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 232 25,466 SH   SOLE   11,886 0 13,580
1ST BUS FINL SVCS INC COM COM 319390100 239 10,168 SH   SOLE   2,568 0 7,600
1ST SOURCE CORP COMMON STOCK N COM 336901103 1,018 33,056 SH   SOLE   16,634 0 16,422
2U INC COM 90214J101 754 21,012 SH   SOLE   11,872 0 9,140
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 1,895 164,060 SH   SOLE   132,261 0 31,799
3M CO COMMON STOCK USD.01 COM 88579Y101 138,982 980,332 SH   SOLE   596,831 0 383,501
6D GLOBAL TECHNOLOGIES COM 83002F100 81 27,915 SH   SOLE   7,615 0 20,300
8X8 INC COMMON STOCK USD.001 COM 282914100 977 118,149 SH   SOLE   58,119 0 60,030
A10 NETWORKS INC COM 002121101 177 29,597 SH   SOLE   16,697 0 12,900
AAON INC COMMON STOCK USD.004 COM 000360206 1,127 58,160 SH   SOLE   31,849 0 26,311
AAR CORP COMMON STOCK USD1. COM 000361105 1,192 62,822 SH   SOLE   30,451 0 32,371
AARON S INC COMMON STOCK USD.5 COM 002535300 4,384 121,415 SH   SOLE   99,086 0 22,329
ABAXIS INC COMMON STOCK NPV COM 002567105 1,985 45,117 SH   SOLE   35,087 0 10,030
ABB LTD ADR COM 000375204 420 23,791 SH   SOLE   23,791 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 83,979 2,088,000 SH   SOLE   1,236,983 0 851,017
ABBVIE INC. COM 00287Y109 130,540 2,399,188 SH   SOLE   1,464,730 0 934,458
ABERCROMBIE + FITCH CO CL A CO COM 002896207 3,180 150,070 SH   SOLE   87,890 0 62,180
ABIOMED INC COMMON STOCK USD.0 COM 003654100 5,259 56,699 SH   SOLE   40,188 0 16,511
ABM INDUSTRIES INC COMMON STOC COM 000957100 2,844 104,131 SH   SOLE   54,445 0 49,686
ABRAXAS PETROLEUM CORP COMMON COM 003830106 167 130,275 SH   SOLE   50,875 0 79,400
ACACIA RESEARCH ACACIA TEC T COM 003881307 631 69,471 SH   SOLE   23,171 0 46,300
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 3,324 50,153 SH   SOLE   37,223 0 12,930
ACADIA PHARMACEUTICALS COM COM 004225108 2,413 72,975 SH   SOLE   50,205 0 22,770
ACADIA REALTY TRUST REIT USD.0 COM 004239109 3,508 116,651 SH   SOLE   52,196 0 64,455
ACCELERATE DIAGNOSTICS COM COM 00430H102 315 19,491 SH   SOLE   10,956 0 8,535
ACCELERON PHARMA INC COM 00434H108 477 19,168 SH   SOLE   10,548 0 8,620
ACCENTURE PLC CL A COMMON STOC COM G1151C101 84,502 859,986 SH   SOLE   573,637 0 286,349
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,099 155,442 SH   SOLE   56,328 0 99,114
ACCURAY INC COMMON STOCK USD.0 COM 004397105 363 72,677 SH   SOLE   40,934 0 31,743
ACCURIDE CORP COMMON STOCK COM 00439T206 140 50,490 SH   SOLE   21,360 0 29,130
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 44,856 433,813 SH   SOLE   275,267 0 158,546
ACETO CORP COMMON STOCK USD.01 COM 004446100 912 33,219 SH   SOLE   19,599 0 13,620
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 712 103,100 SH   SOLE   58,125 0 44,975
ACI WORLDWIDE INC COMMON STOCK COM 004498101 4,805 227,491 SH   SOLE   175,014 0 52,477
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,393 52,540 SH   SOLE   31,735 0 20,805
ACTIVISION BLIZZARD INC COMMON COM 00507V109 19,029 616,010 SH   SOLE   344,641 0 271,369
ACTUA CORPORATION COM 005094107 688 58,464 SH   SOLE   20,124 0 38,340
ACTUANT CORP A COMMON STOCK US COM 00508X203 1,826 99,306 SH   SOLE   45,836 0 53,470
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 13,066 74,415 SH   SOLE   61,522 0 12,893
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 3,381 171,098 SH   SOLE   100,788 0 70,310
ADAMUS PHARMACEUTICALS INC COM 00548A106 228 13,637 SH   SOLE   4,437 0 9,200
ADDUS HOMECARE CORP COM COM 006739106 259 8,304 SH   SOLE   3,099 0 5,205
ADEPTUS HEALTH INC CL A COM 006855100 465 5,754 SH   SOLE   3,194 0 2,560
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 57,474 699,033 SH   SOLE   449,491 0 249,542
ADT CORP COM 00101J106 7,040 235,460 SH   SOLE   138,571 0 96,889
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 2,009 137,578 SH   SOLE   88,028 0 49,550
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 21,489 113,383 SH   SOLE   72,451 0 40,932
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 855 29,542 SH   SOLE   16,592 0 12,950
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,569 59,643 SH   SOLE   33,632 0 26,011
ADVANCED MICRO DEVICES COMMON COM 007903107 2,109 1,226,333 SH   SOLE   769,945 0 456,388
ADVAXIS INC COM 007624208 277 27,095 SH   SOLE   15,095 0 12,000
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,137 46,922 SH   SOLE   28,842 0 18,080
AECOM COM 00766T100 6,034 219,354 SH   SOLE   177,179 0 42,175
AEGERION PHARMACEUTICALS INC C COM 00767E102 337 24,749 SH   SOLE   14,199 0 10,550
AEGION CORP COM 00770F104 999 60,589 SH   SOLE   27,345 0 33,244
AEGON, N.V. COM 007924103 100 17,313 SH   SOLE   17,313 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 295 5,153 SH   SOLE   2,813 0 2,340
AERIE PHARMACEUTICALS INC COM 00771V108 310 17,460 SH   SOLE   9,500 0 7,960
AEROHIVE NETWORKS INC COM 007786106 113 18,911 SH   SOLE   10,086 0 8,825
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 1,291 79,764 SH   SOLE   48,294 0 31,470
AEROVIRONMENT INC COMMON STOCK COM 008073108 595 29,694 SH   SOLE   12,324 0 17,370
AES CORP COMMON STOCK USD.01 COM 00130H105 8,742 892,915 SH   SOLE   499,455 0 393,460
AETNA INC COMMON STOCK USD.01 COM 00817Y108 62,287 569,296 SH   SOLE   375,586 0 193,710
AFFILIATED MANAGERS GROUP COMM COM 008252108 14,933 87,333 SH   SOLE   53,924 0 33,409
AFFIRMED THERAPEUTICS COM N01045108 76 12,384 SH   SOLE   6,084 0 6,300
AFFYMETRIX INC COMMON STOCK US COM 00826T108 988 115,659 SH   SOLE   56,279 0 59,380
AFLAC INC COMMON STOCK USD.1 COM 001055102 37,910 652,164 SH   SOLE   419,584 0 232,580
AG MORTGAGE INVESTMENT TRUST COM 001228105 578 37,958 SH   SOLE   13,928 0 24,030
AGCO CORP COMMON STOCK USD.01 COM 001084102 5,076 108,857 SH   SOLE   88,139 0 20,718
AGENUS INC COM COM 00847G705 342 74,450 SH   SOLE   37,350 0 37,100
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 13,762 400,877 SH   SOLE   241,937 0 158,940
AGILYSYS INC COMMON STOCK USD. COM 00847J105 285 25,594 SH   SOLE   10,388 0 15,206
AGIOS PHARMACEUTICALS INC COM COM 00847X104 1,718 24,342 SH   SOLE   17,083 0 7,259
AGL RESOURCES INC COMMON STOCK COM 001204106 9,447 154,774 SH   SOLE   90,905 0 63,869
AGREE REALTY CORP REIT USD.000 COM 008492100 918 30,767 SH   SOLE   14,799 0 15,968
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,098 67,838 SH   SOLE   42,616 0 25,222
AIR METHODS CORP COMMON STOCK COM 009128307 1,637 48,024 SH   SOLE   30,612 0 17,412
AIR PRODUCTS + CHEMICALS INC C COM 009158106 37,385 293,033 SH   SOLE   186,890 0 106,143
AIR TRANSPORT SERVICES GROUP C COM 00922R105 621 72,642 SH   SOLE   28,052 0 44,590
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 2,066 100,222 SH   SOLE   45,013 0 55,209
AIRGAS INC COMMON STOCK USD.01 COM 009363102 10,100 113,064 SH   SOLE   74,499 0 38,565
AK STEEL HOLDING CORP COMMON S COM 001547108 690 286,428 SH   SOLE   124,878 0 161,550
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 19,076 276,220 SH   SOLE   173,974 0 102,246
AKEBIA THERAPEUTICS INC COM 00972D105 307 31,788 SH   SOLE   10,438 0 21,350
AKORN INC COMMON STOCK NPV COM 009728106 4,909 172,212 SH   SOLE   149,272 0 22,940
ALAMO GROUP INC COMMON STOCK U COM 011311107 662 14,170 SH   SOLE   3,636 0 10,534
ALASKA AIR GROUP INC COMMON ST COM 011659109 16,977 213,676 SH   SOLE   177,130 0 36,546
ALBANY INTL CORP CL A COMMON S COM 012348108 1,505 52,592 SH   SOLE   26,922 0 25,670
ALBANY MOLECULAR RESEARCH COMM COM 012423109 553 31,751 SH   SOLE   17,391 0 14,360
ALBEMARLE CORP COMMON STOCK US COM 012653101 7,435 168,588 SH   SOLE   136,376 0 32,212
ALCATEL_LUCENT ADR COM 013904305 113 30,991 SH   SOLE   30,991 0 0
ALCOA INC COMMON STOCK USD1. COM 013817101 15,764 1,631,895 SH   SOLE   902,684 0 729,211
ALDER BIOPHARMACEUTICAL INC COM 014339105 673 20,540 SH   SOLE   11,335 0 9,205
ALERE INC COMMON STOCK USD.001 COM 01449J105 3,657 75,945 SH   SOLE   49,553 0 26,392
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,593 104,674 SH   SOLE   61,254 0 43,420
ALEXANDER S INC REIT USD1. COM 014752109 1,336 3,573 SH   SOLE   2,377 0 1,196
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 10,043 118,616 SH   SOLE   90,927 0 27,689
ALEXION PHARMACEUTICALS INC CO COM 015351109 50,392 322,218 SH   SOLE   194,725 0 127,493
ALICO INC COMMON STOCK USD1. COM 016230104 257 6,334 SH   SOLE   1,869 0 4,465
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 7,314 128,867 SH   SOLE   104,925 0 23,942
ALIMERA SCIENCES INC COMMON ST COM 016259103 62 27,995 SH   SOLE   14,845 0 13,150
ALKERMES PLC COMMON STOCK USD. COM G01767105 8,230 140,284 SH   SOLE   94,137 0 46,147
ALLEGHANY CORP COMMON STOCK US COM 017175100 11,196 23,918 SH   SOLE   19,223 0 4,695
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 2,261 159,470 SH   SOLE   130,802 0 28,668
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 4,029 18,633 SH   SOLE   12,224 0 6,409
ALLEGION PLC COM G0176J109 8,501 147,435 SH   SOLE   91,685 0 55,750
ALLERGAN INC COM G0177J108 129,187 475,286 SH   SOLE   306,413 0 168,873
ALLETE INC COMMON STOCK NPV COM 018522300 4,539 89,900 SH   SOLE   46,760 0 43,140
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 23,722 91,596 SH   SOLE   55,661 0 35,935
ALLIANCE FIBER OPTIC COM COM 018680306 219 12,786 SH   SOLE   7,326 0 5,460
ALLIANT ENERGY CORP COMMON STO COM 018802108 10,388 177,599 SH   SOLE   145,209 0 32,390
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,640 69,152 SH   SOLE   47,661 0 21,491
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,488 130,678 SH   SOLE   90,550 0 40,128
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 3,398 274,041 SH   SOLE   222,928 0 51,113
ALLSTATE CORP COMMON STOCK USD COM 020002101 34,467 591,818 SH   SOLE   370,991 0 220,827
ALLY FINANCIAL INC COM 02005N100 6,260 307,159 SH   SOLE   200,837 0 106,322
ALMOST FAMILY INC COMMON STOCK COM 020409108 448 11,185 SH   SOLE   4,875 0 6,310
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 5,916 73,621 SH   SOLE   50,656 0 22,965
ALON USA ENERGY INC COMMON STO COM 020520102 799 44,243 SH   SOLE   17,083 0 27,160
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 216 27,699 SH   SOLE   9,389 0 18,310
ALPHABET INC-CL A COM 02079K305 244,931 383,682 SH   SOLE   251,958 0 131,724
ALPHABET INC-CL C COM 02079K107 261,923 430,497 SH   SOLE   262,917 0 167,580
ALTERA CORP COMMON STOCK USD.0 COM 021441100 21,519 429,695 SH   SOLE   261,868 0 167,827
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 293 12,272 SH   SOLE   6,827 0 5,445
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,021 73,349 SH   SOLE   25,059 0 48,290
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 702 30,384 SH   SOLE   17,379 0 13,005
ALTRIA GROUP INC COMMON STOCK COM 02209S103 129,046 2,372,170 SH   SOLE   1,703,842 0 668,328
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 1,352 34,027 SH   SOLE   18,497 0 15,530
AMAZON.COM INC COMMON STOCK US COM 023135106 271,830 531,033 SH   SOLE   339,312 0 191,721
AMBAC FINL GROUP INC COM COM 023139884 814 56,226 SH   SOLE   20,416 0 35,810
AMBARELLA INC COM G037AX101 1,695 29,329 SH   SOLE   17,038 0 12,291
AMBER RD INC COM 02318Y108 63 14,824 SH   SOLE   7,594 0 7,230
AMBEV CIA DE BEBID ADR COM 02319V103 230 46,941 SH   SOLE   46,941 0 0
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 681 27,031 SH   SOLE   9,831 0 17,200
AMC NETWORKS INC A COMMON STOC COM 00164V103 7,760 106,054 SH   SOLE   87,892 0 18,162
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 7,572 133,131 SH   SOLE   95,878 0 37,253
AMEDISYS INC COMMON STOCK USD. COM 023436108 1,353 35,624 SH   SOLE   20,074 0 15,550
AMERCO COMMON STOCK USD.25 COM 023586100 2,689 6,833 SH   SOLE   4,342 0 2,491
AMEREN CORPORATION COMMON STOC COM 023608102 13,974 330,599 SH   SOLE   193,628 0 136,971
AMERESCO INC CL A COMMON STOCK COM 02361E108 160 27,164 SH   SOLE   10,314 0 16,850
AMERICA CAPITAL MORTGAGE INC COM 02504A104 982 66,645 SH   SOLE   23,398 0 43,247
AMERICA MOVIL ADR COM 02364W105 329 19,880 SH   SOLE   19,880 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 383 11,568 SH   SOLE   4,998 0 6,570
AMERICAN AIRLINES GROUP INC COM 02376R102 36,007 927,301 SH   SOLE   577,820 0 349,481
AMERICAN ASSETS TRUST INC REIT COM 024013104 2,064 50,523 SH   SOLE   29,383 0 21,140
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,609 80,688 SH   SOLE   46,098 0 34,590
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 6,133 169,226 SH   SOLE   132,248 0 36,978
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 4,427 236,728 SH   SOLE   144,038 0 92,690
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 336 27,600 SH   SOLE   2,100 0 25,500
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 5,450 348,676 SH   SOLE   250,376 0 98,300
AMERICAN ELECTRIC POWER COMMON COM 025537101 39,238 690,086 SH   SOLE   432,169 0 257,917
AMERICAN EQUITY INVT LIFE HL C COM 025676206 2,981 127,900 SH   SOLE   56,110 0 71,790
AMERICAN EXPRESS CO COMMON STO COM 025816109 88,981 1,200,337 SH   SOLE   748,168 0 452,169
AMERICAN FINANCIAL GROUP INC C COM 025932104 7,152 103,789 SH   SOLE   84,994 0 18,795
AMERICAN HOMES 4 RENT COM 02665T306 1,768 109,921 SH   SOLE   65,846 0 44,075
AMERICAN INTERNATIONAL GROUP C COM 026874784 98,554 1,734,500 SH   SOLE   1,052,033 0 682,467
AMERICAN NATIONAL INSURANCE CO COM 028591105 547 5,607 SH   SOLE   3,238 0 2,369
AMERICAN NATL BANKSHS COM COM 027745108 280 11,948 SH   SOLE   4,558 0 7,390
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 623 26,561 SH   SOLE   11,361 0 15,200
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 744 20,564 SH   SOLE   12,204 0 8,360
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 735 42,567 SH   SOLE   14,237 0 28,330
AMERICAN SCIENCE + ENGINEERI C COM 029429107 445 12,523 SH   SOLE   5,413 0 7,110
AMERICAN SOFTWARE INC CL A COM COM 029683109 404 42,888 SH   SOLE   23,958 0 18,930
AMERICAN STATES WATER CO COMMO COM 029899101 3,164 76,415 SH   SOLE   41,855 0 34,560
AMERICAN TOWER REIT INC COM 03027X100 55,537 631,243 SH   SOLE   381,881 0 249,362
AMERICAN VANGUARD CORP COMMON COM 030371108 531 45,940 SH   SOLE   18,360 0 27,580
AMERICAN WATER WORKS CO INC CO COM 030420103 7,150 129,808 SH   SOLE   76,786 0 53,022
AMERICAN WOODMARK CORP COMMON COM 030506109 976 15,049 SH   SOLE   8,364 0 6,685
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 33,211 304,322 SH   SOLE   195,111 0 109,211
AMERIS BANCORP COMMON STOCK US COM 03076K108 1,445 50,277 SH   SOLE   20,803 0 29,474
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,484 29,845 SH   SOLE   13,735 0 16,110
AMERISOURCEBERGEN CORP COMMON COM 03073E105 31,979 336,652 SH   SOLE   204,422 0 132,230
AMES NATIONAL CORP COMMON STOC COM 031001100 313 13,644 SH   SOLE   5,704 0 7,940
AMETEK INC COMMON STOCK USD.01 COM 031100100 21,740 415,515 SH   SOLE   252,844 0 162,671
AMGEN INC COMMON STOCK USD.000 COM 031162100 154,001 1,113,366 SH   SOLE   691,177 0 422,189
AMICUS THERAPEUTICS INC COM 03152W109 1,443 103,128 SH   SOLE   56,353 0 46,775
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 602 134,175 SH   SOLE   44,455 0 89,720
AMN HEALTHCARE SERVICES INC CO COM 001744101 1,559 51,954 SH   SOLE   31,034 0 20,920
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 379 32,405 SH   SOLE   15,305 0 17,100
AMPHENOL CORP CL A COMMON STOC COM 032095101 26,977 529,368 SH   SOLE   357,456 0 171,912
AMSURG CORP COMMON STOCK NPV COM 03232P405 6,115 78,692 SH   SOLE   41,104 0 37,588
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,058 64,435 SH   SOLE   55,198 0 9,237
ANACOR PHARMACEUTICALS INC COM COM 032420101 5,004 42,513 SH   SOLE   24,602 0 17,911
ANADARKO PETROLEUM CORP COMMON COM 032511107 41,333 684,427 SH   SOLE   412,548 0 271,879
ANALOG DEVICES INC COMMON STOC COM 032654105 27,930 495,121 SH   SOLE   321,440 0 173,681
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,858 22,647 SH   SOLE   11,617 0 11,030
ANCHOR BANCORP WISCONSIN COM 03283P106 402 9,435 SH   SOLE   2,957 0 6,478
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,653 48,526 SH   SOLE   21,892 0 26,634
ANGIE'S LIST INC COM 034754101 194 38,480 SH   SOLE   21,880 0 16,600
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 519 39,372 SH   SOLE   18,074 0 21,298
ANHEUSER BUSCH INBEV ADR COM 03524A108 932 8,767 SH   SOLE   8,767 0 0
ANI PHARMACEUTICALS INC COM 00182C103 360 9,116 SH   SOLE   5,926 0 3,190
ANIKA THERAPEUTICS INC COM COM 035255108 534 16,780 SH   SOLE   9,595 0 7,185
ANIXTER INTERNATIONAL INC COMM COM 035290105 2,858 49,458 SH   SOLE   23,355 0 26,103
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 6,727 681,546 SH   SOLE   398,426 0 283,120
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 12,118 137,489 SH   SOLE   111,226 0 26,263
ANTARES PHARMA INC COMMON STOC COM 036642106 232 136,350 SH   SOLE   77,245 0 59,105
ANTERO RESOURCES COM 03674X106 912 43,116 SH   SOLE   27,246 0 15,870
ANTHEM INC COM 036752103 57,209 408,636 SH   SOLE   263,663 0 144,973
ANTHERA PHARMACEUTICALS INC CO COM 03674U201 210 34,499 SH   SOLE   17,899 0 16,600
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 820 166,046 SH   SOLE   72,487 0 93,559
AON PLC COM G0408V102 38,157 430,613 SH   SOLE   281,740 0 148,873
APACHE CORP COMMON STOCK USD.6 COM 037411105 19,198 490,233 SH   SOLE   290,896 0 199,337
APARTMENT INVT + MGMT CO A RE COM 03748R101 8,164 220,541 SH   SOLE   123,960 0 96,581
APOGEE ENTERPRISES INC COMMON COM 037598109 1,547 34,641 SH   SOLE   21,111 0 13,530
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 1,522 96,904 SH   SOLE   47,404 0 49,500
APOLLO EDUCATION GROUP INC. COM 037604105 2,288 206,883 SH   SOLE   118,546 0 88,337
APOLLO INVESTMENT CORP COMMON COM 03761U106 89 16,204 SH   SOLE   2,176 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 536 42,374 SH   SOLE   15,294 0 27,080
APPLE HOSPITALITY REIT COM 03784Y200 2,191 117,991 SH   SOLE   73,671 0 44,320
APPLE INC COMMON STOCK NPV COM 037833100 904,662 8,201,834 SH   SOLE   5,276,971 0 2,924,863
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 2,824 74,020 SH   SOLE   45,830 0 28,190
APPLIED MATERIALS INC COMMON S COM 038222105 25,351 1,725,737 SH   SOLE   1,002,807 0 722,930
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 549 103,463 SH   SOLE   40,918 0 62,545
APPLIED OPTOELECTRONICS INC COM 03823U102 270 14,353 SH   SOLE   7,143 0 7,210
APPROACH RESOURCES INC COMMON COM 03834A103 103 55,176 SH   SOLE   24,686 0 30,490
APTARGROUP INC COMMON STOCK US COM 038336103 8,350 126,589 SH   SOLE   108,605 0 17,984
AQUA AMERICA INC COMMON STOCK COM 03836W103 8,157 308,154 SH   SOLE   259,850 0 48,304
ARAMARK COM 03852U106 4,935 166,505 SH   SOLE   115,537 0 50,968
ARATANA THERAPEUTICS INC COM COM 03874P101 229 27,049 SH   SOLE   14,524 0 12,525
ARC DOCUMENT SOLUTIONS INC COM 00191G103 225 37,846 SH   SOLE   20,896 0 16,950
ARCBEST CORP COM 03937C105 919 35,672 SH   SOLE   16,437 0 19,235
ARCELOR MITTAL - NY REGISTERED COM 03938L104 60 11,557 SH   SOLE   11,557 0 0
ARCH CAPITAL GROUP LTD COMMON COM G0450A105 6,580 89,562 SH   SOLE   54,482 0 35,080
ARCHER DANIELS MIDLAND CO COMM COM 039483102 35,078 846,280 SH   SOLE   513,351 0 332,929
ARCTIC CAT INC COMMON STOCK US COM 039670104 396 17,841 SH   SOLE   9,081 0 8,760
ARDELYX INC COM 039697107 221 12,796 SH   SOLE   5,996 0 6,800
ARDMORE SHIPPING CORP COM Y0207T100 278 23,021 SH   SOLE   8,021 0 15,000
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BERKSHIRE HATHAWAY INC CL B CO COM 084670702 331,411 2,541,495 SH   SOLE   1,508,649 0 1,032,846
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BIO RAD LABORATORIES A COMMON COM 090572207 4,930 36,708 SH   SOLE   29,124 0 7,584
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CABOT OIL + GAS CORP COMMON ST COM 127097103 14,150 647,289 SH   SOLE   409,801 0 237,488
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CALAMOS ASSET MANAGEMENT A COM COM 12811R104 288 30,347 SH   SOLE   12,667 0 17,680
CALAMP CORP COM COM 128126109 614 38,155 SH   SOLE   24,485 0 13,670
CALAVO GROWERS INC COMMON STOC COM 128246105 713 15,969 SH   SOLE   9,989 0 5,980
CALERES INC COM 129500104 2,137 70,009 SH   SOLE   32,554 0 37,455
CALGON CARBON CORP COMMON STOC COM 129603106 1,171 75,150 SH   SOLE   35,950 0 39,200
CALIFORNIA RESOURCES CORP COM 13057Q107 1,213 466,460 SH   SOLE   393,134 0 73,326
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CALLAWAY GOLF COMPANY COMMON S COM 131193104 1,019 122,048 SH   SOLE   50,981 0 71,067
CALLIDUS SOFTWARE INC COMMON S COM 13123E500 810 47,652 SH   SOLE   26,732 0 20,920
CALLON PETROLEUM CO COMMON STO COM 13123X102 610 83,735 SH   SOLE   28,055 0 55,680
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CAMPUS CREST COMMUNITIES INC R COM 13466Y105 480 90,282 SH   SOLE   31,712 0 58,570
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CASCADE MICROTECH INC COM COM 147322101 182 12,885 SH   SOLE   6,460 0 6,425
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CASS INFORMATION SYSTEMS INC C COM 14808P109 645 13,123 SH   SOLE   6,287 0 6,836
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CATALENT INC COM 148806102 3,636 149,641 SH   SOLE   116,641 0 33,000
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CATO CORP CLASS A COMMON STOCK COM 149205106 2,017 59,257 SH   SOLE   36,587 0 22,670
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CECO ENVIRONMENTAL COM COM 125141101 286 34,971 SH   SOLE   16,953 0 18,018
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CHANNELADVISOR CORP COM COM 159179100 188 18,919 SH   SOLE   10,849 0 8,070
CHARLES RIVER LABORATORIES COM COM 159864107 5,473 86,168 SH   SOLE   69,361 0 16,807
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CHIPOTLE MEXICAN GRILL INC COM COM 169656105 35,822 49,735 SH   SOLE   31,798 0 17,937
CHOICE HOTELS INTL INC COMMON COM 169905106 1,805 37,870 SH   SOLE   27,242 0 10,628
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ENPRO INDUSTRIES INC COMMON ST COM 29355X107 1,305 33,307 SH   SOLE   18,062 0 15,245
ENSCO PLC COM G3157S106 4,017 285,273 SH   SOLE   170,379 0 114,894
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 1,210 28,391 SH   SOLE   17,661 0 10,730
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 2,233 14,888 SH   SOLE   6,185 0 8,703
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,164 164,067 SH   SOLE   76,440 0 87,627
ENTERCOM COMMUNICATIONS CL A C COM 293639100 374 36,809 SH   SOLE   13,869 0 22,940
ENTERGY CORP COMMON STOCK USD. COM 29364G103 15,328 235,456 SH   SOLE   142,039 0 93,417
ENTERPRISE BANCORP INC COMMON COM 293668109 223 10,611 SH   SOLE   4,211 0 6,400
ENTERPRISE FINANCIAL SERVICE C COM 293712105 678 26,928 SH   SOLE   10,038 0 16,890
ENTRAVISION COMMUNICATIONS A C COM 29382R107 419 63,044 SH   SOLE   33,074 0 29,970
ENVESTNET INC COMMON STOCK COM 29404K106 957 31,934 SH   SOLE   18,334 0 13,600
ENVISION HEALTHCARE HOLDINGS COM 29413U103 5,992 162,879 SH   SOLE   115,663 0 47,216
EOG RESOURCES INC COMMON STOCK COM 26875P101 54,116 743,347 SH   SOLE   458,143 0 285,204
EP ENERGY CORP CL A COM 268785102 118 22,910 SH   SOLE   13,560 0 9,350
EPAM SYSTEMS INC COM 29414B104 3,530 47,369 SH   SOLE   27,919 0 19,450
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 610 47,220 SH   SOLE   23,450 0 23,770
EPIZYME INC COM COM 29428V104 332 25,779 SH   SOLE   14,294 0 11,485
EPLUS INC COMMON STOCK USD.01 COM 294268107 636 8,043 SH   SOLE   3,313 0 4,730
EPR PROPERTIES COM 26884U109 5,341 103,563 SH   SOLE   48,273 0 55,290
EQT CORP COMMON STOCK NPV COM 26884L109 13,203 203,844 SH   SOLE   117,997 0 85,847
EQUIFAX INC COMMON STOCK USD1. COM 294429105 19,940 205,184 SH   SOLE   135,598 0 69,586
EQUINIX INC COMMON STOCK USD.0 COM 29444U700 25,279 92,463 SH   SOLE   56,197 0 36,266
EQUITY COMMONWEALTH COM 294628102 2,793 102,529 SH   SOLE   60,201 0 42,328
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 5,039 86,037 SH   SOLE   53,576 0 32,461
EQUITY ONE INC REIT USD.01 COM 294752100 3,826 157,195 SH   SOLE   92,195 0 65,000
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 42,601 567,111 SH   SOLE   348,652 0 218,459
ERA GROUP INC. COM 26885G109 542 36,201 SH   SOLE   16,771 0 19,430
ERICSSON TEL - SP ADR COM 294821608 317 32,396 SH   SOLE   32,396 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,971 47,883 SH   SOLE   38,821 0 9,062
ERIN ENERGY CORP COM 295625107 61 15,490 SH   SOLE   4,290 0 11,200
EROS INTL PLC COM G3788M114 992 36,476 SH   SOLE   12,476 0 24,000
ESCALADE INC COM COM 296056104 195 12,370 SH   SOLE   4,195 0 8,175
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,562 43,504 SH   SOLE   19,434 0 24,070
ESPERION THERAPEUTICS INC COM COM 29664W105 285 12,074 SH   SOLE   6,863 0 5,211
ESSENDANT INC COM 296689102 2,294 70,736 SH   SOLE   35,006 0 35,730
ESSENT GROUP LTD COM G3198U102 1,249 50,277 SH   SOLE   28,923 0 21,354
ESSEX PROPERTY TRUST INC REIT COM 297178105 19,261 86,211 SH   SOLE   44,732 0 41,479
ESTEE LAUDER COMPANIES CL A CO COM 518439104 24,900 308,629 SH   SOLE   196,361 0 112,268
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 5,250 73,025 SH   SOLE   45,038 0 27,987
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,168 44,222 SH   SOLE   21,072 0 23,150
ETSY INC COM 29786A106 209 15,257 SH   SOLE   7,757 0 7,500
EURONET WORLDWIDE INC COMMON S COM 298736109 4,338 58,550 SH   SOLE   36,965 0 21,585
EVERBANK FINANCIAL CORP COM COM 29977G102 2,435 126,167 SH   SOLE   44,157 0 82,010
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,119 42,173 SH   SOLE   27,283 0 14,890
EVEREST RE GROUP LTD COMMON ST COM G3223R108 11,965 69,028 SH   SOLE   57,555 0 11,473
EVERI HOLDINGS INC COM 30034T103 463 90,254 SH   SOLE   32,344 0 57,910
EVERSOURCE ENERGY COM 30040W108 20,478 404,539 SH   SOLE   231,403 0 173,136
EVERTEC INC COM COM 30040P103 1,026 56,798 SH   SOLE   31,703 0 25,095
EVERYDAY HEALTH INC COM 300415106 175 19,102 SH   SOLE   10,212 0 8,890
EVINE LIVE INC COM 300487105 170 64,912 SH   SOLE   22,832 0 42,080
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 118 21,279 SH   SOLE   12,029 0 9,250
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,592 90,095 SH   SOLE   54,655 0 35,440
EXACT SCIENCES CORP COMMON STO COM 30063P105 1,666 92,634 SH   SOLE   51,934 0 40,700
EXACTECH INC COMMON STOCK USD. COM 30064E109 241 13,851 SH   SOLE   5,321 0 8,530
EXAMWORKS GROUP INC COMMON STO COM 30066A105 1,286 43,968 SH   SOLE   28,133 0 15,835
EXAR CORP COMMON STOCK USD.000 COM 300645108 374 62,898 SH   SOLE   29,280 0 33,618
EXCO RESOURCES INC COMMON STOC COM 269279402 177 235,658 SH   SOLE   90,798 0 144,860
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 850 151,596 SH   SOLE   100,046 0 51,550
EXELON CORP COMMON STOCK NPV COM 30161N101 34,686 1,167,880 SH   SOLE   702,480 0 465,400
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,755 47,530 SH   SOLE   32,030 0 15,500
EXONE CO COM 302104104 95 14,164 SH   SOLE   5,164 0 9,000
EXPEDIA INC COM 30212P303 17,669 150,147 SH   SOLE   93,580 0 56,567
EXPEDITORS INTL WASH INC COMMO COM 302130109 16,707 355,080 SH   SOLE   244,112 0 110,968
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,390 31,185 SH   SOLE   20,605 0 10,580
EXPRESS INC COMMON STOCK COM 30219E103 1,688 94,434 SH   SOLE   55,204 0 39,230
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 79,939 987,393 SH   SOLE   616,766 0 370,627
EXTENDED STAY AM COM 30224P200 777 46,319 SH   SOLE   35,909 0 10,410
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 2,027 112,619 SH   SOLE   48,669 0 63,950
EXTRA SPACE STORAGE INC REIT U COM 30225T102 18,245 236,451 SH   SOLE   192,125 0 44,326
EXTREME NETWORKS INC COMMON ST COM 30226D106 441 131,256 SH   SOLE   50,706 0 80,550
EXXON MOBIL CORP COMMON STOCK COM 30231G102 438,038 5,891,571 SH   SOLE   3,675,893 0 2,215,678
EZCORP INC CL A COMMON STOCK U COM 302301106 498 80,732 SH   SOLE   33,912 0 46,820
F5 NETWORKS INC COMMON STOCK N COM 315616102 13,176 113,781 SH   SOLE   72,261 0 41,520
FABRINET COMMON STOCK USD.01 COM G3323L100 920 50,205 SH   SOLE   20,155 0 30,050
FACEBOOK INC COM COM 30303M102 276,053 3,070,663 SH   SOLE   1,944,256 0 1,126,407
FACTSET RESEARCH SYSTEMS INC C COM 303075105 13,551 84,794 SH   SOLE   72,714 0 12,080
FAIR ISAAC CORP COMMON STOCK U COM 303250104 5,161 61,073 SH   SOLE   46,318 0 14,755
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 3,494 248,834 SH   SOLE   143,334 0 105,500
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 156 57,837 SH   SOLE   30,837 0 27,000
FAIRPOINT COMMUNICATIONS INC C COM 305560302 298 19,329 SH   SOLE   11,479 0 7,850
FAIRWAY GROUP HOLDINGS INC COM 30603D109 31 29,677 SH   SOLE   9,377 0 20,300
FANNIE MAE COM 313586109 143 63,500 SH   SOLE   0 0 63,500
FARMER BROS CO COMMON STOCK US COM 307675108 242 8,890 SH   SOLE   3,920 0 4,970
FARO TECHNOLOGIES INC COMMON S COM 311642102 962 27,499 SH   SOLE   13,289 0 14,210
FASTENAL CO COMMON STOCK USD.0 COM 311900104 19,245 525,682 SH   SOLE   331,944 0 193,738
FBL FINANCIAL GROUP INC CL A C COM 30239F106 915 14,873 SH   SOLE   5,953 0 8,920
FCB FINANCIAL HLDGS CL A COM 30255G103 1,180 36,184 SH   SOLE   12,534 0 23,650
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 380 14,653 SH   SOLE   5,693 0 8,960
FEDERAL MOGUL HOLDINGS CORP COM 313549404 303 44,352 SH   SOLE   14,012 0 30,340
FEDERAL REALTY INVS TRUST REIT COM 313747206 18,978 139,085 SH   SOLE   111,447 0 27,638
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,299 94,729 SH   SOLE   38,559 0 56,170
FEDERATED INVESTORS INC CL B C COM 314211103 5,042 174,453 SH   SOLE   145,150 0 29,303
FEDERATED NATL HLDG CORO COM 31422T101 431 17,923 SH   SOLE   6,023 0 11,900
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 54,754 380,291 SH   SOLE   239,505 0 140,786
FEI COMPANY COMMON STOCK NPV COM 30241L109 5,666 77,571 SH   SOLE   59,733 0 17,838
FELCOR LODGING TRUST INC REIT COM 31430F101 1,634 231,161 SH   SOLE   98,111 0 133,050
FENIX POINTS INC COM 31446L100 73 10,955 SH   SOLE   3,455 0 7,500
FERRO CORP COMMON STOCK USD1. COM 315405100 772 70,529 SH   SOLE   40,554 0 29,975
FIBROCELL SCIENCE INC COM COM 315721209 82 21,269 SH   SOLE   10,569 0 10,700
FIBROGEN INC COM 31572Q808 926 42,265 SH   SOLE   23,665 0 18,600
FIDELITY & GUARANTY LIFE COM 315785105 352 14,340 SH   SOLE   4,810 0 9,530
FIDELITY NATIONAL FIN VENTURES COM 31620R402 1,237 105,543 SH   SOLE   37,843 0 67,700
FIDELITY NATIONAL INFORMATIO C COM 31620M106 30,063 448,167 SH   SOLE   289,207 0 158,960
FIDELITY SOUTHN CORP COM COM 316394105 480 22,696 SH   SOLE   7,277 0 15,419
FIESTA RESTAURANT GROUP COM 31660B101 1,090 24,027 SH   SOLE   13,597 0 10,430
FIFTH THIRD BANCORP COMMON STO COM 316773100 20,684 1,093,787 SH   SOLE   619,214 0 474,573
FINANCIAL ENGINES INC COMMON S COM 317485100 1,648 55,926 SH   SOLE   36,081 0 19,845
FINANCIAL INSTITUTIONS INC COM COM 317585404 551 22,254 SH   SOLE   10,224 0 12,030
FINISAR CORPORATION COMMON STO COM 31787A507 1,580 141,999 SH   SOLE   52,231 0 89,768
FINISH LINE/THE CL A COMMON COM 317923100 1,294 67,035 SH   SOLE   31,883 0 35,152
FIREEYE INC COM 31816Q101 4,134 129,919 SH   SOLE   92,215 0 37,704
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 10,152 259,837 SH   SOLE   160,725 0 99,112
FIRST BANCORP INC/ME COMMON ST COM 31866P102 278 14,543 SH   SOLE   5,563 0 8,980
FIRST BANCORP PUERTO RICO COMM COM 318672706 607 170,534 SH   SOLE   72,134 0 98,400
FIRST BANCORP/NC COMMON STOCK COM 318910106 502 29,520 SH   SOLE   10,527 0 18,993
FIRST BUSEY CORP COMMON STOCK COM 319383204 796 40,069 SH   SOLE   19,169 0 20,900
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,499 37,412 SH   SOLE   23,277 0 14,135
FIRST CITIZENS BCSHS CL A CO COM 31946M103 2,807 12,419 SH   SOLE   5,488 0 6,931
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,411 155,225 SH   SOLE   76,699 0 78,526
FIRST COMMUNITY BANCSHARES COM COM 31983A103 421 23,508 SH   SOLE   9,311 0 14,197
FIRST CONNECTICUT BANCORP COM 319850103 371 23,026 SH   SOLE   9,546 0 13,480
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 485 13,258 SH   SOLE   5,358 0 7,900
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,873 98,171 SH   SOLE   41,285 0 56,886
FIRST FINANCIAL CORP/INDIANA C COM 320218100 634 19,585 SH   SOLE   8,665 0 10,920
FIRST FINL BANKSHARES INC COMM COM 32020R109 3,535 111,246 SH   SOLE   69,520 0 41,726
FIRST HORIZON NATIONAL CORP CO COM 320517105 4,923 347,189 SH   SOLE   280,213 0 66,976
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,762 179,592 SH   SOLE   76,918 0 102,674
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 721 25,888 SH   SOLE   9,128 0 16,760
FIRST MERCHANTS CORP COMMON ST COM 320817109 1,352 51,561 SH   SOLE   17,371 0 34,190
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,241 127,787 SH   SOLE   58,742 0 69,045
FIRST NBC BANK HOLDING CO COM 32115D106 789 22,503 SH   SOLE   9,583 0 12,920
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 5,279 517,028 SH   SOLE   416,747 0 100,281
FIRST OF LONG ISLAND CORP COMM COM 320734106 464 17,162 SH   SOLE   6,757 0 10,405
FIRST POTOMAC REALTY TRUST REI COM 33610F109 947 86,072 SH   SOLE   30,799 0 55,273
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 5,694 90,719 SH   SOLE   57,500 0 33,219
FIRST SOLAR INC COMMON STOCK U COM 336433107 4,069 95,189 SH   SOLE   54,872 0 40,317
FIRSTENERGY CORP COMMON STOCK COM 337932107 16,862 538,549 SH   SOLE   305,544 0 233,005
FIRSTMERIT CORP COMMON STOCK N COM 337915102 6,236 352,906 SH   SOLE   202,086 0 150,820
FISERV INC COMMON STOCK USD.01 COM 337738108 33,787 390,106 SH   SOLE   248,955 0 141,151
FIVE BELOW COM 33829M101 1,612 47,997 SH   SOLE   27,132 0 20,865
FIVE PRIME THERAPEUTICS INC COM 33830X104 296 19,259 SH   SOLE   10,834 0 8,425
FIVE STAR QUALITY CARE COMMON COM 33832D106 184 59,585 SH   SOLE   20,525 0 39,060
FIVE9 INC COM 338307101 73 19,645 SH   SOLE   10,755 0 8,890
FLAGSTAR BANCORP INC COMMON ST COM 337930705 585 28,437 SH   SOLE   10,996 0 17,441
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 11,267 81,868 SH   SOLE   57,381 0 24,487
FLEETMATICS GROUP LIMITED COM G35569105 1,695 34,519 SH   SOLE   19,814 0 14,705
FLEXION THERAPEUTICS INC COM 33938J106 172 11,563 SH   SOLE   6,048 0 5,515
FLEXSTEEL INDS INC COM COM 339382103 247 7,899 SH   SOLE   2,839 0 5,060
FLIR SYSTEMS INC COMMON STOCK COM 302445101 5,255 187,747 SH   SOLE   107,918 0 79,829
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,476 88,391 SH   SOLE   40,631 0 47,760
FLOWERS FOODS INC COMMON STOCK COM 343498101 9,118 368,561 SH   SOLE   312,388 0 56,173
FLOWSERVE CORP COMMON STOCK US COM 34354P105 9,054 220,088 SH   SOLE   144,580 0 75,508
FLUIDIGM CORP COMMON STOCK COM 34385P108 207 25,496 SH   SOLE   14,551 0 10,945
FLUOR CORP COMMON STOCK USD.01 COM 343412102 7,841 185,138 SH   SOLE   112,202 0 72,936
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,039 51,915 SH   SOLE   27,003 0 24,912
FMC CORP COMMON STOCK USD.1 COM 302491303 6,899 203,457 SH   SOLE   127,418 0 76,039
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 10,759 347,054 SH   SOLE   209,362 0 137,692
FNB CORP COMMON STOCK USD.01 COM 302520101 3,423 264,328 SH   SOLE   110,947 0 153,381
FNF GROUP COM 31620R303 7,170 202,149 SH   SOLE   123,040 0 79,109
FOAMIX PHARMACEUTICALS COM M46135105 143 19,469 SH   SOLE   10,769 0 8,700
FOOT LOCKER INC COMMON STOCK U COM 344849104 19,005 264,071 SH   SOLE   221,492 0 42,579
FORD MOTOR CO COMMON STOCK USD COM 345370860 72,564 5,347,355 SH   SOLE   3,218,187 0 2,129,168
FOREST CITY ENTERPRISES CL A C COM 345550107 2,923 145,209 SH   SOLE   91,285 0 53,924
FORESTAR GROUP INC COMMON STOC COM 346233109 715 54,398 SH   SOLE   23,965 0 30,433
FORMFACTOR INC COMMON STOCK US COM 346375108 465 68,534 SH   SOLE   29,223 0 39,311
FORRESTER RESEARCH INC COMMON COM 346563109 476 15,133 SH   SOLE   10,183 0 4,950
FORTINET INC COMMON STOCK USD. COM 34959E109 10,730 252,579 SH   SOLE   208,405 0 44,174
FORTUNE BRANDS HOME & SECURITY COM 34964C106 12,068 254,228 SH   SOLE   206,964 0 47,264
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 944 77,275 SH   SOLE   27,055 0 50,220
FORWARD AIR CORPORATION COMMON COM 349853101 2,222 53,548 SH   SOLE   40,103 0 13,445
FOSSIL GROUP INC. COM 34988V106 3,634 65,033 SH   SOLE   38,307 0 26,726
FOSTER (LB) CO A COMMON STOCK COM 350060109 178 14,495 SH   SOLE   5,689 0 8,806
FOUNDATION MEDICINE INC COM 350465100 200 10,842 SH   SOLE   6,137 0 4,705
FOX CHASE BANCORP INC COMMON S COM 35137T108 300 17,275 SH   SOLE   7,482 0 9,793
FOX FACOTRY HOLDING CORP COM 35138V102 256 15,166 SH   SOLE   7,426 0 7,740
FRANCESCAS HOLDINGS CORP COM 351793104 539 44,050 SH   SOLE   27,990 0 16,060
FRANK'S INTERNATIONAL NV COM N33462107 385 25,109 SH   SOLE   13,119 0 11,990
FRANKLIN COVEY CO COMMON STOCK COM 353469109 250 15,543 SH   SOLE   5,853 0 9,690
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 1,761 64,677 SH   SOLE   41,442 0 23,235
FRANKLIN RESOURCES INC COMMON COM 354613101 23,666 635,171 SH   SOLE   418,746 0 216,425
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,654 153,894 SH   SOLE   69,124 0 84,770
FRED S INC CLASS A COMMON STOC COM 356108100 931 78,531 SH   SOLE   43,649 0 34,882
FREDDIE MAC COM 313400301 145 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 13,295 1,372,078 SH   SOLE   774,991 0 597,087
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 3,767 102,992 SH   SOLE   73,315 0 29,677
FREIGHTCAR AMERICA INC COMMON COM 357023100 247 14,408 SH   SOLE   5,878 0 8,530
FRESENIUS MED CARE AG SPONSORE COM 358029106 200 5,139 SH   SOLE   5,139 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 2,335 59,094 SH   SOLE   28,247 0 30,847
FRESH MARKET INC/THE COMMON ST COM 35804H106 869 38,477 SH   SOLE   21,022 0 17,455
FRESHPET INC COM 358039105 189 17,960 SH   SOLE   10,135 0 7,825
FRONTIER COMMUNICATIONS CORP C COM 35906A108 6,669 1,404,009 SH   SOLE   764,113 0 639,896
FRONTLINE LTD COMMON STOCK USD COM G3682E127 383 142,560 SH   SOLE   51,179 0 91,381
FRP HOLDINGS INC COM 30292L107 305 10,118 SH   SOLE   4,190 0 5,928
FTD COS INC COM 30281V108 804 26,979 SH   SOLE   11,482 0 15,497
FTI CONSULTING INC COMMON STOC COM 302941109 3,702 89,185 SH   SOLE   52,075 0 37,110
FUELCELL ENERGY INC COMMON STO COM 35952H106 218 297,102 SH   SOLE   112,052 0 185,050
FULTON FINANCIAL CORP COMMON S COM 360271100 5,131 424,088 SH   SOLE   259,318 0 164,770
FURMANITE CORP COMMON STOCK NP COM 361086101 228 37,477 SH   SOLE   20,427 0 17,050
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 351 35,535 SH   SOLE   14,955 0 20,580
G + K SERVICES INC CL A COMMO COM 361268105 1,958 29,394 SH   SOLE   17,099 0 12,295
G III APPAREL GROUP LTD COMMON COM 36237H101 2,981 48,339 SH   SOLE   31,723 0 16,616
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 280 38,492 SH   SOLE   13,512 0 24,980
GALENA BIOPHARMA COM COM 363256108 231 145,995 SH   SOLE   80,010 0 65,985
GAMCO INVESTORS INC A COMMON S COM 361438104 420 7,659 SH   SOLE   4,484 0 3,175
GAMESTOP CORP CLASS A COMMON S COM 36467W109 6,228 151,123 SH   SOLE   86,842 0 64,281
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,445 82,340 SH   SOLE   55,939 0 26,401
GANNETT CO INC COM 36473H104 1,360 92,309 SH   SOLE   60,957 0 31,352
GAP INC/THE COMMON STOCK USD.0 COM 364760108 13,048 457,809 SH   SOLE   305,063 0 152,746
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 5,148 143,470 SH   SOLE   82,391 0 61,079
GARTNER INC COMMON STOCK USD.0 COM 366651107 11,953 142,415 SH   SOLE   116,568 0 25,847
GASLOG LTD COM COM G37585109 522 54,299 SH   SOLE   19,119 0 35,180
GASTAR EXPLORATION INC COM 36729W202 118 102,525 SH   SOLE   33,925 0 68,600
GATX CORP COMMON STOCK USD.625 COM 361448103 2,869 64,989 SH   SOLE   50,664 0 14,325
GENERAC HOLDINGS INC COMMON ST COM 368736104 1,884 62,621 SH   SOLE   36,201 0 26,420
GENERAL CABLE CORP COMMON STOC COM 369300108 677 56,928 SH   SOLE   32,438 0 24,490
GENERAL COMMUNICATION INC A CO COM 369385109 870 50,378 SH   SOLE   34,848 0 15,530
GENERAL DYNAMICS CORP COMMON S COM 369550108 52,242 378,703 SH   SOLE   246,897 0 131,806
GENERAL ELECTRIC CO COMMON STO COM 369604103 315,163 12,496,553 SH   SOLE   7,983,741 0 4,512,812
GENERAL GROWTH PROPERTIES REIT COM 370023103 19,952 768,272 SH   SOLE   412,088 0 356,184
GENERAL MILLS INC COMMON STOCK COM 370334104 51,012 908,821 SH   SOLE   567,966 0 340,855
GENERAL MOTORS CO COMMON STOCK COM 37045V100 58,341 1,943,393 SH   SOLE   1,156,441 0 786,952
GENESCO INC COMMON STOCK USD1. COM 371532102 2,195 38,459 SH   SOLE   17,339 0 21,120
GENESEE + WYOMING INC CL A COM COM 371559105 4,685 79,298 SH   SOLE   65,878 0 13,420
GENESIS HEALTHCARE INC COM 37185X106 248 40,521 SH   SOLE   16,101 0 24,420
GENIE ENERGY COM 372284208 129 15,675 SH   SOLE   5,075 0 10,600
GENMARK DIAGNOSTICS INC COM 372309104 294 37,309 SH   SOLE   21,294 0 16,015
GENOCEA BIOSCIENCES INC COM 372427104 113 16,519 SH   SOLE   8,249 0 8,270
GENOMIC HEALTH INC COMMON STOC COM 37244C101 418 19,756 SH   SOLE   10,636 0 9,120
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 3,390 143,582 SH   SOLE   97,475 0 46,107
GENTEX CORP COMMON STOCK USD.0 COM 371901109 9,165 591,303 SH   SOLE   506,295 0 85,008
GENTHERM INC COM 37253A103 1,834 40,837 SH   SOLE   26,872 0 13,965
GENUINE PARTS CO COMMON STOCK COM 372460105 22,706 273,928 SH   SOLE   182,944 0 90,984
GENWORTH FINANCIAL INC CL A CO COM 37247D106 3,089 668,703 SH   SOLE   387,605 0 281,098
GEO GROUP INC/THE COMMON STOCK COM 36162J106 3,845 129,294 SH   SOLE   61,098 0 68,196
GEOSPACE TECHNOLOGIES CORP COM 37364X109 267 19,329 SH   SOLE   7,889 0 11,440
GERDAU SA SIDERURG ADR COM 373737105 14 10,400 SH   SOLE   10,400 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 603 20,587 SH   SOLE   9,367 0 11,220
GERON CORP COMMON STOCK USD.00 COM 374163103 400 144,777 SH   SOLE   78,915 0 65,862
GETTY REALTY CORP REIT USD.01 COM 374297109 644 40,777 SH   SOLE   16,727 0 24,050
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 968 52,733 SH   SOLE   24,135 0 28,598
GIGAMON INC COM 37518B102 490 24,471 SH   SOLE   14,006 0 10,465
GILEAD SCIENCES INC COMMON STO COM 375558103 204,550 2,083,206 SH   SOLE   1,304,658 0 778,548
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,327 126,056 SH   SOLE   58,471 0 67,585
GLADSTONE COMMERCIAL CORP REIT COM 376536108 379 26,868 SH   SOLE   8,358 0 18,510
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,470 85,346 SH   SOLE   43,446 0 41,900
GLAXOSMITHKLINE PLC ADR COM 37733W105 971 25,250 SH   SOLE   25,250 0 0
GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 389 18,970 SH   SOLE   10,020 0 8,950
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 457 39,770 SH   SOLE   22,160 0 17,610
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 373 14,263 SH   SOLE   7,253 0 7,010
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 12,908 112,510 SH   SOLE   92,454 0 20,056
GLOBALSTAR INC COMMON STOCK US COM 378973408 966 615,093 SH   SOLE   208,593 0 406,500
GLOBANT SA COM L44385109 393 12,854 SH   SOLE   6,979 0 5,875
GLOBE SPECIALTY METALS INC COM COM 37954N206 847 69,795 SH   SOLE   42,895 0 26,900
GLOBUS MEDICAL INC A COM COM 379577208 1,316 63,695 SH   SOLE   37,395 0 26,300
GLU MOBILE INC COMMON STOCK US COM 379890106 565 129,355 SH   SOLE   56,655 0 72,700
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,270 80,891 SH   SOLE   55,521 0 25,370
GODADDY INC COM 380237107 484 19,193 SH   SOLE   14,293 0 4,900
GOGO INC COM 38046C109 760 49,712 SH   SOLE   28,282 0 21,430
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 1,627 58,367 SH   SOLE   35,649 0 22,718
GOLDEN OCEAN GROUP LTD COM G39637106 200 81,461 SH   SOLE   24,981 0 56,480
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 98,812 568,671 SH   SOLE   343,907 0 224,764
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 10,544 359,498 SH   SOLE   211,479 0 148,019
GOPRO INC-Class A COM 38268T103 2,490 79,758 SH   SOLE   55,684 0 24,074
GORMAN RUPP CO COMMON STOCK NP COM 383082104 620 25,863 SH   SOLE   11,735 0 14,128
GOVERNMENT PROPERTIES INCOME R COM 38376A103 1,645 102,818 SH   SOLE   37,428 0 65,390
GP STRATEGIES CORP COMMON STOC COM 36225V104 278 12,165 SH   SOLE   7,115 0 5,050
GRACO INC COMMON STOCK USD1. COM 384109104 7,733 115,367 SH   SOLE   92,891 0 22,476
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 239 13,565 SH   SOLE   5,105 0 8,460
GRAHAM HOLDINGS CO COM 384637104 3,669 6,358 SH   SOLE   4,876 0 1,482
GRAMERCY PROPERTY TRUST INC COM 38489R605 1,644 79,145 SH   SOLE   26,598 0 52,547
GRAND CANYON EDUCATION INC COM COM 38526M106 1,815 47,775 SH   SOLE   28,450 0 19,325
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,500 84,248 SH   SOLE   48,819 0 35,429
GRAPHIC PACKAGING HOLDING CO C COM 388689101 2,966 231,899 SH   SOLE   177,719 0 54,180
GRAY TELEVISION INC COMMON STO COM 389375106 749 58,665 SH   SOLE   32,265 0 26,400
GREAT LAKES DREDGE + DOCK CO C COM 390607109 401 79,495 SH   SOLE   30,835 0 48,660
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,787 214,177 SH   SOLE   172,227 0 41,950
GREAT SOUTHERN BANCORP INC COM COM 390905107 693 16,013 SH   SOLE   5,803 0 10,210
GREAT WESTERN BANCORP COM 391416104 1,362 53,682 SH   SOLE   18,682 0 35,000
GREATBATCH INC COMMON STOCK US COM 39153L106 2,353 41,708 SH   SOLE   17,964 0 23,744
GREEN BANCORP INC COM 39260X100 126 11,001 SH   SOLE   2,501 0 8,500
GREEN BRICK PARTNERS INC COM 392709101 271 25,013 SH   SOLE   6,813 0 18,200
GREEN DOT CORP CLASS A COMMON COM 39304D102 1,169 66,400 SH   SOLE   27,600 0 38,800
GREEN PLAINS INC COM 393222104 1,106 56,845 SH   SOLE   24,245 0 32,600
GREENBRIER COMPANIES INC COMMO COM 393657101 998 31,089 SH   SOLE   17,439 0 13,650
GREENHILL + CO INC COMMON STOC COM 395259104 934 32,798 SH   SOLE   20,053 0 12,745
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 802 35,999 SH   SOLE   11,531 0 24,468
GREIF INC CL A COMMON STOCK NP COM 397624107 1,952 61,170 SH   SOLE   32,780 0 28,390
GRIFFON CORP COMMON STOCK USD. COM 398433102 946 59,993 SH   SOLE   33,533 0 26,460
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 3,120 36,637 SH   SOLE   18,369 0 18,268
GROUPON INC COM 399473107 1,388 425,777 SH   SOLE   304,995 0 120,782
GRUBHUB INC COM 400110102 1,609 66,092 SH   SOLE   37,282 0 28,810
GSI GROUP INC COMMON STOCK NPV COM 36191C205 566 44,460 SH   SOLE   15,380 0 29,080
GTT COMMUNICATIONS INC COM 362393100 473 20,335 SH   SOLE   11,120 0 9,215
GUARANTY BANCORP COM 40075T607 340 20,659 SH   SOLE   7,115 0 13,544
GUESS? INC COMMON STOCK USD.01 COM 401617105 2,924 136,896 SH   SOLE   79,506 0 57,390
GUIDANCE SOFTWARE INC COMMON S COM 401692108 105 17,405 SH   SOLE   10,195 0 7,210
GUIDEWIRE SOFTWARE INC COM COM 40171V100 3,555 67,606 SH   SOLE   40,556 0 27,050
GULFMARK OFFSHORE INC CL A COM COM 402629208 286 46,740 SH   SOLE   17,840 0 28,900
GULFPORT ENERGY CORP COMMON ST COM 402635304 4,400 148,236 SH   SOLE   119,726 0 28,510
H+E EQUIPMENT SERVICES INC COM COM 404030108 554 33,132 SH   SOLE   18,947 0 14,185
H+R BLOCK INC COMMON STOCK NPV COM 093671105 14,710 406,342 SH   SOLE   247,300 0 159,042
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,349 69,211 SH   SOLE   46,921 0 22,290
HABIT RESTAURANTS COM 40449J103 204 9,523 SH   SOLE   5,073 0 4,450
HACKETT GROUP INC/THE COMMON S COM 404609109 310 22,578 SH   SOLE   13,578 0 9,000
HAEMONETICS CORP/MASS COMMON S COM 405024100 2,410 74,574 SH   SOLE   38,572 0 36,002
HAIN CELESTIAL GROUP INC COMMO COM 405217100 8,784 170,225 SH   SOLE   140,153 0 30,072
HALCON RESOURCES CORP COM COM 40537Q209 247 465,560 SH   SOLE   154,550 0 311,010
HALLADOR ENERGY CO COMMON STOC COM 40609P105 89 12,813 SH   SOLE   5,253 0 7,560
HALLIBURTON CO COMMON STOCK US COM 406216101 42,100 1,190,950 SH   SOLE   732,736 0 458,214
HALLMARK FINL SERVICES INC COM COM 40624Q203 259 22,573 SH   SOLE   7,895 0 14,678
HALOZYME THERAPEUTICS INC COMM COM 40637H109 1,372 102,188 SH   SOLE   56,828 0 45,360
HALYARD HEALTH INC COM 40650V100 2,893 101,731 SH   SOLE   59,879 0 41,852
HAMPTON ROADS BANKSHARES INC C COM 409321502 80 42,061 SH   SOLE   19,281 0 22,780
HANCOCK HOLDING CO COMMON STOC COM 410120109 4,472 165,330 SH   SOLE   96,141 0 69,189
HANESBRANDS INC COMMON STOCK U COM 410345102 16,935 585,173 SH   SOLE   358,659 0 226,514
HANGER INC. COM 41043F208 759 55,672 SH   SOLE   24,862 0 30,810
HANMI FINANCIAL CORPORATION CO COM 410495204 1,267 50,297 SH   SOLE   22,954 0 27,343
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 690 40,076 SH   SOLE   12,636 0 27,440
HANOVER INSURANCE GROUP INC/ C COM 410867105 6,463 83,183 SH   SOLE   69,701 0 13,482
HARLEY DAVIDSON INC COMMON STO COM 412822108 16,252 296,038 SH   SOLE   177,704 0 118,334
HARMAN INTERNATIONAL COMMON ST COM 413086109 10,812 112,638 SH   SOLE   72,398 0 40,240
HARMONIC INC COMMON STOCK USD. COM 413160102 778 134,115 SH   SOLE   57,450 0 76,665
HARRIS CORP COMMON STOCK USD1. COM 413875105 11,910 162,811 SH   SOLE   104,684 0 58,127
HARSCO CORP COMMON STOCK USD1. COM 415864107 907 100,024 SH   SOLE   62,074 0 37,950
HARTE HANKS INC COMMON STOCK U COM 416196103 286 80,957 SH   SOLE   37,727 0 43,230
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 25,041 546,983 SH   SOLE   308,286 0 238,697
HARVARD BIOSCIENCE INC COMMON COM 416906105 134 35,418 SH   SOLE   5,818 0 29,600
HASBRO INC COMMON STOCK USD.5 COM 418056107 12,422 172,193 SH   SOLE   105,577 0 66,616
HATTERAS FINANCIAL CORP REIT U COM 41902R103 2,054 135,590 SH   SOLE   47,090 0 88,500
HAVERTY FURNITURE COMMON STOCK COM 419596101 809 34,457 SH   SOLE   17,177 0 17,280
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 4,296 149,725 SH   SOLE   121,490 0 28,235
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 1,563 63,346 SH   SOLE   33,716 0 29,630
HAWAIIN TELCOM HOLDCO COM COM 420031106 302 14,536 SH   SOLE   5,406 0 9,130
HAWKINS INC COMMON STOCK USD.0 COM 420261109 618 16,046 SH   SOLE   7,096 0 8,950
HAYNES INTERNATIONAL INC COMMO COM 420877201 753 19,910 SH   SOLE   8,985 0 10,925
HC2 HOLDINGS INC COM 404139107 125 17,769 SH   SOLE   6,869 0 10,900
HCA HOLDINGS INC COMMON STOCK COM 40412C101 27,838 359,850 SH   SOLE   240,472 0 119,378
HCC INSURANCE HOLDINGS INC COM COM 404132102 13,635 176,006 SH   SOLE   148,666 0 27,340
HCI GROUP INC COM 40416E103 516 13,316 SH   SOLE   6,496 0 6,820
HCP INC REIT USD1. COM 40414L109 23,294 625,341 SH   SOLE   328,815 0 296,526
HD SUPPLY HOLDINGS INC COM 40416M105 4,109 143,580 SH   SOLE   104,388 0 39,192
HEADWATERS INC COMMON STOCK US COM 42210P102 1,543 82,067 SH   SOLE   51,782 0 30,285
HEALTH NET INC COMMON STOCK US COM 42222G108 7,856 130,453 SH   SOLE   107,163 0 23,290
HEALTHCARE REALTY TRUST INC RE COM 421946104 4,020 161,751 SH   SOLE   67,371 0 94,380
HEALTHCARE SERVICES GROUP COMM COM 421906108 2,924 86,752 SH   SOLE   56,122 0 30,630
HEALTHCARE TRUST OF AMERICA COM 42225P501 2,108 85,998 SH   SOLE   50,794 0 35,204
HEALTHEQUITY INC COM 42226A107 1,101 37,262 SH   SOLE   22,812 0 14,450
HEALTHSOUTH CORP COMMON STOCK COM 421924309 3,783 98,596 SH   SOLE   57,516 0 41,080
HEALTHSTREAM INC COMMON STOCK COM 42222N103 584 26,775 SH   SOLE   17,100 0 9,675
HEALTHWAYS INC COMMON STOCK US COM 422245100 541 48,665 SH   SOLE   20,265 0 28,400
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,683 84,403 SH   SOLE   61,413 0 22,990
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 917 25,259 SH   SOLE   7,829 0 17,430
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 3,207 50,904 SH   SOLE   35,444 0 15,460
HEARTWARE INTERNATIONAL INC CO COM 422368100 869 16,613 SH   SOLE   9,258 0 7,355
HECLA MINING CO COMMON STOCK U COM 422704106 1,030 522,635 SH   SOLE   189,525 0 333,110
HEICO CORP COMMON STOCK USD.01 COM 422806109 1,212 24,796 SH   SOLE   16,966 0 7,830
HEICO CORP NEW COM 422806208 1,678 36,944 SH   SOLE   16,312 0 20,632
HEIDRICK + STRUGGLES INTL COMM COM 422819102 550 28,252 SH   SOLE   12,302 0 15,950
HELEN OF TROY LTD COMMON STOCK COM G4388N106 4,144 46,402 SH   SOLE   25,168 0 21,234
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 1,136 237,217 SH   SOLE   141,277 0 95,940
HELMERICH + PAYNE COMMON STOCK COM 423452101 9,314 197,071 SH   SOLE   138,267 0 58,804
HEMISPHERE MEDIA GROUP COM 42365Q103 176 12,960 SH   SOLE   4,780 0 8,180
HENRY SCHEIN INC COMMON STOCK COM 806407102 15,705 118,330 SH   SOLE   72,997 0 45,333
HERBALIFE LTD COMMON STOCK USD COM G4412G101 3,651 66,982 SH   SOLE   43,555 0 23,427
HERITAGE COMMERCE CORP COMMON COM 426927109 338 29,836 SH   SOLE   12,186 0 17,650
HERITAGE FINANCIAL CORP COMMON COM 42722X106 771 40,978 SH   SOLE   15,425 0 25,553
HERITAGE INS HLDGS INC COM 42727J102 485 24,606 SH   SOLE   11,066 0 13,540
HERITAGE OAKS BANCORP COM COM 42724R107 252 31,597 SH   SOLE   11,917 0 19,680
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 158 15,407 SH   SOLE   5,382 0 10,025
HERMAN MILLER INC COMMON STOCK COM 600544100 3,626 125,728 SH   SOLE   95,388 0 30,340
HERON THERAPEUTICS INC COM 427746102 642 26,319 SH   SOLE   14,774 0 11,545
HERSHA HOSPITALITY TRUST REIT COM 427825500 1,683 74,251 SH   SOLE   30,018 0 44,233
HERSHEY CO/THE COMMON STOCK US COM 427866108 23,944 260,599 SH   SOLE   162,236 0 98,363
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 6,675 398,958 SH   SOLE   285,177 0 113,781
HESS CORP COMMON STOCK USD1. COM 42809H107 16,694 333,475 SH   SOLE   193,494 0 139,981
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,228 94,247 SH   SOLE   63,944 0 30,303
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,406 41,651 SH   SOLE   27,091 0 14,560
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,105 31,567 SH   SOLE   20,312 0 11,255
HIGHWOODS PROPERTIES INC REIT COM 431284108 8,590 221,674 SH   SOLE   130,225 0 91,449
HILL INTERNATIONAL INC COMMON COM 431466101 141 43,113 SH   SOLE   12,313 0 30,800
HILL ROM HOLDINGS INC COMMON S COM 431475102 5,100 98,105 SH   SOLE   79,618 0 18,487
HILLENBRAND INC COMMON STOCK N COM 431571108 1,852 71,186 SH   SOLE   43,701 0 27,485
HILLTOP HOLDINGS INC COMMON ST COM 432748101 1,914 96,643 SH   SOLE   39,368 0 57,275
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 10,485 457,077 SH   SOLE   322,222 0 134,855
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 857 97,766 SH   SOLE   59,016 0 38,750
HNI CORP COMMON STOCK USD1. COM 404251100 3,343 77,923 SH   SOLE   58,583 0 19,340
HOLLYFRONTIER CORP COMMON STOC COM 436106108 13,744 281,399 SH   SOLE   227,028 0 54,371
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 16,012 409,197 SH   SOLE   334,805 0 74,392
HOME BANCSHARES INC COMMON STO COM 436893200 2,779 68,616 SH   SOLE   41,131 0 27,485
HOME DEPOT INC COMMON STOCK US COM 437076102 218,934 1,895,696 SH   SOLE   1,239,026 0 656,670
HOME PROPERTIES INC REIT USD.0 COM 437306103 6,636 88,774 SH   SOLE   68,859 0 19,915
HOMEAWAY INC COM COM 43739Q100 1,787 67,335 SH   SOLE   44,460 0 22,875
HOMESTREET INC COM 43785V102 601 26,010 SH   SOLE   8,908 0 17,102
HOMETRUST BANCSHARES INC COM COM 437872104 512 27,582 SH   SOLE   10,602 0 16,980
HONDA MOTOR ADR COM 438128308 603 20,164 SH   SOLE   20,164 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 99,899 1,055,011 SH   SOLE   719,451 0 335,560
HOOKER FUNITURE CORP COM COM 439038100 279 11,850 SH   SOLE   3,050 0 8,800
HORACE MANN EDUCATORS COMMON S COM 440327104 2,173 65,400 SH   SOLE   28,444 0 36,956
HORIZON BANCORP INDIANA COM COM 440407104 350 14,717 SH   SOLE   5,097 0 9,620
HORIZON GLOBAL CORP COM 44052W104 209 23,655 SH   SOLE   8,926 0 14,729
HORMEL FOODS CORP COMMON STOCK COM 440452100 16,313 257,672 SH   SOLE   171,089 0 86,583
HORNBECK OFFSHORE SERVICES COM COM 440543106 737 54,478 SH   SOLE   21,701 0 32,777
HORSEHEAD HOLDING CORP COMMON COM 440694305 226 74,476 SH   SOLE   26,636 0 47,840
HOSPITALITY PROPERTIES TRUST R COM 44106M102 6,099 238,409 SH   SOLE   187,683 0 50,726
HOST HOTELS + RESORTS INC REIT COM 44107P104 16,480 1,042,380 SH   SOLE   560,057 0 482,323
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,615 177,978 SH   SOLE   66,528 0 111,450
HOVNANIAN ENTERPRISES A COMMON COM 442487203 286 161,575 SH   SOLE   58,355 0 103,220
HOWARD HUGHES CORP/THE COMMON COM 44267D107 3,558 31,005 SH   SOLE   19,497 0 11,508
HP INC COM 40434L105 64,038 2,500,509 SH   SOLE   1,525,306 0 975,203
HRG GROUP INC COM 40434J100 1,022 87,120 SH   SOLE   36,950 0 50,170
HSBC HOLDINGS PLC ADR COM 404280406 1,560 41,185 SH   SOLE   41,185 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 3,560 62,186 SH   SOLE   47,706 0 14,480
HUB GROUP INC CL A COMMON STOC COM 443320106 1,583 43,480 SH   SOLE   26,240 0 17,240
HUBBELL INC CL B COMMON STOCK COM 443510201 7,577 89,199 SH   SOLE   73,318 0 15,881
HUBSPOT INC COM 443573100 773 16,664 SH   SOLE   9,489 0 7,175
HUDSON CITY BANCORP INC COMMON COM 443683107 6,278 617,347 SH   SOLE   341,805 0 275,542
HUDSON PACIFIC PROPERTIES IN R COM 444097109 2,900 100,734 SH   SOLE   33,081 0 67,653
HUMANA INC COMMON STOCK USD.16 COM 444859102 36,424 203,487 SH   SOLE   129,308 0 74,179
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 10,727 150,244 SH   SOLE   101,444 0 48,800
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,285 1,064,662 SH   SOLE   600,740 0 463,922
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 8,767 81,817 SH   SOLE   66,266 0 15,551
HUNTSMAN CORP COMMON STOCK USD COM 447011107 1,705 175,998 SH   SOLE   115,175 0 60,823
HURCO COMPANIES INC COMMON STO COM 447324104 312 11,883 SH   SOLE   3,733 0 8,150
HURON CONSULTING GROUP INC COM COM 447462102 2,265 36,230 SH   SOLE   17,083 0 19,147
HYATT HOTELS CORP CL A COMMO COM 448579102 1,415 30,045 SH   SOLE   17,080 0 12,965
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IAC/INTERACTIVECORP COMMON STO COM 44919P508 4,919 75,366 SH   SOLE   52,536 0 22,830
IBERIABANK CORP COMMON STOCK U COM 450828108 3,079 52,889 SH   SOLE   16,999 0 35,890
ICF INTERNATIONAL INC COMMON S COM 44925C103 825 27,153 SH   SOLE   10,523 0 16,630
ICONIX BRAND GROUP INC COMMON COM 451055107 1,032 76,329 SH   SOLE   32,759 0 43,570
ICU MEDICAL INC COMMON STOCK U COM 44930G107 2,047 18,692 SH   SOLE   10,092 0 8,600
IDACORP INC COMMON STOCK NPV COM 451107106 7,671 118,543 SH   SOLE   71,738 0 46,805
IDERA PHARMACEUTICAL COM COM 45168K306 265 78,959 SH   SOLE   41,059 0 37,900
IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,531 133,677 SH   SOLE   110,402 0 23,275
IDEXX LABORATORIES INC COMMON COM 45168D104 12,924 174,056 SH   SOLE   143,000 0 31,056
IDT CORP CLASS B COMMON STOCK COM 448947507 586 40,986 SH   SOLE   26,686 0 14,300
IGI INC COM COM 449575109 246 37,653 SH   SOLE   21,713 0 15,940
IGNYTA INC COM 451731103 182 20,690 SH   SOLE   8,390 0 12,300
IHS INC CLASS A COMMON STOCK U COM 451734107 7,177 61,870 SH   SOLE   41,390 0 20,480
II VI INC COMMON STOCK NPV COM 902104108 1,502 93,429 SH   SOLE   46,649 0 46,780
ILLINOIS TOOL WORKS COMMON STO COM 452308109 40,696 494,428 SH   SOLE   286,069 0 208,359
ILLUMINA INC COMMON STOCK USD. COM 452327109 20,575 117,022 SH   SOLE   85,463 0 31,559
IMATION CORP COMMON STOCK USD. COM 45245A107 81 38,013 SH   SOLE   6,713 0 31,300
IMAX CORP COM 45245E109 1,832 54,215 SH   SOLE   31,015 0 23,200
IMMERSION CORPORATION COMMON S COM 452521107 296 26,348 SH   SOLE   15,658 0 10,690
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 841 87,574 SH   SOLE   50,329 0 37,245
IMMUNOMEDICS INC COMMON STOCK COM 452907108 171 99,640 SH   SOLE   48,610 0 51,030
IMPAX LABORATORIES INC COMMON COM 45256B101 3,169 90,001 SH   SOLE   59,236 0 30,765
IMPERVA INC COM 45321L100 1,587 24,231 SH   SOLE   13,931 0 10,300
IMS HEALTH HLDGS INC COM 44970B109 3,435 118,028 SH   SOLE   82,290 0 35,738
INC RESEARCH HOLDINGS COM 45329R109 478 11,944 SH   SOLE   6,644 0 5,300
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INCYTE CORP COMMON STOCK USD.0 COM 45337C102 17,016 154,224 SH   SOLE   104,452 0 49,772
INDEPENDANCE REALTY TRUST COM 45378A106 279 38,763 SH   SOLE   11,572 0 27,191
INDEPENDENCE CONTRACT DRILLING COM 453415309 85 17,137 SH   SOLE   3,314 0 13,823
INDEPENDENCE HOLDING CO COMMON COM 453440307 158 12,185 SH   SOLE   4,685 0 7,500
INDEPENDENT BANK CORP/MA COMMO COM 453836108 2,015 43,700 SH   SOLE   19,490 0 24,210
INDEPENDENT BK CORP MI COM COM 453838609 452 30,614 SH   SOLE   11,264 0 19,350
INDEPENDENT BK GROUP COM COM 45384B106 470 12,235 SH   SOLE   3,935 0 8,300
INFINERA CORP COMMON STOCK USD COM 45667G103 2,580 131,895 SH   SOLE   73,955 0 57,940
INFINITY PHARMACEUTICALS INC C COM 45665G303 415 49,152 SH   SOLE   26,977 0 22,175
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,659 20,597 SH   SOLE   9,740 0 10,857
INFOBLOX INC COM COM 45672H104 794 49,656 SH   SOLE   27,956 0 21,700
INFRAREIT INC COM 45685L100 694 29,305 SH   SOLE   9,405 0 19,900
ING GROEP N V SPONSORED ADR COM 456837103 585 41,430 SH   SOLE   41,430 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 17,179 338,361 SH   SOLE   205,225 0 133,136
INGLES MARKETS INC CLASS A COM COM 457030104 797 16,658 SH   SOLE   6,153 0 10,505
INGRAM MICRO INC CL A COMMON S COM 457153104 6,228 228,632 SH   SOLE   182,581 0 46,051
INGREDION, INC. COM 457187102 9,658 110,621 SH   SOLE   90,017 0 20,604
INLAND REAL ESTATE CORP REIT U COM 457461200 1,069 132,004 SH   SOLE   61,789 0 70,215
INNERWORKINGS INC COMMON STOCK COM 45773Y105 302 48,266 SH   SOLE   23,916 0 24,350
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 1,731 43,660 SH   SOLE   24,780 0 18,880
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INOVALON HOLDINGS INC - A COM 45781D101 402 19,301 SH   SOLE   14,595 0 4,706
INOVIO BIOMEDICAL CO COM 45773H201 380 65,813 SH   SOLE   34,038 0 31,775
INPHI CORP COMMON STOCK COM 45772F107 930 38,681 SH   SOLE   24,071 0 14,610
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,637 63,314 SH   SOLE   28,071 0 35,243
INSMED INC COMMON STOCK USD.01 COM 457669307 1,116 60,076 SH   SOLE   36,166 0 23,910
INSPERITY INC COMMON STOCK USD COM 45778Q107 1,479 33,667 SH   SOLE   24,957 0 8,710
INSTALLED BUILDING PRODUCTS COM 45780R101 408 16,156 SH   SOLE   8,556 0 7,600
INSTEEL INDUSTRIES INC COMMON COM 45774W108 306 19,008 SH   SOLE   11,198 0 7,810
INSULET CORP COMMON STOCK USD. COM 45784P101 1,717 66,272 SH   SOLE   41,397 0 24,875
INSYS THERAPEUTICS INC COM 45824V209 666 23,400 SH   SOLE   13,492 0 9,908
INTEGRA LIFESCIENCES HOLDING C COM 457985208 2,530 42,478 SH   SOLE   23,208 0 19,270
INTEGRATED DEVICE TECH INC COM COM 458118106 5,348 263,433 SH   SOLE   194,408 0 69,025
INTEGRATED SILICON SOLUTION CO COM 45812P107 939 43,705 SH   SOLE   16,735 0 26,970
INTEL CORP COMMON STOCK USD.00 COM 458140100 203,513 6,752,271 SH   SOLE   4,189,564 0 2,562,707
INTELSAT S A COM COM L5140P101 215 33,491 SH   SOLE   13,651 0 19,840
INTER PARFUMS INC COMMON STOCK COM 458334109 901 36,299 SH   SOLE   21,869 0 14,430
INTERACTIVE BROKERS GRO CL A C COM 45841N107 1,862 47,173 SH   SOLE   33,790 0 13,383
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 607 20,447 SH   SOLE   12,572 0 7,875
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,611 15,740 SH   SOLE   10,941 0 4,799
INTERCONTINENTAL EXCHANGE INC COM 45866F104 36,142 153,802 SH   SOLE   90,626 0 63,176
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,670 72,533 SH   SOLE   54,838 0 17,695
INTERFACE INC COM 458665304 2,057 91,668 SH   SOLE   66,488 0 25,180
INTERNAP CORP COM 45885A300 374 61,088 SH   SOLE   36,758 0 24,330
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,078 122,972 SH   SOLE   72,952 0 50,020
INTERNATIONAL PAPER CO COMMON COM 460146103 24,863 657,921 SH   SOLE   416,794 0 241,127
INTERPUBLIC GROUP OF COS INC C COM 460690100 12,785 668,339 SH   SOLE   421,956 0 246,383
INTERSECT ENT INC COM 46071F103 317 13,528 SH   SOLE   7,228 0 6,300
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,341 285,552 SH   SOLE   166,362 0 119,190
INTERVAL LEISURE GROUP COMMON COM 46113M108 864 47,069 SH   SOLE   28,784 0 18,285
INTL BUSINESS MACHINES CORP CO COM 459200101 191,834 1,323,266 SH   SOLE   847,599 0 475,667
INTL FCSTONE INC COMMON STOCK COM 46116V105 613 24,815 SH   SOLE   12,095 0 12,720
INTL FLAVORS + FRAGRANCES COMM COM 459506101 13,565 131,365 SH   SOLE   85,179 0 46,186
INTL GAME TECHNOLOGY COMMON ST COM G4863A108 970 63,297 SH   SOLE   47,907 0 15,390
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,875 59,096 SH   SOLE   33,298 0 25,798
INTRA CELLULAR THERAPIES COM 46116X101 767 19,158 SH   SOLE   10,743 0 8,415
INTRALINKS HOLDINGS INC COMMON COM 46118H104 371 44,702 SH   SOLE   20,992 0 23,710
INTRAWEST RESORTS HOLDINGS COM 46090K109 215 24,789 SH   SOLE   7,047 0 17,742
INTREPID POTASH INC COMMON STO COM 46121Y102 482 86,967 SH   SOLE   36,577 0 50,390
INTREXON CORP COM 46122T102 1,371 43,126 SH   SOLE   30,856 0 12,270
INTUIT INC COMMON STOCK USD.01 COM 461202103 38,035 428,562 SH   SOLE   268,583 0 159,979
INTUITIVE SURGICAL INC COMMON COM 46120E602 26,816 58,350 SH   SOLE   36,691 0 21,659
INVACARE CORP COMMON STOCK USD COM 461203101 725 50,114 SH   SOLE   20,054 0 30,060
INVENSENSE INC COM 46123D205 643 69,235 SH   SOLE   39,765 0 29,470
INVENTURE FOODS INC COM COM 461212102 149 16,761 SH   SOLE   9,376 0 7,385
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 19,260 616,704 SH   SOLE   359,269 0 257,435
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,081 169,977 SH   SOLE   57,472 0 112,505
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 694 52,009 SH   SOLE   22,959 0 29,050
INVESTORS BANCORP INC COMMON S COM 46146L101 5,923 479,990 SH   SOLE   178,336 0 301,654
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,370 176,993 SH   SOLE   61,513 0 115,480
INVIVO THERAPEUTICS HLDGS COM 46186M209 198 22,924 SH   SOLE   12,824 0 10,100
ION GEOPHYSICAL CORP COMMON ST COM 462044108 86 220,074 SH   SOLE   98,894 0 121,180
IPC HEALTHCARE INC COM 44984A105 1,777 22,878 SH   SOLE   12,831 0 10,047
IPG PHOTONICS CORP COMMON STOC COM 44980X109 4,554 59,948 SH   SOLE   48,845 0 11,103
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 723 117,526 SH   SOLE   48,066 0 69,460
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,326 45,493 SH   SOLE   20,643 0 24,850
IRON MOUNTAIN INC COMMON STOCK COM 46284V101 8,340 268,849 SH   SOLE   159,410 0 109,439
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,155 110,875 SH   SOLE   62,580 0 48,295
ISHARES LEHMAN AGGREGATE BOND COM 464287226 3,209 29,287 SH   SOLE   16,517 0 12,770
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 4,177 44,918 SH   SOLE   40,018 0 4,900
ISHARES RUSSELL 1000 INDEX COM 464287622 11,270 105,282 SH   SOLE   105,282 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 2,001 21,450 SH   SOLE   21,450 0 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 913 6,815 SH   SOLE   2,890 0 3,925
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 568 5,200 SH   SOLE   0 0 5,200
ISHARES RUSSELL MID CAP GROWTH COM 464287481 3,258 36,770 SH   SOLE   36,770 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 581 3,735 SH   SOLE   2,000 0 1,735
ISHARES S&P SMALLCAP 600 COM 464287804 450 4,220 SH   SOLE   4,220 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 5,197 128,583 SH   SOLE   91,413 0 37,170
ISLE OF CAPRI CASINOS COMMON S COM 464592104 374 21,423 SH   SOLE   11,283 0 10,140
ISTAR INC COM 45031U101 1,724 137,006 SH   SOLE   56,036 0 80,970
ITAU UNIBANCO BANCO ADR COM 465562106 210 31,693 SH   SOLE   31,693 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 4,910 147,268 SH   SOLE   98,805 0 48,463
ITRON INC COMMON STOCK NPV COM 465741106 1,935 60,653 SH   SOLE   24,813 0 35,840
ITT CORP COM 450911201 4,621 138,219 SH   SOLE   111,686 0 26,533
IXIA COMMON STOCK NPV COM 45071R109 1,040 71,794 SH   SOLE   42,264 0 29,530
IXYS CORPORATION COMMON STOCK COM 46600W106 376 33,684 SH   SOLE   12,724 0 20,960
J + J SNACK FOODS CORP COMMON COM 466032109 2,943 25,891 SH   SOLE   18,380 0 7,511
J GLOBAL INC COM 48123V102 4,557 64,315 SH   SOLE   43,225 0 21,090
J. ALEXANDERS HOLDINGS INC COM 46609J106 182 18,222 SH   SOLE   6,530 0 11,692
J.C. PENNEY CO INC COMMON STOC COM 708160106 4,233 455,685 SH   SOLE   360,065 0 95,620
JABIL CIRCUIT INC COMMON STOCK COM 466313103 6,560 293,245 SH   SOLE   241,953 0 51,292
JACK HENRY + ASSOCIATES INC CO COM 426281101 12,249 175,960 SH   SOLE   150,604 0 25,356
JACK IN THE BOX INC COMMON STO COM 466367109 5,661 73,478 SH   SOLE   56,313 0 17,165
JACOBS ENGINEERING GROUP INC C COM 469814107 5,508 147,166 SH   SOLE   89,308 0 57,858
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 226 26,496 SH   SOLE   9,256 0 17,240
JAMBA INC COMMON STOCK USD.001 COM 47023A309 177 12,455 SH   SOLE   7,364 0 5,091
JAMES RIVER GROUP HLDGS COM G5005R107 333 12,392 SH   SOLE   3,092 0 9,300
JANUS CAPITAL GROUP INC COMMON COM 47102X105 4,294 315,734 SH   SOLE   185,814 0 129,920
JARDEN CORP COMMON STOCK USD.0 COM 471109108 16,991 347,601 SH   SOLE   287,332 0 60,269
JAZZ PHARMACEUTICALS PLC COM G50871105 6,986 52,601 SH   SOLE   37,212 0 15,389
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 11,802 457,992 SH   SOLE   390,752 0 67,240
JG WENTWORTH COMPANY COM 46618D108 87 17,743 SH   SOLE   5,643 0 12,100
JIVE SOFTWARE INC COM COM 47760A108 192 41,216 SH   SOLE   23,446 0 17,770
JM SMUCKER CO/THE COMMON STOCK COM 832696405 16,144 141,504 SH   SOLE   77,256 0 64,248
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,385 36,206 SH   SOLE   23,169 0 13,037
JOHNSON + JOHNSON COMMON STOCK COM 478160104 334,389 3,582,099 SH   SOLE   2,349,573 0 1,232,526
JOHNSON CONTROLS INC COMMON ST COM 478366107 36,860 891,207 SH   SOLE   547,277 0 343,930
JONES ENERGY INC-A COM 48019R108 171 35,769 SH   SOLE   11,369 0 24,400
JONES LANG LASALLE INC COMMON COM 48020Q107 11,621 80,832 SH   SOLE   65,171 0 15,661
JOURNAL MEDIA GROUP INC COM 48114A109 268 35,765 SH   SOLE   14,855 0 20,910
JOY GLOBAL INC COMMON STOCK US COM 481165108 2,124 142,242 SH   SOLE   80,698 0 61,544
JPMORGAN CHASE + CO COMMON STO COM 46625H100 307,806 5,048,484 SH   SOLE   3,063,328 0 1,985,156
JUNIPER NETWORKS INC COMMON ST COM 48203R104 13,290 516,909 SH   SOLE   298,262 0 218,647
JUNO THERAPEUTICS INC COM 48205A109 423 10,384 SH   SOLE   7,602 0 2,782
K12 INC COMMON STOCK USD.0001 COM 48273U102 557 44,743 SH   SOLE   15,383 0 29,360
K2M GROUP HLDGS INC COM 48273J107 280 15,043 SH   SOLE   8,333 0 6,710
KADANT INC COMMON STOCK USD.01 COM 48282T104 703 18,023 SH   SOLE   7,349 0 10,674
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,303 28,697 SH   SOLE   16,198 0 12,499
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,663 46,376 SH   SOLE   21,956 0 24,420
KANSAS CITY LIFE INS CO COMMON COM 484836101 301 6,398 SH   SOLE   2,468 0 3,930
KANSAS CITY SOUTHERN COMMON ST COM 485170302 12,585 138,480 SH   SOLE   78,052 0 60,428
KAPSTONE PAPER AND PACKAGING C COM 48562P103 1,800 109,049 SH   SOLE   71,744 0 37,305
KAR AUCTION SERVICES INC COMMO COM 48238T109 4,046 113,976 SH   SOLE   80,527 0 33,449
KARYOPHARM THERAPEUTICS INC COM 48576U106 218 20,746 SH   SOLE   11,616 0 9,130
KATE SPADE & CO COM 485865109 4,042 211,506 SH   SOLE   173,693 0 37,813
KB HOME COMMON STOCK USD1. COM 48666K109 2,551 188,276 SH   SOLE   110,506 0 77,770
KBR INC COMMON STOCK USD.001 COM 48242W106 3,478 208,750 SH   SOLE   165,818 0 42,932
KCG HOLDINGS INC CL A COM 48244B100 551 50,184 SH   SOLE   19,555 0 30,629
KEARNY FINANCIAL CORP/MD COM 48716P108 1,359 118,519 SH   SOLE   36,074 0 82,445
KELLOGG CO COMMON STOCK USD.25 COM 487836108 26,326 395,586 SH   SOLE   233,821 0 161,765
KELLY SERVICES INC CL A COMMON COM 488152208 660 46,660 SH   SOLE   20,390 0 26,270
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,421 96,717 SH   SOLE   57,217 0 39,500
KENNAMETAL INC COMMON STOCK US COM 489170100 2,857 114,798 SH   SOLE   92,670 0 22,128
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,594 117,024 SH   SOLE   42,454 0 74,570
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 351 99,631 SH   SOLE   55,281 0 44,350
KEURIG GREEN MOUNTAIN INC COM 49271M100 9,936 190,572 SH   SOLE   119,336 0 71,236
KEY ENERGY SERVICES INC COMMON COM 492914106 98 208,153 SH   SOLE   72,883 0 135,270
KEYCORP COMMON STOCK USD1. COM 493267108 14,916 1,146,514 SH   SOLE   636,345 0 510,169
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,750 283,731 SH   SOLE   234,021 0 49,710
KEYW HOLDING CORP/THE COMMON S COM 493723100 272 44,308 SH   SOLE   16,148 0 28,160
KFORCE INC COMMON STOCK USD.01 COM 493732101 728 27,689 SH   SOLE   14,849 0 12,840
KILROY REALTY CORP REIT USD.01 COM 49427F108 8,899 136,567 SH   SOLE   105,531 0 31,036
KIMBALL ELECTRONICS INC COM 49428J109 474 39,722 SH   SOLE   13,807 0 25,915
KIMBALL INTERNATIONAL INC COM 494274103 398 42,040 SH   SOLE   17,052 0 24,988
KIMBERLY CLARK CORP COMMON STO COM 494368103 58,269 534,385 SH   SOLE   334,229 0 200,156
KIMCO REALTY CORP REIT USD.01 COM 49446R109 13,522 553,497 SH   SOLE   298,053 0 255,444
KINDER MORGAN INC COMMON STOCK COM 49456B101 62,637 2,262,888 SH   SOLE   1,358,951 0 903,937
KINDRED HEALTHCARE INC COMMON COM 494580103 2,113 134,182 SH   SOLE   60,441 0 73,741
KING DIGITAL ENTERTAINMENT COM G5258J109 851 62,816 SH   SOLE   47,446 0 15,370
KINROSS GOLD CORP ADR COM 496902404 21 12,050 SH   SOLE   12,050 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 4,894 79,004 SH   SOLE   64,478 0 14,526
KIRKLAND S INC COMMON STOCK NP COM 497498105 411 19,102 SH   SOLE   12,012 0 7,090
KITE PHARMA INC COM 49803L109 1,454 26,108 SH   SOLE   14,658 0 11,450
KITE REALTY GROUP TRUST REIT U COM 49803T300 2,930 123,043 SH   SOLE   46,571 0 76,472
KLA TENCOR CORPORATION COMMON COM 482480100 11,292 225,842 SH   SOLE   138,852 0 86,990
KLX INC. COM 482539103 4,245 118,762 SH   SOLE   73,047 0 45,715
KMG CHEMICALS INC COMMON STOCK COM 482564101 200 10,382 SH   SOLE   5,372 0 5,010
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,243 93,467 SH   SOLE   66,687 0 26,780
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,321 60,112 SH   SOLE   39,407 0 20,705
KNOWLES CORP COM 49926D109 3,507 190,278 SH   SOLE   110,838 0 79,440
KOHLS CORP COMMON STOCK USD.01 COM 500255104 12,433 268,474 SH   SOLE   154,019 0 114,455
KOPIN CORP COMMON STOCK USD.01 COM 500600101 326 103,663 SH   SOLE   47,483 0 56,180
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 491 24,337 SH   SOLE   15,187 0 9,150
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,355 71,199 SH   SOLE   39,140 0 32,059
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 499 89,496 SH   SOLE   58,580 0 30,916
KRAFT HEINZ CO/THE COM 500754106 57,700 817,516 SH   SOLE   512,240 0 305,276
KRATON PERFORMANCE POLYMERS CO COM 50077C106 858 47,927 SH   SOLE   19,367 0 28,560
KRATOS DEFENSE + SECURITY COMM COM 50077B207 269 63,680 SH   SOLE   20,278 0 43,402
KRISPY KREME DOUGHNUTS INC COM COM 501014104 959 65,533 SH   SOLE   36,573 0 28,960
KROGER CO COMMON STOCK USD1. COM 501044101 49,267 1,365,872 SH   SOLE   893,968 0 471,904
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 181 29,170 SH   SOLE   9,570 0 19,600
KULICKE + SOFFA INDUSTRIES COM COM 501242101 168 18,252 SH   SOLE   13,552 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 169 16,947 SH   SOLE   9,477 0 7,470
Kythera Biopharmaceuticals, In COM 501570105 1,935 25,811 SH   SOLE   14,276 0 11,535
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 10,189 97,488 SH   SOLE   56,973 0 40,515
L BRANDS INC COM 501797104 35,928 398,623 SH   SOLE   253,317 0 145,306
LA JOLLA PHARMACEUTICAL COM 503459604 282 10,147 SH   SOLE   5,747 0 4,400
LA QUINTA HLDGS INC COM 50420D108 1,301 82,467 SH   SOLE   46,727 0 35,740
LA Z BOY INC COMMON STOCK USD1 COM 505336107 2,025 76,227 SH   SOLE   38,127 0 38,100
LABORATORY CRP OF AMER HLDGS C COM 50540R409 17,505 161,383 SH   SOLE   96,420 0 64,963
LACLEDE GROUP INC/THE COMMON S COM 505597104 3,795 69,599 SH   SOLE   30,053 0 39,546
LADDER CAPITAL CORP CL A COM 505743104 729 50,883 SH   SOLE   17,213 0 33,670
LADENBURG THALMANN FINANCIAL C COM 50575Q102 286 135,579 SH   SOLE   52,119 0 83,460
LAKELAND BANCORP INC COMMON ST COM 511637100 559 50,341 SH   SOLE   18,346 0 31,995
LAKELAND FINANCIAL CORP COMMON COM 511656100 1,123 24,883 SH   SOLE   10,774 0 14,109
LAM RESEARCH CORP COMMON STOCK COM 512807108 15,615 239,014 SH   SOLE   150,304 0 88,710
LAMAR ADVERTISING CO-A COM 512816109 8,125 155,718 SH   SOLE   126,705 0 29,013
LANCASTER COLONY CORP COMMON S COM 513847103 3,654 37,484 SH   SOLE   26,169 0 11,315
LANDAUER INC COMMON STOCK USD. COM 51476K103 430 11,624 SH   SOLE   7,219 0 4,405
LANDEC CORP COMMON STOCK USD.0 COM 514766104 419 35,870 SH   SOLE   13,610 0 22,260
LANDS END INC COM COM 51509F105 609 22,543 SH   SOLE   8,079 0 14,464
LANDSTAR SYSTEM INC COMMON STO COM 515098101 5,475 86,263 SH   SOLE   71,791 0 14,472
LANNETT CO INC COMMON STOCK US COM 516012101 1,363 32,822 SH   SOLE   21,507 0 11,315
LAREDO PETROLEUM INC COM 516806106 705 74,744 SH   SOLE   47,377 0 27,367
LAS VEGAS SANDS CORP COMMON ST COM 517834107 10,894 286,905 SH   SOLE   202,776 0 84,129
LASALLE HOTEL PROPERTIES REIT COM 517942108 7,554 266,069 SH   SOLE   154,976 0 111,093
LATTICE SEMICONDUCTOR CORP COM COM 518415104 588 152,802 SH   SOLE   67,382 0 85,420
LAZARD LTD CL A LTD PART USD.0 COM G54050102 5,094 117,649 SH   SOLE   86,012 0 31,637
LDR HOLDING CORP COM 50185U105 758 21,950 SH   SOLE   12,230 0 9,720
LEAR CORP COMMON STOCK USD.01 COM 521865204 7,695 70,740 SH   SOLE   46,947 0 23,793
LEGACYTEXAS FINANCIAL GROUP IN COM 52471Y106 2,092 68,629 SH   SOLE   28,225 0 40,404
LEGG MASON INC COMMON STOCK US COM 524901105 6,281 150,955 SH   SOLE   91,598 0 59,357
LEGGETT + PLATT INC COMMON STO COM 524660107 9,036 219,063 SH   SOLE   138,678 0 80,385
LEIDOS HOLDINGS INC COM 525327102 4,456 107,861 SH   SOLE   87,660 0 20,201
LENDINGCLUB CORP COM 52603A109 681 51,446 SH   SOLE   39,867 0 11,579
LENDINGTREE INC COM 52603B107 630 6,775 SH   SOLE   4,086 0 2,689
LENNAR CORP A COMMON STOCK USD COM 526057104 11,892 247,088 SH   SOLE   149,111 0 97,977
LENNAR CORP B COM COM 526057302 208 5,242 SH   SOLE   3,162 0 2,080
LENNOX INTERNATIONAL INC COMMO COM 526107107 7,749 68,376 SH   SOLE   55,618 0 12,758
LEUCADIA NATIONAL CORP COMMON COM 527288104 8,788 433,778 SH   SOLE   251,816 0 181,962
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 16,900 386,825 SH   SOLE   229,169 0 157,656
LEXICON PHARMACEUTICALS INC CO COM 528872302 513 47,723 SH   SOLE   19,472 0 28,251
LEXINGTON REALTY TRUST REIT US COM 529043101 2,913 359,664 SH   SOLE   166,503 0 193,161
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,122 107,724 SH   SOLE   83,770 0 23,954
LGI HOMES INC COM 50187T106 445 16,378 SH   SOLE   6,268 0 10,110
LHC GROUP INC COMMON STOCK USD COM 50187A107 964 21,522 SH   SOLE   9,677 0 11,845
LIBBEY INC COMMON STOCK USD.01 COM 529898108 720 22,086 SH   SOLE   12,576 0 9,510
LIBERTY BROADBAND CORP. CLASS- COM 530307107 1,202 23,362 SH   SOLE   13,325 0 10,037
LIBERTY BROADBAND CORP. CLASS- COM 530307305 2,364 46,199 SH   SOLE   32,135 0 14,064
LIBERTY INTERACTIVE CORP QVC A COM 53071M104 11,871 452,559 SH   SOLE   300,732 0 151,827
LIBERTY MEDIA CORP COM 531229102 3,352 93,836 SH   SOLE   52,462 0 41,374
LIBERTY MEDIA CORP - C SHARES COM 531229300 4,968 144,180 SH   SOLE   98,516 0 45,664
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,346 233,139 SH   SOLE   182,493 0 50,646
LIBERTY TRIPADVISOR HDG-A COM 531465102 2,196 99,053 SH   SOLE   41,118 0 57,935
LIBERTY VENTURES SER A COM COM 53071M880 5,975 148,072 SH   SOLE   104,298 0 43,774
LIFEPOINT HEALTH INC COM 53219L109 4,472 63,072 SH   SOLE   50,459 0 12,613
LIFETIME BRANDS INC COMMON STO COM 53222Q103 196 14,029 SH   SOLE   5,099 0 8,930
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,817 21,211 SH   SOLE   14,416 0 6,795
LIMELIGHT NETWORKS INC COMMON COM 53261M104 155 80,995 SH   SOLE   29,535 0 51,460
LIMONEIRA CO COMMON STOCK USD. COM 532746104 175 10,468 SH   SOLE   6,128 0 4,340
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 7,843 149,592 SH   SOLE   122,595 0 26,997
LINCOLN NATIONAL CORP COMMON S COM 534187109 15,694 330,674 SH   SOLE   191,309 0 139,365
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,512 22,298 SH   SOLE   15,386 0 6,912
LINEAR TECHNOLOGY CORP COMMON COM 535678106 16,237 402,395 SH   SOLE   274,162 0 128,233
LINKEDIN CORP A COMMON STOCK COM 53578A108 20,007 105,230 SH   SOLE   71,411 0 33,819
LION BIOTECHNOLOGIES INC COM 53619R102 236 40,985 SH   SOLE   22,085 0 18,900
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 280 56,616 SH   SOLE   32,266 0 24,350
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,996 81,405 SH   SOLE   57,550 0 23,855
LIQUIDITY SERVICES INC COMMON COM 53635B107 279 37,749 SH   SOLE   15,669 0 22,080
LITHIA MOTORS INC CL A COMMON COM 536797103 3,257 30,130 SH   SOLE   20,301 0 9,829
LITTELFUSE INC COMMON STOCK US COM 537008104 2,636 28,916 SH   SOLE   17,363 0 11,553
LIVE NATION ENTERTAINMENT IN C COM 538034109 5,825 242,293 SH   SOLE   197,213 0 45,080
LIVEPERSON INC COMMON STOCK US COM 538146101 449 59,417 SH   SOLE   37,707 0 21,710
LKQ CORP COMMON STOCK USD.01 COM 501889208 15,270 538,442 SH   SOLE   444,079 0 94,363
LLOYDS TSB GROUP PLC ADR COM 539439109 637 138,459 SH   SOLE   138,459 0 0
LOCKHEED MARTIN CORP COMMON ST COM 539830109 75,224 362,857 SH   SOLE   249,533 0 113,324
LOEWS CORP COMMON STOCK USD.01 COM 540424108 14,885 411,877 SH   SOLE   228,503 0 183,374
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,912 28,046 SH   SOLE   17,476 0 10,570
LORAL SPACE + COMMUNICATIONS C COM 543881106 717 15,235 SH   SOLE   8,800 0 6,435
LOUISIANA PACIFIC CORP COMMON COM 546347105 3,859 270,995 SH   SOLE   204,345 0 66,650
LOWE S COS INC COMMON STOCK US COM 548661107 95,764 1,389,491 SH   SOLE   909,797 0 479,694
LPL FINANCIAL HOLDINGS INC COM 50212V100 2,875 72,282 SH   SOLE   51,090 0 21,192
LSB INDUSTRIES INC COMMON STOC COM 502160104 490 31,979 SH   SOLE   15,729 0 16,250
LSI INDUSTRIES INC COMMON STOC COM 50216C108 254 30,112 SH   SOLE   11,932 0 18,180
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,348 78,452 SH   SOLE   45,820 0 32,632
LULULEMON ATHLETICA INC COM 550021109 4,928 97,299 SH   SOLE   68,899 0 28,400
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 529 40,244 SH   SOLE   16,666 0 23,578
LUMENTUM HOLDINGS INC COM 55024U109 776 45,806 SH   SOLE   32,504 0 13,302
LUMINEX CORP COMMON STOCK USD. COM 55027E102 1,130 66,817 SH   SOLE   31,822 0 34,995
LUMOS NETWORKS CORP COM 550283105 297 24,430 SH   SOLE   13,640 0 10,790
LUXOFT HOLDINGS INC COM COM G57279104 1,000 15,807 SH   SOLE   8,737 0 7,070
LYDALL INC COMMON STOCK USD.1 COM 550819106 649 22,774 SH   SOLE   11,044 0 11,730
LYON WILLIAM HOMES COM COM 552074700 477 23,167 SH   SOLE   8,067 0 15,100
LYONDELLBASELL INDU CL A COMMO COM N53745100 41,504 497,891 SH   SOLE   324,050 0 173,841
LifeLock, Inc. COM 53224V100 735 83,850 SH   SOLE   47,875 0 35,975
M + T BANK CORP COMMON STOCK U COM 55261F104 20,399 167,276 SH   SOLE   94,076 0 73,200
M/I HOMES INC COMMON STOCK USD COM 55305B101 875 37,114 SH   SOLE   18,304 0 18,810
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 581 20,043 SH   SOLE   10,963 0 9,080
MACERICH CO/THE REIT USD.01 COM 554382101 15,607 203,168 SH   SOLE   108,509 0 94,659
MACK CALI REALTY CORP REIT USD COM 554489104 3,619 191,667 SH   SOLE   103,367 0 88,300
MACQUARIE INFRASTRUCTURE LL COM 55608B105 3,138 42,032 SH   SOLE   27,442 0 14,590
MACROGENICS INC COM 556099109 572 26,714 SH   SOLE   14,374 0 12,340
MACY S INC COMMON STOCK USD.01 COM 55616P104 28,605 557,380 SH   SOLE   362,655 0 194,725
MADISON SQUARE GARDEN CO-A COM 55825T103 4,604 63,821 SH   SOLE   44,549 0 19,272
MAGELLAN HEALTH INC COMMON STO COM 559079207 2,597 46,854 SH   SOLE   20,982 0 25,872
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 67 196,687 SH   SOLE   110,047 0 86,640
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 1,036 74,672 SH   SOLE   34,765 0 39,907
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 683 33,528 SH   SOLE   12,249 0 21,279
MALIBU BOATS INC A COM 56117J100 214 15,290 SH   SOLE   8,590 0 6,700
MALLINCKRODT PLC COM COM G5785G107 11,052 172,853 SH   SOLE   97,222 0 75,631
MANHATTAN ASSOCIATES INC COMMO COM 562750109 8,951 143,668 SH   SOLE   108,020 0 35,648
MANITOWOC COMPANY INC COMMON S COM 563571108 3,170 211,322 SH   SOLE   78,684 0 132,638
MANNKIND CORP COMMON STOCK USD COM 56400P201 744 231,921 SH   SOLE   128,816 0 103,105
MANPOWER INC COMMON STOCK USD. COM 56418H100 9,361 114,314 SH   SOLE   93,536 0 20,778
MANTECH INTERNATIONAL CORP A C COM 564563104 917 35,666 SH   SOLE   13,766 0 21,900
MANULIFE FINANCIAL CORP COM COM 56501R106 301 19,470 SH   SOLE   19,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 13,829 897,959 SH   SOLE   515,378 0 382,581
MARATHON PETROLEUM CORP COMMON COM 56585A102 34,722 749,455 SH   SOLE   460,385 0 289,070
MARCHEX INC CLASS B COMMON STO COM 56624R108 183 45,488 SH   SOLE   15,548 0 29,940
MARCUS & MILLICHAP INC COM 566324109 528 11,483 SH   SOLE   6,303 0 5,180
MARCUS CORPORATION COMMON STOC COM 566330106 599 30,997 SH   SOLE   13,187 0 17,810
MARIN SOFTWARE INC COM 56804T106 115 36,847 SH   SOLE   13,427 0 23,420
MARINE PRODUCTS CORP COMMON ST COM 568427108 110 15,881 SH   SOLE   6,471 0 9,410
MARINEMAX INC COMMON STOCK USD COM 567908108 633 44,828 SH   SOLE   26,708 0 18,120
MARKEL CORP COMMON STOCK NPV COM 570535104 8,477 10,572 SH   SOLE   6,637 0 3,935
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 5,805 62,504 SH   SOLE   45,091 0 17,413
MARKETO INC COM 57063L107 861 30,299 SH   SOLE   16,994 0 13,305
MARLIN BUSINESS SERVICES INC C COM 571157106 222 14,417 SH   SOLE   4,887 0 9,530
MARRIOTT INTERNATIONAL CL A CO COM 571903202 23,607 346,148 SH   SOLE   225,597 0 120,551
MARRIOTT VACATIONS WORLD COM 57164Y107 2,986 43,822 SH   SOLE   26,277 0 17,545
MARSH + MCLENNAN COS COMMON ST COM 571748102 41,318 791,221 SH   SOLE   519,212 0 272,009
MARTEN TRANSPORT LTD COMMON ST COM 573075108 995 61,553 SH   SOLE   39,993 0 21,560
MARTHA STEWART LIVING CL A CO COM 573083102 192 32,265 SH   SOLE   15,675 0 16,590
MARTIN MARIETTA MATERIALS COMM COM 573284106 13,271 87,339 SH   SOLE   51,504 0 35,835
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 3,249 358,985 SH   SOLE   224,925 0 134,060
MASCO CORP COMMON STOCK USD1. COM 574599106 13,500 536,129 SH   SOLE   315,636 0 220,493
MASIMO CORPORATION COMMON STOC COM 574795100 1,961 50,848 SH   SOLE   30,818 0 20,030
MASONITE INTL CORP NEW COM 575385109 1,704 28,122 SH   SOLE   16,332 0 11,790
MASTEC INC COMMON STOCK USD.1 COM 576323109 1,562 98,697 SH   SOLE   38,047 0 60,650
MASTERCARD INC CLASS A COMMON COM 57636Q104 128,963 1,431,019 SH   SOLE   925,004 0 506,015
MATADOR RESOURCES COM COM 576485205 1,634 78,770 SH   SOLE   37,090 0 41,680
MATERION CORP COMMON STOCK NPV COM 576690101 1,154 38,443 SH   SOLE   19,866 0 18,577
MATRIX SERVICE CO COMMON STOCK COM 576853105 962 42,831 SH   SOLE   18,001 0 24,830
MATSON INC. COM 57686G105 1,947 50,572 SH   SOLE   29,837 0 20,735
MATTEL INC COMMON STOCK USD1. COM 577081102 9,528 452,398 SH   SOLE   259,261 0 193,137
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,733 55,812 SH   SOLE   26,576 0 29,236
MATTRESS FIRM HOLDING CORP COM 57722W106 747 17,895 SH   SOLE   9,900 0 7,995
MATTSON TECHNOLOGY INC COM COM 577223100 148 63,549 SH   SOLE   30,349 0 33,200
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,707 230,763 SH   SOLE   151,632 0 79,131
MAXIMUS INC COMMON STOCK NPV COM 577933104 8,695 145,986 SH   SOLE   114,916 0 31,070
MAXLINEAR INC CLASS A COMMON S COM 57776J100 566 45,531 SH   SOLE   25,702 0 19,829
MB FINANCIAL INC COMMON STOCK COM 55264U108 3,930 120,419 SH   SOLE   51,790 0 68,629
MBIA INC COMMON STOCK USD1. COM 55262C100 1,286 211,452 SH   SOLE   71,052 0 140,400
MCCORMICK + CO NON VTG SHRS CO COM 579780206 18,953 230,633 SH   SOLE   143,107 0 87,526
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,437 334,191 SH   SOLE   115,151 0 219,040
MCDONALD S CORP COMMON STOCK U COM 580135101 139,448 1,415,280 SH   SOLE   922,871 0 492,409
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,509 56,550 SH   SOLE   32,320 0 24,230
MCGRAW HILL FINANCIAL INC COM 580645109 36,959 427,276 SH   SOLE   269,252 0 158,024
MCKESSON CORP COMMON STOCK USD COM 58155Q103 58,709 317,296 SH   SOLE   197,986 0 119,310
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,095 80,010 SH   SOLE   50,280 0 29,730
MDC PARTNERS INC CL A COMMON S COM 552697104 945 51,252 SH   SOLE   20,097 0 31,155
MDU RESOURCES GROUP INC COMMON COM 552690109 4,941 287,272 SH   SOLE   229,574 0 57,698
MEAD JOHNSON NUTRITION CO COMM COM 582839106 22,798 323,835 SH   SOLE   198,384 0 125,451
MEDASSETS INC COMMON STOCK USD COM 584045108 1,388 69,196 SH   SOLE   42,291 0 26,905
MEDGENICS INC COM 58436Q203 110 14,055 SH   SOLE   6,555 0 7,500
MEDIA GEN INC COM 58441K100 1,751 125,147 SH   SOLE   43,007 0 82,140
MEDICAL PROPERTIES TRUST INC R COM 58463J304 4,149 375,100 SH   SOLE   158,840 0 216,260
MEDICINES COMPANY COMMON STOCK COM 584688105 4,063 107,040 SH   SOLE   50,950 0 56,090
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 2,628 62,399 SH   SOLE   39,621 0 22,778
MEDIFAST INC COMMON STOCK USD. COM 58470H101 343 12,772 SH   SOLE   7,882 0 4,890
MEDIVATION INC COMMON STOCK US COM 58501N101 6,589 155,038 SH   SOLE   107,648 0 47,390
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 13,007 169,381 SH   SOLE   139,298 0 30,083
MEDTRONIC PLC COM G5960L103 121,511 1,815,226 SH   SOLE   1,091,734 0 723,492
MEMORIAL RESOURCES DEVELOPMENT COM 58605q109 1,171 66,626 SH   SOLE   49,588 0 17,038
MEN S WEARHOUSE INC/THE COMMON COM 587118100 2,632 61,899 SH   SOLE   41,114 0 20,785
MENTOR GRAPHICS CORP COMMON ST COM 587200106 5,574 226,299 SH   SOLE   136,539 0 89,760
MERCANTILE BANK CORP COM COM 587376104 453 21,801 SH   SOLE   7,621 0 14,180
MERCHANTS BANCSHARES INC COMMO COM 588448100 210 7,147 SH   SOLE   2,937 0 4,210
MERCK + CO. INC. COMMON STOCK COM 58933Y105 182,550 3,696,102 SH   SOLE   2,429,909 0 1,266,193
MERCURY GENERAL CORP COMMON ST COM 589400100 2,491 49,309 SH   SOLE   41,786 0 7,523
MERCURY SYSTEMS INC COM 589378108 795 49,938 SH   SOLE   20,988 0 28,950
MEREDITH CORP COMMON STOCK USD COM 589433101 4,070 95,594 SH   SOLE   61,574 0 34,020
MERGE HEALTHCARE INC COMMON ST COM 589499102 472 66,419 SH   SOLE   36,719 0 29,700
MERIDIAN BANCORP INC COM 58958U103 823 60,227 SH   SOLE   17,555 0 42,672
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 1,928 112,749 SH   SOLE   90,639 0 22,110
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 1,526 63,823 SH   SOLE   26,568 0 37,255
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,373 64,985 SH   SOLE   29,629 0 35,356
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,236 116,260 SH   SOLE   52,670 0 63,590
MERRIMACK PHARMACEUTICALS INC COM 590328100 871 102,320 SH   SOLE   56,865 0 45,455
MESA LABS INC COM COM 59064R109 303 2,722 SH   SOLE   1,584 0 1,138
META FINL GROUP INC COM COM 59100U108 349 8,358 SH   SOLE   2,488 0 5,870
METALDYNE PERFORMANCE GROUP COM 59116R107 212 10,089 SH   SOLE   3,639 0 6,450
METHODE ELECTRONICS INC COMMON COM 591520200 1,616 50,648 SH   SOLE   33,458 0 17,190
METLIFE INC COMMON STOCK USD.0 COM 59156R108 64,854 1,375,475 SH   SOLE   824,740 0 550,735
METRO BANCORP INC COMMON STOCK COM 59161R101 484 16,475 SH   SOLE   6,475 0 10,000
METTLER TOLEDO INTERNATIONAL C COM 592688105 15,203 53,393 SH   SOLE   44,785 0 8,608
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,105 309,164 SH   SOLE   210,996 0 98,168
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,623 63,689 SH   SOLE   32,732 0 30,957
MGIC INVESTMENT CORP COMMON ST COM 552848103 3,926 423,945 SH   SOLE   197,690 0 226,255
MGM RESORTS INTERNATIONAL COMM COM 552953101 5,603 303,695 SH   SOLE   184,855 0 118,840
MICHAEL KORS HOLDINGS COM G60754101 11,788 279,083 SH   SOLE   173,339 0 105,744
MICHAELS COS INC COM 59408Q106 1,201 51,971 SH   SOLE   38,764 0 13,207
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,084 303,642 SH   SOLE   192,814 0 110,828
MICRON TECHNOLOGY INC COMMON S COM 595112103 21,896 1,461,707 SH   SOLE   888,468 0 573,239
MICROSEMI CORP COMMON STOCK US COM 595137100 3,787 115,372 SH   SOLE   74,177 0 41,195
MICROSOFT CORP COMMON STOCK US COM 594918104 502,409 11,351,301 SH   SOLE   7,147,241 0 4,204,060
MICROSTRATEGY INC CL A COMMON COM 594972408 2,350 11,959 SH   SOLE   7,912 0 4,047
MID AMERICA APARTMENT COMM REI COM 59522J103 9,199 112,366 SH   SOLE   87,671 0 24,695
MIDDLEBY CORP COMMON STOCK USD COM 596278101 5,398 51,315 SH   SOLE   35,823 0 15,492
MIDDLESEX WATER CO COMMON STOC COM 596680108 557 23,382 SH   SOLE   9,642 0 13,740
MIDWEDTONE FINL GROUP COM 598511103 303 10,340 SH   SOLE   3,750 0 6,590
MILLENIAL MEDIA INC COM 60040N105 254 145,243 SH   SOLE   44,073 0 101,170
MILLER INDUSTRIES INC/TENN COM COM 600551204 307 15,687 SH   SOLE   5,592 0 10,095
MIMEDX GROUP INC COM 602496101 1,104 114,370 SH   SOLE   72,035 0 42,335
MINERALS TECHNOLOGIES INC COMM COM 603158106 3,444 71,516 SH   SOLE   55,086 0 16,430
MIRATI THERAPEUTICS INC COM 60468T105 297 8,637 SH   SOLE   4,587 0 4,050
MISTRAS GROUP INC COMMON STOCK COM 60649T107 236 18,379 SH   SOLE   8,704 0 9,675
MITSUBISHI FINL ADR COM 606822104 924 151,750 SH   SOLE   151,750 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 511 137,615 SH   SOLE   137,615 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,970 88,583 SH   SOLE   41,310 0 47,273
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,241 72,791 SH   SOLE   34,151 0 38,640
MOBILEIRON INC COM 60739U204 103 33,158 SH   SOLE   18,458 0 14,700
MODEL N INC COM 607525102 182 18,149 SH   SOLE   10,279 0 7,870
MODINE MANUFACTURING CO COMMON COM 607828100 574 72,879 SH   SOLE   26,800 0 46,079
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L206 151 52,913 SH   SOLE   18,431 0 34,482
MOELIS & CO COM 60786M105 418 15,929 SH   SOLE   8,329 0 7,600
MOHAWK INDUSTRIES INC COMMON S COM 608190104 16,211 89,174 SH   SOLE   53,276 0 35,898
MOLINA HEALTHCARE INC COMMON S COM 60855R100 5,155 74,874 SH   SOLE   57,564 0 17,310
MOLSON COORS BREWING CO B COM COM 60871R209 16,397 197,511 SH   SOLE   109,364 0 88,147
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 1,129 68,803 SH   SOLE   42,473 0 26,330
MONARCH CASINO + RESORT INC CO COM 609027107 296 16,449 SH   SOLE   5,999 0 10,450
MONDELEZ INTERNATIONAL INC COM 609207105 94,403 2,254,675 SH   SOLE   1,324,943 0 929,732
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 325 40,517 SH   SOLE   13,117 0 27,400
MONMOUTH REIT CLASS A REIT USD COM 609720107 828 84,884 SH   SOLE   31,424 0 53,460
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 2,098 225,314 SH   SOLE   73,914 0 151,400
MONOLITHIC POWER SYSTEMS INC C COM 609839105 2,552 49,834 SH   SOLE   32,139 0 17,695
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,773 81,274 SH   SOLE   66,034 0 15,240
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,276 48,491 SH   SOLE   34,106 0 14,385
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 57,723 676,387 SH   SOLE   434,875 0 241,512
MONSTER BEVERAGE CORP COM 61174X109 30,994 229,350 SH   SOLE   143,032 0 86,318
MONSTER WORLDWIDE INC COMMON S COM 611742107 915 142,481 SH   SOLE   58,921 0 83,560
MOODY S CORP COMMON STOCK USD. COM 615369105 27,995 285,085 SH   SOLE   179,777 0 105,308
MOOG INC CLASS A COMMON STOCK COM 615394202 3,466 64,111 SH   SOLE   30,606 0 33,505
MORGAN STANLEY COMMON STOCK US COM 617446448 64,993 2,063,262 SH   SOLE   1,239,360 0 823,902
MORGANS HOTEL GROUP CO COMMON COM 61748W108 116 34,819 SH   SOLE   14,669 0 20,150
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,669 20,797 SH   SOLE   14,620 0 6,177
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 13,129 422,026 SH   SOLE   232,501 0 189,525
MOTORCAR PARTS OF AMERICA IN C COM 620071100 513 16,358 SH   SOLE   8,863 0 7,495
MOTOROLA SOLUTIONS INC COMMON COM 620076307 20,499 299,785 SH   SOLE   189,494 0 110,291
MOVADO GROUP INC COMMON STOCK COM 624580106 670 25,924 SH   SOLE   11,234 0 14,690
MRC GLOBAL INC COM COM 55345K103 1,500 134,573 SH   SOLE   47,473 0 87,100
MSA SAFETY INC COM 553498106 2,583 64,613 SH   SOLE   46,538 0 18,075
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 5,863 96,075 SH   SOLE   82,995 0 13,080
MSCI INC A COMMON STOCK USD.01 COM 55354G100 10,696 179,892 SH   SOLE   145,295 0 34,597
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,524 41,992 SH   SOLE   34,397 0 7,595
MUELLER INDUSTRIES INC COMMON COM 624756102 2,423 81,907 SH   SOLE   46,392 0 35,515
MUELLER WATER PRODUCTS INC A C COM 624758108 1,100 143,631 SH   SOLE   82,136 0 61,495
MULTI COLOR CORP COMMON STOCK COM 625383104 890 11,639 SH   SOLE   6,679 0 4,960
MULTI FINELINE ELECTRONIX IN C COM 62541B101 240 14,371 SH   SOLE   4,631 0 9,740
MURPHY OIL CORP COMMON STOCK U COM 626717102 5,669 234,261 SH   SOLE   136,719 0 97,542
MURPHY USA INC COM 626755102 3,760 68,433 SH   SOLE   55,216 0 13,217
MYERS INDUSTRIES INC COMMON ST COM 628464109 417 31,135 SH   SOLE   19,405 0 11,730
MYLAN NV COM N59465109 20,005 496,904 SH   SOLE   341,997 0 154,907
MYR GROUP INC/DELAWARE COMMON COM 55405W104 818 31,211 SH   SOLE   13,511 0 17,700
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,592 69,160 SH   SOLE   35,300 0 33,860
N B T BANCORP INC COMMON STOCK COM 628778102 1,891 70,180 SH   SOLE   31,073 0 39,107
NABORS INDUSTRIES LTD COMMON S COM G6359F103 4,430 468,764 SH   SOLE   359,866 0 108,898
NACCO INDUSTRIES CL A COMMON S COM 629579103 334 7,022 SH   SOLE   2,911 0 4,111
NANOMETRICS INC COMMON STOCK N COM 630077105 452 37,253 SH   SOLE   16,173 0 21,080
NANOSTRING TECHNOLOGY COM 63009R109 184 11,507 SH   SOLE   6,257 0 5,250
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 8,111 152,096 SH   SOLE   86,518 0 65,578
NATIONAL BANKSHARES INC/VA COM COM 634865109 313 10,054 SH   SOLE   4,124 0 5,930
NATIONAL BEVERAGE CORP COMMON COM 635017106 933 30,357 SH   SOLE   23,467 0 6,890
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,042 77,662 SH   SOLE   30,882 0 46,780
NATIONAL FUEL GAS CO COMMON ST COM 636180101 6,283 125,717 SH   SOLE   101,098 0 24,619
NATIONAL GEN HLDGS CORP COM 636220303 920 47,678 SH   SOLE   15,978 0 31,700
NATIONAL GRID TRANS ADR COM 636274300 560 8,045 SH   SOLE   8,045 0 0
NATIONAL HEALTH TREND COM 63888P406 225 6,882 SH   SOLE   3,782 0 3,100
NATIONAL HEALTHCARE CORP COMMO COM 635906100 941 15,450 SH   SOLE   5,960 0 9,490
NATIONAL INSTRUMENTS CORP COMM COM 636518102 5,879 211,545 SH   SOLE   180,801 0 30,744
NATIONAL INTERSTATE CORP COMMO COM 63654U100 289 10,823 SH   SOLE   4,183 0 6,640
NATIONAL OILWELL VARCO INC COM COM 637071101 22,428 595,697 SH   SOLE   374,610 0 221,087
NATIONAL PRESTO INDS INC COMMO COM 637215104 762 9,043 SH   SOLE   3,944 0 5,099
NATIONAL RESEARCH CORP COMMON COM 637372202 120 10,068 SH   SOLE   6,008 0 4,060
NATIONAL RETAIL PROPERTIES REI COM 637417106 9,173 252,914 SH   SOLE   210,977 0 41,937
NATIONAL STORAGE AFFILIATE COM 637870106 273 20,143 SH   SOLE   10,243 0 9,900
NATIONAL WESTERN LIFE GROUP IN COM 638517102 883 3,966 SH   SOLE   1,776 0 2,190
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 710 51,195 SH   SOLE   17,095 0 34,100
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,508 61,023 SH   SOLE   31,528 0 29,495
NATL PENN BCSHS INC COMMON STO COM 637138108 2,583 219,840 SH   SOLE   96,022 0 123,818
NATURAL GAS SERVICES GROUP COM COM 63886Q109 349 18,063 SH   SOLE   7,373 0 10,690
NATURES SUNSHINE PRODS INC COM COM 639027101 174 14,489 SH   SOLE   5,719 0 8,770
NATUS MEDICAL INC COMMON STOCK COM 639050103 1,526 38,685 SH   SOLE   24,305 0 14,380
NAUTILUS INC COM COM 63910B102 445 29,640 SH   SOLE   15,655 0 13,985
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 337 147,957 SH   SOLE   76,207 0 71,750
NAVIENT CORP COM 63938C108 5,782 514,401 SH   SOLE   288,664 0 225,737
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,291 81,125 SH   SOLE   37,725 0 43,400
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,404 18,005 SH   SOLE   8,232 0 9,773
NAVIOS MARITIME ACQUISITIONS COM Y62159101 365 103,658 SH   SOLE   34,258 0 69,400
NAVIOS MARITIME HOLDINGS COM Y62196103 270 108,512 SH   SOLE   39,712 0 68,800
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 768 60,353 SH   SOLE   23,563 0 36,790
NCI BUILDING SYSTEMS INC COMMO COM 628852204 261 24,734 SH   SOLE   14,334 0 10,400
NCR CORPORATION COMMON STOCK U COM 62886E108 6,093 267,826 SH   SOLE   220,651 0 47,175
NEENAH PAPER INC COMMON STOCK COM 640079109 1,902 32,641 SH   SOLE   21,101 0 11,540
NEFF CORP COM 640094207 62 11,155 SH   SOLE   1,979 0 9,176
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,847 168,559 SH   SOLE   111,979 0 56,580
NELNET INC CL A COMMON STOCK U COM 64031N108 1,465 42,334 SH   SOLE   20,425 0 21,909
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,901 42,253 SH   SOLE   28,043 0 14,210
NEOGENOMICS INC COM 64049M209 254 44,355 SH   SOLE   24,055 0 20,300
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 241 35,316 SH   SOLE   11,816 0 23,500
NETAPP INC COMMON STOCK USD.00 COM 64110D104 12,509 422,594 SH   SOLE   249,691 0 172,903
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 60,339 584,338 SH   SOLE   372,595 0 211,743
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 1,606 55,043 SH   SOLE   23,627 0 31,416
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 6,445 182,216 SH   SOLE   122,456 0 59,760
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,163 37,703 SH   SOLE   24,882 0 12,821
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 3,602 90,517 SH   SOLE   52,657 0 37,860
NEUSTAR INC CLASS A COMMON STO COM 64126X201 3,367 123,747 SH   SOLE   80,667 0 43,080
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 859 38,469 SH   SOLE   16,199 0 22,270
NEVRO CORP COM 64157F103 659 14,195 SH   SOLE   7,795 0 6,400
NEW JERSEY RESOURCES CORP COMM COM 646025106 4,354 144,981 SH   SOLE   68,021 0 76,960
NEW MEDIA INVESTMENT GROUP COM 64704V106 915 59,189 SH   SOLE   20,848 0 38,341
NEW RESIDENTIAL INVESTMENT COM 64828T201 3,878 296,061 SH   SOLE   96,756 0 199,305
NEW SENIOR INVESTMENT GROUP COM 648691103 1,166 111,432 SH   SOLE   31,382 0 80,050
NEW YORK COMMUNITY BANCORP COM COM 649445103 12,269 679,327 SH   SOLE   555,202 0 124,125
NEW YORK MTGE TR INC COM COM 649604501 768 139,979 SH   SOLE   47,469 0 92,510
NEW YORK REIT INC COM 64976L109 2,211 219,788 SH   SOLE   72,288 0 147,500
NEW YORK TIMES CO A COMMON STO COM 650111107 3,239 274,247 SH   SOLE   162,526 0 111,721
NEWBRIDGE BANCORP COM 65080T102 392 45,916 SH   SOLE   15,736 0 30,180
NEWELL RUBBERMAID INC COMMON S COM 651229106 14,749 371,408 SH   SOLE   216,346 0 155,062
NEWFIELD EXPLORATION CO COMMON COM 651290108 6,648 202,059 SH   SOLE   113,427 0 88,632
NEWLINK GENETICS CORP COM 651511107 774 21,604 SH   SOLE   12,884 0 8,720
NEWMARKET CORP COMMON STOCK NP COM 651587107 5,754 16,119 SH   SOLE   13,224 0 2,895
NEWMONT MINING CORP COMMON STO COM 651639106 10,939 680,684 SH   SOLE   387,322 0 293,362
NEWPARK RESOURCES INC COMMON S COM 651718504 691 134,885 SH   SOLE   58,811 0 76,074
NEWPORT CORP COMMON STOCK USD. COM 651824104 785 57,109 SH   SOLE   26,549 0 30,560
NEWS CORP CL A COMMON STOCK US COM 65249B109 7,114 563,679 SH   SOLE   319,897 0 243,782
NEWS CORP CL B COM COM 65249B208 1,220 95,168 SH   SOLE   52,098 0 43,070
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 412 50,204 SH   SOLE   27,014 0 23,190
NEXPOINT RESIDENTIAL TRUST COM 65341D102 325 24,358 SH   SOLE   7,358 0 17,000
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,440 30,422 SH   SOLE   17,137 0 13,285
NEXTERA ENERGY INC COMMON STOC COM 65339F101 62,084 636,433 SH   SOLE   391,740 0 244,693
NIC INC COMMON STOCK NPV COM 62914B100 2,466 139,231 SH   SOLE   108,428 0 30,803
NIDEC CORP ADR COM 654090109 213 12,294 SH   SOLE   12,294 0 0
NIELSEN HOLDINGS PLC COM G6518L108 21,924 493,009 SH   SOLE   300,713 0 192,296
NIKE INC CL B COMMON STOCK NP COM 654106103 121,368 986,969 SH   SOLE   642,575 0 344,394
NIMBLE STORAGE INC COM 65440R101 1,063 44,056 SH   SOLE   24,736 0 19,320
NIPPON TEL & TEL ADR COM 654624105 534 15,137 SH   SOLE   15,137 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 7,741 417,315 SH   SOLE   243,057 0 174,258
NL INDUSTRIES COMMON STOCK USD COM 629156407 36 12,071 SH   SOLE   4,071 0 8,000
NMI HOLDINGS INC-CLASS A COM 629209305 481 63,318 SH   SOLE   21,318 0 42,000
NN INC COMMON STOCK USD.01 COM 629337106 386 20,880 SH   SOLE   10,610 0 10,270
NOBILIS HEALTH CORP COM 65500B103 101 19,262 SH   SOLE   12,862 0 6,400
NOBLE CORP PLC COM G65431101 3,169 290,464 SH   SOLE   251,864 0 38,600
NOBLE ENERGY INC COMMON STOCK COM 655044105 16,205 536,940 SH   SOLE   311,183 0 225,757
NOKIA CORP COM 654902204 270 39,872 SH   SOLE   39,872 0 0
NOMURA HLDGS INC ADR COM 65535H208 256 43,916 SH   SOLE   43,916 0 0
NOODLES & CO COM 65540B105 166 11,689 SH   SOLE   5,319 0 6,370
NORDIC AMERICAN OFFSHORE LTD COM Y6366T112 129 21,439 SH   SOLE   5,439 0 16,000
NORDIC AMERICAN TANKERS LTD CO COM G65773106 1,747 114,950 SH   SOLE   39,580 0 75,370
NORDSON CORP COMMON STOCK NPV COM 655663102 6,425 102,082 SH   SOLE   81,322 0 20,760
NORDSTROM INC COMMON STOCK NPV COM 655664100 17,730 247,251 SH   SOLE   164,241 0 83,010
NORFOLK SOUTHERN CORP COMMON S COM 655844108 35,043 458,682 SH   SOLE   297,296 0 161,386
NORTEK INC COM COM 656559309 604 9,539 SH   SOLE   5,739 0 3,800
NORTH ATLANTIC DRILLING LTD COM G6613P202 96 124,315 SH   SOLE   49,015 0 75,300
NORTHERN OIL AND GAS INC COMMO COM 665531109 421 95,348 SH   SOLE   38,998 0 56,350
NORTHERN TRUST CORP COMMON STO COM 665859104 20,196 296,305 SH   SOLE   161,591 0 134,714
NORTHFIELD BANCORP INC/NJ COM 66611T108 1,589 104,461 SH   SOLE   64,839 0 39,622
NORTHROP GRUMMAN CORP COMMON S COM 666807102 42,547 256,385 SH   SOLE   168,959 0 87,426
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 2,402 167,297 SH   SOLE   118,477 0 48,820
NORTHSTAR REALTY FINANCE COM 66704R803 2,841 230,017 SH   SOLE   137,983 0 92,034
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,448 188,337 SH   SOLE   99,561 0 88,776
NORTHWEST BIOTHERAPEUTICS COM 66737P600 268 42,806 SH   SOLE   24,226 0 18,580
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,208 48,166 SH   SOLE   23,384 0 24,782
NORTHWEST PIPE CO COMMON STOCK COM 667746101 165 12,671 SH   SOLE   4,631 0 8,040
NORTHWESTERN CORP COMMON STOCK COM 668074305 4,272 79,366 SH   SOLE   37,561 0 41,805
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 6,244 108,963 SH   SOLE   77,499 0 31,464
NOVARTIS AG ADR COM 66987V109 2,525 27,473 SH   SOLE   27,473 0 0
NOVATEL WIRELESS INC COMMON ST COM 66987M604 73 33,160 SH   SOLE   15,160 0 18,000
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 1,707 241,486 SH   SOLE   136,821 0 104,665
NOVO-NORDISK A/S COM 670100205 1,069 19,700 SH   SOLE   19,700 0 0
NOW INC COM COM 67011P100 2,451 165,593 SH   SOLE   130,205 0 35,388
NRG ENERGY INC COMMON STOCK US COM 629377508 6,204 417,755 SH   SOLE   228,197 0 189,558
NRG YIELD INC CLASS A COM 62942X306 485 43,463 SH   SOLE   14,363 0 29,100
NRG YIELD INC CLASS C COM 62942X405 797 68,647 SH   SOLE   15,347 0 53,300
NTELOS HOLDINGS CORP COM 67020Q305 214 23,672 SH   SOLE   8,242 0 15,430
NTT DOCOMO INC ADR COM 62942M201 265 15,710 SH   SOLE   15,710 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 2,314 56,054 SH   SOLE   39,962 0 16,092
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,933 179,154 SH   SOLE   105,679 0 73,475
NUCOR CORP COMMON STOCK USD.4 COM 670346105 15,138 403,133 SH   SOLE   232,772 0 170,361
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 280 11,873 SH   SOLE   4,903 0 6,970
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 865 32,622 SH   SOLE   19,407 0 13,215
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,785 57,748 SH   SOLE   37,018 0 20,730
NVE CORP COMMON STOCK USD.01 COM 629445206 285 5,877 SH   SOLE   2,517 0 3,360
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 17,416 706,528 SH   SOLE   414,376 0 292,152
NVR INC COMMON STOCK USD.01 COM 62944T105 11,380 7,461 SH   SOLE   6,301 0 1,160
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 996 63,186 SH   SOLE   36,736 0 26,450
National Bank Holdings Corp. COM 633707104 1,066 51,948 SH   SOLE   20,588 0 31,360
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 40,775 163,099 SH   SOLE   104,496 0 58,603
OASIS PETROLEUM INC COMMON STO COM 674215108 1,759 202,617 SH   SOLE   79,957 0 122,660
OCATA THERAPEUTICS INC COM 67457L100 112 26,887 SH   SOLE   17,087 0 9,800
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 69,084 1,044,354 SH   SOLE   636,069 0 408,285
OCEANEERING INTL INC COMMON ST COM 675232102 6,193 157,673 SH   SOLE   125,750 0 31,923
OCEANFIRST FINANCIAL CORP COMM COM 675234108 374 21,731 SH   SOLE   7,761 0 13,970
OCLARO INC COMMON STOCK USD.01 COM 67555N206 297 128,997 SH   SOLE   43,497 0 85,500
OCULAR THERAPEUTIX INC COM 67576A100 165 11,769 SH   SOLE   6,019 0 5,750
OCWEN FINANCIAL CORP COMMON ST COM 675746309 1,005 149,845 SH   SOLE   54,245 0 95,600
OFFICE DEPOT INC COMMON STOCK COM 676220106 4,889 761,520 SH   SOLE   624,549 0 136,971
OFG BANCORP COM 67103X102 570 65,324 SH   SOLE   25,619 0 39,705
OGE ENERGY CORP COMMON STOCK U COM 670837103 8,661 316,556 SH   SOLE   253,196 0 63,360
OIL STATES INTERNATIONAL INC C COM 678026105 3,174 121,466 SH   SOLE   73,996 0 47,470
OLD DOMINION FREIGHT LINE COMM COM 679580100 7,207 118,140 SH   SOLE   97,048 0 21,092
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,507 179,940 SH   SOLE   74,937 0 105,003
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,950 380,435 SH   SOLE   307,087 0 73,348
OLD SECOND BANCORP INC COM COM 680277100 228 36,631 SH   SOLE   11,831 0 24,800
OLIN CORP COMMON STOCK USD1. COM 680665205 2,105 125,209 SH   SOLE   100,269 0 24,940
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 128 12,870 SH   SOLE   6,180 0 6,690
OM ASSET MANAGEMENT COM G67506108 280 18,128 SH   SOLE   8,828 0 9,300
OM GROUP INC COMMON STOCK USD. COM 670872100 1,718 52,226 SH   SOLE   24,492 0 27,734
OMEGA HEALTHCARE INVESTORS REI COM 681936100 9,383 266,950 SH   SOLE   213,756 0 53,194
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 480 28,262 SH   SOLE   9,982 0 18,280
OMEROS CORP COM COM 682143102 376 34,343 SH   SOLE   18,443 0 15,900
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,390 44,681 SH   SOLE   28,271 0 16,410
OMNICOM GROUP COMMON STOCK USD COM 681919106 27,035 410,237 SH   SOLE   270,037 0 140,200
OMNIVISION TECHNOLOGIES INC CO COM 682128103 2,347 89,366 SH   SOLE   36,689 0 52,677
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 280 50,510 SH   SOLE   23,770 0 26,740
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,821 76,441 SH   SOLE   56,636 0 19,805
ON SEMICONDUCTOR CORPORATION C COM 682189105 4,105 436,741 SH   SOLE   302,175 0 134,566
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 247 14,870 SH   SOLE   8,030 0 6,840
ONCOTHYREON INC COMMON STOCK N COM 682324108 249 90,817 SH   SOLE   49,817 0 41,000
ONE GAS INC COM 68235P108 5,189 114,462 SH   SOLE   66,470 0 47,992
ONE LIBERTY PROPERTIES INC REI COM 682406103 446 20,926 SH   SOLE   9,516 0 11,410
ONEBEACON INSURANCE GROUP A CO COM G67742109 504 35,887 SH   SOLE   11,627 0 24,260
ONEOK INC COMMON STOCK USD.01 COM 682680103 9,307 289,047 SH   SOLE   170,845 0 118,202
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH   SOLE   10,700 0 0
OPHTHOTECH CORP COM 683745103 868 21,415 SH   SOLE   12,160 0 9,255
OPKO HEALTH INC COMMON STOCK U COM 68375N103 2,370 281,819 SH   SOLE   203,688 0 78,130
OPOWER INC COM 68375Y109 200 22,456 SH   SOLE   12,506 0 9,950
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 281 14,067 SH   SOLE   5,257 0 8,810
OPUS BANK IRVINE CALIF COM 684000102 494 12,921 SH   SOLE   3,971 0 8,950
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 168,929 4,676,886 SH   SOLE   2,992,222 0 1,684,664
ORANGE ADR COM 684060106 374 24,711 SH   SOLE   24,711 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 330 74,419 SH   SOLE   28,454 0 45,965
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 421 75,394 SH   SOLE   24,894 0 50,500
ORBITAL ATK INC COM 68557N103 6,014 83,685 SH   SOLE   68,470 0 15,215
ORCHID IS CAP INC COM 68571X103 245 26,456 SH   SOLE   6,456 0 20,000
ORCHIDS PAPER PRODS CO COM COM 68572N104 268 10,256 SH   SOLE   3,606 0 6,650
OREXIGEN THERAPEUTICS INC COMM COM 686164104 200 94,805 SH   SOLE   54,185 0 40,620
ORGANOVO HLDGS INC COM 68620A104 200 74,793 SH   SOLE   38,933 0 35,860
ORION MARINE GROUP INC COMMON COM 68628V308 251 41,969 SH   SOLE   18,365 0 23,604
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,555 99,551 SH   SOLE   59,131 0 40,420
ORMAT TECHNOLOGIES INC COMMON COM 686688102 1,452 42,654 SH   SOLE   17,149 0 25,505
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 1,021 30,241 SH   SOLE   13,111 0 17,130
OSHKOSH CORP COMMON STOCK USD. COM 688239201 4,366 120,175 SH   SOLE   97,700 0 22,475
OSI SYSTEMS INC COMMON STOCK N COM 671044105 2,388 31,030 SH   SOLE   14,290 0 16,740
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 364 19,689 SH   SOLE   11,379 0 8,310
OTONOMY INC COM 68906L105 231 12,962 SH   SOLE   7,012 0 5,950
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,431 54,900 SH   SOLE   21,864 0 33,036
OUTERWALL INC COM 690070107 1,288 22,631 SH   SOLE   14,396 0 8,235
OUTFRONT MEDIA INC COM 69007J106 1,985 95,421 SH   SOLE   56,622 0 38,799
OVASCIENCE INC COM COM 69014Q101 183 21,576 SH   SOLE   11,516 0 10,060
OVERSTOCK.COM INC COMMON STOCK COM 690370101 212 12,368 SH   SOLE   5,873 0 6,495
OWENS + MINOR INC COMMON STOCK COM 690732102 5,608 175,582 SH   SOLE   117,992 0 57,590
OWENS CORNING COMMON STOCK USD COM 690742101 3,837 91,556 SH   SOLE   58,145 0 33,411
OWENS ILLINOIS INC COMMON STOC COM 690768403 4,145 200,030 SH   SOLE   108,511 0 91,519
OXFORD IMMUNOTEC GLOBAL PLC COM G6855A103 221 16,360 SH   SOLE   8,410 0 7,950
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,312 17,756 SH   SOLE   11,581 0 6,175
P G + E CORP COMMON STOCK NPV COM 69331C108 32,662 618,593 SH   SOLE   365,070 0 253,523
PACCAR INC COMMON STOCK USD1. COM 693718108 29,588 567,141 SH   SOLE   347,308 0 219,833
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 240 65,648 SH   SOLE   41,033 0 24,615
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 363 27,257 SH   SOLE   10,837 0 16,420
PACIFIC DATAVISION INC COM 694171307 366 12,255 SH   SOLE   5,355 0 6,900
PACIFIC ETHANOL INC COM COM 69423U305 245 37,825 SH   SOLE   11,243 0 26,582
PACIFIC PREMIER BNCRP COM COM 69478X105 551 27,099 SH   SOLE   9,009 0 18,090
PACIRA PHARMACEUTICALS INC COM COM 695127100 1,616 39,311 SH   SOLE   23,813 0 15,498
PACKAGING CORP OF AMERICA COMM COM 695156109 10,907 181,292 SH   SOLE   153,297 0 27,995
PACWEST BANCORP COMMON STOCK N COM 695263103 6,078 141,979 SH   SOLE   116,011 0 25,968
PALO ALTO NETWORKS INC COM 697435105 10,945 63,633 SH   SOLE   45,098 0 18,535
PANDORA MEDIA INC COM COM 698354107 3,912 183,306 SH   SOLE   130,056 0 53,250
PANERA BREAD COMPANY CLASS A C COM 69840W108 8,127 42,020 SH   SOLE   34,251 0 7,769
PANHANDLE OIL AND GAS INC A CO COM 698477106 312 19,329 SH   SOLE   8,989 0 10,340
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,934 42,850 SH   SOLE   29,495 0 13,355
PAR PACIFIC HOLDINGS INC COM 69888T207 277 13,288 SH   SOLE   6,588 0 6,700
PARAMOUNT GROUP INC COM COM 69924R108 1,876 111,658 SH   SOLE   69,628 0 42,030
PARATEK PHARMACEUTICALS COM 699374302 198 10,407 SH   SOLE   5,657 0 4,750
PAREXEL INTERNATIONAL CORP COM COM 699462107 6,928 111,880 SH   SOLE   87,675 0 24,205
PARK ELECTROCHEMICAL CORP COMM COM 700416209 606 34,472 SH   SOLE   15,082 0 19,390
PARK NATIONAL CORP COMMON STOC COM 700658107 1,863 20,646 SH   SOLE   8,196 0 12,450
PARK OHIO HOLDINGS CORP COMMON COM 700666100 251 8,702 SH   SOLE   5,307 0 3,395
PARK STERLING CORP COMMON STOC COM 70086Y105 431 63,349 SH   SOLE   25,349 0 38,000
PARKER DRILLING CO COMMON STOC COM 701081101 456 173,418 SH   SOLE   64,598 0 108,820
PARKER HANNIFIN CORP COMMON ST COM 701094104 21,381 219,743 SH   SOLE   130,140 0 89,603
PARKWAY PROPERTIES INC REIT US COM 70159Q104 1,971 126,686 SH   SOLE   49,354 0 77,332
PARSLEY ENERGY INC COM 701877102 1,437 95,341 SH   SOLE   38,511 0 56,830
PARTNERRE LTD COMMON STOCK USD COM G6852T105 5,575 40,142 SH   SOLE   24,743 0 15,399
PARTY CITY HOLDCO INC COM 702149105 345 21,578 SH   SOLE   12,078 0 9,500
PATRICK INDS INC COM COM 703343103 433 10,970 SH   SOLE   6,073 0 4,897
PATTERN ENERGY GROUP INC COM 70338P100 1,360 71,227 SH   SOLE   24,152 0 47,075
PATTERSON COS INC COMMON STOCK COM 703395103 9,294 214,881 SH   SOLE   164,038 0 50,843
PATTERSON UTI ENERGY INC COMMO COM 703481101 3,412 259,675 SH   SOLE   197,882 0 61,793
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 26,645 559,426 SH   SOLE   370,699 0 188,727
PAYCOM SOFTWARE INC COM 70432V102 997 27,753 SH   SOLE   15,603 0 12,150
PAYLOCITY HLDG CORP COM 70438V106 383 12,782 SH   SOLE   6,892 0 5,890
PAYPAL HOLDINGS INC COM 70450Y103 50,613 1,630,568 SH   SOLE   1,050,136 0 580,432
PBF ENERGY INC COM 69318G106 1,511 53,527 SH   SOLE   33,607 0 19,920
PC CONNECTION INC COMMON STOCK COM 69318J100 293 14,147 SH   SOLE   5,137 0 9,010
PDC ENERGY INC COM 69327R101 3,400 64,144 SH   SOLE   28,724 0 35,420
PDF SOLUTIONS INC COMMON STOCK COM 693282105 256 25,618 SH   SOLE   14,618 0 11,000
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,151 228,911 SH   SOLE   82,181 0 146,730
PEABODY ENERGY CORP COMMON STO COM 704549203 558 404,610 SH   SOLE   150,050 0 254,560
PEAPACK-GLADSTONE FNL COM COM 704699107 392 18,497 SH   SOLE   5,447 0 13,050
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 3,909 110,260 SH   SOLE   41,368 0 68,892
PEGASYSTEMS INC COMMON STOCK U COM 705573103 876 35,590 SH   SOLE   19,593 0 15,997
PENDRELL CORP COMMON STOCK USD COM 70686R104 172 238,204 SH   SOLE   85,964 0 152,240
PENN NATIONAL GAMING INC COMMO COM 707569109 1,846 110,037 SH   SOLE   40,337 0 69,700
PENN REAL ESTATE INVEST TST RE COM 709102107 2,293 115,635 SH   SOLE   49,452 0 66,183
PENN VIRGINIA CORP COMMON STOC COM 707882106 57 107,478 SH   SOLE   43,773 0 63,705
PENNS WOODS BANCORP INC COMMON COM 708430103 318 7,771 SH   SOLE   3,601 0 4,170
PENNYMAC FINL SVCS INC COM 70932B101 262 16,346 SH   SOLE   6,076 0 10,270
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 1,481 95,752 SH   SOLE   32,682 0 63,070
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,546 31,908 SH   SOLE   20,282 0 11,626
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR PLC COM G7S00T104 12,521 245,317 SH   SOLE   135,659 0 109,658
PEOPLE S UNITED FINANCIAL COMM COM 712704105 7,213 458,520 SH   SOLE   283,223 0 175,297
PEOPLES BANCORP INC COMMON STO COM 709789101 461 22,168 SH   SOLE   6,577 0 15,591
PEOPLES FINL SERVICES CO COM 711040105 334 9,573 SH   SOLE   3,123 0 6,450
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,010 82,891 SH   SOLE   34,621 0 48,270
PEPCO HOLDINGS INC COMMON STOC COM 713291102 7,155 295,421 SH   SOLE   157,972 0 137,449
PEPSICO INC COMMON STOCK USD.0 COM 713448108 205,010 2,174,020 SH   SOLE   1,356,687 0 817,333
PEREGRINE PHARMACEUTICALS COMM COM 713661304 141 138,288 SH   SOLE   94,643 0 43,645
PERFICIENT INC COMMON STOCK US COM 71375U101 731 47,395 SH   SOLE   27,060 0 20,335
PERFORMANCE SPORTS GROUP COM 71377G100 759 56,555 SH   SOLE   19,655 0 36,900
PERICOM SEMICONDUCTOR CORP COM COM 713831105 614 33,653 SH   SOLE   14,753 0 18,900
PERKINELMER INC COMMON STOCK U COM 714046109 5,943 129,315 SH   SOLE   75,663 0 53,652
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 118 37,303 SH   SOLE   20,453 0 16,850
PERRIGO CO PLC COM G97822103 25,569 162,580 SH   SOLE   100,413 0 62,167
PERRY ELLIS INTERNATIONAL COMM COM 288853104 461 20,994 SH   SOLE   10,338 0 10,656
PETMED EXPRESS INC COMMON STOC COM 716382106 1,054 65,437 SH   SOLE   57,737 0 7,700
PETROLEO BRASILEIRO ADR COM 71654V101 77 20,910 SH   SOLE   20,910 0 0
PFENEX INC COM 717071104 208 13,829 SH   SOLE   7,329 0 6,500
PFIZER INC COMMON STOCK USD.05 COM 717081103 250,392 7,971,721 SH   SOLE   5,231,815 0 2,739,906
PGT INC COM 69336V101 606 49,379 SH   SOLE   31,284 0 18,095
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,499 52,655 SH   SOLE   25,350 0 27,305
PHH CORP COMMON STOCK USD.01 COM 693320202 1,008 71,400 SH   SOLE   26,680 0 44,720
PHI INC NON VOTING COMMON STOC COM 69336T205 348 18,411 SH   SOLE   8,106 0 10,305
PHIBRO ANIMAL HEALTH CO COM 71742Q106 462 14,600 SH   SOLE   7,840 0 6,760
PHILIP MORRIS INTERNATIONAL CO COM 718172109 156,962 1,978,592 SH   SOLE   1,355,932 0 622,660
PHILIPS ELEC ADR COM 500472303 239 10,172 SH   SOLE   10,172 0 0
PHILLIPS 66 COM 718546104 56,084 729,885 SH   SOLE   454,329 0 275,556
PHOTRONICS INC COMMON STOCK US COM 719405102 845 93,214 SH   SOLE   34,027 0 59,187
PHYSICIANS REALTY TRUST COM 71943U104 1,410 93,429 SH   SOLE   29,729 0 63,700
PICO HOLDINGS INC COMMON STOCK COM 693366205 318 32,808 SH   SOLE   12,758 0 20,050
PIEDMONT NATURAL GAS CO COMMON COM 720186105 5,102 127,317 SH   SOLE   56,247 0 71,070
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,362 132,057 SH   SOLE   75,808 0 56,249
PIER 1 IMPORTS INC COMMON STOC COM 720279108 639 92,648 SH   SOLE   51,438 0 41,210
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 907 43,640 SH   SOLE   27,981 0 15,659
PINNACLE ENTERTAINMENT INC COM COM 723456109 2,691 79,520 SH   SOLE   53,345 0 26,175
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 2,968 60,060 SH   SOLE   28,777 0 31,283
PINNACLE FOODS INC DEL COM 72348P104 2,918 69,667 SH   SOLE   45,807 0 23,860
PINNACLE WEST CAPITAL COMMON S COM 723484101 9,519 148,409 SH   SOLE   88,956 0 59,453
PIONEER ENERGY SERVICES CORP COM 723664108 232 110,270 SH   SOLE   40,860 0 69,410
PIONEER NATURAL RESOURCES CO C COM 723787107 24,320 199,934 SH   SOLE   116,346 0 83,588
PIPER JAFFRAY COS COMMON STOCK COM 724078100 994 27,486 SH   SOLE   12,183 0 15,303
PITNEY BOWES INC COMMON STOCK COM 724479100 6,020 303,260 SH   SOLE   177,917 0 125,343
PLANTRONICS INC COMMON STOCK U COM 727493108 4,865 95,673 SH   SOLE   79,248 0 16,425
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,006 79,492 SH   SOLE   52,430 0 27,062
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 1,949 50,508 SH   SOLE   25,578 0 24,930
PLUG POWER INC COM COM 72919P202 335 183,000 SH   SOLE   84,200 0 98,800
PLUM CREEK TIMBER CO REIT USD. COM 729251108 10,976 277,803 SH   SOLE   157,565 0 120,238
PLY GEM HLDGS INC COM 72941W100 219 18,757 SH   SOLE   10,727 0 8,030
PMC SIERRA INC COMMON STOCK COM 69344F106 1,482 218,941 SH   SOLE   85,151 0 133,790
PNC FINANCIAL SERVICES GROUP C COM 693475105 61,530 689,803 SH   SOLE   416,253 0 273,550
PNM RESOURCES INC COMMON STOCK COM 69349H107 5,251 187,199 SH   SOLE   115,459 0 71,740
POLARIS INDUSTRIES INC COMMON COM 731068102 14,505 121,004 SH   SOLE   101,099 0 19,905
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 3,040 290,092 SH   SOLE   162,762 0 127,330
POLYONE CORPORATION COMMON STO COM 73179P106 5,092 173,541 SH   SOLE   133,485 0 40,056
POOL CORP COMMON STOCK USD.001 COM 73278L105 4,073 56,339 SH   SOLE   36,674 0 19,665
POPEYES LOUISIANA KITCHEN INC COM 732872106 1,564 27,754 SH   SOLE   17,004 0 10,750
POPULAR INC COMMON STOCK USD6. COM 733174700 2,128 70,383 SH   SOLE   42,113 0 28,270
PORTLAND GENERAL ELECTRIC CO C COM 736508847 5,210 140,930 SH   SOLE   61,300 0 79,630
PORTOLA PHARMACEUTICALS COM COM 737010108 1,803 42,295 SH   SOLE   24,500 0 17,795
POST HOLDINGS INC COM 737446104 7,514 127,139 SH   SOLE   73,509 0 53,630
POST PROPERTIES INC REIT USD.0 COM 737464107 3,101 53,196 SH   SOLE   34,915 0 18,281
POTBELLY CORP COM 73754Y100 200 18,192 SH   SOLE   9,972 0 8,220
POTLATCH CORP REIT USD1. COM 737630103 2,390 83,026 SH   SOLE   57,286 0 25,740
POWELL INDUSTRIES INC COMMON S COM 739128106 454 15,077 SH   SOLE   6,147 0 8,930
POWER INTEGRATIONS INC COMMON COM 739276103 1,627 38,576 SH   SOLE   21,221 0 17,355
POWERSECURE INTERNATIONAL IN C COM 73936N105 311 26,997 SH   SOLE   10,117 0 16,880
POZEN INC COMMON STOCK USD.001 COM 73941U102 157 26,853 SH   SOLE   15,783 0 11,070
PPG INDUSTRIES INC COMMON STOC COM 693506107 33,253 379,206 SH   SOLE   250,119 0 129,087
PPL CORPORATION COMMON STOCK U COM 69351T106 28,116 854,860 SH   SOLE   478,541 0 376,319
PRA GROUP INC COM 69354N106 3,195 60,370 SH   SOLE   39,525 0 20,845
PRA HEALTH SCIENCES INC COM 69354M108 706 18,191 SH   SOLE   10,391 0 7,800
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 45,554 447,219 SH   SOLE   293,560 0 153,659
PRECISION CASTPARTS CORP COMMO COM 740189105 41,415 180,292 SH   SOLE   117,809 0 62,483
PREFERRED APT CMNTYS INC COM 74039L103 263 24,159 SH   SOLE   5,459 0 18,700
PREFERRED BANK LOS ANGELES COM COM 740367404 516 16,335 SH   SOLE   6,305 0 10,030
PREMIER INC'CL A COM 74051N102 1,092 31,786 SH   SOLE   22,665 0 9,121
PREMIERE GLOBAL SERVICES INC C COM 740585104 1,013 73,708 SH   SOLE   30,158 0 43,550
PRESS GANEY HLDGS INC COM 74113L102 244 8,256 SH   SOLE   4,356 0 3,900
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 2,911 64,466 SH   SOLE   41,986 0 22,480
PRICELINE GROUP INC COMMON STO COM 741503403 86,038 69,562 SH   SOLE   45,908 0 23,654
PRICESMART INC COMMON STOCK US COM 741511109 1,636 21,151 SH   SOLE   12,303 0 8,848
PRIMERICA INC COMMON STOCK COM 74164M108 5,050 112,045 SH   SOLE   66,565 0 45,480
PRIMORIS SERVICES CORP COMMON COM 74164F103 708 39,511 SH   SOLE   19,156 0 20,355
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 17,458 368,789 SH   SOLE   212,400 0 156,389
PRIVATEBANCORP INC COMMON STOC COM 742962103 4,767 124,379 SH   SOLE   53,649 0 70,730
PROASSURANCE CORP COMMON STOCK COM 74267C106 2,951 60,140 SH   SOLE   44,854 0 15,286
PROCTER + GAMBLE CO/THE COMMON COM 742718109 275,126 3,824,380 SH   SOLE   2,324,955 0 1,499,425
PROGENICS PHARMACEUTICALS COMM COM 743187106 370 64,725 SH   SOLE   34,885 0 29,840
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,161 83,668 SH   SOLE   37,813 0 45,855
PROGRESSIVE CORP COMMON STOCK COM 743315103 24,321 793,762 SH   SOLE   461,701 0 332,061
PROLOGIS INC REIT USD.01 COM 74340W103 27,787 714,322 SH   SOLE   379,922 0 334,400
PROOFPOINT INC COM COM 743424103 2,241 37,150 SH   SOLE   20,810 0 16,340
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 478 21,595 SH   SOLE   12,460 0 9,135
PROSPERITY BANCSHARES INC COMM COM 743606105 8,732 177,809 SH   SOLE   116,639 0 61,170
PROTO LABS INC COM COM 743713109 1,431 21,355 SH   SOLE   12,295 0 9,060
PROVIDENCE SERVICE CORP COMMON COM 743815102 711 16,322 SH   SOLE   10,927 0 5,395
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,963 100,668 SH   SOLE   41,325 0 59,343
PRTOTHENA CORP PLC COM G72800108 1,300 28,665 SH   SOLE   16,380 0 12,285
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 46,739 613,298 SH   SOLE   373,342 0 239,956
PRUDENTIAL PLC ADR COM 74435K204 564 13,395 SH   SOLE   13,395 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 3,486 43,914 SH   SOLE   25,794 0 18,120
PTC INC. COM 69370C100 6,133 193,219 SH   SOLE   156,343 0 36,876
PTC THERAPEUTICS INC COM COM 69366J200 821 30,762 SH   SOLE   17,542 0 13,220
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 29,234 693,410 SH   SOLE   412,000 0 281,410
PUBLIC STORAGE REIT USD.1 COM 74460D109 52,539 248,258 SH   SOLE   162,773 0 85,485
PULTEGROUP INC COMMON STOCK US COM 745867101 8,053 426,750 SH   SOLE   235,006 0 191,744
PUMA BIOTECHNOLOGY INC COM 74587V107 1,851 24,557 SH   SOLE   16,960 0 7,597
PVH CORP COMMON STOCK USD1. COM 693656100 11,103 108,914 SH   SOLE   65,221 0 43,693
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 132 14,875 SH   SOLE   10,065 0 4,810
Q2 HOLDINGS INC COM 74736L109 416 16,839 SH   SOLE   9,429 0 7,410
QAD INC A COMMON STOCK COM 74727D306 283 11,055 SH   SOLE   3,661 0 7,394
QCR HOLDINGS INC COM COM 74727A104 266 12,156 SH   SOLE   2,256 0 9,900
QEP RESOURCES INC COMMON STOCK COM 74733V100 3,093 246,835 SH   SOLE   196,722 0 50,113
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,904 151,310 SH   SOLE   100,149 0 51,161
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 3,442 94,441 SH   SOLE   55,296 0 39,145
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,409 137,508 SH   SOLE   54,638 0 82,870
QORVO INC COM 74736K101 10,468 232,366 SH   SOLE   155,116 0 77,250
QTS REALTY TRUST INC-CL A COM 74736A103 1,146 26,238 SH   SOLE   12,578 0 13,660
QUAD GRAPHICS INC COMMON STOCK COM 747301109 481 39,739 SH   SOLE   13,969 0 25,770
QUAKER CHEMICAL CORP COMMON ST COM 747316107 1,876 24,342 SH   SOLE   17,367 0 6,975
QUALCOMM INC COMMON STOCK USD. COM 747525103 123,961 2,307,102 SH   SOLE   1,453,396 0 853,706
QUALITY SYSTEMS INC COMMON STO COM 747582104 669 53,623 SH   SOLE   31,713 0 21,910
QUANEX BUILDING PRODUCTS COMMO COM 747619104 935 51,483 SH   SOLE   22,253 0 29,230
QUANTA SERVICES INC COMMON STO COM 74762E102 7,000 289,131 SH   SOLE   154,792 0 134,339
QUANTUM CORP COMMON STOCK USD. COM 747906204 207 296,898 SH   SOLE   114,534 0 182,364
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 12,484 203,097 SH   SOLE   118,889 0 84,208
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,219 268,881 SH   SOLE   216,678 0 52,203
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 731 38,731 SH   SOLE   17,456 0 21,275
QUIKSILVER INC COMMON STOCK US COM 74838C106 2 123,841 SH   SOLE   75,681 0 48,160
QUINSTREET INC COMMON STOCK COM 74874Q100 295 53,064 SH   SOLE   23,014 0 30,050
QUINTILES TRANSNATIONAL COM COM 74876Y101 5,178 74,427 SH   SOLE   49,521 0 24,906
Qualys, Inc. COM 74758T303 618 21,716 SH   SOLE   12,141 0 9,575
RACKSPACE HOSTING INC COMMON S COM 750086100 4,958 200,887 SH   SOLE   164,297 0 36,590
RADIAN GROUP INC COMMON STOCK COM 750236101 4,511 283,502 SH   SOLE   110,963 0 172,539
RADIANT LOGISTICS INC COM 75025X100 81 18,156 SH   SOLE   7,281 0 10,875
RADIUS HEALTH INC COM 750469207 1,947 28,086 SH   SOLE   15,286 0 12,800
RADNET INC COMMON STOCK USD.00 COM 750491102 170 30,695 SH   SOLE   17,725 0 12,970
RAIT FINANCIAL TRUST REIT USD. COM 749227609 578 116,496 SH   SOLE   38,740 0 77,756
RALPH LAUREN CORP COMMON STOCK COM 751212101 11,637 98,485 SH   SOLE   65,327 0 33,158
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,328 112,501 SH   SOLE   62,801 0 49,700
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,689 112,550 SH   SOLE   40,052 0 72,498
RANGE RESOURCES CORP COMMON ST COM 75281A109 6,753 210,230 SH   SOLE   117,089 0 93,141
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 450 74,382 SH   SOLE   43,222 0 31,160
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,291 76,186 SH   SOLE   42,426 0 33,760
RAYMOND JAMES FINANCIAL INC CO COM 754730109 9,342 188,234 SH   SOLE   154,422 0 33,812
RAYONIER ADVANCED MATERIALS COM 75508B104 413 67,469 SH   SOLE   28,057 0 39,412
RAYONIER INC REIT NPV COM 754907103 4,376 198,299 SH   SOLE   154,679 0 43,620
RAYTHEON COMPANY COMMON STOCK COM 755111507 42,315 387,284 SH   SOLE   247,503 0 139,781
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,586 26,549 SH   SOLE   15,689 0 10,860
RCS CAPITAL CORP CL A COM 74937W102 44 54,503 SH   SOLE   21,703 0 32,800
RE/MAX HOLDINGS INC-CL A COM 75524W108 537 14,936 SH   SOLE   5,036 0 9,900
READING INTERNATINAL CL A COM 755408101 271 21,354 SH   SOLE   9,269 0 12,085
REAL INDUSTRIES INC COM 75601W104 213 24,130 SH   SOLE   10,730 0 13,400
REALD INC COMMON STOCK USD.000 COM 75604L105 350 36,459 SH   SOLE   21,214 0 15,245
REALNETWORKS INC COMMON STOCK COM 75605L708 143 34,844 SH   SOLE   13,760 0 21,084
REALOGY HOLDINGS CORP COM 75605y106 3,987 105,948 SH   SOLE   70,883 0 35,065
REALPAGE INC COMMON STOCK COM 75606N109 806 48,469 SH   SOLE   26,459 0 22,010
REALTY INCOME CORP REIT USD1. COM 756109104 14,400 303,859 SH   SOLE   168,246 0 135,613
RED HAT INC COMMON STOCK USD.0 COM 756577102 20,479 284,912 SH   SOLE   180,140 0 104,772
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,291 17,051 SH   SOLE   9,876 0 7,175
REDWOOD TRUST INC REIT USD.01 COM 758075402 1,667 120,481 SH   SOLE   46,821 0 73,660
REED ELSEVIER PLC ADR COM 759530108 200 11,492 SH   SOLE   11,492 0 0
REGAL BELOIT CORP COM 758750103 3,545 62,801 SH   SOLE   51,955 0 10,846
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,812 96,930 SH   SOLE   72,055 0 24,875
REGENCY CENTERS CORP REIT USD. COM 758849103 9,187 147,819 SH   SOLE   111,301 0 36,518
REGENERON PHARMACEUTICALS COMM COM 75886F107 51,752 111,261 SH   SOLE   67,505 0 43,756
REGIONAL MGMT CORP COM COM 75902K106 208 13,422 SH   SOLE   4,842 0 8,580
REGIONS FINANCIAL CORP COMMON COM 7591EP100 15,764 1,749,665 SH   SOLE   1,001,892 0 747,773
REGIS CORP COMMON STOCK USD.05 COM 758932107 907 69,254 SH   SOLE   32,394 0 36,860
REINSURANCE GROUP OF AMERICA C COM 759351604 8,707 96,113 SH   SOLE   78,217 0 17,896
REIS INC COM 75936P105 217 9,584 SH   SOLE   5,009 0 4,575
RELIANCE STEEL + ALUMINUM COMM COM 759509102 7,129 132,001 SH   SOLE   112,881 0 19,120
RELX NV COM 75955B102 218 13,257 SH   SOLE   13,257 0 0
RELYPSA INC COM 759531106 535 28,917 SH   SOLE   16,327 0 12,590
REMY INTERNATIONAL INC COM 75971M108 1,114 38,089 SH   SOLE   13,879 0 24,210
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 7,282 68,489 SH   SOLE   56,195 0 12,294
RENASANT CORP COMMON STOCK USD COM 75970E107 1,639 49,897 SH   SOLE   17,010 0 32,887
RENEWABLE ENERGY GROUP COM 75972A301 464 56,089 SH   SOLE   19,019 0 37,070
RENT A CENTER INC COMMON STOCK COM 76009N100 3,517 145,025 SH   SOLE   95,865 0 49,160
RENTECH INC COMMON STOCK USD.0 COM 760112201 121 21,691 SH   SOLE   12,965 0 8,726
RENTRAK CORP COMMON STOCK USD. COM 760174102 629 11,630 SH   SOLE   6,205 0 5,425
REPLIGEN CORP COM COM 759916109 1,466 52,649 SH   SOLE   39,894 0 12,755
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 450 77,886 SH   SOLE   32,288 0 45,598
REPUBLIC BANCORP INC CLASS A C COM 760281204 411 16,721 SH   SOLE   6,428 0 10,293
REPUBLIC SERVICES INC COMMON S COM 760759100 14,858 360,637 SH   SOLE   192,327 0 168,310
RESMED INC COMMON STOCK USD.00 COM 761152107 15,652 307,151 SH   SOLE   264,237 0 42,914
RESOURCE AMERICA INC CL A COM 761195205 132 19,904 SH   SOLE   7,624 0 12,280
RESOURCE CAPITAL CORP REIT USD COM 76120W708 513 45,967 SH   SOLE   16,810 0 29,157
RESOURCES CONNECTION INC COMMO COM 76122Q105 841 55,779 SH   SOLE   25,079 0 30,700
RESTORATION HARDWARE HOLDINGS COM 761283100 2,752 29,493 SH   SOLE   16,643 0 12,850
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,425 146,621 SH   SOLE   56,041 0 90,580
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,273 161,286 SH   SOLE   94,381 0 66,905
RETAILMENOT INC COM 76132B106 399 48,375 SH   SOLE   17,005 0 31,370
RETROPHIN INC COM 761299106 640 31,591 SH   SOLE   18,001 0 13,590
REVANCE THERAPEUTICS INC COM 761330109 412 13,850 SH   SOLE   7,580 0 6,270
REVLON INC CLASS A COMMON STOC COM 761525609 405 13,747 SH   SOLE   5,367 0 8,380
REX AMERICAN RESOURCES CORP CO COM 761624105 485 9,583 SH   SOLE   3,923 0 5,660
REX ENERGY CORP COMMON STOCK U COM 761565100 151 72,952 SH   SOLE   31,902 0 41,050
REXFORD INDUSTRIAL REALTY INC COM 76169C100 1,002 72,673 SH   SOLE   22,614 0 50,059
REXNORD CORP NEW COM COM 76169B102 1,504 88,564 SH   SOLE   48,839 0 39,725
REYNOLDS AMERICAN INC COMMON S COM 761713106 49,291 1,113,422 SH   SOLE   826,764 0 286,658
RICE ENERGY INC COM 762760106 702 43,427 SH   SOLE   27,937 0 15,490
RIGEL PHARMACEUTICALS INC COMM COM 766559603 235 95,154 SH   SOLE   46,604 0 48,550
RIGNET INC COM COM 766582100 284 11,118 SH   SOLE   6,488 0 4,630
RING ENERGY INC COM 76680V108 302 30,558 SH   SOLE   9,058 0 21,500
RINGCENTRAL INC-CLASS A COM 76680R206 862 47,515 SH   SOLE   27,045 0 20,470
RIO TINTO PLC ADR COM 767204100 461 13,629 SH   SOLE   13,629 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 4,840 797,393 SH   SOLE   532,856 0 264,537
RLI CORP COMMON STOCK USD1. COM 749607107 4,523 84,487 SH   SOLE   46,333 0 38,154
RLJ LODGING TRUST REIT COM 74965L101 4,245 167,969 SH   SOLE   70,347 0 97,622
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 687 37,348 SH   SOLE   18,658 0 18,690
ROBERT HALF INTL INC COMMON ST COM 770323103 10,841 211,905 SH   SOLE   136,190 0 75,715
ROCKET FUEL INC COM 773111109 152 32,641 SH   SOLE   10,441 0 22,200
ROCKWELL AUTOMATION INC COMMON COM 773903109 24,247 238,961 SH   SOLE   146,704 0 92,257
ROCKWELL COLLINS INC COMMON ST COM 774341101 19,276 235,538 SH   SOLE   142,051 0 93,487
ROCKWELL MEDICAL INC COM 774374102 355 46,088 SH   SOLE   24,558 0 21,530
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,088 41,977 SH   SOLE   17,762 0 24,215
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,502 28,246 SH   SOLE   13,144 0 15,102
ROLLINS INC COMMON STOCK USD1. COM 775711104 6,143 228,611 SH   SOLE   198,526 0 30,085
ROPER TECHNOLOGIES INC COM 776696106 24,965 159,314 SH   SOLE   88,403 0 70,911
ROSS STORES INC COMMON STOCK U COM 778296103 36,661 756,371 SH   SOLE   519,395 0 236,976
ROUSE PROPERTIES INC COM 779287101 784 50,333 SH   SOLE   16,043 0 34,290
ROVI CORP COMMON STOCK USD.001 COM 779376102 1,978 188,552 SH   SOLE   106,608 0 81,944
ROWAN COMPANIES PLC COM G7665A101 2,925 181,087 SH   SOLE   140,228 0 40,859
ROYAL BANK OF CANADA COM 780087102 821 14,860 SH   SOLE   14,860 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 20,775 233,193 SH   SOLE   136,999 0 96,194
ROYAL DUTCH SHELL ADR COM 780259206 996 21,008 SH   SOLE   21,008 0 0
ROYAL DUTCH SHELL PLC ADR COM 780259107 609 12,822 SH   SOLE   12,822 0 0
ROYAL GOLD INC COMMON STOCK US COM 780287108 4,855 103,338 SH   SOLE   85,252 0 18,086
RPC INC COMMON STOCK USD.1 COM 749660106 517 58,432 SH   SOLE   25,412 0 33,020
RPM INTERNATIONAL INC COMMON S COM 749685103 10,047 239,852 SH   SOLE   196,985 0 42,867
RPX CORP COMMON STOCK COM 74972G103 912 66,481 SH   SOLE   23,951 0 42,530
RR DONNELLEY + SONS CO COMMON COM 257867101 5,230 359,176 SH   SOLE   292,093 0 67,083
RSP PERMIAN INC COM 74978Q105 1,510 74,582 SH   SOLE   24,182 0 50,400
RTI SURGICAL INC COM 74975N105 317 55,774 SH   SOLE   29,384 0 26,390
RUBICON PROJ INC COM 78112V102 322 22,165 SH   SOLE   12,515 0 9,650
RUBY TUESDAY INC COMMON STOCK COM 781182100 656 105,634 SH   SOLE   49,879 0 55,755
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 651 52,290 SH   SOLE   24,930 0 27,360
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,378 56,951 SH   SOLE   22,001 0 34,950
RUTH S HOSPITALITY GROUP INC C COM 783332109 671 41,335 SH   SOLE   22,705 0 18,630
RYDER SYSTEM INC COMMON STOCK COM 783549108 5,542 74,854 SH   SOLE   46,902 0 27,952
RYDEX S+P EQUAL WEIGHT ETF COM 78355W106 221 3,000 SH   SOLE   3,000 0 0
RYLAND GROUP INC/THE COMMON ST COM 783764103 3,034 74,305 SH   SOLE   39,675 0 34,630
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,466 50,086 SH   SOLE   26,017 0 24,069
Regulus Therapeutics Inc. COM 75915K101 165 25,267 SH   SOLE   13,837 0 11,430
Ruckus Wireless, Inc. COM 781220108 770 64,837 SH   SOLE   36,097 0 28,740
S + T BANCORP INC COMMON STOCK COM 783859101 2,403 73,662 SH   SOLE   42,765 0 30,897
SABRA HEALTH CARE REIT INC REI COM 78573L106 2,269 97,865 SH   SOLE   42,035 0 55,830
SABRE CORP COM 78573M104 2,607 95,929 SH   SOLE   69,408 0 26,521
SAFE BULKERS INC COM Y7388L103 145 52,450 SH   SOLE   20,450 0 32,000
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 472 30,380 SH   SOLE   12,887 0 17,493
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,381 25,500 SH   SOLE   11,720 0 13,780
SAGE THERAPEUTICS INC COM 78667J108 514 12,155 SH   SOLE   6,655 0 5,500
SAGENT PHARMACEUTICALS INC COM COM 786692103 361 23,545 SH   SOLE   15,025 0 8,520
SAIA INC COMMON STOCK USD.001 COM 78709Y105 920 29,712 SH   SOLE   20,062 0 9,650
SALESFORCE.COM INC COMMON STOC COM 79466L302 58,971 849,361 SH   SOLE   536,876 0 312,485
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 3,451 145,305 SH   SOLE   101,635 0 43,670
SANCHEZ ENERGY CORP COM COM 79970Y105 422 68,687 SH   SOLE   24,207 0 44,480
SANDERSON FARMS INC COMMON STO COM 800013104 2,487 36,268 SH   SOLE   15,608 0 20,660
SANDISK CORP COMMON STOCK USD. COM 80004C101 15,549 286,187 SH   SOLE   168,201 0 117,986
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 154 571,648 SH   SOLE   184,262 0 387,386
SANDY SPRING BANCORP INC COMMO COM 800363103 932 35,617 SH   SOLE   13,805 0 21,812
SANFILLIPPO JOHN B SON COM COM 800422107 522 10,187 SH   SOLE   3,917 0 6,270
SANGAMO BIOSCIENCES INC COMMON COM 800677106 361 64,008 SH   SOLE   36,733 0 27,275
SANMINA CORP COM 801056102 2,894 135,406 SH   SOLE   60,588 0 74,818
SANOFI COM 80105N105 1,173 24,710 SH   SOLE   24,710 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 1,132 55,453 SH   SOLE   35,708 0 19,745
SAP AKTIENGESELLSCHA ADR COM 803054204 665 10,268 SH   SOLE   10,268 0 0
SAPIENS INTL CORP COM COM N7716A151 265 23,037 SH   SOLE   11,537 0 11,500
SAREPTA THERAPEUTICS INC COM 803607100 1,320 41,113 SH   SOLE   24,088 0 17,025
SAUL CENTERS INC REIT USD.01 COM 804395101 769 14,857 SH   SOLE   8,632 0 6,225
SBA COMMUNICATIONS CORP CL A C COM 78388J106 12,077 115,306 SH   SOLE   75,351 0 39,955
SCANA CORP COMMON STOCK NPV COM 80589M102 11,301 200,871 SH   SOLE   127,282 0 73,589
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,603 45,213 SH   SOLE   18,723 0 26,490
SCHLUMBERGER LTD COMMON STOCK COM 806857108 117,351 1,701,478 SH   SOLE   1,079,463 0 622,015
SCHNITZER STEEL INDS INC A COM COM 806882106 504 37,191 SH   SOLE   13,521 0 23,670
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,723 44,230 SH   SOLE   19,943 0 24,287
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,277 39,320 SH   SOLE   24,444 0 14,876
SCHWAB (CHARLES) CORP COMMON S COM 808513105 45,443 1,591,155 SH   SOLE   991,999 0 599,156
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 1,648 47,937 SH   SOLE   27,887 0 20,050
SCICLONE PHARMACEUTICALS INC C COM 80862K104 328 47,228 SH   SOLE   28,158 0 19,070
SCIENCE APPLICATIONS INTERNATI COM 808625107 3,006 74,763 SH   SOLE   54,456 0 20,307
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 606 58,027 SH   SOLE   34,532 0 23,495
SCIQUEST INC COMMON STOCK USD. COM 80908T101 288 28,843 SH   SOLE   13,033 0 15,810
SCORPIO BULKERS INC COM Y7546A106 542 371,347 SH   SOLE   81,947 0 289,400
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,122 231,380 SH   SOLE   79,940 0 151,440
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,679 76,933 SH   SOLE   63,490 0 13,443
SCRIPPS NETWORKS INTER CL A CO COM 811065101 7,187 146,116 SH   SOLE   90,873 0 55,243
SEABOARD CORP COMMON STOCK USD COM 811543107 1,971 640 SH   SOLE   405 0 235
SEACHANGE INTERNATIONAL INC CO COM 811699107 283 44,869 SH   SOLE   16,799 0 28,070
SEACOAST BANKING CORP/FL COMMO COM 811707801 453 30,827 SH   SOLE   10,451 0 20,376
SEACOR HOLDINGS INC COMMON STO COM 811904101 1,960 32,777 SH   SOLE   15,287 0 17,490
SEADRILL LIMITED COM COM G7945E105 1,466 248,509 SH   SOLE   154,173 0 94,336
SEAGATE TECHNOLOGY COM G7945M107 9,589 214,039 SH   SOLE   125,422 0 88,617
SEALED AIR CORP COMMON STOCK U COM 81211K100 14,986 319,676 SH   SOLE   202,039 0 117,637
SEARS HOLDINGS CORP COMMON STO COM 812350106 606 26,810 SH   SOLE   9,669 0 17,141
SEASPINE HOLDINGS CORP COM 81255T108 188 11,575 SH   SOLE   5,946 0 5,629
SEATTLE GENETICS INC COMMON ST COM 812578102 3,641 94,437 SH   SOLE   62,460 0 31,977
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,099 61,734 SH   SOLE   33,634 0 28,100
SEI INVESTMENTS COMPANY COMMON COM 784117103 12,057 249,984 SH   SOLE   207,840 0 42,144
SELECT COMFORT CORPORATION COM COM 81616X103 1,317 60,178 SH   SOLE   37,523 0 22,655
SELECT INCOME REIT COM COM 81618T100 1,507 79,269 SH   SOLE   22,219 0 57,050
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 1,203 111,473 SH   SOLE   67,663 0 43,810
SELECTIVE INSURANCE GROUP COMM COM 816300107 3,010 96,915 SH   SOLE   44,899 0 52,016
SEMGROUP CORP CLASS A COMMON S COM 81663A105 2,165 50,074 SH   SOLE   29,679 0 20,395
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 32,760 338,707 SH   SOLE   198,624 0 140,083
SEMTECH CORP COMMON STOCK USD. COM 816850101 1,434 94,970 SH   SOLE   44,725 0 50,245
SENECA FOODS CORP CL A COMMO COM 817070501 308 11,705 SH   SOLE   5,145 0 6,560
SENIOR HOUSING PROP TRUST REIT COM 81721M109 5,723 353,265 SH   SOLE   277,822 0 75,443
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 174 39,118 SH   SOLE   22,648 0 16,470
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 5,845 95,351 SH   SOLE   66,881 0 28,470
SEQUENOM INC COMMON STOCK USD. COM 817337405 206 117,611 SH   SOLE   62,991 0 54,620
SEQUENTIAL BRANDS GROUP COM 817340201 333 23,035 SH   SOLE   11,175 0 11,860
SERVICE CORP INTERNATIONAL COM COM 817565104 9,548 352,325 SH   SOLE   285,038 0 67,287
SERVICEMASTER GLOBAL HOLDINGS COM 81761R109 3,029 90,287 SH   SOLE   65,039 0 25,248
SERVICENOW INC. COM 81762P102 9,709 139,795 SH   SOLE   99,849 0 39,946
SERVICESOURCE INTERNATIONAL CO COM 81763U100 251 62,755 SH   SOLE   29,235 0 33,520
SERVISFIRST BANCSHARES COM 81768T108 1,178 28,374 SH   SOLE   9,474 0 18,900
SEVENTY SEVEN ENERGY INC COM 818097107 98 71,173 SH   SOLE   20,712 0 50,461
SFX ENTERTAINMENT INC COM 784178303 30 59,261 SH   SOLE   21,161 0 38,100
SHAKE SHACK INC CL A COM 819047101 249 5,261 SH   SOLE   2,586 0 2,675
SHENANDOAH TELECOMMUNICATION C COM 82312B106 1,048 24,472 SH   SOLE   13,566 0 10,906
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 28,786 129,211 SH   SOLE   81,543 0 47,668
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,336 82,232 SH   SOLE   29,575 0 52,657
SHIRE PLC ADR COM 82481R106 442 2,152 SH   SOLE   2,152 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 520 21,854 SH   SOLE   7,734 0 14,120
SHORETEL INC COMMON STOCK USD. COM 825211105 582 77,855 SH   SOLE   29,855 0 48,000
SHUTTERFLY INC COMMON STOCK US COM 82568P304 1,651 46,184 SH   SOLE   23,155 0 23,029
SHUTTERSTOCK INC COM 825690100 514 16,983 SH   SOLE   9,458 0 7,525
SIERRA BANCORP COMMON STOCK NP COM 82620P102 257 16,080 SH   SOLE   6,190 0 9,890
SIGMA ALDRICH COMMON STOCK USD COM 826552101 22,914 164,943 SH   SOLE   105,875 0 59,068
SIGMA DESIGNS INC COMMON STOCK COM 826565103 312 45,337 SH   SOLE   13,437 0 31,900
SIGNATURE BANK COMMON STOCK US COM 82669G104 11,204 81,447 SH   SOLE   67,399 0 14,048
SIGNET JEWELERS LTD COMMON STO COM G81276100 15,718 115,465 SH   SOLE   69,898 0 45,567
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,698 71,068 SH   SOLE   57,206 0 13,862
SILICON GRAPHICS INTERNATION C COM 82706L108 124 31,619 SH   SOLE   18,339 0 13,280
SILICON LABORATORIES INC COMMO COM 826919102 3,202 77,086 SH   SOLE   52,066 0 25,020
SILVER BAY REALTY TRUST CORP COM 82735Q102 757 47,302 SH   SOLE   14,514 0 32,788
SILVER SPRING NETWORKS COM COM 82817Q103 419 32,532 SH   SOLE   17,872 0 14,660
SIMMONS FIRST NATL CORP CL A C COM 828730200 2,170 45,271 SH   SOLE   17,851 0 27,420
SIMON PROPERTY GROUP INC REIT COM 828806109 92,620 504,136 SH   SOLE   307,803 0 196,333
SIMPSON MANUFACTURING CO INC C COM 829073105 2,177 64,997 SH   SOLE   28,827 0 36,170
SINCLAIR BROADCAST GROUP A COM COM 829226109 1,746 68,961 SH   SOLE   40,666 0 28,295
SIRIUS XM HOLDINGS INC COM 82968B103 9,024 2,412,809 SH   SOLE   1,533,748 0 879,061
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 8,741 93,646 SH   SOLE   78,009 0 15,637
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 3,110 67,939 SH   SOLE   45,035 0 22,904
SIZMEK INC COM 83013P105 190 31,800 SH   SOLE   13,730 0 18,070
SJW CORP COMMON STOCK USD1.042 COM 784305104 779 25,324 SH   SOLE   10,945 0 14,379
SKECHERS USA INC CL A COMMON S COM 830566105 10,831 80,779 SH   SOLE   69,300 0 11,479
SKULLCANDY INC COM 83083J104 142 25,758 SH   SOLE   10,778 0 14,980
SKYWEST INC COMMON STOCK NPV COM 830879102 1,393 83,530 SH   SOLE   36,611 0 46,919
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 24,120 286,422 SH   SOLE   178,101 0 108,321
SL GREEN REALTY CORP REIT USD. COM 78440X101 15,226 140,773 SH   SOLE   76,609 0 64,164
SLM CORP COMMON STOCK USD.2 COM 78442P106 5,307 717,167 SH   SOLE   583,256 0 133,911
SM ENERGY CO COMMON STOCK USD. COM 78454L100 3,207 100,091 SH   SOLE   80,270 0 19,821
SMART & FINAL STORES INC COM 83190B101 485 30,857 SH   SOLE   10,357 0 20,500
SMITH (A.O.) CORP COMMON STOCK COM 831865209 8,123 124,601 SH   SOLE   102,497 0 22,104
SMITH + WESSON HOLDING CORP CO COM 831756101 741 43,950 SH   SOLE   35,150 0 8,800
SNAP ON INC COMMON STOCK USD1. COM 833034101 14,648 97,047 SH   SOLE   55,710 0 41,337
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,988 88,596 SH   SOLE   43,758 0 44,838
SOLARCITY CORP COM 83416T100 2,206 51,655 SH   SOLE   36,430 0 15,225
SOLARWINDS INC COMMON STOCK US COM 83416B109 4,437 113,065 SH   SOLE   91,897 0 21,168
SOLAZYME INC COMMON STOCK COM 83415T101 187 72,090 SH   SOLE   41,780 0 30,310
SOLERA HOLDINGS INC COMMON STO COM 83421A104 6,140 113,704 SH   SOLE   92,153 0 21,551
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,393 68,201 SH   SOLE   38,821 0 29,380
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,498 65,292 SH   SOLE   34,452 0 30,840
SONOCO PRODUCTS CO COMMON STOC COM 835495102 7,019 185,991 SH   SOLE   151,644 0 34,347
SONUS NETWORKS INC COMMON STOC COM 835916503 371 64,807 SH   SOLE   23,083 0 41,724
SONY CORP SPONSORED ADR COM 835699307 305 12,463 SH   SOLE   12,463 0 0
SORRENTO THERAPEUTICS INC COM 83587F202 210 25,060 SH   SOLE   13,860 0 11,200
SOTHEBY S COMMON STOCK USD.01 COM 835898107 3,601 112,600 SH   SOLE   85,470 0 27,130
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,869 113,604 SH   SOLE   51,616 0 61,988
SOUTH STATE CORP COM 840441109 2,640 34,342 SH   SOLE   14,106 0 20,236
SOUTHERN CO COMMON STOCK USD5. COM 842587107 58,362 1,305,643 SH   SOLE   783,958 0 521,685
SOUTHERN COPPER CORP COMMON ST COM 84265V105 3,259 121,965 SH   SOLE   88,189 0 33,776
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 1,070 38,839 SH   SOLE   17,284 0 21,555
SOUTHWEST AIRLINES CO COMMON S COM 844741108 40,317 1,059,869 SH   SOLE   665,070 0 394,799
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 426 25,947 SH   SOLE   9,944 0 16,003
SOUTHWEST GAS CORP COMMON STOC COM 844895102 5,121 87,813 SH   SOLE   45,565 0 42,248
SOUTHWESTERN ENERGY CO COMMON COM 845467109 5,964 470,009 SH   SOLE   258,396 0 211,613
SOVRAN SELF STORAGE INC REIT U COM 84610H108 7,969 84,508 SH   SOLE   64,967 0 19,541
SP PLUS CORP COM 78469C103 434 18,750 SH   SOLE   9,802 0 8,948
SPARK THERAPEUTICS INC COM 84652J103 296 7,095 SH   SOLE   3,795 0 3,300
SPARTANNASH CO COM 847215100 1,555 60,155 SH   SOLE   23,777 0 36,378
SPARTON CORP COM COM 847235108 240 11,199 SH   SOLE   5,559 0 5,640
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 7,177 37,451 SH   SOLE   21,315 0 16,136
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 1,670 6,710 SH   SOLE   6,710 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 27,253 1,037,411 SH   SOLE   665,435 0 371,976
SPECTRANETICS CORP COMMON STOC COM 84760C107 532 45,128 SH   SOLE   25,656 0 19,472
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,981 21,643 SH   SOLE   15,498 0 6,145
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 588 98,355 SH   SOLE   46,655 0 51,700
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 340 18,817 SH   SOLE   6,627 0 12,190
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 6,620 136,950 SH   SOLE   97,547 0 39,403
SPIRIT AIRLINES INC COMMON STO COM 848577102 2,995 63,317 SH   SOLE   45,029 0 18,288
SPIRIT REALTY CAPITAL INC COM 84860W102 2,678 293,008 SH   SOLE   171,379 0 121,629
SPLUNK INC COM COM 848637104 6,301 113,838 SH   SOLE   80,154 0 33,684
SPOK HOLDINGS INC COM 84863T106 581 35,282 SH   SOLE   14,475 0 20,807
SPORTSMANS WHSE HLDGS INC COM 84920Y106 233 18,925 SH   SOLE   7,325 0 11,600
SPRINGLEAF HOLDING INC COM 85172J101 1,327 30,362 SH   SOLE   20,612 0 9,750
SPRINT CORP COMMON COM 85207U105 1,811 471,625 SH   SOLE   302,848 0 168,777
SPROUTS FARMERS MARKET INC COM 85208M102 2,898 137,346 SH   SOLE   94,840 0 42,506
SPS COMMERCE INC COMMON STOCK COM 78463M107 1,080 15,914 SH   SOLE   9,484 0 6,430
SPX CORP COM 784635104 455 38,151 SH   SOLE   26,263 0 11,888
SPX FLOW INC COM 78469X107 1,475 42,851 SH   SOLE   30,963 0 11,888
SQUARE 1 FINL INC COM 85223W101 472 18,392 SH   SOLE   6,867 0 11,525
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 4,663 66,571 SH   SOLE   50,401 0 16,170
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,826 95,475 SH   SOLE   31,675 0 63,800
ST JUDE MEDICAL INC COMMON STO COM 790849103 25,917 410,802 SH   SOLE   247,677 0 163,125
STAAR SURGICAL CO COMMON STOCK COM 852312305 275 35,461 SH   SOLE   20,711 0 14,750
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,571 86,298 SH   SOLE   27,098 0 59,200
STAGE STORES INC COMMON STOCK COM 85254C305 500 50,790 SH   SOLE   21,690 0 29,100
STAMPS.COM INC COMMON STOCK US COM 852857200 1,206 16,293 SH   SOLE   10,698 0 5,595
STANCORP FINANCIAL GROUP COMMO COM 852891100 7,610 66,634 SH   SOLE   54,584 0 12,050
STANDARD MOTOR PRODS COMMON ST COM 853666105 1,641 47,039 SH   SOLE   30,079 0 16,960
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,843 230,405 SH   SOLE   106,585 0 123,820
STANDEX INTERNATIONAL CORP COM COM 854231107 1,321 17,532 SH   SOLE   9,057 0 8,475
STANLEY BLACK + DECKER INC COM COM 854502101 22,436 231,348 SH   SOLE   124,047 0 107,301
STAPLES INC COMMON STOCK USD.0 COM 855030102 10,323 880,016 SH   SOLE   504,954 0 375,062
STARBUCKS CORP COMMON STOCK US COM 855244109 119,975 2,110,741 SH   SOLE   1,360,243 0 750,498
STARWOOD HOTELS + RESORTS COMM COM 85590A401 17,882 268,979 SH   SOLE   169,092 0 99,887
STARWOOD PROPERTY TRUST INC RE COM 85571B105 4,492 218,888 SH   SOLE   159,278 0 59,610
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,273 53,407 SH   SOLE   17,487 0 35,920
STARZ - LIBERTY CAPITAL COM 85571Q102 3,434 91,953 SH   SOLE   64,793 0 27,160
STATE AUTO FINANCIAL CORP COMM COM 855707105 620 27,181 SH   SOLE   13,411 0 13,770
STATE BANK FINANCIAL CORP COMM COM 856190103 975 47,131 SH   SOLE   16,948 0 30,183
STATE NATIONAL COMPANIES COM 85711T305 315 33,650 SH   SOLE   8,425 0 25,225
STATE STREET CORP COMMON STOCK COM 857477103 36,406 541,680 SH   SOLE   316,979 0 224,701
STATOIL ASA ADR COM 85771P102 177 12,175 SH   SOLE   12,175 0 0
STEEL DYNAMICS INC COMMON STOC COM 858119100 6,414 373,330 SH   SOLE   306,603 0 66,727
STEELCASE INC CL A COMMON STOC COM 858155203 1,480 80,416 SH   SOLE   44,646 0 35,770
STEIN MART INC COMMON STOCK US COM 858375108 444 45,916 SH   SOLE   19,237 0 26,679
STEINER LEISURE LTD COMMON STO COM P8744Y102 990 15,672 SH   SOLE   8,997 0 6,675
STEMLINE THERAPEUTICS INC COM 85858C107 170 19,202 SH   SOLE   6,717 0 12,485
STEPAN CO COMMON STOCK USD1. COM 858586100 1,287 30,934 SH   SOLE   17,859 0 13,075
STERICYCLE INC COMMON STOCK US COM 858912108 18,759 134,656 SH   SOLE   82,750 0 51,906
STERIS CORP COMMON STOCK NPV COM 859152100 7,496 115,369 SH   SOLE   88,169 0 27,200
STERLING BANCORP/DE COM 85917A100 2,883 193,912 SH   SOLE   84,486 0 109,426
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,467 67,377 SH   SOLE   41,845 0 25,532
STEWART INFORMATION SERVICES C COM 860372101 1,525 37,280 SH   SOLE   16,130 0 21,150
STIFEL FINANCIAL CORP COMMON S COM 860630102 6,098 144,850 SH   SOLE   84,092 0 60,758
STILLWATER MINING CO COMMON ST COM 86074Q102 1,890 182,959 SH   SOLE   91,744 0 91,215
STOCK BUILDING SUPPLY HOLDINGS COM 86101X104 223 12,682 SH   SOLE   7,082 0 5,600
STOCK YARDS BANCORP, INC COM 861025104 847 23,299 SH   SOLE   8,685 0 14,614
STONE ENERGY CORP COMMON STOCK COM 861642106 490 98,849 SH   SOLE   47,895 0 50,954
STONEGATE BANK FT LAUDERDALE COM 861811107 447 14,038 SH   SOLE   4,588 0 9,450
STONEGATE MORTGAGE CORP COM 86181Q300 122 17,165 SH   SOLE   6,165 0 11,000
STONERIDGE INC COMMON STOCK NP COM 86183P102 416 33,692 SH   SOLE   19,044 0 14,648
STORE CAPITAL CORP COM 862121100 1,012 48,995 SH   SOLE   14,995 0 34,000
STRAIGHT PATH COMM CL B COM 862578101 342 8,470 SH   SOLE   4,070 0 4,400
STRATASYS LTD COM M85548101 1,736 65,526 SH   SOLE   22,326 0 43,200
STRATEGIC HOTELS + RESORTS I R COM 86272T106 6,065 439,828 SH   SOLE   175,228 0 264,600
STRATTEC SEC CORP COM COM 863111100 240 3,812 SH   SOLE   1,009 0 2,803
STRAYER EDUCATION INC COMMON S COM 863236105 835 15,193 SH   SOLE   7,184 0 8,009
STRYKER CORP COMMON STOCK USD. COM 863667101 49,819 529,427 SH   SOLE   342,414 0 187,013
STURM RUGER + CO INC COMMON ST COM 864159108 1,733 29,530 SH   SOLE   26,330 0 3,200
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 457 23,005 SH   SOLE   13,095 0 9,910
SUFFOLK BANCORP COMMON STOCK U COM 864739107 434 15,870 SH   SOLE   6,040 0 9,830
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 583 76,438 SH   SOLE   76,438 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 1,526 130,723 SH   SOLE   51,933 0 78,790
SUMMIT MATERIALS COM 86614U100 408 21,725 SH   SOLE   11,925 0 9,800
SUN BANCORP INC NJ COMMON STOC COM 86663B201 244 12,717 SH   SOLE   4,651 0 8,066
SUN COMMUNITIES INC REIT USD.0 COM 866674104 4,515 66,628 SH   SOLE   25,008 0 41,620
SUN HYDRAULICS CORP COMMON STO COM 866942105 691 25,146 SH   SOLE   13,991 0 11,155
SUNCOKE ENERGY INC COM 86722A103 650 83,528 SH   SOLE   46,010 0 37,518
SUNCOR ENERGY INC COM 867224107 409 15,290 SH   SOLE   15,290 0 0
SUNEDISON INC COM 86732Y109 3,502 487,781 SH   SOLE   402,270 0 85,511
SUNPOWER CORP CL A COM COM 867652406 668 33,338 SH   SOLE   16,195 0 17,143
SUNSTONE HOTEL INVESTORS INC R COM 867892101 4,208 318,097 SH   SOLE   124,298 0 193,799
SUNTRUST BANKS INC COMMON STOC COM 867914103 25,547 668,073 SH   SOLE   381,129 0 286,944
SUPER MICRO COMPUTER INC COMMO COM 86800U104 1,047 38,416 SH   SOLE   24,281 0 14,135
SUPERIOR ENERGY SERVICES INC C COM 868157108 2,929 231,897 SH   SOLE   172,893 0 59,004
SUPERIOR INDUSTRIES INTL COMMO COM 868168105 710 37,986 SH   SOLE   16,010 0 21,976
SUPERNUS PHARMACEUTICAL COM COM 868459108 500 35,618 SH   SOLE   22,483 0 13,135
SUPERVALU INC COMMON STOCK USD COM 868536103 3,990 555,770 SH   SOLE   321,080 0 234,690
SURGICAL CARE AFFILIATES INC COM 86881L106 486 14,870 SH   SOLE   9,960 0 4,910
SURMODICS INC COMMON STOCK USD COM 868873100 445 20,379 SH   SOLE   9,629 0 10,750
SVB FINANCIAL GROUP COMMON STO COM 78486Q101 9,255 80,106 SH   SOLE   65,415 0 14,691
SWIFT TRANSPORTATION CO COMMON COM 87074U101 1,339 89,153 SH   SOLE   49,943 0 39,210
SYKES ENTERPRISES INC COMMON S COM 871237103 1,602 62,831 SH   SOLE   26,970 0 35,861
SYMANTEC CORP COMMON STOCK USD COM 871503108 17,879 918,301 SH   SOLE   521,303 0 396,998
SYMETRA FINANCIAL CORP COMMON COM 87151Q106 3,805 120,267 SH   SOLE   56,537 0 63,730
SYNAPTICS INC COMMON STOCK USD COM 87157D109 5,746 69,681 SH   SOLE   53,716 0 15,965
SYNCHRONOSS TECHNOLOGIES INC C COM 87157B103 1,618 49,339 SH   SOLE   33,664 0 15,675
SYNCHRONY FINANCIAL COM 87165B103 2,508 80,116 SH   SOLE   50,886 0 29,230
SYNERGY PHARMACEUTICALS COM COM 871639308 471 88,869 SH   SOLE   49,839 0 39,030
SYNERGY RESOURCES CORP COM COM 87164P103 1,404 143,277 SH   SOLE   60,427 0 82,850
SYNGENTA AG ADR COM 87160A100 365 5,717 SH   SOLE   5,717 0 0
SYNNEX CORP COMMON STOCK USD.0 COM 87162W100 4,233 49,763 SH   SOLE   23,733 0 26,030
SYNOPSYS INC COMMON STOCK USD. COM 871607107 10,608 229,707 SH   SOLE   185,484 0 44,223
SYNOVUS FINANCIAL CORP COMMON COM 87161C501 5,629 190,182 SH   SOLE   157,789 0 32,393
SYNTA PHARMACEUTICALS CORP COM COM 87162T206 141 81,147 SH   SOLE   40,807 0 40,340
SYNTEL INC COMMON STOCK NPV COM 87162H103 1,825 40,288 SH   SOLE   25,333 0 14,955
SYNUTRA INTERNATIONAL INC COMM COM 87164C102 93 19,540 SH   SOLE   10,350 0 9,190
SYSCO CORP COMMON STOCK USD1. COM 871829107 35,019 898,612 SH   SOLE   536,248 0 362,364
SYSTEMAX INC COMMON STOCK USD. COM 871851101 136 18,205 SH   SOLE   6,645 0 11,560
T MOBILE US INC COM 872590104 9,621 241,677 SH   SOLE   145,207 0 96,470
T ROWE PRICE GROUP INC COMMON COM 74144T108 30,720 442,016 SH   SOLE   287,194 0 154,822
TABLEAU SOFTWARE INC COM 87336U105 3,451 43,256 SH   SOLE   30,455 0 12,801
TAHOE RESOURSES INC COM COM 873868103 723 93,445 SH   SOLE   63,658 0 29,787
TAIWAN SEMICONDUCTOR - SP ADR COM 874039100 799 38,488 SH   SOLE   38,488 0 0
TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 3,444 119,868 SH   SOLE   64,048 0 55,820
TAL INTERNATIONAL GROUP INC CO COM 874083108 636 46,531 SH   SOLE   17,571 0 28,960
TALEN ENERGY CORP COM 87422J105 1,640 162,395 SH   SOLE   86,363 0 76,032
TALMER BANCORP INC CL A COM 87482X101 1,343 80,688 SH   SOLE   34,508 0 46,180
TANDEM DIABETES CARE INC COM 875372104 124 14,042 SH   SOLE   7,552 0 6,490
TANGER FACTORY OUTLET CENTER R COM 875465106 6,776 205,515 SH   SOLE   171,713 0 33,802
TANGOE INC COM 87582Y108 289 40,158 SH   SOLE   25,353 0 14,805
TARGA RESOURCES CORP COMMON ST COM 87612G101 2,137 41,479 SH   SOLE   28,883 0 12,596
TARGET CORP COMMON STOCK USD.0 COM 87612E106 70,840 900,585 SH   SOLE   559,608 0 340,977
TASER INTERNATIONAL INC COMMON COM 87651B104 1,451 65,883 SH   SOLE   39,448 0 26,435
TAUBMAN CENTERS INC REIT USD.0 COM 876664103 6,843 99,053 SH   SOLE   76,574 0 22,479
TAYLOR MORRISON HOME CORP COM 87724P106 776 41,583 SH   SOLE   14,183 0 27,400
TCF FINANCIAL CORP COMMON STOC COM 872275102 4,012 264,646 SH   SOLE   218,118 0 46,528
TD AMERITRADE HOLDING CORP COM COM 87236Y108 8,703 273,351 SH   SOLE   190,250 0 83,101
TE CONNECTIVITY LTD COM H84989104 15,219 254,110 SH   SOLE   159,841 0 94,269
TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 4,110 76,060 SH   SOLE   45,375 0 30,685
TEAM INC COMMON STOCK USD.3 COM 878155100 679 21,133 SH   SOLE   13,148 0 7,985
TECH DATA CORP COMMON STOCK US COM 878237106 5,477 79,957 SH   SOLE   45,357 0 34,600
TECHTARGET COMMON STOCK USD.00 COM 87874R100 193 22,678 SH   SOLE   8,818 0 13,860
TECO ENERGY INC COMMON STOCK U COM 872375100 7,701 293,266 SH   SOLE   165,673 0 127,593
TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,159 39,106 SH   SOLE   25,729 0 13,377
TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 805 116,687 SH   SOLE   36,537 0 80,150
TEGNA INC COM 87901J105 6,264 279,778 SH   SOLE   154,199 0 125,579
TEJON RANCH CO COMMON STOCK US COM 879080109 468 21,466 SH   SOLE   8,376 0 13,090
TELECOM ITALIA SPA ADR COM 87927Y102 144 11,758 SH   SOLE   11,758 0 0
TELECOMMUNICATION SYSTEMS A CO COM 87929J103 236 68,590 SH   SOLE   26,263 0 42,327
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 7,157 79,254 SH   SOLE   51,468 0 27,786
TELEFLEX INC COMMON STOCK USD1 COM 879369106 7,962 64,102 SH   SOLE   53,092 0 11,010
TELEFONICA SA ADR COM 879382208 575 47,759 SH   SOLE   47,759 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 283 36,209 SH   SOLE   12,319 0 23,890
TELEPHONE AND DATA SYSTEMS COM COM 879433829 3,316 132,856 SH   SOLE   109,062 0 23,794
TELETECH HOLDINGS INC COMMON S COM 879939106 811 30,284 SH   SOLE   18,284 0 12,000
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 7,238 101,329 SH   SOLE   83,542 0 17,787
TENET HEALTHCARE CORP COMMON S COM 88033G407 4,689 126,991 SH   SOLE   82,659 0 44,332
TENNANT CO COMMON STOCK USD.37 COM 880345103 1,405 25,006 SH   SOLE   15,241 0 9,765
TENNECO INC COMMON STOCK USD.0 COM 880349105 2,769 61,841 SH   SOLE   35,261 0 26,580
TERADATA CORP COMMON STOCK USD COM 88076W103 6,610 228,233 SH   SOLE   144,644 0 83,589
TERADYNE INC COMMON STOCK USD. COM 880770102 5,385 299,004 SH   SOLE   242,466 0 56,538
TEREX CORP COMMON STOCK USD.01 COM 880779103 4,050 225,776 SH   SOLE   119,940 0 105,836
TERRAFORM POWER INC CL A COM 88104R100 422 29,649 SH   SOLE   20,129 0 9,520
TERRENO REALTY CORP REIT USD.0 COM 88146M101 1,083 55,136 SH   SOLE   16,086 0 39,050
TERRITORIAL BANCORP INC COMMON COM 88145X108 330 12,658 SH   SOLE   5,438 0 7,220
TESARO INC COM COM 881569107 822 20,488 SH   SOLE   11,373 0 9,115
TESCO CORP COMMON STOCK NPV COM 88157K101 425 59,458 SH   SOLE   21,478 0 37,980
TESLA MOTORS INC COMMON STOCK COM 88160R101 19,228 77,407 SH   SOLE   57,431 0 19,976
TESORO CORP COMMON STOCK USD.1 COM 881609101 15,948 164,002 SH   SOLE   93,336 0 70,666
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 2,332 71,950 SH   SOLE   40,138 0 31,812
TETRA TECH INC COMMON STOCK US COM 88162G103 2,478 101,942 SH   SOLE   48,032 0 53,910
TETRA TECHNOLOGIES INC COMMON COM 88162F105 728 123,109 SH   SOLE   50,446 0 72,663
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 253 33,915 SH   SOLE   19,805 0 14,110
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 4,302 82,059 SH   SOLE   41,319 0 40,740
TEXAS INSTRUMENTS INC COMMON S COM 882508104 76,088 1,536,509 SH   SOLE   1,029,794 0 506,715
TEXAS ROADHOUSE INC COMMON STO COM 882681109 3,611 97,057 SH   SOLE   66,577 0 30,480
TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 806 48,891 SH   SOLE   29,661 0 19,230
TEXTRON INC COMMON STOCK USD.1 COM 883203101 12,328 327,513 SH   SOLE   195,508 0 132,005
TEXTURA CORP COM 883211104 448 17,352 SH   SOLE   9,702 0 7,650
TFS FINANCIAL CORP COMMON STOC COM 87240R107 740 42,882 SH   SOLE   26,841 0 16,041
TG THERAPEUTICS INC COM 88322Q108 323 32,005 SH   SOLE   18,185 0 13,820
THE CHEMOURS COMPANY COM 163851108 1,747 270,016 SH   SOLE   226,768 0 43,248
THE CHILDREN'S PLACE INC. COM 168905107 1,908 33,079 SH   SOLE   16,709 0 16,370
THE WHITEWAVE FOODS CO. CLASS COM 966244105 11,705 291,534 SH   SOLE   243,197 0 48,337
THERAPEUDICSMD INC COM COM 88338N107 650 110,950 SH   SOLE   62,175 0 48,775
THERAVANCE BIOPHARMA INC COM G8807B106 370 33,638 SH   SOLE   11,688 0 21,950
THERAVANCE INC COMMON STOCK US COM 88338T104 624 86,928 SH   SOLE   42,938 0 43,990
THERMO FISHER SCIENTIFIC INC C COM 883556102 60,478 494,588 SH   SOLE   327,762 0 166,826
THERMON GROUP HOLDINGS INC COM COM 88362T103 811 39,487 SH   SOLE   14,362 0 25,125
THIRD POINT REINSURANCE LTD COM G8827U100 1,390 103,312 SH   SOLE   34,712 0 68,600
THOMSON REUTERS CORP COMMON ST COM 884903105 9,816 243,815 SH   SOLE   172,834 0 70,981
THOR INDUSTRIES INC COMMON STO COM 885160101 4,781 92,289 SH   SOLE   79,692 0 12,597
THORATEC CORP COMMON STOCK NPV COM 885175307 6,082 96,138 SH   SOLE   72,018 0 24,120
THRESHOLD PHARMACEUTICALS COM COM 885807206 242 59,427 SH   SOLE   31,612 0 27,815
TIDEWATER INC COMMON STOCK USD COM 886423102 1,022 77,752 SH   SOLE   29,832 0 47,920
TIFFANY + CO COMMON STOCK USD. COM 886547108 13,130 170,029 SH   SOLE   103,712 0 66,317
TILE SHOP HLDGS INC COM 88677Q109 279 23,265 SH   SOLE   13,105 0 10,160
TILLYS INC COM COM 886885102 109 14,807 SH   SOLE   5,377 0 9,430
TIME INC COM 887228104 4,441 233,140 SH   SOLE   133,609 0 99,531
TIME WARNER CABLE COMMON STOCK COM 88732J207 72,683 405,212 SH   SOLE   264,581 0 140,631
TIME WARNER INC COMMON STOCK U COM 887317303 76,296 1,109,761 SH   SOLE   686,627 0 423,134
TIMKEN CO COMMON STOCK NPV COM 887389104 3,463 125,989 SH   SOLE   99,693 0 26,296
TIMKENSTEEL CORP COM 887399103 703 69,418 SH   SOLE   31,468 0 37,950
TIPTREE FINANCIAL INC COM 88822Q103 188 29,392 SH   SOLE   4,192 0 25,200
TITAN INTERNATIONAL INC COMMON COM 88830M102 435 65,789 SH   SOLE   28,054 0 37,735
TITAN MACHINERY INC COMMON STO COM 88830R101 273 23,777 SH   SOLE   9,167 0 14,610
TIVO INC COMMON STOCK USD.001 COM 888706108 859 99,183 SH   SOLE   54,508 0 44,675
TJX COMPANIES INC COMMON STOCK COM 872540109 74,181 1,038,655 SH   SOLE   696,094 0 342,561
TOKAI PHARMACEUTICALS COM 88907J107 104 10,093 SH   SOLE   3,418 0 6,675
TOLL BROTHERS INC COMMON STOCK COM 889478103 8,828 257,829 SH   SOLE   208,593 0 49,236
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,378 25,831 SH   SOLE   11,196 0 14,635
TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,412 45,124 SH   SOLE   30,764 0 14,360
TOPBUILD CORP COM 89055F103 1,232 39,777 SH   SOLE   27,517 0 12,260
TORCHMARK CORP COMMON STOCK US COM 891027104 12,291 217,919 SH   SOLE   152,111 0 65,808
TORNIER NV COMMON STOCK COM N87237108 784 38,433 SH   SOLE   17,083 0 21,350
TORO CO COMMON STOCK USD1. COM 891092108 6,337 89,836 SH   SOLE   72,255 0 17,581
TORONTO DOMINION COM COM 891160509 746 18,920 SH   SOLE   18,920 0 0
TOTAL SA-SPON ADR COM 89151E109 1,168 26,121 SH   SOLE   26,121 0 0
TOTAL SYSTEM SERVICES INC COMM COM 891906109 11,940 262,819 SH   SOLE   164,303 0 98,516
TOWER INTERNATIONAL INC COMMON COM 891826109 532 22,394 SH   SOLE   10,009 0 12,385
TOWERS WATSON + CO CL A COMMON COM 891894107 11,897 101,356 SH   SOLE   82,719 0 18,637
TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 1,156 61,319 SH   SOLE   22,813 0 38,506
TOYOTA MOTOR CORP ADR COM 892331307 1,812 15,454 SH   SOLE   15,454 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 18,843 223,466 SH   SOLE   144,972 0 78,494
TRANSATLANTIC PETROLEUM COM G89982113 81 31,923 SH   SOLE   10,223 0 21,700
TRANSCANADA CORP ADR COM 89353D107 256 8,110 SH   SOLE   8,110 0 0
TRANSDIGM GROUP INC COMMON STO COM 893641100 10,898 51,307 SH   SOLE   34,941 0 16,366
TRANSENTERIX INC COM 89366M201 124 54,684 SH   SOLE   16,334 0 38,350
TRANSOCEAN INC SHS COM H8817H100 3,202 247,848 SH   SOLE   153,268 0 94,580
TRAVELERS COS INC/THE COMMON S COM 89417E109 48,314 485,417 SH   SOLE   319,857 0 165,560
TRAVELPORT WORLDWIDE LTD COM G9019D104 1,404 106,209 SH   SOLE   50,265 0 55,944
TRC COS INC COMMON STOCK USD.1 COM 872625108 228 19,264 SH   SOLE   4,964 0 14,300
TRECORA RESOURCES COM 894648104 225 18,132 SH   SOLE   10,632 0 7,500
TREDEGAR CORP COMMON STOCK NPV COM 894650100 527 40,271 SH   SOLE   19,368 0 20,903
TREEHOUSE FOODS INC COMMON STO COM 89469A104 7,486 96,234 SH   SOLE   58,284 0 37,950
TREVENA INC COM 89532E109 215 20,782 SH   SOLE   10,182 0 10,600
TREX COMPANY INC COMMON STOCK COM 89531P105 1,140 34,214 SH   SOLE   21,929 0 12,285
TRI POINTE GROUP INC COM 87265H109 4,033 308,074 SH   SOLE   174,499 0 133,575
TRIANGLE PETROLEUM CORP COMMON COM 89600B201 89 62,763 SH   SOLE   23,363 0 39,400
TRIBUNE COMPANY NEW COM 896047503 1,772 49,775 SH   SOLE   32,005 0 17,770
TRIBUNE PUBLISHING CO COM 896082104 215 27,415 SH   SOLE   12,115 0 15,300
TRICO BANCSHARES COMMON STOCK COM 896095106 718 29,219 SH   SOLE   9,979 0 19,240
TRIMAS CORP COMMON STOCK USD.0 COM 896215209 972 59,471 SH   SOLE   22,447 0 37,024
TRIMBLE NAVIGATION LTD COMMON COM 896239100 6,522 397,191 SH   SOLE   322,871 0 74,320
TRINET GROUP INC COM 896288107 625 37,173 SH   SOLE   20,003 0 17,170
TRINITY INDUSTRIES INC COMMON COM 896522109 5,547 244,702 SH   SOLE   199,015 0 45,687
TRINSEO SA COM L9340P101 252 9,972 SH   SOLE   4,872 0 5,100
TRIPADVISOR INC COM 896945201 10,669 169,292 SH   SOLE   103,597 0 65,695
TRIPLE S MANAGEMENT CORP B COM COM 896749108 583 32,759 SH   SOLE   12,339 0 20,420
TRISTATE CAP HLDGS INC COM 89678F100 340 27,239 SH   SOLE   9,329 0 17,910
TRIUMPH BANCORP INC COM 89679E300 282 16,808 SH   SOLE   4,408 0 12,400
TRIUMPH GROUP INC COMMON STOCK COM 896818101 2,989 71,043 SH   SOLE   58,333 0 12,710
TRONOX LIMITED COM COM Q9235V101 359 82,104 SH   SOLE   28,304 0 53,800
TROVAGENE INC COM 897238309 130 22,922 SH   SOLE   11,247 0 11,675
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,172 52,161 SH   SOLE   33,536 0 18,625
TRUECAR INC COM 89785L107 221 42,401 SH   SOLE   23,731 0 18,670
TRUPANION INC COM 898202106 95 12,524 SH   SOLE   5,424 0 7,100
TRUSTCO BANK CORP NY COMMON ST COM 898349105 889 152,192 SH   SOLE   66,792 0 85,400
TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,693 159,402 SH   SOLE   99,592 0 59,810
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 576 92,440 SH   SOLE   38,034 0 54,406
TUBEMOGUL INC COM 898570106 141 13,421 SH   SOLE   6,796 0 6,625
TUESDAY MORNING CORP COMMON ST COM 899035505 275 50,772 SH   SOLE   28,112 0 22,660
TUMI HODINGD INC COM COM 89969Q104 870 49,371 SH   SOLE   27,931 0 21,440
TUPPERWARE BRANDS CORP COMMON COM 899896104 4,185 84,571 SH   SOLE   69,175 0 15,396
TUTOR PERINI CORP COMMON STOCK COM 901109108 843 51,192 SH   SOLE   18,394 0 32,798
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 50,425 1,868,979 SH   SOLE   1,189,938 0 679,041
TWENTY-FIRST CENTURY FOX INC. COM 90130A200 14,184 523,991 SH   SOLE   354,911 0 169,080
TWIN DISC INC COMMON STOCK NPV COM 901476101 153 12,335 SH   SOLE   4,165 0 8,170
TWITTER INC COM 90184L102 13,711 508,946 SH   SOLE   361,759 0 147,187
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,032 230,334 SH   SOLE   148,914 0 81,420
TYCO INTERNATIONAL PLC COM G91442106 21,276 635,872 SH   SOLE   402,276 0 233,596
TYLER TECHNOLOGIES INC COMMON COM 902252105 10,046 67,282 SH   SOLE   50,566 0 16,716
TYSON FOODS INC CL A COMMON ST COM 902494103 17,172 398,426 SH   SOLE   231,128 0 167,298
U.S. PHYSICAL THERAPY INC COMM COM 90337L108 520 11,580 SH   SOLE   6,520 0 5,060
UBIQUITI NETWORKS INC COM 90347A100 972 28,678 SH   SOLE   15,643 0 13,035
UBS GROUP AG COM H42097107 744 40,190 SH   SOLE   40,190 0 0
UCBH HOLDINGS INC COM COM 90262T308 0 14,002 SH   SOLE   8,202 0 5,800
UDR INC REIT USD.01 COM 902653104 13,278 385,106 SH   SOLE   295,364 0 89,742
UGI CORP COMMON STOCK NPV COM 902681105 8,565 245,966 SH   SOLE   197,794 0 48,172
UIL HOLDINGS CORP COMMON STOCK COM 902748102 4,764 94,769 SH   SOLE   45,533 0 49,236
ULTA SALON COSMETICS + FRAGR C COM 90384S303 9,846 60,278 SH   SOLE   40,289 0 19,989
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 9,231 51,567 SH   SOLE   43,961 0 7,606
ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 254 44,253 SH   SOLE   15,513 0 28,740
ULTRA PETROLEUM CORP COMMON ST COM 903914109 1,137 178,006 SH   SOLE   71,406 0 106,600
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 3,453 35,850 SH   SOLE   20,408 0 15,442
ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 12 29,081 SH   SOLE   11,961 0 17,120
ULTRATECH INC COMMON STOCK USD COM 904034105 699 43,662 SH   SOLE   17,992 0 25,670
ULURU INC COM 90403T209 8 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 3,581 70,481 SH   SOLE   34,121 0 36,360
UMH PROPERTIES INC REIT USD.1 COM 903002103 274 29,444 SH   SOLE   9,554 0 19,890
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 7,361 451,610 SH   SOLE   257,256 0 194,354
UNDER ARMOUR INC CLASS A COMMO COM 904311107 25,406 262,511 SH   SOLE   159,345 0 103,166
UNIFI INC COMMON STOCK USD.1 COM 904677200 647 21,701 SH   SOLE   9,545 0 12,156
UNIFIRST CORP/MA COMMON STOCK COM 904708104 2,888 27,038 SH   SOLE   12,746 0 14,292
UNILEVER N V NY SHS NEW COM 904784709 716 17,819 SH   SOLE   17,819 0 0
UNILEVER PLC ADR COM 904767704 511 12,524 SH   SOLE   12,524 0 0
UNILIFE CORP COMMON STOCK USD. COM 90478E103 106 108,525 SH   SOLE   56,060 0 52,465
UNION BANKSHARES CORPORATION COM 90539J109 1,948 81,186 SH   SOLE   40,728 0 40,458
UNION PACIFIC CORP COMMON STOC COM 907818108 112,161 1,268,644 SH   SOLE   825,723 0 442,921
UNISYS CORP COMMON STOCK USD.0 COM 909214306 726 60,984 SH   SOLE   31,059 0 29,925
UNIT CORP COMMON STOCK USD.2 COM 909218109 1,007 89,433 SH   SOLE   35,203 0 54,230
UNITED BANKSHARES INC COMMON S COM 909907107 4,293 113,000 SH   SOLE   49,087 0 63,913
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,634 79,938 SH   SOLE   34,280 0 45,658
UNITED COMMUNITY FINL COM COM 909839102 341 68,131 SH   SOLE   21,812 0 46,319
UNITED CONTINENTAL HOLDINGS CO COM 910047109 30,316 571,459 SH   SOLE   361,905 0 209,554
UNITED DEVELOPMENT FUNDING COM 910187103 667 37,919 SH   SOLE   12,019 0 25,900
UNITED FINANCIAL BANCORP INC COM 910304104 970 74,313 SH   SOLE   27,656 0 46,657
UNITED FIRE GROUP INC COM 910340108 1,193 34,034 SH   SOLE   15,804 0 18,230
UNITED NATURAL FOODS INC COMMO COM 911163103 4,592 94,670 SH   SOLE   71,525 0 23,145
UNITED ONLINE INC COMMON STOCK COM 911268209 191 19,091 SH   SOLE   6,095 0 12,996
UNITED PARCEL SERVICE CL B COM COM 911312106 92,821 940,535 SH   SOLE   584,582 0 355,953
UNITED RENTALS INC COMMON STOC COM 911363109 8,694 144,775 SH   SOLE   88,660 0 56,115
UNITED STATES STEEL CORP COMMO COM 912909108 2,177 208,888 SH   SOLE   169,315 0 39,573
UNITED TECHNOLOGIES CORP COMMO COM 913017109 92,315 1,037,366 SH   SOLE   722,658 0 314,708
UNITED THERAPEUTICS CORP COMMO COM 91307C102 10,271 78,261 SH   SOLE   64,193 0 14,068
UNITEDHEALTH GROUP INC COMMON COM 91324P102 169,280 1,459,182 SH   SOLE   955,778 0 503,404
UNITEDINS HLDGS CORP COM 910710102 307 23,326 SH   SOLE   8,926 0 14,400
UNITIL CORP COMMON STOCK NPV COM 913259107 731 19,815 SH   SOLE   7,905 0 11,910
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 462 67,576 SH   SOLE   23,196 0 44,380
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 1,759 35,484 SH   SOLE   18,740 0 16,744
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 1,452 42,843 SH   SOLE   25,353 0 17,490
UNIVERSAL ELECTRONICS INC COMM COM 913483103 759 18,049 SH   SOLE   10,654 0 7,395
UNIVERSAL FOREST PRODUCTS COMM COM 913543104 2,195 38,060 SH   SOLE   20,010 0 18,050
UNIVERSAL HEALTH RLTY INCOME R COM 91359E105 778 16,585 SH   SOLE   10,095 0 6,490
UNIVERSAL HEALTH SERVICES B CO COM 913903100 13,922 111,542 SH   SOLE   70,472 0 41,070
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 974 32,957 SH   SOLE   20,712 0 12,245
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 124 35,193 SH   SOLE   15,328 0 19,865
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 539 28,021 SH   SOLE   9,221 0 18,800
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 10,882 339,216 SH   SOLE   196,686 0 142,530
URANIUM ENERGY CORP COMMON STO COM 916896103 73 73,308 SH   SOLE   38,308 0 35,000
URBAN EDGE PROPERTIES COM 91704F104 3,492 161,741 SH   SOLE   115,045 0 46,696
URBAN OUTFITTERS INC COMMON ST COM 917047102 4,316 146,914 SH   SOLE   87,713 0 59,201
URSTADT BIDDLE CLASS A REIT COM 917286205 797 42,515 SH   SOLE   19,065 0 23,450
US BANCORP COMMON STOCK USD.01 COM 902973304 98,931 2,412,355 SH   SOLE   1,517,754 0 894,601
US CELLULAR CORP COMMON STOCK COM 911684108 327 9,240 SH   SOLE   5,332 0 3,908
US CONCRETE INC COM 90333L201 628 13,151 SH   SOLE   7,486 0 5,665
US ECOLOGY INC COMMON STOCK US COM 91732J102 1,154 26,434 SH   SOLE   16,389 0 10,045
US SILICA HOLDINGS INC COM COM 90346E103 860 61,021 SH   SOLE   40,546 0 20,475
USA TRUCK INC COM COM 902925106 178 10,307 SH   SOLE   3,807 0 6,500
USANA HEALTH SCIENCES INC COMM COM 90328M107 792 5,906 SH   SOLE   2,942 0 2,964
USG CORP COMMON STOCK USD.1 COM 903293405 2,496 93,755 SH   SOLE   65,464 0 28,291
UTI WORLDWIDE INC COMMON STOCK COM G87210103 638 139,089 SH   SOLE   54,879 0 84,210
VAIL RESORTS INC COMMON STOCK COM 91879Q109 4,345 41,503 SH   SOLE   25,138 0 16,365
VALE SA ADR COM 91912E204 68 20,390 SH   SOLE   20,390 0 0
VALEANT PARMACEUTICALS INTERNA COM 91911K102 589 3,300 SH   SOLE   3,300 0 0
VALERO ENERGY CORP COMMON STOC COM 91913Y100 43,084 716,870 SH   SOLE   443,258 0 273,612
VALHI INC NEW COM 918905100 43 22,929 SH   SOLE   5,129 0 17,800
VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,629 58,341 SH   SOLE   35,957 0 22,384
VALLEY NATIONAL BANCORP COMMON COM 919794107 4,895 497,438 SH   SOLE   291,005 0 206,433
VALMONT INDUSTRIES COMMON STOC COM 920253101 3,814 40,198 SH   SOLE   33,084 0 7,114
VALSPAR CORP COMMON STOCK USD. COM 920355104 10,095 140,442 SH   SOLE   115,024 0 25,418
VANDA PHARMACEUTICALS INC COMM COM 921659108 473 41,893 SH   SOLE   20,528 0 21,365
VANGUARD TOTAL BOND MARKET ETF COM 921937835 1,586 19,354 SH   SOLE   2,264 0 17,090
VANTIVE CORP COM COM 92210H105 5,504 122,528 SH   SOLE   87,549 0 34,979
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 12,031 163,071 SH   SOLE   103,304 0 59,767
VASCO DATA SECURITY INTL COMMO COM 92230Y104 560 32,853 SH   SOLE   19,642 0 13,211
VASCULAR SOLUTIONS INC COMMON COM 92231M109 621 19,171 SH   SOLE   12,646 0 6,525
VCA INC COMMON STOCK USD.001 COM 918194101 7,701 146,260 SH   SOLE   120,097 0 26,163
VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,696 74,996 SH   SOLE   56,532 0 18,464
VECTREN CORPORATION COMMON STO COM 92240G101 5,362 127,635 SH   SOLE   103,688 0 23,947
VECTRUS INC COM 92242T101 229 10,411 SH   SOLE   5,252 0 5,159
VEECO INSTRUMENTS INC COMMON S COM 922417100 1,336 65,158 SH   SOLE   28,243 0 36,915
VEEVA SYSTEMS-A COM 922475108 1,389 59,319 SH   SOLE   43,399 0 15,920
VENTAS INC REIT USD.25 COM 92276F100 25,840 460,936 SH   SOLE   253,975 0 206,961
VERA BRADLEY INC COMMON STOCK COM 92335C106 370 29,371 SH   SOLE   10,341 0 19,030
VERACYTE INC COM 92337F107 53 11,288 SH   SOLE   5,488 0 5,800
VERASTEM INC COM 92337C104 70 39,267 SH   SOLE   13,147 0 26,120
VEREIT INC COM 92339V100 4,849 628,166 SH   SOLE   365,468 0 262,698
VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 5,184 186,960 SH   SOLE   154,737 0 32,223
VERINT SYSTEMS INC COMMON STOC COM 92343X100 2,707 62,733 SH   SOLE   35,366 0 27,367
VERISIGN INC COMMON STOCK USD. COM 92343E102 12,175 172,548 SH   SOLE   111,538 0 61,010
VERISK ANALYTICS INC CLASS A C COM 92345Y106 11,653 157,665 SH   SOLE   109,550 0 48,115
VERITIV CORP COM 923454102 455 12,226 SH   SOLE   4,966 0 7,260
VERIZON COMMUNICATIONS INC COM COM 92343V104 250,587 5,759,308 SH   SOLE   3,649,914 0 2,109,394
VERSARTIS INC COM 92529L102 327 28,367 SH   SOLE   9,777 0 18,590
VERTEX PHARMACEUTICALS INC COM COM 92532F100 36,238 347,975 SH   SOLE   209,695 0 138,280
VF CORP COMMON STOCK USD1. COM 918204108 33,958 497,840 SH   SOLE   333,160 0 164,680
VIACOM INC CL A COM 92553P102 241 5,449 SH   SOLE   4,329 0 1,120
VIACOM INC CLASS B COMMON STOC COM 92553P201 21,721 503,376 SH   SOLE   324,914 0 178,462
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 916 31,597 SH   SOLE   12,647 0 18,950
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,384 52,638 SH   SOLE   31,283 0 21,355
VIAVI SOLUTIONS INC COM 925550105 1,230 229,017 SH   SOLE   162,442 0 66,575
VICOR CORP COMMON STOCK USD.01 COM 925815102 228 22,350 SH   SOLE   12,180 0 10,170
VILLAGE SUPER MARKET CLASS A C COM 927107409 297 12,560 SH   SOLE   4,230 0 8,330
VINCE HOLDING CORP COM 92719W108 44 12,870 SH   SOLE   7,080 0 5,790
VIOLIN MEMORY INC COM 92763A101 110 79,526 SH   SOLE   45,056 0 34,470
VIRGIN AMERICA INC COM 92765X208 757 22,112 SH   SOLE   11,787 0 10,325
VIRNETX HOLDING CORP COMMON ST COM 92823T108 157 44,095 SH   SOLE   23,915 0 20,180
VIRTU FINANCIAL INC COM 928254101 361 15,731 SH   SOLE   8,531 0 7,200
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,277 12,709 SH   SOLE   6,766 0 5,943
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 1,571 30,615 SH   SOLE   19,153 0 11,462
VISA INC CLASS A SHARES COMMON COM 92826C839 190,422 2,733,597 SH   SOLE   1,738,733 0 994,864
VISHAY INTERTECHNOLOGY INC COM COM 928298108 3,216 331,857 SH   SOLE   207,657 0 124,200
VISHAY PRECISION GROUP COMMON COM 92835K103 237 20,445 SH   SOLE   9,280 0 11,165
VISTA OUTDOOR INC COM 928377100 4,302 96,830 SH   SOLE   79,784 0 17,046
VISTEON CORP COMMON STOCK COM 92839U206 4,116 40,653 SH   SOLE   27,599 0 13,054
VITAE PHARMACEUTICALS COM 92847N103 120 10,881 SH   SOLE   5,406 0 5,475
VITAL THERAPIES INC COM 92847R104 57 14,206 SH   SOLE   7,426 0 6,780
VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,412 43,263 SH   SOLE   18,563 0 24,700
VIVINT SOLAR INC COM 92854Q106 204 19,470 SH   SOLE   7,995 0 11,475
VIVUS INC COMMON STOCK USD.001 COM 928551100 173 105,214 SH   SOLE   57,014 0 48,200
VMWARE INC CLASS A COMMON STOC COM 928563402 5,591 70,962 SH   SOLE   51,274 0 19,688
VOCERA COMMUNICATIONS INC COM COM 92857F107 296 25,916 SH   SOLE   12,226 0 13,690
VODAFONE GROUP PLC ADR COM 92857W308 912 28,725 SH   SOLE   28,725 0 0
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 1,459 248,069 SH   SOLE   90,409 0 157,660
VORNADO REALTY TRUST REIT USD. COM 929042109 22,523 249,095 SH   SOLE   132,832 0 116,263
VOXX INTERNATIONAL CORPORATION COM 91829F104 239 32,174 SH   SOLE   12,944 0 19,230
VOYA FINANACIAL INC COM 929089100 5,995 154,633 SH   SOLE   92,428 0 62,205
VSE CORP COMMON STOCK USD.05 COM 918284100 233 5,805 SH   SOLE   2,245 0 3,560
VULCAN MATERIALS CO COMMON STO COM 929160109 15,734 176,391 SH   SOLE   104,089 0 72,302
VWR CORPORATION COM 91843L103 517 20,106 SH   SOLE   14,112 0 5,994
W+T OFFSHORE INC COMMON STOCK COM 92922P106 149 49,667 SH   SOLE   18,987 0 30,680
WABASH NATIONAL CORP COMMON ST COM 929566107 767 72,405 SH   SOLE   38,230 0 34,175
WABCO HOLDINGS INC COMMON STOC COM 92927K102 5,523 52,686 SH   SOLE   34,247 0 18,439
WABTEC CORP COMMON STOCK USD.0 COM 929740108 14,676 166,683 SH   SOLE   133,298 0 33,385
WADDELL + REED FINANCIAL A COM COM 930059100 6,267 180,235 SH   SOLE   155,455 0 24,780
WAGEWORKS INC COM COM 930427109 1,716 38,056 SH   SOLE   24,371 0 13,685
WAL MART STORES INC COMMON STO COM 931142103 144,291 2,225,342 SH   SOLE   1,372,344 0 852,998
WALGREENS BOOTS ALLIANCE INC COM 931427108 99,135 1,192,958 SH   SOLE   722,865 0 470,093
WALKER + DUNLOP INC COMMON STO COM 93148P102 888 34,041 SH   SOLE   17,661 0 16,380
WALT DISNEY CO/THE COMMON STOC COM 254687106 241,897 2,366,894 SH   SOLE   1,536,002 0 830,892
WALTER INVESTMENT MANAGEMENT R COM 93317W102 867 53,325 SH   SOLE   20,217 0 33,108
WASHINGTON FEDERAL INC COMMON COM 938824109 4,990 219,344 SH   SOLE   132,394 0 86,950
WASHINGTON REIT REIT USD.01 COM 939653101 2,443 98,012 SH   SOLE   33,061 0 64,951
WASHINGTON TRUST BANCORP COMMO COM 940610108 1,033 26,858 SH   SOLE   12,098 0 14,760
WASTE CONNECTIONS INC COMMON S COM 941053100 8,814 181,433 SH   SOLE   147,466 0 33,967
WASTE MANAGEMENT INC COMMON ST COM 94106L109 30,569 613,710 SH   SOLE   370,128 0 243,582
WATERS CORP COMMON STOCK USD.0 COM 941848103 18,452 156,096 SH   SOLE   75,870 0 80,226
WATERSTONE FINANCIAL INC. COM 94188P101 519 38,480 SH   SOLE   13,034 0 25,446
WATSCO INC COMMON STOCK USD.5 COM 942622200 5,266 44,445 SH   SOLE   38,895 0 5,550
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,492 47,177 SH   SOLE   21,677 0 25,500
WAUSAU PAPER CORP COMMON STOCK COM 943315101 366 57,184 SH   SOLE   31,864 0 25,320
WAYFAIR INC COM 94419L101 606 17,278 SH   SOLE   9,578 0 7,700
WCI COMMUNITIES INC COM 92923C807 420 18,547 SH   SOLE   5,447 0 13,100
WD 40 CO COMMON STOCK USD.001 COM 929236107 2,461 27,634 SH   SOLE   20,129 0 7,505
WEATHERFORD INTL PLC SHS COM G48833100 3,924 462,686 SH   SOLE   310,866 0 151,820
WEB.COM GROUP INC COMMON STOCK COM 94733A104 886 42,042 SH   SOLE   24,982 0 17,060
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,807 45,359 SH   SOLE   27,476 0 17,883
WEBSTER FINANCIAL CORP COMMON COM 947890109 7,644 214,544 SH   SOLE   131,474 0 83,070
WEC ENERGY GROUP INC COM 92939U106 23,514 450,282 SH   SOLE   280,514 0 169,768
WEIGHT WATCHERS INTL INC COMMO COM 948626106 198 31,008 SH   SOLE   18,328 0 12,680
WEINGARTEN REALTY INVESTORS RE COM 948741103 6,672 201,514 SH   SOLE   160,342 0 41,172
WEIS MARKETS INC COMMON STOCK COM 948849104 816 19,533 SH   SOLE   9,287 0 10,246
WELLCARE HEALTH PLANS INC COMM COM 94946T106 7,356 85,352 SH   SOLE   65,852 0 19,500
WELLS FARGO + CO COMMON STOCK COM 949746101 336,617 6,555,344 SH   SOLE   3,976,055 0 2,579,289
WELLTOWER INC. COM 95040Q104 35,138 518,874 SH   SOLE   294,898 0 223,976
WENDY S CO/THE COMMON STOCK US COM 95058W100 3,291 380,500 SH   SOLE   293,227 0 87,273
WERNER ENTERPRISES INC COMMON COM 950755108 2,907 115,811 SH   SOLE   80,391 0 35,420
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,635 51,976 SH   SOLE   18,252 0 33,724
WESCO AIRCRAFT HOLDINGS INC COM 950814103 958 78,519 SH   SOLE   25,269 0 53,250
WESCO INTERNATIONAL INC COMMON COM 95082P105 1,440 30,990 SH   SOLE   17,541 0 13,449
WEST BANCORPORATION COMMON STO COM 95123P106 418 22,296 SH   SOLE   8,769 0 13,527
WEST CORP COM COM 952355204 1,438 64,183 SH   SOLE   22,673 0 41,510
WEST MARINE INC COMMON STOCK U COM 954235107 223 25,396 SH   SOLE   8,871 0 16,525
WEST PHARMACEUTICAL SERVICES C COM 955306105 10,103 186,675 SH   SOLE   154,205 0 32,470
WESTAMERICA BANCORPORATION COM COM 957090103 2,429 54,662 SH   SOLE   30,050 0 24,612
WESTAR ENERGY INC COMMON STOCK COM 95709T100 7,829 203,658 SH   SOLE   167,186 0 36,472
WESTERN ALLIANCE BANCORP COMMO COM 957638109 3,359 109,381 SH   SOLE   54,890 0 54,491
WESTERN ASSET MTG CAP CORP COM 95790D105 677 53,650 SH   SOLE   18,286 0 35,364
WESTERN DIGITAL CORP COMMON ST COM 958102105 23,149 291,399 SH   SOLE   164,331 0 127,068
WESTERN REFINING INC COMMON ST COM 959319104 5,849 132,577 SH   SOLE   101,517 0 31,060
WESTERN UNION CO COMMON STOCK COM 959802109 17,374 946,291 SH   SOLE   630,996 0 315,295
WESTLAKE CHEMICAL CORP COMMON COM 960413102 1,312 25,292 SH   SOLE   15,322 0 9,970
WESTMORELAND COAL CO COMMON ST COM 960878106 318 22,563 SH   SOLE   7,483 0 15,080
WESTPAC BANKING CORP SP ADR COM 961214301 719 34,125 SH   SOLE   34,125 0 0
WESTROCK COMPANY COM 96145D105 17,258 335,488 SH   SOLE   196,541 0 138,947
WESTWOOD HOLDINGS GROUP INC CO COM 961765104 437 8,039 SH   SOLE   5,034 0 3,005
WEX INC COM 96208T104 6,084 70,064 SH   SOLE   61,975 0 8,089
WEYCO GROUP INC COMMON STOCK U COM 962149100 287 10,618 SH   SOLE   3,708 0 6,910
WEYERHAEUSER CO REIT USD1.25 COM 962166104 19,256 704,306 SH   SOLE   372,332 0 331,974
WGL HOLDINGS INC COMMON STOCK COM 92924F106 6,368 110,416 SH   SOLE   65,760 0 44,656
WHIRLPOOL CORP COMMON STOCK US COM 963320106 14,451 98,130 SH   SOLE   55,145 0 42,985
WHITE MOUNTAINS INSURANCE GP C COM G9618E107 4,225 5,654 SH   SOLE   3,784 0 1,870
WHITESTONE REIT B REIT USD.001 COM 966084204 401 34,810 SH   SOLE   10,630 0 24,180
WHITING PETROLEUM CORP COMMON COM 966387102 2,277 149,085 SH   SOLE   94,111 0 54,974
WHOLE FOODS MARKET INC COMMON COM 966837106 17,821 563,052 SH   SOLE   347,894 0 215,158
WILEY (JOHN) + SONS CLASS A CO COM 968223206 3,376 67,470 SH   SOLE   55,970 0 11,500
WILLIAMS COS INC COMMON STOCK COM 969457100 35,513 963,726 SH   SOLE   607,582 0 356,144
WILLIAMS SONOMA INC COMMON STO COM 969904101 13,580 177,859 SH   SOLE   150,814 0 27,045
WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,159 110,261 SH   SOLE   48,391 0 61,870
WINDSTREAM HOLDINGS INC COM 97382A200 563 91,654 SH   SOLE   44,168 0 47,486
WINMARK CORP COMMON STOCK NPV COM 974250102 246 2,395 SH   SOLE   1,543 0 852
WINNEBAGO INDUSTRIES COMMON ST COM 974637100 696 36,339 SH   SOLE   23,484 0 12,855
WINTRUST FINANCIAL CORP COMMON COM 97650W108 4,528 84,743 SH   SOLE   42,028 0 42,715
WISDOMTREE INVTS INC COM COM 97717P104 3,039 188,376 SH   SOLE   144,706 0 43,670
WIX.COM LTD COM M98068105 282 16,172 SH   SOLE   8,992 0 7,180
WOLVERINE WORLD WIDE INC COMMO COM 978097103 2,826 130,590 SH   SOLE   86,615 0 43,975
WOODWARD INC COMMON STOCK USD. COM 980745103 5,282 129,771 SH   SOLE   90,801 0 38,970
WORKDAY INC COM 98138H101 6,531 94,841 SH   SOLE   65,587 0 29,254
WORLD ACCEPTANCE CORP COMMON S COM 981419104 314 11,715 SH   SOLE   6,325 0 5,390
WORLD FUEL SERVICES CORP COMMO COM 981475106 6,075 169,705 SH   SOLE   149,215 0 20,490
WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 483 28,571 SH   SOLE   15,361 0 13,210
WORTHINGTON INDUSTRIES COMMON COM 981811102 2,870 108,390 SH   SOLE   69,005 0 39,385
WP CAREY INC COM 92936U109 4,247 73,471 SH   SOLE   43,541 0 29,930
WP GLIMCHER INC COM 92939N102 3,351 287,350 SH   SOLE   222,254 0 65,096
WPP PLC ADR COM 92937A102 298 2,866 SH   SOLE   2,866 0 0
WPX ENERGY INC COM 98212B103 2,302 347,673 SH   SOLE   276,056 0 71,617
WR BERKLEY CORP COMMON STOCK U COM 084423102 9,282 170,727 SH   SOLE   142,364 0 28,363
WR GRACE + CO COMMON STOCK USD COM 38388F108 6,350 68,243 SH   SOLE   46,492 0 21,751
WRIGHT MEDICAL GROUP NV COM N96617118 1,271 60,456 SH   SOLE   27,068 0 33,388
WSFS FINANCIAL CORP COMMON STO COM 929328102 1,225 42,504 SH   SOLE   14,324 0 28,180
WW GRAINGER INC COMMON STOCK U COM 384802104 24,747 115,096 SH   SOLE   70,235 0 44,861
WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 14,530 202,090 SH   SOLE   131,798 0 70,292
WYNN RESORTS LTD COMMON STOCK COM 983134107 6,395 120,396 SH   SOLE   72,943 0 47,453
XCEL ENERGY INC COMMON STOCK U COM 98389B100 24,676 696,868 SH   SOLE   406,325 0 290,543
XCERRA CORP COM 98400J108 390 62,049 SH   SOLE   27,121 0 34,928
XENCOR INC COM 98401F105 306 25,031 SH   SOLE   13,831 0 11,200
XENIA HOTELS & RESORTS COM 984017103 2,645 151,483 SH   SOLE   49,983 0 101,500
XENOPORT INC COMMON STOCK USD. COM 98411C100 194 55,848 SH   SOLE   31,928 0 23,920
XERIUM TECHNOLOGIES INC COMMON COM 98416J118 131 10,114 SH   SOLE   5,914 0 4,200
XEROX CORP COMMON STOCK USD1. COM 984121103 10,373 1,066,038 SH   SOLE   578,958 0 487,080
XILINX INC COMMON STOCK USD.01 COM 983919101 16,555 390,459 SH   SOLE   247,060 0 143,399
XL GROUP PLC COMMON STOCK USD. COM G98290102 14,199 390,944 SH   SOLE   239,442 0 151,502
XO GROUP INC COMMON STOCK USD. COM 983772104 453 32,034 SH   SOLE   20,434 0 11,600
XOMA CORP COM 98419J107 68 90,131 SH   SOLE   47,021 0 43,110
XOOM CORP COM 98419Q101 709 28,498 SH   SOLE   15,728 0 12,770
XPO LOGISTICS INC COM COM 983793100 1,730 72,618 SH   SOLE   37,425 0 35,193
XURA INC COM 98420V107 448 20,017 SH   SOLE   11,440 0 8,577
XYLEM INC COM 98419M100 8,154 248,207 SH   SOLE   142,055 0 106,152
YADKIN FINANCIAL CORPORATION COM 984305102 689 32,045 SH   SOLE   10,729 0 21,316
YAHOO INC COMMON STOCK USD.00 COM 984332106 34,426 1,190,815 SH   SOLE   713,099 0 477,716
YELP INC COM COM 985817105 1,256 58,007 SH   SOLE   39,888 0 18,119
YODLEE INC COM 98600P201 226 14,040 SH   SOLE   7,265 0 6,775
YORK WATER CO COMMON STOCK NPV COM 987184108 374 17,811 SH   SOLE   7,491 0 10,320
YRC WORLDWIDE INC COM 984249607 521 39,275 SH   SOLE   14,765 0 24,510
YUM BRANDS INC COMMON STOCK N COM 988498101 46,938 587,089 SH   SOLE   388,084 0 199,005
ZAFGEN INC COM 98885E103 466 14,590 SH   SOLE   7,990 0 6,600
ZAGG INC COMMON STOCK USD.001 COM 98884U108 168 24,775 SH   SOLE   12,975 0 11,800
ZAYO GROUP HOLDINGS INC COM 98919V105 2,989 117,871 SH   SOLE   83,359 0 34,512
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 7,120 93,009 SH   SOLE   75,274 0 17,735
ZELTIQ AESTHETICS INC COM 98933Q108 925 28,876 SH   SOLE   16,671 0 12,205
ZENDESK INC COM 98936J101 926 46,968 SH   SOLE   26,458 0 20,510
ZILLOW GROUP INC - Class A (ne COM 98954M101 974 33,896 SH   SOLE   23,372 0 10,524
ZILLOW GROUP INC- Class C COM 98954M200 1,929 71,440 SH   SOLE   47,792 0 23,648
ZIMMER BIOMET HOLDINGS INC COM 98956P102 22,459 239,106 SH   SOLE   135,244 0 103,862
ZIONS BANCORPORATION COMMON ST COM 989701107 6,902 250,633 SH   SOLE   145,786 0 104,847
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 940 104,279 SH   SOLE   59,556 0 44,723
ZIX CORP COMMON STOCK USD.01 COM 98974P100 237 56,351 SH   SOLE   34,471 0 21,880
ZOES KITCHEN INC COM 98979J109 660 16,717 SH   SOLE   9,217 0 7,500
ZOETIS INC COM COM 98978V103 32,897 798,868 SH   SOLE   451,159 0 347,709
ZOGENIX INC COM 98978L204 254 18,822 SH   SOLE   10,183 0 8,639
ZS PHARMA INC COM 98979G105 1,073 16,337 SH   SOLE   9,187 0 7,150
ZULILY INC-CL A COM 989774104 994 57,117 SH   SOLE   32,017 0 25,100
ZUMIEZ INC COMMON STOCK NPV COM 989817101 434 27,786 SH   SOLE   15,821 0 11,965
ZYNGA INC CL A COM 98986T108 1,082 474,616 SH   SOLE   302,973 0 171,643
SAFEWAY CASA LEY CVR RIGHT 786CVR209 295 291,004 SH   SOLE   166,889 0 124,115
SAFEWAY PDC CVR RIGHT 786CVR308 14 291,004 SH   SOLE   166,889 0 124,115