,490 0 15,539
KILROY REALTY CORP REIT USD.01 COM 49427F108 8,810 139,222 SH   SOLE   105,096 0 34,126
KIMBALL ELECTRONICS INC COM 49428J109 451 41,077 SH   SOLE   12,789 0 28,288
KIMBALL INTERNATIONAL INC COM 494274103 429 43,960 SH   SOLE   15,889 0 28,071
KIMBERLY CLARK CORP COMMON STO COM 494368103 68,699 539,660 SH   SOLE   320,083 0 219,577
KIMCO REALTY CORP REIT USD.01 COM 49446R109 14,568 550,568 SH   SOLE   277,101 0 273,467
KINDER MORGAN INC COMMON STOCK COM 49456B101 35,131 2,354,654 SH   SOLE   1,368,764 0 985,890
KINDRED HEALTHCARE INC COMMON COM 494580103 1,665 139,757 SH   SOLE   56,930 0 82,827
KING DIGITAL ENTERTAINMENT COM G5258J109 1,185 66,276 SH   SOLE   45,242 0 21,034
KINROSS GOLD CORP ADR COM 496902404 23 12,750 SH   SOLE   12,750 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 4,178 79,399 SH   SOLE   62,850 0 16,549
KIRKLAND S INC COMMON STOCK NP COM 497498105 290 19,987 SH   SOLE   10,784 0 9,203
KITE PHARMA INC COM 49803L109 1,773 28,768 SH   SOLE   13,455 0 15,313
KITE REALTY GROUP TRUST REIT U COM 49803T300 3,389 130,683 SH   SOLE   45,716 0 84,967
KLA TENCOR CORPORATION COMMON COM 482480100 16,805 242,324 SH   SOLE   146,447 0 95,877
KLX INC. COM 482539103 3,801 123,442 SH   SOLE   70,714 0 52,728
KMG CHEMICALS INC COMMON STOCK COM 482564101 284 12,352 SH   SOLE   5,201 0 7,151
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,346 96,837 SH   SOLE   61,341 0 35,496
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,202 63,942 SH   SOLE   37,173 0 26,769
KNOWLES CORP COM 49926D109 2,578 193,418 SH   SOLE   105,664 0 87,754
KOHLS CORP COMMON STOCK USD.01 COM 500255104 12,698 266,607 SH   SOLE   145,264 0 121,343
KOPIN CORP COMMON STOCK USD.01 COM 500600101 293 107,623 SH   SOLE   45,994 0 61,629
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 465 25,487 SH   SOLE   13,744 0 11,743
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,471 74,474 SH   SOLE   36,057 0 38,417
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 472 90,776 SH   SOLE   55,243 0 35,533
KRAFT HEINZ CO/THE COM 500754106 59,933 823,714 SH   SOLE   493,649 0 330,065
KRATON PERFORMANCE POLYMERS CO COM 50077C106 830 49,992 SH   SOLE   18,477 0 31,515
KRATOS DEFENSE + SECURITY COMM COM 50077B207 272 66,325 SH   SOLE   19,289 0 47,036
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,059 70,288 SH   SOLE   33,050 0 37,238
KROGER CO COMMON STOCK USD1. COM 501044101 56,547 1,351,832 SH   SOLE   845,109 0 506,723
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 170 30,225 SH   SOLE   8,947 0 21,278
KULICKE + SOFFA INDUSTRIES COM COM 501242101 231 19,802 SH   SOLE   14,002 0 5,800
KVH INDUSTRIES INC COMMON STOC COM 482738101 173 18,407 SH   SOLE   9,083 0 9,324
KYOCERA LTD ADR COM 501556203 212 4,587 SH   SOLE   4,587 0 0
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 11,471 95,983 SH   SOLE   52,984 0 42,999
L BRANDS INC COM 501797104 38,327 399,988 SH   SOLE   247,393 0 152,595
LA JOLLA PHARMACEUTICAL COM 503459604 358 13,262 SH   SOLE   5,995 0 7,267
LA QUINTA HLDGS INC COM 50420D108 1,195 87,772 SH   SOLE   41,695 0 46,077
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,929 79,007 SH   SOLE   34,817 0 44,190
LABORATORY CRP OF AMER HLDGS C COM 50540R409 19,775 159,944 SH   SOLE   92,292 0 67,652
LACLEDE GROUP INC/THE COMMON S COM 505597104 4,295 72,289 SH   SOLE   28,566 0 43,723
LADDER CAPITAL CORP CL A COM 505743104 659 53,068 SH   SOLE   16,334 0 36,734
LADENBURG THALMANN FINANCIAL C COM 50575Q102 393 142,444 SH   SOLE   50,123 0 92,321
LAKELAND BANCORP INC COMMON ST COM 511637100 618 52,386 SH   SOLE   17,434 0 34,952
LAKELAND FINANCIAL CORP COMMON COM 511656100 1,156 24,798 SH   SOLE   9,044 0 15,754
LAM RESEARCH CORP COMMON STOCK COM 512807108 19,183 241,540 SH   SOLE   144,808 0 96,732
LAMAR ADVERTISING CO-A COM 512816109 9,537 158,995 SH   SOLE   127,899 0 31,096
LANCASTER COLONY CORP COMMON S COM 513847103 4,417 38,252 SH   SOLE   25,003 0 13,249
LANDAUER INC COMMON STOCK USD. COM 51476K103 395 11,999 SH   SOLE   6,480 0 5,519
LANDEC CORP COMMON STOCK USD.0 COM 514766104 457 38,625 SH   SOLE   12,497 0 26,128
LANDS END INC COM COM 51509F105 552 23,533 SH   SOLE   7,229 0 16,304
LANDSTAR SYSTEM INC COMMON STO COM 515098101 5,022 85,633 SH   SOLE   69,921 0 15,712
LANNETT CO INC COMMON STOCK US COM 516012101 1,385 34,532 SH   SOLE   19,607 0 14,925
LANTHEUS HOLDINGS INC COM 516544103 37 10,995 SH   SOLE   3,495 0 7,500
LAREDO PETROLEUM INC COM 516806106 620 77,544 SH   SOLE   44,558 0 32,986
LAS VEGAS SANDS CORP COMMON ST COM 517834107 12,654 288,630 SH   SOLE   193,380 0 95,250
LASALLE HOTEL PROPERTIES REIT COM 517942108 6,740 267,884 SH   SOLE   147,682 0 120,202
LATTICE SEMICONDUCTOR CORP COM COM 518415104 1,025 158,417 SH   SOLE   62,852 0 95,565
LAZARD LTD CL A LTD PART USD.0 COM G54050102 5,348 118,824 SH   SOLE   83,693 0 35,131
LDR HOLDING CORP COM 50185U105 609 24,255 SH   SOLE   11,780 0 12,475
LEAR CORP COMMON STOCK USD.01 COM 521865204 8,844 72,000 SH   SOLE   45,353 0 26,647
LEGACYTEXAS FINANCIAL GROUP IN COM 52471Y106 1,834 73,294 SH   SOLE   27,898 0 45,396
LEGG MASON INC COMMON STOCK US COM 524901105 6,053 154,302 SH   SOLE   89,944 0 64,358
LEGGETT + PLATT INC COMMON STO COM 524660107 9,206 219,092 SH   SOLE   134,110 0 84,982
LEIDOS HOLDINGS INC COM 525327102 6,047 107,486 SH   SOLE   84,788 0 22,698
LEMAITRE VASCULAR INC COM COM 525558201 216 12,508 SH   SOLE   3,515 0 8,993
LENDINGCLUB CORP COM 52603A109 577 52,176 SH   SOLE   37,602 0 14,574
LENDINGTREE INC COM 52603B107 672 7,530 SH   SOLE   3,986 0 3,544
LENNAR CORP A COMMON STOCK USD COM 526057104 12,107 247,530 SH   SOLE   142,852 0 104,678
LENNAR CORP B COM COM 526057302 203 5,042 SH   SOLE   2,670 0 2,372
LENNOX INTERNATIONAL INC COMMO COM 526107107 8,646 69,220 SH   SOLE   55,048 0 14,172
LEUCADIA NATIONAL CORP COMMON COM 527288104 7,649 439,845 SH   SOLE   243,287 0 196,558
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 20,945 385,299 SH   SOLE   216,808 0 168,491
LEXICON PHARMACEUTICALS INC CO COM 528872302 658 49,448 SH   SOLE   17,288 0 32,160
LEXINGTON REALTY TRUST REIT US COM 529043101 3,024 378,029 SH   SOLE   164,384 0 213,645
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,522 108,547 SH   SOLE   82,324 0 26,223
LGI HOMES INC COM 50187T106 402 16,538 SH   SOLE   5,140 0 11,398
LHC GROUP INC COMMON STOCK USD COM 50187A107 1,006 22,217 SH   SOLE   9,079 0 13,138
LIBBEY INC COMMON STOCK USD.01 COM 529898108 491 23,011 SH   SOLE   11,228 0 11,783
LIBERTY BROADBAND CORP. CLASS- COM 530307107 1,212 23,474 SH   SOLE   12,609 0 10,865
LIBERTY BROADBAND CORP. CLASS- COM 530307305 2,447 47,178 SH   SOLE   30,615 0 16,563
LIBERTY INTERACTIVE CORP QVC A COM 53071M104 12,696 464,732 SH   SOLE   301,061 0 163,671
LIBERTY MEDIA CORP COM 531229102 3,749 95,513 SH   SOLE   50,810 0 44,703
LIBERTY MEDIA CORP - C SHARES COM 531229300 5,609 147,294 SH   SOLE   94,576 0 52,718
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,338 236,326 SH   SOLE   179,781 0 56,545
LIBERTY TRIPADVISOR HDG-A COM 531465102 3,086 101,708 SH   SOLE   36,940 0 64,768
LIBERTY VENTURES SER A COM COM 53071M880 6,743 149,481 SH   SOLE   101,556 0 47,925
LIFEPOINT HEALTH INC COM 53219L109 4,651 63,369 SH   SOLE   49,325 0 14,044
LIFETIME BRANDS INC COMMON STO COM 53222Q103 194 14,634 SH   SOLE   4,884 0 9,750
LIFEWAY FOODS INC COMMON STOCK COM 531914109 112 10,120 SH   SOLE   3,081 0 7,039
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 2,608 24,057 SH   SOLE   13,913 0 10,144
LIMELIGHT NETWORKS INC COMMON COM 53261M104 123 84,075 SH   SOLE   28,236 0 55,839
LIMONEIRA CO COMMON STOCK USD. COM 532746104 172 11,483 SH   SOLE   5,871 0 5,612
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 7,862 151,515 SH   SOLE   122,344 0 29,171
LINCOLN NATIONAL CORP COMMON S COM 534187109 16,475 327,788 SH   SOLE   180,393 0 147,395
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,690 23,338 SH   SOLE   14,863 0 8,475
LINEAR TECHNOLOGY CORP COMMON COM 535678106 17,407 409,868 SH   SOLE   269,334 0 140,534
LINKEDIN CORP A COMMON STOCK COM 53578A108 24,042 106,814 SH   SOLE   70,133 0 36,681
LION BIOTECHNOLOGIES INC COM 53619R102 343 44,425 SH   SOLE   20,530 0 23,895
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 306 62,421 SH   SOLE   30,967 0 31,454
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,859 88,255 SH   SOLE   56,369 0 31,886
LIQUIDITY SERVICES INC COMMON COM 53635B107 253 38,889 SH   SOLE   14,640 0 24,249
LITHIA MOTORS INC CL A COMMON COM 536797103 3,470 32,527 SH   SOLE   19,612 0 12,915
LITTELFUSE INC COMMON STOCK US COM 537008104 3,289 30,735 SH   SOLE   16,194 0 14,541
LIVANOVA PLC COM G5509L101 4,830 81,348 SH   SOLE   53,834 0 27,514
LIVE NATION ENTERTAINMENT IN C COM 538034109 5,978 243,293 SH   SOLE   194,211 0 49,082
LIVEPERSON INC COMMON STOCK US COM 538146101 437 64,677 SH   SOLE   35,907 0 28,770
LKQ CORP COMMON STOCK USD.01 COM 501889208 15,940 537,972 SH   SOLE   438,015 0 99,957
LLOYDS TSB GROUP PLC ADR COM 539439109 695 159,290 SH   SOLE   159,290 0 0
LOCKHEED MARTIN CORP COMMON ST COM 539830109 79,035 363,967 SH   SOLE   238,321 0 125,646
LOEWS CORP COMMON STOCK USD.01 COM 540424108 15,394 400,893 SH   SOLE   212,397 0 188,496
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 2,021 30,121 SH   SOLE   16,356 0 13,765
LORAL SPACE + COMMUNICATIONS C COM 543881106 611 15,010 SH   SOLE   7,111 0 7,899
LOUISIANA PACIFIC CORP COMMON COM 546347105 5,062 281,085 SH   SOLE   198,723 0 82,362
LOWE S COS INC COMMON STOCK US COM 548661107 104,813 1,378,395 SH   SOLE   865,901 0 512,494
LOXO ONCOLOGY INC COM 548862101 298 10,472 SH   SOLE   2,890 0 7,582
LPL FINANCIAL HOLDINGS INC COM 50212V100 3,110 72,922 SH   SOLE   49,269 0 23,653
LSB INDUSTRIES INC COMMON STOC COM 502160104 287 39,609 SH   SOLE   15,860 0 23,749
LSI INDUSTRIES INC COMMON STOC COM 50216C108 382 31,357 SH   SOLE   11,357 0 20,000
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,464 80,297 SH   SOLE   43,646 0 36,651
LULULEMON ATHLETICA INC COM 550021109 5,149 98,134 SH   SOLE   66,603 0 31,531
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 728 41,959 SH   SOLE   15,748 0 26,211
LUMENTUM HOLDINGS INC COM 55024U109 1,051 47,732 SH   SOLE   31,178 0 16,554
LUMINEX CORP COMMON STOCK USD. COM 55027E102 1,496 69,917 SH   SOLE   30,767 0 39,150
LUMOS NETWORKS CORP COM 550283105 306 27,310 SH   SOLE   13,699 0 13,611
LUXOFT HOLDINGS INC COM COM G57279104 1,322 17,137 SH   SOLE   7,834 0 9,303
LYDALL INC COMMON STOCK USD.1 COM 550819106 848 23,909 SH   SOLE   10,351 0 13,558
LYON WILLIAM HOMES COM COM 552074700 400 24,272 SH   SOLE   7,574 0 16,698
LYONDELLBASELL INDU CL A COMMO COM N53745100 42,083 484,275 SH   SOLE   300,677 0 183,598
LifeLock, Inc. COM 53224V100 1,319 91,925 SH   SOLE   44,373 0 47,552
M + T BANK CORP COMMON STOCK U COM 55261F104 24,776 204,455 SH   SOLE   106,495 0 97,960
M/I HOMES INC COMMON STOCK USD COM 55305B101 875 39,939 SH   SOLE   18,668 0 21,271
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 891 21,788 SH   SOLE   10,113 0 11,675
MACERICH CO/THE REIT USD.01 COM 554382101 16,296 201,960 SH   SOLE   101,680 0 100,280
MACK CALI REALTY CORP REIT USD COM 554489104 4,611 197,477 SH   SOLE   101,903 0 95,574
MACQUARIE INFRASTRUCTURE LL COM 55608B105 3,204 44,127 SH   SOLE   26,660 0 17,467
MACROGENICS INC COM 556099109 935 30,189 SH   SOLE   13,815 0 16,374
MACY S INC COMMON STOCK USD.01 COM 55616P104 19,102 546,090 SH   SOLE   343,333 0 202,757
MADISON SQUARE GARDEN CO-A COM 55825T103 3,393 20,972 SH   SOLE   14,285 0 6,687
MAGELLAN HEALTH INC COMMON STO COM 559079207 2,915 47,269 SH   SOLE   19,138 0 28,131
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 1 61,558 SH   SOLE   61,558 0 0
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 1,100 73,772 SH   SOLE   29,684 0 44,088
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 771 33,693 SH   SOLE   10,694 0 22,999
MALIBU BOATS INC A COM 56117J100 277 16,950 SH   SOLE   8,195 0 8,755
MALLINCKRODT PLC COM COM G5785G107 13,571 181,848 SH   SOLE   100,255 0 81,593
MANHATTAN ASSOCIATES INC COMMO COM 562750109 9,563 144,523 SH   SOLE   104,156 0 40,367
MANITOWOC COMPANY INC COMMON S COM 563571108 3,087 201,097 SH   SOLE   74,880 0 126,217
MANNKIND CORP COMMON STOCK USD COM 56400P201 368 254,076 SH   SOLE   123,676 0 130,400
MANPOWER INC COMMON STOCK USD. COM 56418H100 9,804 116,314 SH   SOLE   91,333 0 24,981
MANTECH INTERNATIONAL CORP A C COM 564563104 1,190 39,336 SH   SOLE   14,934 0 24,402
MANULIFE FINANCIAL CORP COM COM 56501R106 307 20,470 SH   SOLE   20,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 11,307 898,077 SH   SOLE   497,375 0 400,702
MARATHON PETROLEUM CORP COMMON COM 56585A102 39,518 762,302 SH   SOLE   453,359 0 308,943
MARCHEX INC CLASS B COMMON STO COM 56624R108 183 47,098 SH   SOLE   14,836 0 32,262
MARCUS & MILLICHAP INC COM 566324109 369 12,648 SH   SOLE   5,925 0 6,723
MARCUS CORPORATION COMMON STOC COM 566330106 596 31,437 SH   SOLE   11,791 0 19,646
MARIN SOFTWARE INC COM 56804T106 138 38,552 SH   SOLE   12,741 0 25,811
MARINE PRODUCTS CORP COMMON ST COM 568427108 102 16,886 SH   SOLE   6,265 0 10,621
MARINEMAX INC COMMON STOCK USD COM 567908108 865 46,943 SH   SOLE   25,944 0 20,999
MARKEL CORP COMMON STOCK NPV COM 570535104 9,334 10,567 SH   SOLE   6,181 0 4,386
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 9,518 85,290 SH   SOLE   64,520 0 20,770
MARKETO INC COM 57063L107 940 32,739 SH   SOLE   15,557 0 17,182
MARLIN BUSINESS SERVICES INC C COM 571157106 242 15,042 SH   SOLE   4,685 0 10,357
MARRIOTT INTERNATIONAL CL A CO COM 571903202 22,666 338,098 SH   SOLE   214,142 0 123,956
MARRIOTT VACATIONS WORLD COM 57164Y107 2,563 45,007 SH   SOLE   24,375 0 20,632
MARSH + MCLENNAN COS COMMON ST COM 571748102 43,614 786,551 SH   SOLE   498,033 0 288,518
MARTEN TRANSPORT LTD COMMON ST COM 573075108 1,130 63,863 SH   SOLE   39,909 0 23,954
MARTIN MARIETTA MATERIALS COMM COM 573284106 12,107 88,644 SH   SOLE   50,095 0 38,549
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 3,114 353,085 SH   SOLE   216,638 0 136,447
MASCO CORP COMMON STOCK USD1. COM 574599106 15,961 563,981 SH   SOLE   310,666 0 253,315
MASIMO CORPORATION COMMON STOC COM 574795100 2,270 54,693 SH   SOLE   29,071 0 25,622
MASONITE INTL CORP NEW COM 575385109 1,828 29,852 SH   SOLE   14,625 0 15,227
MASTEC INC COMMON STOCK USD.1 COM 576323109 1,747 100,517 SH   SOLE   34,557 0 65,960
MASTERCARD INC CLASS A COMMON COM 57636Q104 138,831 1,425,957 SH   SOLE   885,188 0 540,769
MATADOR RESOURCES COM COM 576485205 1,615 81,670 SH   SOLE   32,303 0 49,367
MATCH GROUP INC COM 57665R106 143 10,570 SH   SOLE   7,880 0 2,690
MATERION CORP COMMON STOCK NPV COM 576690101 1,102 39,343 SH   SOLE   18,808 0 20,535
MATRIX SERVICE CO COMMON STOCK COM 576853105 919 44,731 SH   SOLE   17,351 0 27,380
MATSON INC. COM 57686G105 2,356 55,272 SH   SOLE   28,682 0 26,590
MATTEL INC COMMON STOCK USD1. COM 577081102 12,212 449,461 SH   SOLE   247,389 0 202,072
MATTHEWS INTL CORP CLASS A COM COM 577128101 3,086 57,737 SH   SOLE   25,132 0 32,605
MATTRESS FIRM HOLDING CORP COM 57722W106 910 20,395 SH   SOLE   9,262 0 11,133
MATTSON TECHNOLOGY INC COM COM 577223100 262 74,119 SH   SOLE   32,699 0 41,420
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 8,917 234,663 SH   SOLE   145,789 0 88,874
MAXIMUS INC COMMON STOCK NPV COM 577933104 8,315 147,816 SH   SOLE   110,888 0 36,928
MAXLINEAR INC CLASS A COMMON S COM 57776J100 720 48,876 SH   SOLE   23,313 0 25,563
MB FINANCIAL INC COMMON STOCK COM 55264U108 4,067 125,644 SH   SOLE   49,827 0 75,817
MBIA INC COMMON STOCK USD1. COM 55262C100 1,294 199,632 SH   SOLE   64,182 0 135,450
MCCORMICK + CO NON VTG SHRS CO COM 579780206 19,598 229,060 SH   SOLE   135,379 0 93,681
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,161 346,616 SH   SOLE   108,626 0 237,990
MCDONALD S CORP COMMON STOCK U COM 580135101 166,809 1,411,958 SH   SOLE   883,659 0 528,299
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,443 57,280 SH   SOLE   30,974 0 26,306
MCGRAW HILL FINANCIAL INC COM 580645109 42,102 427,089 SH   SOLE   259,754 0 167,335
MCKESSON CORP COMMON STOCK USD COM 58155Q103 62,542 317,101 SH   SOLE   187,611 0 129,490
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,038 79,845 SH   SOLE   46,477 0 33,368
MDC PARTNERS INC CL A COMMON S COM 552697104 1,148 52,877 SH   SOLE   17,969 0 34,908
MDU RESOURCES GROUP INC COMMON COM 552690109 5,310 289,830 SH   SOLE   226,047 0 63,783
MEAD JOHNSON NUTRITION CO COMM COM 582839106 25,153 318,592 SH   SOLE   189,484 0 129,108
MEDASSETS INC COMMON STOCK USD COM 584045108 2,348 75,896 SH   SOLE   40,597 0 35,299
MEDGENICS INC COM 58436Q203 109 18,185 SH   SOLE   6,410 0 11,775
MEDIA GEN INC COM 58441K100 2,124 131,542 SH   SOLE   39,207 0 92,335
MEDICAL PROPERTIES TRUST INC R COM 58463J304 4,598 399,455 SH   SOLE   159,814 0 239,641
MEDICINES COMPANY COMMON STOCK COM 584688105 4,187 112,120 SH   SOLE   49,075 0 63,045
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 3,364 68,254 SH   SOLE   38,291 0 29,963
MEDIFAST INC COMMON STOCK USD. COM 58470H101 409 13,477 SH   SOLE   7,228 0 6,249
MEDIVATION INC COMMON STOCK US COM 58501N101 7,398 153,046 SH   SOLE   100,994 0 52,052
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 12,414 173,230 SH   SOLE   140,440 0 32,790
MEDTRONIC PLC COM G5960L103 139,856 1,818,206 SH   SOLE   1,042,856 0 775,350
MEMORIAL RESOURCES DEVELOPMENT COM 58605q109 1,188 73,536 SH   SOLE   48,257 0 25,279
MEN S WEARHOUSE INC/THE COMMON COM 587118100 916 62,384 SH   SOLE   35,437 0 26,947
MENTOR GRAPHICS CORP COMMON ST COM 587200106 4,161 225,919 SH   SOLE   127,557 0 98,362
MERCANTILE BANK CORP COM COM 587376104 550 22,406 SH   SOLE   6,857 0 15,549
MERCHANTS BANCSHARES INC COMMO COM 588448100 234 7,437 SH   SOLE   2,853 0 4,584
MERCK + CO. INC. COMMON STOCK COM 58933Y105 194,396 3,680,342 SH   SOLE   2,324,373 0 1,355,969
MERCURY GENERAL CORP COMMON ST COM 589400100 2,305 49,489 SH   SOLE   40,670 0 8,819
MERCURY SYSTEMS INC COM 589378108 956 52,078 SH   SOLE   19,997 0 32,081
MEREDITH CORP COMMON STOCK USD COM 589433101 4,246 98,164 SH   SOLE   60,855 0 37,309
MERIDIAN BANCORP INC COM 58958U103 934 66,217 SH   SOLE   18,785 0 47,432
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,415 117,674 SH   SOLE   90,505 0 27,169
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 1,247 67,088 SH   SOLE   25,657 0 41,431
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,298 67,600 SH   SOLE   27,831 0 39,769
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,007 120,550 SH   SOLE   47,498 0 73,052
MERRIMACK PHARMACEUTICALS INC COM 590328100 884 111,910 SH   SOLE   52,461 0 59,449
MESA LABS INC COM COM 59064R109 298 2,998 SH   SOLE   1,540 0 1,458
META FINL GROUP INC COM COM 59100U108 457 9,958 SH   SOLE   2,665 0 7,293
METALDYNE PERFORMANCE GROUP COM 59116R107 218 11,864 SH   SOLE   4,245 0 7,619
METHODE ELECTRONICS INC COMMON COM 591520200 1,725 54,198 SH   SOLE   32,381 0 21,817
METLIFE INC COMMON STOCK USD.0 COM 59156R108 66,239 1,373,967 SH   SOLE   789,572 0 584,395
METRO BANCORP INC COMMON STOCK COM 59161R101 492 15,685 SH   SOLE   4,788 0 10,897
METTLER TOLEDO INTERNATIONAL C COM 592688105 18,026 53,154 SH   SOLE   44,266 0 8,888
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,052 310,979 SH   SOLE   200,635 0 110,344
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,921 62,944 SH   SOLE   28,383 0 34,561
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,905 442,215 SH   SOLE   183,291 0 258,924
MGM RESORTS INTERNATIONAL COMM COM 552953101 7,076 311,457 SH   SOLE   175,263 0 136,194
MGP INGREDIENTS INC COMMON STO COM 55303J106 282 10,857 SH   SOLE   3,940 0 6,917
MICHAEL KORS HOLDINGS COM G60754101 10,869 271,323 SH   SOLE   162,497 0 108,826
MICHAELS COS INC COM 59408Q106 1,168 52,841 SH   SOLE   35,182 0 17,659
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 14,623 314,206 SH   SOLE   189,983 0 124,223
MICRON TECHNOLOGY INC COMMON S COM 595112103 20,664 1,459,311 SH   SOLE   845,181 0 614,130
MICROSEMI CORP COMMON STOCK US COM 595137100 4,064 124,712 SH   SOLE   70,615 0 54,097
MICROSOFT CORP COMMON STOCK US COM 594918104 627,656 11,313,198 SH   SOLE   6,826,968 0 4,486,230
MICROSTRATEGY INC CL A COMMON COM 594972408 2,291 12,779 SH   SOLE   7,519 0 5,260
MID AMERICA APARTMENT COMM REI COM 59522J103 10,612 116,861 SH   SOLE   87,433 0 29,428
MIDDLEBY CORP COMMON STOCK USD COM 596278101 5,704 52,882 SH   SOLE   34,809 0 18,073
MIDDLESEX WATER CO COMMON STOC COM 596680108 644 24,252 SH   SOLE   9,165 0 15,087
MIDWEDTONE FINL GROUP COM 598511103 330 10,840 SH   SOLE   3,604 0 7,236
MILACRON HOLDINGS CORP COM 59870L106 186 14,895 SH   SOLE   4,420 0 10,475
MILLER INDUSTRIES INC/TENN COM COM 600551204 355 16,307 SH   SOLE   5,297 0 11,010
MIMEDX GROUP INC COM 602496101 1,212 129,375 SH   SOLE   69,043 0 60,332
MINERALS TECHNOLOGIES INC COMM COM 603158106 3,396 74,051 SH   SOLE   53,334 0 20,717
MIRATI THERAPEUTICS INC COM 60468T105 347 10,967 SH   SOLE   4,790 0 6,177
MISTRAS GROUP INC COMMON STOCK COM 60649T107 367 19,204 SH   SOLE   7,852 0 11,352
MITSUBISHI FINL ADR COM 606822104 1,000 160,826 SH   SOLE   160,826 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 619 153,115 SH   SOLE   153,115 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 3,298 91,618 SH   SOLE   38,922 0 52,696
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,348 75,431 SH   SOLE   32,083 0 43,348
MOBILEIRON INC COM 60739U204 133 36,748 SH   SOLE   17,750 0 18,998
MODEL N INC COM 607525102 218 19,504 SH   SOLE   9,308 0 10,196
MODINE MANUFACTURING CO COMMON COM 607828100 678 74,924 SH   SOLE   24,966 0 49,958
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L206 136 54,848 SH   SOLE   17,654 0 37,194
MOELIS & CO COM 60786M105 496 17,004 SH   SOLE   7,585 0 9,419
MOHAWK INDUSTRIES INC COMMON S COM 608190104 16,961 89,555 SH   SOLE   51,307 0 38,248
MOLINA HEALTHCARE INC COMMON S COM 60855R100 4,715 78,409 SH   SOLE   56,424 0 21,985
MOLSON COORS BREWING CO B COM COM 60871R209 18,539 197,396 SH   SOLE   103,528 0 93,868
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 1,122 75,638 SH   SOLE   40,503 0 35,135
MONARCH CASINO + RESORT INC CO COM 609027107 388 17,064 SH   SOLE   5,658 0 11,406
MONDELEZ INTERNATIONAL INC COM 609207105 99,531 2,219,689 SH   SOLE   1,255,600 0 964,089
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 265 42,322 SH   SOLE   12,474 0 29,848
MONMOUTH REIT CLASS A REIT USD COM 609720107 927 88,584 SH   SOLE   30,129 0 58,455
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 2,352 240,944 SH   SOLE   67,195 0 173,749
MONOLITHIC POWER SYSTEMS INC C COM 609839105 3,403 53,414 SH   SOLE   30,278 0 23,136
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 2,035 86,089 SH   SOLE   65,817 0 20,272
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,450 52,101 SH   SOLE   33,431 0 18,670
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 63,232 641,823 SH   SOLE   390,395 0 251,428
MONSTER BEVERAGE CORP COM 61174X109 34,530 231,808 SH   SOLE   138,631 0 93,177
MONSTER WORLDWIDE INC COMMON S COM 611742107 843 147,091 SH   SOLE   54,873 0 92,218
MOODY S CORP COMMON STOCK USD. COM 615369105 28,412 283,159 SH   SOLE   173,736 0 109,423
MOOG INC CLASS A COMMON STOCK COM 615394202 4,038 66,631 SH   SOLE   28,739 0 37,892
MORGAN STANLEY COMMON STOCK US COM 617446448 65,778 2,067,842 SH   SOLE   1,185,504 0 882,338
MORGANS HOTEL GROUP CO COMMON COM 61748W108 123 36,574 SH   SOLE   13,990 0 22,584
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,681 20,907 SH   SOLE   14,122 0 6,785
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 11,773 426,715 SH   SOLE   223,321 0 203,394
MOTORCAR PARTS OF AMERICA IN C COM 620071100 727 21,503 SH   SOLE   11,335 0 10,168
MOTOROLA SOLUTIONS INC COMMON COM 620076307 18,431 269,255 SH   SOLE   163,084 0 106,171
MOVADO GROUP INC COMMON STOCK COM 624580106 687 26,724 SH   SOLE   10,451 0 16,273
MRC GLOBAL INC COM COM 55345K103 1,789 138,683 SH   SOLE   42,298 0 96,385
MSA SAFETY INC COM 553498106 2,842 65,368 SH   SOLE   44,047 0 21,321
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 5,419 96,301 SH   SOLE   81,739 0 14,562
MSCI INC A COMMON STOCK USD.01 COM 55354G100 12,521 173,587 SH   SOLE   136,519 0 37,068
MSG NETWORKS INC COM 553573106 1,308 62,878 SH   SOLE   42,119 0 20,759
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,756 43,457 SH   SOLE   33,870 0 9,587
MUELLER INDUSTRIES INC COMMON COM 624756102 2,340 86,352 SH   SOLE   44,022 0 42,330
MUELLER WATER PRODUCTS INC A C COM 624758108 1,322 153,726 SH   SOLE   74,472 0 79,254
MULTI COLOR CORP COMMON STOCK COM 625383104 729 12,189 SH   SOLE   5,867 0 6,322
MULTI FINELINE ELECTRONIX IN C COM 62541B101 300 14,496 SH   SOLE   4,051 0 10,445
MURPHY OIL CORP COMMON STOCK U COM 626717102 5,376 239,487 SH   SOLE   135,849 0 103,638
MURPHY USA INC COM 626755102 4,184 68,883 SH   SOLE   54,132 0 14,751
MYERS INDUSTRIES INC COMMON ST COM 628464109 441 33,125 SH   SOLE   18,361 0 14,764
MYLAN NV COM N59465109 26,762 494,945 SH   SOLE   324,602 0 170,343
MYR GROUP INC/DELAWARE COMMON COM 55405W104 662 32,126 SH   SOLE   12,305 0 19,821
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,991 69,310 SH   SOLE   31,466 0 37,844
N B T BANCORP INC COMMON STOCK COM 628778102 2,027 72,695 SH   SOLE   28,925 0 43,770
NABORS INDUSTRIES LTD COMMON S COM G6359F103 4,021 472,555 SH   SOLE   353,472 0 119,083
NACCO INDUSTRIES CL A COMMON S COM 629579103 298 7,062 SH   SOLE   2,706 0 4,356
NANOMETRICS INC COMMON STOCK N COM 630077105 595 39,313 SH   SOLE   15,961 0 23,352
NANOSTRING TECHNOLOGY COM 63009R109 186 12,662 SH   SOLE   5,970 0 6,692
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 9,209 158,311 SH   SOLE   87,775 0 70,536
NATIONAL BANKSHARES INC/VA COM COM 634865109 372 10,474 SH   SOLE   3,924 0 6,550
NATIONAL BEVERAGE CORP COMMON COM 635017106 1,341 29,507 SH   SOLE   21,390 0 8,117
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,263 80,367 SH   SOLE   28,177 0 52,190
NATIONAL FUEL GAS CO COMMON ST COM 636180101 5,421 126,812 SH   SOLE   99,270 0 27,542
NATIONAL GEN HLDGS CORP COM 636220303 1,143 52,278 SH   SOLE   15,475 0 36,803
NATIONAL GRID TRANS ADR COM 636274300 586 8,430 SH   SOLE   8,430 0 0
NATIONAL HEALTH TREND COM 63888P406 247 7,372 SH   SOLE   3,425 0 3,947
NATIONAL HEALTHCARE CORP COMMO COM 635906100 940 15,230 SH   SOLE   5,049 0 10,181
NATIONAL INSTRUMENTS CORP COMM COM 636518102 6,123 213,405 SH   SOLE   178,607 0 34,798
NATIONAL INTERSTATE CORP COMMO COM 63654U100 285 10,678 SH   SOLE   3,420 0 7,258
NATIONAL OILWELL VARCO INC COM COM 637071101 20,286 605,739 SH   SOLE   372,984 0 232,755
NATIONAL PRESTO INDS INC COMMO COM 637215104 733 8,843 SH   SOLE   3,251 0 5,592
NATIONAL RESEARCH CORP COMMON COM 637372202 175 10,918 SH   SOLE   5,818 0 5,100
NATIONAL RETAIL PROPERTIES REI COM 637417106 10,222 255,234 SH   SOLE   207,848 0 47,386
NATIONAL STORAGE AFFILIATE COM 637870106 387 22,618 SH   SOLE   9,375 0 13,243
NATIONAL WESTERN LIFE GROUP IN COM 638517102 1,064 4,223 SH   SOLE   1,854 0 2,369
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 697 52,120 SH   SOLE   14,908 0 37,212
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,795 62,343 SH   SOLE   28,967 0 33,376
NATL PENN BCSHS INC COMMON STO COM 637138108 2,802 227,250 SH   SOLE   89,392 0 137,858
NATURAL GAS SERVICES GROUP COM COM 63886Q109 411 18,438 SH   SOLE   6,748 0 11,690
NATURES SUNSHINE PRODS INC COM COM 639027101 152 15,049 SH   SOLE   5,484 0 9,565
NATUS MEDICAL INC COMMON STOCK COM 639050103 2,059 42,850 SH   SOLE   23,892 0 18,958
NAUTILUS INC COM COM 63910B102 529 31,655 SH   SOLE   14,203 0 17,452
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 213 160,482 SH   SOLE   73,251 0 87,231
NAVIENT CORP COM 63938C108 5,779 504,754 SH   SOLE   275,198 0 229,556
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,354 84,295 SH   SOLE   36,290 0 48,005
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,521 17,730 SH   SOLE   6,856 0 10,874
NAVIOS MARITIME ACQUISITIONS COM Y62159101 328 109,103 SH   SOLE   33,105 0 75,998
NAVIOS MARITIME HOLDINGS COM Y62196103 214 122,442 SH   SOLE   47,855 0 74,587
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 549 62,133 SH   SOLE   21,339 0 40,794
NCI BUILDING SYSTEMS INC COMMO COM 628852204 327 26,375 SH   SOLE   12,934 0 13,441
NCR CORPORATION COMMON STOCK U COM 62886E108 6,602 269,916 SH   SOLE   217,218 0 52,698
NEENAH PAPER INC COMMON STOCK COM 640079109 2,123 34,011 SH   SOLE   20,473 0 13,538
NEFF CORP COM 640094207 93 12,185 SH   SOLE   1,830 0 10,355
NEKTAR THERAPEUTICS COMMON STO COM 640268108 3,024 179,459 SH   SOLE   104,816 0 74,643
NELNET INC CL A COMMON STOCK U COM 64031N108 1,433 42,679 SH   SOLE   18,921 0 23,758
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 2,598 45,963 SH   SOLE   25,840 0 20,123
NEOGENOMICS INC COM 64049M209 388 49,330 SH   SOLE   23,140 0 26,190
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 396 36,426 SH   SOLE   10,930 0 25,496
NETAPP INC COMMON STOCK USD.00 COM 64110D104 11,152 420,347 SH   SOLE   235,270 0 185,077
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 66,531 581,665 SH   SOLE   355,138 0 226,527
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 2,276 54,308 SH   SOLE   21,175 0 33,133
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 5,756 187,496 SH   SOLE   118,196 0 69,300
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,232 38,200 SH   SOLE   24,254 0 13,946
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 5,507 97,352 SH   SOLE   49,675 0 47,677
NEUSTAR INC CLASS A COMMON STO COM 64126X201 2,971 123,962 SH   SOLE   75,963 0 47,999
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 712 40,084 SH   SOLE   14,718 0 25,366
NEVRO CORP COM 64157F103 1,095 16,215 SH   SOLE   7,365 0 8,850
NEW HOME CO INC COM 645370107 133 10,246 SH   SOLE   3,015 0 7,231
NEW JERSEY RESOURCES CORP COMM COM 646025106 4,949 150,146 SH   SOLE   64,253 0 85,893
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,182 60,729 SH   SOLE   18,830 0 41,899
NEW RESIDENTIAL INVESTMENT COM 64828T201 3,770 310,016 SH   SOLE   91,045 0 218,971
NEW SENIOR INVESTMENT GROUP COM 648691103 1,193 120,997 SH   SOLE   33,743 0 87,254
NEW YORK COMMUNITY BANCORP COM COM 649445103 11,839 725,453 SH   SOLE   584,398 0 141,055
NEW YORK MTGE TR INC COM COM 649604501 782 146,759 SH   SOLE   45,204 0 101,555
NEW YORK REIT INC COM 64976L109 2,718 236,378 SH   SOLE   65,494 0 170,884
NEW YORK TIMES CO A COMMON STO COM 650111107 3,775 281,327 SH   SOLE   156,063 0 125,264
NEWBRIDGE BANCORP COM 65080T102 575 47,231 SH   SOLE   14,092 0 33,139
NEWELL RUBBERMAID INC COMMON S COM 651229106 16,301 369,798 SH   SOLE   206,709 0 163,089
NEWFIELD EXPLORATION CO COMMON COM 651290108 6,802 208,912 SH   SOLE   114,022 0 94,890
NEWLINK GENETICS CORP COM 651511107 813 22,329 SH   SOLE   11,287 0 11,042
NEWMARKET CORP COMMON STOCK NP COM 651587107 6,067 15,935 SH   SOLE   12,901 0 3,034
NEWMONT MINING CORP COMMON STO COM 651639106 12,027 668,524 SH   SOLE   359,505 0 309,019
NEWPARK RESOURCES INC COMMON S COM 651718504 777 147,070 SH   SOLE   63,098 0 83,972
NEWPORT CORP COMMON STOCK USD. COM 651824104 959 60,414 SH   SOLE   25,770 0 34,644
NEWS CORP CL A COMMON STOCK US COM 65249B109 7,295 546,001 SH   SOLE   300,661 0 245,340
NEWS CORP CL B COM COM 65249B208 1,687 120,832 SH   SOLE   70,135 0 50,697
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 464 51,654 SH   SOLE   26,467 0 25,187
NEXPOINT RESIDENTIAL TRUST COM 65341D102 333 25,436 SH   SOLE   7,083 0 18,353
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,920 32,707 SH   SOLE   15,724 0 16,983
NEXTERA ENERGY INC COMMON STOC COM 65339F101 66,828 643,256 SH   SOLE   373,717 0 269,539
NIC INC COMMON STOCK NPV COM 62914B100 2,983 151,576 SH   SOLE   111,749 0 39,827
NIDEC CORP ADR COM 654090109 228 12,512 SH   SOLE   12,512 0 0
NIELSEN HOLDINGS PLC COM G6518L108 22,904 491,510 SH   SOLE   285,446 0 206,064
NIKE INC CL B COMMON STOCK NP COM 654106103 121,883 1,950,136 SH   SOLE   1,222,910 0 727,226
NIMBLE STORAGE INC COM 65440R101 437 47,446 SH   SOLE   22,609 0 24,837
NIPPON TEL & TEL ADR COM 654624105 625 15,729 SH   SOLE   15,729 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 8,151 417,770 SH   SOLE   232,416 0 185,354
NL INDUSTRIES COMMON STOCK USD COM 629156407 42 13,936 SH   SOLE   3,922 0 10,014
NMI HOLDINGS INC-CLASS A COM 629209305 445 65,753 SH   SOLE   19,731 0 46,022
NN INC COMMON STOCK USD.01 COM 629337106 387 24,290 SH   SOLE   11,098 0 13,192
NOBILIS HEALTH CORP COM 65500B103 67 23,862 SH   SOLE   13,930 0 9,932
NOBLE CORP PLC COM G65431101 3,327 315,399 SH   SOLE   262,640 0 52,759
NOBLE ENERGY INC COMMON STOCK COM 655044105 18,412 559,137 SH   SOLE   316,201 0 242,936
NOKIA CORP COM 654902204 293 41,712 SH   SOLE   41,712 0 0
NOMURA HLDGS INC ADR COM 65535H208 242 43,544 SH   SOLE   43,544 0 0
NOODLES & CO COM 65540B105 119 12,304 SH   SOLE   5,059 0 7,245
NORDIC AMERICAN OFFSHORE LTD COM Y6366T112 118 22,344 SH   SOLE   5,120 0 17,224
NORDIC AMERICAN TANKERS LTD CO COM G65773106 1,820 117,110 SH   SOLE   34,482 0 82,628
NORDSON CORP COMMON STOCK NPV COM 655663102 6,612 103,072 SH   SOLE   80,626 0 22,446
NORDSTROM INC COMMON STOCK NPV COM 655664100 12,263 246,186 SH   SOLE   158,147 0 88,039
NORFOLK SOUTHERN CORP COMMON S COM 655844108 39,013 461,204 SH   SOLE   288,188 0 173,016
NORTEK INC COM COM 656559309 423 9,699 SH   SOLE   4,854 0 4,845
NORTH ATLANTIC DRILLING LTD COM G6613P129 35 14,415 SH   SOLE   6,395 0 8,019
NORTHERN OIL AND GAS INC COMMO COM 665531109 382 99,023 SH   SOLE   37,377 0 61,646
NORTHERN TRUST CORP COMMON STO COM 665859104 21,144 293,297 SH   SOLE   152,116 0 141,181
NORTHFIELD BANCORP INC/NJ COM 66611T108 1,707 107,201 SH   SOLE   63,184 0 44,017
NORTHROP GRUMMAN CORP COMMON S COM 666807102 47,285 250,439 SH   SOLE   157,379 0 93,060
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 2,149 177,007 SH   SOLE   115,371 0 61,636
NORTHSTAR REALTY EUROPE CORP COM 66706L101 490 41,463 SH   SOLE   21,597 0 19,866
NORTHSTAR REALTY FINANCE COM 66704R803 2,114 124,139 SH   SOLE   65,425 0 58,714
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,584 192,997 SH   SOLE   94,764 0 98,233
NORTHWEST BIOTHERAPEUTICS COM 66737P600 150 46,996 SH   SOLE   23,265 0 23,731
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,488 49,151 SH   SOLE   21,299 0 27,852
NORTHWEST PIPE CO COMMON STOCK COM 667746101 146 13,006 SH   SOLE   4,347 0 8,659
NORTHWESTERN CORP COMMON STOCK COM 668074305 4,463 82,261 SH   SOLE   35,412 0 46,849
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 6,609 112,783 SH   SOLE   75,176 0 37,607
NOVARTIS AG ADR COM 66987V109 2,501 29,073 SH   SOLE   29,073 0 0
NOVATEL WIRELESS INC COMMON ST COM 66987M604 61 36,725 SH   SOLE   14,665 0 22,060
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 2,281 271,881 SH   SOLE   125,138 0 146,743
NOVO-NORDISK A/S COM 670100205 1,208 20,800 SH   SOLE   20,800 0 0
NOW INC COM COM 67011P100 2,607 164,823 SH   SOLE   126,013 0 38,810
NRG ENERGY INC COMMON STOCK US COM 629377508 4,917 417,763 SH   SOLE   218,779 0 198,984
NRG YIELD INC CLASS A COM 62942X306 641 46,103 SH   SOLE   14,109 0 31,994
NRG YIELD INC CLASS C COM 62942X405 1,176 79,697 SH   SOLE   21,329 0 58,368
NTELOS HOLDINGS CORP COM 67020Q305 212 23,197 SH   SOLE   6,391 0 16,806
NTT DOCOMO INC ADR COM 62942M201 330 16,100 SH   SOLE   16,100 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 2,126 56,104 SH   SOLE   38,395 0 17,709
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 3,612 181,609 SH   SOLE   99,811 0 81,798
NUCOR CORP COMMON STOCK USD.4 COM 670346105 16,313 404,777 SH   SOLE   222,743 0 182,034
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 293 11,363 SH   SOLE   3,745 0 7,618
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 757 34,997 SH   SOLE   18,063 0 16,934
NUVASIVE INC COMMON STOCK USD. COM 670704105 3,414 63,098 SH   SOLE   35,897 0 27,201
NVE CORP COMMON STOCK USD.01 COM 629445206 353 6,287 SH   SOLE   2,453 0 3,834
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 23,060 699,632 SH   SOLE   392,810 0 306,822
NVR INC COMMON STOCK USD.01 COM 62944T105 12,176 7,411 SH   SOLE   6,139 0 1,272
NXP SEMICONDUCTORS NV COM COM N6596X109 345 4,091 SH   SOLE   1,782 0 2,309
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 1,499 68,426 SH   SOLE   33,880 0 34,546
National Bank Holdings Corp. COM 633707104 1,108 51,848 SH   SOLE   19,036 0 32,812
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 41,217 162,644 SH   SOLE   100,873 0 61,771
OAKTREE CAPITAL GROUP LLC COM 674001201 243 5,100 SH   SOLE   500 0 4,600
OASIS PETROLEUM INC COMMON STO COM 674215108 1,404 190,522 SH   SOLE   55,469 0 135,053
OCATA THERAPEUTICS INC COM 67457L100 267 31,727 SH   SOLE   17,150 0 14,577
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 72,419 1,071,134 SH   SOLE   625,698 0 445,436
OCEANEERING INTL INC COMMON ST COM 675232102 5,916 157,676 SH   SOLE   122,986 0 34,690
OCEANFIRST FINANCIAL CORP COMM COM 675234108 449 22,396 SH   SOLE   7,362 0 15,034
OCLARO INC COMMON STOCK USD.01 COM 67555N206 471 135,437 SH   SOLE   42,054 0 93,383
OCULAR THERAPEUTIX INC COM 67576A100 140 14,954 SH   SOLE   6,420 0 8,534
OCWEN FINANCIAL CORP COMMON ST COM 675746309 1,086 155,775 SH   SOLE   51,609 0 104,166
OFFICE DEPOT INC COMMON STOCK COM 676220106 4,434 786,115 SH   SOLE   616,424 0 169,691
OFG BANCORP COM 67103X102 500 68,354 SH   SOLE   24,550 0 43,804
OGE ENERGY CORP COMMON STOCK U COM 670837103 8,405 319,708 SH   SOLE   249,818 0 69,890
OI SA-ADR COM 670851401 8 17,730 SH   SOLE   17,730 0 0
OIL DRI CORP OF AMERICA COMMON COM 677864100 265 7,196 SH   SOLE   2,601 0 4,595
OIL STATES INTERNATIONAL INC C COM 678026105 3,335 122,381 SH   SOLE   70,329 0 52,052
OLD DOMINION FREIGHT LINE COMM COM 679580100 7,035 119,102 SH   SOLE   96,091 0 23,011
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,532 186,715 SH   SOLE   70,086 0 116,629
OLD REPUBLIC INTL CORP COMMON COM 680223104 7,173 385,046 SH   SOLE   303,254 0 81,792
OLD SECOND BANCORP INC COM COM 680277100 302 38,466 SH   SOLE   11,298 0 27,168
OLIN CORP COMMON STOCK USD1. COM 680665205 4,772 276,501 SH   SOLE   186,097 0 90,404
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 155 13,405 SH   SOLE   5,900 0 7,505
OM ASSET MANAGEMENT COM G67506108 335 21,848 SH   SOLE   9,875 0 11,973
OMEGA HEALTHCARE INVESTORS REI COM 681936100 9,721 277,905 SH   SOLE   217,948 0 59,957
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 638 28,737 SH   SOLE   8,753 0 19,984
OMEROS CORP COM COM 682143102 583 37,078 SH   SOLE   17,038 0 20,040
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,408 45,301 SH   SOLE   24,336 0 20,965
OMNICOM GROUP COMMON STOCK USD COM 681919106 31,282 413,457 SH   SOLE   262,445 0 151,012
OMNIVISION TECHNOLOGIES INC CO COM 682128103 2,659 91,626 SH   SOLE   33,862 0 57,764
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 328 53,570 SH   SOLE   22,360 0 31,210
ON ASSIGNMENT INC COMMON STOCK COM 682159108 3,734 83,071 SH   SOLE   54,699 0 28,372
ON SEMICONDUCTOR CORPORATION C COM 682189105 4,297 438,511 SH   SOLE   291,841 0 146,670
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 368 16,305 SH   SOLE   7,605 0 8,700
ONCOTHYREON INC COMMON STOCK N COM 682324108 218 98,277 SH   SOLE   46,420 0 51,857
ONE GAS INC COM 68235P108 5,827 116,152 SH   SOLE   63,675 0 52,477
ONE LIBERTY PROPERTIES INC REI COM 682406103 465 21,666 SH   SOLE   9,256 0 12,410
ONEBEACON INSURANCE GROUP A CO COM G67742109 455 36,677 SH   SOLE   10,645 0 26,032
ONEMAIN HOLDINGS INC COM 68268W103 1,446 34,812 SH   SOLE   19,943 0 14,869
ONEOK INC COMMON STOCK USD.01 COM 682680103 7,278 295,123 SH   SOLE   169,948 0 125,175
ONSTREAM MEDIA CORP COM COM 682875208 1 10,700 SH   SOLE   10,700 0 0
OPHTHOTECH CORP COM 683745103 1,924 24,495 SH   SOLE   11,234 0 13,261
OPKO HEALTH INC COMMON STOCK U COM 68375N103 2,854 283,948 SH   SOLE   190,554 0 93,394
OPOWER INC COM 68375Y109 261 24,716 SH   SOLE   11,885 0 12,831
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 253 14,537 SH   SOLE   4,914 0 9,623
OPUS BANK IRVINE CALIF COM 684000102 497 13,451 SH   SOLE   3,715 0 9,736
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 169,979 4,653,147 SH   SOLE   2,861,611 0 1,791,536
ORANGE ADR COM 684060106 435 26,131 SH   SOLE   26,131 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 496 76,989 SH   SOLE   26,550 0 50,439
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 572 79,069 SH   SOLE   23,820 0 55,249
ORBITAL ATK INC COM 68557N103 7,550 84,507 SH   SOLE   67,435 0 17,072
ORCHID IS CAP INC COM 68571X103 269 27,091 SH   SOLE   6,130 0 20,961
ORCHIDS PAPER PRODS CO COM COM 68572N104 334 10,801 SH   SOLE   3,337 0 7,464
OREXIGEN THERAPEUTICS INC COMM COM 686164104 195 113,660 SH   SOLE   51,886 0 61,774
ORGANOVO HLDGS INC COM 68620A104 208 83,513 SH   SOLE   37,605 0 45,908
ORION MARINE GROUP INC COMMON COM 68628V308 181 43,369 SH   SOLE   17,790 0 25,579
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,650 99,976 SH   SOLE   55,549 0 44,427
ORIX CORP ADR COM 686330101 225 3,200 SH   SOLE   3,200 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 1,610 44,139 SH   SOLE   15,129 0 29,010
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 1,166 29,741 SH   SOLE   11,138 0 18,603
OSHKOSH CORP COMMON STOCK USD. COM 688239201 4,772 122,230 SH   SOLE   97,219 0 25,011
OSI SYSTEMS INC COMMON STOCK N COM 671044105 2,816 31,765 SH   SOLE   13,914 0 17,851
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 199 19,184 SH   SOLE   8,804 0 10,380
OTONOMY INC COM 68906L105 393 14,147 SH   SOLE   6,565 0 7,582
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,476 55,435 SH   SOLE   19,439 0 35,996
OUTERWALL INC COM 690070107 875 23,936 SH   SOLE   13,275 0 10,661
OUTFRONT MEDIA INC COM 69007J106 2,129 97,527 SH   SOLE   53,484 0 44,043
OVASCIENCE INC COM COM 69014Q101 229 23,401 SH   SOLE   10,711 0 12,690
OVERSTOCK.COM INC COMMON STOCK COM 690370101 163 13,308 SH   SOLE   5,492 0 7,816
OWENS + MINOR INC COMMON STOCK COM 690732102 6,340 176,202 SH   SOLE   112,847 0 63,355
OWENS CORNING COMMON STOCK USD COM 690742101 4,377 93,069 SH   SOLE   55,641 0 37,428
OWENS ILLINOIS INC COMMON STOC COM 690768403 3,497 200,742 SH   SOLE   103,265 0 97,477
OXFORD IMMUNOTEC GLOBAL PLC COM G6855A103 210 18,220 SH   SOLE   8,040 0 10,180
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,225 19,191 SH   SOLE   11,054 0 8,137
P G + E CORP COMMON STOCK NPV COM 69331C108 33,419 628,303 SH   SOLE   350,331 0 277,972
PACCAR INC COMMON STOCK USD1. COM 693718108 26,113 550,909 SH   SOLE   333,027 0 217,882
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 956 72,778 SH   SOLE   37,421 0 35,357
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 414 27,852 SH   SOLE   9,922 0 17,930
PACIFIC ETHANOL INC COM COM 69423U305 196 40,970 SH   SOLE   12,150 0 28,820
PACIFIC PREMIER BNCRP COM COM 69478X105 597 28,104 SH   SOLE   8,207 0 19,897
PACIRA PHARMACEUTICALS INC COM COM 695127100 3,261 42,471 SH   SOLE   22,685 0 19,786
PACKAGING CORP OF AMERICA COMM COM 695156109 11,474 181,983 SH   SOLE   151,024 0 30,959
PACWEST BANCORP COMMON STOCK N COM 695263103 7,011 162,668 SH   SOLE   130,771 0 31,897
PALO ALTO NETWORKS INC COM 697435105 11,450 65,007 SH   SOLE   44,135 0 20,872
PANDORA MEDIA INC COM COM 698354107 2,483 185,176 SH   SOLE   126,142 0 59,034
PANERA BREAD COMPANY CLASS A C COM 69840W108 8,282 42,521 SH   SOLE   33,979 0 8,542
PANHANDLE OIL AND GAS INC A CO COM 698477106 319 19,739 SH   SOLE   7,888 0 11,851
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,529 45,260 SH   SOLE   28,054 0 17,206
PAR PACIFIC HOLDINGS INC COM 69888T207 347 14,758 SH   SOLE   6,270 0 8,488
PARAMOUNT GROUP INC COM COM 69924R108 2,339 129,218 SH   SOLE   67,340 0 61,878
PARATEK PHARMACEUTICALS COM 699374302 232 12,217 SH   SOLE   5,480 0 6,737
PAREXEL INTERNATIONAL CORP COM COM 699462107 7,657 112,400 SH   SOLE   81,761 0 30,639
PARK ELECTROCHEMICAL CORP COMM COM 700416209 537 35,682 SH   SOLE   14,440 0 21,242
PARK NATIONAL CORP COMMON STOC COM 700658107 1,884 20,821 SH   SOLE   7,105 0 13,716
PARK OHIO HOLDINGS CORP COMMON COM 700666100 346 9,417 SH   SOLE   4,998 0 4,419
PARK STERLING CORP COMMON STOC COM 70086Y105 483 66,029 SH   SOLE   24,334 0 41,695
PARKER DRILLING CO COMMON STOC COM 701081101 329 180,713 SH   SOLE   62,300 0 118,413
PARKER HANNIFIN CORP COMMON ST COM 701094104 21,321 219,848 SH   SOLE   125,378 0 94,470
PARKWAY PROPERTIES INC REIT US COM 70159Q104 2,081 133,161 SH   SOLE   46,832 0 86,329
PARSLEY ENERGY INC COM 701877102 2,074 112,421 SH   SOLE   38,170 0 74,251
PARTNERRE LTD COMMON STOCK USD COM G6852T105 5,857 41,912 SH   SOLE   24,339 0 17,573
PARTY CITY HOLDCO INC COM 702149105 302 23,413 SH   SOLE   11,090 0 12,323
PATRICK INDS INC COM COM 703343103 516 11,855 SH   SOLE   5,536 0 6,319
PATTERN ENERGY GROUP INC COM 70338P100 1,533 73,312 SH   SOLE   21,440 0 51,872
PATTERSON COS INC COMMON STOCK COM 703395103 10,129 224,036 SH   SOLE   167,878 0 56,158
PATTERSON UTI ENERGY INC COMMO COM 703481101 3,710 245,993 SH   SOLE   192,352 0 53,641
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 29,329 554,533 SH   SOLE   356,095 0 198,438
PAYCOM SOFTWARE INC COM 70432V102 1,158 30,778 SH   SOLE   14,220 0 16,558
PAYLOCITY HLDG CORP COM 70438V106 557 13,737 SH   SOLE   6,185 0 7,552
PAYPAL HOLDINGS INC COM 70450Y103 58,812 1,624,639 SH   SOLE   999,016 0 625,623
PBF ENERGY INC COM 69318G106 2,358 64,067 SH   SOLE   35,858 0 28,209
PC CONNECTION INC COMMON STOCK COM 69318J100 334 14,752 SH   SOLE   4,815 0 9,937
PDC ENERGY INC COM 69327R101 3,573 66,944 SH   SOLE   27,370 0 39,574
PDF SOLUTIONS INC COMMON STOCK COM 693282105 299 27,593 SH   SOLE   13,651 0 13,942
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 855 241,491 SH   SOLE   77,451 0 164,040
PDVWIRELESS INC COM 69290R104 369 13,410 SH   SOLE   5,110 0 8,300
PEABODY ENERGY CORP COMMON STO COM 704549203 226 29,363 SH   SOLE   11,102 0 18,261
PEAPACK-GLADSTONE FNL COM COM 704699107 393 19,072 SH   SOLE   4,746 0 14,326
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 3,126 111,570 SH   SOLE   36,377 0 75,193
PEGASYSTEMS INC COMMON STOCK U COM 705573103 1,038 37,755 SH   SOLE   17,848 0 19,907
PENDRELL CORP COMMON STOCK USD COM 70686R104 124 246,624 SH   SOLE   82,576 0 164,048
PENN NATIONAL GAMING INC COMMO COM 707569109 1,802 112,512 SH   SOLE   36,239 0 76,273
PENN REAL ESTATE INVEST TST RE COM 709102107 2,642 120,810 SH   SOLE   47,519 0 73,291
PENN VIRGINIA CORP COMMON STOC COM 707882106 30 98,708 SH   SOLE   30,748 0 67,960
PENNS WOODS BANCORP INC COMMON COM 708430103 289 6,801 SH   SOLE   2,257 0 4,544
PENNYMAC FINL SVCS INC COM 70932B101 257 16,721 SH   SOLE   5,374 0 11,347
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 1,519 99,512 SH   SOLE   29,350 0 70,162
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,359 32,103 SH   SOLE   19,079 0 13,024
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR PLC COM G7S00T104 12,259 247,509 SH   SOLE   129,743 0 117,766
PEOPLE S UNITED FINANCIAL COMM COM 712704105 7,869 487,251 SH   SOLE   302,614 0 184,637
PEOPLES BANCORP INC COMMON STO COM 709789101 436 23,158 SH   SOLE   6,130 0 17,028
PEOPLES FINL SERVICES CO COM 711040105 370 9,728 SH   SOLE   2,665 0 7,063
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,566 85,036 SH   SOLE   31,574 0 53,462
PEPCO HOLDINGS INC COMMON STOC COM 713291102 8,235 316,595 SH   SOLE   169,050 0 147,545
PEPSICO INC COMMON STOCK USD.0 COM 713448108 216,160 2,163,328 SH   SOLE   1,294,133 0 869,195
PEREGRINE PHARMACEUTICALS COMM COM 713661304 184 157,013 SH   SOLE   90,086 0 66,927
PERFICIENT INC COMMON STOCK US COM 71375U101 860 50,220 SH   SOLE   25,837 0 24,383
PERFORMANCE SPORTS GROUP COM 71377G100 562 58,350 SH   SOLE   17,755 0 40,595
PERKINELMER INC COMMON STOCK U COM 714046109 7,039 131,403 SH   SOLE   73,627 0 57,776
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 134 45,358 SH   SOLE   19,585 0 25,773
PERRIGO CO PLC COM G97822103 23,156 160,029 SH   SOLE   92,719 0 67,310
PERRY ELLIS INTERNATIONAL COMM COM 288853104 399 21,664 SH   SOLE   9,821 0 11,843
PETMED EXPRESS INC COMMON STOC COM 716382106 1,155 67,377 SH   SOLE   57,132 0 10,245
PETROLEO BRASILEIRO ADR COM 71654V101 77 22,610 SH   SOLE   22,610 0 0
PFENEX INC COM 717071104 190 15,309 SH   SOLE   6,950 0 8,359
PFIZER INC COMMON STOCK USD.05 COM 717081103 256,379 7,942,338 SH   SOLE   4,998,523 0 2,943,815
PFSWEB INC COM COM 717098206 140 10,888 SH   SOLE   4,895 0 5,993
PGT INC COM 69336V101 620 54,424 SH   SOLE   30,289 0 24,135
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,913 54,645 SH   SOLE   24,392 0 30,253
PHH CORP COMMON STOCK USD.01 COM 693320202 1,173 72,385 SH   SOLE   23,692 0 48,693
PHI INC NON VOTING COMMON STOC COM 69336T205 294 17,941 SH   SOLE   6,648 0 11,293
PHIBRO ANIMAL HEALTH CO COM 71742Q106 600 19,905 SH   SOLE   10,615 0 9,290
PHILIP MORRIS INTERNATIONAL CO COM 718172109 172,371 1,960,765 SH   SOLE   1,290,644 0 670,121
PHILIPS ELEC ADR COM 500472303 278 10,928 SH   SOLE   10,928 0 0
PHILLIPS 66 COM 718546104 59,849 731,651 SH   SOLE   437,115 0 294,536
PHOTRONICS INC COMMON STOCK US COM 719405102 1,198 96,194 SH   SOLE   30,298 0 65,896
PHYSICIANS REALTY TRUST COM 71943U104 1,942 115,179 SH   SOLE   28,970 0 86,209
PICO HOLDINGS INC COMMON STOCK COM 693366205 351 34,043 SH   SOLE   12,238 0 21,805
PIEDMONT NATURAL GAS CO COMMON COM 720186105 7,694 134,932 SH   SOLE   55,095 0 79,837
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,517 133,307 SH   SOLE   72,318 0 60,989
PIER 1 IMPORTS INC COMMON STOC COM 720279108 530 104,073 SH   SOLE   52,982 0 51,091
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,012 45,790 SH   SOLE   25,561 0 20,229
PINNACLE ENTERTAINMENT INC COM COM 723456109 2,666 85,670 SH   SOLE   51,489 0 34,181
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 3,224 62,775 SH   SOLE   27,698 0 35,077
PINNACLE FOODS INC DEL COM 72348P104 3,030 71,362 SH   SOLE   43,598 0 27,764
PINNACLE WEST CAPITAL COMMON S COM 723484101 9,411 145,949 SH   SOLE   83,012 0 62,937
PIONEER ENERGY SERVICES CORP COM 723664108 263 121,130 SH   SOLE   47,236 0 73,894
PIONEER NATURAL RESOURCES CO C COM 723787107 26,267 209,503 SH   SOLE   120,012 0 89,491
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,129 27,951 SH   SOLE   11,763 0 16,188
PITNEY BOWES INC COMMON STOCK COM 724479100 6,062 293,557 SH   SOLE   163,627 0 129,930
PLANET FITNESS INC - CL A COM 72703H101 250 16,010 SH   SOLE   4,835 0 11,175
PLANTRONICS INC COMMON STOCK U COM 727493108 4,519 95,298 SH   SOLE   74,730 0 20,568
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,030 80,302 SH   SOLE   48,922 0 31,380
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 1,844 52,798 SH   SOLE   24,349 0 28,449
PLUG POWER INC COM COM 72919P202 412 195,255 SH   SOLE   79,875 0 115,380
PLUM CREEK TIMBER CO REIT USD. COM 729251108 13,159 275,749 SH   SOLE   151,739 0 124,010
PLY GEM HLDGS INC COM 72941W100 260 20,762 SH   SOLE   10,342 0 10,420
PMC SIERRA INC COMMON STOCK COM 69344F106 2,619 225,361 SH   SOLE   80,305 0 145,056
PNC FINANCIAL SERVICES GROUP C COM 693475105 66,167 694,227 SH   SOLE   395,671 0 298,556
PNM RESOURCES INC COMMON STOCK COM 69349H107 5,773 188,849 SH   SOLE   109,844 0 79,005
POLARIS INDUSTRIES INC COMMON COM 731068102 10,577 123,059 SH   SOLE   101,153 0 21,906
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 3,621 287,587 SH   SOLE   152,717 0 134,870
POLYONE CORPORATION COMMON STO COM 73179P106 5,719 180,056 SH   SOLE   128,942 0 51,114
POOL CORP COMMON STOCK USD.001 COM 73278L105 4,891 60,544 SH   SOLE   35,111 0 25,433
POPEYES LOUISIANA KITCHEN INC COM 732872106 1,732 29,609 SH   SOLE   15,545 0 14,064
POPULAR INC COMMON STOCK USD6. COM 733174700 2,043 72,073 SH   SOLE   39,736 0 32,337
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,773 131,240 SH   SOLE   44,484 0 86,756
PORTOLA PHARMACEUTICALS COM COM 737010108 2,540 49,370 SH   SOLE   23,100 0 26,270
POST HOLDINGS INC COM 737446104 8,330 135,009 SH   SOLE   75,222 0 59,787
POST PROPERTIES INC REIT USD.0 COM 737464107 5,049 85,345 SH   SOLE   65,261 0 20,084
POTBELLY CORP COM 73754Y100 237 20,222 SH   SOLE   9,560 0 10,662
POTLATCH CORP REIT USD1. COM 737630103 2,569 84,941 SH   SOLE   54,466 0 30,475
POWELL INDUSTRIES INC COMMON S COM 739128106 397 15,262 SH   SOLE   5,509 0 9,753
POWER INTEGRATIONS INC COMMON COM 739276103 1,977 40,661 SH   SOLE   19,913 0 20,748
POWERSECURE INTERNATIONAL IN C COM 73936N105 423 28,127 SH   SOLE   9,254 0 18,873
POZEN INC COMMON STOCK USD.001 COM 73941U102 206 30,218 SH   SOLE   14,255 0 15,963
PPG INDUSTRIES INC COMMON STOC COM 693506107 37,416 378,625 SH   SOLE   239,464 0 139,161
PPL CORPORATION COMMON STOCK U COM 69351T106 29,987 878,608 SH   SOLE   480,817 0 397,791
PRA GROUP INC COM 69354N106 2,226 64,161 SH   SOLE   36,800 0 27,361
PRA HEALTH SCIENCES INC COM 69354M108 938 20,726 SH   SOLE   9,645 0 11,081
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 46,109 450,281 SH   SOLE   282,986 0 167,295
PRECISION CASTPARTS CORP COMMO COM 740189105 42,081 181,375 SH   SOLE   112,570 0 68,805
PREFERRED APT CMNTYS INC COM 74039L103 352 26,889 SH   SOLE   5,085 0 21,804
PREFERRED BANK LOS ANGELES COM COM 740367404 530 16,055 SH   SOLE   5,028 0 11,027
PREFORMED LINE PRODUCTS CO COM COM 740444104 231 5,483 SH   SOLE   1,449 0 4,034
PREMIER INC'CL A COM 74051N102 1,157 32,806 SH   SOLE   21,320 0 11,486
PRESS GANEY HLDGS INC COM 74113L102 290 9,186 SH   SOLE   4,195 0 4,991
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 3,622 70,361 SH   SOLE   40,464 0 29,897
PRICELINE GROUP INC COMMON STO COM 741503403 87,511 68,639 SH   SOLE   43,253 0 25,386
PRICESMART INC COMMON STOCK US COM 741511109 1,848 22,271 SH   SOLE   11,004 0 11,267
PRIMERICA INC COMMON STOCK COM 74164M108 5,305 112,320 SH   SOLE   62,400 0 49,920
PRIMORIS SERVICES CORP COMMON COM 74164F103 919 41,711 SH   SOLE   17,393 0 24,318
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 16,513 367,116 SH   SOLE   199,889 0 167,227
PRIVATEBANCORP INC COMMON STOC COM 742962103 5,334 130,024 SH   SOLE   51,283 0 78,741
PROASSURANCE CORP COMMON STOCK COM 74267C106 3,207 66,075 SH   SOLE   47,982 0 18,093
PROCTER + GAMBLE CO/THE COMMON COM 742718109 304,524 3,834,826 SH   SOLE   2,231,307 0 1,603,519
PROGENICS PHARMACEUTICALS COMM COM 743187106 424 69,130 SH   SOLE   31,623 0 37,507
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,117 88,188 SH   SOLE   36,663 0 51,525
PROGRESSIVE CORP COMMON STOCK COM 743315103 24,879 782,365 SH   SOLE   439,442 0 342,923
PROLOGIS INC REIT USD.01 COM 74340W103 30,377 707,753 SH   SOLE   352,497 0 355,256
PROOFPOINT INC COM COM 743424103 2,626 40,390 SH   SOLE   19,509 0 20,881
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 531 23,055 SH   SOLE   11,201 0 11,854
PROSPERITY BANCSHARES INC COMM COM 743606105 8,560 178,859 SH   SOLE   112,134 0 66,725
PROTO LABS INC COM COM 743713109 1,441 22,620 SH   SOLE   10,839 0 11,781
PROVIDENCE SERVICE CORP COMMON COM 743815102 831 17,707 SH   SOLE   10,654 0 7,053
PROVIDENT FINANCIAL SERVICES C COM 74386T105 2,133 105,863 SH   SOLE   39,592 0 66,271
PRTOTHENA CORP PLC COM G72800108 2,098 30,805 SH   SOLE   14,861 0 15,944
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 49,840 612,206 SH   SOLE   354,173 0 258,033
PRUDENTIAL PLC ADR COM 74435K204 623 13,814 SH   SOLE   13,814 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 3,932 44,974 SH   SOLE   24,758 0 20,216
PTC INC. COM 69370C100 6,717 193,959 SH   SOLE   154,116 0 39,843
PTC THERAPEUTICS INC COM COM 69366J200 1,077 33,247 SH   SOLE   15,813 0 17,434
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 26,813 693,024 SH   SOLE   390,142 0 302,882
PUBLIC STORAGE REIT USD.1 COM 74460D109 63,584 256,697 SH   SOLE   158,850 0 97,847
PULTEGROUP INC COMMON STOCK US COM 745867101 7,503 421,060 SH   SOLE   216,844 0 204,216
PUMA BIOTECHNOLOGY INC COM 74587V107 1,904 24,283 SH   SOLE   16,071 0 8,212
PURE STORAGE INC CL A COM 74624M102 158 10,120 SH   SOLE   2,070 0 8,050
PVH CORP COMMON STOCK USD1. COM 693656100 7,996 108,569 SH   SOLE   61,548 0 47,021
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 137 15,915 SH   SOLE   9,701 0 6,214
Q2 HOLDINGS INC COM 74736L109 478 18,144 SH   SOLE   8,600 0 9,544
QAD INC A COMMON STOCK COM 74727D306 241 11,755 SH   SOLE   3,460 0 8,295
QCR HOLDINGS INC COM COM 74727A104 334 13,746 SH   SOLE   2,950 0 10,796
QEP RESOURCES INC COMMON STOCK COM 74733V100 3,317 247,541 SH   SOLE   191,831 0 55,710
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 4,225 152,792 SH   SOLE   93,908 0 58,884
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 3,128 98,796 SH   SOLE   49,117 0 49,679
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,755 143,858 SH   SOLE   52,688 0 91,170
QORVO INC COM 74736K101 11,536 226,644 SH   SOLE   145,149 0 81,495
QTS REALTY TRUST INC-CL A COM 74736A103 1,290 28,598 SH   SOLE   11,735 0 16,863
QUAD GRAPHICS INC COMMON STOCK COM 747301109 380 40,879 SH   SOLE   12,876 0 28,003
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,966 25,442 SH   SOLE   16,801 0 8,641
QUALCOMM INC COMMON STOCK USD. COM 747525103 112,419 2,249,052 SH   SOLE   1,348,788 0 900,264
QUALITY SYSTEMS INC COMMON STO COM 747582104 939 58,228 SH   SOLE   30,076 0 28,152
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,107 53,078 SH   SOLE   20,721 0 32,357
QUANTA SERVICES INC COMMON STO COM 74762E102 5,032 248,480 SH   SOLE   130,393 0 118,087
QUANTUM CORP COMMON STOCK USD. COM 747906204 286 307,858 SH   SOLE   109,957 0 197,901
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 14,385 202,208 SH   SOLE   112,832 0 89,376
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,278 270,937 SH   SOLE   212,859 0 58,078
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 796 37,561 SH   SOLE   13,659 0 23,902
QUINSTREET INC COMMON STOCK COM 74874Q100 236 55,049 SH   SOLE   22,260 0 32,789
QUINTILES TRANSNATIONAL COM COM 74876Y101 5,505 80,175 SH   SOLE   51,647 0 28,528
QUOTIENT TECHNOLOGY INC COM 749119103 397 58,182 SH   SOLE   28,175 0 30,007
Qualys, Inc. COM 74758T303 792 23,921 SH   SOLE   11,636 0 12,285
RACKSPACE HOSTING INC COMMON S COM 750086100 5,021 198,297 SH   SOLE   158,567 0 39,730
RADIAN GROUP INC COMMON STOCK COM 750236101 3,880 289,802 SH   SOLE   101,907 0 187,895
RADIANT LOGISTICS INC COM 75025X100 73 21,251 SH   SOLE   6,755 0 14,496
RADIUS HEALTH INC COM 750469207 1,949 31,671 SH   SOLE   14,895 0 16,776
RADNET INC COMMON STOCK USD.00 COM 750491102 208 33,665 SH   SOLE   17,010 0 16,655
RAIT FINANCIAL TRUST REIT USD. COM 749227609 329 121,966 SH   SOLE   37,206 0 84,760
RALPH LAUREN CORP COMMON STOCK COM 751212101 10,999 98,666 SH   SOLE   62,870 0 35,796
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,665 143,701 SH   SOLE   77,987 0 65,714
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,955 117,690 SH   SOLE   37,755 0 79,935
RANGE RESOURCES CORP COMMON ST COM 75281A109 5,448 221,387 SH   SOLE   121,983 0 99,404
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 426 81,869 SH   SOLE   39,200 0 42,669
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,209 77,511 SH   SOLE   40,559 0 36,952
RAYMOND JAMES FINANCIAL INC CO COM 754730109 11,126 191,919 SH   SOLE   153,898 0 38,021
RAYONIER ADVANCED MATERIALS COM 75508B104 707 72,189 SH   SOLE   27,258 0 44,931
RAYONIER INC REIT NPV COM 754907103 4,391 197,790 SH   SOLE   150,159 0 47,631
RAYTHEON COMPANY COMMON STOCK COM 755111507 47,953 385,072 SH   SOLE   235,493 0 149,579
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,834 28,394 SH   SOLE   14,699 0 13,695
RCS CAPITAL CORP CL A COM 74937W102 21 70,518 SH   SOLE   19,950 0 50,568
RE/MAX HOLDINGS INC-CL A COM 75524W108 552 14,806 SH   SOLE   3,905 0 10,901
READING INTERNATINAL CL A COM 755408101 270 20,624 SH   SOLE   7,114 0 13,510
REAL INDUSTRIES INC COM 75601W104 208 25,960 SH   SOLE   10,285 0 15,675
REALD INC COMMON STOCK USD.000 COM 75604L105 411 38,989 SH   SOLE   19,230 0 19,759
REALNETWORKS INC COMMON STOCK COM 75605L708 153 35,969 SH   SOLE   13,260 0 22,709
REALOGY HOLDINGS CORP COM 75605y106 3,894 106,188 SH   SOLE   66,527 0 39,661
REALPAGE INC COMMON STOCK COM 75606N109 1,179 52,519 SH   SOLE   24,013 0 28,506
REALTY INCOME CORP REIT USD1. COM 756109104 16,791 325,221 SH   SOLE   169,592 0 155,629
RED HAT INC COMMON STOCK USD.0 COM 756577102 23,630 285,350 SH   SOLE   174,203 0 111,147
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,140 18,461 SH   SOLE   9,376 0 9,085
REDWOOD TRUST INC REIT USD.01 COM 758075402 1,618 122,546 SH   SOLE   42,130 0 80,416
REED ELSEVIER PLC ADR COM 759530108 226 12,703 SH   SOLE   12,703 0 0
REGAL BELOIT CORP COM 758750103 3,706 63,326 SH   SOLE   51,018 0 12,308
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,817 96,305 SH   SOLE   69,092 0 27,213
REGENCY CENTERS CORP REIT USD. COM 758849103 10,248 150,444 SH   SOLE   110,610 0 39,834
REGENERON PHARMACEUTICALS COMM COM 75886F107 61,960 114,134 SH   SOLE   64,700 0 49,434
REGIONAL MGMT CORP COM COM 75902K106 218 14,077 SH   SOLE   4,685 0 9,392
REGIONS FINANCIAL CORP COMMON COM 7591EP100 16,631 1,732,397 SH   SOLE   939,067 0 793,330
REGIS CORP COMMON STOCK USD.05 COM 758932107 986 69,654 SH   SOLE   28,871 0 40,783
REINSURANCE GROUP OF AMERICA C COM 759351604 8,286 96,857 SH   SOLE   77,201 0 19,656
REIS INC COM 75936P105 242 10,214 SH   SOLE   4,744 0 5,470
RELIANCE STEEL + ALUMINUM COMM COM 759509102 7,755 133,916 SH   SOLE   112,118 0 21,798
RELX NV COM 75955B102 214 12,686 SH   SOLE   12,686 0 0
RELYPSA INC COM 759531106 940 33,167 SH   SOLE   14,980 0 18,187
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 7,712 68,137 SH   SOLE   54,335 0 13,802
RENASANT CORP COMMON STOCK USD COM 75970E107 1,793 52,106 SH   SOLE   15,945 0 36,161
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RENT A CENTER INC COMMON STOCK COM 76009N100 2,169 144,895 SH   SOLE   91,600 0 53,295
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RENTRAK CORP COMMON STOCK USD. COM 760174102 598 12,575 SH   SOLE   5,621 0 6,954
REPLIGEN CORP COM COM 759916109 1,630 57,619 SH   SOLE   38,831 0 18,788
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 334 84,876 SH   SOLE   34,639 0 50,237
REPUBLIC BANCORP INC CLASS A C COM 760281204 451 17,091 SH   SOLE   6,009 0 11,082
REPUBLIC SERVICES INC COMMON S COM 760759100 14,931 339,421 SH   SOLE   178,667 0 160,754
RESMED INC COMMON STOCK USD.00 COM 761152107 16,645 310,019 SH   SOLE   263,156 0 46,863
RESOURCE AMERICA INC CL A COM 761195205 128 20,824 SH   SOLE   7,344 0 13,480
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RESOURCES CONNECTION INC COMMO COM 76122Q105 960 58,744 SH   SOLE   24,290 0 34,454
RESTORATION HARDWARE HOLDINGS COM 761283100 2,544 32,014 SH   SOLE   15,053 0 16,961
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,763 154,361 SH   SOLE   54,355 0 100,006
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,423 164,081 SH   SOLE   89,138 0 74,943
RETAILMENOT INC COM 76132B106 494 49,835 SH   SOLE   15,269 0 34,566
RETROPHIN INC COM 761299106 670 34,711 SH   SOLE   16,318 0 18,393
REVANCE THERAPEUTICS INC COM 761330109 547 16,020 SH   SOLE   7,109 0 8,911
REVLON INC CLASS A COMMON STOC COM 761525609 388 13,942 SH   SOLE   4,591 0 9,351
REX AMERICAN RESOURCES CORP CO COM 761624105 508 9,393 SH   SOLE   3,591 0 5,802
REX ENERGY CORP COMMON STOCK U COM 761565100 79 75,377 SH   SOLE   31,032 0 44,345
REXFORD INDUSTRIAL REALTY INC COM 76169C100 1,224 74,818 SH   SOLE   20,285 0 54,533
REXNORD CORP NEW COM COM 76169B102 1,720 94,944 SH   SOLE   43,905 0 51,039
REYNOLDS AMERICAN INC COMMON S COM 761713106 51,418 1,114,139 SH   SOLE   789,425 0 324,714
RICE ENERGY INC COM 762760106 488 44,797 SH   SOLE   26,562 0 18,235
RIGEL PHARMACEUTICALS INC COMM COM 766559603 310 102,229 SH   SOLE   44,605 0 57,624
RIGNET INC COM COM 766582100 249 12,058 SH   SOLE   6,143 0 5,915
RING ENERGY INC COM 76680V108 226 31,988 SH   SOLE   8,620 0 23,368
RINGCENTRAL INC-CLASS A COM 76680R206 1,219 51,700 SH   SOLE   24,644 0 27,056
RIO TINTO PLC ADR COM 767204100 401 13,769 SH   SOLE   13,769 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 6,734 858,943 SH   SOLE   516,225 0 342,718
RLI CORP COMMON STOCK USD1. COM 749607107 5,366 86,902 SH   SOLE   44,297 0 42,605
RLJ LODGING TRUST REIT COM 74965L101 3,727 172,294 SH   SOLE   61,938 0 110,356
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 369 39,168 SH   SOLE   17,662 0 21,506
ROBERT HALF INTL INC COMMON ST COM 770323103 9,831 208,550 SH   SOLE   129,102 0 79,448
ROCKET FUEL INC COM 773111109 119 34,041 SH   SOLE   9,919 0 24,122
ROCKWELL AUTOMATION INC COMMON COM 773903109 25,544 248,944 SH   SOLE   151,149 0 97,795
ROCKWELL COLLINS INC COMMON ST COM 774341101 21,652 234,583 SH   SOLE   134,794 0 99,789
ROCKWELL MEDICAL INC COM 774374102 510 49,788 SH   SOLE   22,884 0 26,904
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,171 43,737 SH   SOLE   16,824 0 26,913
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,468 28,461 SH   SOLE   12,441 0 16,020
ROLLINS INC COMMON STOCK USD1. COM 775711104 5,934 229,116 SH   SOLE   196,457 0 32,659
ROPER TECHNOLOGIES INC COM 776696106 30,317 159,738 SH   SOLE   84,962 0 74,776
ROSS STORES INC COMMON STOCK U COM 778296103 40,971 761,392 SH   SOLE   507,943 0 253,449
ROUSE PROPERTIES INC COM 779287101 758 52,033 SH   SOLE   14,749 0 37,284
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,358 141,533 SH   SOLE   51,380 0 90,153
ROWAN COMPANIES PLC COM G7665A101 3,058 180,389 SH   SOLE   135,695 0 44,694
ROYAL BANK OF CANADA COM 780087102 823 15,360 SH   SOLE   15,360 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 23,653 233,707 SH   SOLE   131,447 0 102,260
ROYAL DUTCH SHELL ADR COM 780259206 1,054 23,010 SH   SOLE   23,010 0 0
ROYAL DUTCH SHELL PLC ADR COM 780259107 632 13,722 SH   SOLE   13,722 0 0
ROYAL GOLD INC COMMON STOCK US COM 780287108 3,757 103,008 SH   SOLE   82,813 0 20,195
RPC INC COMMON STOCK USD.1 COM 749660106 568 47,512 SH   SOLE   23,794 0 23,718
RPM INTERNATIONAL INC COMMON S COM 749685103 10,653 241,795 SH   SOLE   195,314 0 46,481
RPX CORP COMMON STOCK COM 74972G103 755 68,671 SH   SOLE   21,527 0 47,144
RR DONNELLEY + SONS CO COMMON COM 257867101 5,206 353,644 SH   SOLE   286,041 0 67,603
RSP PERMIAN INC COM 74978Q105 2,155 88,362 SH   SOLE   25,393 0 62,969
RTI SURGICAL INC COM 74975N105 240 60,529 SH   SOLE   28,128 0 32,401
RUBICON PROJ INC COM 78112V102 395 24,000 SH   SOLE   11,495 0 12,505
RUBY TUESDAY INC COMMON STOCK COM 781182100 606 109,979 SH   SOLE   48,494 0 61,485
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 774 54,455 SH   SOLE   24,006 0 30,449
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,176 53,716 SH   SOLE   15,981 0 37,735
RUTH S HOSPITALITY GROUP INC C COM 783332109 704 44,215 SH   SOLE   21,571 0 22,644
RYDER SYSTEM INC COMMON STOCK COM 783549108 4,295 75,584 SH   SOLE   45,610 0 29,974
RYERSON HOLDING CORP COM 783754104 54 11,535 SH   SOLE   1,260 0 10,275
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,739 53,036 SH   SOLE   23,839 0 29,197
Regulus Therapeutics Inc. COM 75915K101 234 26,867 SH   SOLE   12,302 0 14,565
Ruckus Wireless, Inc. COM 781220108 933 87,087 SH   SOLE   48,675 0 38,412
S + T BANCORP INC COMMON STOCK COM 783859101 2,315 75,117 SH   SOLE   41,002 0 34,115
SABRA HEALTH CARE REIT INC REI COM 78573L106 2,072 102,430 SH   SOLE   40,034 0 62,396
SABRE CORP COM 78573M104 2,832 101,239 SH   SOLE   67,515 0 33,724
SAFE BULKERS INC COM Y7388L103 44 54,295 SH   SOLE   19,615 0 34,680
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 430 29,610 SH   SOLE   10,620 0 18,990
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,473 26,135 SH   SOLE   10,748 0 15,387
SAGA COMMUNICATIONS INC CL A C COM 786598300 214 5,559 SH   SOLE   2,102 0 3,457
SAGE THERAPEUTICS INC COM 78667J108 789 13,535 SH   SOLE   6,050 0 7,485
SAGENT PHARMACEUTICALS INC COM COM 786692103 419 26,365 SH   SOLE   14,139 0 12,226
SAIA INC COMMON STOCK USD.001 COM 78709Y105 711 31,937 SH   SOLE   19,194 0 12,743
SALESFORCE.COM INC COMMON STOC COM 79466L302 66,410 847,061 SH   SOLE   510,036 0 337,025
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 4,121 147,768 SH   SOLE   99,534 0 48,234
SANCHEZ ENERGY CORP COM COM 79970Y105 306 70,987 SH   SOLE   22,531 0 48,456
SANDERSON FARMS INC COMMON STO COM 800013104 2,914 37,593 SH   SOLE   14,662 0 22,931
SANDISK CORP COMMON STOCK USD. COM 80004C101 21,593 284,160 SH   SOLE   159,356 0 124,804
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 130 650,593 SH   SOLE   234,242 0 416,351
SANDY SPRING BANCORP INC COMMO COM 800363103 992 36,787 SH   SOLE   11,879 0 24,908
SANFILLIPPO JOHN B SON COM COM 800422107 571 10,577 SH   SOLE   3,661 0 6,916
SANGAMO BIOSCIENCES INC COMMON COM 800677106 657 71,983 SH   SOLE   33,935 0 38,048
SANMINA CORP COM 801056102 2,876 139,766 SH   SOLE   56,812 0 82,954
SANOFI COM 80105N105 1,131 26,510 SH   SOLE   26,510 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 889 56,073 SH   SOLE   33,507 0 22,566
SAP AKTIENGESELLSCHA ADR COM 803054204 835 10,552 SH   SOLE   10,552 0 0
SAPIENS INTL CORP COM COM N7716A151 250 24,527 SH   SOLE   10,515 0 14,012
SAREPTA THERAPEUTICS INC COM 803607100 1,841 47,728 SH   SOLE   23,562 0 24,166
SAUL CENTERS INC REIT USD.01 COM 804395101 818 15,947 SH   SOLE   8,572 0 7,375
SBA COMMUNICATIONS CORP CL A C COM 78388J106 12,261 116,691 SH   SOLE   72,932 0 43,759
SCANA CORP COMMON STOCK NPV COM 80589M102 12,238 202,318 SH   SOLE   122,397 0 79,921
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,503 46,648 SH   SOLE   17,305 0 29,343
SCHLUMBERGER LTD COMMON STOCK COM 806857108 122,286 1,753,202 SH   SOLE   1,075,238 0 677,964
SCHNITZER STEEL INDS INC A COM COM 806882106 548 38,121 SH   SOLE   12,385 0 25,736
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,739 45,110 SH   SOLE   18,116 0 26,994
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,255 40,970 SH   SOLE   22,475 0 18,495
SCHWAB (CHARLES) CORP COMMON S COM 808513105 52,336 1,589,298 SH   SOLE   951,305 0 637,993
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 2,049 48,797 SH   SOLE   26,096 0 22,701
SCICLONE PHARMACEUTICALS INC C COM 80862K104 473 51,463 SH   SOLE   25,552 0 25,911
SCIENCE APPLICATIONS INTERNATI COM 808625107 3,648 79,693 SH   SOLE   53,859 0 25,834
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 566 63,087 SH   SOLE   33,205 0 29,882
SCIQUEST INC COMMON STOCK USD. COM 80908T101 399 30,748 SH   SOLE   12,380 0 18,368
SCORPIO BULKERS INC COM Y7546A122 349 35,302 SH   SOLE   9,036 0 26,266
SCORPIO TANKERS INC COMMON STO COM Y7542C106 1,908 237,860 SH   SOLE   71,947 0 165,913
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 5,008 77,633 SH   SOLE   62,859 0 14,774
SCRIPPS NETWORKS INTER CL A CO COM 811065101 8,000 144,895 SH   SOLE   86,995 0 57,900
SEABOARD CORP COMMON STOCK USD COM 811543107 1,890 653 SH   SOLE   397 0 256
SEACHANGE INTERNATIONAL INC CO COM 811699107 316 46,844 SH   SOLE   16,089 0 30,755
SEACOAST BANKING CORP/FL COMMO COM 811707801 477 31,812 SH   SOLE   9,576 0 22,236
SEACOR HOLDINGS INC COMMON STO COM 811904101 1,767 33,617 SH   SOLE   14,349 0 19,268
SEADRILL LIMITED COM COM G7945E105 895 264,149 SH   SOLE   149,686 0 114,463
SEAGATE TECHNOLOGY COM G7945M107 7,647 208,579 SH   SOLE   121,638 0 86,941
SEALED AIR CORP COMMON STOCK U COM 81211K100 13,899 311,626 SH   SOLE   188,816 0 122,810
SEARS HOLDINGS CORP COMMON STO COM 812350106 517 25,135 SH   SOLE   9,299 0 15,836
SEASPINE HOLDINGS CORP COM 81255T108 213 12,375 SH   SOLE   5,756 0 6,619
SEATTLE GENETICS INC COMMON ST COM 812578102 4,563 101,662 SH   SOLE   66,629 0 35,033
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,291 65,549 SH   SOLE   30,668 0 34,881
SECOND SIGHT MEDICAL COM 81362J100 62 10,512 SH   SOLE   4,765 0 5,747
SEI INVESTMENTS COMPANY COMMON COM 784117103 13,221 252,314 SH   SOLE   206,408 0 45,906
SELECT COMFORT CORPORATION COM COM 81616X103 1,383 64,598 SH   SOLE   35,383 0 29,215
SELECT INCOME REIT COM COM 81618T100 1,676 84,539 SH   SOLE   21,510 0 63,029
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 1,451 121,833 SH   SOLE   64,410 0 57,423
SELECTIVE INSURANCE GROUP COMM COM 816300107 3,341 99,500 SH   SOLE   41,481 0 58,019
SEMGROUP CORP CLASS A COMMON S COM 81663A105 1,448 50,189 SH   SOLE   24,691 0 25,498
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 32,184 342,351 SH   SOLE   190,503 0 151,848
SEMTECH CORP COMMON STOCK USD. COM 816850101 1,887 99,725 SH   SOLE   42,414 0 57,311
SENECA FOODS CORP CL A COMMO COM 817070501 335 11,550 SH   SOLE   4,377 0 7,173
SENIOR HOUSING PROP TRUST REIT COM 81721M109 5,293 356,700 SH   SOLE   273,169 0 83,531
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 162 43,053 SH   SOLE   21,675 0 21,378
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 6,108 97,226 SH   SOLE   63,461 0 33,765
SEQUENOM INC COMMON STOCK USD. COM 817337405 210 127,991 SH   SOLE   60,432 0 67,559
SEQUENTIAL BRANDS GROUP COM 81734P107 354 44,815 SH   SOLE   15,524 0 29,291
SERES THERAPEUTICS INC COM 81750R102 271 7,725 SH   SOLE   3,150 0 4,575
SERVICE CORP INTERNATIONAL COM COM 817565104 9,078 348,874 SH   SOLE   281,560 0 67,314
SERVICEMASTER GLOBAL HOLDINGS COM 81761R109 3,627 92,437 SH   SOLE   63,258 0 29,179
SERVICENOW INC. COM 81762P102 12,311 142,230 SH   SOLE   97,528 0 44,702
SERVICESOURCE INTERNATIONAL CO COM 81763U100 307 66,515 SH   SOLE   27,336 0 39,179
SERVISFIRST BANCSHARES COM 81768T108 1,402 29,494 SH   SOLE   8,525 0 20,969
SEVENTY SEVEN ENERGY INC COM 818097107 90 85,346 SH   SOLE   30,989 0 54,357
SFX ENTERTAINMENT INC COM 784178303 12 62,486 SH   SOLE   19,837 0 42,649
SHAKE SHACK INC CL A COM 819047101 228 5,756 SH   SOLE   2,430 0 3,326
SHENANDOAH TELECOMMUNICATION C COM 82312B106 1,052 24,432 SH   SOLE   11,019 0 13,413
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 33,537 129,188 SH   SOLE   77,953 0 51,235
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,368 82,582 SH   SOLE   25,297 0 57,285
SHIRE PLC ADR COM 82481R106 456 2,226 SH   SOLE   2,226 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 520 22,399 SH   SOLE   7,026 0 15,373
SHORETEL INC COMMON STOCK USD. COM 825211105 706 79,755 SH   SOLE   26,182 0 53,573
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,115 47,469 SH   SOLE   20,277 0 27,192
SHUTTERSTOCK INC COM 825690100 595 18,398 SH   SOLE   8,660 0 9,738
SIERRA BANCORP COMMON STOCK NP COM 82620P102 297 16,810 SH   SOLE   5,930 0 10,880
SIGMA DESIGNS INC COMMON STOCK COM 826565103 301 47,552 SH   SOLE   12,845 0 34,707
SIGNATURE BANK COMMON STOCK US COM 82669G104 12,714 82,895 SH   SOLE   67,249 0 15,646
SIGNET JEWELERS LTD COMMON STO COM G81276100 14,281 115,455 SH   SOLE   67,257 0 48,198
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,745 69,708 SH   SOLE   54,696 0 15,012
SILICON GRAPHICS INTERNATION C COM 82706L108 204 34,649 SH   SOLE   17,442 0 17,207
SILICON LABORATORIES INC COMMO COM 826919102 3,873 79,796 SH   SOLE   50,130 0 29,666
SILVER BAY REALTY TRUST CORP COM 82735Q102 738 47,112 SH   SOLE   11,337 0 35,775
SILVER SPRING NETWORKS COM COM 82817Q103 508 35,232 SH   SOLE   16,478 0 18,754
SIMMONS FIRST NATL CORP CL A C COM 828730200 2,466 48,006 SH   SOLE   17,335 0 30,671
SIMON PROPERTY GROUP INC REIT COM 828806109 95,766 492,522 SH   SOLE   293,287 0 199,235
SIMPSON MANUFACTURING CO INC C COM 829073105 2,315 67,777 SH   SOLE   27,129 0 40,648
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,370 72,846 SH   SOLE   37,227 0 35,619
SIRIUS XM HOLDINGS INC COM 82968B103 9,353 2,298,064 SH   SOLE   1,433,207 0 864,857
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 10,535 96,152 SH   SOLE   77,988 0 18,164
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 3,780 68,809 SH   SOLE   44,287 0 24,522
SIZMEK INC COM 83013P105 121 33,025 SH   SOLE   13,226 0 19,799
SJW CORP COMMON STOCK USD1.042 COM 784305104 762 25,694 SH   SOLE   10,116 0 15,578
SKECHERS USA INC CL A COMMON S COM 830566105 7,359 243,609 SH   SOLE   205,133 0 38,476
SKULLCANDY INC COM 83083J104 129 27,268 SH   SOLE   10,319 0 16,949
SKYWEST INC COMMON STOCK NPV COM 830879102 1,598 84,035 SH   SOLE   32,143 0 51,892
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 22,161 288,440 SH   SOLE   171,680 0 116,760
SL GREEN REALTY CORP REIT USD. COM 78440X101 15,893 140,668 SH   SOLE   72,547 0 68,121
SLM CORP COMMON STOCK USD.2 COM 78442P106 4,646 712,502 SH   SOLE   574,157 0 138,345
SM ENERGY CO COMMON STOCK USD. COM 78454L100 1,978 100,589 SH   SOLE   78,692 0 21,897
SMART & FINAL STORES INC COM 83190B101 577 31,677 SH   SOLE   9,290 0 22,387
SMITH (A.O.) CORP COMMON STOCK COM 831865209 9,728 126,981 SH   SOLE   102,815 0 24,166
SMITH + WESSON HOLDING CORP CO COM 831756101 1,076 48,955 SH   SOLE   32,013 0 16,942
SNAP ON INC COMMON STOCK USD1. COM 833034101 16,946 98,848 SH   SOLE   53,853 0 44,995
SNYDERS LANCE INC COMMON STOCK COM 833551104 3,144 91,671 SH   SOLE   41,683 0 49,988
SOLARCITY CORP COM 83416T100 2,706 53,035 SH   SOLE   35,214 0 17,821
SOLARWINDS INC COMMON STOCK US COM 83416B109 6,307 107,075 SH   SOLE   85,195 0 21,880
SOLAZYME INC COMMON STOCK COM 83415T101 197 79,615 SH   SOLE   40,207 0 39,408
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,260 114,164 SH   SOLE   91,930 0 22,234
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,605 70,526 SH   SOLE   37,207 0 33,319
SONIC CORP COMMON STOCK USD.01 COM 835451105 2,160 66,862 SH   SOLE   31,654 0 35,208
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,641 186,964 SH   SOLE   150,091 0 36,873
SONUS NETWORKS INC COMMON STOC COM 835916503 476 66,732 SH   SOLE   21,017 0 45,715
SONY CORP SPONSORED ADR COM 835699307 358 14,564 SH   SOLE   14,564 0 0
SORRENTO THERAPEUTICS INC COM 83587F202 254 29,170 SH   SOLE   12,680 0 16,490
SOTHEBY S COMMON STOCK USD.01 COM 835898107 2,977 115,575 SH   SOLE   81,450 0 34,125
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,735 116,289 SH   SOLE   47,957 0 68,332
SOUTH STATE CORP COM 840441109 2,508 34,862 SH   SOLE   12,440 0 22,422
SOUTHERN CO COMMON STOCK USD5. COM 842587107 60,374 1,290,327 SH   SOLE   739,300 0 551,027
SOUTHERN COPPER CORP COMMON ST COM 84265V105 3,188 122,064 SH   SOLE   84,558 0 37,506
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 953 39,694 SH   SOLE   15,688 0 24,006
SOUTHWEST AIRLINES CO COMMON S COM 844741108 44,985 1,044,709 SH   SOLE   635,457 0 409,252
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 465 26,622 SH   SOLE   9,145 0 17,477
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,931 89,398 SH   SOLE   42,538 0 46,860
SOUTHWESTERN ENERGY CO COMMON COM 845467109 3,533 496,969 SH   SOLE   271,938 0 225,031
SOVRAN SELF STORAGE INC REIT U COM 84610H108 9,213 85,852 SH   SOLE   62,435 0 23,417
SP PLUS CORP COM 78469C103 485 20,275 SH   SOLE   9,459 0 10,816
SPARK THERAPEUTICS INC COM 84652J103 349 7,705 SH   SOLE   3,555 0 4,150
SPARTANNASH CO COM 847215100 1,383 63,910 SH   SOLE   22,979 0 40,931
SPARTON CORP COM COM 847235108 225 11,259 SH   SOLE   4,676 0 6,583
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 3,456 16,950 SH   SOLE   12,050 0 4,900
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 7,169 28,213 SH   SOLE   28,213 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 25,406 1,061,217 SH   SOLE   665,216 0 396,001
SPECTRANETICS CORP COMMON STOC COM 84760C107 731 48,548 SH   SOLE   24,389 0 24,159
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 2,203 21,637 SH   SOLE   14,766 0 6,871
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 632 104,755 SH   SOLE   44,195 0 60,560
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 389 18,757 SH   SOLE   5,566 0 13,191
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 7,071 141,214 SH   SOLE   93,804 0 47,410
SPIRIT AIRLINES INC COMMON STO COM 848577102 2,547 63,907 SH   SOLE   43,553 0 20,354
SPIRIT REALTY CAPITAL INC COM 84860W102 3,029 302,318 SH   SOLE   162,042 0 140,276
SPLUNK INC COM COM 848637104 6,795 115,548 SH   SOLE   78,316 0 37,232
SPOK HOLDINGS INC COM 84863T106 672 36,707 SH   SOLE   13,673 0 23,034
SPORTSMANS WHSE HLDGS INC COM 84920Y106 261 20,260 SH   SOLE   6,940 0 13,320
SPRINT CORP COMMON COM 85207U105 1,853 512,015 SH   SOLE   288,829 0 223,186
SPROUTS FARMERS MARKET INC COM 85208M102 3,715 139,731 SH   SOLE   91,984 0 47,747
SPS COMMERCE INC COMMON STOCK COM 78463M107 1,197 17,054 SH   SOLE   8,687 0 8,367
SPX CORP COM 784635104 340 36,473 SH   SOLE   22,644 0 13,829
SPX FLOW INC COM 78469X107 1,144 40,978 SH   SOLE   27,209 0 13,769
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 4,940 72,361 SH   SOLE   50,558 0 21,803
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,543 83,355 SH   SOLE   25,590 0 57,765
ST JUDE MEDICAL INC COMMON STO COM 790849103 25,233 408,497 SH   SOLE   235,816 0 172,681
STAAR SURGICAL CO COMMON STOCK COM 852312305 275 38,531 SH   SOLE   19,552 0 18,979
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,673 90,658 SH   SOLE   25,240 0 65,418
STAGE STORES INC COMMON STOCK COM 85254C305 476 52,305 SH   SOLE   20,162 0 32,143
STAMPS.COM INC COMMON STOCK US COM 852857200 1,996 18,214 SH   SOLE   10,192 0 8,022
STANCORP FINANCIAL GROUP COMMO COM 852891100 7,681 67,451 SH   SOLE   54,129 0 13,322
STANDARD MOTOR PRODS COMMON ST COM 853666105 1,830 48,089 SH   SOLE   29,187 0 18,902
STANDEX INTERNATIONAL CORP COM COM 854231107 1,484 17,852 SH   SOLE   8,766 0 9,086
STANLEY BLACK + DECKER INC COM COM 854502101 25,762 241,376 SH   SOLE   114,924 0 126,452
STAPLES INC COMMON STOCK USD.0 COM 855030102 8,189 864,757 SH   SOLE   475,495 0 389,262
STARBUCKS CORP COMMON STOCK US COM 855244109 127,528 2,124,406 SH   SOLE   1,299,778 0 824,628
STARWOOD HOTELS + RESORTS COMM COM 85590A401 18,792 271,252 SH   SOLE   164,559 0 106,693
STARWOOD PROPERTY TRUST INC RE COM 85571B105 4,585 222,988 SH   SOLE   155,526 0 67,462
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,228 54,247 SH   SOLE   15,367 0 38,880
STARZ - LIBERTY CAPITAL COM 85571Q102 3,011 89,890 SH   SOLE   60,251 0 29,639
STATE AUTO FINANCIAL CORP COMM COM 855707105 550 26,726 SH   SOLE   11,782 0 14,944
STATE BANK FINANCIAL CORP COMM COM 856190103 1,022 48,616 SH   SOLE   15,519 0 33,097
STATE NATIONAL COMPANIES COM 85711T305 367 37,375 SH   SOLE   9,585 0 27,790
STATE STREET CORP COMMON STOCK COM 857477103 35,788 539,300 SH   SOLE   299,979 0 239,321
STATOIL ASA ADR COM 85771P102 174 12,454 SH   SOLE   12,454 0 0
STEEL DYNAMICS INC COMMON STOC COM 858119100 6,692 374,506 SH   SOLE   300,348 0 74,158
STEELCASE INC CL A COMMON STOC COM 858155203 1,309 87,831 SH   SOLE   41,951 0 45,880
STEIN MART INC COMMON STOCK US COM 858375108 317 47,171 SH   SOLE   18,223 0 28,948
STEMLINE THERAPEUTICS INC COM 85858C107 124 19,597 SH   SOLE   5,953 0 13,644
STEPAN CO COMMON STOCK USD1. COM 858586100 1,580 31,789 SH   SOLE   16,623 0 15,166
STERICYCLE INC COMMON STOCK US COM 858912108 15,769 130,752 SH   SOLE   79,059 0 51,693
STERIS PLC COM G84720104 11,470 152,244 SH   SOLE   109,839 0 42,405
STERLING BANCORP/DE COM 85917A100 3,294 203,071 SH   SOLE   81,649 0 121,422
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,207 73,027 SH   SOLE   39,822 0 33,205
STEWART INFORMATION SERVICES C COM 860372101 1,435 38,445 SH   SOLE   15,150 0 23,295
STIFEL FINANCIAL CORP COMMON S COM 860630102 6,235 147,194 SH   SOLE   80,465 0 66,729
STILLWATER MINING CO COMMON ST COM 86074Q102 1,660 193,644 SH   SOLE   88,052 0 105,592
STOCK YARDS BANCORP, INC COM 861025104 917 24,259 SH   SOLE   8,377 0 15,882
STONE ENERGY CORP COMMON STOCK COM 861642106 394 91,899 SH   SOLE   35,773 0 56,126
STONEGATE BANK FT LAUDERDALE COM 861811107 468 14,228 SH   SOLE   3,955 0 10,273
STONEGATE MORTGAGE CORP COM 86181Q300 98 17,975 SH   SOLE   5,805 0 12,170
STONERIDGE INC COMMON STOCK NP COM 86183P102 530 35,782 SH   SOLE   18,033 0 17,749
STORE CAPITAL CORP COM 862121100 1,264 54,495 SH   SOLE   14,085 0 40,410
STRATASYS LTD COM M85548101 1,592 67,821 SH   SOLE   20,177 0 47,644
STRATTEC SEC CORP COM COM 863111100 231 4,097 SH   SOLE   995 0 3,102
STRAYER EDUCATION INC COMMON S COM 863236105 975 16,223 SH   SOLE   7,030 0 9,193
STRYKER CORP COMMON STOCK USD. COM 863667101 49,738 535,165 SH   SOLE   330,337 0 204,828
STURM RUGER + CO INC COMMON ST COM 864159108 1,838 30,840 SH   SOLE   25,499 0 5,341
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 453 26,180 SH   SOLE   11,933 0 14,247
SUFFOLK BANCORP COMMON STOCK U COM 864739107 437 15,420 SH   SOLE   4,592 0 10,828
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 623 82,138 SH   SOLE   82,138 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 1,643 137,463 SH   SOLE   50,411 0 87,052
SUMMIT MATERIALS COM 86614U100 563 28,075 SH   SOLE   11,417 0 16,658
SUN BANCORP INC NJ COMMON STOC COM 86663B201 274 13,252 SH   SOLE   4,463 0 8,789
SUN COMMUNITIES INC REIT USD.0 COM 866674104 4,760 69,463 SH   SOLE   22,397 0 47,066
SUN HYDRAULICS CORP COMMON STO COM 866942105 842 26,536 SH   SOLE   12,903 0 13,633
SUNCOKE ENERGY INC COM 86722A103 331 95,258 SH   SOLE   50,880 0 44,378
SUNCOR ENERGY INC COM 867224107 415 16,090 SH   SOLE   16,090 0 0
SUNEDISON INC COM 86732Y109 2,466 484,391 SH   SOLE   391,796 0 92,595
SUNPOWER CORP CL A COM COM 867652406 1,190 39,648 SH   SOLE   20,854 0 18,794
SUNRUN INC COM 86771W105 227 19,320 SH   SOLE   4,370 0 14,950
SUNSTONE HOTEL INVESTORS INC R COM 867892101 4,063 325,317 SH   SOLE   112,340 0 212,977
SUNTRUST BANKS INC COMMON STOC COM 867914103 28,571 666,924 SH   SOLE   361,576 0 305,348
SUPER MICRO COMPUTER INC COMMO COM 86800U104 1,021 41,646 SH   SOLE   22,876 0 18,770
SUPERIOR ENERGY SERVICES INC C COM 868157108 2,999 222,672 SH   SOLE   169,122 0 53,550
SUPERIOR INDUSTRIES INTL COMMO COM 868168105 722 39,171 SH   SOLE   14,927 0 24,244
SUPERNUS PHARMACEUTICAL COM COM 868459108 532 39,618 SH   SOLE   21,277 0 18,341
SUPERVALU INC COMMON STOCK USD COM 868536103 3,809 561,730 SH   SOLE   303,651 0 258,079
SURGICAL CARE AFFILIATES INC COM 86881L106 655 16,460 SH   SOLE   9,139 0 7,321
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TAYLOR MORRISON HOME CORP COM 87724P106 687 42,933 SH   SOLE   13,008 0 29,925
TCF FINANCIAL CORP COMMON STOC COM 872275102 3,753 265,778 SH   SOLE   213,730 0 52,048
TD AMERITRADE HOLDING CORP COM COM 87236Y108 9,528 274,498 SH   SOLE   184,356 0 90,142
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TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 3,432 78,190 SH   SOLE   39,368 0 38,822
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TECH DATA CORP COMMON STOCK US COM 878237106 5,275 79,467 SH   SOLE   42,500 0 36,967
TECHTARGET COMMON STOCK USD.00 COM 87874R100 192 23,903 SH   SOLE   8,322 0 15,581
TECO ENERGY INC COMMON STOCK U COM 872375100 7,915 296,989 SH   SOLE   157,428 0 139,561
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TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 860 124,982 SH   SOLE   36,906 0 88,076
TEGNA INC COM 87901J105 7,142 279,854 SH   SOLE   145,909 0 133,945
TEJON RANCH CO COMMON STOCK US COM 879080109 422 22,056 SH   SOLE   7,975 0 14,081
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TELEDYNE TECHNOLOGIES INC COMM COM 879360105 7,081 79,829 SH   SOLE   48,818 0 31,011
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TERADATA CORP COMMON STOCK USD COM 88076W103 5,946 225,057 SH   SOLE   136,827 0 88,230
TERADYNE INC COMMON STOCK USD. COM 880770102 6,206 300,237 SH   SOLE   236,782 0 63,455
TEREX CORP COMMON STOCK USD.01 COM 880779103 4,231 228,931 SH   SOLE   121,176 0 107,755
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TERRAFORM POWER INC CL A COM 88104R100 384 30,549 SH   SOLE   19,240 0 11,309
TERRENO REALTY CORP REIT USD.0 COM 88146M101 1,285 56,826 SH   SOLE   14,428 0 42,398
TERRITORIAL BANCORP INC COMMON COM 88145X108 317 11,438 SH   SOLE   3,520 0 7,918
TESARO INC COM COM 881569107 1,172 22,403 SH   SOLE   10,467 0 11,936
TESCO CORP COMMON STOCK NPV COM 88157K101 454 62,708 SH   SOLE   21,269 0 41,439
TESLA MOTORS INC COMMON STOCK COM 88160R101 18,738 78,071 SH   SOLE   54,961 0 23,110
TESORO CORP COMMON STOCK USD.1 COM 881609101 18,323 173,891 SH   SOLE   99,540 0 74,351
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 2,256 75,170 SH   SOLE   36,591 0 38,579
TETRA TECH INC COMMON STOCK US COM 88162G103 2,765 106,257 SH   SOLE   45,810 0 60,447
TETRA TECHNOLOGIES INC COMMON COM 88162F105 962 127,964 SH   SOLE   48,227 0 79,737
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 377 37,575 SH   SOLE   18,026 0 19,549
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TEXAS INSTRUMENTS INC COMMON S COM 882508104 83,595 1,525,186 SH   SOLE   979,879 0 545,307
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TEXTRON INC COMMON STOCK USD.1 COM 883203101 13,682 325,673 SH   SOLE   183,959 0 141,714
TEXTURA CORP COM 883211104 422 19,572 SH   SOLE   9,679 0 9,893
TFS FINANCIAL CORP COMMON STOC COM 87240R107 796 42,254 SH   SOLE   25,108 0 17,146
TG THERAPEUTICS INC COM 88322Q108 410 34,400 SH   SOLE   16,634 0 17,766
THE CHEMOURS COMPANY COM 163851108 1,428 266,333 SH   SOLE   217,627 0 48,706
THE CHILDREN'S PLACE INC. COM 168905107 1,889 34,219 SH   SOLE   15,637 0 18,582
THE WHITEWAVE FOODS CO. CLASS COM 966244105 11,317 290,857 SH   SOLE   237,511 0 53,346
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THERMO FISHER SCIENTIFIC INC C COM 883556102 69,855 492,458 SH   SOLE   310,711 0 181,747
THERMON GROUP HOLDINGS INC COM COM 88362T103 686 40,567 SH   SOLE   12,813 0 27,754
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THOMSON REUTERS CORP COMMON ST COM 884903105 10,056 265,675 SH   SOLE   166,451 0 99,224
THOR INDUSTRIES INC COMMON STO COM 885160101 5,207 92,729 SH   SOLE   78,763 0 13,966
THRESHOLD PHARMACEUTICALS COM COM 885807206 31 65,352 SH   SOLE   30,421 0 34,931
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TIFFANY + CO COMMON STOCK USD. COM 886547108 12,995 170,333 SH   SOLE   99,870 0 70,463
TILE SHOP HLDGS INC COM 88677Q109 410 25,030 SH   SOLE   11,767 0 13,263
TILLYS INC COM COM 886885102 102 15,432 SH   SOLE   5,182 0 10,250
TIME INC COM 887228104 3,710 236,740 SH   SOLE   128,538 0 108,202
TIME WARNER CABLE COMMON STOCK COM 88732J207 75,434 406,453 SH   SOLE   253,747 0 152,706
TIME WARNER INC COMMON STOCK U COM 887317303 71,340 1,103,135 SH   SOLE   651,412 0 451,723
TIMKEN CO COMMON STOCK NPV COM 887389104 3,622 126,686 SH   SOLE   97,777 0 28,909
TIMKENSTEEL CORP COM 887399103 605 72,143 SH   SOLE   30,724 0 41,419
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TITAN MACHINERY INC COMMON STO COM 88830R101 270 24,682 SH   SOLE   8,709 0 15,973
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TJX COMPANIES INC COMMON STOCK COM 872540109 73,007 1,029,571 SH   SOLE   668,648 0 360,923
TOKAI PHARMACEUTICALS COM 88907J107 94 10,798 SH   SOLE   3,290 0 7,508
TOLL BROTHERS INC COMMON STOCK COM 889478103 8,711 261,598 SH   SOLE   206,893 0 54,705
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,477 26,301 SH   SOLE   10,203 0 16,098
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TORO CO COMMON STOCK USD1. COM 891092108 6,906 94,517 SH   SOLE   75,445 0 19,072
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TOTAL SYSTEM SERVICES INC COMM COM 891906109 12,754 256,107 SH   SOLE   157,208 0 98,899
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TOWERS WATSON + CO CL A COMMON COM 891894107 13,314 103,645 SH   SOLE   82,766 0 20,879
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TOYOTA MOTOR CORP ADR COM 892331307 2,049 16,653 SH   SOLE   16,653 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 19,122 223,649 SH   SOLE   140,835 0 82,814
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TRANSUNION COM 89400J107 637 23,091 SH   SOLE   15,061 0 8,030
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TRAVELPORT WORLDWIDE LTD COM G9019D104 1,461 113,259 SH   SOLE   45,815 0 67,444
TRC COS INC COMMON STOCK USD.1 COM 872625108 199 21,499 SH   SOLE   5,930 0 15,569
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TREDEGAR CORP COMMON STOCK NPV COM 894650100 559 41,066 SH   SOLE   17,800 0 23,266
TREEHOUSE FOODS INC COMMON STO COM 89469A104 7,639 97,364 SH   SOLE   55,788 0 41,576
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TREX COMPANY INC COMMON STOCK COM 89531P105 1,410 37,074 SH   SOLE   19,993 0 17,081
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TRIANGLE PETROLEUM CORP COMMON COM 89600B201 50 64,883 SH   SOLE   22,200 0 42,683
TRIBUNE COMPANY NEW COM 896047503 1,734 51,300 SH   SOLE   30,390 0 20,910
TRIBUNE PUBLISHING CO COM 896082104 269 29,215 SH   SOLE   11,520 0 17,695
TRICO BANCSHARES COMMON STOCK COM 896095106 821 29,914 SH   SOLE   8,886 0 21,028
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TRIMBLE NAVIGATION LTD COMMON COM 896239100 8,511 396,799 SH   SOLE   316,958 0 79,841
TRINET GROUP INC COM 896288107 767 39,618 SH   SOLE   17,885 0 21,733
TRINITY INDUSTRIES INC COMMON COM 896522109 5,938 247,221 SH   SOLE   196,045 0 51,176
TRINSEO SA COM L9340P101 340 12,047 SH   SOLE   4,590 0 7,457
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TRIPLE S MANAGEMENT CORP B COM COM 896749108 797 33,339 SH   SOLE   10,925 0 22,414
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TRIUMPH GROUP INC COMMON STOCK COM 896818101 2,830 71,203 SH   SOLE   56,943 0 14,260
TRONOX LIMITED COM COM Q9235V101 352 89,929 SH   SOLE   31,070 0 58,859
TROVAGENE INC COM 897238309 147 27,177 SH   SOLE   12,220 0 14,957
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,436 55,736 SH   SOLE   31,217 0 24,519
TRUECAR INC COM 89785L107 445 46,601 SH   SOLE   22,570 0 24,031
TRUPANION INC COM 898202106 138 14,104 SH   SOLE   5,170 0 8,934
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TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,708 160,937 SH   SOLE   95,110 0 65,827
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 634 97,350 SH   SOLE   37,685 0 59,665
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TUESDAY MORNING CORP COMMON ST COM 899035505 375 57,717 SH   SOLE   30,002 0 27,715
TUMI HODINGD INC COM COM 89969Q104 1,044 62,776 SH   SOLE   34,265 0 28,511
TUPPERWARE BRANDS CORP COMMON COM 899896104 4,726 84,921 SH   SOLE   67,924 0 16,997
TUTOR PERINI CORP COMMON STOCK COM 901109108 874 52,217 SH   SOLE   16,476 0 35,741
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 48,459 1,784,191 SH   SOLE   1,092,772 0 691,419
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TWITTER INC COM 90184L102 12,073 521,736 SH   SOLE   357,873 0 163,863
TWO HARBORS INVESTMENT CORP CO COM 90187B101 1,899 234,444 SH   SOLE   140,878 0 93,566
TYCO INTERNATIONAL PLC COM G91442106 19,929 624,928 SH   SOLE   383,889 0 241,039
TYLER TECHNOLOGIES INC COMMON COM 902252105 11,622 66,671 SH   SOLE   48,355 0 18,316
TYSON FOODS INC CL A COMMON ST COM 902494103 21,413 401,517 SH   SOLE   222,819 0 178,698
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UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
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UGI CORP COMMON STOCK NPV COM 902681105 8,376 248,119 SH   SOLE   194,321 0 53,798
ULTA SALON COSMETICS + FRAGR C COM 90384S303 11,362 61,416 SH   SOLE   39,555 0 21,861
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 10,096 51,639 SH   SOLE   43,248 0 8,391
ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 235 45,928 SH   SOLE   14,873 0 31,055
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ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 4,388 39,116 SH   SOLE   18,654 0 20,462
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ULURU INC COM 90403T209 4 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 3,411 73,276 SH   SOLE   32,918 0 40,358
UMH PROPERTIES INC REIT USD.1 COM 903002103 315 31,084 SH   SOLE   9,103 0 21,981
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 7,409 466,000 SH   SOLE   253,650 0 212,350
UNDER ARMOUR INC CLASS A COMMO COM 904311107 21,422 265,751 SH   SOLE   156,204 0 109,547
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UNIFIRST CORP/MA COMMON STOCK COM 904708104 2,849 27,337 SH   SOLE   11,476 0 15,861
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UNION BANKSHARES CORPORATION COM 90539J109 2,110 83,596 SH   SOLE   38,670 0 44,926
UNION PACIFIC CORP COMMON STOC COM 907818108 98,342 1,257,574 SH   SOLE   787,933 0 469,641
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UNIT CORP COMMON STOCK USD.2 COM 909218109 1,047 85,793 SH   SOLE   30,430 0 55,363
UNITED BANKSHARES INC COMMON S COM 909907107 4,327 116,985 SH   SOLE   46,212 0 70,773
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,639 84,083 SH   SOLE   33,267 0 50,816
UNITED COMMUNITY FINL COM COM 909839102 418 70,911 SH   SOLE   20,694 0 50,217
UNITED CONTINENTAL HOLDINGS CO COM 910047109 32,743 571,425 SH   SOLE   349,100 0 222,325
UNITED DEVELOPMENT FUNDING COM 910187103 434 39,489 SH   SOLE   11,350 0 28,139
UNITED FINANCIAL BANCORP INC COM 910304104 961 74,638 SH   SOLE   23,684 0 50,954
UNITED FIRE GROUP INC COM 910340108 1,293 33,754 SH   SOLE   13,148 0 20,606
UNITED NATURAL FOODS INC COMMO COM 911163103 3,785 96,160 SH   SOLE   67,248 0 28,912
UNITED ONLINE INC COMMON STOCK COM 911268209 233 19,801 SH   SOLE   5,746 0 14,055
UNITED PARCEL SERVICE CL B COM COM 911312106 90,120 936,502 SH   SOLE   556,386 0 380,116
UNITED RENTALS INC COMMON STOC COM 911363109 10,491 144,623 SH   SOLE   85,250 0 59,373
UNITED STATES LIME + MINERAL C COM 911922102 213 3,874 SH   SOLE   1,006 0 2,868
UNITED STATES STEEL CORP COMMO COM 912909108 1,697 212,658 SH   SOLE   168,563 0 44,095
UNITED TECHNOLOGIES CORP COMMO COM 913017109 99,090 1,031,437 SH   SOLE   686,635 0 344,802
UNITED THERAPEUTICS CORP COMMO COM 91307C102 12,326 78,704 SH   SOLE   63,336 0 15,368
UNITEDHEALTH GROUP INC COMMON COM 91324P102 171,172 1,455,047 SH   SOLE   910,528 0 544,519
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UNITIL CORP COMMON STOCK NPV COM 913259107 737 20,535 SH   SOLE   7,528 0 13,007
UNIVAR INC COM 91336L107 759 44,620 SH   SOLE   14,395 0 30,225
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 490 70,031 SH   SOLE   21,494 0 48,537
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 2,001 35,679 SH   SOLE   17,033 0 18,646
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 2,472 45,413 SH   SOLE   22,992 0 22,421
UNIVERSAL ELECTRONICS INC COMM COM 913483103 988 19,244 SH   SOLE   9,932 0 9,312
UNIVERSAL FOREST PRODUCTS COMM COM 913543104 2,694 39,410 SH   SOLE   19,324 0 20,086
UNIVERSAL HEALTH RLTY INCOME R COM 91359E105 841 16,825 SH   SOLE   8,832 0 7,993
UNIVERSAL HEALTH SERVICES B CO COM 913903100 13,273 111,083 SH   SOLE   66,824 0 44,259
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 837 36,127 SH   SOLE   19,879 0 16,248
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 169 36,248 SH   SOLE   14,776 0 21,472
UNIVERSAL TRUCKLOAD SERVICES C COM 91388P105 144 10,232 SH   SOLE   3,799 0 6,433
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 599 28,716 SH   SOLE   8,289 0 20,427
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 11,050 331,924 SH   SOLE   185,941 0 145,983
URANIUM ENERGY CORP COMMON STO COM 916896103 88 82,658 SH   SOLE   37,020 0 45,638
URBAN EDGE PROPERTIES COM 91704F104 3,953 168,551 SH   SOLE   111,479 0 57,072
URBAN OUTFITTERS INC COMMON ST COM 917047102 3,247 142,731 SH   SOLE   82,469 0 60,262
URSTADT BIDDLE CLASS A REIT COM 917286205 859 44,660 SH   SOLE   18,494 0 26,166
US BANCORP COMMON STOCK USD.01 COM 902973304 102,591 2,404,283 SH   SOLE   1,452,235 0 952,048
US CELLULAR CORP COMMON STOCK COM 911684108 377 9,230 SH   SOLE   4,883 0 4,347
US CONCRETE INC COM 90333L201 739 14,026 SH   SOLE   6,699 0 7,327
US ECOLOGY INC COMMON STOCK US COM 91732J102 1,031 28,289 SH   SOLE   15,505 0 12,784
US SILICA HOLDINGS INC COM COM 90346E103 1,244 66,396 SH   SOLE   38,478 0 27,918
USA TRUCK INC COM COM 902925106 192 11,027 SH   SOLE   3,685 0 7,342
USANA HEALTH SCIENCES INC COMM COM 90328M107 716 5,608 SH   SOLE   2,623 0 2,985
USG CORP COMMON STOCK USD.1 COM 903293405 2,266 93,285 SH   SOLE   62,618 0 30,667
UTAH MED PRODS INC COM COM 917488108 225 3,849 SH   SOLE   2,040 0 1,809
UTI WORLDWIDE INC COMMON STOCK COM G87210103 1,025 145,864 SH   SOLE   52,779 0 93,085
VAIL RESORTS INC COMMON STOCK COM 91879Q109 5,502 42,988 SH   SOLE   23,547 0 19,441
VALE SA ADR COM 91912E204 56 21,890 SH   SOLE   21,890 0 0
VALEANT PARMACEUTICALS INTERNA COM 91911K102 356 3,500 SH   SOLE   3,500 0 0
VALERO ENERGY CORP COMMON STOC COM 91913Y100 50,810 718,563 SH   SOLE   432,276 0 286,287
VALHI INC NEW COM 918905100 33 24,754 SH   SOLE   4,795 0 19,959
VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,737 59,133 SH   SOLE   34,195 0 24,938
VALLEY NATIONAL BANCORP COMMON COM 919794107 4,939 501,438 SH   SOLE   274,119 0 227,319
VALMONT INDUSTRIES COMMON STOC COM 920253101 4,290 40,467 SH   SOLE   32,312 0 8,155
VALSPAR CORP COMMON STOCK USD. COM 920355104 11,579 139,595 SH   SOLE   110,810 0 28,785
VANDA PHARMACEUTICALS INC COMM COM 921659108 413 44,408 SH   SOLE   18,815 0 25,593
VANGUARD TOTAL BOND MARKET ETF COM 921937835 1,563 19,354 SH   SOLE   2,264 0 17,090
VANTIVE CORP COM COM 92210H105 6,065 127,908 SH   SOLE   86,298 0 41,610
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 13,172 163,014 SH   SOLE   99,762 0 63,252
VASCO DATA SECURITY INTL COMMO COM 92230Y104 595 35,568 SH   SOLE   18,636 0 16,932
VASCULAR SOLUTIONS INC COMMON COM 92231M109 711 20,666 SH   SOLE   12,001 0 8,665
VCA INC COMMON STOCK USD.001 COM 918194101 8,042 146,212 SH   SOLE   117,717 0 28,495
VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,895 80,344 SH   SOLE   52,353 0 27,991
VECTREN CORPORATION COMMON STO COM 92240G101 5,459 128,691 SH   SOLE   102,006 0 26,685
VECTRUS INC COM 92242T101 244 11,661 SH   SOLE   5,414 0 6,247
VEECO INSTRUMENTS INC COMMON S COM 922417100 1,388 67,493 SH   SOLE   26,773 0 40,720
VEEVA SYSTEMS-A COM 922475108 1,802 62,459 SH   SOLE   41,316 0 21,143
VENTAS INC REIT USD.25 COM 92276F100 26,183 463,983 SH   SOLE   242,357 0 221,626
VERA BRADLEY INC COMMON STOCK COM 92335C106 481 30,526 SH   SOLE   9,789 0 20,737
VERACYTE INC COM 92337F107 90 12,553 SH   SOLE   5,285 0 7,268
VERASTEM INC COM 92337C104 77 41,167 SH   SOLE   12,612 0 28,555
VEREIT INC COM 92339V100 5,439 686,736 SH   SOLE   353,659 0 333,077
VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 5,335 190,410 SH   SOLE   153,283 0 37,127
VERINT SYSTEMS INC COMMON STOC COM 92343X100 2,641 65,113 SH   SOLE   30,836 0 34,277
VERISIGN INC COMMON STOCK USD. COM 92343E102 14,898 170,536 SH   SOLE   107,754 0 62,782
VERISK ANALYTICS INC CLASS A C COM 92345Y106 18,151 236,095 SH   SOLE   144,104 0 91,991
VERITIV CORP COM 923454102 478 13,186 SH   SOLE   5,163 0 8,023
VERIZON COMMUNICATIONS INC COM COM 92343V104 265,068 5,734,916 SH   SOLE   3,478,664 0 2,256,252
VERSARTIS INC COM 92529L102 368 29,667 SH   SOLE   9,190 0 20,477
VERTEX PHARMACEUTICALS INC COM COM 92532F100 43,649 346,892 SH   SOLE   200,529 0 146,363
VF CORP COMMON STOCK USD1. COM 918204108 30,799 494,763 SH   SOLE   317,831 0 176,932
VIACOM INC CL A COM 92553P102 243 5,529 SH   SOLE   4,172 0 1,357
VIACOM INC CLASS B COMMON STOC COM 92553P201 20,346 494,327 SH   SOLE   308,266 0 186,061
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 931 32,967 SH   SOLE   12,041 0 20,926
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,458 56,673 SH   SOLE   29,787 0 26,886
VIAVI SOLUTIONS INC COM 925550105 1,440 236,499 SH   SOLE   158,766 0 77,733
VICOR CORP COMMON STOCK USD.01 COM 925815102 218 23,930 SH   SOLE   11,829 0 12,101
VILLAGE SUPER MARKET CLASS A C COM 927107409 341 12,925 SH   SOLE   4,070 0 8,855
VINCE HOLDING CORP COM 92719W108 65 14,235 SH   SOLE   6,788 0 7,447
VIOLIN MEMORY INC COM 92763A101 78 86,676 SH   SOLE   42,285 0 44,391
VIRGIN AMERICA INC COM 92765X208 870 24,167 SH   SOLE   10,580 0 13,587
VIRNETX HOLDING CORP COMMON ST COM 92823T108 124 48,130 SH   SOLE   22,926 0 25,204
VIRTU FINANCIAL INC COM 928254101 393 17,346 SH   SOLE   8,080 0 9,266
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,544 13,142 SH   SOLE   6,543 0 6,599
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 1,384 33,490 SH   SOLE   18,350 0 15,140
VISA INC CLASS A SHARES COMMON COM 92826C839 209,848 2,705,965 SH   SOLE   1,660,185 0 1,045,780
VISHAY INTERTECHNOLOGY INC COM COM 928298108 4,066 337,467 SH   SOLE   201,758 0 135,709
VISHAY PRECISION GROUP COMMON COM 92835K103 239 21,085 SH   SOLE   9,012 0 12,073
VISTA OUTDOOR INC COM 928377100 4,308 96,789 SH   SOLE   77,906 0 18,883
VISTEON CORP COMMON STOCK COM 92839U206 4,569 39,904 SH   SOLE   25,473 0 14,431
VITAE PHARMACEUTICALS COM 92847N103 231 12,736 SH   SOLE   5,800 0 6,936
VITAL THERAPIES INC COM 92847R104 208 18,021 SH   SOLE   7,400 0 10,621
VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,475 45,118 SH   SOLE   17,615 0 27,503
VIVINT SOLAR INC COM 92854Q106 202 21,120 SH   SOLE   7,650 0 13,470
VIVUS INC COMMON STOCK USD.001 COM 928551100 127 124,374 SH   SOLE   54,749 0 69,625
VMWARE INC CLASS A COMMON STOC COM 928563402 4,001 70,731 SH   SOLE   48,628 0 22,103
VOCERA COMMUNICATIONS INC COM COM 92857F107 333 27,271 SH   SOLE   11,016 0 16,255
VODAFONE GROUP PLC ADR COM 92857W308 937 29,040 SH   SOLE   29,040 0 0
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 1,477 257,394 SH   SOLE   82,065 0 175,329
VORNADO REALTY TRUST REIT USD. COM 929042109 25,031 250,414 SH   SOLE   125,535 0 124,879
VOXX INTERNATIONAL CORPORATION COM 91829F104 176 33,504 SH   SOLE   12,533 0 20,971
VOYA FINANACIAL INC COM 929089100 5,774 156,433 SH   SOLE   86,972 0 69,461
VSE CORP COMMON STOCK USD.05 COM 918284100 352 5,655 SH   SOLE   1,742 0 3,913
VULCAN MATERIALS CO COMMON STO COM 929160109 17,413 183,352 SH   SOLE   98,797 0 84,555
VWR CORPORATION COM 91843L103 633 22,361 SH   SOLE   13,150 0 9,211
W+T OFFSHORE INC COMMON STOCK COM 92922P106 133 57,442 SH   SOLE   24,238 0 33,204
WABASH NATIONAL CORP COMMON ST COM 929566107 904 76,380 SH   SOLE   34,816 0 41,564
WABCO HOLDINGS INC COMMON STOC COM 92927K102 5,418 52,983 SH   SOLE   33,991 0 18,992
WABTEC CORP COMMON STOCK USD.0 COM 929740108 11,857 166,722 SH   SOLE   133,446 0 33,276
WADDELL + REED FINANCIAL A COM COM 930059100 5,201 181,455 SH   SOLE   154,298 0 27,157
WAGEWORKS INC COM COM 930427109 1,897 41,816 SH   SOLE   23,458 0 18,358
WAL MART STORES INC COMMON STO COM 931142103 134,364 2,191,903 SH   SOLE   1,310,670 0 881,233
WALGREENS BOOTS ALLIANCE INC COM 931427108 101,192 1,188,331 SH   SOLE   683,534 0 504,797
WALKER + DUNLOP INC COMMON STO COM 93148P102 1,043 36,191 SH   SOLE   16,918 0 19,273
WALT DISNEY CO/THE COMMON STOC COM 254687106 246,823 2,348,906 SH   SOLE   1,457,023 0 891,883
WALTER INVESTMENT MANAGEMENT R COM 93317W102 763 53,630 SH   SOLE   17,490 0 36,140
WASHINGTON FEDERAL INC COMMON COM 938824109 5,319 223,204 SH   SOLE   128,070 0 95,134
WASHINGTON REIT REIT USD.01 COM 939653101 2,742 101,342 SH   SOLE   30,491 0 70,851
WASHINGTON TRUST BANCORP COMMO COM 940610108 1,059 26,808 SH   SOLE   10,780 0 16,028
WASTE CONNECTIONS INC COMMON S COM 941053100 10,244 181,888 SH   SOLE   143,920 0 37,968
WASTE MANAGEMENT INC COMMON ST COM 94106L109 32,358 606,295 SH   SOLE   347,165 0 259,130
WATERS CORP COMMON STOCK USD.0 COM 941848103 21,494 159,715 SH   SOLE   72,859 0 86,856
WATERSTONE FINANCIAL INC. COM 94188P101 517 36,675 SH   SOLE   10,961 0 25,714
WATSCO INC COMMON STOCK USD.5 COM 942622200 5,262 44,927 SH   SOLE   38,459 0 6,468
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,440 49,117 SH   SOLE   20,908 0 28,209
WAUSAU PAPER CORP COMMON STOCK COM 943315101 613 59,934 SH   SOLE   29,442 0 30,492
WAYFAIR INC COM 94419L101 899 18,873 SH   SOLE   8,630 0 10,243
WCI COMMUNITIES INC COM 92923C807 423 18,992 SH   SOLE   4,725 0 14,267
WD 40 CO COMMON STOCK USD.001 COM 929236107 2,775 28,134 SH   SOLE   18,626 0 9,508
WEATHERFORD INTL PLC SHS COM G48833100 4,228 503,966 SH   SOLE   315,245 0 188,721
WEB.COM GROUP INC COMMON STOCK COM 94733A104 897 44,807 SH   SOLE   22,888 0 21,919
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 2,226 46,084 SH   SOLE   25,454 0 20,630
WEBSTER FINANCIAL CORP COMMON COM 947890109 8,030 215,924 SH   SOLE   125,475 0 90,449
WEC ENERGY GROUP INC COM 92939U106 23,233 452,799 SH   SOLE   270,447 0 182,352
WEIGHT WATCHERS INTL INC COMMO COM 948626106 684 29,993 SH   SOLE   14,154 0 15,839
WEINGARTEN REALTY INVESTORS RE COM 948741103 7,019 202,980 SH   SOLE   157,436 0 45,544
WEIS MARKETS INC COMMON STOCK COM 948849104 866 19,553 SH   SOLE   8,485 0 11,068
WELLCARE HEALTH PLANS INC COMM COM 94946T106 6,915 88,422 SH   SOLE   63,737 0 24,685
WELLS FARGO + CO COMMON STOCK COM 949746101 356,736 6,562,474 SH   SOLE   3,804,017 0 2,758,457
WELLTOWER INC. COM 95040Q104 35,712 524,948 SH   SOLE   286,557 0 238,391
WENDY S CO/THE COMMON STOCK US COM 95058W100 3,756 348,785 SH   SOLE   255,158 0 93,627
WERNER ENTERPRISES INC COMMON COM 950755108 2,648 113,211 SH   SOLE   73,285 0 39,926
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,621 54,001 SH   SOLE   16,695 0 37,306
WESCO AIRCRAFT HOLDINGS INC COM 950814103 970 81,054 SH   SOLE   23,034 0 58,020
WESCO INTERNATIONAL INC COMMON COM 95082P105 1,369 31,338 SH   SOLE   16,478 0 14,860
WEST BANCORPORATION COMMON STO COM 95123P106 458 23,176 SH   SOLE   8,300 0 14,876
WEST CORP COM COM 952355204 1,435 66,518 SH   SOLE   20,632 0 45,886
WEST MARINE INC COMMON STOCK U COM 954235107 241 28,346 SH   SOLE   8,486 0 19,860
WEST PHARMACEUTICAL SERVICES C COM 955306105 11,428 189,775 SH   SOLE   149,079 0 40,696
WESTAMERICA BANCORPORATION COM COM 957090103 2,647 56,617 SH   SOLE   29,418 0 27,199
WESTAR ENERGY INC COMMON STOCK COM 95709T100 8,695 205,013 SH   SOLE   163,951 0 41,062
WESTERN ALLIANCE BANCORP COMMO COM 957638109 4,109 114,596 SH   SOLE   48,497 0 66,099
WESTERN ASSET MTG CAP CORP COM 95790D105 562 54,945 SH   SOLE   16,229 0 38,716
WESTERN DIGITAL CORP COMMON ST COM 958102105 17,665 294,179 SH   SOLE   158,581 0 135,598
WESTERN REFINING INC COMMON ST COM 959319104 4,944 138,802 SH   SOLE   98,646 0 40,156
WESTERN UNION CO COMMON STOCK COM 959802109 16,415 916,532 SH   SOLE   602,567 0 313,965
WESTLAKE CHEMICAL CORP COMMON COM 960413102 1,427 26,277 SH   SOLE   14,996 0 11,281
WESTMORELAND COAL CO COMMON ST COM 960878106 139 23,563 SH   SOLE   7,177 0 16,386
WESTPAC BANKING CORP SP ADR COM 961214301 910 37,546 SH   SOLE   37,546 0 0
WESTROCK COMPANY COM 96145D105 15,155 332,190 SH   SOLE   181,598 0 150,592
WESTWOOD HOLDINGS GROUP INC CO COM 961765104 427 8,189 SH   SOLE   4,336 0 3,853
WEX INC COM 96208T104 6,302 71,292 SH   SOLE   61,550 0 9,742
WEYCO GROUP INC COMMON STOCK U COM 962149100 295 11,038 SH   SOLE   3,582 0 7,456
WEYERHAEUSER CO REIT USD1.25 COM 962166104 20,992 700,200 SH   SOLE   348,192 0 352,008
WGL HOLDINGS INC COMMON STOCK COM 92924F106 6,911 109,721 SH   SOLE   60,803 0 48,918
WHIRLPOOL CORP COMMON STOCK US COM 963320106 14,328 97,555 SH   SOLE   51,614 0 45,941
WHITE MOUNTAINS INSURANCE GP C COM G9618E107 4,231 5,822 SH   SOLE   3,759 0 2,063
WHITESTONE REIT B REIT USD.001 COM 966084204 439 36,580 SH   SOLE   10,206 0 26,374
WHITING PETROLEUM CORP COMMON COM 966387102 1,421 150,541 SH   SOLE   90,191 0 60,350
WHOLE FOODS MARKET INC COMMON COM 966837106 18,588 554,869 SH   SOLE   331,115 0 223,754
WILEY (JOHN) + SONS CLASS A CO COM 968223206 3,071 68,188 SH   SOLE   54,609 0 13,579
WILLIAMS COS INC COMMON STOCK COM 969457100 25,636 997,515 SH   SOLE   613,753 0 383,762
WILLIAMS SONOMA INC COMMON STO COM 969904101 10,339 177,010 SH   SOLE   147,346 0 29,664
WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,335 115,561 SH   SOLE   46,884 0 68,677
WINDSTREAM HOLDINGS INC COM 97382A200 675 104,749 SH   SOLE   46,325 0 58,424
WINMARK CORP COMMON STOCK NPV COM 974250102 234 2,519 SH   SOLE   1,427 0 1,092
WINNEBAGO INDUSTRIES COMMON ST COM 974637100 777 39,024 SH   SOLE   22,754 0 16,270
WINTRUST FINANCIAL CORP COMMON COM 97650W108 4,264 87,888 SH   SOLE   40,507 0 47,381
WISDOMTREE INVTS INC COM COM 97717P104 3,131 199,671 SH   SOLE   139,812 0 59,859
WIX.COM LTD COM M98068105 395 17,352 SH   SOLE   8,150 0 9,202
WOLVERINE WORLD WIDE INC COMMO COM 978097103 2,340 140,040 SH   SOLE   82,273 0 57,767
WOODWARD INC COMMON STOCK USD. COM 980745103 6,625 133,411 SH   SOLE   87,754 0 45,657
WORKDAY INC COM 98138H101 7,790 97,772 SH   SOLE   65,255 0 32,517
WORLD ACCEPTANCE CORP COMMON S COM 981419104 464 12,510 SH   SOLE   6,304 0 6,206
WORLD FUEL SERVICES CORP COMMO COM 981475106 6,554 170,420 SH   SOLE   147,593 0 22,827
WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 543 30,426 SH   SOLE   13,765 0 16,661
WORTHINGTON INDUSTRIES COMMON COM 981811102 3,274 108,615 SH   SOLE   65,080 0 43,535
WP CAREY INC COM 92936U109 4,398 74,541 SH   SOLE   41,183 0 33,358
WP GLIMCHER INC COM 92939N102 3,065 288,895 SH   SOLE   217,548 0 71,347
WPP PLC ADR COM 92937A102 332 2,894 SH   SOLE   2,894 0 0
WPX ENERGY INC COM 98212B103 1,991 346,930 SH   SOLE   268,445 0 78,485
WR BERKLEY CORP COMMON STOCK U COM 084423102 9,505 173,599 SH   SOLE   141,943 0 31,656
WR GRACE + CO COMMON STOCK USD COM 38388F108 6,951 69,792 SH   SOLE   45,648 0 24,144
WRIGHT MEDICAL GROUP NV COM N96617118 2,521 104,249 SH   SOLE   40,605 0 63,644
WSFS FINANCIAL CORP COMMON STO COM 929328102 1,465 45,260 SH   SOLE   13,246 0 32,014
WW GRAINGER INC COMMON STOCK U COM 384802104 22,822 112,652 SH   SOLE   66,295 0 46,357
WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 14,590 200,820 SH   SOLE   127,895 0 72,925
WYNN RESORTS LTD COMMON STOCK COM 983134107 8,291 119,833 SH   SOLE   69,587 0 50,246
XCEL ENERGY INC COMMON STOCK U COM 98389B100 24,679 687,233 SH   SOLE   378,017 0 309,216
XCERRA CORP COM 98400J108 399 66,029 SH   SOLE   26,054 0 39,975
XENCOR INC COM 98401F105 397 27,131 SH   SOLE   12,790 0 14,341
XENIA HOTELS & RESORTS COM 984017103 2,395 156,223 SH   SOLE   45,125 0 111,098
XENOPORT INC COMMON STOCK USD. COM 98411C100 336 61,138 SH   SOLE   28,683 0 32,455
XERIUM TECHNOLOGIES INC COMMON COM 98416J118 131 11,019 SH   SOLE   5,594 0 5,425
XEROX CORP COMMON STOCK USD1. COM 984121103 10,918 1,027,054 SH   SOLE   515,529 0 511,525
XILINX INC COMMON STOCK USD.01 COM 983919101 18,840 401,107 SH   SOLE   247,384 0 153,723
XL GROUP PLC COMMON STOCK USD. COM G98290102 15,315 390,894 SH   SOLE   225,913 0 164,981
XO GROUP INC COMMON STOCK USD. COM 983772104 550 34,244 SH   SOLE   19,414 0 14,830
XOMA CORP COM 98419J107 147 110,821 SH   SOLE   45,773 0 65,048
XPO LOGISTICS INC COM COM 983793100 2,111 77,478 SH   SOLE   32,925 0 44,553
XURA INC COM 98420V107 531 21,597 SH   SOLE   10,529 0 11,068
XYLEM INC COM 98419M100 9,308 255,019 SH   SOLE   132,836 0 122,183
YADKIN FINANCIAL CORPORATION COM 984305102 828 32,880 SH   SOLE   9,501 0 23,379
YAHOO INC COMMON STOCK USD.00 COM 984332106 39,636 1,191,706 SH   SOLE   679,711 0 511,995
YAMANA GOLD INC COM COM 98462Y100 20 10,580 SH   SOLE   10,580 0 0
YELP INC COM COM 985817105 1,656 57,487 SH   SOLE   37,557 0 19,930
YORK WATER CO COMMON STOCK NPV COM 987184108 461 18,486 SH   SOLE   7,146 0 11,340
YRC WORLDWIDE INC COM 984249607 577 40,725 SH   SOLE   13,410 0 27,315
YUM BRANDS INC COMMON STOCK N COM 988498101 42,786 585,710 SH   SOLE   371,995 0 213,715
ZAFGEN INC COM 98885E103 107 17,090 SH   SOLE   7,245 0 9,845
ZAGG INC COMMON STOCK USD.001 COM 98884U108 297 27,150 SH   SOLE   12,130 0 15,020
ZAYO GROUP HOLDINGS INC COM 98919V105 3,197 120,231 SH   SOLE   80,688 0 39,543
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 6,395 91,819 SH   SOLE   72,451 0 19,368
ZELTIQ AESTHETICS INC COM 98933Q108 884 30,996 SH   SOLE   15,210 0 15,786
ZENDESK INC COM 98936J101 1,386 52,413 SH   SOLE   24,070 0 28,343
ZILLOW GROUP INC - Class A (ne COM 98954M101 865 33,209 SH   SOLE   21,464 0 11,745
ZILLOW GROUP INC- Class C COM 98954M200 1,699 72,346 SH   SOLE   44,286 0 28,060
ZIMMER BIOMET HOLDINGS INC COM 98956P102 24,524 239,045 SH   SOLE   127,934 0 111,111
ZIONS BANCORPORATION COMMON ST COM 989701107 6,936 254,056 SH   SOLE   139,488 0 114,568
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 991 119,204 SH   SOLE   54,547 0 64,657
ZIX CORP COMMON STOCK USD.01 COM 98974P100 309 60,756 SH   SOLE   32,481 0 28,275
ZOES KITCHEN INC COM 98979J109 513 18,332 SH   SOLE   8,715 0 9,617
ZOETIS INC COM COM 98978V103 38,312 799,490 SH   SOLE   431,740 0 367,750
ZOGENIX INC COM 98978L204 332 22,552 SH   SOLE   10,058 0 12,494
ZUMIEZ INC COMMON STOCK NPV COM 989817101 420 27,796 SH   SOLE   13,537 0 14,259
ZYNGA INC CL A COM 98986T108 1,340 499,836 SH   SOLE   282,713 0 217,123
SAFEWAY CASA LEY CVR RIGHT 786CVR209 295 290,585 SH   SOLE   166,470 0 124,115
SAFEWAY PDC CVR RIGHT 786CVR308 14 290,585 SH   SOLE   166,470 0 124,115