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 257 24,574 SH   SOLE   10,994 0 13,580
1ST BUS FINL SVCS INC COM COM 319390100 222 4,735 SH   SOLE   1,135 0 3,600
1ST SOURCE CORP COMMON STOCK N COM 336901103 986 28,911 SH   SOLE   14,627 0 14,284
2U INC COM 90214J101 645 20,040 SH   SOLE   10,900 0 9,140
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 3,032 155,321 SH   SOLE   123,722 0 31,599
3M CO COMMON STOCK USD.01 COM 88579Y101 152,423 987,833 SH   SOLE   596,282 0 391,551
6D GLOBAL TECHNOLOGIES COM 83002F100 122 18,620 SH   SOLE   6,920 0 11,700
8X8 INC COMMON STOCK USD.001 COM 282914100 1,011 112,814 SH   SOLE   55,084 0 57,730
A10 NETWORKS INC COM 002121101 182 28,330 SH   SOLE   15,430 0 12,900
AAC HOLDINGS INC COM 000307108 300 6,890 SH   SOLE   3,565 0 3,325
AAON INC COMMON STOCK USD.004 COM 000360206 1,275 56,633 SH   SOLE   30,322 0 26,311
AAR CORP COMMON STOCK USD1. COM 000361105 2,000 62,747 SH   SOLE   31,776 0 30,971
AARON S INC COMMON STOCK USD.5 COM 002535300 4,187 115,639 SH   SOLE   94,410 0 21,229
ABAXIS INC COMMON STOCK NPV COM 002567105 1,521 29,554 SH   SOLE   19,524 0 10,030
ABB LTD ADR COM 000375204 497 23,791 SH   SOLE   23,791 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 102,065 2,079,558 SH   SOLE   1,223,761 0 855,797
ABBVIE INC. COM 00287Y109 162,957 2,425,320 SH   SOLE   1,489,542 0 935,778
ABERCROMBIE + FITCH CO CL A CO COM 002896207 3,065 142,475 SH   SOLE   83,095 0 59,380
ABIOMED INC COMMON STOCK USD.0 COM 003654100 3,569 54,303 SH   SOLE   38,298 0 16,005
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,398 103,372 SH   SOLE   55,986 0 47,386
ABRAXAS PETROLEUM CORP COMMON COM 003830106 517 175,326 SH   SOLE   99,626 0 75,700
ACACIA RESEARCH ACACIA TEC T COM 003881307 577 65,818 SH   SOLE   21,518 0 44,300
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 3,615 46,148 SH   SOLE   34,468 0 11,680
ACADIA PHARMACEUTICALS COM COM 004225108 2,992 71,453 SH   SOLE   48,983 0 22,470
ACADIA REALTY TRUST REIT USD.0 COM 004239109 3,224 110,751 SH   SOLE   49,696 0 61,055
ACCELERATE DIAGNOSTICS COM COM 00430H102 485 18,791 SH   SOLE   10,256 0 8,535
ACCELERON PHARMA INC COM 00434H108 591 18,685 SH   SOLE   10,065 0 8,620
ACCENTURE PLC CL A COMMON STOC COM G1151C101 83,619 864,010 SH   SOLE   582,003 0 282,007
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,148 147,757 SH   SOLE   53,143 0 94,614
ACCURAY INC COMMON STOCK USD.0 COM 004397105 478 70,971 SH   SOLE   39,228 0 31,743
ACCURIDE CORP COMMON STOCK COM 00439T206 190 49,256 SH   SOLE   20,126 0 29,130
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 40,534 398,641 SH   SOLE   242,972 0 155,669
ACETO CORP COMMON STOCK USD.01 COM 004446100 796 32,303 SH   SOLE   18,283 0 14,020
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 907 102,422 SH   SOLE   57,447 0 44,975
ACI WORLDWIDE INC COMMON STOCK COM 004498101 5,345 217,550 SH   SOLE   165,073 0 52,477
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,758 52,740 SH   SOLE   32,035 0 20,705
ACTIVISION BLIZZARD INC COMMON COM 00507V109 8,175 337,672 SH   SOLE   192,383 0 145,289
ACTUA CORPORATION COM 005094107 791 55,469 SH   SOLE   18,829 0 36,640
ACTUANT CORP A COMMON STOCK US COM 00508X203 2,351 101,810 SH   SOLE   51,310 0 50,500
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 12,966 72,043 SH   SOLE   58,867 0 13,176
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 2,845 161,857 SH   SOLE   94,647 0 67,210
ADAMUS PHARMACEUTICALS INC COM 00548A106 336 12,830 SH   SOLE   4,030 0 8,800
ADDUS HOMECARE CORP COM COM 006739106 219 7,865 SH   SOLE   2,860 0 5,005
ADEPTUS HEALTH INC CL A COM 006855100 530 5,575 SH   SOLE   2,950 0 2,625
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 54,892 677,592 SH   SOLE   434,840 0 242,752
ADT CORP COM 00101J106 7,883 234,820 SH   SOLE   138,881 0 95,939
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 1,943 119,562 SH   SOLE   72,112 0 47,450
ADURO BIOTECH INC COM 00739L101 215 7,105 SH   SOLE   3,905 0 3,200
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 19,775 124,142 SH   SOLE   102,161 0 21,981
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 838 28,560 SH   SOLE   15,610 0 12,950
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,594 57,976 SH   SOLE   32,715 0 25,261
ADVANCED MICRO DEVICES COMMON COM 007903107 2,728 1,136,774 SH   SOLE   690,256 0 446,518
ADVAXIS INC COM 007624208 527 25,940 SH   SOLE   13,940 0 12,000
ADVENT SOFTWARE INC COMMON STO COM 007974108 3,967 89,733 SH   SOLE   67,268 0 22,465
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,650 48,481 SH   SOLE   30,401 0 18,080
AECOM COM 00766T100 6,892 208,342 SH   SOLE   167,617 0 40,725
AEGERION PHARMACEUTICALS INC C COM 00767E102 467 24,638 SH   SOLE   14,088 0 10,550
AEGION CORP COM 00770F104 1,111 58,633 SH   SOLE   26,889 0 31,744
AEGON, N.V. COM 007924103 139 18,814 SH   SOLE   18,814 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 276 5,003 SH   SOLE   2,663 0 2,340
AERIE PHARMACEUTICALS INC COM 00771V108 296 16,775 SH   SOLE   8,815 0 7,960
AEROHIVE NETWORKS INC COM 007786106 126 18,065 SH   SOLE   9,240 0 8,825
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 1,575 76,415 SH   SOLE   46,245 0 30,170
AEROVIRONMENT INC COMMON STOCK COM 008073108 737 28,266 SH   SOLE   11,696 0 16,570
AES CORP COMMON STOCK USD.01 COM 00130H105 11,703 882,553 SH   SOLE   501,593 0 380,960
AETNA INC COMMON STOCK USD.01 COM 00817Y108 72,757 570,824 SH   SOLE   376,971 0 193,853
AFFILIATED MANAGERS GROUP COMM COM 008252108 19,289 88,239 SH   SOLE   54,411 0 33,828
AFFIRMED THERAPEUTICS COM N01045108 159 11,840 SH   SOLE   5,540 0 6,300
AFFYMETRIX INC COMMON STOCK US COM 00826T108 1,206 110,458 SH   SOLE   53,278 0 57,180
AFLAC INC COMMON STOCK USD.1 COM 001055102 40,523 651,496 SH   SOLE   420,756 0 230,740
AG MORTGAGE INVESTMENT TRUST COM 001228105 628 36,323 SH   SOLE   13,493 0 22,830
AGCO CORP COMMON STOCK USD.01 COM 001084102 6,093 107,306 SH   SOLE   85,688 0 21,618
AGENUS INC COM COM 00847G705 616 71,330 SH   SOLE   34,830 0 36,500
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 15,198 393,937 SH   SOLE   239,497 0 154,440
AGILYSYS INC COMMON STOCK USD. COM 00847J105 224 24,398 SH   SOLE   9,892 0 14,506
AGIOS PHARMACEUTICALS INC COM COM 00847X104 2,624 23,606 SH   SOLE   16,424 0 7,182
AGL RESOURCES INC COMMON STOCK COM 001204106 7,291 156,588 SH   SOLE   93,049 0 63,539
AGREE REALTY CORP REIT USD.000 COM 008492100 852 29,219 SH   SOLE   14,051 0 15,168
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,157 63,633 SH   SOLE   38,911 0 24,722
AIR METHODS CORP COMMON STOCK COM 009128307 1,928 46,637 SH   SOLE   29,225 0 17,412
AIR PRODUCTS + CHEMICALS INC C COM 009158106 42,704 312,097 SH   SOLE   208,843 0 103,254
AIR TRANSPORT SERVICES GROUP C COM 00922R105 721 68,712 SH   SOLE   26,222 0 42,490
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 2,168 95,632 SH   SOLE   43,023 0 52,609
AIRGAS INC COMMON STOCK USD.01 COM 009363102 12,385 117,084 SH   SOLE   79,145 0 37,939
AK STEEL HOLDING CORP COMMON S COM 001547108 1,059 273,694 SH   SOLE   121,664 0 152,030
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 19,377 277,521 SH   SOLE   173,635 0 103,886
AKEBIA THERAPEUTICS INC COM 00972D105 308 29,940 SH   SOLE   9,590 0 20,350
AKORN INC COMMON STOCK NPV COM 009728106 7,185 164,558 SH   SOLE   141,868 0 22,690
ALAMO GROUP INC COMMON STOCK U COM 011311107 737 13,480 SH   SOLE   3,346 0 10,134
ALASKA AIR GROUP INC COMMON ST COM 011659109 13,226 205,273 SH   SOLE   170,097 0 35,176
ALBANY INTL CORP CL A COMMON S COM 012348108 2,021 50,770 SH   SOLE   26,100 0 24,670
ALBANY MOLECULAR RESEARCH COMM COM 012423109 620 30,673 SH   SOLE   16,313 0 14,360
ALBEMARLE CORP COMMON STOCK US COM 012653101 8,863 160,367 SH   SOLE   129,055 0 31,312
ALCATEL_LUCENT ADR COM 013904305 108 29,934 SH   SOLE   29,934 0 0
ALCOA INC COMMON STOCK USD1. COM 013817101 16,775 1,504,463 SH   SOLE   829,498 0 674,965
ALDER BIOPHARMACEUTICAL INC COM 014339105 935 17,655 SH   SOLE   9,550 0 8,105
ALERE INC COMMON STOCK USD.001 COM 01449J105 3,813 72,275 SH   SOLE   46,333 0 25,942
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 3,910 99,226 SH   SOLE   57,806 0 41,420
ALEXANDER S INC REIT USD1. COM 014752109 1,446 3,528 SH   SOLE   2,337 0 1,191
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 9,951 113,782 SH   SOLE   86,143 0 27,639
ALEXION PHARMACEUTICALS INC CO COM 015351109 56,033 309,969 SH   SOLE   189,927 0 120,042
ALICO INC COMMON STOCK USD1. COM 016230104 276 6,081 SH   SOLE   1,716 0 4,365
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 7,781 124,076 SH   SOLE   99,934 0 24,142
ALIMERA SCIENCES INC COMMON ST COM 016259103 125 27,033 SH   SOLE   13,883 0 13,150
ALKERMES PLC COMMON STOCK USD. COM G01767105 8,522 132,456 SH   SOLE   87,109 0 45,347
ALLEGHANY CORP COMMON STOCK US COM 017175100 10,584 22,578 SH   SOLE   18,024 0 4,554
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 4,664 154,433 SH   SOLE   97,817 0 56,616
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 3,241 18,221 SH   SOLE   11,885 0 6,336
ALLEGION PLC COM G0176J109 8,542 142,031 SH   SOLE   92,031 0 50,000
ALLERGAN INC COM G0177J108 141,143 465,114 SH   SOLE   299,770 0 165,344
ALLETE INC COMMON STOCK NPV COM 018522300 3,507 75,596 SH   SOLE   34,556 0 41,040
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 26,577 91,036 SH   SOLE   55,218 0 35,818
ALLIANCE FIBER OPTIC COM COM 018680306 1,441 77,694 SH   SOLE   72,234 0 5,460
ALLIANT ENERGY CORP COMMON STO COM 018802108 9,778 169,411 SH   SOLE   137,371 0 32,040
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,890 66,875 SH   SOLE   46,384 0 20,491
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,620 123,717 SH   SOLE   84,419 0 39,298
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 3,400 248,563 SH   SOLE   197,650 0 50,913
ALLSTATE CORP COMMON STOCK USD COM 020002101 38,398 591,917 SH   SOLE   370,300 0 221,617
ALLY FINANCIAL INC COM 02005N100 6,375 284,204 SH   SOLE   181,582 0 102,622
ALMOST FAMILY INC COMMON STOCK COM 020409108 425 10,644 SH   SOLE   4,634 0 6,010
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 8,432 70,340 SH   SOLE   47,982 0 22,358
ALON USA ENERGY INC COMMON STO COM 020520102 794 42,037 SH   SOLE   16,077 0 25,960
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 228 26,106 SH   SOLE   8,696 0 17,410
ALPHA NATURAL RESOURCES INC CO COM 02076X102 12 40,714 SH   SOLE   28,468 0 12,246
ALTERA CORP COMMON STOCK USD.0 COM 021441100 24,749 483,376 SH   SOLE   312,509 0 170,867
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 364 11,836 SH   SOLE   6,391 0 5,445
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,164 69,063 SH   SOLE   22,973 0 46,090
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 798 29,358 SH   SOLE   16,553 0 12,805
ALTRIA GROUP INC COMMON STOCK COM 02209S103 114,934 2,349,907 SH   SOLE   1,683,179 0 666,728
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 2,169 31,414 SH   SOLE   17,309 0 14,105
AMAZON.COM INC COMMON STOCK US COM 023135106 226,565 521,931 SH   SOLE   332,485 0 189,446
AMBAC FINL GROUP INC COM COM 023139884 885 53,186 SH   SOLE   18,976 0 34,210
AMBARELLA INC COM G037AX101 2,999 29,203 SH   SOLE   17,212 0 11,991
AMBER RD INC COM 02318Y108 100 14,235 SH   SOLE   7,005 0 7,230
AMBEV CIA DE BEBID ADR COM 02319V103 268 43,941 SH   SOLE   43,941 0 0
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 784 25,539 SH   SOLE   9,139 0 16,400
AMC NETWORKS INC A COMMON STOC COM 00164V103 8,348 101,997 SH   SOLE   83,535 0 18,462
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 5,442 99,684 SH   SOLE   63,831 0 35,853
AMEDISYS INC COMMON STOCK USD. COM 023436108 1,415 35,610 SH   SOLE   20,360 0 15,250
AMERCO COMMON STOCK USD.25 COM 023586100 2,181 6,671 SH   SOLE   4,191 0 2,480
AMEREN CORPORATION COMMON STOC COM 023608102 12,304 326,538 SH   SOLE   193,117 0 133,421
AMERESCO INC CL A COMMON STOCK COM 02361E108 197 25,726 SH   SOLE   9,676 0 16,050
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,040 65,040 SH   SOLE   23,893 0 41,147
AMERICA MOVIL ADR COM 02364W105 424 19,880 SH   SOLE   19,880 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 591 11,973 SH   SOLE   5,603 0 6,370
AMERICAN AIRLINES GROUP INC COM 02376R102 36,675 918,363 SH   SOLE   565,652 0 352,711
AMERICAN ASSETS TRUST INC REIT COM 024013104 1,918 48,919 SH   SOLE   28,379 0 20,540
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,637 78,264 SH   SOLE   43,674 0 34,590
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 6,023 159,792 SH   SOLE   123,514 0 36,278
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 4,067 221,377 SH   SOLE   131,187 0 90,190
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 374 27,600 SH   SOLE   2,100 0 25,500
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 6,451 374,612 SH   SOLE   278,312 0 96,300
AMERICAN ELECTRIC POWER COMMON COM 025537101 36,249 684,322 SH   SOLE   428,405 0 255,917
AMERICAN EQUITY INVT LIFE HL C COM 025676206 3,166 117,363 SH   SOLE   52,573 0 64,790
AMERICAN EXPRESS CO COMMON STO COM 025816109 92,652 1,192,122 SH   SOLE   742,863 0 449,259
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,103 124,581 SH   SOLE   106,486 0 18,095
AMERICAN HOMES 4 RENT COM 02665T306 1,648 102,757 SH   SOLE   59,782 0 42,975
AMERICAN INTERNATIONAL GROUP C COM 026874784 106,446 1,721,866 SH   SOLE   1,038,089 0 683,777
AMERICAN NATIONAL INSURANCE CO COM 028591105 541 5,286 SH   SOLE   2,925 0 2,361
AMERICAN NATL BANKSHS COM COM 027745108 268 11,251 SH   SOLE   4,261 0 6,990
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 652 25,345 SH   SOLE   10,845 0 14,500
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 972 19,981 SH   SOLE   11,921 0 8,060
AMERICAN REALTY CAP PPTYS COM COM 02917T104 4,775 587,367 SH   SOLE   331,719 0 255,648
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 742 40,111 SH   SOLE   13,081 0 27,030
AMERICAN SCIENCE + ENGINEERI C COM 029429107 525 11,981 SH   SOLE   5,171 0 6,810
AMERICAN SOFTWARE INC CL A COM COM 029683109 392 41,291 SH   SOLE   23,161 0 18,130
AMERICAN STATES WATER CO COMMO COM 029899101 2,837 75,863 SH   SOLE   43,103 0 32,760
AMERICAN TOWER REIT INC COM 03027X100 58,815 630,449 SH   SOLE   375,920 0 254,529
AMERICAN VANGUARD CORP COMMON COM 030371108 657 47,614 SH   SOLE   21,134 0 26,480
AMERICAN WATER WORKS CO INC CO COM 030420103 5,944 122,237 SH   SOLE   69,815 0 52,422
AMERICAN WOODMARK CORP COMMON COM 030506109 793 14,450 SH   SOLE   7,765 0 6,685
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 36,723 293,946 SH   SOLE   186,555 0 107,391
AMERIS BANCORP COMMON STOCK US COM 03076K108 1,209 47,796 SH   SOLE   19,622 0 28,174
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,334 28,354 SH   SOLE   13,044 0 15,310
AMERISOURCEBERGEN CORP COMMON COM 03073E105 35,618 334,947 SH   SOLE   204,115 0 130,832
AMES NATIONAL CORP COMMON STOC COM 031001100 325 12,948 SH   SOLE   5,408 0 7,540
AMETEK INC COMMON STOCK USD.01 COM 031100100 20,891 381,359 SH   SOLE   225,748 0 155,611
AMGEN INC COMMON STOCK USD.000 COM 031162100 170,611 1,111,329 SH   SOLE   682,650 0 428,679
AMICUS THERAPEUTICS INC COM 03152W109 1,153 81,515 SH   SOLE   44,215 0 37,300
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 760 127,144 SH   SOLE   41,424 0 85,720
AMN HEALTHCARE SERVICES INC CO COM 001744101 1,605 50,814 SH   SOLE   29,894 0 20,920
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 539 30,680 SH   SOLE   13,980 0 16,700
AMPHENOL CORP CL A COMMON STOC COM 032095101 30,574 527,407 SH   SOLE   355,025 0 172,382
AMSURG CORP COMMON STOCK NPV COM 03232P405 5,226 74,707 SH   SOLE   38,719 0 35,988
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,424 67,528 SH   SOLE   58,591 0 8,937
ANACOR PHARMACEUTICALS INC COM COM 032420101 3,089 39,892 SH   SOLE   22,742 0 17,150
ANADARKO PETROLEUM CORP COMMON COM 032511107 52,547 673,167 SH   SOLE   405,098 0 268,069
ANALOG DEVICES INC COMMON STOC COM 032654105 31,819 495,738 SH   SOLE   321,067 0 174,671
ANALOGIC CORP COMMON STOCK USD COM 032657207 1,716 21,753 SH   SOLE   11,273 0 10,480
ANCHOR BANCORP WISCONSIN COM 03283P106 338 8,888 SH   SOLE   2,710 0 6,178
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,810 46,421 SH   SOLE   20,987 0 25,434
ANGIE'S LIST INC COM 034754101 229 37,112 SH   SOLE   20,512 0 16,600
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 615 37,522 SH   SOLE   17,224 0 20,298
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,082 8,967 SH   SOLE   8,967 0 0
ANI PHARMACEUTICALS INC COM 00182C103 553 8,920 SH   SOLE   5,680 0 3,240
ANIKA THERAPEUTICS INC COM COM 035255108 548 16,589 SH   SOLE   9,604 0 6,985
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,103 47,623 SH   SOLE   22,720 0 24,903
ANN INC COMMON STOCK USD.0068 COM 035623107 4,239 87,773 SH   SOLE   67,128 0 20,645
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 5,869 638,679 SH   SOLE   363,309 0 275,370
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 11,990 131,414 SH   SOLE   105,421 0 25,993
ANTARES PHARMA INC COMMON STOC COM 036642106 275 132,048 SH   SOLE   72,943 0 59,105
ANTERO RESOURCES COM 03674X106 1,372 39,963 SH   SOLE   24,693 0 15,270
ANTHEM INC COM 036752103 59,761 364,083 SH   SOLE   223,138 0 140,945
ANTHERA PHARMACEUTICALS INC CO COM 03674U201 264 30,670 SH   SOLE   16,170 0 14,500
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 781 158,395 SH   SOLE   69,036 0 89,359
AON PLC COM G0408V102 43,063 432,012 SH   SOLE   282,630 0 149,382
APACHE CORP COMMON STOCK USD.6 COM 037411105 28,188 489,126 SH   SOLE   287,729 0 201,397
APARTMENT INVT + MGMT CO A RE COM 03748R101 8,012 216,945 SH   SOLE   123,814 0 93,131
APOGEE ENTERPRISES INC COMMON COM 037598109 1,771 33,644 SH   SOLE   20,139 0 13,505
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 1,078 65,626 SH   SOLE   18,526 0 47,100
APOLLO EDUCATION GROUP INC. COM 037604105 2,467 191,541 SH   SOLE   106,904 0 84,637
APOLLO INVESTMENT CORP COMMON COM 03761U106 114 16,146 SH   SOLE   2,118 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 626 42,598 SH   SOLE   16,818 0 25,780
APPLE HOSPITALITY REIT COM 03784Y200 1,847 97,870 SH   SOLE   64,550 0 33,320
APPLE INC COMMON STOCK NPV COM 037833100 1,021,556 8,144,758 SH   SOLE   5,242,946 0 2,901,812
APPLIED INDUSTRIAL TECH INC CO COM 03820C105 2,773 69,933 SH   SOLE   42,768 0 27,165
APPLIED MATERIALS INC COMMON S COM 038222105 32,624 1,697,380 SH   SOLE   988,390 0 708,990
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 700 103,671 SH   SOLE   43,526 0 60,145
APPLIED OPTOELECTRONICS INC COM 03823U102 234 13,460 SH   SOLE   6,650 0 6,810
APPROACH RESOURCES INC COMMON COM 03834A103 360 52,487 SH   SOLE   23,497 0 28,990
APTARGROUP INC COMMON STOCK US COM 038336103 8,504 133,357 SH   SOLE   115,873 0 17,484
AQUA AMERICA INC COMMON STOCK COM 03836W103 7,047 287,749 SH   SOLE   240,695 0 47,054
ARAMARK COM 03852U106 4,878 157,516 SH   SOLE   107,558 0 49,958
ARATANA THERAPEUTICS INC COM COM 03874P101 394 26,035 SH   SOLE   13,610 0 12,425
ARC DOCUMENT SOLUTIONS INC COM 00191G103 278 36,520 SH   SOLE   19,570 0 16,950
ARCBEST CORP COM 03937C105 1,122 35,297 SH   SOLE   16,812 0 18,485
ARCELOR MITTAL - NY REGISTERED COM 03938L104 112 11,527 SH   SOLE   11,527 0 0
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ARCH COAL INC COMMON STOCK USD COM 039380100 12 35,794 SH   SOLE   27,094 0 8,700
ARCHER DANIELS MIDLAND CO COMM COM 039483102 40,508 840,075 SH   SOLE   514,796 0 325,279
ARCTIC CAT INC COMMON STOCK US COM 039670104 593 17,853 SH   SOLE   9,393 0 8,460
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ARES COML REAL ESTATE COM COM 04013V108 374 32,827 SH   SOLE   11,067 0 21,760
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ARIAD PHARMACEUTICALS INC COMM COM 04033A100 1,312 158,638 SH   SOLE   86,363 0 72,275
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ARMOUR RESIDENTIAL REIT INC RE COM 042315507 1,292 459,826 SH   SOLE   175,536 0 284,290
ARMSTRONG WORLD INDUSTRIES COM COM 04247X102 1,647 30,911 SH   SOLE   20,600 0 10,311
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ARTHUR J GALLAGHER + CO COMMON COM 363576109 13,142 277,851 SH   SOLE   233,919 0 43,932
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AT+T INC COMMON STOCK USD1. COM 00206R102 256,323 7,216,292 SH   SOLE   4,402,748 0 2,813,544
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BEL FUSE INC CL B COMMON STOCK COM 077347300 326 15,893 SH   SOLE   6,773 0 9,120
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CABOT MICROELECTRONICS CORP CO COM 12709P103 1,376 29,217 SH   SOLE   16,132 0 13,085
CABOT OIL + GAS CORP COMMON ST COM 127097103 20,360 645,538 SH   SOLE   406,030 0 239,508
CACI INTERNATIONAL INC CL A C COM 127190304 3,186 39,391 SH   SOLE   19,566 0 19,825
CADENCE DESIGN SYS INC COMMON COM 127387108 9,334 474,766 SH   SOLE   384,608 0 90,158
CAESARS ACQUISITION CORP COM 12768T103 397 57,710 SH   SOLE   20,610 0 37,100
CAESARS ENTERTAINMENT CORP COM COM 127686103 413 67,471 SH   SOLE   22,901 0 44,570
CAI INTERNATIONAL INC COMMON S COM 12477X106 568 27,585 SH   SOLE   13,695 0 13,890
CAL MAINE FOODS INC COMMON STO COM 128030202 1,950 37,347 SH   SOLE   23,437 0 13,910
CALAMOS ASSET MANAGEMENT A COM COM 12811R104 355 28,948 SH   SOLE   12,068 0 16,880
CALAMP CORP COM COM 128126109 673 36,868 SH   SOLE   23,198 0 13,670
CALAVO GROWERS INC COMMON STOC COM 128246105 802 15,446 SH   SOLE   9,466 0 5,980
CALERES INC COM 129500104 2,124 66,828 SH   SOLE   31,073 0 35,755
CALGON CARBON CORP COMMON STOC COM 129603106 1,400 72,259 SH   SOLE   34,159 0 38,100
CALIFORNIA RESOURCES CORP COM 13057Q107 2,625 434,653 SH   SOLE   366,527 0 68,126
CALIFORNIA WATER SERVICE GRP C COM 130788102 1,602 70,115 SH   SOLE   28,195 0 41,920
CALITHERA BIOSCIENCES COM 13089P101 94 13,140 SH   SOLE   3,340 0 9,800
CALIX NETWORKS INC COMMON STOC COM 13100M509 416 54,725 SH   SOLE   19,077 0 35,648
CALLAWAY GOLF COMPANY COMMON S COM 131193104 1,041 116,445 SH   SOLE   48,478 0 67,967
CALLIDUS SOFTWARE INC COMMON S COM 13123E500 717 46,028 SH   SOLE   25,108 0 20,920
CALLON PETROLEUM CO COMMON STO COM 13123X102 657 79,014 SH   SOLE   25,934 0 53,080
CALPINE CORP COMMON STOCK USD. COM 131347304 5,368 298,392 SH   SOLE   175,234 0 123,158
CAMBIUM LEARNING GROUP INC COM COM 13201A107 50 11,775 SH   SOLE   1,475 0 10,300
CAMBREX CORP COMMON STOCK USD. COM 132011107 1,619 36,845 SH   SOLE   20,870 0 15,975
CAMDEN NATIONAL CORP COMMON ST COM 133034108 398 10,285 SH   SOLE   4,225 0 6,060
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CAMERON INTERNATIONAL CORP COM COM 13342B105 14,106 269,362 SH   SOLE   155,998 0 113,364
CAMPBELL SOUP CO COMMON STOCK COM 134429109 13,117 275,278 SH   SOLE   158,766 0 116,512
CAMPUS CREST COMMUNITIES INC R COM 13466Y105 474 85,594 SH   SOLE   29,624 0 55,970
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CAPELLA EDUCATION CO COMMON ST COM 139594105 759 14,137 SH   SOLE   8,102 0 6,035
CAPITAL CITY BANK GROUP INC CO COM 139674105 246 16,129 SH   SOLE   6,559 0 9,570
CAPITAL ONE FINANCIAL CORP COM COM 14040H105 64,609 734,446 SH   SOLE   444,858 0 289,588
CAPITAL SENIOR LIVING CORP COM COM 140475104 709 28,940 SH   SOLE   17,140 0 11,800
CAPITOL FEDERAL FINANCIAL IN C COM 14057J101 2,127 176,660 SH   SOLE   60,564 0 116,096
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CARBO CERAMICS INC COMMON STOC COM 140781105 2,776 66,675 SH   SOLE   48,348 0 18,327
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CARMIKE CINEMAS INC COM COM 143436400 788 29,677 SH   SOLE   10,427 0 19,250
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CARROLS RESTAURANT GROUP INC C COM 14574X104 327 31,474 SH   SOLE   15,694 0 15,780
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CASCADE BANCORP COMMON STOCK N COM 147154207 240 46,354 SH   SOLE   15,749 0 30,605
CASCADE MICROTECH INC COM COM 147322101 186 12,240 SH   SOLE   6,015 0 6,225
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CASEY S GENERAL STORES INC COM COM 147528103 7,152 74,705 SH   SOLE   56,715 0 17,990
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CASS INFORMATION SYSTEMS INC C COM 14808P109 738 13,133 SH   SOLE   6,497 0 6,636
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CATALENT INC COM 148806102 2,205 75,165 SH   SOLE   43,165 0 32,000
CATALYST PHARM PARTNER COM COM 14888U101 267 64,765 SH   SOLE   34,165 0 30,600
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CATO CORP CLASS A COMMON STOCK COM 149205106 2,130 54,945 SH   SOLE   33,175 0 21,770
CAVCO INDUSTRIES INC COMMON ST COM 149568107 707 9,374 SH   SOLE   5,134 0 4,240
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CBIZ INC COMMON STOCK USD.01 COM 124805102 633 65,689 SH   SOLE   19,999 0 45,690
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CBOE HOLDINGS INC COMMON STOCK COM 12503M108 7,583 132,523 SH   SOLE   110,930 0 21,593
CBRE GROUP INC COM 12504L109 16,465 444,992 SH   SOLE   279,120 0 165,872
CBS CORP CLASS B NON VOTING CO COM 124857202 35,795 644,961 SH   SOLE   404,498 0 240,463
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CDW CORP COM 12514G108 3,651 106,517 SH   SOLE   76,044 0 30,473
CEB INC COM 125134106 5,288 60,743 SH   SOLE   45,783 0 14,960
CECO ENVIRONMENTAL COM COM 125141101 380 33,524 SH   SOLE   16,306 0 17,218
CEDAR SHOPPING CENTERS INC REI COM 150602209 891 139,186 SH   SOLE   63,501 0 75,685
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CELANESE CORP SERIES A COMMON COM 150870103 8,233 114,533 SH   SOLE   73,042 0 41,491
CELGENE CORP COMMON STOCK USD. COM 151020104 127,887 1,104,995 SH   SOLE   674,108 0 430,887
CELLDEX THERAPEUTICS INC COMMO COM 15117B103 2,695 106,856 SH   SOLE   62,356 0 44,500
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CENTERPOINT ENERGY INC COMMON COM 15189T107 10,747 564,729 SH   SOLE   332,285 0 232,444
CENTERSTATE BANKS INC COMMON S COM 15201P109 741 54,855 SH   SOLE   18,239 0 36,616
CENTRAL EUROPEAN MEDIA ENT A C COM G20045202 165 75,525 SH   SOLE   39,075 0 36,450
CENTRAL GARDEN AND PET CO A CO COM 153527205 737 64,549 SH   SOLE   32,099 0 32,450
CENTRAL PACIFIC FINANCIAL CO C COM 154760409 800 33,667 SH   SOLE   15,052 0 18,615
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CENTURY COMMUNITIES INC COM 156504300 354 17,575 SH   SOLE   5,900 0 11,675
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CF INDUSTRIES HOLDINGS INC COM COM 125269100 23,721 369,025 SH   SOLE   230,890 0 138,135
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CHANNELADVISOR CORP COM COM 159179100 218 18,238 SH   SOLE   10,168 0 8,070
CHARLES RIVER LABORATORIES COM COM 159864107 5,819 82,726 SH   SOLE   66,069 0 16,657
CHART INDUSTRIES INC COMMON ST COM 16115Q308 1,513 42,324 SH   SOLE   14,560 0 27,764
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CHATHAM LODGING TRUST REIT COM 16208T102 1,295 48,911 SH   SOLE   15,721 0 33,190
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CHENIERE ENERGY INC COMMON STO COM 16411R208 11,025 159,186 SH   SOLE   93,727 0 65,459
CHESAPEAKE ENERGY CORP COMMON COM 165167107 7,567 677,428 SH   SOLE   374,928 0 302,500
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CHIPOTLE MEXICAN GRILL INC COM COM 169656105 29,695 49,084 SH   SOLE   31,370 0 17,714
CHOICE HOTELS INTL INC COMMON COM 169905106 1,987 36,629 SH   SOLE   26,091 0 10,538
CHRISTOPHER + BANKS CORP COMMO COM 171046105 223 55,661 SH   SOLE   23,031 0 32,630
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COMMUNITYONE BANCORP COM 20416Q108 167 15,485 SH   SOLE   5,715 0 9,770
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COMPUTER SCIENCES CORP COMMON COM 205363104 11,240 171,230 SH   SOLE   107,795 0 63,435
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COPART INC COMMON STOCK NPV COM 217204106 7,080 199,563 SH   SOLE   158,619 0 40,944
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CORE MARK HOLDING CO INC COMMO COM 218681104 2,187 36,910 SH   SOLE   12,377 0 24,533
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CORRECTIONS CORP OF AMERICA CO COM 22025Y407 5,553 167,855 SH   SOLE   126,968 0 40,887
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COSTAR GROUP INC COMMON STOCK COM 22160N109 5,644 28,042 SH   SOLE   18,959 0 9,083
COSTCO WHOLESALE CORP COMMON S COM 22160K105 87,251 646,020 SH   SOLE   420,301 0 225,719
COTY INC CL A COM 222070203 2,228 69,675 SH   SOLE   49,867 0 19,808
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CRA INTERNATIONAL INC COMMON S COM 12618T105 387 13,903 SH   SOLE   5,093 0 8,810
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CRAFT BREW ALLIANCE INC COMMON COM 224122101 136 12,330 SH   SOLE   5,810 0 6,520
CRANE CO COMMON STOCK USD1. COM 224399105 4,255 72,447 SH   SOLE   57,841 0 14,606
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CTS CORP COMMON STOCK NPV COM 126501105 1,036 53,788 SH   SOLE   23,468 0 30,320
CU BANKCORP CALIF COM COM 126534106 418 18,876 SH   SOLE   5,296 0 13,580
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CUMULUS MEDIA INC CL A COMMON COM 231082108 357 175,664 SH   SOLE   56,774 0 118,890
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CURTISS WRIGHT CORP COMMON STO COM 231561101 5,498 75,896 SH   SOLE   36,171 0 39,725
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CVENT INC COM 23247G109 511 19,815 SH   SOLE   10,945 0 8,870
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CYNOSURE INC A COMMON STOCK US COM 232577205 1,016 26,328 SH   SOLE   15,524 0 10,804
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 5,138 436,881 SH   SOLE   365,036 0 71,845
CYRUSONE INC COM 23283R100 1,401 47,580 SH   SOLE   22,170 0 25,410
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CYTEC INDUSTRIES INC COMMON ST COM 232820100 6,589 108,860 SH   SOLE   90,366 0 18,494
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CYTRX CORP COM COM 232828509 192 51,605 SH   SOLE   28,455 0 23,150
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DATALINK CORP COM COM 237934104 223 24,905 SH   SOLE   9,135 0 15,770
DAVE & BUSTERS ENTMT INC COM 238337109 686 19,000 SH   SOLE   10,300 0 8,700
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 20,026 251,990 SH   SOLE   144,480 0 107,510
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DEALERTRACK TECHNOLOGIES INC COM 242309102 4,762 75,837 SH   SOLE   37,062 0 38,775
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DELEK US HOLDINGS INC COMMON S COM 246647101 2,471 67,105 SH   SOLE   32,479 0 34,626
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DELUXE CORP COMMON STOCK USD1. COM 248019101 6,378 102,866 SH   SOLE   71,806 0 31,060
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DENTSPLY INTERNATIONAL INC COM COM 249030107 13,239 256,817 SH   SOLE   178,477 0 78,340
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DERMIRA INC COM 24983L104 238 13,560 SH   SOLE   4,670 0 8,890
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DIAMONDROCK HOSPITALITY CO REI COM 252784301 4,239 330,913 SH   SOLE   151,607 0 179,306
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DICK S SPORTING GOODS INC COMM COM 253393102 7,832 151,282 SH   SOLE   128,028 0 23,254
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DIGI INTERNATIONAL INC COMMON COM 253798102 378 39,594 SH   SOLE   16,969 0 22,625
DIGIMARC CORP COMMON STOCK USD COM 25381B101 311 6,900 SH   SOLE   3,650 0 3,250
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DIGITAL TURBINE INC COM 25400W102 111 36,830 SH   SOLE   16,930 0 19,900
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DIME COMMUNITY BANCSHARES COMM COM 253922108 869 51,280 SH   SOLE   26,253 0 25,027
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DIRECTV CLASS A COMMON STOCK U COM 25490A309 63,986 689,584 SH   SOLE   447,154 0 242,430
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DONEGAL GROUP INC CL A COMMON COM 257701201 176 11,565 SH   SOLE   4,775 0 6,790
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DR HORTON INC COMMON STOCK USD COM 23331A109 12,561 459,098 SH   SOLE   279,944 0 179,154
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DREW INDUSTRIES INC COMMON STO COM 26168L205 1,785 30,758 SH   SOLE   19,523 0 11,235
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DSW INC CLASS A COMMON STOCK N COM 23334L102 1,577 47,252 SH   SOLE   28,662 0 18,590
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DU PONT (E.I.) DE NEMOURS COMM COM 263534109 76,373 1,194,255 SH   SOLE   731,000 0 463,255
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DUKE ENERGY CORP COMMON STOCK COM 26441C204 65,842 932,339 SH   SOLE   550,234 0 382,105
DUKE REALTY CORP REIT USD.01 COM 264411505 9,376 504,886 SH   SOLE   388,137 0 116,749
DUN + BRADSTREET CORP COMMON S COM 26483E100 7,077 58,008 SH   SOLE   37,414 0 20,594
DUNKIN BRANDS GROUP INC COM COM 265504100 8,496 154,472 SH   SOLE   126,143 0 28,329
DUPONT FABROS TECHNOLOGY REIT COM 26613Q106 2,463 83,642 SH   SOLE   33,803 0 49,839
DURECT CORPORATION COMMON STOC COM 266605104 238 99,515 SH   SOLE   49,115 0 50,400
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DYAX CORP COMMON STOCK USD.01 COM 26746E103 3,703 139,742 SH   SOLE   83,052 0 56,690
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Diamondback Energy, Inc. COM 25278X109 2,851 37,824 SH   SOLE   24,404 0 13,420
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EAGLE MATERIALS INC COMMON STO COM 26969P108 6,749 88,419 SH   SOLE   73,235 0 15,184
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EDGEWELL PERSONAL CARE CO COM 28035Q102 11,678 88,776 SH   SOLE   71,821 0 16,955
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EMCORE CORP COMMON STOCK NPV COM 290846203 191 31,685 SH   SOLE   10,185 0 21,500
EMERGENT BIOSOLUTIONS INC COMM COM 29089Q105 1,250 37,936 SH   SOLE   19,886 0 18,050
EMERSON ELECTRIC CO COMMON STO COM 291011104 56,747 1,023,752 SH   SOLE   607,855 0 415,897
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ENDURANCE SPECIALTY HOLDINGS C COM G30397106 2,421 36,854 SH   SOLE   23,973 0 12,881
ENERGEN CORP COMMON STOCK USD. COM 29265N108 7,694 112,655 SH   SOLE   92,100 0 20,555
ENERGIZER HOLDINGS INC COM 29272W109 1,428 42,010 SH   SOLE   42,010 0 0
ENERGY FUELS INC COM 292671708 151 33,940 SH   SOLE   9,240 0 24,700
ENERGY XXI BERMUDA COMMON STOC COM G10082140 334 126,945 SH   SOLE   45,149 0 81,796
ENERNOC INC COMMON STOCK USD.0 COM 292764107 347 35,758 SH   SOLE   12,728 0 23,030
ENERSYS COMMON STOCK USD.01 COM 29275Y102 5,140 73,132 SH   SOLE   39,217 0 33,915
ENGILITY HOLDINGS INC. COM 29286C107 657 26,104 SH   SOLE   10,261 0 15,843
ENI SPA ADR COM 26874R108 523 14,690 SH   SOLE   14,690 0 0
ENNIS INC COMMON STOCK USD2.5 COM 293389102 684 36,782 SH   SOLE   13,808 0 22,974
ENOVA INTERNATIONAL INC COM 29357K103 625 33,444 SH   SOLE   21,293 0 12,151
ENOVIA SYSTEMS INC COM 29355M200 0 54,711 SH   SOLE   54,711 0 0
ENPHASE ENERGY INC COM COM 29355A107 174 22,828 SH   SOLE   12,418 0 10,410
ENPRO INDUSTRIES INC COMMON ST COM 29355X107 1,920 33,555 SH   SOLE   18,710 0 14,845
ENSCO PLC COM G3157S106 5,941 266,753 SH   SOLE   157,639 0 109,114
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 1,395 27,314 SH   SOLE   16,684 0 10,630
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 2,202 14,213 SH   SOLE   5,876 0 8,337
ENTEGRIS INC COMMON STOCK USD. COM 29362U104 2,272 155,943 SH   SOLE   71,916 0 84,027
ENTERCOM COMMUNICATIONS CL A C COM 293639100 400 34,983 SH   SOLE   13,043 0 21,940
ENTERGY CORP COMMON STOCK USD. COM 29364G103 16,627 235,841 SH   SOLE   142,424 0 93,417
ENTERPRISE BANCORP INC COMMON COM 293668109 239 10,217 SH   SOLE   4,117 0 6,100
ENTERPRISE FINANCIAL SERVICE C COM 293712105 580 25,492 SH   SOLE   9,402 0 16,090
ENTRAVISION COMMUNICATIONS A C COM 29382R107 502 61,038 SH   SOLE   31,068 0 29,970
ENVESTNET INC COMMON STOCK COM 29404K106 1,244 30,771 SH   SOLE   17,221 0 13,550
ENVISION HEALTHCARE HOLDINGS COM 29413U103 6,111 154,798 SH   SOLE   108,112 0 46,686
EOG RESOURCES INC COMMON STOCK COM 26875P101 64,032 731,371 SH   SOLE   450,027 0 281,344
EP ENERGY CORP CL A COM 268785102 236 18,538 SH   SOLE   11,688 0 6,850
EPAM SYSTEMS INC COM 29414B104 3,230 45,349 SH   SOLE   26,474 0 18,875
EPIQ SYSTEMS INC COMMON STOCK COM 26882D109 821 48,653 SH   SOLE   25,683 0 22,970
EPIZYME INC COM COM 29428V104 594 24,760 SH   SOLE   13,275 0 11,485
EPLUS INC COMMON STOCK USD.01 COM 294268107 516 6,734 SH   SOLE   2,204 0 4,530
EPR PROPERTIES COM 26884U109 5,410 98,765 SH   SOLE   45,975 0 52,790
EQT CORP COMMON STOCK NPV COM 26884L109 16,391 201,512 SH   SOLE   117,665 0 83,847
EQUIFAX INC COMMON STOCK USD1. COM 294429105 20,156 207,599 SH   SOLE   138,875 0 68,724
EQUINIX INC COMMON STOCK USD.0 COM 29444U700 23,054 90,762 SH   SOLE   55,293 0 35,469
EQUITY COMMONWEALTH COM 294628102 2,486 96,855 SH   SOLE   55,577 0 41,278
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 4,351 82,743 SH   SOLE   50,522 0 32,221
EQUITY ONE INC REIT USD.01 COM 294752100 3,623 155,244 SH   SOLE   93,144 0 62,100
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 39,301 560,077 SH   SOLE   346,218 0 213,859
ERA GROUP INC. COM 26885G109 710 34,676 SH   SOLE   16,146 0 18,530
ERICSSON TEL - SP ADR COM 294821608 338 32,396 SH   SOLE   32,396 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,575 43,561 SH   SOLE   34,569 0 8,992
ERIN ENERGY CORP COM 295625107 57 14,560 SH   SOLE   3,860 0 10,700
EROS INTL PLC COM G3788M114 858 34,160 SH   SOLE   11,360 0 22,800
ESCALADE INC COM COM 296056104 214 11,655 SH   SOLE   3,780 0 7,875
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,555 41,579 SH   SOLE   18,609 0 22,970
ESPERION THERAPEUTICS INC COM COM 29664W105 939 11,485 SH   SOLE   6,399 0 5,086
ESSENDANT INC COM 296689102 2,657 67,702 SH   SOLE   33,572 0 34,130
ESSENT GROUP LTD COM G3198U102 1,350 49,375 SH   SOLE   28,021 0 21,354
ESSEX PROPERTY TRUST INC REIT COM 297178105 18,232 85,797 SH   SOLE   44,670 0 41,127
ESTEE LAUDER COMPANIES CL A CO COM 518439104 26,308 303,581 SH   SOLE   195,023 0 108,558
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 6,683 70,098 SH   SOLE   43,411 0 26,687
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,116 42,351 SH   SOLE   20,301 0 22,050
ETSY INC COM 29786A106 204 14,550 SH   SOLE   7,050 0 7,500
EURONET WORLDWIDE INC COMMON S COM 298736109 3,499 56,704 SH   SOLE   35,169 0 21,535
EVERBANK FINANCIAL CORP COM COM 29977G102 2,349 119,567 SH   SOLE   41,457 0 78,110
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,186 40,520 SH   SOLE   25,630 0 14,890
EVEREST RE GROUP LTD COMMON ST COM G3223R108 11,978 65,807 SH   SOLE   54,708 0 11,099
EVERSOURCE ENERGY COM 30040W108 19,268 424,308 SH   SOLE   254,172 0 170,136
EVERTEC INC COM COM 30040P103 1,159 54,585 SH   SOLE   29,490 0 25,095
EVERYDAY HEALTH INC COM 300415106 235 18,350 SH   SOLE   9,460 0 8,890
EVINE LIVE INC COM 300487105 165 61,290 SH   SOLE   21,210 0 40,080
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 135 20,520 SH   SOLE   11,270 0 9,250
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,996 87,337 SH   SOLE   52,797 0 34,540
EXACT SCIENCES CORP COMMON STO COM 30063P105 2,531 85,120 SH   SOLE   47,420 0 37,700
EXACTECH INC COMMON STOCK USD. COM 30064E109 273 13,088 SH   SOLE   4,958 0 8,130
EXAMWORKS GROUP INC COMMON STO COM 30066A105 1,632 41,740 SH   SOLE   25,905 0 15,835
EXAR CORP COMMON STOCK USD.000 COM 300645108 603 61,618 SH   SOLE   29,400 0 32,218
EXCEL TRUST INC REIT USD.01 COM 30068C109 1,196 75,835 SH   SOLE   27,335 0 48,500
EXCO RESOURCES INC COMMON STOC COM 269279402 265 224,732 SH   SOLE   86,272 0 138,460
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 514 136,795 SH   SOLE   91,195 0 45,600
EXELON CORP COMMON STOCK NPV COM 30161N101 36,283 1,154,770 SH   SOLE   695,730 0 459,040
EXLSERVICE HOLDINGS INC COMMON COM 302081104 1,594 46,092 SH   SOLE   30,692 0 15,400
EXONE CO COM 302104104 146 13,132 SH   SOLE   4,832 0 8,300
EXPEDIA INC COM 30212P303 16,310 149,156 SH   SOLE   92,728 0 56,428
EXPEDITORS INTL WASH INC COMMO COM 302130109 16,008 347,207 SH   SOLE   236,969 0 110,238
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,347 30,080 SH   SOLE   19,550 0 10,530
EXPRESS INC COMMON STOCK COM 30219E103 1,425 78,679 SH   SOLE   40,549 0 38,130
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 92,040 1,034,850 SH   SOLE   640,953 0 393,897
EXTENDED STAY AM COM 30224P200 813 43,325 SH   SOLE   33,015 0 10,310
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 3,743 114,633 SH   SOLE   53,483 0 61,150
EXTRA SPACE STORAGE INC REIT U COM 30225T102 13,722 210,392 SH   SOLE   169,106 0 41,286
EXTREME NETWORKS INC COMMON ST COM 30226D106 334 124,281 SH   SOLE   47,431 0 76,850
EXXON MOBIL CORP COMMON STOCK COM 30231G102 480,017 5,769,438 SH   SOLE   3,589,380 0 2,180,058
EZCORP INC CL A COMMON STOCK U COM 302301106 572 76,934 SH   SOLE   32,214 0 44,720
F5 NETWORKS INC COMMON STOCK N COM 315616102 13,751 114,258 SH   SOLE   73,010 0 41,248
FABRINET COMMON STOCK USD.01 COM G3323L100 892 47,637 SH   SOLE   19,087 0 28,550
FACEBOOK INC COM COM 30303M102 250,142 2,916,598 SH   SOLE   1,844,801 0 1,071,797
FACTSET RESEARCH SYSTEMS INC C COM 303075105 13,435 82,674 SH   SOLE   70,309 0 12,365
FAIR ISAAC CORP COMMON STOCK U COM 303250104 5,379 59,257 SH   SOLE   44,652 0 14,605
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 4,246 244,310 SH   SOLE   143,510 0 100,800
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 455 55,565 SH   SOLE   28,565 0 27,000
FAIRPOINT COMMUNICATIONS INC C COM 305560302 339 18,623 SH   SOLE   10,773 0 7,850
FAIRWAY GROUP HOLDINGS INC COM 30603D109 78 22,046 SH   SOLE   8,746 0 13,300
FAMILY DOLLAR STORES COMMON ST COM 307000109 14,361 182,226 SH   SOLE   123,849 0 58,377
FANNIE MAE COM 313586109 148 63,500 SH   SOLE   0 0 63,500
FARMER BROS CO COMMON STOCK US COM 307675108 203 8,651 SH   SOLE   3,681 0 4,970
FARMERS CAP BK CORP COM COM 309562106 205 7,210 SH   SOLE   1,210 0 6,000
FARO TECHNOLOGIES INC COMMON S COM 311642102 1,232 26,372 SH   SOLE   12,762 0 13,610
FASTENAL CO COMMON STOCK USD.0 COM 311900104 21,289 504,721 SH   SOLE   322,183 0 182,538
FBL FINANCIAL GROUP INC CL A C COM 30239F106 818 14,180 SH   SOLE   5,660 0 8,520
FCB FINANCIAL HLDGS CL A COM 30255G103 1,083 34,065 SH   SOLE   11,515 0 22,550
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 405 13,934 SH   SOLE   5,374 0 8,560
FEDERAL MOGUL HOLDINGS CORP COM 313549404 483 42,523 SH   SOLE   13,053 0 29,470
FEDERAL REALTY INVS TRUST REIT COM 313747206 16,964 132,440 SH   SOLE   105,424 0 27,016
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,344 90,120 SH   SOLE   36,450 0 53,670
FEDERATED INVESTORS INC CL B C COM 314211103 5,629 168,083 SH   SOLE   138,930 0 29,153
FEDERATED NATL HLDG CORO COM 31422T101 408 16,870 SH   SOLE   5,570 0 11,300
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 64,170 376,582 SH   SOLE   236,325 0 140,257
FEI COMPANY COMMON STOCK NPV COM 30241L109 6,375 76,878 SH   SOLE   59,115 0 17,763
FELCOR LODGING TRUST INC REIT COM 31430F101 2,180 220,663 SH   SOLE   93,413 0 127,250
FENIX POINTS INC COM 31446L100 103 10,315 SH   SOLE   3,015 0 7,300
FERRO CORP COMMON STOCK USD1. COM 315405100 1,167 69,535 SH   SOLE   39,560 0 29,975
FIBROCELL SCIENCE INC COM COM 315721209 108 20,400 SH   SOLE   9,700 0 10,700
FIBROGEN INC COM 31572Q808 953 40,535 SH   SOLE   21,935 0 18,600
FIDELITY & GUARANTY LIFE COM 315785105 319 13,500 SH   SOLE   4,470 0 9,030
FIDELITY NATIONAL FIN VENTURES COM 31620R402 1,534 99,771 SH   SOLE   35,271 0 64,500
FIDELITY NATIONAL INFORMATIO C COM 31620M106 25,469 412,120 SH   SOLE   254,310 0 157,810
FIDELITY SOUTHN CORP COM COM 316394105 350 20,067 SH   SOLE   6,648 0 13,419
FIESTA RESTAURANT GROUP COM 31660B101 1,153 23,069 SH   SOLE   12,839 0 10,230
FIFTH THIRD BANCORP COMMON STO COM 316773100 22,479 1,079,686 SH   SOLE   611,913 0 467,773
FINANCIAL ENGINES INC COMMON S COM 317485100 2,406 56,649 SH   SOLE   36,804 0 19,845
FINANCIAL INSTITUTIONS INC COM COM 317585404 527 21,208 SH   SOLE   9,778 0 11,430
FINISAR CORPORATION COMMON STO COM 31787A507 2,550 142,683 SH   SOLE   57,015 0 85,668
FINISH LINE/THE CL A COMMON COM 317923100 1,871 67,261 SH   SOLE   33,459 0 33,802
FIREEYE INC COM 31816Q101 6,405 130,958 SH   SOLE   93,504 0 37,454
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 9,135 245,499 SH   SOLE   151,687 0 93,812
FIRST BANCORP INC/ME COMMON ST COM 31866P102 268 13,801 SH   SOLE   5,221 0 8,580
FIRST BANCORP PUERTO RICO COMM COM 318672706 772 160,208 SH   SOLE   66,508 0 93,700
FIRST BANCORP/NC COMMON STOCK COM 318910106 485 29,076 SH   SOLE   10,883 0 18,193
FIRST BUSEY CORP COMMON STOCK COM 319383105 756 115,019 SH   SOLE   55,219 0 59,800
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,720 37,730 SH   SOLE   23,695 0 14,035
FIRST CITIZENS BCSHS CL A CO COM 31946M103 3,119 11,857 SH   SOLE   5,236 0 6,621
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,425 148,584 SH   SOLE   73,658 0 74,926
FIRST COMMUNITY BANCSHARES COM COM 31983A103 406 22,267 SH   SOLE   8,770 0 13,497
FIRST CONNECTICUT BANCORP COM 319850103 346 21,787 SH   SOLE   9,007 0 12,780
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 471 12,560 SH   SOLE   5,060 0 7,500
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,681 93,681 SH   SOLE   39,295 0 54,386
FIRST FINANCIAL CORP/INDIANA C COM 320218100 670 18,740 SH   SOLE   8,320 0 10,420
FIRST FINL BANKSHARES INC COMM COM 32020R109 4,003 115,567 SH   SOLE   74,941 0 40,626
FIRST HORIZON NATIONAL CORP CO COM 320517105 5,146 328,428 SH   SOLE   264,252 0 64,176
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,214 171,583 SH   SOLE   73,409 0 98,174
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 678 24,446 SH   SOLE   8,486 0 15,960
FIRST MERCHANTS CORP COMMON ST COM 320817109 1,204 48,734 SH   SOLE   16,144 0 32,590
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,313 121,918 SH   SOLE   55,973 0 65,945
FIRST NBC BANK HOLDING CO COM 32115D106 677 18,813 SH   SOLE   6,493 0 12,320
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 4,614 488,752 SH   SOLE   393,371 0 95,381
FIRST OF LONG ISLAND CORP COMM COM 320734106 455 16,420 SH   SOLE   6,515 0 9,905
FIRST POTOMAC REALTY TRUST REI COM 33610F109 869 84,347 SH   SOLE   31,474 0 52,873
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 5,302 84,112 SH   SOLE   52,743 0 31,369
FIRST SOLAR INC COMMON STOCK U COM 336433107 4,438 94,473 SH   SOLE   54,296 0 40,177
FIRSTENERGY CORP COMMON STOCK COM 337932107 17,144 526,683 SH   SOLE   300,728 0 225,955
FIRSTMERIT CORP COMMON STOCK N COM 337915102 7,148 343,150 SH   SOLE   199,440 0 143,710
FISERV INC COMMON STOCK USD.01 COM 337738108 32,368 390,782 SH   SOLE   248,601 0 142,181
FIVE BELOW COM 33829M101 1,824 46,138 SH   SOLE   25,273 0 20,865
FIVE PRIME THERAPEUTICS INC COM 33830X104 461 18,540 SH   SOLE   10,115 0 8,425
FIVE STAR QUALITY CARE COMMON COM 33832D106 270 56,195 SH   SOLE   18,835 0 37,360
FIVE9 INC COM 338307101 98 18,770 SH   SOLE   9,880 0 8,890
FLAGSTAR BANCORP INC COMMON ST COM 337930705 497 26,898 SH   SOLE   10,357 0 16,541
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 12,157 77,902 SH   SOLE   53,860 0 24,042
FLEETMATICS GROUP LIMITED COM G35569105 1,561 33,332 SH   SOLE   18,627 0 14,705
FLEXION THERAPEUTICS INC COM 33938J106 239 10,915 SH   SOLE   5,400 0 5,515
FLEXSTEEL INDS INC COM COM 339382103 319 7,399 SH   SOLE   2,639 0 4,760
FLIR SYSTEMS INC COMMON STOCK COM 302445101 6,138 199,171 SH   SOLE   119,772 0 79,399
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,087 86,735 SH   SOLE   41,975 0 44,760
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,590 358,859 SH   SOLE   304,176 0 54,683
FLOWSERVE CORP COMMON STOCK US COM 34354P105 11,720 222,556 SH   SOLE   148,398 0 74,158
FLUIDIGM CORP COMMON STOCK COM 34385P108 596 24,615 SH   SOLE   13,670 0 10,945
FLUOR CORP COMMON STOCK USD.01 COM 343412102 10,081 190,179 SH   SOLE   114,943 0 75,236
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,046 49,789 SH   SOLE   26,077 0 23,712
FMC CORP COMMON STOCK USD.1 COM 302491303 10,719 203,986 SH   SOLE   128,287 0 75,699
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 14,341 345,652 SH   SOLE   208,770 0 136,882
FNB CORP COMMON STOCK USD.01 COM 302520101 3,664 255,892 SH   SOLE   109,611 0 146,281
FNF GROUP COM 31620R303 7,002 189,306 SH   SOLE   112,547 0 76,759
FOAMIX PHARMACEUTICALS COM M46135105 190 18,535 SH   SOLE   9,835 0 8,700
FOOT LOCKER INC COMMON STOCK U COM 344849104 15,404 229,873 SH   SOLE   186,944 0 42,929
FORD MOTOR CO COMMON STOCK USD COM 345370860 78,787 5,248,950 SH   SOLE   3,153,592 0 2,095,358
FOREST CITY ENTERPRISES CL A C COM 345550107 2,990 135,287 SH   SOLE   83,213 0 52,074
FORESTAR GROUP INC COMMON STOC COM 346233109 699 53,140 SH   SOLE   24,107 0 29,033
FORMFACTOR INC COMMON STOCK US COM 346375108 603 65,521 SH   SOLE   27,410 0 38,111
FORRESTER RESEARCH INC COMMON COM 346563109 1,440 39,966 SH   SOLE   35,016 0 4,950
FORTINET INC COMMON STOCK USD. COM 34959E109 9,839 238,053 SH   SOLE   194,179 0 43,874
FORTUNE BRANDS HOME & SECURITY COM 34964C106 11,211 244,678 SH   SOLE   195,864 0 48,814
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,501 74,026 SH   SOLE   26,206 0 47,820
FORWARD AIR CORPORATION COMMON COM 349853101 2,837 54,279 SH   SOLE   40,834 0 13,445
FOSSIL GROUP INC. COM 34988V106 4,623 66,648 SH   SOLE   40,412 0 26,236
FOSTER (LB) CO A COMMON STOCK COM 350060109 538 15,551 SH   SOLE   7,145 0 8,406
FOUNDATION MEDICINE INC COM 350465100 359 10,608 SH   SOLE   5,903 0 4,705
FOX CHASE BANCORP INC COMMON S COM 35137T108 279 16,478 SH   SOLE   7,085 0 9,393
FOX FACOTRY HOLDING CORP COM 35138V102 232 14,430 SH   SOLE   6,790 0 7,640
FRANCESCAS HOLDINGS CORP COM 351793104 575 42,669 SH   SOLE   26,609 0 16,060
FRANK'S INTERNATIONAL NV COM N33462107 442 23,458 SH   SOLE   11,568 0 11,890
FRANKLIN COVEY CO COMMON STOCK COM 353469109 299 14,745 SH   SOLE   5,455 0 9,290
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,034 62,915 SH   SOLE   39,780 0 23,135
FRANKLIN RESOURCES INC COMMON COM 354613101 30,774 627,659 SH   SOLE   409,164 0 218,495
FRANKLIN STREET PROPERTIES C R COM 35471R106 1,664 147,161 SH   SOLE   66,091 0 81,070
FRED S INC CLASS A COMMON STOC COM 356108100 1,601 83,014 SH   SOLE   49,632 0 33,382
FREDDIE MAC COM 313400301 146 66,008 SH   SOLE   9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 24,945 1,339,699 SH   SOLE   760,112 0 579,587
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 3,989 99,808 SH   SOLE   70,181 0 29,627
FREIGHTCAR AMERICA INC COMMON COM 357023100 287 13,734 SH   SOLE   5,504 0 8,230
FRESENIUS MED CARE AG SPONSORE COM 358029106 208 5,003 SH   SOLE   5,003 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 2,187 56,563 SH   SOLE   27,116 0 29,447
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,192 37,087 SH   SOLE   19,632 0 17,455
FRESHPET INC COM 358039105 319 17,145 SH   SOLE   9,320 0 7,825
FRONTIER COMMUNICATIONS CORP C COM 35906A108 6,526 1,318,305 SH   SOLE   750,859 0 567,446
FRONTLINE LTD COMMON STOCK USD COM G3682E127 328 134,410 SH   SOLE   47,329 0 87,081
FRP HOLDINGS INC COM 30292L107 310 9,573 SH   SOLE   3,945 0 5,628
FTD COS INC COM 30281V108 760 26,953 SH   SOLE   12,156 0 14,797
FTI CONSULTING INC COMMON STOC COM 302941109 3,478 84,341 SH   SOLE   48,731 0 35,610
FUELCELL ENERGY INC COMMON STO COM 35952H106 277 283,537 SH   SOLE   105,687 0 177,850
FULTON FINANCIAL CORP COMMON S COM 360271100 5,289 404,961 SH   SOLE   248,591 0 156,370
FURMANITE CORP COMMON STOCK NP COM 361086101 321 39,540 SH   SOLE   22,490 0 17,050
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 436 33,852 SH   SOLE   14,272 0 19,580
G + K SERVICES INC CL A COMMO COM 361268105 1,969 28,483 SH   SOLE   16,413 0 12,070
G III APPAREL GROUP LTD COMMON COM 36237H101 3,269 46,461 SH   SOLE   29,995 0 16,466
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 346 36,192 SH   SOLE   12,312 0 23,880
GALENA BIOPHARMA COM COM 363256108 239 140,600 SH   SOLE   74,615 0 65,985
GAMCO INVESTORS INC A COMMON S COM 361438104 582 8,464 SH   SOLE   5,289 0 3,175
GAMESTOP CORP CLASS A COMMON S COM 36467W109 6,591 153,418 SH   SOLE   89,037 0 64,381
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,620 71,463 SH   SOLE   45,762 0 25,701
GANNETT CO INC COM 36473H104 2,185 156,174 SH   SOLE   94,211 0 61,963
GAP INC/THE COMMON STOCK USD.0 COM 364760108 16,993 445,193 SH   SOLE   292,277 0 152,916
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 6,410 145,903 SH   SOLE   87,424 0 58,479
GARTNER INC COMMON STOCK USD.0 COM 366651107 11,755 137,032 SH   SOLE   111,075 0 25,957
GASLOG LTD COM COM G37585109 1,024 51,346 SH   SOLE   17,766 0 33,580
GASTAR EXPLORATION INC COM 36729W202 299 96,859 SH   SOLE   31,459 0 65,400
GATX CORP COMMON STOCK USD.625 COM 361448103 3,299 62,062 SH   SOLE   48,237 0 13,825
GENERAC HOLDINGS INC COMMON ST COM 368736104 2,470 62,145 SH   SOLE   35,725 0 26,420
GENERAL CABLE CORP COMMON STOC COM 369300108 1,089 55,209 SH   SOLE   30,819 0 24,390
GENERAL COMMUNICATION INC A CO COM 369385109 834 49,054 SH   SOLE   33,524 0 15,530
GENERAL DYNAMICS CORP COMMON S COM 369550108 53,430 377,092 SH   SOLE   246,375 0 130,717
GENERAL ELECTRIC CO COMMON STO COM 369604103 325,843 12,263,566 SH   SOLE   7,818,304 0 4,445,262
GENERAL GROWTH PROPERTIES REIT COM 370023103 19,553 761,995 SH   SOLE   410,411 0 351,584
GENERAL MILLS INC COMMON STOCK COM 370334104 51,257 919,903 SH   SOLE   573,698 0 346,205
GENERAL MOTORS CO COMMON STOCK COM 37045V100 61,565 1,847,136 SH   SOLE   1,104,774 0 742,362
GENESCO INC COMMON STOCK USD1. COM 371532102 2,508 37,976 SH   SOLE   17,856 0 20,120
GENESEE + WYOMING INC CL A COM COM 371559105 5,714 75,003 SH   SOLE   61,983 0 13,020
GENESIS HEALTHCARE INC COM 37185X106 254 38,548 SH   SOLE   14,828 0 23,720
GENIE ENERGY COM 372284208 157 15,010 SH   SOLE   4,710 0 10,300
GENMARK DIAGNOSTICS INC COM 372309104 325 35,880 SH   SOLE   19,865 0 16,015
GENOCEA BIOSCIENCES INC COM 372427104 206 14,970 SH   SOLE   7,550 0 7,420
GENOMIC HEALTH INC COMMON STOC COM 37244C101 549 19,749 SH   SOLE   10,629 0 9,120
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 2,946 138,137 SH   SOLE   92,380 0 45,757
GENTEX CORP COMMON STOCK USD.0 COM 371901109 9,178 558,948 SH   SOLE   475,240 0 83,708
GENTHERM INC COM 37253A103 2,188 39,844 SH   SOLE   26,004 0 13,840
GENUINE PARTS CO COMMON STOCK COM 372460105 23,870 266,611 SH   SOLE   175,967 0 90,644
GENWORTH FINANCIAL INC CL A CO COM 37247D106 5,113 675,445 SH   SOLE   398,567 0 276,878
GEO GROUP INC/THE COMMON STOCK COM 36162J106 4,191 122,692 SH   SOLE   58,196 0 64,496
GEOSPACE TECHNOLOGIES CORP COM 37364X109 424 18,398 SH   SOLE   7,458 0 10,940
GERDAU SA SIDERURG ADR COM 373737105 25 10,400 SH   SOLE   10,400 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 579 19,644 SH   SOLE   8,924 0 10,720
GERON CORP COMMON STOCK USD.00 COM 374163103 597 139,544 SH   SOLE   73,682 0 65,862
GETTY REALTY CORP REIT USD.01 COM 374297109 635 38,836 SH   SOLE   15,786 0 23,050
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 1,058 51,929 SH   SOLE   24,631 0 27,298
GIGAMON INC COM 37518B102 780 23,639 SH   SOLE   13,174 0 10,465
GILEAD SCIENCES INC COMMON STO COM 375558103 241,111 2,059,366 SH   SOLE   1,291,982 0 767,384
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,572 121,415 SH   SOLE   56,930 0 64,485
GLADSTONE COMMERCIAL CORP REIT COM 376536108 420 25,382 SH   SOLE   7,672 0 17,710
GLATFELTER COMMON STOCK USD.01 COM 377316104 1,808 82,199 SH   SOLE   41,999 0 40,200
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,052 25,250 SH   SOLE   25,250 0 0
GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 309 18,174 SH   SOLE   9,224 0 8,950
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 679 87,772 SH   SOLE   32,462 0 55,310
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 497 38,182 SH   SOLE   20,572 0 17,610
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 385 13,712 SH   SOLE   7,002 0 6,710
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 11,394 110,137 SH   SOLE   89,643 0 20,494
GLOBALSTAR INC COMMON STOCK US COM 378973408 1,225 580,490 SH   SOLE   193,190 0 387,300
GLOBANT SA COM L44385109 375 12,315 SH   SOLE   6,440 0 5,875
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,198 67,690 SH   SOLE   40,790 0 26,900
GLOBUS MEDICAL INC A COM COM 379577208 1,583 61,664 SH   SOLE   35,364 0 26,300
GLU MOBILE INC COMMON STOCK US COM 379890106 764 123,067 SH   SOLE   52,667 0 70,400
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,456 77,688 SH   SOLE   52,568 0 25,120
GODADDY INC COM 380237107 488 17,325 SH   SOLE   13,025 0 4,300
GOGO INC COM 38046C109 1,093 51,006 SH   SOLE   29,576 0 21,430
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 2,507 53,560 SH   SOLE   32,042 0 21,518
GOLDEN OCEAN GROUP LTD COM G39637106 295 76,594 SH   SOLE   22,814 0 53,780
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 116,593 558,421 SH   SOLE   337,391 0 221,030
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 10,816 358,736 SH   SOLE   212,017 0 146,719
GOOGLE INC CL A COMMON STOCK U COM 38259P508 209,169 387,321 SH   SOLE   245,180 0 142,141
GOOGLE INC CL C COMMON STOCK U COM 38259P706 218,064 418,943 SH   SOLE   255,207 0 163,736
GOPRO INC-Class A COM 38268T103 4,024 76,319 SH   SOLE   52,395 0 23,924
GORMAN RUPP CO COMMON STOCK NP COM 383082104 735 26,186 SH   SOLE   12,658 0 13,528
GOVERNMENT PROPERTIES INCOME R COM 38376A103 1,804 97,255 SH   SOLE   34,665 0 62,590
GP STRATEGIES CORP COMMON STOC COM 36225V104 410 12,323 SH   SOLE   7,273 0 5,050
GRACO INC COMMON STOCK USD1. COM 384109104 7,928 111,613 SH   SOLE   88,637 0 22,976
GRAFTECH INTERNATIONAL LTD COM COM 384313102 790 159,350 SH   SOLE   53,980 0 105,370
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 279 13,623 SH   SOLE   5,563 0 8,060
GRAHAM HOLDINGS CO COM 384637104 6,619 6,157 SH   SOLE   4,700 0 1,457
GRAMERCY PROPERTY TRUST INC COM 38489R605 1,790 76,585 SH   SOLE   26,438 0 50,147
GRAND CANYON EDUCATION INC COM COM 38526M106 2,101 49,555 SH   SOLE   30,230 0 19,325
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,814 79,245 SH   SOLE   45,416 0 33,829
GRAPHIC PACKAGING HOLDING CO C COM 388689101 3,039 218,179 SH   SOLE   165,479 0 52,700
GRAY TELEVISION INC COMMON STO COM 389375106 889 56,708 SH   SOLE   30,308 0 26,400
GREAT LAKES DREDGE + DOCK CO C COM 390607109 470 78,938 SH   SOLE   32,478 0 46,460
GREAT PLAINS ENERGY INC COMMON COM 391164100 4,896 202,669 SH   SOLE   162,019 0 40,650
GREAT SOUTHERN BANCORP INC COM COM 390905107 639 15,171 SH   SOLE   5,461 0 9,710
GREAT WESTERN BANCORP COM 391416104 1,216 50,440 SH   SOLE   17,140 0 33,300
GREATBATCH INC COMMON STOCK US COM 39153L106 2,148 39,830 SH   SOLE   17,086 0 22,744
GREEN BANCORP INC COM 39260X100 158 10,255 SH   SOLE   2,155 0 8,100
GREEN BRICK PARTNERS INC COM 392709101 181 16,555 SH   SOLE   5,155 0 11,400
GREEN DOT CORP CLASS A COMMON COM 39304D102 1,183 61,881 SH   SOLE   24,881 0 37,000
GREEN PLAINS INC COM 393222104 1,536 55,766 SH   SOLE   24,666 0 31,100
GREENBRIER COMPANIES INC COMMO COM 393657101 1,436 30,655 SH   SOLE   16,455 0 14,200
GREENHILL + CO INC COMMON STOC COM 395259104 1,515 36,659 SH   SOLE   23,914 0 12,745
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 1,064 36,461 SH   SOLE   13,093 0 23,368
GREIF INC CL A COMMON STOCK NP COM 397624107 2,241 62,515 SH   SOLE   35,325 0 27,190
GRIFFON CORP COMMON STOCK USD. COM 398433102 920 57,817 SH   SOLE   32,457 0 25,360
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 3,165 34,841 SH   SOLE   17,373 0 17,468
GROUPON INC COM 399473107 2,049 407,340 SH   SOLE   287,818 0 119,522
GRUBHUB INC COM 400110102 2,160 63,400 SH   SOLE   34,590 0 28,810
GSI GROUP INC COMMON STOCK NPV COM 36191C205 630 41,905 SH   SOLE   14,225 0 27,680
GTT COMMUNICATIONS INC COM 362393100 467 19,565 SH   SOLE   10,350 0 9,215
GUARANTY BANCORP COM 40075T607 323 19,563 SH   SOLE   6,619 0 12,944
GUESS? INC COMMON STOCK USD.01 COM 401617105 2,424 126,427 SH   SOLE   71,537 0 54,890
GUIDANCE SOFTWARE INC COMMON S COM 401692108 143 16,839 SH   SOLE   9,629 0 7,210
GUIDEWIRE SOFTWARE INC COM COM 40171V100 3,548 67,040 SH   SOLE   40,090 0 26,950
GULFMARK OFFSHORE INC CL A COM COM 402629208 540 46,568 SH   SOLE   18,668 0 27,900
GULFPORT ENERGY CORP COMMON ST COM 402635304 5,439 135,131 SH   SOLE   109,171 0 25,960
H+E EQUIPMENT SERVICES INC COM COM 404030108 643 32,193 SH   SOLE   18,008 0 14,185
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,076 407,281 SH   SOLE   245,639 0 161,642
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,752 67,756 SH   SOLE   45,466 0 22,290
HABIT RESTAURANTS COM 40449J103 284 9,065 SH   SOLE   4,615 0 4,450
HACKETT GROUP INC/THE COMMON S COM 404609109 298 22,160 SH   SOLE   13,160 0 9,000
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,134 75,765 SH   SOLE   40,913 0 34,852
HAIN CELESTIAL GROUP INC COMMO COM 405217100 10,763 163,418 SH   SOLE   133,586 0 29,832
HALCON RESOURCES CORP COM COM 40537Q209 510 439,434 SH   SOLE   143,224 0 296,210
HALLADOR ENERGY CO COMMON STOC COM 40609P105 102 12,183 SH   SOLE   4,923 0 7,260
HALLIBURTON CO COMMON STOCK US COM 406216101 50,465 1,171,698 SH   SOLE   721,034 0 450,664
HALLMARK FINL SERVICES INC COM COM 40624Q203 246 21,631 SH   SOLE   7,453 0 14,178
HALOZYME THERAPEUTICS INC COMM COM 40637H109 2,272 100,638 SH   SOLE   55,353 0 45,285
HALYARD HEALTH INC COM 40650V100 3,888 96,006 SH   SOLE   56,054 0 39,952
HAMPTON ROADS BANKSHARES INC C COM 409321502 95 45,717 SH   SOLE   18,237 0 27,480
HANCOCK HOLDING CO COMMON STOC COM 410120109 5,348 167,606 SH   SOLE   101,517 0 66,089
HANESBRANDS INC COMMON STOCK U COM 410345102 19,238 577,373 SH   SOLE   354,629 0 222,744
HANGER INC. COM 41043F208 1,311 55,927 SH   SOLE   26,617 0 29,310
HANMI FINANCIAL CORPORATION CO COM 410495204 1,192 47,975 SH   SOLE   21,932 0 26,043
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 754 37,626 SH   SOLE   11,486 0 26,140
HANOVER INSURANCE GROUP INC/ C COM 410867105 5,955 80,447 SH   SOLE   67,215 0 13,232
HARLEY DAVIDSON INC COMMON STO COM 412822108 16,795 298,051 SH   SOLE   179,017 0 119,034
HARMAN INTERNATIONAL COMMON ST COM 413086109 13,185 110,852 SH   SOLE   71,572 0 39,280
HARMONIC INC COMMON STOCK USD. COM 413160102 876 128,266 SH   SOLE   54,601 0 73,665
HARRIS CORP COMMON STOCK USD1. COM 413875105 12,965 168,571 SH   SOLE   104,046 0 64,525
HARSCO CORP COMMON STOCK USD1. COM 415864107 1,569 95,062 SH   SOLE   57,812 0 37,250
HARTE HANKS INC COMMON STOCK U COM 416196103 477 80,028 SH   SOLE   38,798 0 41,230
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 22,592 543,457 SH   SOLE   305,900 0 237,557
HARVARD BIOSCIENCE INC COMMON COM 416906105 188 33,060 SH   SOLE   4,860 0 28,200
HASBRO INC COMMON STOCK USD.5 COM 418056107 12,997 173,779 SH   SOLE   106,403 0 67,376
HATTERAS FINANCIAL CORP REIT U COM 41902R103 2,071 127,054 SH   SOLE   43,354 0 83,700
HAVERTY FURNITURE COMMON STOCK COM 419596101 712 32,921 SH   SOLE   16,441 0 16,480
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 4,216 141,823 SH   SOLE   114,388 0 27,435
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 1,556 65,511 SH   SOLE   33,981 0 31,530
HAWAIIN TELCOM HOLDCO COM COM 420031106 357 13,689 SH   SOLE   5,059 0 8,630
HAWKINS INC COMMON STOCK USD.0 COM 420261109 622 15,402 SH   SOLE   6,752 0 8,650
HAYNES INTERNATIONAL INC COMMO COM 420877201 998 20,240 SH   SOLE   9,715 0 10,525
HC2 HOLDINGS INC COM 404139107 151 16,855 SH   SOLE   6,255 0 10,600
HCA HOLDINGS INC COMMON STOCK COM 40412C101 30,574 337,015 SH   SOLE   225,757 0 111,258
HCC INSURANCE HOLDINGS INC COM COM 404132102 13,906 180,973 SH   SOLE   152,883 0 28,090
HCI GROUP INC COM 40416E103 562 12,720 SH   SOLE   6,200 0 6,520
HCP INC REIT USD1. COM 40414L109 25,193 690,778 SH   SOLE   401,082 0 289,696
HD SUPPLY HOLDINGS INC COM 40416M105 4,794 136,263 SH   SOLE   97,481 0 38,782
HEADWATERS INC COMMON STOCK US COM 42210P102 1,468 80,578 SH   SOLE   50,393 0 30,185
HEALTH CARE REIT INC REIT USD1 COM 42217K106 32,584 496,479 SH   SOLE   278,043 0 218,436
HEALTH NET INC COMMON STOCK US COM 42222G108 8,124 126,693 SH   SOLE   103,203 0 23,490
HEALTHCARE REALTY TRUST INC RE COM 421946104 3,708 159,398 SH   SOLE   70,018 0 89,380
HEALTHCARE SERVICES GROUP COMM COM 421906108 2,745 83,050 SH   SOLE   52,920 0 30,130
HEALTHCARE TRUST OF AMERICA COM 42225P501 2,276 95,050 SH   SOLE   60,846 0 34,204
HEALTHEQUITY INC COM 42226A107 1,132 35,330 SH   SOLE   21,380 0 13,950
HEALTHSOUTH CORP COMMON STOCK COM 421924309 4,396 95,440 SH   SOLE   53,960 0 41,480
HEALTHSTREAM INC COMMON STOCK COM 42222N103 809 26,586 SH   SOLE   16,911 0 9,675
HEALTHWAYS INC COMMON STOCK US COM 422245100 573 47,811 SH   SOLE   20,711 0 27,100
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,534 75,843 SH   SOLE   53,653 0 22,190
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 890 23,920 SH   SOLE   7,290 0 16,630
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,673 49,458 SH   SOLE   34,023 0 15,435
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,204 16,561 SH   SOLE   9,206 0 7,355
HECLA MINING CO COMMON STOCK U COM 422704106 1,454 552,858 SH   SOLE   234,748 0 318,110
HEICO CORP COMMON STOCK USD.01 COM 422806109 1,464 25,105 SH   SOLE   17,275 0 7,830
HEICO CORP NEW COM 422806208 1,778 35,017 SH   SOLE   14,835 0 20,182
HEIDRICK + STRUGGLES INTL COMM COM 422819102 701 26,862 SH   SOLE   11,612 0 15,250
HELEN OF TROY LTD COMMON STOCK COM G4388N106 4,300 44,109 SH   SOLE   23,700 0 20,409
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 2,998 237,361 SH   SOLE   146,091 0 91,270
HELMERICH + PAYNE COMMON STOCK COM 423452101 14,563 206,798 SH   SOLE   146,404 0 60,394
HEMISPHERE MEDIA GROUP COM 42365Q103 145 12,211 SH   SOLE   4,431 0 7,780
HENRY SCHEIN INC COMMON STOCK COM 806407102 16,649 117,146 SH   SOLE   71,382 0 45,764
HERBALIFE LTD COMMON STOCK USD COM G4412G101 3,584 65,051 SH   SOLE   41,424 0 23,627
HERITAGE COMMERCE CORP COMMON COM 426927109 272 28,332 SH   SOLE   11,482 0 16,850
HERITAGE FIN'L GRP COM 42726X102 244 8,080 SH   SOLE   1,880 0 6,200
HERITAGE FINANCIAL CORP COMMON COM 42722X106 693 38,796 SH   SOLE   14,443 0 24,353
HERITAGE INS HLDGS INC COM 42727J102 535 23,250 SH   SOLE   10,110 0 13,140
HERITAGE OAKS BANCORP COM COM 42724R107 235 29,865 SH   SOLE   11,185 0 18,680
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 214 14,524 SH   SOLE   4,999 0 9,525
HERMAN MILLER INC COMMON STOCK COM 600544100 3,558 122,976 SH   SOLE   90,446 0 32,530
HERON THERAPEUTICS INC COM 427746102 673 21,585 SH   SOLE   11,865 0 9,720
HERSHA HOSPITALITY TRUST REIT COM 427825500 1,812 70,673 SH   SOLE   28,439 0 42,234
HERSHEY CO/THE COMMON STOCK US COM 427866108 23,363 263,009 SH   SOLE   165,286 0 97,723
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 6,965 384,384 SH   SOLE   271,673 0 112,711
HESS CORP COMMON STOCK USD1. COM 42809H107 22,582 337,648 SH   SOLE   192,999 0 144,649
HEWLETT PACKARD CO COMMON STOC COM 428236103 74,345 2,477,341 SH   SOLE   1,511,868 0 965,473
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,475 89,962 SH   SOLE   59,949 0 30,013
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,691 40,511 SH   SOLE   25,951 0 14,560
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,439 30,889 SH   SOLE   19,634 0 11,255
HIGHWOODS PROPERTIES INC REIT COM 431284108 8,642 216,324 SH   SOLE   128,775 0 87,549
HILL INTERNATIONAL INC COMMON COM 431466101 213 40,455 SH   SOLE   11,155 0 29,300
HILL ROM HOLDINGS INC COMMON S COM 431475102 5,116 94,169 SH   SOLE   75,732 0 18,437
HILLENBRAND INC COMMON STOCK N COM 431571108 2,121 69,090 SH   SOLE   41,705 0 27,385
HILLTOP HOLDINGS INC COMMON ST COM 432748101 2,229 92,525 SH   SOLE   38,050 0 54,475
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 11,963 434,225 SH   SOLE   300,900 0 133,325
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 2,462 143,415 SH   SOLE   104,665 0 38,750
HNI CORP COMMON STOCK USD1. COM 404251100 3,793 74,164 SH   SOLE   55,124 0 19,040
HOLLYFRONTIER CORP COMMON STOC COM 436106108 11,644 272,749 SH   SOLE   219,268 0 53,481
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 14,923 392,094 SH   SOLE   314,382 0 77,712
HOME BANCSHARES INC COMMON STO COM 436893200 2,433 66,559 SH   SOLE   39,474 0 27,085
HOME DEPOT INC COMMON STOCK US COM 437076102 209,275 1,883,154 SH   SOLE   1,228,787 0 654,367
HOME PROPERTIES INC REIT USD.0 COM 437306103 6,139 84,041 SH   SOLE   64,526 0 19,515
HOMEAWAY INC COM COM 43739Q100 1,989 63,901 SH   SOLE   41,626 0 22,275
HOMESTREET INC COM 43785V102 561 24,576 SH   SOLE   8,124 0 16,452
HOMETRUST BANCSHARES INC COM COM 437872104 437 26,045 SH   SOLE   9,965 0 16,080
HONDA MOTOR ADR COM 438128308 653 20,164 SH   SOLE   20,164 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 105,339 1,033,043 SH   SOLE   700,992 0 332,051
HOOKER FUNITURE CORP COM COM 439038100 277 11,025 SH   SOLE   2,625 0 8,400
HORACE MANN EDUCATORS COMMON S COM 440327104 2,299 63,200 SH   SOLE   27,844 0 35,356
HORIZON BANCORP INDIANA COM COM 440407104 304 12,171 SH   SOLE   4,751 0 7,420
HORIZON PHARMA PLC COM G4617B105 319 9,182 SH   SOLE   3,382 0 5,800
HORMEL FOODS CORP COMMON STOCK COM 440452100 14,771 262,036 SH   SOLE   177,763 0 84,273
HORNBECK OFFSHORE SERVICES COM COM 440543106 1,283 62,509 SH   SOLE   30,932 0 31,577
HORSEHEAD HOLDING CORP COMMON COM 440694305 881 75,195 SH   SOLE   29,655 0 45,540
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 25,450 286,887 SH   SOLE   162,312 0 124,575
HOSPITALITY PROPERTIES TRUST R COM 44106M102 6,549 227,235 SH   SOLE   177,709 0 49,526
HOST HOTELS + RESORTS INC REIT COM 44107P104 20,154 1,016,321 SH   SOLE   549,268 0 467,053
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 4,327 171,712 SH   SOLE   65,412 0 106,300
HOVNANIAN ENTERPRISES A COMMON COM 442487203 407 153,191 SH   SOLE   54,771 0 98,420
HOWARD HUGHES CORP/THE COMMON COM 44267D107 4,224 29,428 SH   SOLE   18,086 0 11,342
HRG GROUP INC COM 40434J100 1,075 82,726 SH   SOLE   34,256 0 48,470
HSBC HOLDINGS PLC ADR COM 404280406 1,801 40,185 SH   SOLE   40,185 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 4,168 59,379 SH   SOLE   44,899 0 14,480
HUB GROUP INC CL A COMMON STOC COM 443320106 1,816 45,019 SH   SOLE   27,879 0 17,140
HUBBELL INC CL B COMMON STOCK COM 443510201 10,796 99,700 SH   SOLE   84,279 0 15,421
HUBSPOT INC COM 443573100 794 16,020 SH   SOLE   8,870 0 7,150
HUDSON CITY BANCORP INC COMMON COM 443683107 6,112 618,633 SH   SOLE   346,841 0 271,792
HUDSON PACIFIC PROPERTIES IN R COM 444097109 2,692 94,879 SH   SOLE   30,326 0 64,553
HUDSON VALLEY HOLDING CORP COM COM 444172100 527 18,670 SH   SOLE   6,612 0 12,058
HUMANA INC COMMON STOCK USD.16 COM 444859102 38,995 203,862 SH   SOLE   128,567 0 75,295
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 7,162 87,243 SH   SOLE   59,353 0 27,890
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,952 1,056,772 SH   SOLE   600,050 0 456,722
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 8,911 79,149 SH   SOLE   63,210 0 15,939
HUNTSMAN CORP COMMON STOCK USD COM 447011107 3,727 168,883 SH   SOLE   108,380 0 60,503
HURCO COMPANIES INC COMMON STO COM 447324104 394 11,385 SH   SOLE   3,535 0 7,850
HURON CONSULTING GROUP INC COM COM 447462102 2,430 34,664 SH   SOLE   16,342 0 18,322
HYATT HOTELS CORP CL A COMMO COM 448579102 1,600 28,225 SH   SOLE   15,760 0 12,465
HYSTER YALE MATERIALS COM 449172105 904 13,045 SH   SOLE   5,581 0 7,464
IAC/INTERACTIVECORP COMMON STO COM 44919P508 5,787 72,642 SH   SOLE   50,312 0 22,330
IBERIABANK CORP COMMON STOCK U COM 450828108 3,424 50,188 SH   SOLE   15,898 0 34,290
ICF INTERNATIONAL INC COMMON S COM 44925C103 938 26,915 SH   SOLE   11,085 0 15,830
ICONIX BRAND GROUP INC COMMON COM 451055107 2,074 83,054 SH   SOLE   41,384 0 41,670
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,695 17,715 SH   SOLE   9,285 0 8,430
IDACORP INC COMMON STOCK NPV COM 451107106 6,345 113,016 SH   SOLE   68,151 0 44,865
IDERA PHARMACEUTICAL COM COM 45168K306 282 76,045 SH   SOLE   38,145 0 37,900
IDEX CORP COMMON STOCK USD.01 COM 45167R104 10,176 129,500 SH   SOLE   105,625 0 23,875
IDEXX LABORATORIES INC COMMON COM 45168D104 10,915 170,172 SH   SOLE   139,406 0 30,766
IDT CORP CLASS B COMMON STOCK COM 448947507 500 27,643 SH   SOLE   13,843 0 13,800
IGATE CORP COMMON STOCK USD.01 COM 45169U105 2,191 45,951 SH   SOLE   27,282 0 18,669
IGI INC COM COM 449575109 222 35,210 SH   SOLE   19,270 0 15,940
IGNYTA INC COM 451731103 274 18,140 SH   SOLE   7,640 0 10,500
IHS INC CLASS A COMMON STOCK U COM 451734107 7,635 59,355 SH   SOLE   39,033 0 20,322
II VI INC COMMON STOCK NPV COM 902104108 1,696 89,377 SH   SOLE   44,697 0 44,680
ILLINOIS TOOL WORKS COMMON STO COM 452308109 45,624 497,045 SH   SOLE   287,726 0 209,319
ILLUMINA INC COMMON STOCK USD. COM 452327109 24,872 113,905 SH   SOLE   81,651 0 32,254
IMATION CORP COMMON STOCK USD. COM 45245A107 144 35,465 SH   SOLE   5,565 0 29,900
IMAX CORP COM 45245E109 2,049 50,885 SH   SOLE   27,685 0 23,200
IMMERSION CORPORATION COMMON S COM 452521107 323 25,483 SH   SOLE   14,793 0 10,690
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 1,276 88,757 SH   SOLE   51,512 0 37,245
IMMUNOMEDICS INC COMMON STOCK COM 452907108 355 87,448 SH   SOLE   45,518 0 41,930
IMPAX LABORATORIES INC COMMON COM 45256B101 3,971 86,466 SH   SOLE   55,701 0 30,765
IMPERVA INC COM 45321L100 1,567 23,147 SH   SOLE   12,897 0 10,250
IMS HEALTH HLDGS INC COM 44970B109 3,391 110,625 SH   SOLE   76,757 0 33,868
INC RESEARCH HOLDINGS COM 45329R109 459 11,430 SH   SOLE   6,130 0 5,300
INCONTACT INC COMMON STOCK USD COM 45336E109 526 53,313 SH   SOLE   27,518 0 25,795
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 15,631 150,000 SH   SOLE   99,065 0 50,935
INDEPENDANCE REALTY TRUST COM 45378A106 204 27,080 SH   SOLE   7,380 0 19,700
INDEPENDENCE CONTRACT DRILLING COM 453415309 141 15,908 SH   SOLE   2,785 0 13,123
INDEPENDENCE HOLDING CO COMMON COM 453440307 155 11,744 SH   SOLE   4,444 0 7,300
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,961 41,831 SH   SOLE   18,621 0 23,210
INDEPENDENT BK CORP MI COM COM 453838609 400 29,485 SH   SOLE   11,035 0 18,450
INDEPENDENT BK GROUP COM COM 45384B106 496 11,563 SH   SOLE   3,663 0 7,900
INFINERA CORP COMMON STOCK USD COM 45667G103 2,772 132,105 SH   SOLE   75,915 0 56,190
INFINITY PHARMACEUTICALS INC C COM 45665G303 541 49,411 SH   SOLE   27,236 0 22,175
INFINITY PROPERTY + CASUALTY C COM 45665Q103 1,919 25,298 SH   SOLE   15,041 0 10,257
INFOBLOX INC COM COM 45672H104 1,290 49,222 SH   SOLE   27,597 0 21,625
INFORMATICA CORP COMMON STOCK COM 45666Q102 8,149 168,125 SH   SOLE   136,800 0 31,325
INFRAREIT INC COM 45685L100 783 27,600 SH   SOLE   8,600 0 19,000
ING GROEP N V SPONSORED ADR COM 456837103 655 39,530 SH   SOLE   39,530 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 22,288 330,580 SH   SOLE   201,104 0 129,476
INGLES MARKETS INC CLASS A COM COM 457030104 754 15,787 SH   SOLE   5,707 0 10,080
INGRAM MICRO INC CL A COMMON S COM 457153104 5,430 216,943 SH   SOLE   171,842 0 45,101
INGREDION, INC. COM 457187102 8,442 105,771 SH   SOLE   84,937 0 20,834
INLAND REAL ESTATE CORP REIT U COM 457461200 1,210 128,407 SH   SOLE   60,592 0 67,815
INNERWORKINGS INC COMMON STOCK COM 45773Y105 327 49,000 SH   SOLE   25,550 0 23,450
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 2,141 40,667 SH   SOLE   22,187 0 18,480
INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,473 32,710 SH   SOLE   13,130 0 19,580
INOGEN INC COM 45780L104 594 13,320 SH   SOLE   7,140 0 6,180
INOVALON HOLDINGS INC - A COM 45781D101 478 17,141 SH   SOLE   13,235 0 3,906
INOVIO BIOMEDICAL CO COM 45773H201 531 65,025 SH   SOLE   33,550 0 31,475
INPHI CORP COMMON STOCK COM 45772F107 871 38,119 SH   SOLE   23,559 0 14,560
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,812 60,593 SH   SOLE   26,850 0 33,743
INSMED INC COMMON STOCK USD.01 COM 457669307 1,427 58,455 SH   SOLE   34,645 0 23,810
INSPERITY INC COMMON STOCK USD COM 45778Q107 1,271 24,964 SH   SOLE   16,254 0 8,710
INSTALLED BUILDING PRODUCTS COM 45780R101 378 15,435 SH   SOLE   7,835 0 7,600
INSTEEL INDUSTRIES INC COMMON COM 45774W108 410 21,937 SH   SOLE   14,127 0 7,810
INSULET CORP COMMON STOCK USD. COM 45784P101 1,991 64,250 SH   SOLE   39,425 0 24,825
INSYS THERAPEUTICS INC COM 45824V209 843 23,462 SH   SOLE   13,554 0 9,908
INTEGRA LIFESCIENCES HOLDING C COM 457985208 2,570 38,142 SH   SOLE   21,247 0 16,895
INTEGRATED DEVICE TECH INC COM COM 458118106 5,631 259,472 SH   SOLE   191,347 0 68,125
INTEGRATED SILICON SOLUTION CO COM 45812P107 916 41,361 SH   SOLE   15,691 0 25,670
INTEL CORP COMMON STOCK USD.00 COM 458140100 203,702 6,697,405 SH   SOLE   4,172,278 0 2,525,127
INTELSAT S A COM COM L5140P101 304 30,678 SH   SOLE   11,638 0 19,040
INTER PARFUMS INC COMMON STOCK COM 458334109 1,198 35,317 SH   SOLE   21,287 0 14,030
INTERACTIVE BROKERS GRO CL A C COM 45841N107 1,841 44,289 SH   SOLE   31,506 0 12,783
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 921 20,704 SH   SOLE   12,829 0 7,875
INTERCEPT PHARMACEUTICALS INC COM 45845P108 3,659 15,160 SH   SOLE   10,395 0 4,765
INTERCONTINENTAL EXCHANGE INC COM 45866F104 34,258 153,203 SH   SOLE   90,406 0 62,797
INTERDIGITAL INC COMMON STOCK COM 45867G101 4,018 70,629 SH   SOLE   53,059 0 17,570
INTERFACE INC COM 458665304 2,237 89,299 SH   SOLE   64,119 0 25,180
INTERNAP CORP COM 45885A300 548 59,228 SH   SOLE   34,898 0 24,330
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,130 116,491 SH   SOLE   68,671 0 47,820
INTERNATIONAL PAPER CO COMMON COM 460146103 31,017 651,751 SH   SOLE   412,204 0 239,547
INTERPUBLIC GROUP OF COS INC C COM 460690100 12,847 666,684 SH   SOLE   421,441 0 245,243
INTERSECT ENT INC COM 46071F103 337 11,775 SH   SOLE   6,350 0 5,425
INTERSIL CORP A COMMON STOCK U COM 46069S109 3,576 285,885 SH   SOLE   171,995 0 113,890
INTERVAL LEISURE GROUP COMMON COM 46113M108 1,039 45,478 SH   SOLE   27,318 0 18,160
INTL BUSINESS MACHINES CORP CO COM 459200101 214,059 1,315,989 SH   SOLE   843,841 0 472,148
INTL FCSTONE INC COMMON STOCK COM 46116V105 790 23,768 SH   SOLE   11,548 0 12,220
INTL FLAVORS + FRAGRANCES COMM COM 459506101 14,208 130,003 SH   SOLE   84,761 0 45,242
INTL GAME TECHNOLOGY COMMON ST COM G4863A108 1,068 60,116 SH   SOLE   44,126 0 15,990
INTL SPEEDWAY CORP CL A COMMON COM 460335201 2,041 55,655 SH   SOLE   31,057 0 24,598
INTRA CELLULAR THERAPIES COM 46116X101 590 18,455 SH   SOLE   10,040 0 8,415
INTRALINKS HOLDINGS INC COMMON COM 46118H104 508 42,674 SH   SOLE   19,664 0 23,010
INTRAWEST RESORTS HOLDINGS COM 46090K109 258 22,184 SH   SOLE   6,454 0 15,730
INTREPID POTASH INC COMMON STO COM 46121Y102 990 82,887 SH   SOLE   34,797 0 48,090
INTREXON CORP COM 46122T102 2,050 41,999 SH   SOLE   30,479 0 11,520
INTUIT INC COMMON STOCK USD.01 COM 461202103 43,026 426,972 SH   SOLE   265,451 0 161,521
INTUITIVE SURGICAL INC COMMON COM 46120E602 27,844 57,470 SH   SOLE   36,266 0 21,204
INVACARE CORP COMMON STOCK USD COM 461203101 1,033 47,780 SH   SOLE   19,020 0 28,760
INVENSENSE INC COM 46123D205 1,079 71,471 SH   SOLE   42,001 0 29,470
INVENTURE FOODS INC COM COM 461212102 163 16,106 SH   SOLE   8,721 0 7,385
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 24,471 652,736 SH   SOLE   395,601 0 257,135
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,303 160,827 SH   SOLE   53,222 0 107,605
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 1,234 49,765 SH   SOLE   21,915 0 27,850
INVESTORS BANCORP INC COMMON S COM 46146L101 5,559 451,950 SH   SOLE   166,096 0 285,854
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,200 168,044 SH   SOLE   57,464 0 110,580
INVIVO THERAPEUTICS HLDGS COM 46186M209 354 21,915 SH   SOLE   11,815 0 10,100
ION GEOPHYSICAL CORP COMMON ST COM 462044108 225 210,606 SH   SOLE   94,026 0 116,580
IPC HEALTHCARE INC COM 44984A105 1,223 22,077 SH   SOLE   12,355 0 9,722
IPG PHOTONICS CORP COMMON STOC COM 44980X109 4,876 57,251 SH   SOLE   46,198 0 11,053
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 1,013 111,463 SH   SOLE   45,303 0 66,160
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,392 43,662 SH   SOLE   19,812 0 23,850
IRON MOUNTAIN INC COMMON STOCK COM 46284V101 8,238 265,752 SH   SOLE   157,543 0 108,209
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,307 108,348 SH   SOLE   60,053 0 48,295
ISHARES LEHMAN AGGREGATE BOND COM 464287226 5,330 48,966 SH   SOLE   13,966 0 35,000
ISHARES RUSSELL 1000 INDEX COM 464287622 2,835 24,429 SH   SOLE   24,429 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 7,240 125,805 SH   SOLE   88,195 0 37,610
ISLE OF CAPRI CASINOS COMMON S COM 464592104 375 20,640 SH   SOLE   10,500 0 10,140
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,743 130,834 SH   SOLE   53,264 0 77,570
ITAU UNIBANCO BANCO ADR COM 465562106 315 28,812 SH   SOLE   28,812 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 5,532 171,909 SH   SOLE   124,746 0 47,163
ITRON INC COMMON STOCK NPV COM 465741106 1,998 58,008 SH   SOLE   23,768 0 34,240
ITT CORP COM 450911201 5,569 133,092 SH   SOLE   106,909 0 26,183
IXIA COMMON STOCK NPV COM 45071R109 865 69,515 SH   SOLE   40,285 0 29,230
IXYS CORPORATION COMMON STOCK COM 46600W106 516 33,725 SH   SOLE   13,765 0 19,960
J + J SNACK FOODS CORP COMMON COM 466032109 2,866 25,896 SH   SOLE   18,385 0 7,511
J GLOBAL INC COM 48123V102 5,345 78,674 SH   SOLE   57,609 0 21,065
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,706 437,576 SH   SOLE   339,706 0 97,870
JABIL CIRCUIT INC COMMON STOCK COM 466313103 5,952 279,582 SH   SOLE   229,490 0 50,092
JACK HENRY + ASSOCIATES INC CO COM 426281101 10,984 169,771 SH   SOLE   144,715 0 25,056
JACK IN THE BOX INC COMMON STO COM 466367109 4,540 51,494 SH   SOLE   33,629 0 17,865
JACOBS ENGINEERING GROUP INC C COM 469814107 6,043 148,762 SH   SOLE   91,654 0 57,108
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 249 25,199 SH   SOLE   8,659 0 16,540
JAMBA INC COMMON STOCK USD.001 COM 47023A309 186 11,978 SH   SOLE   6,887 0 5,091
JAMES RIVER GROUP HLDGS COM G5005R107 300 11,615 SH   SOLE   2,715 0 8,900
JANUS CAPITAL GROUP INC COMMON COM 47102X105 5,186 302,942 SH   SOLE   178,422 0 124,520
JARDEN CORP COMMON STOCK USD.0 COM 471109108 15,929 307,808 SH   SOLE   251,569 0 56,239
JAZZ PHARMACEUTICALS PLC COM G50871105 8,815 50,064 SH   SOLE   34,928 0 15,136
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 3,993 344,819 SH   SOLE   278,494 0 66,325
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 8,413 405,273 SH   SOLE   339,933 0 65,340
JG WENTWORTH COMPANY COM 46618D108 155 16,830 SH   SOLE   5,230 0 11,600
JIVE SOFTWARE INC COM COM 47760A108 208 39,609 SH   SOLE   21,839 0 17,770
JM SMUCKER CO/THE COMMON STOCK COM 832696405 16,152 148,992 SH   SOLE   89,219 0 59,773
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,321 35,152 SH   SOLE   22,115 0 13,037
JOHNSON + JOHNSON COMMON STOCK COM 478160104 343,514 3,524,662 SH   SOLE   2,311,855 0 1,212,807
JOHNSON CONTROLS INC COMMON ST COM 478366107 44,032 889,003 SH   SOLE   543,673 0 345,330
JONES ENERGY INC-A COM 48019R108 304 33,600 SH   SOLE   10,400 0 23,200
JONES LANG LASALLE INC COMMON COM 48020Q107 13,403 78,380 SH   SOLE   62,248 0 16,132
JOURNAL MEDIA GROUP INC COM 48114A109 282 34,018 SH   SOLE   14,008 0 20,010
JOY GLOBAL INC COMMON STOCK US COM 481165108 5,902 163,034 SH   SOLE   103,390 0 59,644
JPMORGAN CHASE + CO COMMON STO COM 46625H100 336,824 4,970,845 SH   SOLE   3,017,819 0 1,953,026
JUNIPER NETWORKS INC COMMON ST COM 48203R104 13,571 522,574 SH   SOLE   301,627 0 220,947
JUNO THERAPEUTICS INC COM 48205A109 520 9,747 SH   SOLE   6,965 0 2,782
K12 INC COMMON STOCK USD.0001 COM 48273U102 535 42,300 SH   SOLE   14,340 0 27,960
K2M GROUP HLDGS INC COM 48273J107 344 14,335 SH   SOLE   7,625 0 6,710
KADANT INC COMMON STOCK USD.01 COM 48282T104 818 17,329 SH   SOLE   6,980 0 10,349
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,324 27,970 SH   SOLE   15,871 0 12,099
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,861 44,376 SH   SOLE   21,006 0 23,370
KANSAS CITY LIFE INS CO COMMON COM 484836101 279 6,099 SH   SOLE   2,369 0 3,730
KANSAS CITY SOUTHERN COMMON ST COM 485170302 12,519 137,274 SH   SOLE   77,576 0 59,698
KAPSTONE PAPER AND PACKAGING C COM 48562P103 2,438 105,465 SH   SOLE   68,160 0 37,305
KAR AUCTION SERVICES INC COMMO COM 48238T109 4,076 108,975 SH   SOLE   76,376 0 32,599
KARYOPHARM THERAPEUTICS INC COM 48576U106 531 19,525 SH   SOLE   10,395 0 9,130
KATE SPADE & CO COM 485865109 4,338 201,378 SH   SOLE   163,785 0 37,593
KB HOME COMMON STOCK USD1. COM 48666K109 2,893 174,268 SH   SOLE   99,988 0 74,280
KBR INC COMMON STOCK USD.001 COM 48242W106 3,873 198,827 SH   SOLE   156,695 0 42,132
KCG HOLDINGS INC CL A COM 48244B100 631 51,187 SH   SOLE   18,558 0 32,629
KEARNY FINANCIAL CORP/MD COM 48716P108 1,242 111,248 SH   SOLE   32,603 0 78,645
KELLOGG CO COMMON STOCK USD.25 COM 487836108 24,646 393,076 SH   SOLE   231,791 0 161,285
KELLY SERVICES INC CL A COMMON COM 488152208 803 52,323 SH   SOLE   27,253 0 25,070
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,555 92,229 SH   SOLE   54,529 0 37,700
KENNAMETAL INC COMMON STOCK US COM 489170100 3,675 107,720 SH   SOLE   86,192 0 21,528
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,718 110,546 SH   SOLE   39,376 0 71,170
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 995 99,696 SH   SOLE   58,246 0 41,450
KEURIG GREEN MOUNTAIN INC COM 49271M100 14,687 191,661 SH   SOLE   120,325 0 71,336
KEY ENERGY SERVICES INC COMMON COM 492914106 372 206,524 SH   SOLE   76,554 0 129,970
KEYCORP COMMON STOCK USD1. COM 493267108 17,127 1,140,256 SH   SOLE   635,144 0 505,112
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,464 271,384 SH   SOLE   222,024 0 49,360
KEYW HOLDING CORP/THE COMMON S COM 493723100 391 41,912 SH   SOLE   15,052 0 26,860
KFORCE INC COMMON STOCK USD.01 COM 493732101 613 26,820 SH   SOLE   14,030 0 12,790
KILROY REALTY CORP REIT USD.01 COM 49427F108 8,536 127,117 SH   SOLE   96,331 0 30,786
KIMBALL ELECTRONICS INC COM 49428J109 548 37,574 SH   SOLE   12,859 0 24,715
KIMBALL INTERNATIONAL INC COM 494274103 486 40,007 SH   SOLE   15,919 0 24,088
KIMBERLY CLARK CORP COMMON STO COM 494368103 58,580 552,795 SH   SOLE   355,747 0 197,048
KIMCO REALTY CORP REIT USD.01 COM 49446R109 12,231 542,647 SH   SOLE   293,203 0 249,444
KINDER MORGAN INC COMMON STOCK COM 49456B101 82,863 2,158,443 SH   SOLE   1,303,686 0 854,757
KINDRED HEALTHCARE INC COMMON COM 494580103 2,610 128,636 SH   SOLE   58,195 0 70,441
KING DIGITAL ENTERTAINMENT COM G5258J109 841 58,990 SH   SOLE   43,720 0 15,270
KINROSS GOLD CORP ADR COM 496902404 28 12,050 SH   SOLE   12,050 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 5,730 74,746 SH   SOLE   60,570 0 14,176
KIRKLAND S INC COMMON STOCK NP COM 497498105 517 18,554 SH   SOLE   11,464 0 7,090
KITE PHARMA INC COM 49803L109 1,531 25,115 SH   SOLE   13,690 0 11,425
KITE REALTY GROUP TRUST REIT U COM 49803T300 2,828 115,578 SH   SOLE   42,606 0 72,972
KLA TENCOR CORPORATION COMMON COM 482480100 13,454 239,361 SH   SOLE   151,831 0 87,530
KLX INC. COM 482539103 4,933 111,779 SH   SOLE   68,664 0 43,115
KMG CHEMICALS INC COMMON STOCK COM 482564101 257 10,091 SH   SOLE   5,081 0 5,010
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,335 87,326 SH   SOLE   60,621 0 26,705
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,465 58,548 SH   SOLE   37,843 0 20,705
KNOWLES CORP COM 49926D109 3,112 171,954 SH   SOLE   97,714 0 74,240
KOHLS CORP COMMON STOCK USD.01 COM 500255104 16,764 267,758 SH   SOLE   154,863 0 112,895
KOPIN CORP COMMON STOCK USD.01 COM 500600101 341 98,864 SH   SOLE   45,384 0 53,480
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 633 25,624 SH   SOLE   16,474 0 9,150
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,368 68,111 SH   SOLE   37,052 0 31,059
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 704 83,459 SH   SOLE   52,743 0 30,716
KRAFT FOOD GROUP INC. COM 50076Q106 68,394 803,308 SH   SOLE   504,192 0 299,116
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,092 45,717 SH   SOLE   18,357 0 27,360
KRATOS DEFENSE + SECURITY COMM COM 50077B207 362 57,471 SH   SOLE   18,669 0 38,802
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,279 66,430 SH   SOLE   37,470 0 28,960
KROGER CO COMMON STOCK USD1. COM 501044101 49,058 676,565 SH   SOLE   442,743 0 233,822
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 302 27,517 SH   SOLE   8,717 0 18,800
KULICKE + SOFFA INDUSTRIES COM COM 501242101 214 18,252 SH   SOLE   13,552 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 220 16,393 SH   SOLE   8,923 0 7,470
KYOCERA LTD ADR COM 501556203 213 4,087 SH   SOLE   4,087 0 0
Kythera Biopharmaceuticals, In COM 501570105 1,726 22,917 SH   SOLE   12,482 0 10,435
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 11,113 98,013 SH   SOLE   56,780 0 41,233
L BRANDS INC COM 501797104 33,326 388,734 SH   SOLE   249,318 0 139,416
LA JOLLA PHARMACEUTICAL COM 503459604 236 9,620 SH   SOLE   5,220 0 4,400
LA QUINTA HLDGS INC COM 50420D108 1,845 80,765 SH   SOLE   45,025 0 35,740
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,926 73,117 SH   SOLE   36,317 0 36,800
LABORATORY CRP OF AMER HLDGS C COM 50540R409 19,457 160,506 SH   SOLE   96,917 0 63,589
LACLEDE GROUP INC/THE COMMON S COM 505597104 3,392 65,152 SH   SOLE   27,806 0 37,346
LADDER CAPITAL CORP CL A COM 505743104 831 47,894 SH   SOLE   15,824 0 32,070
LADENBURG THALMANN FINANCIAL C COM 50575Q102 449 128,418 SH   SOLE   48,758 0 79,660
LAKELAND BANCORP INC COMMON ST COM 511637100 571 47,998 SH   SOLE   17,503 0 30,495
LAKELAND FINANCIAL CORP COMMON COM 511656100 1,025 23,638 SH   SOLE   10,229 0 13,409
LAM RESEARCH CORP COMMON STOCK COM 512807108 19,476 239,409 SH   SOLE   149,849 0 89,560
LAMAR ADVERTISING CO-A COM 512816109 8,609 149,768 SH   SOLE   121,045 0 28,723
LANCASTER COLONY CORP COMMON S COM 513847103 3,229 35,540 SH   SOLE   24,525 0 11,015
LANDAUER INC COMMON STOCK USD. COM 51476K103 407 11,410 SH   SOLE   6,930 0 4,480
LANDEC CORP COMMON STOCK USD.0 COM 514766104 492 34,077 SH   SOLE   12,717 0 21,360
LANDS END INC COM COM 51509F105 534 21,513 SH   SOLE   7,549 0 13,964
LANDSTAR SYSTEM INC COMMON STO COM 515098101 6,299 94,202 SH   SOLE   80,030 0 14,172
LANNETT CO INC COMMON STOCK US COM 516012101 1,838 30,927 SH   SOLE   19,837 0 11,090
LAREDO PETROLEUM INC COM 516806106 847 67,335 SH   SOLE   42,978 0 24,357
LAS VEGAS SANDS CORP COMMON ST COM 517834107 14,453 274,924 SH   SOLE   189,895 0 85,029
LASALLE HOTEL PROPERTIES REIT COM 517942108 8,968 252,915 SH   SOLE   146,922 0 105,993
LATTICE SEMICONDUCTOR CORP COM COM 518415104 858 145,632 SH   SOLE   63,712 0 81,920
LAZARD LTD CL A LTD PART USD.0 COM G54050102 6,357 113,032 SH   SOLE   81,695 0 31,337
LDR HOLDING CORP COM 50185U105 873 20,185 SH   SOLE   11,290 0 8,895
LEAR CORP COMMON STOCK USD.01 COM 521865204 7,678 68,391 SH   SOLE   44,083 0 24,308
LEGACYTEXAS FINANCIAL GROUP IN COM 52471Y106 1,929 63,872 SH   SOLE   25,368 0 38,504
LEGG MASON INC COMMON STOCK US COM 524901105 7,910 153,498 SH   SOLE   93,081 0 60,417
LEGGETT + PLATT INC COMMON STO COM 524660107 10,741 220,642 SH   SOLE   139,597 0 81,045
LEIDOS HOLDINGS INC COM 525327102 4,140 102,554 SH   SOLE   83,053 0 19,501
LENDINGCLUB CORP COM 52603A109 714 48,379 SH   SOLE   36,800 0 11,579
LENDINGTREE INC COM 52603B107 429 5,463 SH   SOLE   2,730 0 2,733
LENNAR CORP A COMMON STOCK USD COM 526057104 12,724 249,290 SH   SOLE   151,053 0 98,237
LENNOX INTERNATIONAL INC COMMO COM 526107107 7,203 66,883 SH   SOLE   53,919 0 12,964
LEUCADIA NATIONAL CORP COMMON COM 527288104 10,395 428,113 SH   SOLE   251,551 0 176,562
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 19,963 379,012 SH   SOLE   224,816 0 154,196
LEXICON PHARMACEUTICALS INC CO COM 528872302 377 46,807 SH   SOLE   19,556 0 27,251
LEXINGTON REALTY TRUST REIT US COM 529043101 2,922 344,605 SH   SOLE   160,044 0 184,561
LEXMARK INTERNATIONAL INC A CO COM 529771107 4,403 99,615 SH   SOLE   78,701 0 20,914
LGI HOMES INC COM 50187T106 306 15,460 SH   SOLE   5,750 0 9,710
LHC GROUP INC COMMON STOCK USD COM 50187A107 789 20,624 SH   SOLE   9,204 0 11,420
LIBBEY INC COMMON STOCK USD.01 COM 529898108 880 21,288 SH   SOLE   11,878 0 9,410
LIBERTY BROADBAND CORP. CLASS- COM 530307107 1,134 22,254 SH   SOLE   12,367 0 9,887
LIBERTY BROADBAND CORP. CLASS- COM 530307305 2,207 43,140 SH   SOLE   29,676 0 13,464
LIBERTY MEDIA CORP COM 531229102 3,207 88,997 SH   SOLE   48,573 0 40,424
LIBERTY MEDIA CORP - C SHARES COM 531229300 4,853 135,176 SH   SOLE   91,462 0 43,714
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,134 221,400 SH   SOLE   172,004 0 49,396
LIBERTY TRIPADVISOR HDG-A COM 531465102 3,024 93,855 SH   SOLE   38,695 0 55,160
LIBERTY VENTURES SER A COM COM 53071M880 5,613 142,927 SH   SOLE   99,603 0 43,324
LIFEPOINT HEALTH INC COM 53219L109 5,187 59,651 SH   SOLE   47,388 0 12,263
LIFETIME BRANDS INC COMMON STO COM 53222Q103 196 13,284 SH   SOLE   4,754 0 8,530
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 2,084 20,650 SH   SOLE   13,855 0 6,795
LIMELIGHT NETWORKS INC COMMON COM 53261M104 301 76,416 SH   SOLE   27,456 0 48,960
LIMONEIRA CO COMMON STOCK USD. COM 532746104 224 10,071 SH   SOLE   5,731 0 4,340
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 9,156 150,366 SH   SOLE   121,969 0 28,397
LINCOLN NATIONAL CORP COMMON S COM 534187109 19,926 336,479 SH   SOLE   197,364 0 139,115
LINDSAY CORP COMMON STOCK USD1 COM 535555106 2,008 22,845 SH   SOLE   15,933 0 6,912
LINEAR TECHNOLOGY CORP COMMON COM 535678106 17,441 394,334 SH   SOLE   267,931 0 126,403
LINKEDIN CORP A COMMON STOCK COM 53578A108 20,877 101,038 SH   SOLE   67,143 0 33,895
LION BIOTECHNOLOGIES INC COM 53619R102 344 37,470 SH   SOLE   20,370 0 17,100
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 337 54,587 SH   SOLE   30,237 0 24,350
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,848 76,862 SH   SOLE   54,197 0 22,665
LIQUIDITY SERVICES INC COMMON COM 53635B107 356 36,960 SH   SOLE   15,780 0 21,180
LITHIA MOTORS INC CL A COMMON COM 536797103 3,275 28,939 SH   SOLE   19,110 0 9,829
LITTELFUSE INC COMMON STOCK US COM 537008104 2,715 28,616 SH   SOLE   17,263 0 11,353
LIVE NATION ENTERTAINMENT IN C COM 538034109 6,366 231,587 SH   SOLE   186,827 0 44,760
LIVEPERSON INC COMMON STOCK US COM 538146101 565 57,597 SH   SOLE   35,887 0 21,710
LKQ CORP COMMON STOCK USD.01 COM 501889208 15,606 515,996 SH   SOLE   422,453 0 93,543
LLOYDS TSB GROUP PLC ADR COM 539439109 752 138,459 SH   SOLE   138,459 0 0
LOCKHEED MARTIN CORP COMMON ST COM 539830109 67,371 362,406 SH   SOLE   251,670 0 110,736
LOEWS CORP COMMON STOCK USD.01 COM 540424108 15,556 403,936 SH   SOLE   226,762 0 177,174
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,726 26,771 SH   SOLE   16,201 0 10,570
LORAL SPACE + COMMUNICATIONS C COM 543881106 934 14,796 SH   SOLE   8,361 0 6,435
LOUISIANA PACIFIC CORP COMMON COM 546347105 4,442 260,863 SH   SOLE   195,713 0 65,150
LOWE S COS INC COMMON STOCK US COM 548661107 92,687 1,384,010 SH   SOLE   900,576 0 483,434
LPL FINANCIAL HOLDINGS INC COM 50212V100 3,217 69,189 SH   SOLE   48,197 0 20,992
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,272 31,150 SH   SOLE   15,450 0 15,700
LSI INDUSTRIES INC COMMON STOC COM 50216C108 266 28,517 SH   SOLE   11,237 0 17,280
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,198 76,863 SH   SOLE   45,631 0 31,232
LULULEMON ATHLETICA INC COM 550021109 6,042 92,520 SH   SOLE   64,480 0 28,040
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 820 39,606 SH   SOLE   17,128 0 22,478
LUMINEX CORP COMMON STOCK USD. COM 55027E102 1,096 63,512 SH   SOLE   30,217 0 33,295
LUMOS NETWORKS CORP COM 550283105 351 23,699 SH   SOLE   12,909 0 10,790
LUXOFT HOLDINGS INC COM COM G57279104 858 15,164 SH   SOLE   8,094 0 7,070
LYDALL INC COMMON STOCK USD.1 COM 550819106 644 21,781 SH   SOLE   10,501 0 11,280
LYON WILLIAM HOMES COM COM 552074700 564 21,984 SH   SOLE   7,484 0 14,500
LYONDELLBASELL INDU CL A COMMO COM N53745100 51,755 499,947 SH   SOLE   325,947 0 174,000
LifeLock, Inc. COM 53224V100 1,323 80,698 SH   SOLE   44,723 0 35,975
M + T BANK CORP COMMON STOCK U COM 55261F104 20,555 164,533 SH   SOLE   92,746 0 71,787
M/I HOMES INC COMMON STOCK USD COM 55305B101 877 35,533 SH   SOLE   17,523 0 18,010
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 734 19,183 SH   SOLE   10,103 0 9,080
MACERICH CO/THE REIT USD.01 COM 554382101 14,991 200,952 SH   SOLE   106,893 0 94,059
MACK CALI REALTY CORP REIT USD COM 554489104 3,281 178,013 SH   SOLE   94,113 0 83,900
MACQUARIE INFRASTRUCTURE LL COM 55608B105 3,087 37,365 SH   SOLE   24,075 0 13,290
MACROGENICS INC COM 556099109 916 24,115 SH   SOLE   13,100 0 11,015
MACY S INC COMMON STOCK USD.01 COM 55616P104 34,794 515,696 SH   SOLE   321,451 0 194,245
MADISON SQUARE GARDEN CO A COM COM 55826P100 5,177 62,002 SH   SOLE   42,480 0 19,522
MAGELLAN HEALTH INC COMMON STO COM 559079207 3,402 48,555 SH   SOLE   23,783 0 24,772
MAGNA INTERNATIONAL COM COM 559222401 227 4,040 SH   SOLE   4,040 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 360 192,730 SH   SOLE   106,090 0 86,640
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 1,129 71,541 SH   SOLE   33,434 0 38,107
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 701 31,933 SH   SOLE   11,554 0 20,379
MALIBU BOATS INC A COM 56117J100 293 14,585 SH   SOLE   7,885 0 6,700
MALLINCKRODT PLC COM COM G5785G107 19,335 164,249 SH   SOLE   90,685 0 73,564
MANHATTAN ASSOCIATES INC COMMO COM 562750109 8,354 140,054 SH   SOLE   103,031 0 37,023
MANITOWOC COMPANY INC COMMON S COM 563571108 3,979 203,013 SH   SOLE   74,075 0 128,938
MANNKIND CORP COMMON STOCK USD COM 56400P201 1,357 238,461 SH   SOLE   139,556 0 98,905
MANPOWER INC COMMON STOCK USD. COM 56418H100 9,853 110,241 SH   SOLE   89,493 0 20,748
MANTECH INTERNATIONAL CORP A C COM 564563104 974 33,574 SH   SOLE   12,574 0 21,000
MANULIFE FINANCIAL CORP COM COM 56501R106 362 19,470 SH   SOLE   19,470 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 23,688 892,538 SH   SOLE   509,762 0 382,776
MARATHON PETROLEUM CORP COMMON COM 56585A102 39,029 746,118 SH   SOLE   458,658 0 287,460
MARCHEX INC CLASS B COMMON STO COM 56624R108 229 46,166 SH   SOLE   17,526 0 28,640
MARCUS & MILLICHAP INC COM 566324109 510 11,045 SH   SOLE   5,865 0 5,180
MARCUS CORPORATION COMMON STOC COM 566330106 570 29,701 SH   SOLE   12,591 0 17,110
MARIN SOFTWARE INC COM 56804T106 234 34,781 SH   SOLE   12,361 0 22,420
MARINE PRODUCTS CORP COMMON ST COM 568427108 97 15,545 SH   SOLE   6,135 0 9,410
MARINEMAX INC COMMON STOCK USD COM 567908108 1,022 43,474 SH   SOLE   25,854 0 17,620
MARKEL CORP COMMON STOCK NPV COM 570535104 7,948 9,926 SH   SOLE   6,098 0 3,828
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 5,140 55,401 SH   SOLE   38,188 0 17,213
MARKETO INC COM 57063L107 838 29,882 SH   SOLE   16,627 0 13,255
MARLIN BUSINESS SERVICES INC C COM 571157106 247 14,615 SH   SOLE   5,385 0 9,230
MARRIOTT INTERNATIONAL CL A CO COM 571903202 25,831 347,244 SH   SOLE   225,183 0 122,061
MARRIOTT VACATIONS WORLD COM 57164Y107 3,835 41,795 SH   SOLE   24,850 0 16,945
MARSH + MCLENNAN COS COMMON ST COM 571748102 46,613 822,096 SH   SOLE   517,627 0 304,469
MARTEN TRANSPORT LTD COMMON ST COM 573075108 1,157 53,329 SH   SOLE   32,669 0 20,660
MARTHA STEWART LIVING CL A CO COM 573083102 195 31,281 SH   SOLE   14,691 0 16,590
MARTIN MARIETTA MATERIALS COMM COM 573284106 11,917 84,214 SH   SOLE   49,715 0 34,499
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 4,468 338,888 SH   SOLE   208,328 0 130,560
MASCO CORP COMMON STOCK USD1. COM 574599106 13,953 523,156 SH   SOLE   314,703 0 208,453
MASIMO CORPORATION COMMON STOC COM 574795100 1,920 49,571 SH   SOLE   29,701 0 19,870
MASONITE INTL CORP NEW COM 575385109 1,937 27,635 SH   SOLE   15,995 0 11,640
MASTEC INC COMMON STOCK USD.1 COM 576323109 1,943 97,797 SH   SOLE   39,847 0 57,950
MASTERCARD INC CLASS A COMMON COM 57636Q104 132,333 1,415,634 SH   SOLE   922,219 0 493,415
MATADOR RESOURCES COM COM 576485205 1,940 77,608 SH   SOLE   37,203 0 40,405
MATERION CORP COMMON STOCK NPV COM 576690101 1,305 37,035 SH   SOLE   19,258 0 17,777
MATRIX SERVICE CO COMMON STOCK COM 576853105 762 41,681 SH   SOLE   17,951 0 23,730
MATSON INC. COM 57686G105 2,112 50,227 SH   SOLE   29,042 0 21,185
MATTEL INC COMMON STOCK USD1. COM 577081102 11,426 444,758 SH   SOLE   256,761 0 187,997
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,822 53,113 SH   SOLE   25,177 0 27,936
MATTRESS FIRM HOLDING CORP COM 57722W106 1,043 17,117 SH   SOLE   9,222 0 7,895
MATTSON TECHNOLOGY INC COM COM 577223100 205 61,079 SH   SOLE   27,879 0 33,200
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 7,575 219,097 SH   SOLE   141,816 0 77,281
MAXIMUS INC COMMON STOCK NPV COM 577933104 9,566 145,528 SH   SOLE   114,183 0 31,345
MAXLINEAR INC CLASS A COMMON S COM 57776J100 531 43,852 SH   SOLE   24,023 0 19,829
MB FINANCIAL INC COMMON STOCK COM 55264U108 3,904 113,361 SH   SOLE   48,332 0 65,029
MBIA INC COMMON STOCK USD1. COM 55262C100 1,232 204,937 SH   SOLE   70,442 0 134,495
MCCORMICK + CO NON VTG SHRS CO COM 579780206 18,801 232,259 SH   SOLE   148,663 0 83,596
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,689 316,376 SH   SOLE   107,676 0 208,700
MCDONALD S CORP COMMON STOCK U COM 580135101 133,517 1,404,403 SH   SOLE   918,544 0 485,859
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,651 54,244 SH   SOLE   31,114 0 23,130
MCGRAW HILL FINANCIAL INC COM 580645109 43,222 430,280 SH   SOLE   273,300 0 156,980
MCKESSON CORP COMMON STOCK USD COM 58155Q103 71,299 317,153 SH   SOLE   195,614 0 121,539
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,292 76,467 SH   SOLE   47,837 0 28,630
MDC PARTNERS INC CL A COMMON S COM 552697104 957 48,574 SH   SOLE   18,719 0 29,855
MDU RESOURCES GROUP INC COMMON COM 552690109 5,334 273,137 SH   SOLE   217,639 0 55,498
MEAD JOHNSON NUTRITION CO COMM COM 582839106 28,955 320,935 SH   SOLE   195,174 0 125,761
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 610 70,959 SH   SOLE   30,484 0 40,475
MEADWESTVACO CORP COMMON STOCK COM 583334107 10,160 215,293 SH   SOLE   124,134 0 91,159
MEDASSETS INC COMMON STOCK USD COM 584045108 1,499 67,932 SH   SOLE   41,127 0 26,805
MEDGENICS INC COM 58436Q203 83 13,480 SH   SOLE   5,980 0 7,500
MEDIA GEN INC COM 58441K100 1,956 118,397 SH   SOLE   40,057 0 78,340
MEDICAL PROPERTIES TRUST INC R COM 58463J304 4,338 330,884 SH   SOLE   146,524 0 184,360
MEDICINES COMPANY COMMON STOCK COM 584688105 2,946 102,980 SH   SOLE   49,790 0 53,190
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 3,286 60,499 SH   SOLE   37,771 0 22,728
MEDIFAST INC COMMON STOCK USD. COM 58470H101 407 12,588 SH   SOLE   7,698 0 4,890
MEDIVATION INC COMMON STOCK US COM 58501N101 8,081 70,765 SH   SOLE   46,684 0 24,081
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 12,171 164,232 SH   SOLE   134,549 0 29,683
MEDTRONIC PLC COM G5960L103 140,227 1,892,402 SH   SOLE   1,167,762 0 724,640
MEMORIAL RESOURCES DEVELOPMENT COM 58605q109 1,190 62,743 SH   SOLE   45,885 0 16,858
MEN S WEARHOUSE INC/THE COMMON COM 587118100 3,821 59,632 SH   SOLE   38,897 0 20,735
MENTOR GRAPHICS CORP COMMON ST COM 587200106 5,693 215,392 SH   SOLE   129,632 0 85,760
MERCANTILE BANK CORP COM COM 587376104 440 20,557 SH   SOLE   6,977 0 13,580
MERCHANTS BANCSHARES INC COMMO COM 588448100 230 6,948 SH   SOLE   2,938 0 4,010
MERCK + CO. INC. COMMON STOCK COM 58933Y105 198,938 3,494,425 SH   SOLE   2,242,742 0 1,251,683
MERCURY GENERAL CORP COMMON ST COM 589400100 2,588 46,503 SH   SOLE   38,980 0 7,523
MERCURY SYSTEMS INC COM 589378108 695 47,457 SH   SOLE   19,907 0 27,550
MEREDITH CORP COMMON STOCK USD COM 589433101 4,286 82,195 SH   SOLE   49,675 0 32,520
MERGE HEALTHCARE INC COMMON ST COM 589499102 311 64,849 SH   SOLE   35,149 0 29,700
MERIDIAN BANCORP INC COM 58958U103 755 56,337 SH   SOLE   15,565 0 40,772
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,190 117,505 SH   SOLE   95,695 0 21,810
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 1,303 60,482 SH   SOLE   25,027 0 35,455
MERITAGE HOMES CORP COMMON STO COM 59001A102 2,958 62,807 SH   SOLE   28,951 0 33,856
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,490 113,598 SH   SOLE   51,708 0 61,890
MERRIMACK PHARMACEUTICALS INC COM 590328100 1,259 101,831 SH   SOLE   56,676 0 45,155
MESA LABS INC COM COM 59064R109 244 2,745 SH   SOLE   1,490 0 1,255
META FINL GROUP INC COM COM 59100U108 335 7,810 SH   SOLE   2,240 0 5,570
METHODE ELECTRONICS INC COMMON COM 591520200 1,357 49,441 SH   SOLE   32,251 0 17,190
METLIFE INC COMMON STOCK USD.0 COM 59156R108 76,132 1,359,750 SH   SOLE   820,335 0 539,415
METRO BANCORP INC COMMON STOCK COM 59161R101 407 15,578 SH   SOLE   6,078 0 9,500
METTLER TOLEDO INTERNATIONAL C COM 592688105 17,552 51,404 SH   SOLE   42,871 0 8,533
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,156 291,718 SH   SOLE   198,350 0 93,368
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,359 60,905 SH   SOLE   31,348 0 29,557
MGIC INVESTMENT CORP COMMON ST COM 552848103 4,597 403,931 SH   SOLE   186,776 0 217,155
MGM RESORTS INTERNATIONAL COMM COM 552953101 5,166 283,081 SH   SOLE   167,841 0 115,240
MICHAEL KORS HOLDINGS COM G60754101 11,795 280,244 SH   SOLE   175,520 0 104,724
MICHAELS COS INC COM 59408Q106 1,328 49,337 SH   SOLE   36,190 0 13,147
MICREL INC COMMON STOCK NPV COM 594793101 697 50,129 SH   SOLE   29,509 0 20,620
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,912 293,350 SH   SOLE   188,369 0 104,981
MICRON TECHNOLOGY INC COMMON S COM 595112103 26,936 1,429,731 SH   SOLE   872,792 0 556,939
MICROSEMI CORP COMMON STOCK US COM 595137100 3,912 111,920 SH   SOLE   70,725 0 41,195
MICROSOFT CORP COMMON STOCK US COM 594918104 498,764 11,297,036 SH   SOLE   7,136,916 0 4,160,120
MICROSTRATEGY INC CL A COMMON COM 594972408 1,967 11,564 SH   SOLE   7,517 0 4,047
MID AMERICA APARTMENT COMM REI COM 59522J103 7,779 106,833 SH   SOLE   83,088 0 23,745
MIDDLEBY CORP COMMON STOCK USD COM 596278101 5,515 49,143 SH   SOLE   33,890 0 15,253
MIDDLESEX WATER CO COMMON STOC COM 596680108 499 22,135 SH   SOLE   9,095 0 13,040
MIDWEDTONE FINL GROUP COM 598511103 327 9,944 SH   SOLE   3,654 0 6,290
MILLENIAL MEDIA INC COM 60040N105 222 136,768 SH   SOLE   40,498 0 96,270
MILLER INDUSTRIES INC/TENN COM COM 600551204 316 15,847 SH   SOLE   5,252 0 10,595
MIMEDX GROUP INC COM 602496101 1,277 110,148 SH   SOLE   68,113 0 42,035
MINERALS TECHNOLOGIES INC COMM COM 603158106 4,765 69,944 SH   SOLE   53,639 0 16,305
MIRATI THERAPEUTICS INC COM 60468T105 259 8,245 SH   SOLE   4,195 0 4,050
MISTRAS GROUP INC COMMON STOCK COM 60649T107 333 17,527 SH   SOLE   8,152 0 9,375
MITSUBISHI FINL ADR COM 606822104 1,096 151,750 SH   SOLE   151,750 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 597 137,615 SH   SOLE   137,615 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 3,203 84,435 SH   SOLE   39,362 0 45,073
MOBILE MINI INC COMMON STOCK U COM 60740F105 2,913 69,298 SH   SOLE   32,358 0 36,940
MOBILEIRON INC COM 60739U204 188 31,730 SH   SOLE   17,030 0 14,700
MODEL N INC COM 607525102 208 17,448 SH   SOLE   9,578 0 7,870
MODINE MANUFACTURING CO COMMON COM 607828100 738 68,735 SH   SOLE   24,556 0 44,179
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L206 170 50,126 SH   SOLE   17,144 0 32,982
MOELIS & CO COM 60786M105 435 15,155 SH   SOLE   7,655 0 7,500
MOHAWK INDUSTRIES INC COMMON S COM 608190104 16,915 88,605 SH   SOLE   52,912 0 35,693
MOLINA HEALTHCARE INC COMMON S COM 60855R100 4,763 67,754 SH   SOLE   52,169 0 15,585
MOLSON COORS BREWING CO B COM COM 60871R209 13,427 192,340 SH   SOLE   109,003 0 83,337
MOLYCORP INC COMMON STOCK COM 608753109 7 73,491 SH   SOLE   68,991 0 4,500
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 1,509 66,173 SH   SOLE   39,843 0 26,330
MONARCH CASINO + RESORT INC CO COM 609027107 323 15,703 SH   SOLE   5,653 0 10,050
MONDELEZ INTERNATIONAL INC COM 609207105 92,495 2,248,306 SH   SOLE   1,316,844 0 931,462
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 354 38,494 SH   SOLE   12,194 0 26,300
MONMOUTH REIT CLASS A REIT USD COM 609720107 783 80,539 SH   SOLE   29,479 0 51,060
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 1,916 212,425 SH   SOLE   67,725 0 144,700
MONOLITHIC POWER SYSTEMS INC C COM 609839105 2,436 48,038 SH   SOLE   30,468 0 17,570
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,043 43,249 SH   SOLE   28,009 0 15,240
MONRO MUFFLER BRAKE INC COMMON COM 610236101 2,997 48,211 SH   SOLE   33,926 0 14,285
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 72,503 680,208 SH   SOLE   432,417 0 247,791
MONSTER BEVERAGE CORP COM 61174X109 30,319 226,230 SH   SOLE   143,953 0 82,277
MONSTER WORLDWIDE INC COMMON S COM 611742107 888 135,773 SH   SOLE   55,913 0 79,860
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,491 63,061 SH   SOLE   27,761 0 35,300
MOODY S CORP COMMON STOCK USD. COM 615369105 30,865 285,890 SH   SOLE   180,566 0 105,324
MOOG INC CLASS A COMMON STOCK COM 615394202 4,356 61,634 SH   SOLE   29,654 0 31,980
MORGAN STANLEY COMMON STOCK US COM 617446448 78,501 2,023,734 SH   SOLE   1,222,662 0 801,072
MORGANS HOTEL GROUP CO COMMON COM 61748W108 238 35,360 SH   SOLE   15,910 0 19,450
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,579 19,844 SH   SOLE   13,887 0 5,957
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 18,868 402,736 SH   SOLE   223,891 0 178,845
MOTORCAR PARTS OF AMERICA IN C COM 620071100 471 15,660 SH   SOLE   8,240 0 7,420
MOTOROLA SOLUTIONS INC COMMON COM 620076307 17,989 313,727 SH   SOLE   195,036 0 118,691
MOVADO GROUP INC COMMON STOCK COM 624580106 687 25,291 SH   SOLE   11,301 0 13,990
MRC GLOBAL INC COM COM 55345K103 1,963 127,158 SH   SOLE   44,158 0 83,000
MSA SAFETY INC COM 553498106 2,933 60,467 SH   SOLE   42,917 0 17,550
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 6,615 94,808 SH   SOLE   82,278 0 12,530
MSCI INC A COMMON STOCK USD.01 COM 55354G100 11,206 182,058 SH   SOLE   146,711 0 35,347
MTS SYSTEMS CORP COMMON STOCK COM 553777103 2,786 40,405 SH   SOLE   32,810 0 7,595
MUELLER INDUSTRIES INC COMMON COM 624756102 2,787 80,257 SH   SOLE   45,542 0 34,715
MUELLER WATER PRODUCTS INC A C COM 624758108 1,259 138,347 SH   SOLE   76,852 0 61,495
MULTI COLOR CORP COMMON STOCK COM 625383104 712 11,142 SH   SOLE   6,232 0 4,910
MULTI FINELINE ELECTRONIX IN C COM 62541B101 301 13,791 SH   SOLE   4,351 0 9,440
MURPHY OIL CORP COMMON STOCK U COM 626717102 9,746 234,443 SH   SOLE   137,151 0 97,292
MURPHY USA INC COM 626755102 3,726 66,759 SH   SOLE   54,042 0 12,717
MYERS INDUSTRIES INC COMMON ST COM 628464109 577 30,351 SH   SOLE   18,621 0 11,730
MYLAN NV COM N59465109 33,713 496,805 SH   SOLE   344,658 0 152,147
MYR GROUP INC/DELAWARE COMMON COM 55405W104 915 29,565 SH   SOLE   12,665 0 16,900
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,306 67,856 SH   SOLE   33,496 0 34,360
N B T BANCORP INC COMMON STOCK COM 628778102 1,747 66,752 SH   SOLE   29,445 0 37,307
NABORS INDUSTRIES LTD COMMON S COM G6359F103 6,394 443,119 SH   SOLE   344,321 0 98,798
NACCO INDUSTRIES CL A COMMON S COM 629579103 411 6,772 SH   SOLE   2,861 0 3,911
NANOMETRICS INC COMMON STOCK N COM 630077105 574 35,621 SH   SOLE   15,441 0 20,180
NANOSTRING TECHNOLOGY COM 63009R109 170 11,030 SH   SOLE   5,780 0 5,250
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 7,793 159,668 SH   SOLE   92,840 0 66,828
NATIONAL BANKSHARES INC/VA COM COM 634865109 287 9,809 SH   SOLE   4,179 0 5,630
NATIONAL BEVERAGE CORP COMMON COM 635017106 673 29,905 SH   SOLE   23,115 0 6,790
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,202 75,297 SH   SOLE   30,317 0 44,980
NATIONAL FUEL GAS CO COMMON ST COM 636180101 7,009 119,024 SH   SOLE   95,105 0 23,919
NATIONAL GEN HLDGS CORP COM 636220303 872 41,845 SH   SOLE   14,745 0 27,100
NATIONAL GRID TRANS ADR COM 636274300 519 8,032 SH   SOLE   8,032 0 0
NATIONAL HEALTH TREND COM 63888P406 274 6,615 SH   SOLE   3,515 0 3,100
NATIONAL HEALTHCARE CORP COMMO COM 635906100 949 14,609 SH   SOLE   5,619 0 8,990
NATIONAL INSTRUMENTS CORP COMM COM 636518102 5,870 199,251 SH   SOLE   168,497 0 30,754
NATIONAL INTERSTATE CORP COMMO COM 63654U100 305 11,180 SH   SOLE   4,840 0 6,340
NATIONAL OILWELL VARCO INC COM COM 637071101 26,992 559,077 SH   SOLE   334,780 0 224,297
NATIONAL PRESTO INDS INC COMMO COM 637215104 702 8,745 SH   SOLE   3,846 0 4,899
NATIONAL RETAIL PROPERTIES REI COM 637417106 6,924 197,765 SH   SOLE   157,078 0 40,687
NATIONAL STORAGE AFFILIATE COM 637870106 245 19,775 SH   SOLE   9,375 0 10,400
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 796 47,378 SH   SOLE   15,778 0 31,600
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,609 57,927 SH   SOLE   29,532 0 28,395
NATL PENN BCSHS INC COMMON STO COM 637138108 2,447 216,890 SH   SOLE   98,772 0 118,118
NATL WESTERN LIFE INS CL A COM COM 638522102 918 3,833 SH   SOLE   1,733 0 2,100
NATURAL GAS SERVICES GROUP COM COM 63886Q109 413 18,088 SH   SOLE   7,898 0 10,190
NATURES SUNSHINE PRODS INC COM COM 639027101 189 13,744 SH   SOLE   5,374 0 8,370
NATUS MEDICAL INC COMMON STOCK COM 639050103 1,596 37,492 SH   SOLE   23,112 0 14,380
NAUTILUS INC COM COM 63910B102 591 27,488 SH   SOLE   14,603 0 12,885
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 228 141,801 SH   SOLE   71,351 0 70,450
NAVIENT CORP COM 63938C108 9,522 522,880 SH   SOLE   296,943 0 225,937
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,153 77,560 SH   SOLE   36,160 0 41,400
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,403 18,094 SH   SOLE   8,721 0 9,373
NAVIOS MARITIME ACQUISITIONS COM Y62159101 350 97,585 SH   SOLE   31,485 0 66,100
NAVIOS MARITIME HOLDINGS COM Y62196103 382 102,625 SH   SOLE   37,125 0 65,500
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,286 56,839 SH   SOLE   21,949 0 34,890
NCI BUILDING SYSTEMS INC COMMO COM 628852204 360 23,868 SH   SOLE   13,468 0 10,400
NCR CORPORATION COMMON STOCK U COM 62886E108 7,916 262,993 SH   SOLE   217,168 0 45,825
NEENAH PAPER INC COMMON STOCK COM 640079109 1,361 23,078 SH   SOLE   11,863 0 11,215
NEKTAR THERAPEUTICS COMMON STO COM 640268108 2,059 164,576 SH   SOLE   107,996 0 56,580
NELNET INC CL A COMMON STOCK U COM 64031N108 1,757 40,560 SH   SOLE   19,651 0 20,909
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 1,947 41,050 SH   SOLE   26,840 0 14,210
NEOGENOMICS INC COM 64049M209 230 42,590 SH   SOLE   22,290 0 20,300
NEOPHOTONICS CORP COMMON STOCK COM 64051T100 305 33,400 SH   SOLE   11,000 0 22,400
NETAPP INC COMMON STOCK USD.00 COM 64110D104 13,274 420,592 SH   SOLE   249,739 0 170,853
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 54,027 82,241 SH   SOLE   52,299 0 29,942
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 1,591 52,986 SH   SOLE   22,480 0 30,506
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 1,756 47,886 SH   SOLE   29,626 0 18,260
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,354 36,560 SH   SOLE   23,389 0 13,171
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 4,174 87,405 SH   SOLE   50,370 0 37,035
NEUSTAR INC CLASS A COMMON STO COM 64126X201 3,442 117,843 SH   SOLE   76,363 0 41,480
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 674 36,638 SH   SOLE   15,168 0 21,470
NEVRO CORP COM 64157F103 687 12,775 SH   SOLE   6,950 0 5,825
NEW JERSEY RESOURCES CORP COMM COM 646025106 3,810 138,288 SH   SOLE   64,828 0 73,460
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,035 57,731 SH   SOLE   21,190 0 36,541
NEW RESIDENTIAL INVESTMENT COM 64828T201 3,831 251,395 SH   SOLE   87,290 0 164,105
NEW SENIOR INVESTMENT GROUP COM 648691103 1,161 86,833 SH   SOLE   27,583 0 59,250
NEW YORK COMMUNITY BANCORP COM COM 649445103 11,835 643,887 SH   SOLE   522,962 0 120,925
NEW YORK MTGE TR INC COM COM 649604501 981 131,214 SH   SOLE   43,104 0 88,110
NEW YORK REIT INC COM 64976L109 2,069 207,924 SH   SOLE   66,924 0 141,000
NEW YORK TIMES CO A COMMON STO COM 650111107 3,729 273,156 SH   SOLE   163,695 0 109,461
NEWBRIDGE BANCORP COM 65080T102 387 43,332 SH   SOLE   14,552 0 28,780
NEWELL RUBBERMAID INC COMMON S COM 651229106 15,235 370,594 SH   SOLE   216,582 0 154,012
NEWFIELD EXPLORATION CO COMMON COM 651290108 7,230 200,171 SH   SOLE   114,179 0 85,992
NEWLINK GENETICS CORP COM 651511107 988 22,322 SH   SOLE   13,627 0 8,695
NEWMARKET CORP COMMON STOCK NP COM 651587107 6,891 15,525 SH   SOLE   12,653 0 2,872
NEWMONT MINING CORP COMMON STO COM 651639106 15,227 651,849 SH   SOLE   372,237 0 279,612
NEWPARK RESOURCES INC COMMON S COM 651718504 1,112 136,782 SH   SOLE   64,108 0 72,674
NEWPORT CORP COMMON STOCK USD. COM 651824104 1,040 54,840 SH   SOLE   25,280 0 29,560
NEWS CORP CL A COMMON STOCK US COM 65249B109 8,929 612,014 SH   SOLE   361,292 0 250,722
NEWS CORP CL B COM COM 65249B208 632 44,405 SH   SOLE   26,035 0 18,370
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 534 48,507 SH   SOLE   26,217 0 22,290
NEXPOINT RESIDENTIAL TRUST COM 65341D102 308 22,950 SH   SOLE   6,750 0 16,200
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,719 30,704 SH   SOLE   16,844 0 13,860
NEXTERA ENERGY INC COMMON STOC COM 65339F101 60,682 619,012 SH   SOLE   382,282 0 236,730
NIC INC COMMON STOCK NPV COM 62914B100 1,454 79,519 SH   SOLE   48,716 0 30,803
NIDEC CORP ADR COM 654090109 230 12,294 SH   SOLE   12,294 0 0
NIELSEN NV COM N63218106 21,868 488,453 SH   SOLE   293,317 0 195,136
NIKE INC CL B COMMON STOCK NP COM 654106103 107,462 994,831 SH   SOLE   647,776 0 347,055
NIMBLE STORAGE INC COM 65440R101 1,191 42,449 SH   SOLE   23,129 0 19,320
NIPPON TEL & TEL ADR COM 654624105 550 15,147 SH   SOLE   15,147 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 18,710 410,397 SH   SOLE   239,289 0 171,108
NL INDUSTRIES COMMON STOCK USD COM 629156407 88 11,832 SH   SOLE   3,832 0 8,000
NMI HOLDINGS INC-CLASS A COM 629209305 478 59,621 SH   SOLE   19,621 0 40,000
NN INC COMMON STOCK USD.01 COM 629337106 399 15,643 SH   SOLE   8,423 0 7,220
NOBILIS HEALTH CORP COM 65500B103 123 18,130 SH   SOLE   11,730 0 6,400
NOBLE CORP PLC COM G65431101 4,232 274,999 SH   SOLE   168,179 0 106,820
NOBLE ENERGY INC COMMON STOCK COM 655044105 20,706 485,153 SH   SOLE   282,838 0 202,315
NOKIA CORP COM 654902204 273 39,872 SH   SOLE   39,872 0 0
NOMURA HLDGS INC ADR COM 65535H208 297 43,916 SH   SOLE   43,916 0 0
NOODLES & CO COM 65540B105 162 11,089 SH   SOLE   4,919 0 6,170
NORDIC AMERICAN OFFSHORE LTD COM Y6366T112 164 20,090 SH   SOLE   4,890 0 15,200
NORDIC AMERICAN TANKERS LTD CO COM G65773106 1,541 108,312 SH   SOLE   36,542 0 71,770
NORDSON CORP COMMON STOCK NPV COM 655663102 7,670 98,469 SH   SOLE   77,859 0 20,610
NORDSTROM INC COMMON STOCK NPV COM 655664100 18,191 244,181 SH   SOLE   161,621 0 82,560
NORFOLK SOUTHERN CORP COMMON S COM 655844108 39,669 454,086 SH   SOLE   293,720 0 160,366
NORTEK INC COM COM 656559309 763 9,184 SH   SOLE   5,409 0 3,775
NORTH ATLANTIC DRILLING LTD COM G6613P202 114 95,615 SH   SOLE   38,115 0 57,500
NORTHERN OIL AND GAS INC COMMO COM 665531109 618 91,237 SH   SOLE   37,287 0 53,950
NORTHERN TRUST CORP COMMON STO COM 665859104 22,700 296,881 SH   SOLE   160,067 0 136,814
NORTHFIELD BANCORP INC/NJ COM 66611T108 1,422 94,518 SH   SOLE   56,796 0 37,722
NORTHROP GRUMMAN CORP COMMON S COM 666807102 41,219 259,843 SH   SOLE   170,842 0 89,001
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 2,964 160,306 SH   SOLE   111,786 0 48,520
NORTHSTAR REALTY FINANCE COR R COM 66704R704 3,343 210,240 SH   SOLE   123,606 0 86,634
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,521 196,669 SH   SOLE   117,893 0 78,776
NORTHWEST BIOTHERAPEUTICS COM 66737P600 416 41,885 SH   SOLE   23,305 0 18,580
NORTHWEST NATURAL GAS CO COMMO COM 667655104 1,984 47,041 SH   SOLE   23,359 0 23,682
NORTHWEST PIPE CO COMMON STOCK COM 667746101 246 12,077 SH   SOLE   4,437 0 7,640
NORTHWESTERN CORP COMMON STOCK COM 668074305 3,684 75,562 SH   SOLE   35,757 0 39,805
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 5,774 103,042 SH   SOLE   72,078 0 30,964
NOVARTIS AG ADR COM 66987V109 2,702 27,473 SH   SOLE   27,473 0 0
NOVATEL WIRELESS INC COMMON ST COM 66987M604 104 31,925 SH   SOLE   13,925 0 18,000
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 2,595 232,913 SH   SOLE   129,748 0 103,165
NOVO-NORDISK A/S COM 670100205 1,046 19,100 SH   SOLE   19,100 0 0
NOW INC COM COM 67011P100 3,089 155,151 SH   SOLE   121,463 0 33,688
NRG ENERGY INC COMMON STOCK US COM 629377508 9,462 413,558 SH   SOLE   228,700 0 184,858
NRG YIELD INC CLASS A COM 62942X306 901 40,979 SH   SOLE   13,179 0 27,800
NRG YIELD INC CLASS C COM 62942X405 880 40,199 SH   SOLE   12,399 0 27,800
NTELOS HOLDINGS CORP COM 67020Q305 104 22,421 SH   SOLE   7,691 0 14,730
NTT DOCOMO INC ADR COM 62942M201 301 15,710 SH   SOLE   15,710 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 2,569 54,507 SH   SOLE   38,715 0 15,792
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,955 168,761 SH   SOLE   96,686 0 72,075
NUCOR CORP COMMON STOCK USD.4 COM 670346105 17,455 396,081 SH   SOLE   230,320 0 165,761
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 280 11,325 SH   SOLE   4,655 0 6,670
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 768 30,858 SH   SOLE   18,243 0 12,615
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,653 55,987 SH   SOLE   35,307 0 20,680
NVE CORP COMMON STOCK USD.01 COM 629445206 441 5,628 SH   SOLE   2,368 0 3,260
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 14,085 700,413 SH   SOLE   408,381 0 292,032
NVR INC COMMON STOCK USD.01 COM 62944T105 9,522 7,106 SH   SOLE   5,956 0 1,150
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 873 61,140 SH   SOLE   34,690 0 26,450
National Bank Holdings Corp. COM 633707104 1,026 49,246 SH   SOLE   19,386 0 29,860
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 36,842 163,034 SH   SOLE   104,411 0 58,623
OASIS PETROLEUM INC COMMON STO COM 674215108 2,711 171,049 SH   SOLE   56,749 0 114,300
OCATA THERAPEUTICS INC COM 67457L100 130 24,600 SH   SOLE   15,500 0 9,100
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 83,574 1,074,635 SH   SOLE   666,435 0 408,200
OCEANEERING INTL INC COMMON ST COM 675232102 6,976 149,736 SH   SOLE   119,563 0 30,173
OCEANFIRST FINANCIAL CORP COMM COM 675234108 386 20,692 SH   SOLE   7,322 0 13,370
OCLARO INC COMMON STOCK USD.01 COM 67555N206 276 122,014 SH   SOLE   40,414 0 81,600
OCULAR THERAPEUTIX INC COM 67576A100 217 10,325 SH   SOLE   5,350 0 4,975
OCWEN FINANCIAL CORP COMMON ST COM 675746309 1,451 142,229 SH   SOLE   50,929 0 91,300
OFFICE DEPOT INC COMMON STOCK COM 676220106 6,439 743,537 SH   SOLE   611,346 0 132,191
OFG BANCORP COM 67103X102 770 72,146 SH   SOLE   34,241 0 37,905
OGE ENERGY CORP COMMON STOCK U COM 670837103 8,624 301,856 SH   SOLE   239,946 0 61,910
OIL STATES INTERNATIONAL INC C COM 678026105 4,257 114,344 SH   SOLE   68,054 0 46,290
OLD DOMINION FREIGHT LINE COMM COM 679580100 7,640 111,356 SH   SOLE   90,764 0 20,592
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,498 172,729 SH   SOLE   72,426 0 100,303
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,629 360,111 SH   SOLE   288,763 0 71,348
OLD SECOND BANCORP INC COM COM 680277100 227 34,388 SH   SOLE   10,788 0 23,600
OLIN CORP COMMON STOCK USD1. COM 680665205 3,734 138,550 SH   SOLE   114,210 0 24,340
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 216 12,380 SH   SOLE   5,890 0 6,490
OM ASSET MANAGEMENT COM G67506108 307 17,275 SH   SOLE   7,975 0 9,300
OM GROUP INC COMMON STOCK USD. COM 670872100 1,697 50,516 SH   SOLE   23,582 0 26,934
OMEGA HEALTHCARE INVESTORS REI COM 681936100 8,377 244,006 SH   SOLE   192,162 0 51,844
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 367 26,683 SH   SOLE   9,303 0 17,380
OMEROS CORP COM COM 682143102 597 33,168 SH   SOLE   17,268 0 15,900
OMNICARE INC COMMON STOCK USD1 COM 681904108 14,117 149,784 SH   SOLE   119,694 0 30,090
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,635 43,366 SH   SOLE   26,956 0 16,410
OMNICOM GROUP COMMON STOCK USD COM 681919106 28,350 407,974 SH   SOLE   266,294 0 141,680
OMNIVISION TECHNOLOGIES INC CO COM 682128103 2,249 85,844 SH   SOLE   35,467 0 50,377
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 377 50,290 SH   SOLE   24,350 0 25,940
ON ASSIGNMENT INC COMMON STOCK COM 682159108 2,907 74,014 SH   SOLE   54,209 0 19,805
ON SEMICONDUCTOR CORPORATION C COM 682189105 4,924 421,226 SH   SOLE   287,510 0 133,716
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 322 14,295 SH   SOLE   7,455 0 6,840
ONCOTHYREON INC COMMON STOCK N COM 682324108 326 87,170 SH   SOLE   46,170 0 41,000
ONE GAS INC COM 68235P108 4,598 108,047 SH   SOLE   62,155 0 45,892
ONE LIBERTY PROPERTIES INC REI COM 682406103 426 20,026 SH   SOLE   9,116 0 10,910
ONEBEACON INSURANCE GROUP A CO COM G67742109 496 34,165 SH   SOLE   10,905 0 23,260
ONEOK INC COMMON STOCK USD.01 COM 682680103 14,330 362,963 SH   SOLE   246,261 0 116,702
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH   SOLE   10,700 0 0
OPHTHOTECH CORP COM 683745103 1,087 20,874 SH   SOLE   11,669 0 9,205
OPKO HEALTH INC COMMON STOCK U COM 68375N103 3,382 210,333 SH   SOLE   151,703 0 58,630
OPOWER INC COM 68375Y109 248 21,525 SH   SOLE   11,575 0 9,950
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 350 13,304 SH   SOLE   4,894 0 8,410
OPUS BANK IRVINE CALIF COM 684000102 436 12,045 SH   SOLE   3,595 0 8,450
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 185,569 4,604,697 SH   SOLE   2,950,153 0 1,654,544
ORANGE ADR COM 684060106 379 24,659 SH   SOLE   24,659 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 379 70,345 SH   SOLE   26,480 0 43,865
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 479 71,020 SH   SOLE   22,920 0 48,100
ORBITAL ATK INC COM 68557N103 5,848 79,713 SH   SOLE   64,498 0 15,215
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 1,147 100,460 SH   SOLE   54,310 0 46,150
ORCHID IS CAP INC COM 68571X103 229 20,420 SH   SOLE   5,720 0 14,700
ORCHIDS PAPER PRODS CO COM COM 68572N104 233 9,667 SH   SOLE   3,317 0 6,350
OREXIGEN THERAPEUTICS INC COMM COM 686164104 474 95,776 SH   SOLE   55,156 0 40,620
ORGANOVO HLDGS INC COM 68620A104 261 69,345 SH   SOLE   36,285 0 33,060
ORION MARINE GROUP INC COMMON COM 68628V308 295 40,894 SH   SOLE   18,490 0 22,404
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,583 98,619 SH   SOLE   59,999 0 38,620
ORIX CORP ADR COM 686330101 214 2,871 SH   SOLE   2,871 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 1,527 40,524 SH   SOLE   15,969 0 24,555
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 955 28,843 SH   SOLE   12,513 0 16,330
OSHKOSH CORP COMMON STOCK USD. COM 688239201 4,868 114,864 SH   SOLE   93,089 0 21,775
OSI SYSTEMS INC COMMON STOCK N COM 671044105 2,098 29,639 SH   SOLE   13,624 0 16,015
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 371 19,054 SH   SOLE   10,744 0 8,310
OTONOMY INC COM 68906L105 287 12,465 SH   SOLE   6,515 0 5,950
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,478 55,565 SH   SOLE   24,029 0 31,536
OUTERWALL INC COM 690070107 1,663 21,850 SH   SOLE   13,615 0 8,235
OUTFRONT MEDIA INC COM 69007J106 2,265 89,737 SH   SOLE   51,788 0 37,949
OVASCIENCE INC COM COM 69014Q101 594 20,531 SH   SOLE   11,371 0 9,160
OVERSTOCK.COM INC COMMON STOCK COM 690370101 269 11,947 SH   SOLE   5,452 0 6,495
OWENS + MINOR INC COMMON STOCK COM 690732102 5,744 168,947 SH   SOLE   113,957 0 54,990
OWENS CORNING COMMON STOCK USD COM 690742101 3,550 86,059 SH   SOLE   53,568 0 32,491
OWENS ILLINOIS INC COMMON STOC COM 690768403 4,832 210,632 SH   SOLE   119,863 0 90,769
OXFORD IMMUNOTEC GLOBAL PLC COM G6855A103 218 15,730 SH   SOLE   7,780 0 7,950
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,505 17,209 SH   SOLE   11,034 0 6,175
P G + E CORP COMMON STOCK NPV COM 69331C108 29,792 606,758 SH   SOLE   356,327 0 250,431
PACCAR INC COMMON STOCK USD1. COM 693718108 35,749 560,237 SH   SOLE   347,314 0 212,923
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 449 78,006 SH   SOLE   53,391 0 24,615
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 349 25,822 SH   SOLE   10,202 0 15,620
PACIFIC DATAVISION INC COM 694171307 492 11,680 SH   SOLE   4,880 0 6,800
PACIFIC ETHANOL INC COM COM 69423U305 312 30,202 SH   SOLE   10,420 0 19,782
PACIFIC PREMIER BNCRP COM COM 69478X105 434 25,617 SH   SOLE   8,327 0 17,290
PACIRA PHARMACEUTICALS INC COM COM 695127100 2,721 38,478 SH   SOLE   23,005 0 15,473
PACKAGING CORP OF AMERICA COMM COM 695156109 10,934 174,975 SH   SOLE   146,470 0 28,505
PACWEST BANCORP COMMON STOCK N COM 695263103 6,170 131,946 SH   SOLE   106,228 0 25,718
PALL CORP COMMON STOCK USD.1 COM 696429307 21,099 169,538 SH   SOLE   106,410 0 63,128
PALO ALTO NETWORKS INC COM 697435105 10,540 60,334 SH   SOLE   42,092 0 18,242
PANDORA MEDIA INC COM COM 698354107 2,727 175,466 SH   SOLE   123,116 0 52,350
PANERA BREAD COMPANY CLASS A C COM 69840W108 7,123 40,759 SH   SOLE   33,141 0 7,618
PANHANDLE OIL AND GAS INC A CO COM 698477106 427 20,618 SH   SOLE   10,678 0 9,940
PAPA JOHN S INTL INC COMMON ST COM 698813102 3,182 42,084 SH   SOLE   28,754 0 13,330
PAR PETE CORP COM 69888T207 237 12,640 SH   SOLE   6,040 0 6,600
PARAMOUNT GROUP INC COM COM 69924R108 1,773 103,300 SH   SOLE   63,170 0 40,130
PARATEK PHARMACEUTICALS COM 699374302 256 9,930 SH   SOLE   5,230 0 4,700
PAREXEL INTERNATIONAL CORP COM COM 699462107 4,937 76,771 SH   SOLE   52,591 0 24,180
PARK ELECTROCHEMICAL CORP COMM COM 700416209 642 33,530 SH   SOLE   15,040 0 18,490
PARK NATIONAL CORP COMMON STOC COM 700658107 1,719 19,680 SH   SOLE   7,730 0 11,950
PARK OHIO HOLDINGS CORP COMMON COM 700666100 407 8,403 SH   SOLE   5,008 0 3,395
PARK STERLING CORP COMMON STOC COM 70086Y105 432 60,054 SH   SOLE   23,854 0 36,200
PARKER DRILLING CO COMMON STOC COM 701081101 568 171,080 SH   SOLE   67,160 0 103,920
PARKER HANNIFIN CORP COMMON ST COM 701094104 25,346 217,876 SH   SOLE   129,786 0 88,090
PARKWAY PROPERTIES INC REIT US COM 70159Q104 2,102 120,504 SH   SOLE   46,672 0 73,832
PARSLEY ENERGY INC COM 701877102 1,584 90,945 SH   SOLE   36,315 0 54,630
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,804 37,382 SH   SOLE   22,986 0 14,396
PARTY CITY HOLDCO INC COM 702149105 419 20,680 SH   SOLE   11,180 0 9,500
PATRICK INDS INC COM COM 703343103 403 10,593 SH   SOLE   5,696 0 4,897
PATTERN ENERGY GROUP INC COM 70338P100 1,785 62,885 SH   SOLE   21,210 0 41,675
PATTERSON COS INC COMMON STOCK COM 703395103 9,494 195,145 SH   SOLE   145,102 0 50,043
PATTERSON UTI ENERGY INC COMMO COM 703481101 4,593 244,137 SH   SOLE   186,764 0 57,373
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 26,035 555,363 SH   SOLE   369,146 0 186,217
PAYCOM SOFTWARE INC COM 70432V102 903 26,450 SH   SOLE   14,350 0 12,100
PAYLOCITY HLDG CORP COM 70438V106 439 12,235 SH   SOLE   6,345 0 5,890
PBF ENERGY INC COM 69318G106 1,368 48,118 SH   SOLE   30,498 0 17,620
PC CONNECTION INC COMMON STOCK COM 69318J100 331 13,395 SH   SOLE   4,785 0 8,610
PDC ENERGY INC COM 69327R101 3,324 61,960 SH   SOLE   28,140 0 33,820
PDF SOLUTIONS INC COMMON STOCK COM 693282105 394 24,651 SH   SOLE   13,651 0 11,000
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,421 221,051 SH   SOLE   80,921 0 140,130
PEABODY ENERGY CORP COMMON STO COM 704549104 794 362,524 SH   SOLE   119,164 0 243,360
PEAPACK-GLADSTONE FNL COM COM 704699107 387 17,396 SH   SOLE   4,946 0 12,450
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 4,494 104,814 SH   SOLE   38,822 0 65,992
PEGASYSTEMS INC COMMON STOCK U COM 705573103 821 35,855 SH   SOLE   19,858 0 15,997
PENDRELL CORP COMMON STOCK USD COM 70686R104 310 226,196 SH   SOLE   80,656 0 145,540
PENN NATIONAL GAMING INC COMMO COM 707569109 1,916 104,419 SH   SOLE   37,719 0 66,700
PENN REAL ESTATE INVEST TST RE COM 709102107 2,353 110,247 SH   SOLE   46,964 0 63,283
PENN VIRGINIA CORP COMMON STOC COM 707882106 449 102,453 SH   SOLE   41,648 0 60,805
PENNS WOODS BANCORP INC COMMON COM 708430103 336 7,622 SH   SOLE   3,652 0 3,970
PENNYMAC FINL SVCS INC COM 70932B101 279 15,394 SH   SOLE   5,624 0 9,770
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 1,617 92,770 SH   SOLE   32,700 0 60,070
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,598 30,660 SH   SOLE   19,034 0 11,626
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH   SOLE   11,700 0 2,000
PENTAIR PLC COM G7S00T104 17,061 248,157 SH   SOLE   137,139 0 111,018
PEOPLE S UNITED FINANCIAL COMM COM 712704105 7,933 489,411 SH   SOLE   316,414 0 172,997
PEOPLES BANCORP INC COMMON STO COM 709789101 485 20,781 SH   SOLE   5,990 0 14,791
PEOPLES FINL SERVICES CO COM 711040105 358 9,035 SH   SOLE   2,885 0 6,150
PEP BOYS MANNY MOE + JACK COMM COM 713278109 1,016 82,764 SH   SOLE   36,594 0 46,170
PEPCO HOLDINGS INC COMMON STOC COM 713291102 8,343 309,682 SH   SOLE   177,183 0 132,499
PEPSICO INC COMMON STOCK USD.0 COM 713448108 197,793 2,119,058 SH   SOLE   1,288,585 0 830,473
PEREGRINE PHARMACEUTICALS COMM COM 713661304 172 131,131 SH   SOLE   87,486 0 43,645
PERFICIENT INC COMMON STOCK US COM 71375U101 881 45,772 SH   SOLE   25,937 0 19,835
PERFORMANCE SPORTS GROUP COM 71377G100 957 53,165 SH   SOLE   17,965 0 35,200
PERICOM SEMICONDUCTOR CORP COM COM 713831105 420 31,923 SH   SOLE   13,923 0 18,000
PERKINELMER INC COMMON STOCK U COM 714046109 7,020 133,361 SH   SOLE   79,969 0 53,392
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 212 35,775 SH   SOLE   18,925 0 16,850
PERRIGO CO PLC COM G97822103 28,992 156,855 SH   SOLE   96,906 0 59,949
PERRY ELLIS INTERNATIONAL COMM COM 288853104 478 20,097 SH   SOLE   9,941 0 10,156
PETMED EXPRESS INC COMMON STOC COM 716382106 1,351 78,222 SH   SOLE   70,522 0 7,700
PETROLEO BRASILEIRO ADR COM 71654V101 171 20,910 SH   SOLE   20,910 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 28 13,938 SH   SOLE   9,738 0 4,200
PFENEX INC COM 717071104 256 13,210 SH   SOLE   6,710 0 6,500
PFIZER INC COMMON STOCK USD.05 COM 717081103 263,126 7,847,489 SH   SOLE   5,166,793 0 2,680,696
PGT INC COM 69336V101 693 47,774 SH   SOLE   29,679 0 18,095
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,679 50,427 SH   SOLE   24,422 0 26,005
PHH CORP COMMON STOCK USD.01 COM 693320202 1,803 69,252 SH   SOLE   26,532 0 42,720
PHI INC NON VOTING COMMON STOC COM 69336T205 526 17,523 SH   SOLE   7,718 0 9,805
PHIBRO ANIMAL HEALTH CO COM 71742Q106 547 14,055 SH   SOLE   7,295 0 6,760
PHILIP MORRIS INTERNATIONAL CO COM 718172109 152,071 1,896,854 SH   SOLE   1,285,144 0 611,710
PHILIPS ELEC ADR COM 500472303 259 10,172 SH   SOLE   10,172 0 0
PHILLIPS 66 COM 718546104 60,472 750,649 SH   SOLE   463,043 0 287,606
PHOTRONICS INC COMMON STOCK US COM 719405102 845 88,855 SH   SOLE   32,368 0 56,487
PHYSICIANS REALTY TRUST COM 71943U104 1,348 87,770 SH   SOLE   27,270 0 60,500
PICO HOLDINGS INC COMMON STOCK COM 693366205 466 31,628 SH   SOLE   12,578 0 19,050
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,389 124,290 SH   SOLE   56,420 0 67,870
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,210 125,667 SH   SOLE   70,118 0 55,549
PIER 1 IMPORTS INC COMMON STOC COM 720279108 1,229 97,290 SH   SOLE   56,080 0 41,210
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,196 52,060 SH   SOLE   36,501 0 15,559
PINNACLE ENTERTAINMENT INC COM COM 723456109 2,873 77,074 SH   SOLE   50,899 0 26,175
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 3,119 57,366 SH   SOLE   27,483 0 29,883
PINNACLE FOODS INC DEL COM 72348P104 2,920 64,113 SH   SOLE   41,103 0 23,010
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,293 145,765 SH   SOLE   88,262 0 57,503
PIONEER ENERGY SERVICES CORP COM 723664108 699 110,186 SH   SOLE   43,376 0 66,810
PIONEER NATURAL RESOURCES CO C COM 723787107 27,061 195,121 SH   SOLE   113,693 0 81,428
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,154 26,446 SH   SOLE   11,743 0 14,703
PITNEY BOWES INC COMMON STOCK COM 724479100 6,293 302,398 SH   SOLE   180,885 0 121,513
PLANTRONICS INC COMMON STOCK U COM 727493108 5,586 99,200 SH   SOLE   81,400 0 17,800
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,837 71,814 SH   SOLE   46,852 0 24,962
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,130 48,534 SH   SOLE   24,504 0 24,030
PLUG POWER INC COM COM 72919P202 435 177,395 SH   SOLE   81,395 0 96,000
PLUM CREEK TIMBER CO REIT USD. COM 729251108 10,739 264,699 SH   SOLE   146,331 0 118,368
PLY GEM HLDGS INC COM 72941W100 213 18,092 SH   SOLE   10,062 0 8,030
PMC SIERRA INC COMMON STOCK COM 69344F106 1,787 208,775 SH   SOLE   79,585 0 129,190
PNC FINANCIAL SERVICES GROUP C COM 693475105 65,712 687,004 SH   SOLE   410,604 0 276,400
PNM RESOURCES INC COMMON STOCK COM 69349H107 4,367 177,519 SH   SOLE   108,979 0 68,540
POLARIS INDUSTRIES INC COMMON COM 731068102 16,953 114,459 SH   SOLE   93,932 0 20,527
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 3,081 269,347 SH   SOLE   147,417 0 121,930
POLYONE CORPORATION COMMON STO COM 73179P106 6,530 166,703 SH   SOLE   126,647 0 40,056
POLYPORE INTERNATIONAL INC COM COM 73179V103 2,642 44,126 SH   SOLE   25,651 0 18,475
POOL CORP COMMON STOCK USD.001 COM 73278L105 3,799 54,131 SH   SOLE   34,591 0 19,540
POPEYES LOUISIANA KITCHEN INC COM 732872106 1,614 26,905 SH   SOLE   16,255 0 10,650
POPULAR INC COMMON STOCK USD6. COM 733174700 1,906 66,041 SH   SOLE   38,471 0 27,570
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,123 124,339 SH   SOLE   57,009 0 67,330
PORTOLA PHARMACEUTICALS COM COM 737010108 1,931 42,395 SH   SOLE   24,600 0 17,795
POST HOLDINGS INC COM 737446104 5,927 109,897 SH   SOLE   64,467 0 45,430
POST PROPERTIES INC REIT USD.0 COM 737464107 2,760 50,763 SH   SOLE   32,782 0 17,981
POTASH CORP SASKATCHEWAN, INC COM 73755L107 272 8,771 SH   SOLE   8,771 0 0
POTBELLY CORP COM 73754Y100 213 17,400 SH   SOLE   9,180 0 8,220
POTLATCH CORP REIT USD1. COM 737630103 2,933 83,051 SH   SOLE   57,711 0 25,340
POWELL INDUSTRIES INC COMMON S COM 739128106 520 14,779 SH   SOLE   6,249 0 8,530
POWER INTEGRATIONS INC COMMON COM 739276103 1,713 37,918 SH   SOLE   20,963 0 16,955
POWER SOLUTIONS INTL INC COM 73933G202 205 3,802 SH   SOLE   1,992 0 1,810
POWERSECURE INTERNATIONAL IN C COM 73936N105 377 25,514 SH   SOLE   9,334 0 16,180
POZEN INC COMMON STOCK USD.001 COM 73941U102 266 25,845 SH   SOLE   14,775 0 11,070
PPG INDUSTRIES INC COMMON STOC COM 693506107 44,334 386,457 SH   SOLE   252,539 0 133,918
PPL CORPORATION COMMON STOCK U COM 69351T106 24,564 833,518 SH   SOLE   467,399 0 366,119
PRA GROUP INC COM 69354N106 3,648 58,544 SH   SOLE   37,749 0 20,795
PRA HEALTH SCIENCES INC COM 69354M108 641 17,635 SH   SOLE   9,835 0 7,800
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 52,758 441,306 SH   SOLE   281,373 0 159,933
PRECISION CASTPARTS CORP COMMO COM 740189105 35,946 179,847 SH   SOLE   116,866 0 62,981
PREFERRED APT CMNTYS INC COM 74039L103 224 22,505 SH   SOLE   4,705 0 17,800
PREFERRED BANK LOS ANGELES COM COM 740367404 464 15,438 SH   SOLE   5,908 0 9,530
PREMIER INC'CL A COM 74051N102 1,171 30,450 SH   SOLE   21,429 0 9,021
PREMIERE GLOBAL SERVICES INC C COM 740585104 729 70,832 SH   SOLE   29,082 0 41,750
PRESS GANEY HLDGS INC COM 74113L102 226 7,875 SH   SOLE   3,975 0 3,900
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 2,890 62,494 SH   SOLE   40,014 0 22,480
PRICELINE GROUP INC COMMON STO COM 741503403 81,987 71,208 SH   SOLE   45,226 0 25,982
PRICESMART INC COMMON STOCK US COM 741511109 1,956 21,437 SH   SOLE   12,614 0 8,823
PRIMERICA INC COMMON STOCK COM 74164M108 4,889 106,995 SH   SOLE   63,615 0 43,380
PRIMORIS SERVICES CORP COMMON COM 74164F103 776 39,198 SH   SOLE   19,343 0 19,855
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 18,680 364,198 SH   SOLE   210,459 0 153,739
PRIVATEBANCORP INC COMMON STOC COM 742962103 4,640 116,528 SH   SOLE   48,298 0 68,230
PROASSURANCE CORP COMMON STOCK COM 74267C106 2,717 58,803 SH   SOLE   43,917 0 14,886
PROCTER + GAMBLE CO/THE COMMON COM 742718109 294,408 3,762,888 SH   SOLE   2,290,163 0 1,472,725
PROGENICS PHARMACEUTICALS COMM COM 743187106 466 62,403 SH   SOLE   32,563 0 29,840
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,198 79,938 SH   SOLE   36,183 0 43,755
PROGRESSIVE CORP COMMON STOCK COM 743315103 22,662 814,310 SH   SOLE   501,249 0 313,061
PROLOGIS INC REIT USD.01 COM 74340W103 25,685 692,325 SH   SOLE   365,085 0 327,240
PROOFPOINT INC COM COM 743424103 2,390 37,539 SH   SOLE   21,424 0 16,115
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 458 21,676 SH   SOLE   12,541 0 9,135
PROSPERITY BANCSHARES INC COMM COM 743606105 10,074 174,464 SH   SOLE   115,994 0 58,470
PROTO LABS INC COM COM 743713109 1,385 20,524 SH   SOLE   11,464 0 9,060
PROVIDENCE SERVICE CORP COMMON COM 743815102 693 15,654 SH   SOLE   10,259 0 5,395
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,961 103,263 SH   SOLE   46,520 0 56,743
PRTOTHENA CORP PLC COM G72800108 1,460 27,716 SH   SOLE   15,556 0 12,160
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 53,567 612,057 SH   SOLE   368,581 0 243,476
PRUDENTIAL PLC ADR COM 74435K204 650 13,395 SH   SOLE   13,395 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 2,833 39,268 SH   SOLE   21,948 0 17,320
PTC INC. COM 69370C100 7,609 185,489 SH   SOLE   148,763 0 36,726
PTC THERAPEUTICS INC COM COM 69366J200 1,485 30,858 SH   SOLE   17,788 0 13,070
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 26,885 684,452 SH   SOLE   409,692 0 274,760
PUBLIC STORAGE REIT USD.1 COM 74460D109 44,619 242,009 SH   SOLE   156,764 0 85,245
PULTEGROUP INC COMMON STOCK US COM 745867101 8,560 424,799 SH   SOLE   237,585 0 187,214
PUMA BIOTECHNOLOGY INC COM 74587V107 2,925 25,054 SH   SOLE   17,534 0 7,520
PVH CORP COMMON STOCK USD1. COM 693656100 12,374 107,413 SH   SOLE   65,389 0 42,024
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 160 14,471 SH   SOLE   9,661 0 4,810
Q2 HOLDINGS INC COM 74736L109 453 16,050 SH   SOLE   8,690 0 7,360
QAD INC A COMMON STOCK COM 74727D306 275 10,404 SH   SOLE   3,310 0 7,094
QCR HOLDINGS INC COM COM 74727A104 244 11,220 SH   SOLE   1,820 0 9,400
QEP RESOURCES INC COMMON STOCK COM 74733V100 6,758 365,073 SH   SOLE   265,896 0 99,177
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,517 141,858 SH   SOLE   92,347 0 49,511
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 3,434 98,227 SH   SOLE   59,482 0 38,745
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 1,860 131,108 SH   SOLE   51,738 0 79,370
QORVO INC COM 74736K101 16,690 207,924 SH   SOLE   139,284 0 68,640
QTS REALTY TRUST INC-CL A COM 74736A103 792 21,735 SH   SOLE   10,225 0 11,510
QUAD GRAPHICS INC COMMON STOCK COM 747301109 698 37,706 SH   SOLE   13,036 0 24,670
QUAKER CHEMICAL CORP COMMON ST COM 747316107 2,007 22,591 SH   SOLE   15,816 0 6,775
QUALCOMM INC COMMON STOCK USD. COM 747525103 145,287 2,319,767 SH   SOLE   1,457,791 0 861,976
QUALITY DISTRIBUTION INC COMMO COM 74756M102 476 30,786 SH   SOLE   11,596 0 19,190
QUALITY SYSTEMS INC COMMON STO COM 747582104 861 51,956 SH   SOLE   30,046 0 21,910
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,066 49,761 SH   SOLE   21,831 0 27,930
QUANTA SERVICES INC COMMON STO COM 74762E102 8,277 287,198 SH   SOLE   156,929 0 130,269
QUANTUM CORP COMMON STOCK USD. COM 747906204 473 281,361 SH   SOLE   107,597 0 173,764
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 14,562 200,794 SH   SOLE   118,036 0 82,758
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,398 258,176 SH   SOLE   205,773 0 52,403
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 863 37,604 SH   SOLE   17,029 0 20,575
QUIKSILVER INC COMMON STOCK US COM 74838C106 104 156,969 SH   SOLE   77,289 0 79,680
QUINSTREET INC COMMON STOCK COM 74874Q100 326 50,500 SH   SOLE   21,850 0 28,650
QUINTILES TRANSNATIONAL COM COM 74876Y101 5,145 70,853 SH   SOLE   46,547 0 24,306
QVC GROUP COM 53071M104 12,022 433,217 SH   SOLE   283,720 0 149,497
Qualys, Inc. COM 74758T303 927 22,981 SH   SOLE   13,456 0 9,525
RACKSPACE HOSTING INC COMMON S COM 750086100 7,179 193,024 SH   SOLE   156,794 0 36,230
RADIAN GROUP INC COMMON STOCK COM 750236101 5,020 267,581 SH   SOLE   103,742 0 163,839
RADIANT LOGISTICS INC COM 75025X100 123 16,855 SH   SOLE   6,155 0 10,700
RADIUS HEALTH INC COM 750469207 1,672 24,695 SH   SOLE   13,420 0 11,275
RADNET INC COMMON STOCK USD.00 COM 750491102 198 29,600 SH   SOLE   16,630 0 12,970
RAIT FINANCIAL TRUST REIT USD. COM 749227609 638 104,342 SH   SOLE   36,586 0 67,756
RALLY SOFTWARE DEV CORP COM 751198102 422 21,683 SH   SOLE   11,803 0 9,880
RALPH LAUREN CORP COMMON STOCK COM 751212101 12,124 91,602 SH   SOLE   58,868 0 32,734
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,581 109,087 SH   SOLE   59,387 0 49,700
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,742 106,763 SH   SOLE   37,465 0 69,298
RANGE RESOURCES CORP COMMON ST COM 75281A109 10,419 210,991 SH   SOLE   118,060 0 92,931
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 1,134 71,788 SH   SOLE   40,628 0 31,160
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,441 70,869 SH   SOLE   38,409 0 32,460
RAYMOND JAMES FINANCIAL INC CO COM 754730109 10,676 179,195 SH   SOLE   146,433 0 32,762
RAYONIER ADVANCED MATERIALS COM 75508B104 1,029 63,310 SH   SOLE   26,898 0 36,412
RAYONIER INC REIT NPV COM 754907103 5,900 230,938 SH   SOLE   187,668 0 43,270
RAYTHEON COMPANY COMMON STOCK COM 755111507 36,669 383,245 SH   SOLE   246,574 0 136,671
RBC BEARINGS INC COMMON STOCK COM 75524B104 1,834 25,564 SH   SOLE   14,804 0 10,760
RCS CAPITAL CORP CL A COM 74937W102 450 58,810 SH   SOLE   19,160 0 39,650
RE/MAX HOLDINGS INC-CL A COM 75524W108 502 14,135 SH   SOLE   4,635 0 9,500
READING INTERNATINAL CL A COM 755408101 278 20,104 SH   SOLE   8,644 0 11,460
REAL INDUSTRIES INC COM 75601W104 259 22,855 SH   SOLE   9,855 0 13,000
REALD INC COMMON STOCK USD.000 COM 75604L105 433 35,145 SH   SOLE   19,900 0 15,245
REALNETWORKS INC COMMON STOCK COM 75605L708 180 33,194 SH   SOLE   13,010 0 20,184
REALOGY HOLDINGS CORP COM 75605y106 4,658 99,711 SH   SOLE   65,646 0 34,065
REALPAGE INC COMMON STOCK COM 75606N109 901 47,273 SH   SOLE   25,263 0 22,010
REALTY INCOME CORP REIT USD1. COM 756109104 12,745 287,110 SH   SOLE   157,527 0 129,583
RECEPTOS INC COM COM 756207106 5,367 28,240 SH   SOLE   20,684 0 7,556
RED HAT INC COMMON STOCK USD.0 COM 756577102 21,741 286,330 SH   SOLE   179,878 0 106,452
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,424 16,591 SH   SOLE   9,416 0 7,175
REDWOOD TRUST INC REIT USD.01 COM 758075402 1,859 118,400 SH   SOLE   48,140 0 70,260
REGAL BELOIT CORP COM 758750103 4,328 59,619 SH   SOLE   49,073 0 10,546
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,966 94,020 SH   SOLE   69,245 0 24,775
REGENCY CENTERS CORP REIT USD. COM 758849103 8,201 139,048 SH   SOLE   103,580 0 35,468
REGENERON PHARMACEUTICALS COMM COM 75886F107 54,923 107,665 SH   SOLE   66,062 0 41,603
REGIONAL MGMT CORP COM COM 75902K106 227 12,685 SH   SOLE   4,505 0 8,180
REGIONS FINANCIAL CORP COMMON COM 7591EP100 17,966 1,734,172 SH   SOLE   997,599 0 736,573
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,045 66,331 SH   SOLE   31,071 0 35,260
REINSURANCE GROUP OF AMERICA C COM 759351604 8,680 91,493 SH   SOLE   74,197 0 17,296
REIS INC COM 75936P105 202 9,089 SH   SOLE   4,714 0 4,375
RELIANCE STEEL + ALUMINUM COMM COM 759509102 6,345 104,913 SH   SOLE   85,893 0 19,020
RELX NV COM 75955B102 202 4,310 SH   SOLE   4,310 0 0
RELYPSA INC COM 759531106 946 28,590 SH   SOLE   16,050 0 12,540
REMY INTERNATIONAL INC COM 75971M108 750 33,916 SH   SOLE   10,906 0 23,010
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 6,585 64,870 SH   SOLE   53,015 0 11,855
RENASANT CORP COMMON STOCK USD COM 75970E107 1,292 39,641 SH   SOLE   14,096 0 25,545
RENEWABLE ENERGY GROUP COM 75972A301 610 52,787 SH   SOLE   17,517 0 35,270
RENT A CENTER INC COMMON STOCK COM 76009N100 3,752 132,335 SH   SOLE   85,375 0 46,960
RENTECH INC COMMON STOCK USD.0 COM 760112102 247 230,894 SH   SOLE   143,634 0 87,260
RENTRAK CORP COMMON STOCK USD. COM 760174102 783 11,211 SH   SOLE   5,786 0 5,425
REPLIGEN CORP COM COM 759916109 2,111 51,146 SH   SOLE   38,391 0 12,755
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 710 77,367 SH   SOLE   33,869 0 43,498
REPUBLIC BANCORP INC CLASS A C COM 760281204 411 15,982 SH   SOLE   6,089 0 9,893
REPUBLIC SERVICES INC COMMON S COM 760759100 14,088 359,670 SH   SOLE   195,150 0 164,520
RESMED INC COMMON STOCK USD.00 COM 761152107 16,710 296,428 SH   SOLE   252,814 0 43,614
RESOURCE AMERICA INC CL A COM 761195205 157 18,654 SH   SOLE   6,974 0 11,680
RESOURCE CAPITAL CORP REIT USD COM 76120W302 674 174,096 SH   SOLE   62,866 0 111,230
RESOURCES CONNECTION INC COMMO COM 76122Q105 857 53,280 SH   SOLE   23,780 0 29,500
RESTORATION HARDWARE HOLDINGS COM 761283100 2,778 28,457 SH   SOLE   15,607 0 12,850
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,422 155,070 SH   SOLE   73,690 0 81,380
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,096 150,498 SH   SOLE   85,293 0 65,205
RETAILMENOT INC COM 76132B106 816 45,789 SH   SOLE   15,919 0 29,870
RETROPHIN INC COM 761299106 1,024 30,878 SH   SOLE   17,288 0 13,590
REVANCE THERAPEUTICS INC COM 761330109 425 13,299 SH   SOLE   7,029 0 6,270
REVLON INC CLASS A COMMON STOC COM 761525609 475 12,951 SH   SOLE   4,971 0 7,980
REX AMERICAN RESOURCES CORP CO COM 761624105 531 8,341 SH   SOLE   2,881 0 5,460
REX ENERGY CORP COMMON STOCK U COM 761565100 388 69,432 SH   SOLE   30,382 0 39,050
REXFORD INDUSTRIAL REALTY INC COM 76169C100 999 68,514 SH   SOLE   20,655 0 47,859
REXNORD CORP NEW COM COM 76169B102 2,019 84,450 SH   SOLE   45,525 0 38,925
REYNOLDS AMERICAN INC COMMON S COM 761713106 42,543 569,817 SH   SOLE   426,558 0 143,259
RICE ENERGY INC COM 762760106 821 39,402 SH   SOLE   25,212 0 14,190
RIGEL PHARMACEUTICALS INC COMM COM 766559603 294 91,455 SH   SOLE   43,705 0 47,750
RIGNET INC COM COM 766582100 337 11,033 SH   SOLE   6,403 0 4,630
RING ENERGY INC COM 76680V108 277 24,790 SH   SOLE   8,190 0 16,600
RINGCENTRAL INC-CLASS A COM 76680R206 846 45,734 SH   SOLE   25,264 0 20,470
RIO TINTO PLC ADR COM 767204100 562 13,629 SH   SOLE   13,629 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 6,226 745,616 SH   SOLE   496,529 0 249,087
RLI CORP COMMON STOCK USD1. COM 749607107 4,271 83,106 SH   SOLE   46,852 0 36,254
RLJ LODGING TRUST REIT COM 74965L101 4,935 165,705 SH   SOLE   71,433 0 94,272
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 915 35,472 SH   SOLE   17,482 0 17,990
ROBERT HALF INTL INC COMMON ST COM 770323103 11,917 214,718 SH   SOLE   137,183 0 77,535
ROCK TENN COMPANY CL A COMMON COM 772739207 11,537 191,643 SH   SOLE   157,285 0 34,358
ROCKET FUEL INC COM 773111109 252 30,769 SH   SOLE   9,569 0 21,200
ROCKWELL AUTOMATION INC COMMON COM 773903109 28,396 227,828 SH   SOLE   139,037 0 88,791
ROCKWELL COLLINS INC COMMON ST COM 774341101 21,064 228,092 SH   SOLE   139,685 0 88,407
ROCKWELL MEDICAL INC COM 774374102 713 44,244 SH   SOLE   22,914 0 21,330
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,223 44,319 SH   SOLE   21,104 0 23,215
ROGERS CORP COMMON STOCK USD1. COM 775133101 1,781 26,933 SH   SOLE   12,456 0 14,477
ROLLINS INC COMMON STOCK USD1. COM 775711104 6,715 235,359 SH   SOLE   205,454 0 29,905
ROPER TECHNOLOGIES INC COM 776696106 26,764 155,189 SH   SOLE   87,076 0 68,113
ROSETTA RESOURCES INC COMMON S COM 777779307 3,493 150,965 SH   SOLE   86,475 0 64,490
ROSS STORES INC COMMON STOCK U COM 778296103 36,806 757,176 SH   SOLE   523,250 0 233,926
ROUSE PROPERTIES INC COM 779287101 779 47,639 SH   SOLE   14,849 0 32,790
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,839 178,018 SH   SOLE   99,674 0 78,344
ROWAN COMPANIES PLC COM G7665A101 3,566 168,912 SH   SOLE   129,683 0 39,229
ROYAL BANK OF CANADA COM 780087102 915 14,960 SH   SOLE   14,960 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 17,608 223,763 SH   SOLE   132,779 0 90,984
ROYAL DUTCH SHELL ADR COM 780259206 1,186 20,804 SH   SOLE   20,804 0 0
ROYAL DUTCH SHELL PLC ADR COM 780259107 735 12,822 SH   SOLE   12,822 0 0
ROYAL GOLD INC COMMON STOCK US COM 780287108 6,090 98,884 SH   SOLE   81,198 0 17,686
RPC INC COMMON STOCK USD.1 COM 749660106 1,812 131,039 SH   SOLE   98,529 0 32,510
RPM INTERNATIONAL INC COMMON S COM 749685103 11,335 231,474 SH   SOLE   189,057 0 42,417
RPX CORP COMMON STOCK COM 74972G103 1,061 62,777 SH   SOLE   22,147 0 40,630
RR DONNELLEY + SONS CO COMMON COM 257867101 5,990 343,633 SH   SOLE   278,350 0 65,283
RSP PERMIAN INC COM 74978Q105 1,871 66,563 SH   SOLE   22,363 0 44,200
RTI INTERNATIONAL METALS INC C COM 74973W107 1,524 48,364 SH   SOLE   23,159 0 25,205
RTI SURGICAL INC COM 74975N105 346 53,488 SH   SOLE   27,498 0 25,990
RUBICON PROJ INC COM 78112V102 318 21,235 SH   SOLE   11,585 0 9,650
RUBY TUESDAY INC COMMON STOCK COM 781182100 634 101,079 SH   SOLE   47,824 0 53,255
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 602 50,166 SH   SOLE   23,906 0 26,260
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,424 54,341 SH   SOLE   20,891 0 33,450
RUTH S HOSPITALITY GROUP INC C COM 783332109 640 39,691 SH   SOLE   21,561 0 18,130
RYDER SYSTEM INC COMMON STOCK COM 783549108 6,478 74,142 SH   SOLE   46,940 0 27,202
RYLAND GROUP INC/THE COMMON ST COM 783764103 3,345 72,127 SH   SOLE   38,097 0 34,030
RYMAN HOSPITALITY PROPERTIES COM 78377T107 2,565 48,288 SH   SOLE   24,369 0 23,919
Regulus Therapeutics Inc. COM 75915K101 266 24,272 SH   SOLE   12,842 0 11,430
Ruckus Wireless, Inc. COM 781220108 665 64,325 SH   SOLE   35,585 0 28,740
S + T BANCORP INC COMMON STOCK COM 783859101 2,066 69,824 SH   SOLE   40,327 0 29,497
SABRA HEALTH CARE REIT INC REI COM 78573L106 2,277 88,464 SH   SOLE   39,534 0 48,930
SABRE CORP COM 78573M104 2,157 90,643 SH   SOLE   64,422 0 26,221
SAFE BULKERS INC COM Y7388L103 160 49,695 SH   SOLE   19,195 0 30,500
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 560 28,783 SH   SOLE   12,190 0 16,593
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,835 31,798 SH   SOLE   18,618 0 13,180
SAGA COMMUNICATIONS INC CL A C COM 786598300 206 5,431 SH   SOLE   2,472 0 2,959
SAGE THERAPEUTICS INC COM 78667J108 848 11,610 SH   SOLE   6,110 0 5,500
SAGENT PHARMACEUTICALS INC COM COM 786692103 550 22,609 SH   SOLE   14,089 0 8,520
SAIA INC COMMON STOCK USD.001 COM 78709Y105 1,132 28,814 SH   SOLE   19,164 0 9,650
SALESFORCE.COM INC COMMON STOC COM 79466L302 57,541 826,381 SH   SOLE   521,466 0 304,915
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 4,420 139,947 SH   SOLE   96,617 0 43,330
SANCHEZ ENERGY CORP COM COM 79970Y105 646 65,951 SH   SOLE   23,571 0 42,380
SANDERSON FARMS INC COMMON STO COM 800013104 2,827 37,607 SH   SOLE   17,847 0 19,760
SANDISK CORP COMMON STOCK USD. COM 80004C101 16,511 283,592 SH   SOLE   167,466 0 116,126
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 482 549,708 SH   SOLE   179,722 0 369,986
SANDY SPRING BANCORP INC COMMO COM 800363103 946 33,821 SH   SOLE   13,009 0 20,812
SANFILLIPPO JOHN B SON COM COM 800422107 506 9,741 SH   SOLE   3,671 0 6,070
SANGAMO BIOSCIENCES INC COMMON COM 800677106 748 67,470 SH   SOLE   40,195 0 27,275
SANMINA CORP COM 801056102 2,590 128,475 SH   SOLE   57,857 0 70,618
SANOFI COM 80105N105 1,224 24,710 SH   SOLE   24,710 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 1,336 52,262 SH   SOLE   32,817 0 19,445
SAP AKTIENGESELLSCHA ADR COM 803054204 678 9,660 SH   SOLE   9,660 0 0
SAPIENS INTL CORP COM COM N7716A151 227 21,825 SH   SOLE   10,625 0 11,200
SAREPTA THERAPEUTICS INC COM 803607100 1,202 39,512 SH   SOLE   22,587 0 16,925
SAUL CENTERS INC REIT USD.01 COM 804395101 713 14,492 SH   SOLE   8,467 0 6,025
SBA COMMUNICATIONS CORP CL A C COM 78388J106 12,617 109,746 SH   SOLE   70,905 0 38,841
SCANA CORP COMMON STOCK NPV COM 80589M102 9,808 193,649 SH   SOLE   121,660 0 71,989
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,640 43,080 SH   SOLE   17,790 0 25,290
SCHLUMBERGER LTD COMMON STOCK COM 806857108 141,576 1,642,603 SH   SOLE   1,045,428 0 597,175
SCHNITZER STEEL INDS INC A COM COM 806882106 616 35,275 SH   SOLE   12,705 0 22,570
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,897 42,993 SH   SOLE   19,806 0 23,187
SCHULMAN (A.) INC COMMON STOCK COM 808194104 1,668 38,156 SH   SOLE   23,380 0 14,776
SCHWAB (CHARLES) CORP COMMON S COM 808513105 50,879 1,558,315 SH   SOLE   971,199 0 587,116
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 1,873 46,961 SH   SOLE   27,911 0 19,050
SCICLONE PHARMACEUTICALS INC C COM 80862K104 443 45,092 SH   SOLE   26,022 0 19,070
SCIENCE APPLICATIONS INTERNATI COM 808625107 3,867 73,161 SH   SOLE   52,854 0 20,307
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 891 57,350 SH   SOLE   33,855 0 23,495
SCIQUEST INC COMMON STOCK USD. COM 80908T101 407 27,460 SH   SOLE   12,150 0 15,310
SCORPIO BULKERS INC COM Y7546A106 349 214,339 SH   SOLE   68,839 0 145,500
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,203 218,307 SH   SOLE   74,067 0 144,240
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,300 72,621 SH   SOLE   59,728 0 12,893
SCRIPPS NETWORKS INTER CL A CO COM 811065101 9,671 147,947 SH   SOLE   91,864 0 56,083
SEABOARD CORP COMMON STOCK USD COM 811543107 2,221 617 SH   SOLE   392 0 225
SEACHANGE INTERNATIONAL INC CO COM 811699107 298 42,509 SH   SOLE   15,739 0 26,770
SEACOAST BANKING CORP/FL COMMO COM 811707801 459 29,042 SH   SOLE   9,666 0 19,376
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,237 31,529 SH   SOLE   14,739 0 16,790
SEADRILL LIMITED COM COM G7945E105 2,321 224,472 SH   SOLE   137,036 0 87,436
SEAGATE TECHNOLOGY COM G7945M107 10,962 230,779 SH   SOLE   142,402 0 88,377
SEALED AIR CORP COMMON STOCK U COM 81211K100 16,484 320,825 SH   SOLE   205,028 0 115,797
SEARS HOLDINGS CORP COMMON STO COM 812350106 616 23,065 SH   SOLE   9,124 0 13,941
SEATTLE GENETICS INC COMMON ST COM 812578102 4,439 91,716 SH   SOLE   59,929 0 31,787
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,080 58,578 SH   SOLE   31,478 0 27,100
SEI INVESTMENTS COMPANY COMMON COM 784117103 13,149 268,188 SH   SOLE   225,034 0 43,154
SELECT COMFORT CORPORATION COM COM 81616X103 1,875 62,362 SH   SOLE   39,707 0 22,655
SELECT INCOME REIT COM COM 81618T100 1,539 74,560 SH   SOLE   20,010 0 54,550
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 1,727 106,590 SH   SOLE   62,980 0 43,610
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,601 92,732 SH   SOLE   43,016 0 49,716
SEMGROUP CORP CLASS A COMMON S COM 81663A105 3,937 49,531 SH   SOLE   28,686 0 20,845
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 32,796 331,471 SH   SOLE   195,114 0 136,357
SEMTECH CORP COMMON STOCK USD. COM 816850101 1,834 92,389 SH   SOLE   43,844 0 48,545
SENECA FOODS CORP CL A COMMO COM 817070501 332 11,957 SH   SOLE   5,397 0 6,560
SENIOR HOUSING PROP TRUST REIT COM 81721M109 5,875 334,777 SH   SOLE   261,034 0 73,743
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 202 37,685 SH   SOLE   21,215 0 16,470
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 6,273 91,791 SH   SOLE   64,071 0 27,720
SEQUENOM INC COMMON STOCK USD. COM 817337405 346 113,872 SH   SOLE   59,252 0 54,620
SEQUENTIAL BRANDS GROUP COM 817340201 335 21,920 SH   SOLE   10,260 0 11,660
SERITAGE GROWTH PROP RIGHTS COM 81752R118 101 31,326 SH   SOLE   15,795 0 15,531
SERVICE CORP INTERNATIONAL COM COM 817565104 9,990 339,452 SH   SOLE   271,995 0 67,457
SERVICEMASTER GLOBAL HOLDINGS COM 81761R109 3,222 89,073 SH   SOLE   64,125 0 24,948
SERVICENOW INC. COM 81762P102 9,905 133,290 SH   SOLE   94,184 0 39,106
SERVICESOURCE INTERNATIONAL CO COM 81763U100 328 59,946 SH   SOLE   27,326 0 32,620
SERVISFIRST BANCSHARES COM 81768T108 1,001 26,655 SH   SOLE   8,655 0 18,000
SEVENTY SEVEN ENERGY INC COM 818097107 289 67,252 SH   SOLE   18,991 0 48,261
SFX ENTERTAINMENT INC COM 784178303 232 51,737 SH   SOLE   19,237 0 32,500
SHAKE SHACK INC CL A COM 819047101 304 5,040 SH   SOLE   2,365 0 2,675
SHENANDOAH TELECOMMUNICATION C COM 82312B106 801 23,400 SH   SOLE   12,694 0 10,706
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 35,564 129,314 SH   SOLE   81,470 0 47,844
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,454 89,121 SH   SOLE   38,864 0 50,257
SHIRE PLC ADR COM 82481R106 502 2,080 SH   SOLE   2,080 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 600 20,776 SH   SOLE   7,256 0 13,520
SHORETEL INC COMMON STOCK USD. COM 825211105 499 73,582 SH   SOLE   27,682 0 45,900
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,074 43,386 SH   SOLE   20,857 0 22,529
SHUTTERSTOCK INC COM 825690100 961 16,395 SH   SOLE   8,920 0 7,475
SIERRA BANCORP COMMON STOCK NP COM 82620P102 263 15,190 SH   SOLE   5,800 0 9,390
SIGMA ALDRICH COMMON STOCK USD COM 826552101 22,833 163,854 SH   SOLE   107,259 0 56,595
SIGMA DESIGNS INC COMMON STOCK COM 826565103 508 42,545 SH   SOLE   12,145 0 30,400
SIGNATURE BANK COMMON STOCK US COM 82669G104 11,401 77,881 SH   SOLE   64,152 0 13,729
SIGNET JEWELERS LTD COMMON STO COM G81276100 16,164 126,047 SH   SOLE   102,038 0 24,009
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,629 68,777 SH   SOLE   55,065 0 13,712
SILICON GRAPHICS INTERNATION C COM 82706L108 197 30,442 SH   SOLE   17,162 0 13,280
SILICON LABORATORIES INC COMMO COM 826919102 4,103 75,965 SH   SOLE   51,445 0 24,520
SILVER BAY REALTY TRUST CORP COM 82735Q102 727 44,615 SH   SOLE   13,327 0 31,288
SILVER SPRING NETWORKS COM COM 82817Q103 389 31,338 SH   SOLE   16,678 0 14,660
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,905 40,815 SH   SOLE   14,595 0 26,220
SIMON PROPERTY GROUP INC REIT COM 828806109 85,290 492,951 SH   SOLE   303,563 0 189,388
SIMPSON MANUFACTURING CO INC C COM 829073105 2,088 61,414 SH   SOLE   26,844 0 34,570
SINCLAIR BROADCAST GROUP A COM COM 829226109 1,837 65,812 SH   SOLE   38,117 0 27,695
SIRIUS XM HOLDINGS INC COM 82968B103 8,612 2,308,940 SH   SOLE   1,427,279 0 881,661
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 8,979 89,417 SH   SOLE   73,980 0 15,437
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,953 65,839 SH   SOLE   42,435 0 23,404
SIZMEK INC COM 83013P105 215 30,296 SH   SOLE   13,026 0 17,270
SJW CORP COMMON STOCK USD1.042 COM 784305104 743 24,225 SH   SOLE   10,446 0 13,779
SKECHERS USA INC CL A COMMON S COM 830566105 8,303 75,629 SH   SOLE   64,545 0 11,084
SKULLCANDY INC COM 83083J104 187 24,439 SH   SOLE   10,059 0 14,380
SKYWEST INC COMMON STOCK NPV COM 830879102 1,210 80,462 SH   SOLE   35,643 0 44,819
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 29,462 283,018 SH   SOLE   176,060 0 106,958
SL GREEN REALTY CORP REIT USD. COM 78440X101 14,905 135,633 SH   SOLE   73,167 0 62,466
SLM CORP COMMON STOCK USD.2 COM 78442P106 6,761 684,962 SH   SOLE   554,401 0 130,561
SM ENERGY CO COMMON STOCK USD. COM 78454L100 4,348 94,270 SH   SOLE   74,849 0 19,421
SMART & FINAL STORES INC COM 83190B101 518 28,970 SH   SOLE   9,470 0 19,500
SMITH (A.O.) CORP COMMON STOCK COM 831865209 8,602 119,512 SH   SOLE   97,708 0 21,804
SMITH + WESSON HOLDING CORP CO COM 831756101 701 42,233 SH   SOLE   33,433 0 8,800
SNAP ON INC COMMON STOCK USD1. COM 833034101 14,400 90,426 SH   SOLE   55,933 0 34,493
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,738 84,856 SH   SOLE   42,018 0 42,838
SOLARCITY CORP COM 83416T100 2,646 49,407 SH   SOLE   34,432 0 14,975
SOLARWINDS INC COMMON STOCK US COM 83416B109 4,955 107,411 SH   SOLE   86,393 0 21,018
SOLAZYME INC COMMON STOCK COM 83415T101 218 69,567 SH   SOLE   39,257 0 30,310
SOLERA HOLDINGS INC COMMON STO COM 83421A104 4,869 109,269 SH   SOLE   88,018 0 21,251
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,566 65,722 SH   SOLE   37,742 0 27,980
SONIC CORP COMMON STOCK USD.01 COM 835451105 1,819 63,149 SH   SOLE   32,909 0 30,240
SONOCO PRODUCTS CO COMMON STOC COM 835495102 8,009 186,875 SH   SOLE   153,228 0 33,647
SONUS NETWORKS INC COMMON STOC COM 835916503 431 62,292 SH   SOLE   22,568 0 39,724
SONY CORP SPONSORED ADR COM 835699307 354 12,463 SH   SOLE   12,463 0 0
SORRENTO THERAPEUTICS INC COM 83587F202 422 23,950 SH   SOLE   12,750 0 11,200
SOTHEBY S COMMON STOCK USD.01 COM 835898107 4,864 107,520 SH   SOLE   80,440 0 27,080
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,681 108,415 SH   SOLE   49,127 0 59,288
SOUTH STATE CORP COM 840441109 2,469 32,496 SH   SOLE   13,310 0 19,186
SOUTHERN CO COMMON STOCK USD5. COM 842587107 53,125 1,267,890 SH   SOLE   762,655 0 505,235
SOUTHERN COPPER CORP COMMON ST COM 84265V105 3,457 117,540 SH   SOLE   84,664 0 32,876
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 1,159 39,665 SH   SOLE   19,110 0 20,555
SOUTHWEST AIRLINES CO COMMON S COM 844741108 34,941 1,055,936 SH   SOLE   664,107 0 391,829
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 459 24,648 SH   SOLE   9,345 0 15,303
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,449 83,621 SH   SOLE   43,773 0 39,848
SOUTHWESTERN ENERGY CO COMMON COM 845467109 10,621 467,274 SH   SOLE   258,661 0 208,613
SOVRAN SELF STORAGE INC REIT U COM 84610H108 4,279 49,233 SH   SOLE   30,092 0 19,141
SP PLUS CORP COM 78469C103 488 18,707 SH   SOLE   9,759 0 8,948
SPARK THERAPEUTICS INC COM 84652J103 414 6,875 SH   SOLE   3,625 0 3,250
SPARTANNASH CO COM 847215100 1,869 57,435 SH   SOLE   22,557 0 34,878
SPARTON CORP COM COM 847235108 303 11,106 SH   SOLE   5,566 0 5,540
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 3,646 17,710 SH   SOLE   9,710 0 8,000
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 2,433 8,905 SH   SOLE   8,905 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 30,996 950,784 SH   SOLE   588,238 0 362,546
SPECTRANETICS CORP COMMON STOC COM 84760C107 1,008 43,791 SH   SOLE   24,319 0 19,472
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 2,087 20,459 SH   SOLE   14,491 0 5,968
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 634 92,645 SH   SOLE   42,945 0 49,700
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 406 17,916 SH   SOLE   6,226 0 11,690
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 7,300 132,459 SH   SOLE   94,156 0 38,303
SPIRIT AIRLINES INC COMMON STO COM 848577102 3,765 60,633 SH   SOLE   42,595 0 18,038
SPIRIT REALTY CAPITAL INC COM 84860W102 2,650 274,061 SH   SOLE   155,332 0 118,729
SPLUNK INC COM COM 848637104 8,207 117,876 SH   SOLE   84,842 0 33,034
SPOK HOLDINGS INC COM 84863T106 569 33,790 SH   SOLE   13,783 0 20,007
SPORTSMANS WHSE HLDGS INC COM 84920Y106 203 17,850 SH   SOLE   6,650 0 11,200
SPRINGLEAF HOLDING INC COM 85172J101 1,254 27,313 SH   SOLE   18,263 0 9,050
SPRINT CORP COMMON COM 85207U105 2,045 448,456 SH   SOLE   287,979 0 160,477
SPROUTS FARMERS MARKET INC COM 85208M102 3,480 129,001 SH   SOLE   88,985 0 40,016
SPS COMMERCE INC COMMON STOCK COM 78463M107 1,010 15,342 SH   SOLE   8,937 0 6,405
SPX CORP COMMON STOCK USD10. COM 784635104 4,455 61,548 SH   SOLE   49,460 0 12,088
SQUARE 1 FINL INC COM 85223W101 472 17,275 SH   SOLE   6,250 0 11,025
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 3,509 56,151 SH   SOLE   43,131 0 13,020
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,393 89,700 SH   SOLE   29,500 0 60,200
ST JUDE MEDICAL INC COMMON STO COM 790849103 29,850 408,510 SH   SOLE   246,525 0 161,985
STAAR SURGICAL CO COMMON STOCK COM 852312305 331 34,282 SH   SOLE   19,532 0 14,750
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,630 81,480 SH   SOLE   24,980 0 56,500
STAGE STORES INC COMMON STOCK COM 85254C305 947 53,996 SH   SOLE   26,096 0 27,900
STAMPS.COM INC COMMON STOCK US COM 852857200 1,155 15,706 SH   SOLE   10,261 0 5,445
STANCORP FINANCIAL GROUP COMMO COM 852891100 4,761 62,966 SH   SOLE   50,971 0 11,995
STANDARD MOTOR PRODS COMMON ST COM 853666105 1,049 29,865 SH   SOLE   13,705 0 16,160
STANDARD PACIFIC CORP COMMON S COM 85375C101 1,953 219,231 SH   SOLE   101,311 0 117,920
STANDEX INTERNATIONAL CORP COM COM 854231107 1,356 16,971 SH   SOLE   8,621 0 8,350
STANLEY BLACK + DECKER INC COM COM 854502101 23,391 222,259 SH   SOLE   123,592 0 98,667
STAPLES INC COMMON STOCK USD.0 COM 855030102 13,447 878,313 SH   SOLE   512,151 0 366,162
STARBUCKS CORP COMMON STOCK US COM 855244109 112,239 2,093,425 SH   SOLE   1,342,337 0 751,088
STARWOOD HOTELS + RESORTS COMM COM 85590A401 22,015 271,488 SH   SOLE   170,461 0 101,027
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,146 145,856 SH   SOLE   87,896 0 57,960
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,206 50,737 SH   SOLE   16,317 0 34,420
STARZ - LIBERTY CAPITAL COM 85571Q102 4,119 92,102 SH   SOLE   64,392 0 27,710
STATE AUTO FINANCIAL CORP COMM COM 855707105 632 26,382 SH   SOLE   13,212 0 13,170
STATE BANK FINANCIAL CORP COMM COM 856190103 968 44,592 SH   SOLE   15,809 0 28,783
STATE NATIONAL COMPANIES COM 85711T305 342 31,560 SH   SOLE   7,435 0 24,125
STATE STREET CORP COMMON STOCK COM 857477103 41,491 538,842 SH   SOLE   313,921 0 224,921
STATOIL ASA ADR COM 85771P102 216 12,057 SH   SOLE   12,057 0 0
STEEL DYNAMICS INC COMMON STOC COM 858119100 7,374 355,969 SH   SOLE   291,042 0 64,927
STEELCASE INC CL A COMMON STOC COM 858155203 1,470 77,731 SH   SOLE   41,961 0 35,770
STEIN MART INC COMMON STOCK US COM 858375108 458 43,772 SH   SOLE   18,293 0 25,479
STEINER LEISURE LTD COMMON STO COM P8744Y102 848 15,768 SH   SOLE   9,068 0 6,700
STEMLINE THERAPEUTICS INC COM 85858C107 214 18,218 SH   SOLE   6,233 0 11,985
STEPAN CO COMMON STOCK USD1. COM 858586100 2,211 40,864 SH   SOLE   28,214 0 12,650
STERICYCLE INC COMMON STOCK US COM 858912108 18,048 134,778 SH   SOLE   82,965 0 51,813
STERIS CORP COMMON STOCK NPV COM 859152100 7,111 110,354 SH   SOLE   82,554 0 27,800
STERLING BANCORP/DE COM 85917A100 2,101 142,913 SH   SOLE   62,537 0 80,376
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,863 66,924 SH   SOLE   41,792 0 25,132
STEWART INFORMATION SERVICES C COM 860372101 1,420 35,680 SH   SOLE   15,430 0 20,250
STIFEL FINANCIAL CORP COMMON S COM 860630102 8,037 139,189 SH   SOLE   80,231 0 58,958
STILLWATER MINING CO COMMON ST COM 86074Q102 2,132 183,957 SH   SOLE   96,042 0 87,915
STOCK BUILDING SUPPLY HOLDINGS COM 86101X104 238 12,185 SH   SOLE   6,585 0 5,600
STOCK YARDS BANCORP, INC COM 861025104 926 24,496 SH   SOLE   10,482 0 14,014
STONE ENERGY CORP COMMON STOCK COM 861642106 1,072 85,177 SH   SOLE   36,523 0 48,654
STONEGATE BANK FT LAUDERDALE COM 861811107 390 13,150 SH   SOLE   4,200 0 8,950
STONEGATE MORTGAGE CORP COM 86181Q300 163 16,145 SH   SOLE   5,645 0 10,500
STONERIDGE INC COMMON STOCK NP COM 86183P102 384 32,791 SH   SOLE   18,143 0 14,648
STORE CAPITAL CORP COM 862121100 865 43,025 SH   SOLE   13,125 0 29,900
STRAIGHT PATH COMM CL B COM 862578101 265 8,086 SH   SOLE   3,736 0 4,350
STRATASYS LTD COM M85548101 2,171 62,152 SH   SOLE   21,052 0 41,100
STRATEGIC HOTELS + RESORTS I R COM 86272T106 5,075 418,735 SH   SOLE   166,535 0 252,200
STRATTEC SEC CORP COM COM 863111100 248 3,603 SH   SOLE   900 0 2,703
STRAYER EDUCATION INC COMMON S COM 863236105 623 14,454 SH   SOLE   6,745 0 7,709
STRYKER CORP COMMON STOCK USD. COM 863667101 50,075 523,958 SH   SOLE   338,820 0 185,138
STURM RUGER + CO INC COMMON ST COM 864159108 2,909 50,639 SH   SOLE   47,539 0 3,100
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 363 22,083 SH   SOLE   12,173 0 9,910
SUFFOLK BANCORP COMMON STOCK U COM 864739107 387 15,072 SH   SOLE   5,642 0 9,430
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 680 76,438 SH   SOLE   76,438 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 1,610 123,731 SH   SOLE   48,441 0 75,290
SUMMIT MATERIALS COM 86614U100 531 20,805 SH   SOLE   11,005 0 9,800
SUN BANCORP INC NJ COMMON STOC COM 86663B201 231 12,019 SH   SOLE   4,353 0 7,666
SUN COMMUNITIES INC REIT USD.0 COM 866674104 3,961 64,062 SH   SOLE   24,167 0 39,895
SUN HYDRAULICS CORP COMMON STO COM 866942105 931 24,418 SH   SOLE   13,263 0 11,155
SUN LIFE FINL SVCS ADR COM 866796105 201 6,030 SH   SOLE   6,030 0 0
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SUNCOR ENERGY INC COM 867224107 421 15,290 SH   SOLE   15,290 0 0
SUNEDISON INC COM 86732Y109 13,514 451,830 SH   SOLE   368,899 0 82,931
SUNPOWER CORP CL A COM COM 867652406 868 30,537 SH   SOLE   14,244 0 16,293
SUNSTONE HOTEL INVESTORS INC R COM 867892101 4,547 302,929 SH   SOLE   117,530 0 185,399
SUNTRUST BANKS INC COMMON STOC COM 867914103 28,471 661,819 SH   SOLE   376,095 0 285,724
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SURGICAL CARE AFFILIATES INC COM 86881L106 545 14,204 SH   SOLE   9,294 0 4,910
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SUSQUEHANNA BANCSHARES INC COM COM 869099101 4,210 298,187 SH   SOLE   141,579 0 156,608
SVB FINANCIAL GROUP COMMON STO COM 78486Q101 11,010 76,472 SH   SOLE   62,102 0 14,370
SWIFT ENERGY CO COMMON STOCK U COM 870738101 22 11,017 SH   SOLE   9,517 0 1,500
SWIFT TRANSPORTATION CO COMMON COM 87074U101 2,024 89,260 SH   SOLE   50,050 0 39,210
SYKES ENTERPRISES INC COMMON S COM 871237103 1,449 59,747 SH   SOLE   25,486 0 34,261
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SYMETRA FINANCIAL CORP COMMON COM 87151Q106 2,833 117,222 SH   SOLE   56,592 0 60,630
SYNAPTICS INC COMMON STOCK USD COM 87157D109 4,055 46,754 SH   SOLE   30,589 0 16,165
SYNCHRONOSS TECHNOLOGIES INC C COM 87157B103 2,192 47,927 SH   SOLE   32,302 0 15,625
SYNCHRONY FINANCIAL COM 87165B103 2,392 72,645 SH   SOLE   46,165 0 26,480
SYNERGY PHARMACEUTICALS COM COM 871639308 711 85,633 SH   SOLE   46,603 0 39,030
SYNERGY RESOURCES CORP COM COM 87164P103 1,553 135,911 SH   SOLE   56,861 0 79,050
SYNGENTA AG ADR COM 87160A100 450 5,517 SH   SOLE   5,517 0 0
SYNNEX CORP COMMON STOCK USD.0 COM 87162W100 3,438 46,972 SH   SOLE   22,342 0 24,630
SYNOPSYS INC COMMON STOCK USD. COM 871607107 11,010 217,371 SH   SOLE   174,348 0 43,023
SYNOVUS FINANCIAL CORP COMMON COM 87161C501 5,636 182,855 SH   SOLE   151,262 0 31,593
SYNTA PHARMACEUTICALS CORP COM COM 87162T206 175 78,441 SH   SOLE   38,101 0 40,340
SYNTEL INC COMMON STOCK NPV COM 87162H103 1,922 40,471 SH   SOLE   25,516 0 14,955
SYNUTRA INTERNATIONAL INC COMM COM 87164C102 135 18,847 SH   SOLE   9,657 0 9,190
SYSCO CORP COMMON STOCK USD1. COM 871829107 32,505 900,403 SH   SOLE   548,689 0 351,714
SYSTEMAX INC COMMON STOCK USD. COM 871851101 150 17,354 SH   SOLE   6,294 0 11,060
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TABLEAU SOFTWARE INC COM 87336U105 4,985 43,232 SH   SOLE   30,584 0 12,648
TAHOE RESOURSES INC COM COM 873868103 1,063 87,613 SH   SOLE   58,026 0 29,587
TAIWAN SEMICONDUCTOR - SP ADR COM 874039100 874 38,488 SH   SOLE   38,488 0 0
TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 3,171 115,013 SH   SOLE   60,893 0 54,120
TAL INTERNATIONAL GROUP INC CO COM 874083108 1,794 56,769 SH   SOLE   29,109 0 27,660
TALEN ENERGY CORP COM 87422J105 3,112 181,374 SH   SOLE   97,578 0 83,796
TALMER BANCORP INC CL A COM 87482X101 1,266 75,605 SH   SOLE   31,625 0 43,980
TANDEM DIABETES CARE INC COM 875372104 145 13,350 SH   SOLE   6,860 0 6,490
TANGER FACTORY OUTLET CENTER R COM 875465106 5,018 158,288 SH   SOLE   124,736 0 33,552
TANGOE INC COM 87582Y108 498 39,599 SH   SOLE   24,794 0 14,805
TARGA RESOURCES CORP COMMON ST COM 87612G101 3,518 39,428 SH   SOLE   26,932 0 12,496
TARGET CORP COMMON STOCK USD.0 COM 87612E106 76,215 933,659 SH   SOLE   599,952 0 333,707
TASER INTERNATIONAL INC COMMON COM 87651B104 2,153 64,639 SH   SOLE   37,804 0 26,835
TAUBMAN CENTERS INC REIT USD.0 COM 876664103 6,618 95,218 SH   SOLE   73,139 0 22,079
TAYLOR MORRISON HOME CORP COM 87724P106 801 39,358 SH   SOLE   13,258 0 26,100
TCF FINANCIAL CORP COMMON STOC COM 872275102 4,160 250,456 SH   SOLE   204,128 0 46,328
TD AMERITRADE HOLDING CORP COM COM 87236Y108 9,651 262,119 SH   SOLE   180,278 0 81,841
TE CONNECTIVITY LTD COM H84989104 16,999 264,374 SH   SOLE   170,905 0 93,469
TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 4,786 73,258 SH   SOLE   42,923 0 30,335
TEAM INC COMMON STOCK USD.3 COM 878155100 823 20,456 SH   SOLE   12,471 0 7,985
TECH DATA CORP COMMON STOCK US COM 878237106 4,387 76,220 SH   SOLE   43,120 0 33,100
TECHTARGET COMMON STOCK USD.00 COM 87874R100 191 21,432 SH   SOLE   8,172 0 13,260
TECO ENERGY INC COMMON STOCK U COM 872375100 4,831 273,552 SH   SOLE   152,159 0 121,393
TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,600 37,355 SH   SOLE   24,078 0 13,277
TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 673 101,811 SH   SOLE   33,661 0 68,150
TEGNA INC COM 87901J105 8,931 278,470 SH   SOLE   154,541 0 123,929
TEJON RANCH CO COMMON STOCK US COM 879080109 572 22,252 SH   SOLE   9,762 0 12,490
TELECOM ITALIA SPA ADR COM 87927Y102 131 10,317 SH   SOLE   10,317 0 0
TELECOMMUNICATION SYSTEMS A CO COM 87929J103 215 64,962 SH   SOLE   24,635 0 40,327
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 7,919 75,056 SH   SOLE   48,528 0 26,528
TELEFLEX INC COMMON STOCK USD1 COM 879369106 8,341 61,581 SH   SOLE   50,382 0 11,199
TELEFONICA SA ADR COM 879382208 678 47,759 SH   SOLE   47,759 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 274 34,088 SH   SOLE   11,398 0 22,690
TELEPHONE AND DATA SYSTEMS COM COM 879433829 3,779 128,542 SH   SOLE   105,248 0 23,294
TELETECH HOLDINGS INC COMMON S COM 879939106 797 29,445 SH   SOLE   17,745 0 11,700
TELUS CORP ADR COM 87971M103 210 6,100 SH   SOLE   6,100 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 6,420 97,423 SH   SOLE   78,886 0 18,537
TENET HEALTHCARE CORP COMMON S COM 88033G407 7,602 131,338 SH   SOLE   87,446 0 43,892
TENNANT CO COMMON STOCK USD.37 COM 880345103 1,592 24,372 SH   SOLE   14,657 0 9,715
TENNECO INC COMMON STOCK USD.0 COM 880349105 3,550 61,795 SH   SOLE   35,115 0 26,680
TERADATA CORP COMMON STOCK USD COM 88076W103 8,555 231,219 SH   SOLE   147,890 0 83,329
TERADYNE INC COMMON STOCK USD. COM 880770102 5,502 285,237 SH   SOLE   230,499 0 54,738
TEREX CORP COMMON STOCK USD.01 COM 880779103 5,191 223,287 SH   SOLE   112,451 0 110,836
TERRAFORM POWER INC CL A COM 88104R100 992 26,120 SH   SOLE   17,800 0 8,320
TERRENO REALTY CORP REIT USD.0 COM 88146M101 1,019 51,738 SH   SOLE   14,588 0 37,150
TERRITORIAL BANCORP INC COMMON COM 88145X108 290 11,960 SH   SOLE   5,140 0 6,820
TESARO INC COM COM 881569107 1,163 19,782 SH   SOLE   10,667 0 9,115
TESCO CORP COMMON STOCK NPV COM 88157K101 617 56,629 SH   SOLE   20,249 0 36,380
TESLA MOTORS INC COMMON STOCK COM 88160R101 19,831 73,924 SH   SOLE   54,097 0 19,827
TESORO CORP COMMON STOCK USD.1 COM 881609101 14,005 165,921 SH   SOLE   95,437 0 70,484
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 2,645 69,653 SH   SOLE   38,641 0 31,012
TETRA TECH INC COMMON STOCK US COM 88162G103 2,495 97,310 SH   SOLE   45,800 0 51,510
TETRA TECHNOLOGIES INC COMMON COM 88162F105 764 119,760 SH   SOLE   50,297 0 69,463
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 1,561 32,906 SH   SOLE   18,796 0 14,110
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 4,891 78,580 SH   SOLE   39,590 0 38,990
TEXAS INSTRUMENTS INC COMMON S COM 882508104 79,333 1,540,153 SH   SOLE   1,033,228 0 506,925
TEXAS ROADHOUSE INC COMMON STO COM 882681109 3,585 95,774 SH   SOLE   65,294 0 30,480
TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 1,135 43,655 SH   SOLE   25,325 0 18,330
TEXTRON INC COMMON STOCK USD.1 COM 883203101 14,349 321,518 SH   SOLE   192,963 0 128,555
TEXTURA CORP COM 883211104 482 17,309 SH   SOLE   9,659 0 7,650
TFS FINANCIAL CORP COMMON STOC COM 87240R107 681 40,477 SH   SOLE   24,436 0 16,041
TG THERAPEUTICS INC COM 88322Q108 539 32,494 SH   SOLE   18,674 0 13,820
THE CHEMOURS COMPANY COM 163851108 1,954 122,110 SH   SOLE   122,110 0 0
THE CHILDREN'S PLACE INC. COM 168905107 2,082 31,832 SH   SOLE   16,062 0 15,770
THE WHITEWAVE FOODS CO. CLASS COM 966244105 13,539 276,990 SH   SOLE   229,313 0 47,677
THERAPEUDICSMD INC COM COM 88338N107 839 106,759 SH   SOLE   57,984 0 48,775
THERAVANCE BIOPHARMA INC COM G8807B106 414 31,784 SH   SOLE   10,834 0 20,950
THERAVANCE INC COMMON STOCK US COM 88338T104 1,492 82,541 SH   SOLE   40,226 0 42,315
THERMO FISHER SCIENTIFIC INC C COM 883556102 64,580 497,685 SH   SOLE   321,698 0 175,987
THERMON GROUP HOLDINGS INC COM COM 88362T103 915 38,018 SH   SOLE   13,993 0 24,025
THIRD POINT REINSURANCE LTD COM G8827U100 1,438 97,488 SH   SOLE   32,088 0 65,400
THOMSON REUTERS CORP COMMON ST COM 884903105 8,641 226,972 SH   SOLE   159,191 0 67,781
THOR INDUSTRIES INC COMMON STO COM 885160101 4,414 78,424 SH   SOLE   65,977 0 12,447
THORATEC CORP COMMON STOCK NPV COM 885175307 4,119 92,410 SH   SOLE   68,015 0 24,395
THRESHOLD PHARMACEUTICALS COM COM 885807206 231 57,286 SH   SOLE   29,471 0 27,815
TIDEWATER INC COMMON STOCK USD COM 886423102 2,240 98,545 SH   SOLE   52,525 0 46,020
TIFFANY + CO COMMON STOCK USD. COM 886547108 15,350 167,216 SH   SOLE   103,739 0 63,477
TILE SHOP HLDGS INC COM 88677Q109 317 22,337 SH   SOLE   12,177 0 10,160
TILLYS INC COM COM 886885102 136 14,062 SH   SOLE   5,032 0 9,030
TIME INC COM 887228104 5,207 226,299 SH   SOLE   131,968 0 94,331
TIME WARNER CABLE COMMON STOCK COM 88732J207 67,879 380,977 SH   SOLE   241,636 0 139,341
TIME WARNER INC COMMON STOCK U COM 887317303 96,370 1,102,506 SH   SOLE   681,482 0 421,024
TIMKEN CO COMMON STOCK NPV COM 887389104 4,435 121,276 SH   SOLE   95,780 0 25,496
TIMKENSTEEL CORP COM 887399103 2,317 85,850 SH   SOLE   49,500 0 36,350
TIPTREE FINANCIAL INC COM 88822Q103 196 27,080 SH   SOLE   3,080 0 24,000
TITAN INTERNATIONAL INC COMMON COM 88830M102 732 68,173 SH   SOLE   32,138 0 36,035
TITAN MACHINERY INC COMMON STO COM 88830R101 332 22,539 SH   SOLE   8,629 0 13,910
TIVO INC COMMON STOCK USD.001 COM 888706108 1,093 107,765 SH   SOLE   63,090 0 44,675
TJX COMPANIES INC COMMON STOCK COM 872540109 67,751 1,023,898 SH   SOLE   681,177 0 342,721
TOLL BROTHERS INC COMMON STOCK COM 889478103 9,446 247,338 SH   SOLE   198,002 0 49,336
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,324 24,643 SH   SOLE   10,608 0 14,035
TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,417 43,866 SH   SOLE   30,006 0 13,860
TORCHMARK CORP COMMON STOCK US COM 891027104 12,112 208,035 SH   SOLE   141,417 0 66,618
TORNIER NV COMMON STOCK COM N87237108 912 36,480 SH   SOLE   15,830 0 20,650
TORO CO COMMON STOCK USD1. COM 891092108 4,055 59,827 SH   SOLE   42,546 0 17,281
TORONTO DOMINION COM COM 891160509 779 18,320 SH   SOLE   18,320 0 0
TOTAL SA-SPON ADR COM 89151E109 1,284 26,110 SH   SOLE   26,110 0 0
TOTAL SYSTEM SERVICES INC COMM COM 891906109 10,996 263,262 SH   SOLE   163,556 0 99,706
TOWER INTERNATIONAL INC COMMON COM 891826109 553 21,214 SH   SOLE   9,229 0 11,985
TOWERS WATSON + CO CL A COMMON COM 891894107 12,166 96,711 SH   SOLE   77,868 0 18,843
TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 945 58,031 SH   SOLE   21,325 0 36,706
TOYOTA MOTOR CORP ADR COM 892331307 2,054 15,354 SH   SOLE   15,354 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 19,985 222,207 SH   SOLE   143,653 0 78,554
TRADE STR RESIDENTIAL INC COM 89255N203 151 22,610 SH   SOLE   7,610 0 15,000
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TRANSCANADA CORP ADR COM 89353D107 329 8,110 SH   SOLE   8,110 0 0
TRANSDIGM GROUP INC COMMON STO COM 893641100 11,066 49,253 SH   SOLE   32,930 0 16,323
TRANSENTERIX INC COM 89366M201 125 41,620 SH   SOLE   14,470 0 27,150
TRANSOCEAN INC SHS COM H8817H100 3,981 246,944 SH   SOLE   152,464 0 94,480
TRAVELERS COS INC/THE COMMON S COM 89417E109 46,938 485,603 SH   SOLE   320,098 0 165,505
TRAVELPORT WORLDWIDE LTD COM G9019D104 1,394 101,149 SH   SOLE   46,405 0 54,744
TRC COS INC COMMON STOCK USD.1 COM 872625108 184 18,120 SH   SOLE   4,420 0 13,700
TRECORA RESOURCES COM 894648104 264 17,513 SH   SOLE   10,013 0 7,500
TREDEGAR CORP COMMON STOCK NPV COM 894650100 905 40,953 SH   SOLE   20,850 0 20,103
TREEHOUSE FOODS INC COMMON STO COM 89469A104 7,494 92,488 SH   SOLE   56,338 0 36,150
TREVENA INC COM 89532E109 125 19,920 SH   SOLE   9,320 0 10,600
TREX COMPANY INC COMMON STOCK COM 89531P105 1,630 32,968 SH   SOLE   20,733 0 12,235
TRI POINTE GROUP INC COM 87265H109 2,962 193,585 SH   SOLE   67,210 0 126,375
TRIANGLE PETROLEUM CORP COMMON COM 89600B201 300 59,830 SH   SOLE   22,330 0 37,500
TRIBUNE COMPANY NEW COM 896047503 2,428 45,475 SH   SOLE   28,405 0 17,070
TRIBUNE PUBLISHING CO COM 896082104 403 25,950 SH   SOLE   11,150 0 14,800
TRICO BANCSHARES COMMON STOCK COM 896095106 668 27,781 SH   SOLE   9,441 0 18,340
TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,743 58,892 SH   SOLE   23,568 0 35,324
TRIMBLE NAVIGATION LTD COMMON COM 896239100 8,883 378,630 SH   SOLE   306,210 0 72,420
TRINET GROUP INC COM 896288107 905 35,715 SH   SOLE   18,545 0 17,170
TRINITY INDUSTRIES INC COMMON COM 896522109 6,201 234,618 SH   SOLE   189,231 0 45,387
TRINSEO SA COM L9340P101 270 10,050 SH   SOLE   4,450 0 5,600
TRIPADVISOR INC COM 896945201 14,617 167,745 SH   SOLE   102,990 0 64,755
TRIPLE S MANAGEMENT CORP B COM COM 896749108 825 32,165 SH   SOLE   12,645 0 19,520
TRISTATE CAP HLDGS INC COM 89678F100 332 25,643 SH   SOLE   8,633 0 17,010
TRIUMPH BANCORP INC COM 89679E300 207 15,715 SH   SOLE   3,915 0 11,800
TRIUMPH GROUP INC COMMON STOCK COM 896818101 4,482 67,923 SH   SOLE   55,613 0 12,310
TRONOX LIMITED COM COM Q9235V101 1,132 77,400 SH   SOLE   26,200 0 51,200
TROVAGENE INC COM 897238309 206 20,290 SH   SOLE   10,190 0 10,100
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,520 50,852 SH   SOLE   32,227 0 18,625
TRUECAR INC COM 89785L107 488 40,660 SH   SOLE   21,990 0 18,670
TRUPANION INC COM 898202106 99 11,990 SH   SOLE   4,890 0 7,100
TRUSTCO BANK CORP NY COMMON ST COM 898349105 1,021 145,205 SH   SOLE   63,605 0 81,600
TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,809 152,500 SH   SOLE   95,490 0 57,010
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 879 88,011 SH   SOLE   36,005 0 52,006
TUBEMOGUL INC COM 898570106 163 11,380 SH   SOLE   6,155 0 5,225
TUESDAY MORNING CORP COMMON ST COM 899035505 550 48,852 SH   SOLE   26,592 0 22,260
TUMI HODINGD INC COM COM 89969Q104 988 48,155 SH   SOLE   26,715 0 21,440
TUPPERWARE BRANDS CORP COMMON COM 899896104 5,219 80,869 SH   SOLE   65,923 0 14,946
TUTOR PERINI CORP COMMON STOCK COM 901109108 1,050 48,674 SH   SOLE   17,376 0 31,298
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 72,412 2,224,975 SH   SOLE   1,402,584 0 822,391
TWENTY-FIRST CENTURY FOX INC. COM 90130A200 7,388 229,285 SH   SOLE   166,065 0 63,220
TWIN DISC INC COMMON STOCK NPV COM 901476101 224 11,991 SH   SOLE   4,121 0 7,870
TWITTER INC COM 90184L102 17,687 488,325 SH   SOLE   342,818 0 145,507
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,090 214,538 SH   SOLE   135,818 0 78,720
TYCO INTERNATIONAL PLC COM G91442106 24,503 636,775 SH   SOLE   396,869 0 239,906
TYLER TECHNOLOGIES INC COMMON COM 902252105 8,412 65,018 SH   SOLE   48,029 0 16,989
TYSON FOODS INC CL A COMMON ST COM 902494103 16,421 385,188 SH   SOLE   228,010 0 157,178
U.S. PHYSICAL THERAPY INC COMM COM 90337L108 608 11,111 SH   SOLE   6,126 0 4,985
UBIQUITI NETWORKS INC COM 90347A100 861 26,983 SH   SOLE   14,548 0 12,435
UBS GROUP AG COM H42097107 829 39,090 SH   SOLE   39,090 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 11,634 363,230 SH   SOLE   276,338 0 86,892
UGI CORP COMMON STOCK NPV COM 902681105 8,045 233,520 SH   SOLE   186,698 0 46,822
UIL HOLDINGS CORP COMMON STOCK COM 902748102 4,171 91,034 SH   SOLE   44,098 0 46,936
ULTA SALON COSMETICS + FRAGR C COM 90384S303 9,064 58,685 SH   SOLE   38,058 0 20,627
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 8,157 49,634 SH   SOLE   42,095 0 7,539
ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 261 41,913 SH   SOLE   14,473 0 27,440
ULTRA PETROLEUM CORP COMMON ST COM 903914109 2,132 170,291 SH   SOLE   66,891 0 103,400
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 3,151 30,774 SH   SOLE   16,719 0 14,055
ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 32 28,489 SH   SOLE   11,369 0 17,120
ULTRATECH INC COMMON STOCK USD COM 904034105 775 41,778 SH   SOLE   17,208 0 24,570
ULURU INC COM 90403T209 9 22,000 SH   SOLE   22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 3,901 68,423 SH   SOLE   33,863 0 34,560
UMH PROPERTIES INC REIT USD.1 COM 903002103 272 27,803 SH   SOLE   8,813 0 18,990
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 7,819 434,618 SH   SOLE   250,164 0 184,454
UNDER ARMOUR INC CLASS A COMMO COM 904311107 21,184 253,880 SH   SOLE   155,318 0 98,562
UNIFI INC COMMON STOCK USD.1 COM 904677200 688 20,550 SH   SOLE   8,994 0 11,556
UNIFIRST CORP/MA COMMON STOCK COM 904708104 3,369 30,122 SH   SOLE   16,429 0 13,693
UNILEVER N V NY SHS NEW COM 904784709 729 17,419 SH   SOLE   17,419 0 0
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UNILIFE CORP COMMON STOCK USD. COM 90478E103 225 104,726 SH   SOLE   52,261 0 52,465
UNION BANKSHARES CORPORATION COM 90539J109 1,384 59,533 SH   SOLE   20,875 0 38,658
UNION PACIFIC CORP COMMON STOC COM 907818108 119,703 1,255,146 SH   SOLE   813,765 0 441,381
UNISYS CORP COMMON STOCK USD.0 COM 909214306 1,189 59,466 SH   SOLE   30,341 0 29,125
UNIT CORP COMMON STOCK USD.2 COM 909218109 2,723 100,398 SH   SOLE   50,798 0 49,600
UNITED BANKSHARES INC COMMON S COM 909907107 4,806 119,460 SH   SOLE   58,747 0 60,713
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,519 72,765 SH   SOLE   31,707 0 41,058
UNITED COMMUNITY FINL COM COM 909839102 344 64,313 SH   SOLE   19,994 0 44,319
UNITED CONTINENTAL HOLDINGS CO COM 910047109 19,110 360,496 SH   SOLE   248,022 0 112,474
UNITED DEVELOPMENT FUNDING COM 910187103 621 35,530 SH   SOLE   10,930 0 24,600
UNITED FINANCIAL BANCORP INC COM 910304104 957 71,141 SH   SOLE   26,084 0 45,057
UNITED FIRE GROUP INC COM 910340108 1,068 32,588 SH   SOLE   15,158 0 17,430
UNITED NATURAL FOODS INC COMMO COM 911163103 5,802 91,118 SH   SOLE   68,323 0 22,795
UNITED ONLINE INC COMMON STOCK COM 911268209 281 17,922 SH   SOLE   5,526 0 12,396
UNITED PARCEL SERVICE CL B COM COM 911312106 89,980 928,495 SH   SOLE   576,432 0 352,063
UNITED RENTALS INC COMMON STOC COM 911363109 12,505 142,721 SH   SOLE   87,486 0 55,235
UNITED STATES LIME + MINERAL C COM 911922102 210 3,621 SH   SOLE   951 0 2,670
UNITED STATES STEEL CORP COMMO COM 912909108 4,036 195,731 SH   SOLE   157,558 0 38,173
UNITED TECHNOLOGIES CORP COMMO COM 913017109 118,310 1,066,529 SH   SOLE   748,244 0 318,285
UNITED THERAPEUTICS CORP COMMO COM 91307C102 13,180 75,767 SH   SOLE   61,810 0 13,957
UNITEDHEALTH GROUP INC COMMON COM 91324P102 175,756 1,440,623 SH   SOLE   939,878 0 500,745
UNITEDINS HLDGS CORP COM 910710102 343 22,090 SH   SOLE   8,390 0 13,700
UNITIL CORP COMMON STOCK NPV COM 913259107 623 18,868 SH   SOLE   7,558 0 11,310
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 644 63,604 SH   SOLE   21,224 0 42,380
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 1,923 33,542 SH   SOLE   17,698 0 15,844
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 2,142 41,412 SH   SOLE   23,922 0 17,490
UNIVERSAL ELECTRONICS INC COMM COM 913483103 870 17,452 SH   SOLE   10,157 0 7,295
UNIVERSAL FOREST PRODUCTS COMM COM 913543104 1,906 36,634 SH   SOLE   19,384 0 17,250
UNIVERSAL HEALTH RLTY INCOME R COM 91359E105 927 19,957 SH   SOLE   13,492 0 6,465
UNIVERSAL HEALTH SERVICES B CO COM 913903100 15,695 110,453 SH   SOLE   69,770 0 40,683
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 764 31,554 SH   SOLE   19,309 0 12,245
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 287 33,411 SH   SOLE   14,446 0 18,965
UNIVERSAL TRUCKLOAD SERVICES C COM 91388P105 206 9,379 SH   SOLE   3,689 0 5,690
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 561 27,569 SH   SOLE   9,569 0 18,000
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 12,116 338,910 SH   SOLE   197,530 0 141,380
URANIUM ENERGY CORP COMMON STO COM 916896103 112 70,270 SH   SOLE   35,270 0 35,000
URBAN EDGE PROPERTIES COM 91704F104 3,185 153,205 SH   SOLE   106,509 0 46,696
URBAN OUTFITTERS INC COMMON ST COM 917047102 5,208 148,790 SH   SOLE   90,929 0 57,861
URSTADT BIDDLE CLASS A REIT COM 917286205 759 40,624 SH   SOLE   18,174 0 22,450
US BANCORP COMMON STOCK USD.01 COM 902973304 106,291 2,449,092 SH   SOLE   1,539,011 0 910,081
US CELLULAR CORP COMMON STOCK COM 911684108 330 8,765 SH   SOLE   4,857 0 3,908
US CONCRETE INC COM 90333L201 484 12,779 SH   SOLE   7,114 0 5,665
US ECOLOGY INC COMMON STOCK US COM 91732J102 1,249 25,635 SH   SOLE   15,590 0 10,045
US SILICA HOLDINGS INC COM COM 90346E103 1,727 58,833 SH   SOLE   38,358 0 20,475
USA TRUCK INC COM COM 902925106 206 9,715 SH   SOLE   3,515 0 6,200
USANA HEALTH SCIENCES INC COMM COM 90328M107 782 5,722 SH   SOLE   2,768 0 2,954
USG CORP COMMON STOCK USD.1 COM 903293405 2,514 90,477 SH   SOLE   62,486 0 27,991
UTAH MED PRODS INC COM COM 917488108 207 3,470 SH   SOLE   2,060 0 1,410
UTI WORLDWIDE INC COMMON STOCK COM G87210103 1,323 132,429 SH   SOLE   51,919 0 80,510
VAIL RESORTS INC COMMON STOCK COM 91879Q109 4,379 40,098 SH   SOLE   23,997 0 16,101
VALE SA ADR COM 91912E204 103 20,390 SH   SOLE   20,390 0 0
VALEANT PARMACEUTICALS INTERNA COM 91911K102 733 3,300 SH   SOLE   3,300 0 0
VALERO ENERGY CORP COMMON STOC COM 91913Y100 44,310 707,835 SH   SOLE   440,653 0 267,182
VALHI INC NEW COM 918905100 97 17,145 SH   SOLE   4,445 0 12,700
VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,394 54,417 SH   SOLE   33,033 0 21,384
VALLEY NATIONAL BANCORP COMMON COM 919794107 4,829 468,367 SH   SOLE   271,334 0 197,033
VALMONT INDUSTRIES COMMON STOC COM 920253101 4,028 33,884 SH   SOLE   26,805 0 7,079
VALSPAR CORP COMMON STOCK USD. COM 920355104 11,045 134,993 SH   SOLE   109,915 0 25,078
VANDA PHARMACEUTICALS INC COMM COM 921659108 528 41,610 SH   SOLE   20,545 0 21,065
VANGUARD TOTAL BOND MARKET ETF COM 921937835 5,677 69,796 SH   SOLE   23,056 0 46,740
VANTIVE CORP COM COM 92210H105 4,455 116,663 SH   SOLE   82,124 0 34,539
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 13,869 164,458 SH   SOLE   104,221 0 60,237
VASCO DATA SECURITY INTL COMMO COM 92230Y104 1,047 34,677 SH   SOLE   21,466 0 13,211
VASCULAR SOLUTIONS INC COMMON COM 92231M109 636 18,326 SH   SOLE   11,801 0 6,525
VCA INC COMMON STOCK USD.001 COM 918194101 7,676 141,091 SH   SOLE   115,328 0 25,763
VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,603 68,326 SH   SOLE   50,741 0 17,585
VECTREN CORPORATION COMMON STO COM 92240G101 4,665 121,232 SH   SOLE   97,885 0 23,347
VECTRUS INC COM 92242T101 248 9,973 SH   SOLE   4,914 0 5,059
VEECO INSTRUMENTS INC COMMON S COM 922417100 1,888 65,693 SH   SOLE   30,478 0 35,215
VEEVA SYSTEMS-A COM 922475108 1,576 56,219 SH   SOLE   40,399 0 15,820
VENTAS INC REIT USD.25 COM 92276F100 27,759 447,081 SH   SOLE   239,320 0 207,761
VERA BRADLEY INC COMMON STOCK COM 92335C106 313 27,789 SH   SOLE   9,659 0 18,130
VERACYTE INC COM 92337F107 121 10,845 SH   SOLE   5,045 0 5,800
VERASTEM INC COM 92337C104 280 37,072 SH   SOLE   12,052 0 25,020
VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 6,080 179,043 SH   SOLE   147,120 0 31,923
VERINT SYSTEMS INC COMMON STOC COM 92343X100 3,751 61,753 SH   SOLE   34,836 0 26,917
VERISIGN INC COMMON STOCK USD. COM 92343E102 10,903 176,658 SH   SOLE   114,188 0 62,470
VERISK ANALYTICS INC CLASS A C COM 92345Y106 11,036 151,679 SH   SOLE   103,674 0 48,005
VERITIV CORP COM 923454102 425 11,663 SH   SOLE   4,703 0 6,960
VERIZON COMMUNICATIONS INC COM COM 92343V104 267,640 5,742,118 SH   SOLE   3,614,244 0 2,127,874
VERSARTIS INC COM 92529L102 407 26,730 SH   SOLE   8,940 0 17,790
VERTEX PHARMACEUTICALS INC COM COM 92532F100 42,442 343,714 SH   SOLE   207,140 0 136,574
VF CORP COMMON STOCK USD1. COM 918204108 34,460 494,127 SH   SOLE   330,817 0 163,310
VIACOM INC CL A COM 92553P102 308 4,755 SH   SOLE   3,935 0 820
VIACOM INC CLASS B COMMON STOC COM 92553P201 35,718 552,573 SH   SOLE   366,461 0 186,112
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 815 30,061 SH   SOLE   11,911 0 18,150
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,167 52,562 SH   SOLE   31,507 0 21,055
VICOR CORP COMMON STOCK USD.01 COM 925815102 266 21,819 SH   SOLE   11,649 0 10,170
VILLAGE SUPER MARKET CLASS A C COM 927107409 381 12,010 SH   SOLE   3,980 0 8,030
VINCE HOLDING CORP COM 92719W108 148 12,328 SH   SOLE   6,538 0 5,790
VIOLIN MEMORY INC COM 92763A101 188 76,755 SH   SOLE   42,285 0 34,470
VIRGIN AMERICA INC COM 92765X208 576 20,975 SH   SOLE   10,750 0 10,225
VIRNETX HOLDING CORP COMMON ST COM 92823T108 179 42,596 SH   SOLE   22,416 0 20,180
VIRTU FINANCIAL INC COM 928254101 354 15,060 SH   SOLE   7,860 0 7,200
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,618 12,235 SH   SOLE   6,552 0 5,683
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 1,510 29,377 SH   SOLE   17,940 0 11,437
VISA INC CLASS A SHARES COMMON COM 92826C839 181,263 2,699,379 SH   SOLE   1,712,335 0 987,044
VISHAY INTERTECHNOLOGY INC COM COM 928298108 3,689 315,878 SH   SOLE   197,078 0 118,800
VISHAY PRECISION GROUP COMMON COM 92835K103 294 19,537 SH   SOLE   8,872 0 10,665
VISTA OUTDOOR INC COM 928377100 4,238 94,383 SH   SOLE   75,737 0 18,646
VISTEON CORP COMMON STOCK COM 92839U206 4,224 40,235 SH   SOLE   26,679 0 13,556
VITAE PHARMACEUTICALS COM 92847N103 148 10,285 SH   SOLE   4,910 0 5,375
VITAL THERAPIES INC COM 92847R104 289 13,690 SH   SOLE   6,910 0 6,780
VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,529 41,015 SH   SOLE   17,515 0 23,500
VIVINT SOLAR INC COM 92854Q106 224 18,375 SH   SOLE   7,300 0 11,075
VIVUS INC COMMON STOCK USD.001 COM 928551100 240 101,839 SH   SOLE   53,639 0 48,200
VMWARE INC CLASS A COMMON STOC COM 928563402 5,783 67,445 SH   SOLE   48,057 0 19,388
VOCERA COMMUNICATIONS INC COM COM 92857F107 284 24,776 SH   SOLE   11,386 0 13,390
VODAFONE GROUP PLC ADR COM 92857W308 1,047 28,725 SH   SOLE   28,725 0 0
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 1,154 235,075 SH   SOLE   84,115 0 150,960
VORNADO REALTY TRUST REIT USD. COM 929042109 23,275 245,176 SH   SOLE   131,313 0 113,863
VOXX INTERNATIONAL CORPORATION COM 91829F104 253 30,593 SH   SOLE   12,163 0 18,430
VOYA FINANACIAL INC COM 929089100 6,631 142,697 SH   SOLE   83,542 0 59,155
VSE CORP COMMON STOCK USD.05 COM 918284100 292 5,452 SH   SOLE   2,092 0 3,360
VULCAN MATERIALS CO COMMON STO COM 929160109 14,485 172,588 SH   SOLE   102,366 0 70,222
VWR CORPORATION COM 91843L103 488 18,269 SH   SOLE   12,525 0 5,744
W+T OFFSHORE INC COMMON STOCK COM 92922P106 259 47,218 SH   SOLE   17,938 0 29,280
WABASH NATIONAL CORP COMMON ST COM 929566107 881 70,251 SH   SOLE   36,076 0 34,175
WABCO HOLDINGS INC COMMON STOC COM 92927K102 6,388 51,635 SH   SOLE   32,428 0 19,207
WABTEC CORP COMMON STOCK USD.0 COM 929740108 15,142 160,677 SH   SOLE   126,632 0 34,045
WADDELL + REED FINANCIAL A COM COM 930059100 8,183 172,976 SH   SOLE   148,346 0 24,630
WAGEWORKS INC COM COM 930427109 1,479 36,573 SH   SOLE   22,913 0 13,660
WAL MART STORES INC COMMON STO COM 931142103 156,609 2,207,941 SH   SOLE   1,353,453 0 854,488
WALGREENS BOOTS ALLIANCE INC COM 931427108 98,456 1,165,991 SH   SOLE   707,778 0 458,213
WALKER + DUNLOP INC COMMON STO COM 93148P102 872 32,598 SH   SOLE   16,718 0 15,880
WALT DISNEY CO/THE COMMON STOC COM 254687106 258,229 2,262,390 SH   SOLE   1,446,661 0 815,729
WALTER INVESTMENT MANAGEMENT R COM 93317W102 1,162 50,818 SH   SOLE   19,310 0 31,508
WASHINGTON FEDERAL INC COMMON COM 938824109 4,497 192,610 SH   SOLE   109,460 0 83,150
WASHINGTON REIT REIT USD.01 COM 939653101 2,470 95,187 SH   SOLE   33,036 0 62,151
WASHINGTON TRUST BANCORP COMMO COM 940610108 1,017 25,765 SH   SOLE   11,605 0 14,160
WASTE CONNECTIONS INC COMMON S COM 941053100 9,631 204,392 SH   SOLE   171,625 0 32,767
WASTE MANAGEMENT INC COMMON ST COM 94106L109 27,660 596,773 SH   SOLE   353,921 0 242,852
WATERS CORP COMMON STOCK USD.0 COM 941848103 19,904 155,041 SH   SOLE   76,314 0 78,727
WATERSTONE FINANCIAL INC. COM 94188P101 478 36,247 SH   SOLE   12,001 0 24,246
WATSCO INC COMMON STOCK USD.5 COM 942622200 5,389 43,552 SH   SOLE   38,057 0 5,495
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,365 45,608 SH   SOLE   21,308 0 24,300
WAUSAU PAPER CORP COMMON STOCK COM 943315101 521 56,772 SH   SOLE   31,452 0 25,320
WAYFAIR INC COM 94419L101 623 16,540 SH   SOLE   8,840 0 7,700
WCI COMMUNITIES INC COM 92923C807 423 17,355 SH   SOLE   4,955 0 12,400
WD 40 CO COMMON STOCK USD.001 COM 929236107 2,366 27,151 SH   SOLE   19,646 0 7,505
WEATHERFORD INTL PLC SHS COM G48833100 5,059 412,305 SH   SOLE   269,285 0 143,020
WEB.COM GROUP INC COMMON STOCK COM 94733A104 1,007 41,558 SH   SOLE   24,498 0 17,060
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,970 44,487 SH   SOLE   26,154 0 18,333
WEBSTER FINANCIAL CORP COMMON COM 947890109 8,013 202,605 SH   SOLE   123,735 0 78,870
WEC ENERGY GROUP INC COM 92939U106 19,986 444,431 SH   SOLE   274,247 0 170,184
WEIGHT WATCHERS INTL INC COMMO COM 948626106 126 25,924 SH   SOLE   13,244 0 12,680
WEINGARTEN REALTY INVESTORS RE COM 948741103 6,304 192,832 SH   SOLE   152,660 0 40,172
WEIS MARKETS INC COMMON STOCK COM 948849104 788 18,686 SH   SOLE   8,940 0 9,746
WELLCARE HEALTH PLANS INC COMM COM 94946T106 6,984 82,332 SH   SOLE   62,832 0 19,500
WELLS FARGO + CO COMMON STOCK COM 949746101 362,489 6,445,389 SH   SOLE   3,926,720 0 2,518,669
WENDY S CO/THE COMMON STOCK US COM 95058W100 4,552 403,576 SH   SOLE   311,153 0 92,423
WERNER ENTERPRISES INC COMMON COM 950755108 2,822 107,495 SH   SOLE   73,475 0 34,020
WESBANCO INC COMMON STOCK USD2 COM 950810101 2,174 63,913 SH   SOLE   31,789 0 32,124
WESCO AIRCRAFT HOLDINGS INC COM 950814103 1,142 75,394 SH   SOLE   24,644 0 50,750
WESCO INTERNATIONAL INC COMMON COM 95082P105 2,057 29,969 SH   SOLE   16,020 0 13,949
WEST BANCORPORATION COMMON STO COM 95123P106 418 21,047 SH   SOLE   8,220 0 12,827
WEST CORP COM COM 952355204 1,867 62,022 SH   SOLE   22,912 0 39,110
WEST MARINE INC COMMON STOCK U COM 954235107 245 25,411 SH   SOLE   9,586 0 15,825
WEST PHARMACEUTICAL SERVICES C COM 955306105 8,907 153,350 SH   SOLE   121,330 0 32,020
WESTAMERICA BANCORPORATION COM COM 957090103 2,732 53,940 SH   SOLE   30,328 0 23,612
WESTAR ENERGY INC COMMON STOCK COM 95709T100 6,327 184,898 SH   SOLE   150,926 0 33,972
WESTERN ALLIANCE BANCORP COMMO COM 957638109 3,138 92,962 SH   SOLE   47,310 0 45,652
WESTERN ASSET MTG CAP CORP COM 95790D105 746 50,523 SH   SOLE   16,859 0 33,664
WESTERN DIGITAL CORP COMMON ST COM 958102105 22,187 282,919 SH   SOLE   161,251 0 121,668
WESTERN REFINING INC COMMON ST COM 959319104 5,503 126,151 SH   SOLE   95,091 0 31,060
WESTERN UNION CO COMMON STOCK COM 959802109 19,367 952,614 SH   SOLE   630,249 0 322,365
WESTLAKE CHEMICAL CORP COMMON COM 960413102 1,612 23,501 SH   SOLE   14,031 0 9,470
WESTMORELAND COAL CO COMMON ST COM 960878106 443 21,307 SH   SOLE   6,927 0 14,380
WESTPAC BANKING CORP SP ADR COM 961214301 844 34,125 SH   SOLE   34,125 0 0
WESTWOOD HOLDINGS GROUP INC CO COM 961765104 464 7,791 SH   SOLE   4,786 0 3,005
WEX INC COM 96208T104 7,717 67,707 SH   SOLE   59,210 0 8,497
WEYCO GROUP INC COMMON STOCK U COM 962149100 305 10,222 SH   SOLE   3,512 0 6,710
WEYERHAEUSER CO REIT USD1.25 COM 962166104 21,815 692,554 SH   SOLE   367,340 0 325,214
WGL HOLDINGS INC COMMON STOCK COM 92924F106 5,866 108,044 SH   SOLE   65,488 0 42,556
WHIRLPOOL CORP COMMON STOCK US COM 963320106 16,702 96,515 SH   SOLE   54,210 0 42,305
WHITE MOUNTAINS INSURANCE GP C COM G9618E107 3,602 5,499 SH   SOLE   3,667 0 1,832
WHITESTONE REIT B REIT USD.001 COM 966084204 387 29,691 SH   SOLE   9,711 0 19,980
WHITING PETROLEUM CORP COMMON COM 966387102 4,702 139,939 SH   SOLE   86,565 0 53,374
WHOLE FOODS MARKET INC COMMON COM 966837106 22,002 557,850 SH   SOLE   343,448 0 214,402
WILEY (JOHN) + SONS CLASS A CO COM 968223206 4,580 84,241 SH   SOLE   73,251 0 10,990
WILLIAMS COS INC COMMON STOCK COM 969457100 54,594 951,272 SH   SOLE   602,168 0 349,104
WILLIAMS SONOMA INC COMMON STO COM 969904101 13,922 169,228 SH   SOLE   142,873 0 26,355
WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,326 104,994 SH   SOLE   45,924 0 59,070
WINDSTREAM HOLDINGS INC COM 97382A200 789 123,718 SH   SOLE   76,232 0 47,486
WINMARK CORP COMMON STOCK NPV COM 974250102 228 2,314 SH   SOLE   1,462 0 852
WINNEBAGO INDUSTRIES COMMON ST COM 974637100 832 35,259 SH   SOLE   22,504 0 12,755
WINTRUST FINANCIAL CORP COMMON COM 97650W108 4,294 80,447 SH   SOLE   39,632 0 40,815
WISDOMTREE INVTS INC COM COM 97717P104 3,962 180,397 SH   SOLE   136,802 0 43,595
WIX.COM LTD COM M98068105 368 15,560 SH   SOLE   8,380 0 7,180
WOLVERINE WORLD WIDE INC COMMO COM 978097103 3,822 134,193 SH   SOLE   90,293 0 43,900
WOODWARD INC COMMON STOCK USD. COM 980745103 6,810 123,848 SH   SOLE   86,103 0 37,745
WORKDAY INC COM 98138H101 7,001 91,650 SH   SOLE   62,406 0 29,244
WORLD ACCEPTANCE CORP COMMON S COM 981419104 803 13,054 SH   SOLE   7,664 0 5,390
WORLD FUEL SERVICES CORP COMMO COM 981475106 4,866 101,488 SH   SOLE   81,398 0 20,090
WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 454 27,525 SH   SOLE   14,315 0 13,210
WORTHINGTON INDUSTRIES COMMON COM 981811102 3,170 105,445 SH   SOLE   67,610 0 37,835
WP CAREY INC COM 92936U109 4,035 68,458 SH   SOLE   39,678 0 28,780
WP GLIMCHER INC COM 92939N102 3,655 270,140 SH   SOLE   206,843 0 63,297
WPP PLC ADR COM 92937A102 323 2,866 SH   SOLE   2,866 0 0
WPX ENERGY INC COM 98212B103 3,839 312,655 SH   SOLE   250,578 0 62,077
WR BERKLEY CORP COMMON STOCK U COM 084423102 8,569 165,014 SH   SOLE   136,751 0 28,263
WR GRACE + CO COMMON STOCK USD COM 38388F108 6,519 64,991 SH   SOLE   43,748 0 21,243
WRIGHT MEDICAL GROUP INC COMMO COM 98235T107 1,538 58,556 SH   SOLE   26,268 0 32,288
WSFS FINANCIAL CORP COMMON STO COM 929328102 1,101 40,270 SH   SOLE   13,290 0 26,980
WW GRAINGER INC COMMON STOCK U COM 384802104 27,091 114,479 SH   SOLE   70,387 0 44,092
WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 16,612 202,809 SH   SOLE   132,517 0 70,292
WYNN RESORTS LTD COMMON STOCK COM 983134107 11,662 118,187 SH   SOLE   72,322 0 45,865
XCEL ENERGY INC COMMON STOCK U COM 98389B100 22,334 694,038 SH   SOLE   405,675 0 288,363
XCERRA CORP COM 98400J108 448 59,152 SH   SOLE   25,424 0 33,728
XENCOR INC COM 98401F105 527 23,970 SH   SOLE   12,770 0 11,200
XENIA HOTELS & RESORTS COM 984017103 3,104 142,795 SH   SOLE   45,795 0 97,000
XENOPORT INC COMMON STOCK USD. COM 98411C100 330 53,783 SH   SOLE   29,863 0 23,920
XEROX CORP COMMON STOCK USD1. COM 984121103 11,257 1,058,008 SH   SOLE   578,828 0 479,180
XILINX INC COMMON STOCK USD.01 COM 983919101 17,399 393,989 SH   SOLE   252,580 0 141,409
XL GROUP PLC COMMON STOCK USD. COM G98290102 14,541 390,881 SH   SOLE   234,629 0 156,252
XO GROUP INC COMMON STOCK USD. COM 983772104 509 31,104 SH   SOLE   19,504 0 11,600
XOMA CORP COM 98419J107 356 91,843 SH   SOLE   48,733 0 43,110
XOOM CORP COM 98419Q101 562 26,706 SH   SOLE   14,536 0 12,170
XPO LOGISTICS INC COM COM 983793100 3,259 72,127 SH   SOLE   37,584 0 34,543
XYLEM INC COM 98419M100 9,467 255,384 SH   SOLE   150,822 0 104,562
YADKIN FINANCIAL CORPORATION COM 984305102 633 30,207 SH   SOLE   9,891 0 20,316
YAHOO INC COMMON STOCK USD.00 COM 984332106 46,160 1,174,857 SH   SOLE   702,211 0 472,646
YELP INC COM COM 985817105 2,397 55,700 SH   SOLE   37,781 0 17,919
YODLEE INC COM 98600P201 192 13,265 SH   SOLE   6,490 0 6,775
YORK WATER CO COMMON STOCK NPV COM 987184108 353 16,916 SH   SOLE   7,096 0 9,820
YRC WORLDWIDE INC COM 984249607 496 38,245 SH   SOLE   14,835 0 23,410
YUM BRANDS INC COMMON STOCK N COM 988498101 56,054 622,268 SH   SOLE   424,033 0 198,235
ZAFGEN INC COM 98885E103 482 13,915 SH   SOLE   7,365 0 6,550
ZAGG INC COMMON STOCK USD.001 COM 98884U108 188 23,780 SH   SOLE   11,980 0 11,800
ZAYO GROUP HOLDINGS INC COM 98919V105 2,842 110,482 SH   SOLE   77,240 0 33,242
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 10,105 90,999 SH   SOLE   73,418 0 17,581
ZELTIQ AESTHETICS INC COM 98933Q108 849 28,825 SH   SOLE   16,620 0 12,205
ZENDESK INC COM 98936J101 997 44,890 SH   SOLE   24,380 0 20,510
ZILLOW GROUP INC COM 98954M101 2,953 34,050 SH   SOLE   22,426 0 11,624
ZIMMER BIOMET HOLDINGS INC COM 98956P102 25,424 232,761 SH   SOLE   132,834 0 99,927
ZIONS BANCORPORATION COMMON ST COM 989701107 7,897 248,835 SH   SOLE   146,108 0 102,727
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 1,237 103,089 SH   SOLE   58,566 0 44,523
ZIX CORP COMMON STOCK USD.01 COM 98974P100 281 54,381 SH   SOLE   32,501 0 21,880
ZOES KITCHEN INC COM 98979J109 651 15,895 SH   SOLE   8,395 0 7,500
ZOETIS INC COM COM 98978V103 38,444 797,267 SH   SOLE   454,968 0 342,299
ZOGENIX INC COM 98978L204 218 129,817 SH   SOLE   70,297 0 59,520
ZS PHARMA INC COM 98979G105 813 15,515 SH   SOLE   8,365 0 7,150
ZULILY INC-CL A COM 989774104 715 54,799 SH   SOLE   29,699 0 25,100
ZUMIEZ INC COMMON STOCK NPV COM 989817101 727 27,312 SH   SOLE   15,497 0 11,815
ZYNGA INC CL A COM 98986T108 1,250 437,086 SH   SOLE   275,743 0 161,343
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