Form 13F-HR RHUMBLINE ADVISERS For: Mar 31

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May 12, 2015 11:39 AM EDT

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 COVER PAGE
OMB APPROVAL
OMB Number: 3235-0006
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8
Report for the Calendar Year or Quarter Ended: 03-31-2015
Check here if Amendment   Amendment Number:
This Amendment (Check only one.):   is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: RHUMBLINE ADVISERS
Address: 265 FRANKLIN ST
21ST FLOOR
BOSTON , MA02110
Form 13F File Number: 028-05909

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name: Jennifer S. Pilgrim
Title: Chief Compliance Officer
Phone: 617-345-0434
Signature, Place, and Date of Signing:
Jennifer Pilgrim Boston , MA 05-12-2015
[Signature] [City, State] [Date]
Report Type (Check only one.):
X 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 3036
Form 13F Information Table Value Total: 34,665,611
(thousands)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name

List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No. Form 13F File Number Name

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
Expires: July 31, 2015
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
LLOYDS BANKING GROUP COM 0870612 23 19,389 SH SOLE 19,389 0 0
VODAFONE GROUP COM BH4HKS3 36 10,914 SH SOLE 10,914 0 0
MIZUHO FINANCIAL GROUP COM 6591014 21 11,700 SH SOLE 11,700 0 0
1 800 FLOWERS.COM INC CL A COM COM 68243Q106 395 33,399 SH SOLE 8,719 0 24,680
1ST SOURCE CORP COMMON STOCK N COM 336901103 972 30,261 SH SOLE 15,077 0 15,184
22ND CENTURY GROUP INC COM 90137F103 34 39,720 SH SOLE 13,750 0 25,970
2U INC COM 90214J101 266 10,405 SH SOLE 3,565 0 6,840
3D SYSTEMS CORP COMMON STOCK U COM 88554D205 4,394 160,242 SH SOLE 132,592 0 27,650
3M CO COMMON STOCK USD.01 COM 88579Y101 191,126 1,158,690 SH SOLE 583,361 0 575,329
8X8 INC COMMON STOCK USD.001 COM 282914100 1,012 120,534 SH SOLE 57,204 0 63,330
AAON INC COMMON STOCK USD.004 COM 000360206 1,506 61,408 SH SOLE 33,697 0 27,711
AAR CORP COMMON STOCK USD1. COM 000361105 2,144 69,852 SH SOLE 33,981 0 35,871
AARON S INC COMMON STOCK USD.5 COM 002535300 3,165 111,781 SH SOLE 88,155 0 23,626
ABAXIS INC COMMON STOCK NPV COM 002567105 1,963 30,614 SH SOLE 19,784 0 10,830
ABB LTD ADR COM 000375204 600 28,319 SH SOLE 28,319 0 0
ABBOTT LABORATORIES COMMON STO COM 002824100 112,129 2,420,223 SH SOLE 1,164,206 0 1,256,017
ABBVIE INC. COM 00287Y109 156,643 2,675,831 SH SOLE 1,334,780 0 1,341,051
ABERCROMBIE + FITCH CO CL A CO COM 002896207 2,197 99,682 SH SOLE 78,263 0 21,419
ABIOMED INC COMMON STOCK USD.0 COM 003654100 3,942 55,073 SH SOLE 38,368 0 16,705
ABM INDUSTRIES INC COMMON STOC COM 000957100 3,370 105,787 SH SOLE 56,501 0 49,286
ABRAXAS PETROLEUM CORP COMMON COM 003830106 468 144,141 SH SOLE 106,196 0 37,945
ACACIA RESEARCH ACACIA TEC T COM 003881307 741 69,253 SH SOLE 23,253 0 46,000
ACADIA HEALTHCARE COMPANIES CO COM 00404A109 3,083 43,060 SH SOLE 25,010 0 18,050
ACADIA PHARMACEUTICALS COM COM 004225108 2,420 74,253 SH SOLE 49,883 0 24,370
ACADIA REALTY TRUST REIT USD.0 COM 004239109 3,849 110,341 SH SOLE 47,086 0 63,255
ACCELERATE DIAGNOSTICS COM COM 00430H102 476 21,146 SH SOLE 11,511 0 9,635
ACCELERON PHARMA INC COM 00434H108 589 15,470 SH SOLE 8,450 0 7,020
ACCENTURE PLC CL A COMMON STOC COM G1151C101 99,228 1,059,105 SH SOLE 595,688 0 463,417
ACCO BRANDS CORP COMMON STOCK COM 00081T108 1,315 158,287 SH SOLE 56,073 0 102,214
ACCURAY INC COMMON STOCK USD.0 COM 004397105 686 73,796 SH SOLE 41,053 0 32,743
ACCURIDE CORP COMMON STOCK COM 00439T206 209 44,791 SH SOLE 23,161 0 21,630
ACE LTD COMMON STOCK CHF30.57 COM H0023R105 56,001 502,294 SH SOLE 248,476 0 253,818
ACELRX PHARMACEUTICALS COM COM 00444T100 96 24,852 SH SOLE 14,922 0 9,930
ACETO CORP COMMON STOCK USD.01 COM 004446100 917 41,688 SH SOLE 17,968 0 23,720
ACHILLION PHARMACEUTICALS COMM COM 00448Q201 1,354 137,352 SH SOLE 51,677 0 85,675
ACI WORLDWIDE INC COMMON STOCK COM 004498101 4,680 216,050 SH SOLE 160,673 0 55,377
ACORDA THERAPEUTICS INC COMMON COM 00484M106 1,699 51,040 SH SOLE 31,235 0 19,805
ACTAVIS PLC COM G0083B108 167,262 561,997 SH SOLE 301,039 0 260,958
ACTINIUM PHARMACEUTICAL INC COM 00507W107 35 14,080 SH SOLE 3,765 0 10,315
ACTIVISION BLIZZARD INC COMMON COM 00507V109 9,125 401,544 SH SOLE 259,215 0 142,329
ACTUA CORPORATION COM 005094107 934 60,269 SH SOLE 21,429 0 38,840
ACTUANT CORP A COMMON STOCK US COM 00508X203 2,656 111,865 SH SOLE 55,265 0 56,600
ACUITY BRANDS INC COMMON STOCK COM 00508Y102 11,328 67,363 SH SOLE 56,546 0 10,817
ACXIOM CORP COMMON STOCK USD.1 COM 005125109 3,027 163,722 SH SOLE 94,712 0 69,010
ADAMS RES & ENERGY INC COM NEW COM 006351308 212 3,147 SH SOLE 1,242 0 1,905
ADEPTUS HEALTH INC CL A COM 006855100 246 4,890 SH SOLE 1,390 0 3,500
ADOBE SYSTEMS INC COMMON STOCK COM 00724F101 57,989 784,274 SH SOLE 403,852 0 380,422
ADT CORP COM 00101J106 9,406 226,539 SH SOLE 124,730 0 101,809
ADTRAN INC COMMON STOCK USD.01 COM 00738A106 2,273 121,722 SH SOLE 81,712 0 40,010
ADVANCE AUTO PARTS INC COMMON COM 00751Y106 16,802 112,244 SH SOLE 94,181 0 18,063
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 369 12,325 SH SOLE 3,675 0 8,650
ADVANCED ENERGY INDUSTRIES COM COM 007973100 1,422 55,411 SH SOLE 34,550 0 20,861
ADVANCED MICRO DEVICES COMMON COM 007903107 2,484 927,042 SH SOLE 761,673 0 165,369
ADVENT SOFTWARE INC COMMON STO COM 007974108 3,945 89,443 SH SOLE 65,578 0 23,865
ADVISORY BOARD CO/THE COMMON S COM 00762W107 2,607 48,931 SH SOLE 29,551 0 19,380
AECOM COM 00766T100 6,239 202,449 SH SOLE 158,287 0 44,162
AEGERION PHARMACEUTICALS INC C COM 00767E102 772 29,513 SH SOLE 16,363 0 13,150
AEGION CORP COM 00770F104 1,109 61,468 SH SOLE 28,564 0 32,904
AEGON, N.V. COM 007924103 229 28,920 SH SOLE 28,920 0 0
AEP INDUSTRIES INC COMMON STOC COM 001031103 300 5,453 SH SOLE 2,663 0 2,790
AERIE PHARMACEUTICALS INC COM 00771V108 292 9,320 SH SOLE 5,060 0 4,260
AEROHIVE NETWORKS INC COM 007786106 55 12,245 SH SOLE 4,370 0 7,875
AEROPOSTALE INC COMMON STOCK U COM 007865108 465 133,914 SH SOLE 60,194 0 73,720
AEROVIRONMENT INC COMMON STOCK COM 008073108 643 24,271 SH SOLE 12,341 0 11,930
AES CORP COMMON STOCK USD.01 COM 00130H105 11,283 878,046 SH SOLE 472,863 0 405,183
AETNA INC COMMON STOCK USD.01 COM 00817Y108 68,667 644,583 SH SOLE 353,406 0 291,177
AFFILIATED MANAGERS GROUP COMM COM 008252108 17,186 80,017 SH SOLE 49,369 0 30,648
AFFYMETRIX INC COMMON STOCK US COM 00826T108 1,401 111,513 SH SOLE 54,233 0 57,280
AFLAC INC COMMON STOCK USD.1 COM 001055102 49,283 769,921 SH SOLE 403,311 0 366,610
AG MORTGAGE INVESTMENT TRUST COM 001228105 763 40,498 SH SOLE 16,268 0 24,230
AGCO CORP COMMON STOCK USD.01 COM 001084102 5,580 117,125 SH SOLE 90,813 0 26,312
AGENUS INC COM COM 00847G705 336 65,575 SH SOLE 32,175 0 33,400
AGILENT TECHNOLOGIES INC COMMO COM 00846U101 16,258 391,297 SH SOLE 229,727 0 161,570
AGILYSYS INC COMMON STOCK USD. COM 00847J105 246 24,998 SH SOLE 10,392 0 14,606
AGIOS PHARMACEUTICALS INC COM COM 00847X104 1,483 15,726 SH SOLE 8,636 0 7,090
AGL RESOURCES INC COMMON STOCK COM 001204106 7,797 157,041 SH SOLE 90,129 0 66,912
AGREE REALTY CORP REIT USD.000 COM 008492100 990 30,024 SH SOLE 14,156 0 15,868
AGRIUM INC COM COM 008916108 212 2,030 SH SOLE 2,030 0 0
AH BELO CORP A COMMON STOCK US COM 001282102 225 27,396 SH SOLE 10,326 0 17,070
AIR LEASE CORP COMMON STOCK US COM 00912X302 2,477 65,632 SH SOLE 38,791 0 26,841
AIR METHODS CORP COMMON STOCK COM 009128307 2,269 48,697 SH SOLE 29,685 0 19,012
AIR PRODUCTS + CHEMICALS INC C COM 009158106 51,628 341,273 SH SOLE 179,703 0 161,570
AIR TRANSPORT SERVICES GROUP C COM 00922R105 687 74,462 SH SOLE 30,672 0 43,790
AIRCASTLE LTD COMMON STOCK USD COM G0129K104 2,100 93,482 SH SOLE 44,903 0 48,579
AIRGAS INC COMMON STOCK USD.01 COM 009363102 12,937 121,922 SH SOLE 85,536 0 36,386
AK STEEL HOLDING CORP COMMON S COM 001547108 1,191 266,414 SH SOLE 108,484 0 157,930
AKAMAI TECHNOLOGIES INC COMMON COM 00971T101 18,033 253,832 SH SOLE 159,845 0 93,987
AKORN INC COMMON STOCK NPV COM 009728106 7,308 153,826 SH SOLE 123,026 0 30,800
ALAMO GROUP INC COMMON STOCK U COM 011311107 717 11,360 SH SOLE 3,326 0 8,034
ALASKA AIR GROUP INC COMMON ST COM 011659109 13,378 202,142 SH SOLE 171,242 0 30,900
ALBANY INTL CORP CL A COMMON S COM 012348108 2,087 52,495 SH SOLE 26,725 0 25,770
ALBANY MOLECULAR RESEARCH COMM COM 012423109 699 39,708 SH SOLE 15,258 0 24,450
ALBEMARLE CORP COMMON STOCK US COM 012653101 8,334 157,728 SH SOLE 124,742 0 32,986
ALCATEL_LUCENT ADR COM 013904305 110 29,527 SH SOLE 29,527 0 0
ALCOA INC COMMON STOCK USD1. COM 013817101 19,196 1,485,758 SH SOLE 793,063 0 692,695
ALDER BIOPHARMACEUTICAL INC COM 014339105 266 9,225 SH SOLE 4,420 0 4,805
ALERE INC COMMON STOCK USD.001 COM 01449J105 2,870 58,693 SH SOLE 32,568 0 26,125
ALEXANDER + BALDWIN HOLDINGS I COM 014491104 4,128 95,591 SH SOLE 52,471 0 43,120
ALEXANDER S INC REIT USD1. COM 014752109 1,646 3,605 SH SOLE 2,345 0 1,260
ALEXANDRIA REAL ESTATE EQUIT R COM 015271109 10,644 108,564 SH SOLE 79,353 0 29,211
ALEXION PHARMACEUTICALS INC CO COM 015351109 57,954 334,415 SH SOLE 165,410 0 169,005
ALICO INC COMMON STOCK USD1. COM 016230104 287 5,596 SH SOLE 1,731 0 3,865
ALIGN TECHNOLOGY INC COMMON ST COM 016255101 6,350 118,069 SH SOLE 97,839 0 20,230
ALIMERA SCIENCES INC COMMON ST COM 016259103 132 26,368 SH SOLE 14,118 0 12,250
ALKERMES PLC COMMON STOCK USD. COM G01767105 7,668 125,764 SH SOLE 86,294 0 39,470
ALLEGHANY CORP COMMON STOCK US COM 017175100 10,941 22,467 SH SOLE 17,357 0 5,110
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 4,152 138,348 SH SOLE 79,422 0 58,926
ALLEGIANT TRAVEL CO COMMON STO COM 01748X102 3,705 19,270 SH SOLE 12,269 0 7,001
ALLEGION PLC COM G0176J109 7,950 129,962 SH SOLE 84,825 0 45,137
ALLETE INC COMMON STOCK NPV COM 018522300 3,821 72,416 SH SOLE 33,076 0 39,340
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 25,326 85,488 SH SOLE 53,388 0 32,100
ALLIANCE FIBER OPTIC COM COM 018680306 1,417 81,344 SH SOLE 76,184 0 5,160
ALLIANCE ONE INTERNATIONAL COM COM 018772103 117 106,637 SH SOLE 49,817 0 56,820
ALLIANT ENERGY CORP COMMON STO COM 018802108 9,634 152,915 SH SOLE 118,101 0 34,814
ALLIED NEVADA GOLD CORP COMMON COM 019344100 14 131,015 SH SOLE 42,345 0 88,670
ALLIED WORLD ASSURANCE CO COMM COM H01531104 2,816 69,706 SH SOLE 45,674 0 24,032
ALLISON TRANSMISSION HOLDING C COM 01973R101 3,256 101,941 SH SOLE 74,839 0 27,102
ALLSCRIPTS HEALTHCARE SOLUTI C COM 01988P108 2,908 243,149 SH SOLE 191,760 0 51,389
ALLSTATE CORP COMMON STOCK USD COM 020002101 48,819 685,944 SH SOLE 345,927 0 340,017
ALLY FINANCIAL INC COM 02005N100 4,240 202,117 SH SOLE 147,117 0 55,000
ALMOST FAMILY INC COMMON STOCK COM 020409108 578 12,929 SH SOLE 5,619 0 7,310
ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 6,143 58,830 SH SOLE 40,817 0 18,013
ALON USA ENERGY INC COMMON STO COM 020520102 555 33,497 SH SOLE 13,987 0 19,510
ALPHA + OMEGA SEMICONDUCTOR CO COM G6331P104 248 27,826 SH SOLE 10,016 0 17,810
ALPHA NATURAL RESOURCES INC CO COM 02076X102 344 344,454 SH SOLE 148,558 0 195,896
ALTERA CORP COMMON STOCK USD.0 COM 021441100 19,809 461,634 SH SOLE 288,899 0 172,735
ALTISOURCE ASSET MANAGEMENT CO COM 02153X108 282 1,525 SH SOLE 842 0 683
ALTISOURCE PORTOLIO SOLUTIONS COM L0175J104 165 12,796 SH SOLE 7,151 0 5,645
ALTISOURCE RESIDENTIAL CORP CL COM 02153W100 1,518 72,748 SH SOLE 24,858 0 47,890
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 798 28,858 SH SOLE 17,353 0 11,505
ALTRIA GROUP INC COMMON STOCK COM 02209S103 144,102 2,880,890 SH SOLE 1,641,092 0 1,239,798
AMAG PHARMACEUTICALS INC COMMO COM 00163U106 1,497 27,379 SH SOLE 13,074 0 14,305
AMAZON.COM INC COMMON STOCK US COM 023135106 227,877 612,407 SH SOLE 316,230 0 296,177
AMBAC FINL GROUP INC COM COM 023139884 1,407 58,136 SH SOLE 20,126 0 38,010
AMBARELLA INC COM G037AX101 2,138 28,239 SH SOLE 16,184 0 12,055
AMBEV CIA DE BEBID ADR COM 02319V103 362 62,841 SH SOLE 62,841 0 0
AMC ENTERTAINMENT HLDGS CL A COM 00165C104 965 27,184 SH SOLE 9,284 0 17,900
AMC NETWORKS INC A COMMON STOC COM 00164V103 6,984 91,123 SH SOLE 75,605 0 15,518
AMDOCS LTD COMMON STOCK GBP.00 COM G02602103 5,554 102,100 SH SOLE 60,971 0 41,129
AMEDISYS INC COMMON STOCK USD. COM 023436108 1,198 44,720 SH SOLE 19,770 0 24,950
AMERCO COMMON STOCK USD.25 COM 023586100 2,142 6,483 SH SOLE 4,120 0 2,363
AMEREN CORPORATION COMMON STOC COM 023608102 13,411 317,791 SH SOLE 177,762 0 140,029
AMERESCO INC CL A COMMON STOCK COM 02361E108 202 27,246 SH SOLE 10,496 0 16,750
AMERICA CAPITAL MORTGAGE INC COM 02504A104 1,220 67,910 SH SOLE 24,763 0 43,147
AMERICA MOVIL ADR COM 02364W105 636 31,080 SH SOLE 31,080 0 0
AMERICA S CAR MART INC COMMON COM 03062T105 660 12,173 SH SOLE 6,003 0 6,170
AMERICAN AIRLINES GROUP INC COM 02376R102 59,410 1,125,607 SH SOLE 569,967 0 555,640
AMERICAN ASSETS TRUST INC REIT COM 024013104 2,555 59,029 SH SOLE 27,189 0 31,840
AMERICAN AXLE + MFG HOLDINGS C COM 024061103 1,905 73,759 SH SOLE 40,069 0 33,690
AMERICAN CAMPUS COMMUNITIES RE COM 024835100 6,730 156,997 SH SOLE 119,719 0 37,278
AMERICAN CAPITAL AGENCY CORP R COM 02503X105 4,890 229,267 SH SOLE 129,537 0 99,730
AMERICAN CAPITAL LTD COMMON ST COM 02503Y103 408 27,600 SH SOLE 2,100 0 25,500
AMERICAN EAGLE ENERGY CORP COM 02554F300 7 37,860 SH SOLE 12,160 0 25,700
AMERICAN EAGLE OUTFITTERS COMM COM 02553E106 7,440 435,592 SH SOLE 259,292 0 176,300
AMERICAN ELECTRIC POWER COMMON COM 025537101 44,429 789,857 SH SOLE 404,120 0 385,737
AMERICAN EQUITY INVT LIFE HL C COM 025676206 3,420 117,393 SH SOLE 52,003 0 65,390
AMERICAN EXPRESS CO COMMON STO COM 025816109 113,134 1,448,208 SH SOLE 750,999 0 697,209
AMERICAN FINANCIAL GROUP INC C COM 025932104 8,209 127,968 SH SOLE 107,780 0 20,188
AMERICAN HOMES 4 RENT COM 02665T306 1,556 94,022 SH SOLE 48,887 0 45,135
AMERICAN INTERNATIONAL GROUP C COM 026874784 116,396 2,124,407 SH SOLE 1,048,178 0 1,076,229
AMERICAN NATIONAL INSURANCE CO COM 028591105 552 5,613 SH SOLE 2,849 0 2,764
AMERICAN NATL BANKSHS COM COM 027745108 263 11,626 SH SOLE 4,336 0 7,290
AMERICAN PUBLIC EDUCATION COMM COM 02913V103 622 20,760 SH SOLE 12,040 0 8,720
AMERICAN RAILCAR INDUSTRIES CO COM 02916P103 891 17,916 SH SOLE 12,356 0 5,560
AMERICAN REALTY CAP PPTYS COM COM 02917T104 5,886 597,577 SH SOLE 316,479 0 281,098
AMERICAN RESIDENTIAL PROPERTIE COM 02927E303 733 40,761 SH SOLE 12,731 0 28,030
AMERICAN SCIENCE + ENGINEERI C COM 029429107 604 12,366 SH SOLE 5,416 0 6,950
AMERICAN SOFTWARE INC CL A COM COM 029683109 361 35,371 SH SOLE 24,941 0 10,430
AMERICAN STATES WATER CO COMMO COM 029899101 3,279 82,208 SH SOLE 46,648 0 35,560
AMERICAN TOWER REIT INC COM 03027X100 66,245 703,610 SH SOLE 345,830 0 357,780
AMERICAN VANGUARD CORP COMMON COM 030371108 564 53,144 SH SOLE 23,364 0 29,780
AMERICAN WATER WORKS CO INC CO COM 030420103 6,777 125,013 SH SOLE 67,955 0 57,058
AMERICAN WOODMARK CORP COMMON COM 030506109 783 14,310 SH SOLE 7,425 0 6,885
AMERIPRISE FINANCIAL INC COMMO COM 03076C106 32,502 248,407 SH SOLE 142,807 0 105,600
AMERIS BANCORP COMMON STOCK US COM 03076K108 1,125 42,621 SH SOLE 19,047 0 23,574
AMERISAFE INC COMMON STOCK USD COM 03071H100 1,382 29,889 SH SOLE 14,179 0 15,710
AMERISOURCEBERGEN CORP COMMON COM 03073E105 34,737 305,595 SH SOLE 193,542 0 112,053
AMES NATIONAL CORP COMMON STOC COM 031001100 314 12,623 SH SOLE 5,383 0 7,240
AMETEK INC COMMON STOCK USD.01 COM 031100100 19,055 362,672 SH SOLE 219,473 0 143,199
AMGEN INC COMMON STOCK USD.000 COM 031162100 205,010 1,282,517 SH SOLE 639,434 0 643,083
AMKOR TECHNOLOGY INC COMMON ST COM 031652100 897 101,509 SH SOLE 43,149 0 58,360
AMN HEALTHCARE SERVICES INC CO COM 001744101 1,614 69,949 SH SOLE 28,229 0 41,720
AMPCO PITTSBURGH CORP COMMON S COM 032037103 218 12,485 SH SOLE 4,495 0 7,990
AMPHENOL CORP CL A COMMON STOC COM 032095101 27,879 473,080 SH SOLE 315,450 0 157,630
AMPIO PHARMACEUTICALS INC COM COM 03209T109 303 40,178 SH SOLE 23,378 0 16,800
AMSURG CORP COMMON STOCK NPV COM 03232P405 4,325 70,302 SH SOLE 36,814 0 33,488
AMTRUST FINANCIAL SERVICES COM COM 032359309 4,628 81,213 SH SOLE 62,060 0 19,153
AMYRIS INC COMMON STOCK COM 03236M101 92 38,183 SH SOLE 14,423 0 23,760
ANACOR PHARMACEUTICALS INC COM COM 032420101 2,456 42,462 SH SOLE 18,562 0 23,900
ANADARKO PETROLEUM CORP COMMON COM 032511107 66,038 797,463 SH SOLE 398,494 0 398,969
ANALOG DEVICES INC COMMON STOC COM 032654105 28,347 449,960 SH SOLE 281,412 0 168,548
ANALOGIC CORP COMMON STOCK USD COM 032657207 2,044 22,488 SH SOLE 11,308 0 11,180
ANDERSONS INC/THE COMMON STOCK COM 034164103 1,564 37,811 SH SOLE 22,527 0 15,284
ANGIE'S LIST INC COM 034754101 254 43,242 SH SOLE 25,442 0 17,800
ANGIODYNAMICS INC COMMON STOCK COM 03475V101 688 38,652 SH SOLE 17,954 0 20,698
ANHEUSER BUSCH INBEV ADR COM 03524A108 1,300 10,667 SH SOLE 10,667 0 0
ANI PHARMACEUTICALS INC COM 00182C103 557 8,910 SH SOLE 5,870 0 3,040
ANIKA THERAPEUTICS INC COM COM 035255108 680 16,514 SH SOLE 10,529 0 5,985
ANIXTER INTERNATIONAL INC COMM COM 035290105 3,203 42,073 SH SOLE 22,525 0 19,548
ANN INC COMMON STOCK USD.0068 COM 035623107 3,620 88,231 SH SOLE 65,486 0 22,745
ANNALY CAPITAL MANAGEMENT IN R COM 035710409 7,048 677,733 SH SOLE 376,124 0 301,609
ANSYS INC COMMON STOCK USD.01 COM 03662Q105 11,446 129,785 SH SOLE 102,421 0 27,364
ANTARES PHARMA INC COMMON STOC COM 036642106 321 118,608 SH SOLE 70,628 0 47,980
ANTERO RESOURCES COM 03674X106 1,464 41,459 SH SOLE 29,839 0 11,620
ANTHEM INC COM 036752103 66,779 432,481 SH SOLE 211,840 0 220,641
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 985 193,520 SH SOLE 85,561 0 107,959
AOL INC COMMON STOCK USD.01 COM 00184X105 4,452 112,404 SH SOLE 86,014 0 26,390
AON PLC COM G0408V102 40,235 418,587 SH SOLE 279,013 0 139,574
APACHE CORP COMMON STOCK USD.6 COM 037411105 35,988 596,518 SH SOLE 292,517 0 304,001
APARTMENT INVT + MGMT CO A RE COM 03748R101 8,404 213,505 SH SOLE 121,468 0 92,037
APOGEE ENTERPRISES INC COMMON COM 037598109 1,731 40,079 SH SOLE 20,714 0 19,365
APOLLO COMMERCIAL REAL ESTAT R COM 03762U105 946 55,051 SH SOLE 16,451 0 38,600
APOLLO EDUCATION GROUP INC. COM 037604105 2,509 132,632 SH SOLE 100,450 0 32,182
APOLLO INVESTMENT CORP COMMON COM 03761U106 124 16,094 SH SOLE 2,066 0 14,028
APOLLO RESIDENTIAL MORTGAGE CO COM 03763V102 748 46,898 SH SOLE 19,418 0 27,480
APPLE INC COMMON STOCK NPV COM 037833100 1,222,744 9,826,762 SH SOLE 5,147,156 0 4,679,606
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APPLIED MATERIALS INC COMMON S COM 038222105 37,659 1,669,281 SH SOLE 990,340 0 678,941
APPLIED MICRO CIRCUITS CORP CO COM 03822W406 462 90,671 SH SOLE 54,351 0 36,320
APPLIED OPTOELECTRONICS INC COM 03823U102 199 14,360 SH SOLE 8,350 0 6,010
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APTARGROUP INC COMMON STOCK US COM 038336103 8,141 128,164 SH SOLE 109,643 0 18,521
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ARAMARK COM 03852U106 1,092 34,518 SH SOLE 22,018 0 12,500
ARATANA THERAPEUTICS INC COM COM 03874P101 420 26,240 SH SOLE 14,415 0 11,825
ARC DOCUMENT SOLUTIONS INC COM 00191G103 368 39,845 SH SOLE 21,595 0 18,250
ARCBEST CORP COM 03937C105 1,171 30,902 SH SOLE 17,917 0 12,985
ARCELOR MITTAL - NY REGISTERED COM 03938L104 125 13,320 SH SOLE 13,320 0 0
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ARCH COAL INC COMMON STOCK USD COM 039380100 359 359,286 SH SOLE 174,716 0 184,570
ARCHER DANIELS MIDLAND CO COMM COM 039483102 48,704 1,027,511 SH SOLE 516,512 0 510,999
ARCTIC CAT INC COMMON STOCK US COM 039670104 679 18,698 SH SOLE 9,438 0 9,260
ARDMORE SHIPPING CORP COM Y0207T100 229 22,775 SH SOLE 7,875 0 14,900
ARENA PHARMACEUTICALS INC COMM COM 040047102 1,093 250,151 SH SOLE 144,441 0 105,710
ARES COML REAL ESTATE COM COM 04013V108 385 34,827 SH SOLE 11,167 0 23,660
ARGAN INC COMMON STOCK USD.15 COM 04010E109 592 16,360 SH SOLE 8,070 0 8,290
ARGO GROUP INTERNATIONAL COMMO COM G0464B107 2,387 47,591 SH SOLE 20,806 0 26,785
ARIAD PHARMACEUTICALS INC COMM COM 04033A100 1,345 163,263 SH SOLE 86,988 0 76,275
ARISTA NETWORKS INC COM COM 040413106 306 4,340 SH SOLE 2,950 0 1,390
ARLINGTON ASSET INVESTMENT A C COM 041356205 601 24,994 SH SOLE 6,264 0 18,730
ARM HLDGS PLC ADR COM 042068106 325 6,589 SH SOLE 6,589 0 0
ARMADA HOFFLER PPTYS COM COM 04208T108 353 33,113 SH SOLE 10,803 0 22,310
ARMOUR RESIDENTIAL REIT INC RE COM 042315101 1,582 499,166 SH SOLE 199,276 0 299,890
ARMSTRONG WORLD INDUSTRIES COM COM 04247X102 2,060 35,852 SH SOLE 26,285 0 9,567
ARRAY BIOPHARMA INC COMMON STO COM 04269X105 1,039 140,923 SH SOLE 66,538 0 74,385
ARRIS GROUP INC COM 04270V106 5,699 197,229 SH SOLE 163,912 0 33,317
ARROW ELECTRONICS INC COMMON S COM 042735100 8,026 131,255 SH SOLE 103,705 0 27,550
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ARROWHEAD RESEARCH CORP COM 042797209 360 53,220 SH SOLE 28,470 0 24,750
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ARTHUR J GALLAGHER + CO COMMON COM 363576109 12,875 275,411 SH SOLE 238,704 0 36,707
ARTISAN PARTNERS ASSET COM COM 04316A108 918 20,200 SH SOLE 14,880 0 5,320
ARUBA NETWORKS INC COMMON STOC COM 043176106 2,804 114,514 SH SOLE 64,239 0 50,275
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ASHLAND INC COMMON STOCK USD.0 COM 044209104 12,227 96,040 SH SOLE 71,947 0 24,093
ASML HLDGS NV ADR COM N07059210 633 6,263 SH SOLE 6,263 0 0
ASPEN INSURANCE HOLDINGS LTD C COM G05384105 4,511 95,506 SH SOLE 75,662 0 19,844
ASPEN TECHNOLOGY INC COMMON ST COM 045327103 3,893 101,136 SH SOLE 57,601 0 43,535
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ASTEC INDUSTRIES INC COMMON ST COM 046224101 1,414 32,979 SH SOLE 15,339 0 17,640
ASTORIA FINANCIAL CORP COMMON COM 046265104 1,783 137,645 SH SOLE 58,739 0 78,906
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AT+T INC COMMON STOCK USD1. COM 00206R102 273,901 8,389,001 SH SOLE 4,194,753 0 4,194,248
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ATLANTIC POWER CORP COMMON STO COM 04878Q863 469 166,969 SH SOLE 65,729 0 101,240
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ATMEL CORP COMMON STOCK USD.00 COM 049513104 5,339 648,686 SH SOLE 530,272 0 118,414
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ATRICURE INC COMMON STOCK USD. COM 04963C209 573 27,987 SH SOLE 13,807 0 14,180
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ATWOOD OCEANICS INC COMMON STO COM 050095108 2,629 93,518 SH SOLE 65,057 0 28,461
AUDIENCE INC COM COM 05070J102 76 16,649 SH SOLE 6,839 0 9,810
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AV HOMES, INC COM 00234P102 240 15,017 SH SOLE 5,277 0 9,740
AVAGO TECHNOLOGIES LTD COMMON COM Y0486S104 42,433 334,173 SH SOLE 216,214 0 117,959
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 275 6,795 SH SOLE 2,970 0 3,825
AVALONBAY COMMUNITIES INC REIT COM 053484101 33,365 191,480 SH SOLE 105,704 0 85,776
AVERY DENNISON CORP COMMON STO COM 053611109 7,187 135,826 SH SOLE 77,423 0 58,403
AVG TECHNOLOGIES COM COM N07831105 645 29,803 SH SOLE 15,618 0 14,185
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AVISTA CORP COMMON STOCK NPV COM 05379B107 3,723 108,918 SH SOLE 55,653 0 53,265
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AXCELIS TECHNOLOGIES INC COMMO COM 054540109 387 162,773 SH SOLE 69,563 0 93,210
AXIALL CORP COM 05463D100 4,703 100,196 SH SOLE 37,446 0 62,750
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B/E AEROSPACE INC COMMON STOCK COM 073302101 10,540 165,679 SH SOLE 137,960 0 27,719
BABCOCK + WILCOX CO/THE COMMON COM 05615F102 2,350 73,241 SH SOLE 38,550 0 34,691
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BALCHEM CORP COMMON STOCK USD. COM 057665200 2,458 44,383 SH SOLE 31,748 0 12,635
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BALL CORP COMMON STOCK NPV COM 058498106 14,533 205,731 SH SOLE 130,445 0 75,286
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BANCFIRST CORP COMMON STOCK US COM 05945F103 730 11,978 SH SOLE 5,188 0 6,790
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BANCO LATINOAMERICANO COME E C COM P16994132 1,383 42,192 SH SOLE 16,830 0 25,362
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BANK MUTUAL CORP COMMON STOCK COM 063750103 589 80,509 SH SOLE 37,351 0 43,158
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BANK OF AMERICA CORP COMMON ST COM 060505104 252,839 16,428,774 SH SOLE 8,080,691 0 8,348,083
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BANK OF KENTUCKY FINL CORP COM COM 062896105 617 12,581 SH SOLE 7,261 0 5,320
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BANK OF NEW YORK MELLON CORP C COM 064058100 71,406 1,774,506 SH SOLE 871,714 0 902,792
BANK OF THE OZARKS COMMON STOC COM 063904106 4,596 124,454 SH SOLE 77,169 0 47,285
BANKFINANCIAL CORP COMMON STOC COM 06643P104 359 27,313 SH SOLE 11,908 0 15,405
BANKRATE INC COM COM 06647F102 984 86,748 SH SOLE 31,798 0 54,950
BANKUNITED INC COMMON STOCK US COM 06652K103 1,958 59,811 SH SOLE 32,929 0 26,882
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BARCLAYS PLC ADR COM 06738E204 807 55,419 SH SOLE 55,419 0 0
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BARRETT BUSINESS SVCS INC COMM COM 068463108 355 8,280 SH SOLE 3,875 0 4,405
BARRICK GOLD CORP COM COM 067901108 186 16,960 SH SOLE 16,960 0 0
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BAXTER INTERNATIONAL INC COMMO COM 071813109 56,386 823,148 SH SOLE 442,165 0 380,983
BAZAARVOICE INC COM COM 073271108 331 58,516 SH SOLE 26,026 0 32,490
BB+T CORP COMMON STOCK USD5. COM 054937107 46,181 1,184,432 SH SOLE 627,507 0 556,925
BBCN BANCORP INC COM 073295107 2,063 142,587 SH SOLE 71,874 0 70,713
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BEAZER HOMES USA INC COMMON ST COM 07556Q881 634 35,764 SH SOLE 17,666 0 18,098
BEBE STORES INC COMMON STOCK U COM 075571109 169 46,604 SH SOLE 18,724 0 27,880
BECTON DICKINSON AND CO COMMON COM 075887109 51,024 355,346 SH SOLE 211,755 0 143,591
BED BATH + BEYOND INC COMMON S COM 075896100 19,006 247,560 SH SOLE 145,447 0 102,113
BEL FUSE INC CL B COMMON STOCK COM 077347300 314 16,488 SH SOLE 7,068 0 9,420
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BELMOND LTD COM G1154H107 1,614 131,442 SH SOLE 50,139 0 81,303
BEMIS COMPANY COMMON STOCK USD COM 081437105 6,570 141,877 SH SOLE 111,061 0 30,816
BENCHMARK ELECTRONICS INC COMM COM 08160H101 2,010 83,628 SH SOLE 33,804 0 49,824
BENEFICIAL BANCORP INC COM 08171T102 496 43,917 SH SOLE 16,898 0 27,019
BERKSHIRE HATHAWAY INC CL B CO COM 084670702 412,180 2,856,013 SH SOLE 1,389,975 0 1,466,038
BERKSHIRE HILLS BANCORP INC CO COM 084680107 921 33,263 SH SOLE 12,113 0 21,150
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BEST BUY CO INC COMMON STOCK U COM 086516101 14,857 393,144 SH SOLE 234,284 0 158,860
BGC PARTNERS INC CL A COMMON S COM 05541T101 1,959 207,337 SH SOLE 75,597 0 131,740
BHP BBILLITON PLC ADR COM 05545E209 706 15,947 SH SOLE 15,947 0 0
BHP BILLITON LTD COM 088606108 1,084 23,334 SH SOLE 23,334 0 0
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BIG LOTS INC COMMON STOCK USD. COM 089302103 4,096 85,278 SH SOLE 66,039 0 19,239
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BILL BARRETT CORP COMMON STOCK COM 06846N104 651 78,464 SH SOLE 34,236 0 44,228
BIO PATH HOLDINGS INC COM 09057N102 129 71,475 SH SOLE 38,635 0 32,840
BIO RAD LABORATORIES A COMMON COM 090572207 4,682 34,636 SH SOLE 26,722 0 7,914
BIO REFERENCE LABS INC COMMON COM 09057G602 1,108 31,446 SH SOLE 17,931 0 13,515
BIO-TECHNE CORPORATION COM 09073M104 9,389 93,618 SH SOLE 82,705 0 10,913
BIOCRYST PHARMACEUTICALS INC C COM 09058V103 696 77,074 SH SOLE 41,694 0 35,380
BIODELIVERY SCIEN INTL COM COM 09060J106 432 41,125 SH SOLE 24,005 0 17,120
BIOGEN INC COM 09062X103 165,123 391,065 SH SOLE 197,536 0 193,529
BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 16,767 134,544 SH SOLE 95,367 0 39,177
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BIOTELEMETRY INC COM 090672106 250 28,215 SH SOLE 12,575 0 15,640
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BJ S RESTAURANTS INC COMMON ST COM 09180C106 2,018 40,001 SH SOLE 21,561 0 18,440
BLACK BOX CORP COMMON STOCK US COM 091826107 590 28,183 SH SOLE 13,203 0 14,980
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BLACK HILLS CORP COMMON STOCK COM 092113109 5,110 101,300 SH SOLE 61,839 0 39,461
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BLUCORA INC COM 095229100 923 67,562 SH SOLE 30,072 0 37,490
BLUE HILLS BANCORP COM 095573101 415 31,355 SH SOLE 7,605 0 23,750
BLUE NILE INC COMMON STOCK USD COM 09578R103 476 14,954 SH SOLE 8,494 0 6,460
BLUEBIRD BIO INC COM COM 09609G100 3,149 26,075 SH SOLE 14,780 0 11,295
BNC BANCORP COM COM 05566T101 489 26,991 SH SOLE 10,231 0 16,760
BOB EVANS FARMS COMMON STOCK U COM 096761101 1,773 38,324 SH SOLE 15,591 0 22,733
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BOK FINANCIAL CORPORATION COMM COM 05561Q201 2,562 41,847 SH SOLE 34,244 0 7,603
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BOOZ ALLEN HAMILTON HOLDING CO COM 099502106 2,168 74,918 SH SOLE 57,184 0 17,734
BORGWARNER INC COMMON STOCK US COM 099724106 19,613 324,295 SH SOLE 204,941 0 119,354
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BOSTON SCIENTIFIC CORP COMMON COM 101137107 30,887 1,740,105 SH SOLE 973,981 0 766,124
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BP AMOCO P L C SPONSORED ADR COM 055622104 1,855 47,443 SH SOLE 47,443 0 0
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BRADY CORPORATION CL A COMMO COM 104674106 2,397 84,742 SH SOLE 39,872 0 44,870
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BRAVO BRIO RESTAURANT GROUP CO COM 10567B109 294 20,045 SH SOLE 11,425 0 8,620
BRIDGE BANCORP INC COMMON STOC COM 108035106 381 14,765 SH SOLE 5,025 0 9,740
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BRIGHTCOVE INC COM COM 10921T101 237 32,317 SH SOLE 19,257 0 13,060
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BRINKER INTERNATIONAL INC COMM COM 109641100 6,682 108,539 SH SOLE 89,316 0 19,223
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BROADCOM CORP CL A COMMON STOC COM 111320107 28,907 667,681 SH SOLE 361,147 0 306,534
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BROADSOFT INC COMMON STOCK COM 11133B409 969 28,964 SH SOLE 15,599 0 13,365
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BROOKDALE SENIOR LIVING INC CO COM 112463104 5,113 135,413 SH SOLE 97,504 0 37,909
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BROOKLINE BANCORP INC COMMON S COM 11373M107 1,696 168,737 SH SOLE 104,301 0 64,436
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BROWN SHOE COMPANY INC COMMON COM 115736100 2,032 61,963 SH SOLE 32,208 0 29,755
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C&J ENERGY SERVICES INC COM COM G3164Q101 584 52,495 SH SOLE 28,522 0 23,973
C.H. ROBINSON WORLDWIDE INC CO COM 12541W209 17,668 241,307 SH SOLE 163,504 0 77,803
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CABELA S INC COMMON STOCK USD. COM 126804301 3,528 63,029 SH SOLE 50,699 0 12,330
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CABOT CORP COMMON STOCK USD1. COM 127055101 3,882 86,275 SH SOLE 66,699 0 19,576
CABOT MICROELECTRONICS CORP CO COM 12709P103 1,477 29,567 SH SOLE 15,882 0 13,685
CABOT OIL + GAS CORP COMMON ST COM 127097103 17,672 598,433 SH SOLE 376,285 0 222,148
CACI INTERNATIONAL INC CL A C COM 127190304 3,540 39,366 SH SOLE 19,141 0 20,225
CADENCE DESIGN SYS INC COMMON COM 127387108 8,100 439,249 SH SOLE 363,937 0 75,312
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CAESARS ENTERTAINMENT CORP COM COM 127686103 689 65,436 SH SOLE 25,436 0 40,000
CAI INTERNATIONAL INC COMMON S COM 12477X106 684 27,855 SH SOLE 13,765 0 14,090
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CALAMP CORP COM COM 128126109 645 39,833 SH SOLE 24,563 0 15,270
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CALGON CARBON CORP COMMON STOC COM 129603106 1,342 63,669 SH SOLE 35,369 0 28,300
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CALLIDUS SOFTWARE INC COMMON S COM 13123E500 555 43,773 SH SOLE 23,553 0 20,220
CALLON PETROLEUM CO COMMON STO COM 13123X102 506 67,789 SH SOLE 21,209 0 46,580
CALPINE CORP COMMON STOCK USD. COM 131347304 6,867 300,243 SH SOLE 166,764 0 133,479
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CAMPBELL SOUP CO COMMON STOCK COM 134429109 12,260 263,362 SH SOLE 152,196 0 111,166
CAMPUS CREST COMMUNITIES INC R COM 13466Y105 677 94,594 SH SOLE 35,324 0 59,270
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CANON INC ADR COM 138006309 637 18,012 SH SOLE 18,012 0 0
CANTEL MEDICAL CORP COMMON STO COM 138098108 2,975 62,627 SH SOLE 48,357 0 14,270
CAPELLA EDUCATION CO COMMON ST COM 139594105 923 14,232 SH SOLE 8,197 0 6,035
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CAPITAL ONE FINANCIAL CORP COM COM 14040H105 69,095 876,613 SH SOLE 431,755 0 444,858
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CARDINAL HEALTH INC COMMON STO COM 14149Y108 39,140 433,592 SH SOLE 231,564 0 202,028
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CARTER S INC COMMON STOCK USD. COM 146229109 7,516 81,281 SH SOLE 68,057 0 13,224
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CASCADE MICROTECH INC COM COM 147322101 211 15,530 SH SOLE 5,205 0 10,325
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CASS INFORMATION SYSTEMS INC C COM 14808P109 672 11,973 SH SOLE 7,237 0 4,736
CASTLE (A.M.) + CO COMMON STOC COM 148411101 110 30,027 SH SOLE 13,402 0 16,625
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CATALENT INC COM 148806102 1,536 49,315 SH SOLE 26,915 0 22,400
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CDW CORP COM 12514G108 2,497 67,054 SH SOLE 49,484 0 17,570
CECO ENVIRONMENTAL COM COM 125141101 372 35,064 SH SOLE 17,946 0 17,118
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CENTRAL EUROPEAN MEDIA ENT A C COM G20045202 264 99,295 SH SOLE 40,845 0 58,450
CENTRAL GARDEN AND PET CO A CO COM 153527205 744 70,049 SH SOLE 34,499 0 35,550
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CHANNELADVISOR CORP COM COM 159179100 197 20,338 SH SOLE 11,868 0 8,470
CHARLES RIVER LABORATORIES COM COM 159864107 6,394 80,635 SH SOLE 63,929 0 16,706
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CHENIERE ENERGY INC COMMON STO COM 16411R208 15,569 201,152 SH SOLE 140,113 0 61,039
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CHICO S FAS INC COMMON STOCK U COM 168615102 3,989 225,509 SH SOLE 179,976 0 45,533
CHIMERA INVESTMENT CORP REIT U COM 16934Q208 2,200 700,734 SH SOLE 382,778 0 317,956
CHIMERIX INC COM COM 16934W106 893 23,685 SH SOLE 16,905 0 6,780
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CHOICE HOTELS INTL INC COMMON COM 169905106 1,808 28,226 SH SOLE 18,121 0 10,105
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CLAYTON WILLIAMS ENERGY INC CO COM 969490101 283 5,598 SH SOLE 2,812 0 2,786
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COMMUNITYONE BANCORP COM 20416Q108 154 15,630 SH SOLE 6,210 0 9,420
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CORPORATE OFFICE PROPERTIES RE COM 22002T108 3,693 125,703 SH SOLE 94,273 0 31,430
CORRECTIONS CORP OF AMERICA CO COM 22025Y407 6,747 167,587 SH SOLE 123,503 0 44,084
CORVEL CORP COMMON STOCK USD.0 COM 221006109 615 17,867 SH SOLE 11,097 0 6,770
COSTAR GROUP INC COMMON STOCK COM 22160N109 4,949 25,014 SH SOLE 17,608 0 7,406
COSTCO WHOLESALE CORP COMMON S COM 22160K105 114,579 756,324 SH SOLE 405,265 0 351,059
COTY INC CL A COM 222070203 1,107 45,612 SH SOLE 31,702 0 13,910
COUPONS COM INC COM 22265J102 129 10,990 SH SOLE 6,170 0 4,820
COUSINS PROPERTIES INC REIT US COM 222795106 3,485 328,783 SH SOLE 128,354 0 200,429
COVANTA HOLDING CORP COMMON ST COM 22282E102 1,809 80,670 SH SOLE 47,759 0 32,911
COVISINT CORP COM 22357R103 111 54,704 SH SOLE 19,125 0 35,579
COWEN GROUP INC CLASS A COMMON COM 223622101 836 160,716 SH SOLE 58,508 0 102,208
CR BARD INC COMMON STOCK USD.2 COM 067383109 18,667 111,546 SH SOLE 71,962 0 39,584
CRA INTERNATIONAL INC COMMON S COM 12618T105 487 15,648 SH SOLE 5,738 0 9,910
CRACKER BARREL OLD COUNTRY COM COM 22410J106 7,426 48,809 SH SOLE 39,072 0 9,737
CRAFT BREW ALLIANCE INC COMMON COM 224122101 166 12,180 SH SOLE 6,760 0 5,420
CRANE CO COMMON STOCK USD1. COM 224399105 4,536 72,682 SH SOLE 57,214 0 15,468
CRAWFORD + CO CL B COMMON ST COM 224633107 333 38,574 SH SOLE 15,839 0 22,735
CRAY INC COMMON STOCK USD.01 COM 225223304 1,168 41,586 SH SOLE 24,726 0 16,860
CREDIT ACCEPTANCE CORP COMMON COM 225310101 1,947 9,987 SH SOLE 6,115 0 3,872
CREDIT SUISSE GROUP ADR COM 225401108 535 19,852 SH SOLE 19,852 0 0
CREE INC COMMON STOCK USD.0012 COM 225447101 5,911 166,549 SH SOLE 135,166 0 31,383
CRH PLC ADR COM 12626K203 300 11,452 SH SOLE 11,452 0 0
CROCS INC COMMON STOCK USD.001 COM 227046109 1,537 130,146 SH SOLE 57,696 0 72,450
CROSS COUNTRY HEALTHCARE INC C COM 227483104 589 49,680 SH SOLE 20,697 0 28,983
CROWN CASTLE INTL CORP COMMON COM 22822V101 41,069 497,559 SH SOLE 301,585 0 195,974
CROWN HOLDINGS INC COMMON STOC COM 228368106 6,420 118,852 SH SOLE 82,478 0 36,374
CROWN MEDIA HOLDINGS CLASS A C COM 228411104 172 42,965 SH SOLE 20,796 0 22,169
CRYOLIFE INC COMMON STOCK USD. COM 228903100 440 42,430 SH SOLE 19,190 0 23,240
CSG SYSTEMS INTL INC COMMON ST COM 126349109 1,526 50,224 SH SOLE 25,335 0 24,889
CSS INDUSTRIES INC COMMON STOC COM 125906107 503 16,687 SH SOLE 7,187 0 9,500
CST BRANDS INC COM 12646R105 4,917 112,187 SH SOLE 94,443 0 17,744
CSX CORP COMMON STOCK USD1. COM 126408103 55,445 1,674,067 SH SOLE 867,673 0 806,394
CTI BIOPHARMA CORPORATION COM 12648L106 255 141,070 SH SOLE 73,120 0 67,950
CTS CORP COMMON STOCK NPV COM 126501105 1,040 57,828 SH SOLE 25,208 0 32,620
CU BANKCORP CALIF COM COM 126534106 309 13,601 SH SOLE 5,221 0 8,380
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CUBIC CORP COMMON STOCK NPV COM 229669106 1,733 33,474 SH SOLE 15,844 0 17,630
CUI GLOBAL INC COM 126576206 123 21,035 SH SOLE 9,665 0 11,370
CULLEN/FROST BANKERS INC COMMO COM 229899109 6,912 100,063 SH SOLE 83,783 0 16,280
CULP INC COM 230215105 303 11,331 SH SOLE 4,511 0 6,820
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CUMULUS MEDIA INC CL A COMMON COM 231082108 379 153,399 SH SOLE 70,364 0 83,035
CURTISS WRIGHT CORP COMMON STO COM 231561101 5,622 76,036 SH SOLE 38,211 0 37,825
CUSTOMERS BANCORP INC COM 23204G100 805 33,030 SH SOLE 11,135 0 21,895
CVB FINANCIAL CORP COMMON STOC COM 126600105 2,792 175,152 SH SOLE 82,484 0 92,668
CVENT INC COM 23247G109 475 16,945 SH SOLE 9,575 0 7,370
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CVS HEALTH CORP COM 126650100 194,281 1,882,381 SH SOLE 956,641 0 925,740
CYAN INC COM COM 23247W104 98 24,554 SH SOLE 13,434 0 11,120
CYBERONICS INC COMMON STOCK US COM 23251P102 2,518 38,781 SH SOLE 26,051 0 12,730
CYNOSURE INC A COMMON STOCK US COM 232577205 972 31,693 SH SOLE 14,739 0 16,954
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 7,472 529,531 SH SOLE 381,385 0 148,146
CYRUSONE INC COM 23283R100 1,294 41,585 SH SOLE 11,775 0 29,810
CYS INVESTMENTS INC REIT USD.0 COM 12673A108 2,044 229,399 SH SOLE 93,008 0 136,391
CYTEC INDUSTRIES INC COMMON ST COM 232820100 5,326 98,562 SH SOLE 78,686 0 19,876
CYTOKINETICS INC COM COM 23282W605 316 46,630 SH SOLE 17,490 0 29,140
CYTORI THERAPEUTICS INC COMMON COM 23283K105 103 87,669 SH SOLE 38,964 0 48,705
CYTRX CORP COM COM 232828509 243 72,030 SH SOLE 30,430 0 41,600
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DAKTRONICS INC COMMON STOCK NP COM 234264109 614 56,805 SH SOLE 35,055 0 21,750
DANA HOLDING CORP COMMON STOCK COM 235825205 6,712 317,216 SH SOLE 201,301 0 115,915
DANAHER CORP COMMON STOCK USD. COM 235851102 90,146 1,061,785 SH SOLE 508,962 0 552,823
DARDEN RESTAURANTS INC COMMON COM 237194105 13,672 197,167 SH SOLE 127,378 0 69,789
DARLING INGREDIENTS COM 237266101 3,582 255,679 SH SOLE 124,429 0 131,250
DATALINK CORP COM COM 237934104 315 26,165 SH SOLE 10,295 0 15,870
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 20,311 249,890 SH SOLE 136,990 0 112,900
DCT INDUSTRIAL TRUST INC REIT COM 233153204 4,019 115,945 SH SOLE 37,391 0 78,554
DDR CORP COMMON STOCK COM 23317H102 3,970 213,198 SH SOLE 107,311 0 105,887
DEALERTRACK TECHNOLOGIES INC COM 242309102 2,525 65,542 SH SOLE 37,767 0 27,775
DEAN FOODS CO COMMON STOCK USD COM 242370203 3,148 190,448 SH SOLE 107,548 0 82,900
DECKERS OUTDOOR CORP COMMON ST COM 243537107 3,846 52,781 SH SOLE 43,178 0 9,603
DEERE + CO COMMON STOCK USD1. COM 244199105 57,730 658,344 SH SOLE 329,065 0 329,279
DEL FRISCO'S RESTAURANT GROUP COM 245077102 385 19,104 SH SOLE 9,319 0 9,785
DELEK US HOLDINGS INC COMMON S COM 246647101 2,894 72,805 SH SOLE 34,279 0 38,526
DELL INC COMMON STOCK USD.01 COM 24702R101 5,720 416,000 SH SOLE 0 0 416,000
DELPHI AUTOMOTIVE COM G27823106 16,293 204,325 SH SOLE 127,646 0 76,679
DELTA AIR LINES INC COMMON STO COM 247361702 58,320 1,297,160 SH SOLE 633,310 0 663,850
DELTIC TIMBER CORP COMMON STOC COM 247850100 1,045 15,774 SH SOLE 9,489 0 6,285
DELUXE CORP COMMON STOCK USD1. COM 248019101 7,305 105,446 SH SOLE 71,486 0 33,960
DEMAND MEDIA INC COMMON STOCK COM 24802N208 82 14,306 SH SOLE 4,192 0 10,114
DEMANDWARE INC COM COM 24802Y105 1,783 29,275 SH SOLE 16,695 0 12,580
DENBURY RESOURCES INC COMMON S COM 247916208 3,124 428,553 SH SOLE 318,254 0 110,299
DENNY S CORP COMMON STOCK USD. COM 24869P104 1,091 95,704 SH SOLE 47,954 0 47,750
DENTSPLY INTERNATIONAL INC COM COM 249030107 13,172 258,829 SH SOLE 179,047 0 79,782
DEPOMED INC COMMON STOCK NPV COM 249908104 1,580 70,510 SH SOLE 45,840 0 24,670
DERMA SCIENCES INC COM COM 249827502 247 29,174 SH SOLE 10,764 0 18,410
DESTINATION MATERNITY CORP COM COM 25065D100 280 18,614 SH SOLE 7,889 0 10,725
DESTINATION XL GROUP INC COM 25065K104 239 48,370 SH SOLE 22,845 0 25,525
DEUTSCHE BANK AG COM D18190898 651 18,745 SH SOLE 18,745 0 0
DEVON ENERGY CORPORATION COMMO COM 25179M103 37,807 626,879 SH SOLE 312,887 0 313,992
DEVRY EDUCATION GROUP COMMON S COM 251893103 2,710 81,239 SH SOLE 61,693 0 19,546
DEX MEDIA INC COM COM 25213A107 98 23,418 SH SOLE 10,508 0 12,910
DEXCOM INC COMMON STOCK USD.00 COM 252131107 5,468 87,715 SH SOLE 49,440 0 38,275
DHI GROUP INC COM 23331S100 532 59,588 SH SOLE 27,158 0 32,430
DHT HOLDINGS INC COMMON STOCK COM Y2065G121 787 112,715 SH SOLE 34,815 0 77,900
DIAGEO PLC ADR COM 25243Q205 986 8,914 SH SOLE 8,914 0 0
DIAMOND FOODS INC COMMON STOCK COM 252603105 831 25,506 SH SOLE 15,581 0 9,925
DIAMOND HILL INVESTMENT GRP CO COM 25264R207 578 3,612 SH SOLE 2,452 0 1,160
DIAMOND OFFSHORE DRILLING COMM COM 25271C102 3,306 123,388 SH SOLE 73,620 0 49,768
DIAMOND RESORTS INT COM 25272T104 1,099 32,885 SH SOLE 17,395 0 15,490
DIAMONDROCK HOSPITALITY CO REI COM 252784301 4,760 336,838 SH SOLE 154,632 0 182,206
DICK S SPORTING GOODS INC COMM COM 253393102 7,425 130,284 SH SOLE 106,073 0 24,211
DIEBOLD INC COMMON STOCK USD1. COM 253651103 3,357 94,678 SH SOLE 78,331 0 16,347
DIGI INTERNATIONAL INC COMMON COM 253798102 428 42,864 SH SOLE 18,739 0 24,125
DIGITAL REALTY TRUST INC REIT COM 253868103 6,557 99,416 SH SOLE 49,669 0 49,747
DIGITALGLOBE INC COMMON STOCK COM 25389M877 3,624 106,380 SH SOLE 38,412 0 67,968
DILLARDS INC CL A COMMON STOCK COM 254067101 2,793 20,460 SH SOLE 13,349 0 7,111
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DINEEQUITY INC COMMON STOCK US COM 254423106 2,921 27,297 SH SOLE 14,924 0 12,373
DIODES INC COMMON STOCK USD.66 COM 254543101 1,446 50,636 SH SOLE 27,941 0 22,695
DIPLOMAT PHARMACY INC COM 25456K101 387 11,200 SH SOLE 1,775 0 9,425
DIRECTV CLASS A COMMON STOCK U COM 25490A309 66,548 782,003 SH SOLE 406,293 0 375,710
DISCOVER FINANCIAL SERVICES CO COM 254709108 39,930 708,608 SH SOLE 348,698 0 359,910
DISCOVERY COMMUNICATIONS A COM COM 25470F104 8,251 268,231 SH SOLE 172,244 0 95,987
DISCOVERY COMMUNICATIONS SERIE COM 25470F302 10,075 341,799 SH SOLE 221,222 0 120,577
DISH NETWORK CORP A COMMON STO COM 25470M109 12,035 171,786 SH SOLE 113,852 0 57,934
DIXIE GROUP INC COM COM 255519100 130 14,385 SH SOLE 6,985 0 7,400
DOLBY LABORATORIES INC CL A CO COM 25659T107 1,228 32,175 SH SOLE 16,997 0 15,178
DOLLAR GENERAL CORP COMMON STO COM 256677105 30,552 405,312 SH SOLE 255,172 0 150,140
DOLLAR TREE INC COMMON STOCK U COM 256746108 24,387 300,540 SH SOLE 189,913 0 110,627
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DOMINO S PIZZA INC COMMON STOC COM 25754A201 8,590 85,427 SH SOLE 73,729 0 11,698
DOMTAR CORP COMMON STOCK USD.0 COM 257559203 3,863 83,570 SH SOLE 66,783 0 16,787
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DONEGAL GROUP INC CL A COMMON COM 257701201 184 11,690 SH SOLE 5,000 0 6,690
DORMAN PRODUCTS INC COMMON STO COM 258278100 1,566 31,474 SH SOLE 20,249 0 11,225
DOT HILL SYSTEMS CORP COMMON S COM 25848T109 299 56,440 SH SOLE 31,710 0 24,730
DOUGLAS DYNAMICS INC COMMON ST COM 25960R105 499 21,828 SH SOLE 11,558 0 10,270
DOUGLAS EMMETT INC REIT USD.01 COM 25960P109 3,036 101,853 SH SOLE 52,780 0 49,073
DOVER CORP COMMON STOCK USD1. COM 260003108 17,828 257,922 SH SOLE 155,134 0 102,788
DOW CHEMICAL CO/THE COMMON STO COM 260543103 87,242 1,818,296 SH SOLE 895,925 0 922,371
DR HORTON INC COMMON STOCK USD COM 23331A109 11,613 407,777 SH SOLE 227,404 0 180,373
DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 22,407 285,508 SH SOLE 182,255 0 103,253
DREAMWORKS ANIMATION SKG A COM COM 26153C103 2,416 99,828 SH SOLE 76,053 0 23,775
DRESSER RAND GROUP INC COMMON COM 261608103 9,639 119,968 SH SOLE 100,095 0 19,873
DREW INDUSTRIES INC COMMON STO COM 26168L205 1,953 31,738 SH SOLE 20,003 0 11,735
DRIL QUIP INC COMMON STOCK USD COM 262037104 4,430 64,777 SH SOLE 51,760 0 13,017
DSP GROUP INC COMMON STOCK USD COM 23332B106 427 35,653 SH SOLE 14,693 0 20,960
DST SYSTEMS INC COMMON STOCK U COM 233326107 5,699 51,481 SH SOLE 42,092 0 9,389
DSW INC CLASS A COMMON STOCK N COM 23334L102 1,731 46,942 SH SOLE 26,832 0 20,110
DTE ENERGY COMPANY COMMON STOC COM 233331107 19,072 236,358 SH SOLE 133,043 0 103,315
DTS INC COMMON STOCK USD.0001 COM 23335C101 860 25,229 SH SOLE 13,037 0 12,192
DU PONT (E.I.) DE NEMOURS COMM COM 263534109 105,347 1,474,007 SH SOLE 761,020 0 712,987
DUCOMMUN INC COMMON STOCK USD. COM 264147109 354 13,651 SH SOLE 5,891 0 7,760
DUKE ENERGY CORP COMMON STOCK COM 26441C204 84,581 1,101,607 SH SOLE 540,579 0 561,028
DUKE REALTY CORP REIT USD.01 COM 264411505 10,842 498,034 SH SOLE 374,737 0 123,297
DUN + BRADSTREET CORP COMMON S COM 26483E100 6,809 53,047 SH SOLE 32,433 0 20,614
DUNKIN BRANDS GROUP INC COM COM 265504100 4,012 84,348 SH SOLE 60,178 0 24,170
DUPONT FABROS TECHNOLOGY REIT COM 26613Q106 2,851 87,247 SH SOLE 33,708 0 53,539
DXP ENTERPRISES INC COMMON STO COM 233377407 749 16,984 SH SOLE 9,998 0 6,986
DYAX CORP COMMON STOCK USD.01 COM 26746E103 2,341 139,707 SH SOLE 81,792 0 57,915
DYCOM INDUSTRIES INC COMMON ST COM 267475101 2,130 43,606 SH SOLE 25,617 0 17,989
DYNAMIC MATERIALS CORP COMMON COM 267888105 249 19,507 SH SOLE 7,632 0 11,875
DYNAVAX TECHNOLOGIES CORP COMM COM 268158201 761 33,922 SH SOLE 11,075 0 22,847
DYNEGY INC COM 26817R108 5,040 160,354 SH SOLE 56,724 0 103,630
DYNEX CAPITAL INC REIT USD.01 COM 26817Q506 658 77,675 SH SOLE 30,615 0 47,060
Diamondback Energy, Inc. COM 25278X109 3,294 42,873 SH SOLE 23,403 0 19,470
E TRADE FINANCIAL CORP COMMON COM 269246401 10,156 355,651 SH SOLE 188,484 0 167,167
EAGLE BANCORP INC COMMON STOCK COM 268948106 970 25,249 SH SOLE 11,330 0 13,919
EAGLE MATERIALS INC COMMON STO COM 26969P108 6,375 76,290 SH SOLE 63,791 0 12,499
EARTHLINK HOLDINGS CORP COM 27033X101 691 155,604 SH SOLE 63,374 0 92,230
EAST WEST BANCORP INC COMMON S COM 27579R104 7,869 194,493 SH SOLE 150,645 0 43,848
EASTGROUP PROPERTIES INC REIT COM 277276101 2,737 45,510 SH SOLE 27,748 0 17,762
EASTMAN CHEMICAL CO COMMON STO COM 277432100 14,398 207,889 SH SOLE 132,258 0 75,631
EASTMAN KODAK CO COM 277461406 431 22,685 SH SOLE 8,085 0 14,600
EATON CORP PLC COM G29183103 47,708 702,214 SH SOLE 365,589 0 336,625
EATON VANCE CORP COMMON STOCK COM 278265103 7,720 185,392 SH SOLE 153,173 0 32,219
EBAY INC COMMON STOCK USD.001 COM 278642103 112,159 1,944,499 SH SOLE 999,697 0 944,802
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EBIX INC COMMON STOCK USD.1 COM 278715206 2,616 86,102 SH SOLE 59,064 0 27,038
ECHO GLOBAL LOGISTICS INC COMM COM 27875T101 573 21,035 SH SOLE 11,335 0 9,700
ECHOSTAR CORP A COMMON STOCK U COM 278768106 1,702 32,899 SH SOLE 17,348 0 15,551
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ECOLAB INC COMMON STOCK USD1. COM 278865100 54,246 474,257 SH SOLE 260,216 0 214,041
EDISON INTERNATIONAL COMMON ST COM 281020107 25,327 405,427 SH SOLE 220,397 0 185,030
EDUCATION REALTY TRUST INC REI COM 28140H203 2,712 76,644 SH SOLE 34,548 0 42,096
EDWARDS LIFESCIENCES CORP COMM COM 28176E108 21,942 154,021 SH SOLE 99,458 0 54,563
EHEALTH INC COMMON STOCK USD.0 COM 28238P109 203 21,649 SH SOLE 14,399 0 7,250
EL PASO ELECTRIC CO COMMON STO COM 283677854 2,806 72,631 SH SOLE 36,201 0 36,430
ELECTRO RENT CORP COMMON STOCK COM 285218103 322 28,415 SH SOLE 12,975 0 15,440
ELECTRO SCIENTIFIC INDS INC CO COM 285229100 246 39,793 SH SOLE 17,013 0 22,780
ELECTRONIC ARTS INC COMMON STO COM 285512109 25,234 429,041 SH SOLE 264,665 0 164,376
ELECTRONICS FOR IMAGING COMMON COM 286082102 2,788 66,775 SH SOLE 44,550 0 22,225
ELI LILLY + CO COMMON STOCK NP COM 532457108 110,244 1,517,469 SH SOLE 800,695 0 716,774
ELIZABETH ARDEN INC COMMON STO COM 28660G106 745 47,735 SH SOLE 24,155 0 23,580
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EMC CORP/MASS COMMON STOCK USD COM 268648102 81,955 3,206,388 SH SOLE 1,573,316 0 1,633,072
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EMERALD OIL INC COM 29101U209 66 89,192 SH SOLE 27,643 0 61,549
EMERGENT BIOSOLUTIONS INC COMM COM 29089Q105 1,277 44,411 SH SOLE 18,661 0 25,750
EMERSON ELECTRIC CO COMMON STO COM 291011104 69,229 1,222,695 SH SOLE 589,668 0 633,027
EMPIRE DISTRICT ELECTRIC CO CO COM 291641108 2,079 83,762 SH SOLE 45,615 0 38,147
EMPIRE RESORTS INC COM COM 292052206 74 15,980 SH SOLE 6,280 0 9,700
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EMPLOYERS HOLDINGS INC COMMON COM 292218104 1,475 54,650 SH SOLE 32,983 0 21,667
EMULEX CORP COMMON STOCK USD.1 COM 292475209 870 109,150 SH SOLE 44,290 0 64,860
ENANTA PHARMACEUTICALS COM COM 29251M106 307 10,013 SH SOLE 5,533 0 4,480
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ENDO INTERNATIONAL PLC COM G30401106 19,336 215,564 SH SOLE 145,114 0 70,450
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ENERGEN CORP COMMON STOCK USD. COM 29265N108 6,671 101,083 SH SOLE 78,835 0 22,248
ENERGIZER HOLDINGS INC COMMON COM 29266R108 11,824 85,648 SH SOLE 67,347 0 18,301
ENERGY RECOVERY INC COMMON STO COM 29270J100 127 49,125 SH SOLE 23,590 0 25,535
ENERGY XXI BERMUDA COMMON STOC COM G10082140 499 137,137 SH SOLE 52,641 0 84,496
ENERNOC INC COMMON STOCK USD.0 COM 292764107 413 36,238 SH SOLE 14,998 0 21,240
ENERSYS COMMON STOCK USD.01 COM 29275Y102 4,854 75,562 SH SOLE 39,547 0 36,015
ENGILITY HOLDINGS INC. COM 29286C107 814 27,104 SH SOLE 10,661 0 16,443
ENI SPA ADR COM 26874R108 519 14,997 SH SOLE 14,997 0 0
ENNIS INC COMMON STOCK USD2.5 COM 293389102 572 40,517 SH SOLE 16,343 0 24,174
ENOVA INTERNATIONAL INC COM 29357K103 878 44,611 SH SOLE 21,860 0 22,751
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ENPHASE ENERGY INC COM COM 29355A107 216 16,363 SH SOLE 8,953 0 7,410
ENPRO INDUSTRIES INC COMMON ST COM 29355X107 2,052 31,110 SH SOLE 19,565 0 11,545
ENSCO PLC COM G3157S106 4,055 192,438 SH SOLE 125,564 0 66,874
ENSIGN GROUP INC/THE COMMON ST COM 29358P101 1,190 25,389 SH SOLE 15,259 0 10,130
ENSTAR GROUP LTD COMMON STOCK COM G3075P101 2,124 14,975 SH SOLE 6,706 0 8,269
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ENTERCOM COMMUNICATIONS CL A C COM 293639100 452 37,163 SH SOLE 14,723 0 22,440
ENTERGY CORP COMMON STOCK USD. COM 29364G103 18,131 233,981 SH SOLE 136,944 0 97,037
ENTERPRISE BANCORP INC COMMON COM 293668109 221 10,392 SH SOLE 4,092 0 6,300
ENTERPRISE FINANCIAL SERVICE C COM 293712105 555 26,862 SH SOLE 10,272 0 16,590
ENTRAVISION COMMUNICATIONS A C COM 29382R107 404 63,778 SH SOLE 34,708 0 29,070
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 431 145,610 SH SOLE 72,930 0 72,680
ENVESTNET INC COMMON STOCK COM 29404K106 1,800 32,091 SH SOLE 17,841 0 14,250
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ENZO BIOCHEM INC COMMON STOCK COM 294100102 104 35,115 SH SOLE 16,135 0 18,980
EOG RESOURCES INC COMMON STOCK COM 26875P101 80,449 877,401 SH SOLE 452,266 0 425,135
EP ENERGY CORP CL A COM 268785102 236 22,558 SH SOLE 10,008 0 12,550
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EPLUS INC COMMON STOCK USD.01 COM 294268107 570 6,559 SH SOLE 2,229 0 4,330
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EQT CORP COMMON STOCK NPV COM 26884L109 17,915 216,178 SH SOLE 134,758 0 81,420
EQUIFAX INC COMMON STOCK USD1. COM 294429105 17,399 187,082 SH SOLE 122,082 0 65,000
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EQUITY COMMONWEALTH COM 294628102 2,348 88,420 SH SOLE 44,102 0 44,318
EQUITY LIFESTYLE PROPERTIES RE COM 29472R108 4,073 74,116 SH SOLE 44,812 0 29,304
EQUITY ONE INC REIT USD.01 COM 294752100 3,736 139,974 SH SOLE 82,574 0 57,400
EQUITY RESIDENTIAL REIT USD.01 COM 29476L107 49,547 636,356 SH SOLE 327,547 0 308,809
ERA GROUP INC. COM 26885G109 681 32,699 SH SOLE 13,269 0 19,430
ERICKSON INC COM 29482P100 45 10,474 SH SOLE 2,645 0 7,829
ERICSSON TEL - SP ADR COM 294821608 612 48,796 SH SOLE 48,796 0 0
ERIE INDEMNITY COMPANY CL A CO COM 29530P102 3,546 40,633 SH SOLE 32,784 0 7,849
EROS INTL PLC COM G3788M114 447 25,565 SH SOLE 10,375 0 15,190
ESCALADE INC COM COM 296056104 217 12,505 SH SOLE 3,830 0 8,675
ESCO TECHNOLOGIES INC COMMON S COM 296315104 1,682 43,154 SH SOLE 18,984 0 24,170
ESPERION THERAPEUTICS INC COM COM 29664W105 490 5,290 SH SOLE 2,655 0 2,635
ESSENT GROUP LTD COM G3198U102 975 40,795 SH SOLE 22,641 0 18,154
ESSEX PROPERTY TRUST INC REIT COM 297178105 19,364 84,226 SH SOLE 42,072 0 42,154
ESTEE LAUDER COMPANIES CL A CO COM 518439104 30,218 363,371 SH SOLE 187,963 0 175,408
ESTERLINE TECHNOLOGIES CORP CO COM 297425100 8,234 71,963 SH SOLE 43,682 0 28,281
ETHAN ALLEN INTERIORS INC COMM COM 297602104 1,191 43,101 SH SOLE 20,251 0 22,850
EURONET WORLDWIDE INC COMMON S COM 298736109 3,429 58,374 SH SOLE 35,439 0 22,935
EVERBANK FINANCIAL CORP COM COM 29977G102 2,116 117,382 SH SOLE 40,072 0 77,310
EVERCORE PARTNERS INC CL A COM COM 29977A105 2,042 39,530 SH SOLE 24,340 0 15,190
EVEREST RE GROUP LTD COMMON ST COM G3223R108 10,537 60,559 SH SOLE 48,044 0 12,515
EVERSOURCE ENERGY COM 30040W108 21,222 420,066 SH SOLE 241,184 0 178,882
EVERTEC INC COM COM 30040P103 1,306 59,730 SH SOLE 32,235 0 27,495
EVINE LIVE INC COM 300487105 356 53,110 SH SOLE 23,550 0 29,560
EVOLUTION PETROLEUM CORP COMMO COM 30049A107 113 18,920 SH SOLE 11,070 0 7,850
EW SCRIPPS CO/THE A COMMON STO COM 811054402 1,803 63,381 SH SOLE 35,365 0 28,016
EXACT SCIENCES CORP COMMON STO COM 30063P105 1,924 87,365 SH SOLE 46,665 0 40,700
EXACTECH INC COMMON STOCK USD. COM 30064E109 343 13,388 SH SOLE 5,158 0 8,230
EXAMWORKS GROUP INC COMMON STO COM 30066A105 1,553 37,305 SH SOLE 22,845 0 14,460
EXAR CORP COMMON STOCK USD.000 COM 300645108 663 65,958 SH SOLE 31,340 0 34,618
EXCEL TRUST INC REIT USD.01 COM 30068C109 1,164 82,990 SH SOLE 28,090 0 54,900
EXCO RESOURCES INC COMMON STOC COM 269279402 369 201,692 SH SOLE 89,122 0 112,570
EXELIS INC COM 30162A108 6,766 277,634 SH SOLE 217,678 0 59,956
EXELIXIS INC COMMON STOCK USD. COM 30161Q104 435 169,080 SH SOLE 119,380 0 49,700
EXELON CORP COMMON STOCK NPV COM 30161N101 45,553 1,355,326 SH SOLE 668,316 0 687,010
EXLSERVICE HOLDINGS INC COMMON COM 302081104 2,008 53,982 SH SOLE 30,782 0 23,200
EXPEDIA INC COM 30212P303 13,513 143,561 SH SOLE 91,482 0 52,079
EXPEDITORS INTL WASH INC COMMO COM 302130109 15,371 319,025 SH SOLE 217,279 0 101,746
EXPONENT INC COMMON STOCK USD. COM 30214U102 1,420 15,970 SH SOLE 10,455 0 5,515
EXPRESS INC COMMON STOCK COM 30219E103 1,824 110,374 SH SOLE 39,044 0 71,330
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 104,920 1,209,176 SH SOLE 600,920 0 608,256
EXTERRAN HOLDINGS INC COMMON S COM 30225X103 3,495 104,108 SH SOLE 49,458 0 54,650
EXTRA SPACE STORAGE INC REIT U COM 30225T102 13,768 203,765 SH SOLE 168,346 0 35,419
EXTREME NETWORKS INC COMMON ST COM 30226D106 351 110,991 SH SOLE 58,761 0 52,230
EXXON MOBIL CORP COMMON STOCK COM 30231G102 573,248 6,744,089 SH SOLE 3,403,184 0 3,340,905
EZCORP INC CL A COMMON STOCK U COM 302301106 739 80,984 SH SOLE 34,464 0 46,520
F5 NETWORKS INC COMMON STOCK N COM 315616102 12,237 106,462 SH SOLE 68,447 0 38,015
FABRINET COMMON STOCK USD.01 COM G3323L100 935 49,217 SH SOLE 19,867 0 29,350
FACEBOOK INC COM COM 30303M102 271,947 3,307,756 SH SOLE 1,710,559 0 1,597,197
FACTSET RESEARCH SYSTEMS INC C COM 303075105 12,450 78,202 SH SOLE 67,797 0 10,405
FAIR ISAAC CORP COMMON STOCK U COM 303250104 5,384 60,682 SH SOLE 44,577 0 16,105
FAIRCHILD SEMICONDUCTOR INTE C COM 303726103 4,671 256,925 SH SOLE 144,325 0 112,600
FAIRPOINT COMMUNICATIONS INC C COM 305560302 394 22,368 SH SOLE 11,618 0 10,750
FAIRWAY GROUP HOLDINGS INC COM 30603D109 110 16,176 SH SOLE 10,136 0 6,040
FAMILY DOLLAR STORES COMMON ST COM 307000109 13,449 169,719 SH SOLE 115,904 0 53,815
FANNIE MAE COM 313586109 149 63,500 SH SOLE 0 0 63,500
FARMER BROS CO COMMON STOCK US COM 307675108 226 9,146 SH SOLE 3,776 0 5,370
FARO TECHNOLOGIES INC COMMON S COM 311642102 1,411 22,712 SH SOLE 13,502 0 9,210
FASTENAL CO COMMON STOCK USD.0 COM 311900104 19,386 467,875 SH SOLE 302,068 0 165,807
FBL FINANCIAL GROUP INC CL A C COM 30239F106 929 14,985 SH SOLE 6,065 0 8,920
FBR + CO COMMON STOCK USD.001 COM 30247C400 277 11,999 SH SOLE 5,085 0 6,914
FCB FINANCIAL HLDGS CL A COM 30255G103 220 8,050 SH SOLE 1,000 0 7,050
FEDERAL AGRIC MTG CORP CL C CO COM 313148306 413 14,634 SH SOLE 5,674 0 8,960
FEDERAL MOGUL HOLDINGS CORP COM 313549404 578 43,393 SH SOLE 14,753 0 28,640
FEDERAL REALTY INVS TRUST REIT COM 313747206 17,825 121,083 SH SOLE 96,422 0 24,661
FEDERAL SIGNAL CORP COMMON STO COM 313855108 1,496 94,730 SH SOLE 38,660 0 56,070
FEDERATED INVESTORS INC CL B C COM 314211103 5,229 154,295 SH SOLE 128,690 0 25,605
FEDERATED NATL HLDG CORO COM 31422T101 368 12,040 SH SOLE 5,755 0 6,285
FEDEX CORP COMMON STOCK USD.1 COM 31428X106 73,428 443,810 SH SOLE 221,181 0 222,629
FEI COMPANY COMMON STOCK NPV COM 30241L109 6,006 78,678 SH SOLE 59,315 0 19,363
FELCOR LODGING TRUST INC REIT COM 31430F101 2,386 207,688 SH SOLE 91,638 0 116,050
FEMALE HEALTH COMPANY COMMON S COM 314462102 58 20,456 SH SOLE 12,876 0 7,580
FERRO CORP COMMON STOCK USD1. COM 315405100 895 71,310 SH SOLE 39,435 0 31,875
FIBROGEN INC COM 31572Q808 200 6,380 SH SOLE 1,880 0 4,500
FIDELITY & GUARANTY LIFE COM 315785105 293 13,800 SH SOLE 4,270 0 9,530
FIDELITY NATIONAL FIN VENTURES COM 31620R402 813 57,670 SH SOLE 33,530 0 24,140
FIDELITY NATIONAL INFORMATIO C COM 31620M106 24,754 363,712 SH SOLE 202,870 0 160,842
FIDELITY SOUTHN CORP COM COM 316394105 353 20,917 SH SOLE 7,198 0 13,719
FIESTA RESTAURANT GROUP COM 31660B101 1,504 24,659 SH SOLE 13,329 0 11,330
FIFTH THIRD BANCORP COMMON STO COM 316773100 20,140 1,068,453 SH SOLE 569,623 0 498,830
FINANCIAL ENGINES INC COMMON S COM 317485100 2,429 58,079 SH SOLE 36,734 0 21,345
FINANCIAL INSTITUTIONS INC COM COM 317585404 498 21,698 SH SOLE 9,968 0 11,730
FINISAR CORPORATION COMMON STO COM 31787A507 2,349 110,098 SH SOLE 62,340 0 47,758
FINISH LINE/THE CL A COMMON COM 317923100 1,782 72,681 SH SOLE 34,679 0 38,002
FIREEYE INC COM 31816Q101 2,596 66,149 SH SOLE 45,679 0 20,470
FIRST AMERICAN FINANCIAL COMMO COM 31847R102 8,566 240,069 SH SOLE 143,657 0 96,412
FIRST BANCORP INC/ME COMMON ST COM 31866P102 230 13,201 SH SOLE 5,321 0 7,880
FIRST BANCORP PUERTO RICO COMM COM 318672706 938 151,308 SH SOLE 64,008 0 87,300
FIRST BANCORP/NC COMMON STOCK COM 318910106 551 31,366 SH SOLE 12,073 0 19,293
FIRST BUSEY CORP COMMON STOCK COM 319383105 796 119,049 SH SOLE 56,749 0 62,300
FIRST CASH FINL SVCS INC COMMO COM 31942D107 1,819 39,100 SH SOLE 24,765 0 14,335
FIRST CITIZENS BCSHS CL A CO COM 31946M103 3,186 12,268 SH SOLE 3,742 0 8,526
FIRST COMMONWEALTH FINL CORP C COM 319829107 1,478 164,269 SH SOLE 82,143 0 82,126
FIRST COMMUNITY BANCSHARES COM COM 31983A103 406 23,147 SH SOLE 9,950 0 13,197
FIRST CONNECTICUT BANCORP COM 319850103 351 22,832 SH SOLE 9,452 0 13,380
FIRST DEFIANCE FINL CORP COMMO COM 32006W106 443 13,500 SH SOLE 5,400 0 8,100
FIRST FINANCIAL BANCORP COMMON COM 320209109 1,683 94,491 SH SOLE 41,305 0 53,186
FIRST FINANCIAL CORP/INDIANA C COM 320218100 708 19,740 SH SOLE 8,420 0 11,320
FIRST FINANCIAL NORTHWEST COM COM 32022K102 261 21,130 SH SOLE 9,080 0 12,050
FIRST FINL BANKSHARES INC COMM COM 32020R109 3,337 120,747 SH SOLE 77,221 0 43,526
FIRST HORIZON NATIONAL CORP CO COM 320517105 4,612 322,722 SH SOLE 250,367 0 72,355
FIRST INDUSTRIAL REALTY TR REI COM 32054K103 3,761 175,493 SH SOLE 73,619 0 101,874
FIRST INTERSTATE BANCSYS/MT CO COM 32055Y201 663 23,826 SH SOLE 8,366 0 15,460
FIRST MERCHANTS CORP COMMON ST COM 320817109 1,181 50,189 SH SOLE 17,799 0 32,390
FIRST MIDWEST BANCORP INC/IL C COM 320867104 2,113 121,623 SH SOLE 55,478 0 66,145
FIRST NBC BANK HOLDING CO COM 32115D106 629 19,083 SH SOLE 6,563 0 12,520
FIRST NIAGARA FINANCIAL GRP CO COM 33582V108 4,376 494,969 SH SOLE 387,671 0 107,298
FIRST OF LONG ISLAND CORP COMM COM 320734106 425 16,675 SH SOLE 6,470 0 10,205
FIRST POTOMAC REALTY TRUST REI COM 33610F109 1,067 89,707 SH SOLE 34,834 0 54,873
FIRST REPUBLIC BANK/SAN FRAN C COM 33616C100 5,035 88,197 SH SOLE 52,718 0 35,479
FIRST SOLAR INC COMMON STOCK U COM 336433107 5,546 92,758 SH SOLE 51,431 0 41,327
FIRSTENERGY CORP COMMON STOCK COM 337932107 18,442 526,024 SH SOLE 288,649 0 237,375
FIRSTMERIT CORP COMMON STOCK N COM 337915102 6,639 348,335 SH SOLE 198,425 0 149,910
FISERV INC COMMON STOCK USD.01 COM 337738108 28,428 358,038 SH SOLE 226,486 0 131,552
FIVE BELOW COM 33829M101 1,807 50,793 SH SOLE 28,128 0 22,665
FIVE PRIME THERAPEUTICS INC COM 33830X104 426 18,655 SH SOLE 9,630 0 9,025
FIVE STAR QUALITY CARE COMMON COM 33832D106 280 63,015 SH SOLE 23,555 0 39,460
FIVE9 INC COM 338307101 62 11,235 SH SOLE 5,645 0 5,590
FLAGSTAR BANCORP INC COMMON ST COM 337930705 405 27,923 SH SOLE 10,682 0 17,241
FLEETCOR TECHNOLOGIES INC COMM COM 339041105 10,027 66,440 SH SOLE 48,048 0 18,392
FLEETMATICS GROUP LIMITED COM G35569105 1,548 34,517 SH SOLE 18,612 0 15,905
FLEXSTEEL INDS INC COM COM 339382103 213 6,809 SH SOLE 2,649 0 4,160
FLIR SYSTEMS INC COMMON STOCK COM 302445101 6,231 199,215 SH SOLE 124,062 0 75,153
FLOTEK INDUSTRIES INC COMMON S COM 343389102 1,028 69,740 SH SOLE 45,470 0 24,270
FLOWERS FOODS INC COMMON STOCK COM 343498101 7,882 346,629 SH SOLE 299,331 0 47,298
FLOWSERVE CORP COMMON STOCK US COM 34354P105 11,775 208,451 SH SOLE 135,253 0 73,198
FLUIDIGM CORP COMMON STOCK COM 34385P108 1,102 26,175 SH SOLE 14,630 0 11,545
FLUOR CORP COMMON STOCK USD.01 COM 343412102 11,603 202,995 SH SOLE 126,508 0 76,487
FLUSHING FINANCIAL CORP COMMON COM 343873105 1,085 54,059 SH SOLE 28,847 0 25,212
FMC CORP COMMON STOCK USD.1 COM 302491303 11,064 193,259 SH SOLE 122,157 0 71,102
FMC TECHNOLOGIES INC COMMON ST COM 30249U101 12,966 350,338 SH SOLE 219,065 0 131,273
FMSA HOLDINGS INC COM 30255X106 130 18,000 SH SOLE 800 0 17,200
FNB CORP COMMON STOCK USD.01 COM 302520101 3,499 266,257 SH SOLE 114,576 0 151,681
FNF GROUP COM 31620R303 6,989 190,120 SH SOLE 106,369 0 83,751
FOMENTO OCON MEXICO ADR COM 344419106 258 2,759 SH SOLE 2,759 0 0
FOOT LOCKER INC COMMON STOCK U COM 344849104 12,906 204,852 SH SOLE 162,244 0 42,608
FORD MOTOR CO COMMON STOCK USD COM 345370860 98,601 6,109,120 SH SOLE 2,997,732 0 3,111,388
FOREST CITY ENTERPRISES CL A C COM 345550107 2,728 106,901 SH SOLE 58,153 0 48,748
FORESTAR GROUP INC COMMON STOC COM 346233109 882 55,935 SH SOLE 25,492 0 30,443
FORMFACTOR INC COMMON STOCK US COM 346375108 699 78,776 SH SOLE 29,165 0 49,611
FORRESTER RESEARCH INC COMMON COM 346563109 1,582 43,016 SH SOLE 37,466 0 5,550
FORTINET INC COMMON STOCK USD. COM 34959E109 7,499 214,566 SH SOLE 179,199 0 35,367
FORTUNE BRANDS HOME & SECURITY COM 34964C106 11,271 237,387 SH SOLE 188,019 0 49,368
FORUM ENERGY TECHNOLOGIES COM COM 34984V100 1,323 67,521 SH SOLE 26,891 0 40,630
FORWARD AIR CORPORATION COMMON COM 349853101 3,046 56,104 SH SOLE 41,559 0 14,545
FOSSIL GROUP INC. COM 34988V106 5,571 67,563 SH SOLE 43,007 0 24,556
FOSTER (LB) CO A COMMON STOCK COM 350060109 779 16,401 SH SOLE 7,595 0 8,806
FOUNDATION MEDICINE INC COM 350465100 630 13,103 SH SOLE 7,098 0 6,005
FOX CHASE BANCORP INC COMMON S COM 35137T108 297 17,623 SH SOLE 7,330 0 10,293
FOX FACOTRY HOLDING CORP COM 35138V102 170 11,085 SH SOLE 5,245 0 5,840
FRANCESCAS HOLDINGS CORP COM 351793104 809 45,474 SH SOLE 28,014 0 17,460
FRANK'S INTERNATIONAL NV COM N33462107 666 35,637 SH SOLE 11,217 0 24,420
FRANKLIN COVEY CO COMMON STOCK COM 353469109 232 12,070 SH SOLE 5,780 0 6,290
FRANKLIN ELECTRIC CO INC COMMO COM 353514102 2,523 66,140 SH SOLE 41,305 0 24,835
FRANKLIN RESOURCES INC COMMON COM 354613101 37,212 725,100 SH SOLE 399,798 0 325,302
FRANKLIN STREET PROPERTIES C R COM 35471R106 2,014 157,126 SH SOLE 72,756 0 84,370
FRED S INC CLASS A COMMON STOC COM 356108100 1,492 87,314 SH SOLE 53,232 0 34,082
FREDDIE MAC COM 313400301 150 66,008 SH SOLE 9,608 0 56,400
FREEPORT MCMORAN INC. COM 35671D857 30,871 1,629,079 SH SOLE 803,622 0 825,457
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 3,668 89,980 SH SOLE 66,076 0 23,904
FREIGHTCAR AMERICA INC COMMON COM 357023100 546 17,359 SH SOLE 6,029 0 11,330
FRESENIUS MED CARE AG SPONSORE COM 358029106 319 7,703 SH SOLE 7,703 0 0
FRESH DEL MONTE PRODUCE INC CO COM G36738105 2,362 60,698 SH SOLE 27,651 0 33,047
FRESH MARKET INC/THE COMMON ST COM 35804H106 1,606 39,507 SH SOLE 20,452 0 19,055
FRONTIER COMMUNICATIONS CORP C COM 35906A108 9,040 1,282,210 SH SOLE 702,464 0 579,746
FRONTLINE LTD COMMON STOCK USD COM G3682E127 206 91,775 SH SOLE 36,894 0 54,881
FRP HOLDINGS INC COM 30292L107 351 9,648 SH SOLE 4,020 0 5,628
FTD COS INC COM 30281V108 850 28,393 SH SOLE 13,036 0 15,357
FTI CONSULTING INC COMMON STOC COM 302941109 3,126 83,461 SH SOLE 45,751 0 37,710
FUEL SYSTEMS SOLUTIONS INC COM COM 35952W103 240 21,704 SH SOLE 8,784 0 12,920
FUELCELL ENERGY INC COMMON STO COM 35952H106 286 228,527 SH SOLE 121,677 0 106,850
FULTON FINANCIAL CORP COMMON S COM 360271100 3,669 297,293 SH SOLE 235,924 0 61,369
FURMANITE CORP COMMON STOCK NP COM 361086101 327 41,425 SH SOLE 26,075 0 15,350
FUTUREFUEL CORP COMMON STOCK U COM 36116M106 336 32,747 SH SOLE 16,187 0 16,560
FX ENERGY INC COMMON STOCK USD COM 302695101 67 53,718 SH SOLE 31,758 0 21,960
FXCM INC A COMMON STOCK USD.01 COM 302693106 144 67,620 SH SOLE 29,740 0 37,880
G + K SERVICES INC CL A COMMO COM 361268105 2,501 34,488 SH SOLE 15,718 0 18,770
G III APPAREL GROUP LTD COMMON COM 36237H101 2,664 23,648 SH SOLE 15,065 0 8,583
GAIAM INC CL A COM 36268Q103 124 17,000 SH SOLE 2,400 0 14,600
GAIN CAPITAL HOLDINGS INC COMM COM 36268W100 292 29,912 SH SOLE 10,632 0 19,280
GALECTIN THERAPEUTICS INC COM 363225202 59 17,755 SH SOLE 9,735 0 8,020
GALENA BIOPHARMA COM COM 363256108 173 124,585 SH SOLE 70,425 0 54,160
GAMCO INVESTORS INC A COMMON S COM 361438104 703 8,959 SH SOLE 5,609 0 3,350
GAMESTOP CORP CLASS A COMMON S COM 36467W109 5,896 155,334 SH SOLE 87,198 0 68,136
GAMING & LEISURE PROPERTIES IN COM 36467J108 2,199 59,644 SH SOLE 32,924 0 26,720
GANNETT CO COMMON STOCK USD1. COM 364730101 10,704 288,663 SH SOLE 158,126 0 130,537
GAP INC/THE COMMON STOCK USD.0 COM 364760108 19,027 439,117 SH SOLE 294,487 0 144,630
GARMIN LTD COMMON STOCK CHF10. COM H2906T109 7,161 150,687 SH SOLE 88,484 0 62,203
GARTNER INC COMMON STOCK USD.0 COM 366651107 11,519 137,381 SH SOLE 114,520 0 22,861
GASLOG LTD COM COM G37585109 1,013 52,186 SH SOLE 19,636 0 32,550
GASTAR EXPLORATION INC COM 36729W202 174 66,579 SH SOLE 35,774 0 30,805
GATX CORP COMMON STOCK USD.625 COM 361448103 3,650 62,948 SH SOLE 47,292 0 15,656
GENCORP INC COMMON STOCK USD.1 COM 368682100 1,517 65,410 SH SOLE 48,440 0 16,970
GENERAC HOLDINGS INC COMMON ST COM 368736104 3,280 67,365 SH SOLE 38,645 0 28,720
GENERAL CABLE CORP COMMON STOC COM 369300108 1,284 74,509 SH SOLE 29,119 0 45,390
GENERAL COMMUNICATION INC A CO COM 369385109 844 53,574 SH SOLE 36,144 0 17,430
GENERAL DYNAMICS CORP COMMON S COM 369550108 61,161 450,611 SH SOLE 235,579 0 215,032
GENERAL ELECTRIC CO COMMON STO COM 369604103 359,219 14,478,804 SH SOLE 7,389,080 0 7,089,724
GENERAL GROWTH PROPERTIES REIT COM 370023103 22,877 774,172 SH SOLE 406,541 0 367,631
GENERAL MILLS INC COMMON STOCK COM 370334104 61,672 1,089,613 SH SOLE 564,738 0 524,875
GENERAL MOTORS CO COMMON STOCK COM 37045V100 84,944 2,265,185 SH SOLE 1,105,034 0 1,160,151
GENESCO INC COMMON STOCK USD1. COM 371532102 2,709 38,036 SH SOLE 18,046 0 19,990
GENESEE + WYOMING INC CL A COM COM 371559105 7,070 73,315 SH SOLE 60,908 0 12,407
GENESIS HEALTHCARE INC COM 37185X106 210 29,483 SH SOLE 12,263 0 17,220
GENMARK DIAGNOSTICS INC COM 372309104 506 39,015 SH SOLE 21,900 0 17,115
GENOMIC HEALTH INC COMMON STOC COM 37244C101 603 19,724 SH SOLE 10,504 0 9,220
GENPACT LTD COMMON STOCK USD.0 COM G3922B107 2,431 104,574 SH SOLE 60,055 0 44,519
GENTEX CORP COMMON STOCK USD.0 COM 371901109 9,879 539,843 SH SOLE 460,225 0 79,618
GENTHERM INC COM 37253A103 1,776 35,159 SH SOLE 20,319 0 14,840
GENUINE PARTS CO COMMON STOCK COM 372460105 23,346 250,516 SH SOLE 166,747 0 83,769
GENWORTH FINANCIAL INC CL A CO COM 37247D106 4,753 650,171 SH SOLE 358,767 0 291,404
GEO GROUP INC/THE COMMON STOCK COM 36162J106 5,470 125,052 SH SOLE 59,156 0 65,896
GEOMET INC COM 37250U201 0 39,097 SH SOLE 39,097 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 319 19,306 SH SOLE 8,518 0 10,788
GERDAU SA SIDERURG ADR COM 373737105 36 11,300 SH SOLE 11,300 0 0
GERMAN AMERICAN BANCORP COMMON COM 373865104 601 20,424 SH SOLE 9,204 0 11,220
GERON CORP COMMON STOCK USD.00 COM 374163103 818 216,924 SH SOLE 81,862 0 135,062
GETTY REALTY CORP REIT USD.01 COM 374297109 794 43,616 SH SOLE 18,966 0 24,650
GFI GROUP INC COMMON STOCK USD COM 361652209 343 57,900 SH SOLE 40,780 0 17,120
GIBRALTAR INDUSTRIES INC COMMO COM 374689107 920 56,074 SH SOLE 27,276 0 28,798
GIGAMON INC COM 37518B102 459 21,624 SH SOLE 11,884 0 9,740
GILEAD SCIENCES INC COMMON STO COM 375558103 245,248 2,499,215 SH SOLE 1,270,447 0 1,228,768
GLACIER BANCORP INC COMMON STO COM 37637Q105 3,062 121,730 SH SOLE 55,545 0 66,185
GLADSTONE COMMERCIAL CORP REIT COM 376536108 486 26,132 SH SOLE 7,622 0 18,510
GLATFELTER COMMON STOCK USD.01 COM 377316104 2,159 78,414 SH SOLE 43,779 0 34,635
GLAXOSMITHKLINE PLC ADR COM 37733W105 1,484 32,150 SH SOLE 32,150 0 0
GLOBAL BRASS COPPER HOLDINGS C COM 37953G103 311 20,149 SH SOLE 10,599 0 9,550
GLOBAL CASH ACCESS HOLDINGS CO COM 378967103 721 94,582 SH SOLE 37,172 0 57,410
GLOBAL EAGLE ENTERTAINMENT INC COM 37951D102 532 39,982 SH SOLE 19,222 0 20,760
GLOBAL INDEMNITY PLC COMMON ST COM G39319101 389 14,012 SH SOLE 7,002 0 7,010
GLOBAL PAYMENTS INC COMMON STO COM 37940X102 9,626 105,001 SH SOLE 87,782 0 17,219
GLOBAL POWER EQUIPMENT GROUP C COM 37941P306 313 23,715 SH SOLE 9,265 0 14,450
GLOBAL SOURCES LTD COMMON STOC COM G39300101 131 22,403 SH SOLE 11,099 0 11,304
GLOBALSTAR INC COMMON STOCK US COM 378973408 1,230 369,235 SH SOLE 136,035 0 233,200
GLOBE SPECIALTY METALS INC COM COM 37954N206 1,377 72,765 SH SOLE 43,965 0 28,800
GLOBUS MEDICAL INC A COM COM 379577208 1,573 62,304 SH SOLE 35,004 0 27,300
GLU MOBILE INC COMMON STOCK US COM 379890106 432 86,172 SH SOLE 46,222 0 39,950
GNC HOLDINGS INC CL A COMMON S COM 36191G107 3,680 74,995 SH SOLE 53,723 0 21,272
GOGO INC COM 38046C109 1,010 52,996 SH SOLE 30,166 0 22,830
GOLAR LNG LTD COMMON STOCK USD COM G9456A100 1,069 32,130 SH SOLE 17,892 0 14,238
GOLD RESOURCE CORP COMMON STOC COM 38068T105 114 35,761 SH SOLE 20,581 0 15,180
GOLDCORP INC COM 380956409 215 11,870 SH SOLE 11,870 0 0
GOLDMAN SACHS GROUP INC COMMON COM 38141G104 124,674 663,264 SH SOLE 322,698 0 340,566
GOODRICH PETROLEUM CORP COMMON COM 382410405 136 38,188 SH SOLE 21,888 0 16,300
GOODYEAR TIRE + RUBBER CO COMM COM 382550101 10,717 395,756 SH SOLE 254,317 0 141,439
GOOGLE INC CL A COMMON STOCK U COM 38259P508 253,821 457,582 SH SOLE 235,886 0 221,696
GOOGLE INC CL C COMMON STOCK U COM 38259P706 264,026 481,800 SH SOLE 240,100 0 241,700
GOPRO INC-Class A COM 38268T103 566 13,035 SH SOLE 9,565 0 3,470
GORMAN RUPP CO COMMON STOCK NP COM 383082104 655 21,871 SH SOLE 14,143 0 7,728
GOVERNMENT PROPERTIES INCOME R COM 38376A103 2,190 95,860 SH SOLE 32,570 0 63,290
GP STRATEGIES CORP COMMON STOC COM 36225V104 557 15,043 SH SOLE 7,493 0 7,550
GRACO INC COMMON STOCK USD1. COM 384109104 7,200 99,777 SH SOLE 79,340 0 20,437
GRAFTECH INTERNATIONAL LTD COM COM 384313102 669 171,950 SH SOLE 64,380 0 107,570
GRAHAM CORP COMMON STOCK USD.1 COM 384556106 257 10,718 SH SOLE 6,718 0 4,000
GRAHAM HOLDINGS CO COM 384637104 6,149 5,858 SH SOLE 4,350 0 1,508
GRAMERCY PROPERTY TRUST INC COM 38489R605 1,728 61,574 SH SOLE 18,827 0 42,747
GRAND CANYON EDUCATION INC COM COM 38526M106 2,184 50,450 SH SOLE 29,525 0 20,925
GRANITE CONSTRUCTION INC COMMO COM 387328107 2,838 80,755 SH SOLE 45,426 0 35,329
GRAPHIC PACKAGING HOLDING CO C COM 388689101 4,443 305,584 SH SOLE 168,834 0 136,750
GRAY TELEVISION INC COMMON STO COM 389375106 685 49,543 SH SOLE 26,893 0 22,650
GREAT LAKES DREDGE + DOCK CO C COM 390607109 527 87,763 SH SOLE 39,503 0 48,260
GREAT PLAINS ENERGY INC COMMON COM 391164100 5,419 203,109 SH SOLE 158,294 0 44,815
GREAT SOUTHERN BANCORP INC COM COM 390905107 618 15,681 SH SOLE 5,571 0 10,110
GREAT WESTERN BANCORP COM 391416104 378 17,180 SH SOLE 1,680 0 15,500
GREATBATCH INC COMMON STOCK US COM 39153L106 2,334 40,340 SH SOLE 17,096 0 23,244
GREEN DOT CORP CLASS A COMMON COM 39304D102 748 46,976 SH SOLE 20,976 0 26,000
GREEN PLAINS INC COM 393222104 1,310 45,891 SH SOLE 27,066 0 18,825
GREENBRIER COMPANIES INC COMMO COM 393657101 1,901 32,780 SH SOLE 17,180 0 15,600
GREENHILL + CO INC COMMON STOC COM 395259104 1,429 36,029 SH SOLE 22,684 0 13,345
GREENLIGHT CAPITAL RE LTD A CO COM G4095J109 1,172 36,866 SH SOLE 13,098 0 23,768
GREIF INC CL A COMMON STOCK NP COM 397624107 1,712 43,599 SH SOLE 33,778 0 9,821
GRIFFON CORP COMMON STOCK USD. COM 398433102 1,190 68,282 SH SOLE 36,722 0 31,560
GROUP 1 AUTOMOTIVE INC COMMON COM 398905109 3,191 36,961 SH SOLE 17,793 0 19,168
GROUPON INC COM 399473107 2,676 371,217 SH SOLE 274,563 0 96,654
GRUBHUB INC COM 400110102 345 7,595 SH SOLE 3,985 0 3,610
GSI GROUP INC COMMON STOCK NPV COM 36191C205 537 40,280 SH SOLE 14,600 0 25,680
GTT COMMUNICATIONS INC COM 362393100 271 14,355 SH SOLE 7,140 0 7,215
GUARANTY BANCORP COM 40075T607 364 21,463 SH SOLE 8,119 0 13,344
GUESS? INC COMMON STOCK USD.01 COM 401617105 2,394 128,787 SH SOLE 71,597 0 57,190
GUIDANCE SOFTWARE INC COMMON S COM 401692108 95 17,614 SH SOLE 10,404 0 7,210
GUIDEWIRE SOFTWARE INC COM COM 40171V100 3,602 68,465 SH SOLE 40,015 0 28,450
GULF ISLAND FABRICATION INC CO COM 402307102 353 23,764 SH SOLE 10,574 0 13,190
GULFMARK OFFSHORE INC CL A COM COM 402629208 640 49,078 SH SOLE 19,278 0 29,800
GULFPORT ENERGY CORP COMMON ST COM 402635304 5,938 129,331 SH SOLE 106,061 0 23,270
H+E EQUIPMENT SERVICES INC COM COM 404030108 848 33,948 SH SOLE 18,863 0 15,085
H+R BLOCK INC COMMON STOCK NPV COM 093671105 12,744 397,379 SH SOLE 249,279 0 148,100
H.B. FULLER CO. COMMON STOCK U COM 359694106 2,977 69,451 SH SOLE 45,561 0 23,890
HACKETT GROUP INC/THE COMMON S COM 404609109 299 33,415 SH SOLE 14,815 0 18,600
HAEMONETICS CORP/MASS COMMON S COM 405024100 3,890 86,600 SH SOLE 40,848 0 45,752
HAIN CELESTIAL GROUP INC COMMO COM 405217100 9,700 151,446 SH SOLE 126,742 0 24,704
HALCON RESOURCES CORP COM COM 40537Q209 554 360,059 SH SOLE 141,549 0 218,510
HALLADOR ENERGY CO COMMON STOC COM 40609P105 156 13,358 SH SOLE 4,898 0 8,460
HALLIBURTON CO COMMON STOCK US COM 406216101 61,219 1,395,140 SH SOLE 715,201 0 679,939
HALLMARK FINL SERVICES INC COM COM 40624Q203 239 22,531 SH SOLE 7,853 0 14,678
HALOZYME THERAPEUTICS INC COMM COM 40637H109 1,472 103,058 SH SOLE 55,473 0 47,585
HALYARD HEALTH INC COM 40650V100 3,972 80,726 SH SOLE 56,111 0 24,615
HAMPTON ROADS BANKSHARES INC C COM 409321502 78 41,187 SH SOLE 19,207 0 21,980
HANCOCK HOLDING CO COMMON STOC COM 410120109 5,102 170,851 SH SOLE 97,962 0 72,889
HANDY + HARMAN LTD COMMON STOC COM 410315105 259 6,308 SH SOLE 2,758 0 3,550
HANESBRANDS INC COMMON STOCK U COM 410345102 17,378 518,588 SH SOLE 324,414 0 194,174
HANGER INC. COM 41043F208 1,322 58,252 SH SOLE 27,842 0 30,410
HANMI FINANCIAL CORPORATION CO COM 410495204 1,041 49,210 SH SOLE 22,367 0 26,843
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 597 32,666 SH SOLE 10,426 0 22,240
HANOVER INSURANCE GROUP INC/ C COM 410867105 4,999 68,869 SH SOLE 54,475 0 14,394
HARLEY DAVIDSON INC COMMON STO COM 412822108 18,288 301,091 SH SOLE 188,637 0 112,454
HARMAN INTERNATIONAL COMMON ST COM 413086109 13,362 99,990 SH SOLE 65,045 0 34,945
HARMONIC INC COMMON STOCK USD. COM 413160102 1,090 147,131 SH SOLE 65,966 0 81,165
HARRIS CORP COMMON STOCK USD1. COM 413875105 11,391 144,625 SH SOLE 86,065 0 58,560
HARSCO CORP COMMON STOCK USD1. COM 415864107 2,374 137,516 SH SOLE 97,766 0 39,750
HARTE HANKS INC COMMON STOCK U COM 416196103 681 87,318 SH SOLE 43,888 0 43,430
HARTFORD FINANCIAL SVCS GRP CO COM 416515104 23,011 550,241 SH SOLE 297,680 0 252,561
HARVEST NATURAL RESOURCES IN C COM 41754V103 25 55,610 SH SOLE 20,810 0 34,800
HASBRO INC COMMON STOCK USD.5 COM 418056107 10,499 166,026 SH SOLE 102,123 0 63,903
HATTERAS FINANCIAL CORP REIT U COM 41902R103 2,408 132,619 SH SOLE 45,719 0 86,900
HAVERTY FURNITURE COMMON STOCK COM 419596101 862 34,646 SH SOLE 17,566 0 17,080
HAWAIIAN ELECTRIC INDS COMMON COM 419870100 4,383 136,467 SH SOLE 106,808 0 29,659
HAWAIIAN HOLDINGS INC COMMON S COM 419879101 1,279 58,086 SH SOLE 26,256 0 31,830
HAWAIIN TELCOM HOLDCO COM COM 420031106 394 14,789 SH SOLE 5,759 0 9,030
HAWKINS INC COMMON STOCK USD.0 COM 420261109 625 16,442 SH SOLE 7,092 0 9,350
HAYNES INTERNATIONAL INC COMMO COM 420877201 945 21,190 SH SOLE 10,365 0 10,825
HCA HOLDINGS INC COMMON STOCK COM 40412C101 24,995 332,254 SH SOLE 203,086 0 129,168
HCC INSURANCE HOLDINGS INC COM COM 404132102 9,616 169,692 SH SOLE 138,398 0 31,294
HCI GROUP INC COM 40416E103 531 11,585 SH SOLE 6,365 0 5,220
HCP INC REIT USD1. COM 40414L109 29,651 686,203 SH SOLE 383,277 0 302,926
HD SUPPLY HOLDINGS INC COM 40416M105 2,431 78,041 SH SOLE 57,001 0 21,040
HEADWATERS INC COMMON STOCK US COM 42210P102 1,514 82,543 SH SOLE 50,358 0 32,185
HEALTH CARE REIT INC REIT USD1 COM 42217K106 36,445 471,110 SH SOLE 263,903 0 207,207
HEALTH NET INC COMMON STOCK US COM 42222G108 7,308 120,812 SH SOLE 95,158 0 25,654
HEALTHCARE REALTY TRUST INC RE COM 421946104 4,402 158,458 SH SOLE 68,978 0 89,480
HEALTHCARE SERVICES GROUP COMM COM 421906108 2,712 84,400 SH SOLE 52,070 0 32,330
HEALTHCARE TRUST OF AMERICA COM 42225P501 2,169 77,841 SH SOLE 41,496 0 36,345
HEALTHSOUTH CORP COMMON STOCK COM 421924309 4,660 105,060 SH SOLE 52,880 0 52,180
HEALTHSTREAM INC COMMON STOCK COM 42222N103 632 25,096 SH SOLE 16,221 0 8,875
HEALTHWAYS INC COMMON STOCK US COM 422245100 886 44,986 SH SOLE 23,516 0 21,470
HEARTLAND EXPRESS INC COMMON S COM 422347104 1,944 81,818 SH SOLE 55,828 0 25,990
HEARTLAND FINANCIAL USA INC CO COM 42234Q102 754 23,105 SH SOLE 7,575 0 15,530
HEARTLAND PAYMENT SYSTEMS IN C COM 42235N108 2,374 50,673 SH SOLE 34,338 0 16,335
HEARTWARE INTERNATIONAL INC CO COM 422368100 1,518 17,296 SH SOLE 9,541 0 7,755
HECLA MINING CO COMMON STOCK U COM 422704106 1,750 587,308 SH SOLE 257,698 0 329,610
HEICO CORP COMMON STOCK USD.01 COM 422806109 4,106 67,235 SH SOLE 39,205 0 28,030
HEICO CORP NEW COM 422806208 242 4,882 SH SOLE 0 0 4,882
HEIDRICK + STRUGGLES INTL COMM COM 422819102 708 28,802 SH SOLE 12,452 0 16,350
HELEN OF TROY LTD COMMON STOCK COM G4388N106 3,753 46,054 SH SOLE 24,145 0 21,909
HELIX ENERGY SOLUTIONS GROUP C COM 42330P107 3,328 222,431 SH SOLE 127,161 0 95,270
HELMERICH + PAYNE COMMON STOCK COM 423452101 15,292 224,655 SH SOLE 163,231 0 61,424
HEMISPHERE MEDIA GROUP COM 42365Q103 152 12,001 SH SOLE 4,821 0 7,180
HENRY SCHEIN INC COMMON STOCK COM 806407102 14,600 104,572 SH SOLE 63,767 0 40,805
HERBALIFE LTD COMMON STOCK USD COM G4412G101 2,809 65,696 SH SOLE 44,834 0 20,862
HERCULES OFFSHORE INC COMMON S COM 427093109 97 232,116 SH SOLE 94,557 0 137,559
HERITAGE COMMERCE CORP COMMON COM 426927109 268 29,382 SH SOLE 12,132 0 17,250
HERITAGE FINANCIAL CORP COMMON COM 42722X106 709 41,721 SH SOLE 16,068 0 25,653
HERITAGE OAKS BANCORP COM COM 42724R107 247 29,735 SH SOLE 11,155 0 18,580
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 118 10,044 SH SOLE 5,419 0 4,625
HERMAN MILLER INC COMMON STOCK COM 600544100 3,345 120,511 SH SOLE 86,031 0 34,480
HERON THERAPEUTICS INC COM 427746102 311 21,350 SH SOLE 10,930 0 10,420
HERSHA HOSPITALITY TRUST REIT COM 427825104 1,909 294,992 SH SOLE 113,957 0 181,035
HERSHEY CO/THE COMMON STOCK US COM 427866108 25,046 248,201 SH SOLE 156,415 0 91,786
HERTZ GLOBAL HOLDINGS INC COMM COM 42805T105 7,739 356,948 SH SOLE 258,923 0 98,025
HESS CORP COMMON STOCK USD1. COM 42809H107 28,719 423,143 SH SOLE 207,055 0 216,088
HEWLETT PACKARD CO COMMON STOC COM 428236103 91,884 2,948,783 SH SOLE 1,470,880 0 1,477,903
HEXCEL CORP COMMON STOCK USD.0 COM 428291108 4,345 84,504 SH SOLE 59,184 0 25,320
HFF INC CLASS A COMMON STOCK U COM 40418F108 1,471 39,186 SH SOLE 25,726 0 13,460
HHGREGG INC COMMON STOCK USD.0 COM 42833L108 98 16,029 SH SOLE 7,499 0 8,530
HIBBETT SPORTS INC COMMON STOC COM 428567101 1,591 32,434 SH SOLE 20,079 0 12,355
HIGHER ONE HOLDINGS INC COMMON COM 42983D104 106 43,685 SH SOLE 18,235 0 25,450
HIGHWOODS PROPERTIES INC REIT COM 431284108 10,001 218,464 SH SOLE 130,815 0 87,649
HILL INTERNATIONAL INC COMMON COM 431466101 93 25,795 SH SOLE 12,160 0 13,635
HILL ROM HOLDINGS INC COMMON S COM 431475102 3,993 81,493 SH SOLE 63,207 0 18,286
HILLENBRAND INC COMMON STOCK N COM 431571108 2,218 71,860 SH SOLE 41,775 0 30,085
HILLTOP HOLDINGS INC COMMON ST COM 432748101 2,036 104,735 SH SOLE 36,760 0 67,975
HILTON WORLDWIDE HLDGS INC COM COM 43300A104 3,167 106,925 SH SOLE 77,315 0 29,610
HMS HOLDINGS CORP COMMON STOCK COM 40425J101 2,220 143,680 SH SOLE 101,830 0 41,850
HNI CORP COMMON STOCK USD1. COM 404251100 4,182 75,809 SH SOLE 53,489 0 22,320
HOLLYFRONTIER CORP COMMON STOC COM 436106108 11,136 276,544 SH SOLE 219,213 0 57,331
HOLOGIC INC COMMON STOCK USD.0 COM 436440101 11,118 336,664 SH SOLE 264,045 0 72,619
HOME BANCSHARES INC COMMON STO COM 436893200 2,299 67,844 SH SOLE 40,159 0 27,685
HOME DEPOT INC COMMON STOCK US COM 437076102 255,738 2,251,021 SH SOLE 1,192,695 0 1,058,326
HOME LOAN SERVICING SOLUTION C COM G6648D109 1,510 91,280 SH SOLE 31,590 0 59,690
HOME PROPERTIES INC REIT USD.0 COM 437306103 5,748 82,956 SH SOLE 62,101 0 20,855
HOMEAWAY INC COM COM 43739Q100 2,128 70,543 SH SOLE 51,446 0 19,097
HOMESTREET INC COM 43785V102 501 27,351 SH SOLE 6,999 0 20,352
HOMETRUST BANCSHARES INC COM COM 437872104 460 28,820 SH SOLE 11,340 0 17,480
HONDA MOTOR ADR COM 438128308 854 26,064 SH SOLE 26,064 0 0
HONEYWELL INTERNATIONAL INC CO COM 438516106 127,030 1,217,816 SH SOLE 665,983 0 551,833
HORACE MANN EDUCATORS COMMON S COM 440327104 2,226 65,085 SH SOLE 28,329 0 36,756
HORIZON BANCORP INDIANA COM COM 440407104 292 12,496 SH SOLE 4,776 0 7,720
HORIZON PHARMA PLC COM G4617B105 1,815 69,891 SH SOLE 37,151 0 32,740
HORMEL FOODS CORP COMMON STOCK COM 440452100 13,854 243,698 SH SOLE 167,603 0 76,095
HORNBECK OFFSHORE SERVICES COM COM 440543106 1,294 68,819 SH SOLE 32,542 0 36,277
HORSEHEAD HOLDING CORP COMMON COM 440694305 924 72,955 SH SOLE 29,775 0 43,180
HOSPIRA INC COMMON STOCK USD.0 COM 441060100 21,248 241,892 SH SOLE 122,687 0 119,205
HOSPITALITY PROPERTIES TRUST R COM 44106M102 7,391 224,049 SH SOLE 169,619 0 54,430
HOST HOTELS + RESORTS INC REIT COM 44107P104 20,112 996,622 SH SOLE 507,813 0 488,809
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,408 145,142 SH SOLE 53,342 0 91,800
HOUSTON WIRE + CABLE CO COMMON COM 44244K109 305 31,331 SH SOLE 14,631 0 16,700
HOVNANIAN ENTERPRISES A COMMON COM 442487203 591 166,081 SH SOLE 66,161 0 99,920
HOWARD HUGHES CORP/THE COMMON COM 44267D107 4,544 29,314 SH SOLE 18,170 0 11,144
HRG GROUP INC COM 40434J100 1,165 93,366 SH SOLE 38,596 0 54,770
HSBC HOLDINGS PLC ADR COM 404280406 2,055 48,250 SH SOLE 48,250 0 0
HSN INC COMMON STOCK USD.01 COM 404303109 4,018 58,884 SH SOLE 43,104 0 15,780
HUB GROUP INC CL A COMMON STOC COM 443320106 1,818 46,274 SH SOLE 29,034 0 17,240
HUBBELL INC CL B COMMON STOCK COM 443510201 10,066 91,822 SH SOLE 75,293 0 16,529
HUDSON CITY BANCORP INC COMMON COM 443683107 6,508 620,987 SH SOLE 336,061 0 284,926
HUDSON PACIFIC PROPERTIES IN R COM 444097109 2,799 84,329 SH SOLE 25,076 0 59,253
HUDSON VALLEY HOLDING CORP COM COM 444172100 497 19,445 SH SOLE 7,087 0 12,358
HUMANA INC COMMON STOCK USD.16 COM 444859102 34,051 191,274 SH SOLE 104,301 0 86,973
HUNT (JB) TRANSPRT SVCS INC CO COM 445658107 12,180 142,630 SH SOLE 119,243 0 23,387
HUNTINGTON BANCSHARES INC COMM COM 446150104 11,463 1,037,385 SH SOLE 550,229 0 487,156
HUNTINGTON INGALLS INDUSTRIE C COM 446413106 10,060 71,779 SH SOLE 57,816 0 13,963
HUNTSMAN CORP COMMON STOCK USD COM 447011107 3,592 162,010 SH SOLE 106,760 0 55,250
HURCO COMPANIES INC COMMON STO COM 447324104 387 11,755 SH SOLE 3,705 0 8,050
HURON CONSULTING GROUP INC COM COM 447462102 2,386 36,069 SH SOLE 16,347 0 19,722
HYATT HOTELS CORP CL A COMMO COM 448579102 2,015 34,022 SH SOLE 18,935 0 15,087
HYPERION THERAPEUTICS INC COM 44915N101 666 14,513 SH SOLE 7,443 0 7,070
HYSTER YALE MATERIALS COM 449172105 880 12,005 SH SOLE 6,641 0 5,364
IAC/INTERACTIVECORP COMMON STO COM 44919P508 3,806 56,409 SH SOLE 35,623 0 20,786
IBERIABANK CORP COMMON STOCK U COM 450828108 2,823 44,794 SH SOLE 14,904 0 29,890
ICF INTERNATIONAL INC COMMON S COM 44925C103 1,160 28,390 SH SOLE 11,660 0 16,730
ICONIX BRAND GROUP INC COMMON COM 451055107 2,552 75,809 SH SOLE 39,239 0 36,570
ICU MEDICAL INC COMMON STOCK U COM 44930G107 1,948 20,915 SH SOLE 8,685 0 12,230
IDACORP INC COMMON STOCK NPV COM 451107106 7,246 115,256 SH SOLE 68,291 0 46,965
IDERA PHARMACEUTICAL COM COM 45168K306 277 74,745 SH SOLE 34,145 0 40,600
IDEX CORP COMMON STOCK USD.01 COM 45167R104 9,217 121,548 SH SOLE 100,588 0 20,960
IDEXX LABORATORIES INC COMMON COM 45168D104 11,711 75,808 SH SOLE 62,582 0 13,226
IDT CORP CLASS B COMMON STOCK COM 448947507 418 23,538 SH SOLE 14,438 0 9,100
IGATE CORP COMMON STOCK USD.01 COM 45169U105 2,063 48,351 SH SOLE 28,182 0 20,169
IGI INC COM COM 449575109 240 29,415 SH SOLE 15,275 0 14,140
IHS INC CLASS A COMMON STOCK U COM 451734107 6,515 57,266 SH SOLE 39,947 0 17,319
II VI INC COMMON STOCK NPV COM 902104108 1,727 93,542 SH SOLE 46,462 0 47,080
ILLINOIS TOOL WORKS COMMON STO COM 452308109 56,941 586,174 SH SOLE 290,005 0 296,169
ILLUMINA INC COMMON STOCK USD. COM 452327109 21,384 115,192 SH SOLE 80,031 0 35,161
IMMERSION CORPORATION COMMON S COM 452521107 267 29,118 SH SOLE 17,128 0 11,990
IMMUNOGEN INC COMMON STOCK USD COM 45253H101 848 94,747 SH SOLE 55,302 0 39,445
IMMUNOMEDICS INC COMMON STOCK COM 452907108 328 85,643 SH SOLE 48,313 0 37,330
IMPAX LABORATORIES INC COMMON COM 45256B101 5,104 108,906 SH SOLE 52,261 0 56,645
IMPERVA INC COM 45321L100 867 20,307 SH SOLE 11,182 0 9,125
IMS HEALTH HLDGS INC COM 44970B109 1,506 55,647 SH SOLE 39,987 0 15,660
INC RESEARCH HOLDINGS COM 45329R109 213 6,500 SH SOLE 1,900 0 4,600
INCONTACT INC COMMON STOCK USD COM 45336E109 649 59,523 SH SOLE 32,328 0 27,195
INCYTE CORP COMMON STOCK USD.0 COM 45337C102 11,669 127,312 SH SOLE 86,848 0 40,464
INDEPENDENCE HOLDING CO COMMON COM 453440307 175 12,889 SH SOLE 4,589 0 8,300
INDEPENDENT BANK CORP/MA COMMO COM 453836108 1,841 41,961 SH SOLE 18,351 0 23,610
INDEPENDENT BK CORP MI COM COM 453838609 379 29,565 SH SOLE 10,615 0 18,950
INDEPENDENT BK GROUP COM COM 45384B106 394 10,123 SH SOLE 4,083 0 6,040
INFINERA CORP COMMON STOCK USD COM 45667G103 2,767 140,660 SH SOLE 74,140 0 66,520
INFINITY PHARMACEUTICALS INC C COM 45665G303 720 51,526 SH SOLE 27,451 0 24,075
INFINITY PROPERTY + CASUALTY C COM 45665Q103 2,051 24,993 SH SOLE 16,086 0 8,907
INFOBLOX INC COM COM 45672H104 1,260 52,782 SH SOLE 27,632 0 25,150
INFORMATICA CORP COMMON STOCK COM 45666Q102 7,129 162,563 SH SOLE 135,305 0 27,258
INFORMATION SVCS GROUP COM COM 45675Y104 100 25,060 SH SOLE 11,730 0 13,330
ING GROEP N V SPONSORED ADR COM 456837103 797 54,530 SH SOLE 54,530 0 0
INGERSOLL RAND PLC COMMON STOC COM G47791101 21,556 316,626 SH SOLE 184,095 0 132,531
INGLES MARKETS INC CLASS A COM COM 457030104 856 17,297 SH SOLE 5,517 0 11,780
INGRAM MICRO INC CL A COMMON S COM 457153104 5,405 215,180 SH SOLE 166,772 0 48,408
INGREDION, INC. COM 457187102 8,010 102,933 SH SOLE 80,147 0 22,786
INLAND REAL ESTATE CORP REIT U COM 457461200 1,590 148,742 SH SOLE 65,227 0 83,515
INNERWORKINGS INC COMMON STOCK COM 45773Y105 384 57,215 SH SOLE 28,565 0 28,650
INNOPHOS HOLDINGS INC COMMON S COM 45774N108 2,196 38,967 SH SOLE 24,422 0 14,545
INNOSPEC INC COMMON STOCK USD. COM 45768S105 1,504 32,415 SH SOLE 14,155 0 18,260
INOVIO BIOMEDICAL CO COM 45773H201 494 60,495 SH SOLE 32,395 0 28,100
INPHI CORP COMMON STOCK COM 45772F107 569 31,929 SH SOLE 19,069 0 12,860
INSIGHT ENTERPRISES INC COMMON COM 45765U103 1,917 67,233 SH SOLE 29,890 0 37,343
INSMED INC COMMON STOCK USD.01 COM 457669307 1,023 49,205 SH SOLE 28,420 0 20,785
INSPERITY INC COMMON STOCK USD COM 45778Q107 1,497 28,634 SH SOLE 17,824 0 10,810
INSTEEL INDUSTRIES INC COMMON COM 45774W108 502 23,207 SH SOLE 14,797 0 8,410
INSULET CORP COMMON STOCK USD. COM 45784P101 2,191 65,705 SH SOLE 39,580 0 26,125
INSYS THERAPEUTICS INC COM 45824V209 606 10,421 SH SOLE 6,017 0 4,404
INTEGRA LIFESCIENCES HOLDING C COM 457985208 2,392 38,792 SH SOLE 21,097 0 17,695
INTEGRATED DEVICE TECH INC COM COM 458118106 5,320 265,732 SH SOLE 183,657 0 82,075
INTEGRATED SILICON SOLUTION CO COM 45812P107 761 42,521 SH SOLE 17,051 0 25,470
INTEGRYS ENERGY GROUP INC COMM COM 45822P105 7,331 101,786 SH SOLE 55,174 0 46,612
INTEL CORP COMMON STOCK USD.00 COM 458140100 248,024 7,931,704 SH SOLE 4,054,587 0 3,877,117
INTELSAT S A COM COM L5140P101 376 31,328 SH SOLE 11,688 0 19,640
INTER PARFUMS INC COMMON STOCK COM 458334109 1,268 38,877 SH SOLE 22,047 0 16,830
INTERACTIVE BROKERS GRO CL A C COM 45841N107 1,426 41,920 SH SOLE 28,446 0 13,474
INTERACTIVE INTELLIGENCE GRO C COM 45841V109 864 20,979 SH SOLE 12,904 0 8,075
INTERCEPT PHARMACEUTICALS INC COM 45845P108 3,077 10,910 SH SOLE 7,789 0 3,121
INTERCONTINENTAL EXCHANGE INC COM 45866F104 35,136 150,623 SH SOLE 87,773 0 62,850
INTERDIGITAL INC COMMON STOCK COM 45867G101 3,567 70,294 SH SOLE 52,724 0 17,570
INTERFACE INC COM 458665304 1,922 92,489 SH SOLE 64,809 0 27,680
INTERNAP CORP COM 45885A300 887 86,753 SH SOLE 37,963 0 48,790
INTERNATIONAL BANCSHARES CRP C COM 459044103 3,115 119,671 SH SOLE 69,351 0 50,320
INTERNATIONAL PAPER CO COMMON COM 460146103 30,147 543,292 SH SOLE 306,664 0 236,628
INTERPUBLIC GROUP OF COS INC C COM 460690100 13,300 601,263 SH SOLE 375,596 0 225,667
INTERSIL CORP A COMMON STOCK U COM 46069S109 4,056 283,260 SH SOLE 167,070 0 116,190
INTERVAL LEISURE GROUP COMMON COM 46113M108 1,350 51,488 SH SOLE 27,928 0 23,560
INTEVAC INC COMMON STOCK NPV COM 461148108 181 29,520 SH SOLE 8,320 0 21,200
INTL BUSINESS MACHINES CORP CO COM 459200101 253,110 1,577,010 SH SOLE 835,171 0 741,839
INTL FCSTONE INC COMMON STOCK COM 46116V105 752 25,288 SH SOLE 12,068 0 13,220
INTL FLAVORS + FRAGRANCES COMM COM 459506101 13,732 116,971 SH SOLE 75,637 0 41,334
INTL GAME TECHNOLOGY COMMON ST COM G4863A108 5,831 334,902 SH SOLE 255,601 0 79,301
INTL SPEEDWAY CORP CL A COMMON COM 460335201 1,853 56,810 SH SOLE 31,112 0 25,698
INTRA CELLULAR THERAPIES COM 46116X101 357 14,955 SH SOLE 8,065 0 6,890
INTRALINKS HOLDINGS INC COMMON COM 46118H104 531 51,394 SH SOLE 18,584 0 32,810
INTRAWEST RESORTS HOLDINGS COM 46090K109 150 17,214 SH SOLE 4,984 0 12,230
INTREPID POTASH INC COMMON STO COM 46121Y102 1,010 87,487 SH SOLE 37,997 0 49,490
INTREXON CORP COM 46122T102 1,730 38,134 SH SOLE 21,654 0 16,480
INTUIT INC COMMON STOCK USD.01 COM 461202103 38,749 399,637 SH SOLE 253,261 0 146,376
INTUITIVE SURGICAL INC COMMON COM 46120E602 25,827 51,140 SH SOLE 31,928 0 19,212
INVACARE CORP COMMON STOCK USD COM 461203101 1,009 51,985 SH SOLE 22,125 0 29,860
INVENSENSE INC COM 46123D205 1,078 70,886 SH SOLE 41,516 0 29,370
INVENTURE FOODS INC COM COM 461212102 166 14,806 SH SOLE 8,421 0 6,385
INVESCO LTD COMMON STOCK USD.2 COM G491BT108 25,365 639,073 SH SOLE 371,366 0 267,707
INVESCO MORTGAGE CAPITAL REIT COM 46131B100 2,603 167,627 SH SOLE 55,822 0 111,805
INVESTMENT TECHNOLOGY GROUP CO COM 46145F105 1,708 56,360 SH SOLE 24,010 0 32,350
INVESTORS BANCORP INC COMMON S COM 46146L101 5,347 456,230 SH SOLE 168,002 0 288,228
INVESTORS REAL ESTATE TRUST RE COM 461730103 1,254 167,134 SH SOLE 61,054 0 106,080
ION GEOPHYSICAL CORP COMMON ST COM 462044108 446 205,631 SH SOLE 93,651 0 111,980
IPC HEALTHCARE INC COM 44984A105 1,111 23,812 SH SOLE 13,565 0 10,247
IPG PHOTONICS CORP COMMON STOC COM 44980X109 4,944 53,335 SH SOLE 44,888 0 8,447
IRIDIUM COMMUNICATIONS INC COM COM 46269C102 1,099 113,133 SH SOLE 45,573 0 67,560
IROBOT CORP COMMON STOCK USD.0 COM 462726100 1,187 36,382 SH SOLE 21,832 0 14,550
IRON MOUNTAIN INC COMMON STOCK COM 46284V101 9,735 266,850 SH SOLE 167,521 0 99,329
IRONWOOD PHARMACEUTICALS INC C COM 46333X108 1,826 114,133 SH SOLE 63,838 0 50,295
ISHARES CORE S&P 500 ETF COM 464287200 1,122 5,400 SH SOLE 0 0 5,400
ISHARES LEHMAN AGGREGATE BOND COM 464287226 4,642 41,660 SH SOLE 24,580 0 17,080
ISHARES RUSSELL 1000 GROWTH IN COM 464287614 3,990 40,335 SH SOLE 34,750 0 5,585
ISHARES RUSSELL 1000 INDEX COM 464287622 16,807 145,079 SH SOLE 145,079 0 0
ISHARES RUSSELL 1000 VALUE IND COM 464287598 3,239 31,425 SH SOLE 31,425 0 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 1,663 10,973 SH SOLE 2,300 0 8,673
ISHARES RUSSELL 2000 INDEX FUN COM 464287655 3,704 29,788 SH SOLE 22,160 0 7,628
ISHARES RUSSELL MID CAP GROWTH COM 464287481 1,795 18,325 SH SOLE 18,325 0 0
ISHARES RUSSELL MIDCAP INDEX COM 464287499 1,489 8,600 SH SOLE 7,940 0 660
ISHARES S&P SMALLCAP 600 COM 464287804 950 8,050 SH SOLE 8,050 0 0
ISIS PHARMACEUTICALS INC COMMO COM 464330109 8,326 130,761 SH SOLE 74,631 0 56,130
ISLE OF CAPRI CASINOS COMMON S COM 464592104 439 31,220 SH SOLE 11,680 0 19,540
ISTAR FINANCIAL INC REIT USD.0 COM 45031U101 1,756 135,079 SH SOLE 54,809 0 80,270
ITAU UNIBANCO BANCO ADR COM 465562106 471 42,612 SH SOLE 42,612 0 0
ITC HOLDINGS CORP COMMON STOCK COM 465685105 6,284 167,875 SH SOLE 124,671 0 43,204
ITRON INC COMMON STOCK NPV COM 465741106 2,950 80,806 SH SOLE 44,266 0 36,540
ITT CORP COM 450911201 5,441 136,336 SH SOLE 107,653 0 28,683
ITT EDUCATIONAL SERVICES INC C COM 45068B109 236 34,754 SH SOLE 13,819 0 20,935
IXIA COMMON STOCK NPV COM 45071R109 1,083 89,275 SH SOLE 39,245 0 50,030
IXYS CORPORATION COMMON STOCK COM 46600W106 449 36,455 SH SOLE 15,795 0 20,660
J + J SNACK FOODS CORP COMMON COM 466032109 2,895 27,130 SH SOLE 19,032 0 8,098
J GLOBAL INC COM 48123V102 5,352 81,489 SH SOLE 59,024 0 22,465
J.C. PENNEY CO INC COMMON STOC COM 708160106 3,631 431,732 SH SOLE 325,916 0 105,816
JABIL CIRCUIT INC COMMON STOCK COM 466313103 6,092 260,584 SH SOLE 204,890 0 55,694
JACK HENRY + ASSOCIATES INC CO COM 426281101 11,499 164,531 SH SOLE 143,050 0 21,481
JACK IN THE BOX INC COMMON STO COM 466367109 5,443 56,744 SH SOLE 36,504 0 20,240
JACOBS ENGINEERING GROUP INC C COM 469814107 6,955 154,009 SH SOLE 92,869 0 61,140
JAKKS PACIFIC INC COMMON STOCK COM 47012E106 198 28,884 SH SOLE 10,644 0 18,240
JAMBA INC COMMON STOCK USD.001 COM 47023A309 237 16,078 SH SOLE 8,687 0 7,391
JANUS CAPITAL GROUP INC COMMON COM 47102X105 5,225 303,972 SH SOLE 166,252 0 137,720
JARDEN CORP COMMON STOCK USD.0 COM 471109108 13,479 254,793 SH SOLE 201,471 0 53,322
JAZZ PHARMACEUTICALS PLC COM G50871105 7,944 45,977 SH SOLE 34,067 0 11,910
JDS UNIPHASE CORP COMMON STOCK COM 46612J507 4,164 317,369 SH SOLE 244,934 0 72,435
JETBLUE AIRWAYS CORP COMMON ST COM 477143101 9,617 499,577 SH SOLE 304,877 0 194,700
JG WENTWORTH COMPANY COM 46618D108 153 14,760 SH SOLE 5,160 0 9,600
JIVE SOFTWARE INC COM COM 47760A108 215 41,919 SH SOLE 24,349 0 17,570
JM SMUCKER CO/THE COMMON STOCK COM 832696405 16,561 143,099 SH SOLE 84,485 0 58,614
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 1,317 36,882 SH SOLE 22,645 0 14,237
JOHNSON + JOHNSON COMMON STOCK COM 478160104 423,644 4,211,175 SH SOLE 2,238,020 0 1,973,155
JOHNSON CONTROLS INC COMMON ST COM 478366107 52,423 1,039,310 SH SOLE 515,128 0 524,182
JOHNSON OUTDOORS INC A COMMON COM 479167108 241 7,290 SH SOLE 2,770 0 4,520
JONES ENERGY INC-A COM 48019R108 97 10,855 SH SOLE 5,840 0 5,015
JONES LANG LASALLE INC COMMON COM 48020Q107 11,492 67,440 SH SOLE 51,851 0 15,589
JOURNAL COMMUNICATIONS INC A C COM 481130102 960 64,778 SH SOLE 24,735 0 40,043
JOY GLOBAL INC COMMON STOCK US COM 481165108 6,244 159,364 SH SOLE 97,120 0 62,244
JPMORGAN CHASE + CO COMMON STO COM 46625H100 353,226 5,830,739 SH SOLE 2,868,927 0 2,961,812
JUNIPER NETWORKS INC COMMON ST COM 48203R104 11,989 530,965 SH SOLE 302,192 0 228,773
K12 INC COMMON STOCK USD.0001 COM 48273U102 619 39,350 SH SOLE 15,990 0 23,360
KADANT INC COMMON STOCK USD.01 COM 48282T104 983 18,689 SH SOLE 7,740 0 10,949
KAISER ALUMINUM CORP COMMON ST COM 483007704 2,344 30,490 SH SOLE 14,791 0 15,699
KAMAN CORP COMMON STOCK USD1. COM 483548103 1,775 41,836 SH SOLE 22,466 0 19,370
KANSAS CITY LIFE INS CO COMMON COM 484836101 294 6,399 SH SOLE 2,369 0 4,030
KANSAS CITY SOUTHERN COMMON ST COM 485170302 15,499 151,836 SH SOLE 93,344 0 58,492
KAPSTONE PAPER AND PACKAGING C COM 48562P103 3,596 109,495 SH SOLE 69,690 0 39,805
KAR AUCTION SERVICES INC COMMO COM 48238T109 4,062 107,088 SH SOLE 75,311 0 31,777
KARYOPHARM THERAPEUTICS INC COM 48576U106 411 13,440 SH SOLE 7,110 0 6,330
KATE SPADE & CO COM 485865109 6,427 192,485 SH SOLE 161,015 0 31,470
KB HOME COMMON STOCK USD1. COM 48666K109 2,432 155,693 SH SOLE 103,473 0 52,220
KBR INC COMMON STOCK USD.001 COM 48242W106 2,852 196,957 SH SOLE 151,340 0 45,617
KCG HOLDINGS INC CL A COM 48244B100 718 58,532 SH SOLE 20,803 0 37,729
KEARNY FINANCIAL CORP COMMON S COM 487169104 313 23,019 SH SOLE 9,228 0 13,791
KELLOGG CO COMMON STOCK USD.25 COM 487836108 28,171 427,156 SH SOLE 214,881 0 212,275
KELLY SERVICES INC CL A COMMON COM 488152208 934 53,533 SH SOLE 28,963 0 24,570
KEMET CORP COMMON STOCK USD.01 COM 488360207 279 67,342 SH SOLE 26,072 0 41,270
KEMPER CORP COMMON STOCK USD.1 COM 488401100 3,723 95,554 SH SOLE 56,154 0 39,400
KENNAMETAL INC COMMON STOCK US COM 489170100 3,503 103,966 SH SOLE 80,797 0 23,169
KENNEDY WILSON HOLDINGS INC CO COM 489398107 2,369 90,646 SH SOLE 32,476 0 58,170
KERYX BIOPHARMACEUTICALS COMMO COM 492515101 1,309 102,821 SH SOLE 58,871 0 43,950
KEURIG GREEN MOUNTAIN INC COM 49271M100 20,528 183,727 SH SOLE 117,430 0 66,297
KEY ENERGY SERVICES INC COMMON COM 492914106 376 206,459 SH SOLE 74,989 0 131,470
KEYCORP COMMON STOCK USD1. COM 493267108 15,932 1,125,124 SH SOLE 585,123 0 540,001
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,558 230,366 SH SOLE 182,007 0 48,359
KEYW HOLDING CORP/THE COMMON S COM 493723100 373 45,287 SH SOLE 18,127 0 27,160
KFORCE INC COMMON STOCK USD.01 COM 493732101 650 29,145 SH SOLE 15,255 0 13,890
KILROY REALTY CORP REIT USD.01 COM 49427F108 9,790 128,522 SH SOLE 95,296 0 33,226
KIMBALL ELECTRONICS INC COM 49428J109 581 41,079 SH SOLE 15,564 0 25,515
KIMBALL INTERNATIONAL INC COM 494274103 515 49,097 SH SOLE 18,509 0 30,588
KIMBERLY CLARK CORP COMMON STO COM 494368103 69,142 645,520 SH SOLE 342,337 0 303,183
KIMCO REALTY CORP REIT USD.01 COM 49446R109 14,648 545,541 SH SOLE 284,763 0 260,778
KINDER MORGAN INC COMMON STOCK COM 49456B101 96,053 2,283,719 SH SOLE 1,164,740 0 1,118,979
KINDRED HEALTHCARE INC COMMON COM 494580103 2,867 120,512 SH SOLE 55,205 0 65,307
KINROSS GOLD CORP ADR COM 496902404 38 17,050 SH SOLE 17,050 0 0
KIRBY CORP COMMON STOCK USD.1 COM 497266106 6,455 86,003 SH SOLE 72,363 0 13,640
KIRKLAND S INC COMMON STOCK NP COM 497498105 479 20,174 SH SOLE 10,994 0 9,180
KITE PHARMA INC COM 49803L109 546 9,460 SH SOLE 4,860 0 4,600
KITE REALTY GROUP TRUST REIT U COM 49803T300 1,583 56,183 SH SOLE 22,811 0 33,372
KLA TENCOR CORPORATION COMMON COM 482480100 13,241 227,161 SH SOLE 146,131 0 81,030
KLX INC. COM 482539103 2,957 76,725 SH SOLE 65,641 0 11,084
KMG CHEMICALS INC COMMON STOCK COM 482564101 390 14,596 SH SOLE 5,036 0 9,560
KNIGHT TRANSPORTATION INC COMM COM 499064103 2,900 89,916 SH SOLE 62,211 0 27,705
KNIGHTSBRIDGE TANKERS LTD COMM COM G5299G106 225 44,989 SH SOLE 17,209 0 27,780
KNOLL INC COMMON STOCK USD.01 COM 498904200 1,431 61,078 SH SOLE 38,473 0 22,605
KNOWLES CORP COM 49926D109 2,201 114,225 SH SOLE 87,073 0 27,152
KOFAX LTD COM G5307C105 733 66,915 SH SOLE 36,520 0 30,395
KOHLS CORP COMMON STOCK USD.01 COM 500255104 20,718 264,763 SH SOLE 145,518 0 119,245
KOPIN CORP COMMON STOCK USD.01 COM 500600101 362 102,914 SH SOLE 48,234 0 54,680
KOPPERS HOLDINGS INC COMMON ST COM 50060P106 546 27,734 SH SOLE 17,984 0 9,750
KORN/FERRY INTERNATIONAL COMMO COM 500643200 2,319 70,546 SH SOLE 37,187 0 33,359
KOSMOS ENERGY LTD COMMON STOCK COM G5315B107 627 79,209 SH SOLE 56,553 0 22,656
KRAFT FOOD GROUP INC. COM 50076Q106 85,041 976,196 SH SOLE 492,558 0 483,638
KRATON PERFORMANCE POLYMERS CO COM 50077C106 1,008 49,852 SH SOLE 19,692 0 30,160
KRATOS DEFENSE + SECURITY COMM COM 50077B207 362 65,551 SH SOLE 23,849 0 41,702
KRISPY KREME DOUGHNUTS INC COM COM 501014104 1,425 71,285 SH SOLE 39,325 0 31,960
KROGER CO COMMON STOCK USD1. COM 501044101 53,990 704,283 SH SOLE 453,441 0 250,842
KRONOS WORLDWIDE INC COMMON ST COM 50105F105 364 28,752 SH SOLE 10,552 0 18,200
KULICKE + SOFFA INDUSTRIES COM COM 501242101 295 18,852 SH SOLE 14,152 0 4,700
KVH INDUSTRIES INC COMMON STOC COM 482738101 265 17,558 SH SOLE 9,288 0 8,270
KYOCERA LTD ADR COM 501556203 274 4,987 SH SOLE 4,987 0 0
Kythera Biopharmaceuticals, In COM 501570105 794 15,827 SH SOLE 8,492 0 7,335
L 3 COMMUNICATIONS HOLDINGS CO COM 502424104 12,684 100,831 SH SOLE 57,337 0 43,494
L BRANDS INC COM 501797104 30,686 325,444 SH SOLE 190,768 0 134,676
LA QUINTA HLDGS INC COM 50420D108 1,078 45,515 SH SOLE 21,175 0 24,340
LA Z BOY INC COMMON STOCK USD1 COM 505336107 1,888 67,157 SH SOLE 38,257 0 28,900
LABORATORY CRP OF AMER HLDGS C COM 50540R409 18,555 147,153 SH SOLE 87,681 0 59,472
LACLEDE GROUP INC/THE COMMON S COM 505597104 3,386 66,102 SH SOLE 27,056 0 39,046
LADDER CAPITAL CORP CL A COM 505743104 353 19,094 SH SOLE 6,324 0 12,770
LADENBURG THALMANN FINANCIAL C COM 50575Q102 401 103,808 SH SOLE 63,008 0 40,800
LAKELAND BANCORP INC COMMON ST COM 511637100 580 50,433 SH SOLE 18,738 0 31,695
LAKELAND FINANCIAL CORP COMMON COM 511656100 995 24,523 SH SOLE 10,714 0 13,809
LAM RESEARCH CORP COMMON STOCK COM 512807108 14,441 205,608 SH SOLE 117,889 0 87,719
LAMAR ADVERTISING CO-A COM 512816109 7,823 131,989 SH SOLE 107,535 0 24,454
LANCASTER COLONY CORP COMMON S COM 513847103 3,371 35,425 SH SOLE 23,610 0 11,815
LANDAUER INC COMMON STOCK USD. COM 51476K103 415 11,815 SH SOLE 7,035 0 4,780
LANDEC CORP COMMON STOCK USD.0 COM 514766104 538 38,602 SH SOLE 13,742 0 24,860
LANDS END INC COM COM 51509F105 843 23,483 SH SOLE 7,419 0 16,064
LANDSTAR SYSTEM INC COMMON STO COM 515098101 6,026 90,894 SH SOLE 78,645 0 12,249
LANNETT CO INC COMMON STOCK US COM 516012101 2,091 30,877 SH SOLE 19,097 0 11,780
LAREDO PETROLEUM INC COM 516806106 756 57,965 SH SOLE 39,608 0 18,357
LAS VEGAS SANDS CORP COMMON ST COM 517834107 21,705 394,349 SH SOLE 200,030 0 194,319
LASALLE HOTEL PROPERTIES REIT COM 517942108 9,832 253,010 SH SOLE 143,917 0 109,093
LATTICE SEMICONDUCTOR CORP COM COM 518415104 785 123,847 SH SOLE 75,727 0 48,120
LAYNE CHRISTENSEN COMPANY COMM COM 521050104 145 28,859 SH SOLE 12,049 0 16,810
LAZARD LTD CL A LTD PART USD.0 COM G54050102 5,483 104,258 SH SOLE 79,400 0 24,858
LDR HOLDING CORP COM 50185U105 542 14,795 SH SOLE 8,000 0 6,795
LEAPFROG ENTERPRISES INC COMMO COM 52186N106 209 95,656 SH SOLE 37,566 0 58,090
LEAR CORP COMMON STOCK USD.01 COM 521865204 7,605 68,629 SH SOLE 46,398 0 22,231
LEE ENTERPRISES INC COM COM 523768109 216 68,145 SH SOLE 21,845 0 46,300
LEGACYTEXAS FINANCIAL GROUP IN COM 52471Y106 1,302 57,282 SH SOLE 25,528 0 31,754
LEGG MASON INC COMMON STOCK US COM 524901105 7,787 141,076 SH SOLE 79,698 0 61,378
LEGGETT + PLATT INC COMMON STO COM 524660107 8,459 183,526 SH SOLE 106,076 0 77,450
LEIDOS HOLDINGS INC COM 525327102 4,171 99,396 SH SOLE 78,018 0 21,378
LENDINGTREE INC COM 52603B107 419 7,483 SH SOLE 2,880 0 4,603
LENNAR CORP A COMMON STOCK USD COM 526057104 11,848 228,679 SH SOLE 128,075 0 100,604
LENNOX INTERNATIONAL INC COMMO COM 526107107 7,587 67,930 SH SOLE 56,342 0 11,588
LEUCADIA NATIONAL CORP COMMON COM 527288104 9,469 424,790 SH SOLE 236,860 0 187,930
LEVEL 3 COMMUNICATIONS INC COM COM 52729N308 21,038 390,758 SH SOLE 248,366 0 142,392
LEXICON PHARMACEUTICALS INC CO COM 528872104 250 264,723 SH SOLE 148,946 0 115,777
LEXINGTON REALTY TRUST REIT US COM 529043101 3,546 360,700 SH SOLE 168,139 0 192,561
LEXMARK INTERNATIONAL INC A CO COM 529771107 3,892 91,933 SH SOLE 70,526 0 21,407
LGI HOMES INC COM 50187T106 267 16,030 SH SOLE 5,520 0 10,510
LHC GROUP INC COMMON STOCK USD COM 50187A107 696 21,059 SH SOLE 9,239 0 11,820
LIBBEY INC COMMON STOCK USD.01 COM 529898108 883 22,118 SH SOLE 12,508 0 9,610
LIBERATOR MEDICAL HLDGS COM 53012L108 85 24,315 SH SOLE 11,525 0 12,790
LIBERTY BROADBAND CORP. CLASS- COM 530307107 1,085 19,205 SH SOLE 9,245 0 9,960
LIBERTY BROADBAND CORP. CLASS- COM 530307305 1,956 34,567 SH SOLE 20,319 0 14,248
LIBERTY MEDIA CORP COM 531229102 3,011 78,108 SH SOLE 36,955 0 41,153
LIBERTY MEDIA CORP - C SHARES COM 531229300 4,389 114,906 SH SOLE 67,806 0 47,100
LIBERTY PROPERTY TRUST REIT US COM 531172104 7,478 209,479 SH SOLE 156,789 0 52,690
LIBERTY TRIPADVISOR HDG-A COM 531465102 1,976 62,167 SH SOLE 44,045 0 18,122
LIBERTY VENTURES SER A COM COM 53071M880 5,108 121,584 SH SOLE 85,086 0 36,498
LIFE TIME FITNESS INC COMMON S COM 53217R207 6,185 87,161 SH SOLE 51,506 0 35,655
LIFEPOINT HOSPITALS INC COMMON COM 53219L109 4,282 58,303 SH SOLE 44,628 0 13,675
LIFETIME BRANDS INC COMMON STO COM 53222Q103 217 14,214 SH SOLE 5,384 0 8,830
LIFEWAY FOODS INC COMMON STOCK COM 531914109 211 9,845 SH SOLE 3,121 0 6,724
LIGAND PHARMACEUTICALS CL B CO COM 53220K504 1,820 23,598 SH SOLE 15,270 0 8,328
LIMELIGHT NETWORKS INC COMMON COM 53261M104 292 80,341 SH SOLE 30,381 0 49,960
LIMONEIRA CO COMMON STOCK USD. COM 532746104 234 10,746 SH SOLE 6,106 0 4,640
LINCOLN ELECTRIC HOLDINGS COMM COM 533900106 9,056 138,488 SH SOLE 110,539 0 27,949
LINCOLN NATIONAL CORP COMMON S COM 534187109 18,959 329,947 SH SOLE 181,772 0 148,175
LINDSAY CORP COMMON STOCK USD1 COM 535555106 1,837 24,090 SH SOLE 16,678 0 7,412
LINEAR TECHNOLOGY CORP COMMON COM 535678106 17,084 365,039 SH SOLE 250,689 0 114,350
LINKEDIN CORP A COMMON STOCK COM 53578A108 22,124 88,544 SH SOLE 61,129 0 27,415
LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 356 62,262 SH SOLE 35,912 0 26,350
LIONS GATE ENTERTAINMENT W/D C COM 535919203 2,076 61,192 SH SOLE 45,212 0 15,980
LIQUIDITY SERVICES INC COMMON COM 53635B107 413 41,850 SH SOLE 19,270 0 22,580
LITHIA MOTORS INC CL A COMMON COM 536797103 2,962 29,799 SH SOLE 19,084 0 10,715
LITTELFUSE INC COMMON STOCK US COM 537008104 2,946 29,641 SH SOLE 17,388 0 12,253
LIVE NATION ENTERTAINMENT IN C COM 538034109 5,207 206,381 SH SOLE 165,722 0 40,659
LIVEPERSON INC COMMON STOCK US COM 538146101 615 60,097 SH SOLE 36,987 0 23,110
LKQ CORP COMMON STOCK USD.01 COM 501889208 11,977 468,596 SH SOLE 390,408 0 78,188
LLOYDS TSB GROUP PLC ADR COM 539439109 847 181,293 SH SOLE 181,293 0 0
LMI AEROSPACE INC COMMON STOCK COM 502079106 209 17,079 SH SOLE 5,639 0 11,440
LOCKHEED MARTIN CORP COMMON ST COM 539830109 88,133 434,236 SH SOLE 248,127 0 186,109
LOEWS CORP COMMON STOCK USD.01 COM 540424108 17,069 418,061 SH SOLE 228,717 0 189,344
LOGMEIN INC COMMON STOCK USD.0 COM 54142L109 1,511 26,981 SH SOLE 15,911 0 11,070
LORAL SPACE + COMMUNICATIONS C COM 543881106 1,047 15,296 SH SOLE 8,361 0 6,935
LORILLARD INC COMMON STOCK USD COM 544147101 33,965 519,737 SH SOLE 364,300 0 155,437
LOUISIANA PACIFIC CORP COMMON COM 546347105 5,078 307,598 SH SOLE 182,648 0 124,950
LOWE S COS INC COMMON STOCK US COM 548661107 126,436 1,699,633 SH SOLE 909,289 0 790,344
LPL FINANCIAL HOLDINGS INC COM 50212V100 2,926 66,719 SH SOLE 49,317 0 17,402
LSB INDUSTRIES INC COMMON STOC COM 502160104 1,419 34,335 SH SOLE 15,235 0 19,100
LSI INDUSTRIES INC COMMON STOC COM 50216C108 249 30,552 SH SOLE 12,772 0 17,780
LTC PROPERTIES INC REIT USD.01 COM 502175102 3,659 79,553 SH SOLE 46,821 0 32,732
LUMBER LIQUIDATORS HOLDINGS CO COM 55003T107 1,021 33,171 SH SOLE 21,102 0 12,069
LUMINEX CORP COMMON STOCK USD. COM 55027E102 773 48,307 SH SOLE 32,312 0 15,995
LUMOS NETWORKS CORP COM 550283105 362 23,729 SH SOLE 13,439 0 10,290
LUXOFT HOLDINGS INC COM COM G57279104 327 6,314 SH SOLE 3,144 0 3,170
LUXOTTICA GROUP SP ADR COM 55068R202 208 3,311 SH SOLE 3,311 0 0
LYDALL INC COMMON STOCK USD.1 COM 550819106 628 19,786 SH SOLE 11,506 0 8,280
LYON WILLIAM HOMES COM COM 552074700 543 21,034 SH SOLE 7,334 0 13,700
LYONDELLBASELL INDU CL A COMMO COM N53745100 56,273 640,927 SH SOLE 339,312 0 301,615
LifeLock, Inc. COM 53224V100 1,034 73,313 SH SOLE 39,138 0 34,175
M + T BANK CORP COMMON STOCK U COM 55261F104 20,826 163,988 SH SOLE 89,357 0 74,631
M/I HOMES INC COMMON STOCK USD COM 55305B101 914 38,358 SH SOLE 17,348 0 21,010
MA-COM TECHNOLOGY SOLUTIONS CO COM 55405Y100 413 11,073 SH SOLE 5,493 0 5,580
MACATAWA BK CORP COM COM 554225102 188 35,157 SH SOLE 13,407 0 21,750
MACERICH CO/THE REIT USD.01 COM 554382101 16,114 191,081 SH SOLE 95,960 0 95,121
MACK CALI REALTY CORP REIT USD COM 554489104 3,476 180,308 SH SOLE 93,608 0 86,700
MACROGENICS INC COM 556099109 593 18,915 SH SOLE 10,400 0 8,515
MACY S INC COMMON STOCK USD.01 COM 55616P104 31,521 485,618 SH SOLE 298,871 0 186,747
MADISON SQUARE GARDEN CO A COM COM 55826P100 3,627 42,852 SH SOLE 23,170 0 19,682
MAGELLAN HEALTH INC COMMON STO COM 559079207 3,467 48,950 SH SOLE 23,178 0 25,772
MAGICJACK VOCALTEC LTD COM M6787E101 134 19,576 SH SOLE 11,306 0 8,270
MAGNA INTERNATIONAL COM COM 559222401 335 6,240 SH SOLE 6,240 0 0
MAGNUM HUNTER RESOURCES CORP C COM 55973B102 546 204,355 SH SOLE 115,815 0 88,540
MAIDEN HOLDINGS LTD COMMON STO COM G5753U112 1,132 76,361 SH SOLE 36,854 0 39,507
MAINSOURCE FINANCIAL GROUP I C COM 56062Y102 640 32,593 SH SOLE 12,414 0 20,179
MALLINCKRODT PLC COM COM G5785G107 20,688 163,350 SH SOLE 95,213 0 68,137
MANHATTAN ASSOCIATES INC COMMO COM 562750109 5,319 105,092 SH SOLE 64,669 0 40,423
MANITEK INTL INC COM 563420108 127 13,068 SH SOLE 7,628 0 5,440
MANITOWOC COMPANY INC COMMON S COM 563571108 4,017 186,318 SH SOLE 79,335 0 106,983
MANNING & NAPIER INC COM 56382Q102 245 18,860 SH SOLE 7,290 0 11,570
MANNKIND CORP COMMON STOCK USD COM 56400P201 1,263 242,921 SH SOLE 143,416 0 99,505
MANPOWER INC COMMON STOCK USD. COM 56418H100 9,182 106,584 SH SOLE 83,873 0 22,711
MANTECH INTERNATIONAL CORP A C COM 564563104 1,158 34,119 SH SOLE 12,719 0 21,400
MANULIFE FINANCIAL CORP COM COM 56501R106 398 23,370 SH SOLE 23,370 0 0
MARATHON OIL CORP COMMON STOCK COM 565849106 28,186 1,079,505 SH SOLE 531,739 0 547,766
MARATHON PETROLEUM CORP COMMON COM 56585A102 44,537 434,971 SH SOLE 227,272 0 207,699
MARCHEX INC CLASS B COMMON STO COM 56624R108 151 37,111 SH SOLE 21,231 0 15,880
MARCUS & MILLICHAP INC COM 566324109 254 6,780 SH SOLE 3,600 0 3,180
MARCUS CORPORATION COMMON STOC COM 566330106 674 31,636 SH SOLE 14,426 0 17,210
MARIN SOFTWARE INC COM 56804T106 159 25,271 SH SOLE 14,551 0 10,720
MARINE PRODUCTS CORP COMMON ST COM 568427108 140 16,375 SH SOLE 6,365 0 10,010
MARINEMAX INC COMMON STOCK USD COM 567908108 1,296 48,899 SH SOLE 25,279 0 23,620
MARKEL CORP COMMON STOCK NPV COM 570535104 7,320 9,519 SH SOLE 5,354 0 4,165
MARKETAXESS HOLDINGS INC COMMO COM 57060D108 4,873 58,781 SH SOLE 40,068 0 18,713
MARKETO INC COM 57063L107 625 24,412 SH SOLE 13,957 0 10,455
MARLIN BUSINESS SERVICES INC C COM 571157106 307 15,315 SH SOLE 5,785 0 9,530
MARRIOTT INTERNATIONAL CL A CO COM 571903202 24,738 307,995 SH SOLE 194,391 0 113,604
MARRIOTT VACATIONS WORLD COM 57164Y107 3,829 47,238 SH SOLE 22,393 0 24,845
MARRONE BIO INNOVATIONS INC CO COM 57165B106 39 10,140 SH SOLE 4,950 0 5,190
MARSH + MCLENNAN COS COMMON ST COM 571748102 53,632 956,173 SH SOLE 505,174 0 450,999
MARTEN TRANSPORT LTD COMMON ST COM 573075108 1,230 53,019 SH SOLE 34,459 0 18,560
MARTHA STEWART LIVING CL A CO COM 573083102 222 34,091 SH SOLE 17,101 0 16,990
MARTIN MARIETTA MATERIALS COMM COM 573284106 11,959 85,543 SH SOLE 54,468 0 31,075
MARVELL TECHNOLOGY GROUP LTD C COM G5876H105 4,212 286,518 SH SOLE 152,028 0 134,490
MASCO CORP COMMON STOCK USD1. COM 574599106 13,732 514,289 SH SOLE 319,688 0 194,601
MASIMO CORPORATION COMMON STOC COM 574795100 1,750 53,071 SH SOLE 31,201 0 21,870
MASONITE INTL CORP NEW COM 575385109 2,521 37,475 SH SOLE 14,185 0 23,290
MASTEC INC COMMON STOCK USD.1 COM 576323109 1,410 73,032 SH SOLE 41,932 0 31,100
MASTERCARD INC CLASS A COMMON COM 57636Q104 145,566 1,684,986 SH SOLE 902,761 0 782,225
MATADOR RESOURCES COM COM 576485205 1,780 81,193 SH SOLE 37,113 0 44,080
MATERION CORP COMMON STOCK NPV COM 576690101 1,367 35,580 SH SOLE 20,323 0 15,257
MATRIX SERVICE CO COMMON STOCK COM 576853105 571 32,491 SH SOLE 19,501 0 12,990
MATSON INC. COM 57686G105 2,568 60,902 SH SOLE 28,117 0 32,785
MATTEL INC COMMON STOCK USD1. COM 577081102 10,345 452,718 SH SOLE 259,683 0 193,035
MATTHEWS INTL CORP CLASS A COM COM 577128101 2,701 52,438 SH SOLE 25,302 0 27,136
MATTRESS FIRM HOLDING CORP COM 57722W106 919 13,202 SH SOLE 7,107 0 6,095
MAXIM INTEGRATED PRODUCTS COMM COM 57772K101 8,045 231,107 SH SOLE 161,667 0 69,440
MAXIMUS INC COMMON STOCK NPV COM 577933104 9,962 149,218 SH SOLE 114,673 0 34,545
MAXLINEAR INC CLASS A COMMON S COM 57776J100 216 26,549 SH SOLE 15,569 0 10,980
MAXWELL TECHNOLOGIES INC COMMO COM 577767106 228 28,233 SH SOLE 16,563 0 11,670
MB FINANCIAL INC COMMON STOCK COM 55264U108 3,354 107,121 SH SOLE 46,592 0 60,529
MBIA INC COMMON STOCK USD1. COM 55262C100 893 95,994 SH SOLE 53,992 0 42,002
MCCLATCHY CO CLASS A COMMON ST COM 579489105 174 94,627 SH SOLE 39,757 0 54,870
MCCORMICK + CO NON VTG SHRS CO COM 579780206 16,607 215,372 SH SOLE 139,402 0 75,970
MCDERMOTT INTL INC COMMON STOC COM 580037109 1,348 351,011 SH SOLE 135,911 0 215,100
MCDONALD S CORP COMMON STOCK U COM 580135101 161,634 1,658,802 SH SOLE 888,457 0 770,345
MCGRATH RENTCORP COMMON STOCK COM 580589109 1,874 56,944 SH SOLE 33,214 0 23,730
MCGRAW HILL FINANCIAL INC COM 580645109 40,637 393,008 SH SOLE 251,327 0 141,681
MCKESSON CORP COMMON STOCK USD COM 58155Q103 84,026 371,468 SH SOLE 185,191 0 186,277
MDC HOLDINGS INC COMMON STOCK COM 552676108 2,356 82,677 SH SOLE 46,947 0 35,730
MDC PARTNERS INC CL A COMMON S COM 552697104 1,442 50,879 SH SOLE 19,824 0 31,055
MDU RESOURCES GROUP INC COMMON COM 552690109 5,679 266,104 SH SOLE 205,789 0 60,315
MEAD JOHNSON NUTRITION CO COMM COM 582839106 29,540 293,838 SH SOLE 182,663 0 111,175
MEADOWBROOK INSURANCE GROUP CO COM 58319P108 650 76,529 SH SOLE 34,554 0 41,975
MEADWESTVACO CORP COMMON STOCK COM 583334107 10,447 209,476 SH SOLE 113,061 0 96,415
MEDASSETS INC COMMON STOCK USD COM 584045108 1,331 70,707 SH SOLE 41,802 0 28,905
MEDIA GEN INC COM 58441K100 1,676 101,667 SH SOLE 33,327 0 68,340
MEDICAL PROPERTIES TRUST INC R COM 58463J304 4,992 338,649 SH SOLE 147,089 0 191,560
MEDICINES COMPANY COMMON STOCK COM 584688105 2,379 84,915 SH SOLE 52,325 0 32,590
MEDIDATA SOLUTIONS INC COMMON COM 58471A105 3,060 62,389 SH SOLE 38,391 0 23,998
MEDIFAST INC COMMON STOCK USD. COM 58470H101 444 14,823 SH SOLE 8,933 0 5,890
MEDIVATION INC COMMON STOCK US COM 58501N101 8,330 64,535 SH SOLE 44,868 0 19,667
MEDNAX INC COMMON STOCK USD.01 COM 58502B106 10,501 144,818 SH SOLE 116,504 0 28,314
MEDTRONIC PLC COM G5960L103 177,740 2,279,006 SH SOLE 1,183,922 0 1,095,084
MEMORIAL RESOURCES DEVELOPMENT COM 58605q109 459 25,887 SH SOLE 19,210 0 6,677
MEN S WEARHOUSE INC/THE COMMON COM 587118100 3,407 65,272 SH SOLE 38,767 0 26,505
MENTOR GRAPHICS CORP COMMON ST COM 587200106 5,046 210,007 SH SOLE 123,447 0 86,560
MERCANTILE BANK CORP COM COM 587376104 431 22,047 SH SOLE 7,967 0 14,080
MERCHANTS BANCSHARES INC COMMO COM 588448100 218 7,473 SH SOLE 2,963 0 4,510
MERCK + CO. INC. COMMON STOCK COM 58933Y105 240,829 4,189,792 SH SOLE 2,149,552 0 2,040,240
MERCURY GENERAL CORP COMMON ST COM 589400100 2,469 42,754 SH SOLE 34,560 0 8,194
MERCURY SYSTEMS INC COM 589378108 745 47,932 SH SOLE 20,082 0 27,850
MEREDITH CORP COMMON STOCK USD COM 589433101 4,322 77,490 SH SOLE 44,170 0 33,320
MERGE HEALTHCARE INC COMMON ST COM 589499102 329 73,609 SH SOLE 41,009 0 32,600
MERIDIAN BANCORP INC COM 58958U103 303 23,032 SH SOLE 14,260 0 8,772
MERIDIAN BIOSCIENCE INC COMMON COM 589584101 2,323 121,730 SH SOLE 101,520 0 20,210
MERIT MEDICAL SYSTEMS INC COMM COM 589889104 1,204 62,542 SH SOLE 25,787 0 36,755
MERITAGE HOMES CORP COMMON STO COM 59001A102 3,123 64,202 SH SOLE 28,346 0 35,856
MERITOR INC COMMON STOCK USD1. COM 59001K100 1,537 121,918 SH SOLE 54,228 0 67,690
MERRIMACK PHARMACEUTICALS INC COM 590328100 1,154 97,141 SH SOLE 53,211 0 43,930
META FINL GROUP INC COM COM 59100U108 294 7,410 SH SOLE 2,240 0 5,170
METHODE ELECTRONICS INC COMMON COM 591520200 2,391 50,821 SH SOLE 32,531 0 18,290
METLIFE INC COMMON STOCK USD.0 COM 59156R108 80,559 1,593,654 SH SOLE 801,202 0 792,452
METRO BANCORP INC COMMON STOCK COM 59161R101 544 19,743 SH SOLE 7,543 0 12,200
METTLER TOLEDO INTERNATIONAL C COM 592688105 14,498 44,113 SH SOLE 36,794 0 7,319
MFA FINANCIAL INC REIT USD.01 COM 55272X102 2,004 255,018 SH SOLE 149,350 0 105,668
MGE ENERGY INC COMMON STOCK US COM 55277P104 2,835 63,975 SH SOLE 33,218 0 30,757
MGIC INVESTMENT CORP COMMON ST COM 552848103 4,076 423,251 SH SOLE 190,496 0 232,755
MGM RESORTS INTERNATIONAL COMM COM 552953101 5,310 252,504 SH SOLE 139,986 0 112,518
MICHAEL KORS HOLDINGS COM G60754101 17,918 272,514 SH SOLE 176,895 0 95,619
MICHAELS COS INC COM 59408Q106 390 14,415 SH SOLE 11,085 0 3,330
MICREL INC COMMON STOCK NPV COM 594793101 809 53,644 SH SOLE 31,724 0 21,920
MICROCHIP TECHNOLOGY INC COMMO COM 595017104 13,276 271,492 SH SOLE 177,547 0 93,945
MICRON TECHNOLOGY INC COMMON S COM 595112103 46,725 1,722,271 SH SOLE 884,052 0 838,219
MICROSEMI CORP COMMON STOCK US COM 595137100 4,513 127,475 SH SOLE 69,970 0 57,505
MICROSOFT CORP COMMON STOCK US COM 594918104 549,070 13,505,590 SH SOLE 7,024,670 0 6,480,920
MICROSTRATEGY INC CL A COMMON COM 594972408 2,016 11,913 SH SOLE 7,572 0 4,341
MID AMERICA APARTMENT COMM REI COM 59522J103 8,284 107,203 SH SOLE 81,628 0 25,575
MIDDLEBY CORP COMMON STOCK USD COM 596278101 4,504 43,880 SH SOLE 32,271 0 11,609
MIDDLESEX WATER CO COMMON STOC COM 596680108 523 22,985 SH SOLE 9,345 0 13,640
MIDSOUTH BANCORP INC COMMON ST COM 598039105 169 11,473 SH SOLE 4,363 0 7,110
MIDSTATES PETROLEUM CORP COM COM 59804T100 42 49,757 SH SOLE 18,987 0 30,770
MIDWEDTONE FINL GROUP COM 598511103 278 9,644 SH SOLE 3,654 0 5,990
MILLENIAL MEDIA INC COM 60040N105 148 102,368 SH SOLE 39,898 0 62,470
MILLER ENERGY RESOURCES INC CO COM 600527105 27 43,161 SH SOLE 17,376 0 25,785
MILLER INDUSTRIES INC/TENN COM COM 600551204 381 15,557 SH SOLE 6,162 0 9,395
MIMEDX GROUP INC COM 602496101 924 88,868 SH SOLE 48,633 0 40,235
MINERALS TECHNOLOGIES INC COMM COM 603158106 5,677 77,654 SH SOLE 50,549 0 27,105
MISTRAS GROUP INC COMMON STOCK COM 60649T107 304 15,777 SH SOLE 8,802 0 6,975
MITCHAM INDUSTRIES INC COMMON COM 606501104 83 18,043 SH SOLE 7,193 0 10,850
MITSUBISHI FINL ADR COM 606822104 1,219 195,950 SH SOLE 195,950 0 0
MIZUHO FINL GROUP ADR COM 60687Y109 770 217,015 SH SOLE 217,015 0 0
MKS INSTRUMENTS INC COMMON STO COM 55306N104 2,940 86,960 SH SOLE 39,487 0 47,473
MOBILE MINI INC COMMON STOCK U COM 60740F105 3,065 71,873 SH SOLE 32,433 0 39,440
MODEL N INC COM 607525102 232 19,413 SH SOLE 9,243 0 10,170
MODINE MANUFACTURING CO COMMON COM 607828100 872 64,710 SH SOLE 27,551 0 37,159
MODUSLINK GLOBAL SOLUTIONS I C COM 60786L206 211 54,886 SH SOLE 21,604 0 33,282
MOELIS & CO COM 60786M105 250 8,295 SH SOLE 2,495 0 5,800
MOHAWK INDUSTRIES INC COMMON S COM 608190104 14,260 76,769 SH SOLE 40,594 0 36,175
MOLINA HEALTHCARE INC COMMON S COM 60855R100 2,853 42,401 SH SOLE 27,716 0 14,685
MOLSON COORS BREWING CO B COM COM 60871R209 13,860 186,165 SH SOLE 103,973 0 82,192
MOLYCORP INC COMMON STOCK COM 608753109 97 250,655 SH SOLE 95,305 0 155,350
MOMENTA PHARMACEUTICALS INC CO COM 60877T100 862 56,678 SH SOLE 33,273 0 23,405
MONARCH CASINO + RESORT INC CO COM 609027107 308 16,108 SH SOLE 6,058 0 10,050
MONDELEZ INTERNATIONAL INC COM 609207105 96,665 2,678,431 SH SOLE 1,296,519 0 1,381,912
MONEYGRAM INTERNATIONAL INC CO COM 60935Y208 359 41,549 SH SOLE 14,449 0 27,100
MONMOUTH REIT CLASS A REIT USD COM 609720107 898 80,794 SH SOLE 30,634 0 50,160
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 97 10,400 SH SOLE 0 0 10,400
MONOLITHIC POWER SYSTEMS INC C COM 609839105 2,596 49,308 SH SOLE 30,538 0 18,770
MONOTYPE IMAGING HOLDINGS IN C COM 61022P100 1,455 44,589 SH SOLE 27,949 0 16,640
MONRO MUFFLER BRAKE INC COMMON COM 610236101 3,217 49,461 SH SOLE 34,276 0 15,185
MONSANTO CO COMMON STOCK USD.0 COM 61166W101 89,026 791,057 SH SOLE 406,714 0 384,343
MONSTER BEVERAGE CORP COM 611740101 28,381 205,075 SH SOLE 131,707 0 73,368
MONSTER WORLDWIDE INC COMMON S COM 611742107 936 147,708 SH SOLE 64,748 0 82,960
MONTPELIER RE HOLDINGS LTD COM COM G62185106 2,431 63,241 SH SOLE 26,441 0 36,800
MOODY S CORP COMMON STOCK USD. COM 615369105 27,623 266,119 SH SOLE 169,367 0 96,752
MOOG INC CLASS A COMMON STOCK COM 615394202 5,088 67,794 SH SOLE 31,914 0 35,880
MORGAN STANLEY COMMON STOCK US COM 617446448 84,599 2,370,389 SH SOLE 1,165,182 0 1,205,207
MORGANS HOTEL GROUP CO COMMON COM 61748W108 303 39,090 SH SOLE 16,940 0 22,150
MORNINGSTAR INC COMMON STOCK N COM 617700109 1,304 17,411 SH SOLE 12,382 0 5,029
MOSAIC CO/THE COMMON STOCK USD COM 61945C103 18,720 406,426 SH SOLE 220,661 0 185,765
MOTORCAR PARTS OF AMERICA IN C COM 620071100 430 15,470 SH SOLE 8,050 0 7,420
MOTOROLA SOLUTIONS INC COMMON COM 620076307 17,895 268,412 SH SOLE 151,765 0 116,647
MOVADO GROUP INC COMMON STOCK COM 624580106 734 25,736 SH SOLE 13,056 0 12,680
MRC GLOBAL INC COM COM 55345K103 792 66,845 SH SOLE 45,128 0 21,717
MSA SAFETY INC COM 553498106 2,881 57,767 SH SOLE 43,617 0 14,150
MSC INDUSTRIAL DIRECT CO A COM COM 553530106 6,742 93,385 SH SOLE 82,328 0 11,057
MSCI INC A COMMON STOCK USD.01 COM 55354G100 10,291 167,847 SH SOLE 133,856 0 33,991
MTS SYSTEMS CORP COMMON STOCK COM 553777103 3,214 42,490 SH SOLE 34,295 0 8,195
MUELLER INDUSTRIES INC COMMON COM 624756102 3,005 83,162 SH SOLE 46,147 0 37,015
MUELLER WATER PRODUCTS INC A C COM 624758108 1,443 146,487 SH SOLE 80,192 0 66,295
MULTI COLOR CORP COMMON STOCK COM 625383104 963 13,892 SH SOLE 5,882 0 8,010
MULTI FINELINE ELECTRONIX IN C COM 62541B101 267 14,621 SH SOLE 4,981 0 9,640
MURPHY OIL CORP COMMON STOCK U COM 626717102 10,785 231,444 SH SOLE 127,976 0 103,468
MURPHY USA INC COM 626755102 5,089 70,323 SH SOLE 57,387 0 12,936
MYERS INDUSTRIES INC COMMON ST COM 628464109 597 34,031 SH SOLE 20,601 0 13,430
MYLAN NV COM N59465109 28,370 478,004 SH SOLE 328,851 0 149,153
MYR GROUP INC/DELAWARE COMMON COM 55405W104 877 27,975 SH SOLE 9,775 0 18,200
MYRIAD GENETICS INC COMMON STO COM 62855J104 2,451 69,243 SH SOLE 45,386 0 23,857
N B T BANCORP INC COMMON STOCK COM 628778102 1,779 70,992 SH SOLE 32,485 0 38,507
NABORS INDUSTRIES LTD COMMON S COM G6359F103 5,750 421,277 SH SOLE 314,438 0 106,839
NACCO INDUSTRIES CL A COMMON S COM 629579103 425 8,022 SH SOLE 3,411 0 4,611
NANOMETRICS INC COMMON STOCK N COM 630077105 551 32,756 SH SOLE 17,316 0 15,440
NANOVIRICIDES INC COM 630087203 84 37,465 SH SOLE 18,525 0 18,940
NASDAQ OMX GROUP/THE COMMON ST COM 631103108 8,244 161,847 SH SOLE 91,585 0 70,262
NATIONAL BANKSHARES INC/VA COM COM 634865109 305 10,234 SH SOLE 4,204 0 6,030
NATIONAL BEVERAGE CORP COMMON COM 635017106 741 30,345 SH SOLE 23,155 0 7,190
NATIONAL CINEMEDIA INC COMMON COM 635309107 1,184 78,422 SH SOLE 31,142 0 47,280
NATIONAL FUEL GAS CO COMMON ST COM 636180101 6,914 114,597 SH SOLE 88,535 0 26,062
NATIONAL GEN HLDGS CORP COM 636220303 820 43,875 SH SOLE 14,175 0 29,700
NATIONAL GRID TRANS ADR COM 636274300 700 10,832 SH SOLE 10,832 0 0
NATIONAL HEALTHCARE CORP COMMO COM 635906100 993 15,589 SH SOLE 6,199 0 9,390
NATIONAL INSTRUMENTS CORP COMM COM 636518102 6,547 204,330 SH SOLE 179,260 0 25,070
NATIONAL INTERSTATE CORP COMMO COM 63654U100 328 11,680 SH SOLE 4,940 0 6,740
NATIONAL OILWELL VARCO INC COM COM 637071101 35,482 709,783 SH SOLE 366,953 0 342,830
NATIONAL PRESTO INDS INC COMMO COM 637215104 572 9,020 SH SOLE 3,921 0 5,099
NATIONAL RESEARCH CORP COMMON COM 637372202 152 10,578 SH SOLE 5,818 0 4,760
NATIONAL RETAIL PROPERTIES REI COM 637417106 8,021 195,780 SH SOLE 151,673 0 44,107
NATIONSTAR MTGE HLDGS INC COM COM 63861C109 374 15,089 SH SOLE 11,349 0 3,740
NATL HEALTH INVESTORS INC REIT COM 63633D104 3,581 50,427 SH SOLE 31,232 0 19,195
NATL PENN BCSHS INC COMMON STO COM 637138108 2,215 205,650 SH SOLE 96,232 0 109,418
NATL WESTERN LIFE INS CL A COM COM 638522102 997 3,919 SH SOLE 1,743 0 2,176
NATURAL GAS SERVICES GROUP COM COM 63886Q109 366 19,068 SH SOLE 8,478 0 10,590
NATURAL GROCERS BY VITAMIN C COM 63888U108 239 8,645 SH SOLE 4,785 0 3,860
NATURES SUNSHINE PRODS INC COM COM 639027101 203 15,444 SH SOLE 6,274 0 9,170
NATUS MEDICAL INC COMMON STOCK COM 639050103 1,477 37,417 SH SOLE 22,137 0 15,280
NAUTILUS INC COM COM 63910B102 527 34,503 SH SOLE 15,193 0 19,310
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 240 151,256 SH SOLE 76,106 0 75,150
NAVIENT CORP COM 63938C108 10,610 521,882 SH SOLE 283,598 0 238,284
NAVIGANT CONSULTING INC COMMON COM 63935N107 1,056 81,450 SH SOLE 37,550 0 43,900
NAVIGATORS GROUP INC COMMON ST COM 638904102 1,441 18,509 SH SOLE 9,036 0 9,473
NAVIOS MARITIME ACQUISITIONS COM Y62159101 345 97,455 SH SOLE 29,355 0 68,100
NAVIOS MARITIME HOLDINGS COM Y62196103 451 107,820 SH SOLE 41,420 0 66,400
NAVISTAR INTERNATIONAL CORP CO COM 63934E108 1,100 37,291 SH SOLE 20,739 0 16,552
NCI BUILDING SYSTEMS INC COMMO COM 628852204 442 25,568 SH SOLE 13,968 0 11,600
NCR CORPORATION COMMON STOCK U COM 62886E108 6,721 227,740 SH SOLE 178,739 0 49,001
NEENAH PAPER INC COMMON STOCK COM 640079109 1,492 23,863 SH SOLE 12,048 0 11,815
NEKTAR THERAPEUTICS COMMON STO COM 640268108 1,839 167,206 SH SOLE 83,746 0 83,460
NELNET INC CL A COMMON STOCK U COM 64031N108 1,832 38,725 SH SOLE 19,616 0 19,109
NEOGEN CORP COMMON STOCK USD.1 COM 640491106 2,030 43,445 SH SOLE 28,135 0 15,310
NEOSTEM INC COMMON STOCK USD.0 COM 640650404 73 28,815 SH SOLE 12,245 0 16,570
NETAPP INC COMMON STOCK USD.00 COM 64110D104 14,600 411,718 SH SOLE 240,884 0 170,834
NETFLIX INC COMMON STOCK USD.0 COM 64110L106 35,325 84,775 SH SOLE 53,537 0 31,238
NETGEAR INC COMMON STOCK USD.0 COM 64111Q104 1,808 54,981 SH SOLE 22,675 0 32,306
NETSCOUT SYSTEMS INC COMMON ST COM 64115T104 2,160 49,256 SH SOLE 30,096 0 19,160
NETSUITE INC COMMON STOCK USD. COM 64118Q107 3,282 35,377 SH SOLE 24,449 0 10,928
NEURALSTEM INC COM 64127R302 104 54,975 SH SOLE 39,495 0 15,480
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 3,521 88,670 SH SOLE 48,935 0 39,735
NEUSTAR INC CLASS A COMMON STO COM 64126X201 2,331 94,693 SH SOLE 66,613 0 28,080
NEUTRAL TANDEM INC COMMON STOC COM 45825N107 495 31,463 SH SOLE 17,093 0 14,370
NEVRO CORP COM 64157F103 274 5,720 SH SOLE 1,795 0 3,925
NEW JERSEY RESOURCES CORP COMM COM 646025106 4,441 142,988 SH SOLE 67,528 0 75,460
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,439 60,151 SH SOLE 22,010 0 38,141
NEW RESIDENTIAL INVESTMENT COM 64828T201 2,823 187,815 SH SOLE 65,210 0 122,605
NEW YORK + CO COMMON STOCK USD COM 649295102 79 31,574 SH SOLE 18,184 0 13,390
NEW YORK COMMUNITY BANCORP COM COM 649445103 10,085 602,831 SH SOLE 470,081 0 132,750
NEW YORK MTGE TR INC COM COM 649604501 1,042 134,259 SH SOLE 45,549 0 88,710
NEW YORK REIT INC COM 64976L109 2,304 219,889 SH SOLE 73,589 0 146,300
NEW YORK TIMES CO A COMMON STO COM 650111107 3,909 284,096 SH SOLE 157,245 0 126,851
NEWBRIDGE BANCORP COM 65080T102 385 43,142 SH SOLE 15,262 0 27,880
NEWELL RUBBERMAID INC COMMON S COM 651229106 14,614 374,053 SH SOLE 223,657 0 150,396
NEWFIELD EXPLORATION CO COMMON COM 651290108 6,379 181,776 SH SOLE 99,539 0 82,237
NEWLINK GENETICS CORP COM 651511107 1,199 21,917 SH SOLE 13,222 0 8,695
NEWMARKET CORP COMMON STOCK NP COM 651587107 7,165 14,996 SH SOLE 12,465 0 2,531
NEWMONT MINING CORP COMMON STO COM 651639106 14,355 661,194 SH SOLE 372,222 0 288,972
NEWPARK RESOURCES INC COMMON S COM 651718504 1,296 142,267 SH SOLE 66,193 0 76,074
NEWPORT CORP COMMON STOCK USD. COM 651824104 915 48,005 SH SOLE 26,945 0 21,060
NEWS CORP CL A COMMON STOCK US COM 65249B109 9,914 619,208 SH SOLE 337,206 0 282,002
NEWSTAR FINANCIAL INC COMMON S COM 65251F105 643 54,792 SH SOLE 29,302 0 25,490
NEXSTAR BROADCASTING GROUP A C COM 65336K103 1,780 31,109 SH SOLE 16,449 0 14,660
NEXTERA ENERGY INC COMMON STOC COM 65339F101 73,285 704,323 SH SOLE 350,330 0 353,993
NIC INC COMMON STOCK NPV COM 62914B100 1,484 83,979 SH SOLE 50,676 0 33,303
NICHOLAS FINANCIAL INC COMMON COM 65373J209 200 14,251 SH SOLE 5,521 0 8,730
NIDEC CORP ADR COM 654090109 262 15,694 SH SOLE 15,694 0 0
NIELSEN NV COM N63218106 17,585 394,543 SH SOLE 245,332 0 149,211
NIKE INC CL B COMMON STOCK NP COM 654106103 119,762 1,193,679 SH SOLE 646,625 0 547,054
NIPPON TEL & TEL ADR COM 654624105 596 19,347 SH SOLE 19,347 0 0
NISOURCE INC COMMON STOCK USD. COM 65473P105 17,081 386,797 SH SOLE 207,889 0 178,908
NL INDUSTRIES COMMON STOCK USD COM 629156407 96 12,332 SH SOLE 3,932 0 8,400
NMI HOLDINGS INC-CLASS A COM 629209305 491 65,501 SH SOLE 23,201 0 42,300
NN INC COMMON STOCK USD.01 COM 629337106 410 16,363 SH SOLE 8,323 0 8,040
NOBLE CORP PLC COM G65431101 3,266 228,744 SH SOLE 154,524 0 74,220
NOBLE ENERGY INC COMMON STOCK COM 655044105 24,463 500,260 SH SOLE 303,759 0 196,501
NOKIA CORP COM 654902204 420 55,472 SH SOLE 55,472 0 0
NOMURA HLDGS INC ADR COM 65535H208 318 54,116 SH SOLE 54,116 0 0
NORANDA ALUMINUM HOLDING COR C COM 65542W107 168 56,544 SH SOLE 19,824 0 36,720
NORDIC AMERICAN OFFSHORE LTD COM Y6366T112 128 13,955 SH SOLE 2,180 0 11,775
NORDIC AMERICAN TANKERS LTD CO COM G65773106 1,355 113,787 SH SOLE 38,917 0 74,870
NORDSON CORP COMMON STOCK NPV COM 655663102 7,530 96,124 SH SOLE 78,154 0 17,970
NORDSTROM INC COMMON STOCK NPV COM 655664100 17,972 223,749 SH SOLE 148,849 0 74,900
NORFOLK SOUTHERN CORP COMMON S COM 655844108 53,517 519,984 SH SOLE 277,694 0 242,290
NORTEK INC COM COM 656559309 826 9,359 SH SOLE 5,484 0 3,875
NORTH ATLANTIC DRILLING LTD COM G6613P202 105 90,900 SH SOLE 39,140 0 51,760
NORTHERN OIL AND GAS INC COMMO COM 665531109 740 96,042 SH SOLE 40,792 0 55,250
NORTHERN TRUST CORP COMMON STO COM 665859104 20,852 299,386 SH SOLE 155,392 0 143,994
NORTHFIELD BANCORP INC/NJ COM 66611T108 1,558 105,153 SH SOLE 61,231 0 43,922
NORTHRIM BANCORP INC COM COM 666762109 226 9,222 SH SOLE 3,422 0 5,800
NORTHROP GRUMMAN CORP COMMON S COM 666807102 48,802 303,192 SH SOLE 159,319 0 143,873
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 2,740 117,385 SH SOLE 72,796 0 44,589
NORTHSTAR REALTY FINANCE COR R COM 66704R704 2,892 159,612 SH SOLE 86,743 0 72,869
NORTHWEST BANCSHARES INC COMMO COM 667340103 2,426 204,704 SH SOLE 122,328 0 82,376
NORTHWEST BIOTHERAPEUTICS COM 66737P600 278 37,695 SH SOLE 21,115 0 16,580
NORTHWEST NATURAL GAS CO COMMO COM 667655104 2,301 47,991 SH SOLE 23,509 0 24,482
NORTHWEST PIPE CO COMMON STOCK COM 667746101 301 13,107 SH SOLE 5,067 0 8,040
NORTHWESTERN CORP COMMON STOCK COM 668074305 4,176 77,632 SH SOLE 36,227 0 41,405
NORWEGIAN CRUISE LINE HOLDGING COM G66721104 3,626 67,133 SH SOLE 48,413 0 18,720
NOVARTIS AG ADR COM 66987V109 3,793 38,462 SH SOLE 38,462 0 0
NOVAVAX INC COMMON STOCK USD.0 COM 670002104 1,844 222,983 SH SOLE 123,493 0 99,490
NOVO-NORDISK A/S COM 670100205 1,415 26,500 SH SOLE 26,500 0 0
NOW INC COM COM 67011P100 3,240 149,741 SH SOLE 110,393 0 39,348
NRG ENERGY INC COMMON STOCK US COM 629377508 10,596 420,637 SH SOLE 226,460 0 194,177
NRG YIELD INC CLASS A COM 62942X108 1,536 30,274 SH SOLE 10,174 0 20,100
NTELOS HOLDINGS CORP COM 67020Q305 101 21,136 SH SOLE 9,546 0 11,590
NTT DOCOMO INC ADR COM 62942M201 326 18,710 SH SOLE 18,710 0 0
NU SKIN ENTERPRISES INC A CO COM 67018T105 3,892 64,639 SH SOLE 50,135 0 14,504
NUANCE COMMUNICATIONS INC COMM COM 67020Y100 2,551 177,796 SH SOLE 98,331 0 79,465
NUCOR CORP COMMON STOCK USD.4 COM 670346105 18,660 392,586 SH SOLE 218,075 0 174,511
NUMEREX CORP PA CL A COM 67053A102 176 15,439 SH SOLE 8,189 0 7,250
NUTRACEUTICAL INTL CORP COMMON COM 67060Y101 239 12,125 SH SOLE 4,755 0 7,370
NUTRISYSTEM INC COMMON STOCK U COM 67069D108 652 32,643 SH SOLE 19,228 0 13,415
NUVASIVE INC COMMON STOCK USD. COM 670704105 2,782 60,482 SH SOLE 35,432 0 25,050
NUVERRA ENVIRONMENTAL SOLUTION COM 67091K203 74 20,710 SH SOLE 8,141 0 12,569
NVE CORP COMMON STOCK USD.01 COM 629445206 416 6,033 SH SOLE 2,673 0 3,360
NVIDIA CORP COMMON STOCK USD.0 COM 67066G104 14,433 689,750 SH SOLE 383,858 0 305,892
NVR INC COMMON STOCK USD.01 COM 62944T105 8,046 6,056 SH SOLE 5,067 0 989
NXSTAGE MEDICAL INC COMMON STO COM 67072V103 1,091 63,090 SH SOLE 35,140 0 27,950
National Bank Holdings Corp. COM 633707104 924 49,146 SH SOLE 19,886 0 29,260
O REILLY AUTOMOTIVE INC COMMON COM 67103H107 31,812 147,114 SH SOLE 92,865 0 54,249
OASIS PETROLEUM INC COMMON STO COM 674215108 1,148 80,762 SH SOLE 57,352 0 23,410
OCCIDENTAL PETROLEUM CORP COMM COM 674599105 92,189 1,262,864 SH SOLE 642,530 0 620,334
OCEANEERING INTL INC COMMON ST COM 675232102 8,669 160,746 SH SOLE 132,313 0 28,433
OCEANFIRST FINANCIAL CORP COMM COM 675234108 375 21,692 SH SOLE 7,422 0 14,270
OCLARO INC COMMON STOCK USD.01 COM 67555N206 249 125,689 SH SOLE 45,289 0 80,400
OCWEN FINANCIAL CORP COMMON ST COM 675746309 703 85,222 SH SOLE 58,332 0 26,890
OFFICE DEPOT INC COMMON STOCK COM 676220106 10,124 1,100,450 SH SOLE 618,970 0 481,480
OFG BANCORP COM 67103X102 1,214 74,416 SH SOLE 34,511 0 39,905
OGE ENERGY CORP COMMON STOCK U COM 670837103 8,799 278,374 SH SOLE 211,216 0 67,158
OHR PHARMACEUTICAL INC COM 67778H200 54 21,070 SH SOLE 10,640 0 10,430
OIL DRI CORP OF AMERICA COMMON COM 677864100 214 6,366 SH SOLE 2,606 0 3,760
OIL STATES INTERNATIONAL INC C COM 678026105 2,861 71,929 SH SOLE 53,702 0 18,227
OLD DOMINION FREIGHT LINE COMM COM 679580100 7,776 100,589 SH SOLE 84,029 0 16,560
OLD NATIONAL BANCORP COMMON ST COM 680033107 2,540 178,984 SH SOLE 73,581 0 105,403
OLD REPUBLIC INTL CORP COMMON COM 680223104 5,051 338,119 SH SOLE 259,963 0 78,156
OLIN CORP COMMON STOCK USD1. COM 680665205 5,301 165,435 SH SOLE 109,595 0 55,840
OLYMPIC STEEL INC COMMON STOCK COM 68162K106 187 13,905 SH SOLE 6,915 0 6,990
OM ASSET MANAGEMENT COM G67506108 288 15,450 SH SOLE 1,050 0 14,400
OM GROUP INC COMMON STOCK USD. COM 670872100 1,662 55,351 SH SOLE 25,217 0 30,134
OMEGA HEALTHCARE INVESTORS REI COM 681936100 8,210 202,378 SH SOLE 157,518 0 44,860
OMEGA PROTEIN CORP COMMON STOC COM 68210P107 392 28,648 SH SOLE 11,368 0 17,280
OMEROS CORP COM COM 682143102 772 35,063 SH SOLE 18,063 0 17,000
OMNICARE INC COMMON STOCK USD1 COM 681904108 10,559 137,018 SH SOLE 106,054 0 30,964
OMNICELL INC COMMON STOCK USD. COM 68213N109 1,569 44,691 SH SOLE 27,081 0 17,610
OMNICOM GROUP COMMON STOCK USD COM 681919106 30,251 387,931 SH SOLE 257,404 0 130,527
OMNIVISION TECHNOLOGIES INC CO COM 682128103 2,259 85,669 SH SOLE 34,392 0 51,277
OMNOVA SOLUTIONS INC COMMON ST COM 682129101 430 50,430 SH SOLE 30,990 0 19,440
ON ASSIGNMENT INC COMMON STOCK COM 682159108 3,011 78,484 SH SOLE 55,579 0 22,905
ON SEMICONDUCTOR CORPORATION C COM 682189105 4,144 342,210 SH SOLE 216,550 0 125,660
ONCOMED PHARMACEUTICALS INC CO COM 68234X102 305 11,830 SH SOLE 6,390 0 5,440
ONCOTHYREON INC COMMON STOCK N COM 682324108 131 80,560 SH SOLE 38,960 0 41,600
ONE GAS INC COM 68235P108 4,550 105,252 SH SOLE 57,760 0 47,492
ONE LIBERTY PROPERTIES INC REI COM 682406103 494 20,226 SH SOLE 9,116 0 11,110
ONEBEACON INSURANCE GROUP A CO COM G67742109 555 36,505 SH SOLE 12,545 0 23,960
ONEOK INC COMMON STOCK USD.01 COM 682680103 17,465 362,041 SH SOLE 248,311 0 113,730
ONSTREAM MEDIA CORP COM COM 682875208 2 10,700 SH SOLE 10,700 0 0
OPHTHOTECH CORP COM 683745103 611 13,139 SH SOLE 7,234 0 5,905
OPKO HEALTH INC COMMON STOCK U COM 68375N103 2,905 205,035 SH SOLE 111,985 0 93,050
OPPENHEIMER HOLDINGS CL A COMM COM 683797104 333 14,204 SH SOLE 5,594 0 8,610
ORACLE CORP COMMON STOCK USD.0 COM 68389X105 237,778 5,510,507 SH SOLE 2,930,060 0 2,580,447
ORANGE ADR COM 684060106 514 32,129 SH SOLE 32,129 0 0
ORASURE TECHNOLOGIES INC COMMO COM 68554V108 504 77,135 SH SOLE 31,970 0 45,165
ORBCOMM INC COMMON STOCK USD.0 COM 68555P100 407 68,240 SH SOLE 21,940 0 46,300
ORBITAL ATK INC COM 68557N103 5,782 75,458 SH SOLE 59,506 0 15,952
ORBITZ WORLDWIDE INC COMMON ST COM 68557K109 742 63,675 SH SOLE 26,625 0 37,050
ORCHIDS PAPER PRODS CO COM COM 68572N104 219 8,107 SH SOLE 4,007 0 4,100
OREXIGEN THERAPEUTICS INC COMM COM 686164104 960 122,636 SH SOLE 68,916 0 53,720
ORGANOVO HLDGS INC COM 68620A104 212 59,995 SH SOLE 33,535 0 26,460
ORION MARINE GROUP INC COMMON COM 68628V308 385 43,434 SH SOLE 20,230 0 23,204
ORITANI FINANCIAL CORP COMMON COM 68633D103 1,540 105,819 SH SOLE 64,299 0 41,520
ORIX CORP ADR COM 686330101 293 4,171 SH SOLE 4,171 0 0
ORMAT TECHNOLOGIES INC COMMON COM 686688102 1,215 31,969 SH SOLE 12,414 0 19,555
ORTHOFIX INTERNATIONAL NV COMM COM N6748L102 1,080 30,103 SH SOLE 13,373 0 16,730
OSHKOSH CORP COMMON STOCK USD. COM 688239201 5,318 109,004 SH SOLE 84,769 0 24,235
OSI SYSTEMS INC COMMON STOCK N COM 671044105 2,293 30,884 SH SOLE 13,669 0 17,215
OSIRIS THERAPEUTICS INC COMMON COM 68827R108 356 20,234 SH SOLE 11,224 0 9,010
OTTER TAIL CORP COMMON STOCK U COM 689648103 1,824 56,690 SH SOLE 24,754 0 31,936
OUTERWALL INC COM 690070107 1,517 22,940 SH SOLE 13,905 0 9,035
OUTFRONT MEDIA INC COM 69007J106 2,678 89,511 SH SOLE 50,139 0 39,372
OVASCIENCE INC COM COM 69014Q101 790 22,751 SH SOLE 8,091 0 14,660
OVERSTOCK.COM INC COMMON STOCK COM 690370101 309 12,762 SH SOLE 5,867 0 6,895
OWENS + MINOR INC COMMON STOCK COM 690732102 5,710 168,747 SH SOLE 111,557 0 57,190
OWENS CORNING COMMON STOCK USD COM 690742101 3,496 80,551 SH SOLE 44,758 0 35,793
OWENS ILLINOIS INC COMMON STOC COM 690768403 5,357 229,707 SH SOLE 138,343 0 91,364
OWENS REALTY MTG INC COM 690828108 176 11,750 SH SOLE 2,850 0 8,900
OXFORD IMMUNOTEC GLOBAL PLC COM G6855A103 184 13,080 SH SOLE 6,130 0 6,950
OXFORD INDUSTRIES INC COMMON S COM 691497309 1,335 17,694 SH SOLE 11,119 0 6,575
P G + E CORP COMMON STOCK NPV COM 69331C108 38,500 725,463 SH SOLE 353,432 0 372,031
PACCAR INC COMMON STOCK USD1. COM 693718108 32,472 514,286 SH SOLE 310,877 0 203,409
PACIFIC BIOSCIENCES OF CALIF C COM 69404D108 450 77,026 SH SOLE 52,636 0 24,390
PACIFIC CONTINENTAL CORP COMMO COM 69412V108 334 25,302 SH SOLE 10,482 0 14,820
PACIFIC ETHANOL INC COM COM 69423U305 329 30,527 SH SOLE 11,270 0 19,257
PACIFIC PREMIER BNCRP COM COM 69478X105 365 22,552 SH SOLE 8,262 0 14,290
PACIFIC SUNWEAR OF CALIF COMMO COM 694873100 153 55,560 SH SOLE 27,477 0 28,083
PACIRA PHARMACEUTICALS INC COM COM 695127100 3,535 39,783 SH SOLE 23,510 0 16,273
PACKAGING CORP OF AMERICA COMM COM 695156109 11,787 150,754 SH SOLE 127,550 0 23,204
PACWEST BANCORP COMMON STOCK N COM 695263103 6,134 130,821 SH SOLE 102,453 0 28,368
PAIN THERAPEUTICS INC COMMON S COM 69562K100 62 32,825 SH SOLE 20,305 0 12,520
PALL CORP COMMON STOCK USD.1 COM 696429307 16,192 161,286 SH SOLE 98,032 0 63,254
PALO ALTO NETWORKS INC COM 697435105 6,201 42,449 SH SOLE 31,678 0 10,771
PANDORA MEDIA INC COM COM 698354107 2,563 158,100 SH SOLE 116,636 0 41,464
PANERA BREAD COMPANY CLASS A C COM 69840W108 6,148 38,428 SH SOLE 32,110 0 6,318
PANHANDLE OIL AND GAS INC A CO COM 698477106 336 16,988 SH SOLE 11,048 0 5,940
PAPA JOHN S INTL INC COMMON ST COM 698813102 2,773 44,859 SH SOLE 29,929 0 14,930
PARAGON OFFSHORE PLC COM G6S01W108 13 10,250 SH SOLE 10,250 0 0
PARAMOUNT GROUP INC COM COM 69924R108 1,576 81,650 SH SOLE 48,650 0 33,000
PAREXEL INTERNATIONAL CORP COM COM 699462107 5,642 81,781 SH SOLE 55,101 0 26,680
PARK ELECTROCHEMICAL CORP COMM COM 700416209 768 35,630 SH SOLE 15,740 0 19,890
PARK NATIONAL CORP COMMON STOC COM 700658107 1,730 20,215 SH SOLE 7,865 0 12,350
PARK OHIO HOLDINGS CORP COMMON COM 700666100 483 9,178 SH SOLE 5,483 0 3,695
PARK STERLING CORP COMMON STOC COM 70086Y105 437 61,514 SH SOLE 24,114 0 37,400
PARKER DRILLING CO COMMON STOC COM 701081101 641 183,620 SH SOLE 77,500 0 106,120
PARKER HANNIFIN CORP COMMON ST COM 701094104 24,790 208,706 SH SOLE 122,878 0 85,828
PARKERVISION INC COM COM 701354102 64 77,327 SH SOLE 55,987 0 21,340
PARKWAY PROPERTIES INC REIT US COM 70159Q104 2,059 118,694 SH SOLE 46,662 0 72,032
PARSLEY ENERGY INC COM 701877102 776 48,550 SH SOLE 26,570 0 21,980
PARTNERRE LTD COMMON STOCK USD COM G6852T105 4,495 39,318 SH SOLE 23,752 0 15,566
PATRICK INDS INC COM COM 703343103 467 7,499 SH SOLE 4,134 0 3,365
PATTERN ENERGY GROUP INC COM 70338P100 1,067 37,670 SH SOLE 19,300 0 18,370
PATTERSON COS INC COMMON STOCK COM 703395103 8,828 180,936 SH SOLE 130,577 0 50,359
PATTERSON UTI ENERGY INC COMMO COM 703481101 4,268 227,334 SH SOLE 166,686 0 60,648
PAYCHEX INC COMMON STOCK USD.0 COM 704326107 26,051 525,057 SH SOLE 351,942 0 173,115
PAYCOM SOFTWARE INC COM 70432V102 248 7,745 SH SOLE 2,295 0 5,450
PAYLOCITY HLDG CORP COM 70438V106 262 9,165 SH SOLE 3,275 0 5,890
PBF ENERGY INC COM 69318G106 1,487 43,845 SH SOLE 27,695 0 16,150
PC CONNECTION INC COMMON STOCK COM 69318J100 357 13,665 SH SOLE 5,455 0 8,210
PDC ENERGY INC COM 69327R101 3,056 56,555 SH SOLE 25,845 0 30,710
PDF SOLUTIONS INC COMMON STOCK COM 693282105 510 28,456 SH SOLE 15,956 0 12,500
PDL BIOPHARMA INC COMMON STOCK COM 69329Y104 1,268 180,251 SH SOLE 104,686 0 75,565
PEABODY ENERGY CORP COMMON STO COM 704549104 1,721 349,860 SH SOLE 266,174 0 83,686
PEAPACK-GLADSTONE FNL COM COM 704699107 383 17,726 SH SOLE 4,976 0 12,750
PEARSON PLC ADR COM 705015105 257 11,900 SH SOLE 11,900 0 0
PEBBLEBROOK HOTEL TRUST REIT U COM 70509V100 5,022 107,829 SH SOLE 39,637 0 68,192
PEGASYSTEMS INC COMMON STOCK U COM 705573103 809 37,215 SH SOLE 19,918 0 17,297
PENDRELL CORP COMMON STOCK USD COM 70686R104 311 239,161 SH SOLE 91,821 0 147,340
PENN NATIONAL GAMING INC COMMO COM 707569109 1,730 110,474 SH SOLE 38,874 0 71,600
PENN REAL ESTATE INVEST TST RE COM 709102107 2,622 112,892 SH SOLE 47,309 0 65,583
PENN VIRGINIA CORP COMMON STOC COM 707882106 656 101,193 SH SOLE 43,088 0 58,105
PENNS WOODS BANCORP INC COMMON COM 708430103 388 7,937 SH SOLE 3,767 0 4,170
PENNYMAC FINL SVCS INC COM 70932B101 245 14,414 SH SOLE 6,474 0 7,940
PENNYMAC MORTGAGE INVESTMENT R COM 70931T103 2,014 94,610 SH SOLE 32,040 0 62,570
PENSKE AUTOMOTIVE GROUP INC CO COM 70959W103 1,576 30,599 SH SOLE 18,919 0 11,680
PENSON WORLDWIDE INC COM ESCRO COM 709ESC107 0 13,700 SH SOLE 11,700 0 2,000
PENTAIR PLC COM G7S00T104 15,951 253,631 SH SOLE 132,281 0 121,350
PEOPLE S UNITED FINANCIAL COMM COM 712704105 7,492 492,916 SH SOLE 309,836 0 183,080
PEOPLES BANCORP INC COMMON STO COM 709789101 406 17,171 SH SOLE 5,780 0 11,391
PEOPLES FINL SERVICES CO COM 711040105 409 9,125 SH SOLE 2,775 0 6,350
PEP BOYS MANNY MOE + JACK COMM COM 713278109 869 90,379 SH SOLE 43,309 0 47,070
PEPCO HOLDINGS INC COMMON STOC COM 713291102 8,300 309,346 SH SOLE 170,189 0 139,157
PEPSICO INC COMMON STOCK USD.0 COM 713448108 242,614 2,537,268 SH SOLE 1,257,155 0 1,280,113
PEREGRINE PHARMACEUTICALS COMM COM 713661304 191 141,281 SH SOLE 96,761 0 44,520
PERFICIENT INC COMMON STOCK US COM 71375U101 1,024 49,482 SH SOLE 28,347 0 21,135
PERFORMANT FINANCIAL CORP COM 71377E105 97 28,536 SH SOLE 15,796 0 12,740
PERICOM SEMICONDUCTOR CORP COM COM 713831105 538 34,803 SH SOLE 16,203 0 18,600
PERKINELMER INC COMMON STOCK U COM 714046109 6,861 134,168 SH SOLE 79,119 0 55,049
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 331 30,920 SH SOLE 17,470 0 13,450
PERRIGO CO PLC COM G97822103 25,525 154,184 SH SOLE 94,167 0 60,017
PERRY ELLIS INTERNATIONAL COMM COM 288853104 491 21,197 SH SOLE 10,541 0 10,656
PETMED EXPRESS INC COMMON STOC COM 716382106 1,381 83,587 SH SOLE 74,887 0 8,700
PETROLEO BRASILEIRO ADR COM 71654V101 183 30,010 SH SOLE 30,010 0 0
PETROQUEST ENERGY INC COMMON S COM 716748108 169 73,555 SH SOLE 43,345 0 30,210
PFIZER INC COMMON STOCK USD.05 COM 717081103 325,634 9,359,991 SH SOLE 4,966,617 0 4,393,374
PGT INC COM 69336V101 585 52,374 SH SOLE 33,079 0 19,295
PHARMACYCLICS INC COMMON STOCK COM 716933106 13,359 52,193 SH SOLE 36,058 0 16,135
PHARMERICA CORP COMMON STOCK U COM 71714F104 1,446 51,312 SH SOLE 24,607 0 26,705
PHH CORP COMMON STOCK USD.01 COM 693320202 1,747 72,292 SH SOLE 26,772 0 45,520
PHI INC NON VOTING COMMON STOC COM 69336T205 562 18,683 SH SOLE 8,378 0 10,305
PHIBRO ANIMAL HEALTH CO COM 71742Q106 424 11,980 SH SOLE 5,920 0 6,060
PHILIP MORRIS INTERNATIONAL CO COM 718172109 171,368 2,274,893 SH SOLE 1,233,993 0 1,040,900
PHILIPS ELEC ADR COM 500472303 374 13,188 SH SOLE 13,188 0 0
PHILLIPS 66 COM 718546104 70,195 893,066 SH SOLE 451,775 0 441,291
PHOENIX COMPANIES INC COMMON S COM 71902E604 416 8,317 SH SOLE 3,134 0 5,183
PHOTOMEDEX INC COM COM 719358301 37 18,455 SH SOLE 7,685 0 10,770
PHOTRONICS INC COMMON STOCK US COM 719405102 824 96,930 SH SOLE 38,243 0 58,687
PHYSICIANS REALTY TRUST COM 71943U104 1,481 84,110 SH SOLE 20,910 0 63,200
PICO HOLDINGS INC COMMON STOCK COM 693366205 551 33,988 SH SOLE 13,938 0 20,050
PIEDMONT NATURAL GAS CO COMMON COM 720186105 4,689 127,045 SH SOLE 57,075 0 69,970
PIEDMONT OFFICE REALTY TRU A R COM 720190206 2,422 130,149 SH SOLE 70,068 0 60,081
PIER 1 IMPORTS INC COMMON STOC COM 720279108 1,461 104,490 SH SOLE 58,380 0 46,110
PILGRIM S PRIDE CORP COMMON ST COM 72147K108 1,168 51,696 SH SOLE 35,336 0 16,360
PINNACLE ENTERTAINMENT INC COM COM 723456109 2,798 77,529 SH SOLE 49,854 0 27,675
PINNACLE FINANCIAL PARTNERS CO COM 72346Q104 2,668 60,011 SH SOLE 28,128 0 31,883
PINNACLE FOODS INC DEL COM 72348P104 1,344 32,933 SH SOLE 19,353 0 13,580
PINNACLE WEST CAPITAL COMMON S COM 723484101 8,735 137,014 SH SOLE 77,737 0 59,277
PIONEER ENERGY SERVICES CORP COM 723664108 515 95,086 SH SOLE 47,216 0 47,870
PIONEER NATURAL RESOURCES CO C COM 723787107 38,111 233,083 SH SOLE 119,292 0 113,791
PIPER JAFFRAY COS COMMON STOCK COM 724078100 1,466 27,941 SH SOLE 12,438 0 15,503
PITNEY BOWES INC COMMON STOCK COM 724479100 7,002 300,251 SH SOLE 182,910 0 117,341
PLANTRONICS INC COMMON STOCK U COM 727493108 5,547 104,755 SH SOLE 82,125 0 22,630
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 1,726 67,267 SH SOLE 49,657 0 17,610
PLEXUS CORP COMMON STOCK USD.0 COM 729132100 2,068 50,729 SH SOLE 24,899 0 25,830
PLUG POWER INC COM COM 72919P202 584 225,555 SH SOLE 85,555 0 140,000
PLUM CREEK TIMBER CO REIT USD. COM 729251108 11,366 261,587 SH SOLE 144,248 0 117,339
PLY GEM HLDGS INC COM 72941W100 276 21,237 SH SOLE 10,327 0 10,910
PMC SIERRA INC COMMON STOCK COM 69344F106 2,081 224,230 SH SOLE 86,240 0 137,990
PNC FINANCIAL SERVICES GROUP C COM 693475105 76,158 816,800 SH SOLE 398,920 0 417,880
PNM RESOURCES INC COMMON STOCK COM 69349H107 5,193 177,854 SH SOLE 106,314 0 71,540
POLARIS INDUSTRIES INC COMMON COM 731068102 15,552 110,217 SH SOLE 93,333 0 16,884
POLYCOM INC COMMON STOCK USD.0 COM 73172K104 3,479 259,627 SH SOLE 156,012 0 103,615
POLYONE CORPORATION COMMON STO COM 73179P106 6,267 167,803 SH SOLE 124,447 0 43,356
POLYPORE INTERNATIONAL INC COM COM 73179V103 2,789 47,356 SH SOLE 27,081 0 20,275
POOL CORP COMMON STOCK USD.001 COM 73278L105 4,000 57,336 SH SOLE 35,496 0 21,840
POPEYES LOUISIANA KITCHEN INC COM 732872106 1,699 28,395 SH SOLE 16,745 0 11,650
POPULAR INC COMMON STOCK USD6. COM 733174700 2,407 69,991 SH SOLE 38,626 0 31,365
PORTLAND GENERAL ELECTRIC CO C COM 736508847 4,715 127,124 SH SOLE 57,094 0 70,030
PORTOLA PHARMACEUTICALS COM COM 737010108 1,547 40,750 SH SOLE 22,530 0 18,220
POSCO ADR COM 693483109 319 5,830 SH SOLE 5,830 0 0
POST HOLDINGS INC COM 737446104 4,862 103,805 SH SOLE 58,475 0 45,330
POST PROPERTIES INC REIT USD.0 COM 737464107 2,783 48,883 SH SOLE 29,712 0 19,171
POTASH CORP SASKATCHEWAN, INC COM 73755L107 357 11,071 SH SOLE 11,071 0 0
POTBELLY CORP COM 73754Y100 188 13,715 SH SOLE 7,695 0 6,020
POTLATCH CORP REIT USD1. COM 737630103 3,148 78,616 SH SOLE 56,776 0 21,840
POWELL INDUSTRIES INC COMMON S COM 739128106 521 15,419 SH SOLE 6,489 0 8,930
POWER INTEGRATIONS INC COMMON COM 739276103 1,937 37,188 SH SOLE 23,133 0 14,055
POWER SOLUTIONS INTL INC COM 73933G202 267 4,152 SH SOLE 2,342 0 1,810
POWERSECURE INTERNATIONAL IN C COM 73936N105 385 29,219 SH SOLE 10,939 0 18,280
POZEN INC COMMON STOCK USD.001 COM 73941U102 215 27,845 SH SOLE 16,775 0 11,070
PPG INDUSTRIES INC COMMON STOC COM 693506107 51,081 226,485 SH SOLE 116,997 0 109,488
PPL CORPORATION COMMON STOCK U COM 69351T106 27,917 829,386 SH SOLE 442,954 0 386,432
PRA GROUP INC COM 69354N106 3,350 61,674 SH SOLE 38,279 0 23,395
PRA HEALTH SCIENCES INC COM 69354M108 468 16,230 SH SOLE 6,930 0 9,300
PRAXAIR INC COMMON STOCK USD.0 COM 74005P104 62,705 519,340 SH SOLE 275,870 0 243,470
PRECISION CASTPARTS CORP COMMO COM 740189105 46,954 223,591 SH SOLE 120,701 0 102,890
PREFERRED BANK LOS ANGELES COM COM 740367404 460 16,748 SH SOLE 6,518 0 10,230
PREFORMED LINE PRODUCTS CO COM COM 740444104 214 5,074 SH SOLE 1,489 0 3,585
PREMIER INC'CL A COM 74051N102 888 23,629 SH SOLE 17,179 0 6,450
PREMIERE GLOBAL SERVICES INC C COM 740585104 720 75,337 SH SOLE 33,867 0 41,470
PRESTIGE BRANDS HOLDINGS INC C COM 74112D101 2,745 64,004 SH SOLE 39,964 0 24,040
PRGX GLOBAL INC COMMON STOCK U COM 69357C503 160 39,768 SH SOLE 16,458 0 23,310
PRICELINE GROUP INC COMMON STO COM 741503403 96,991 83,315 SH SOLE 42,888 0 40,427
PRICESMART INC COMMON STOCK US COM 741511109 1,865 21,947 SH SOLE 12,724 0 9,223
PRIMERICA INC COMMON STOCK COM 74164M108 5,750 112,965 SH SOLE 64,985 0 47,980
PRIMORIS SERVICES CORP COMMON COM 74164F103 624 36,323 SH SOLE 20,768 0 15,555
PRINCIPAL FINANCIAL GROUP COMM COM 74251V102 18,005 350,499 SH SOLE 188,629 0 161,870
PRIVATEBANCORP INC COMMON STOC COM 742962103 3,907 111,088 SH SOLE 45,858 0 65,230
PROASSURANCE CORP COMMON STOCK COM 74267C106 2,784 60,643 SH SOLE 43,737 0 16,906
PROCERA NETWORKS INC COMMON ST COM 74269U203 261 27,777 SH SOLE 11,387 0 16,390
PROCTER + GAMBLE CO/THE COMMON COM 742718109 359,095 4,382,415 SH SOLE 2,189,050 0 2,193,365
PROFIRE ENERGY INC COM 74316X101 17 12,710 SH SOLE 3,850 0 8,860
PROGENICS PHARMACEUTICALS COMM COM 743187106 534 89,293 SH SOLE 33,603 0 55,690
PROGRESS SOFTWARE CORP COMMON COM 743312100 2,252 82,888 SH SOLE 36,633 0 46,255
PROGRESSIVE CORP COMMON STOCK COM 743315103 21,474 789,468 SH SOLE 459,154 0 330,314
PROLOGIS INC REIT USD.01 COM 74340W103 29,356 673,928 SH SOLE 338,548 0 335,380
PROOFPOINT INC COM COM 743424103 2,202 37,189 SH SOLE 20,749 0 16,440
PROS HOLDINGS INC COMMON STOCK COM 74346Y103 580 23,491 SH SOLE 13,556 0 9,935
PROSPERITY BANCSHARES INC COMM COM 743606105 9,322 177,639 SH SOLE 116,769 0 60,870
PROTO LABS INC COM COM 743713109 1,501 21,449 SH SOLE 11,989 0 9,460
PROVIDENCE SERVICE CORP COMMON COM 743815102 785 14,784 SH SOLE 9,989 0 4,795
PROVIDENT FINANCIAL SERVICES C COM 74386T105 1,863 99,918 SH SOLE 45,475 0 54,443
PRTOTHENA CORP PLC COM G72800108 1,205 31,596 SH SOLE 12,006 0 19,590
PRUDENTIAL FINANCIAL INC COMMO COM 744320102 56,631 705,152 SH SOLE 342,556 0 362,596
PRUDENTIAL PLC ADR COM 74435K204 933 18,695 SH SOLE 18,695 0 0
PS BUSINESS PARKS INC/CA REIT COM 69360J107 3,169 38,168 SH SOLE 23,448 0 14,720
PTC INC. COM 69370C100 6,428 177,713 SH SOLE 146,423 0 31,290
PTC THERAPEUTICS INC COM COM 69366J200 1,567 25,748 SH SOLE 14,128 0 11,620
PUBLIC SERVICE ENTERPRISE GP C COM 744573106 28,304 675,192 SH SOLE 386,562 0 288,630
PUBLIC STORAGE REIT USD.1 COM 74460D109 55,005 279,014 SH SOLE 153,522 0 125,492
PULTEGROUP INC COMMON STOCK US COM 745867101 9,698 436,244 SH SOLE 236,500 0 199,744
PUMA BIOTECHNOLOGY INC COM 74587V107 5,971 25,289 SH SOLE 14,246 0 11,043
PVH CORP COMMON STOCK USD1. COM 693656100 11,979 112,417 SH SOLE 72,076 0 40,341
PZENA INVESTMENT MANAGM CL A C COM 74731Q103 138 15,021 SH SOLE 10,111 0 4,910
QEP RESOURCES INC COMMON STOCK COM 74733V100 4,894 234,705 SH SOLE 131,462 0 103,243
QIAGEN N.V. COMMON STOCK EUR.0 COM N72482107 3,904 154,917 SH SOLE 97,282 0 57,635
QLIK TECHNOLOGIES INC COMMON S COM 74733T105 3,166 101,692 SH SOLE 60,147 0 41,545
QLOGIC CORP COMMON STOCK USD.0 COM 747277101 2,007 136,158 SH SOLE 53,488 0 82,670
QORVO INC COM 74736K101 20,270 254,331 SH SOLE 194,277 0 60,054
QTS REALTY TRUST INC-CL A COM 74736A103 425 11,665 SH SOLE 5,330 0 6,335
QUAD GRAPHICS INC COMMON STOCK COM 747301109 872 37,966 SH SOLE 13,096 0 24,870
QUAKER CHEMICAL CORP COMMON ST COM 747316107 2,067 24,141 SH SOLE 16,766 0 7,375
QUALCOMM INC COMMON STOCK USD. COM 747525103 197,067 2,842,033 SH SOLE 1,519,627 0 1,322,406
QUALITY DISTRIBUTION INC COMMO COM 74756M102 346 33,521 SH SOLE 13,731 0 19,790
QUALITY SYSTEMS INC COMMON STO COM 747582104 858 53,721 SH SOLE 30,211 0 23,510
QUANEX BUILDING PRODUCTS COMMO COM 747619104 1,083 54,851 SH SOLE 23,021 0 31,830
QUANTA SERVICES INC COMMON STO COM 74762E102 8,533 299,089 SH SOLE 159,544 0 139,545
QUANTUM CORP COMMON STOCK USD. COM 747906204 437 273,011 SH SOLE 128,857 0 144,154
QUEST DIAGNOSTICS INC COMMON S COM 74834L100 14,675 190,955 SH SOLE 105,996 0 84,959
QUEST RESOURCE HLDG CORP COM 74836W104 15 12,175 SH SOLE 6,210 0 5,965
QUESTAR CORP COMMON STOCK NPV COM 748356102 5,790 242,655 SH SOLE 185,227 0 57,428
QUIDEL CORP COMMON STOCK USD.0 COM 74838J101 904 33,499 SH SOLE 18,824 0 14,675
QUIKSILVER INC COM COM 74837P108 107 55,210 SH SOLE 31,510 0 23,700
QUIKSILVER INC COMMON STOCK US COM 74838C106 348 187,849 SH SOLE 103,569 0 84,280
QUINSTREET INC COMMON STOCK COM 74874Q100 312 52,390 SH SOLE 23,640 0 28,750
QUINTILES TRANSNATIONAL COM COM 74876Y101 2,841 42,417 SH SOLE 26,437 0 15,980
QVC GROUP COM 53071M104 11,359 389,151 SH SOLE 240,963 0 148,188
Qualys, Inc. COM 74758T303 885 19,046 SH SOLE 10,621 0 8,425
RACKSPACE HOSTING INC COMMON S COM 750086100 9,214 178,607 SH SOLE 149,669 0 28,938
RADIAN GROUP INC COMMON STOCK COM 750236101 4,392 261,591 SH SOLE 107,422 0 154,169
RADIO ONE INC NON VTG CL D COM 75040P405 49 15,815 SH SOLE 10,715 0 5,100
RADIUS HEALTH INC COM 750469207 289 7,025 SH SOLE 2,950 0 4,075
RADNET INC COMMON STOCK USD.00 COM 750491102 268 31,935 SH SOLE 17,565 0 14,370
RAIT FINANCIAL TRUST REIT USD. COM 749227609 772 112,562 SH SOLE 40,906 0 71,656
RALLY SOFTWARE DEV CORP COM 751198102 365 23,268 SH SOLE 13,188 0 10,080
RALPH LAUREN CORP COMMON STOCK COM 751212101 12,416 94,417 SH SOLE 62,907 0 31,510
RAMBUS INC COMMON STOCK USD.00 COM 750917106 1,420 112,912 SH SOLE 59,912 0 53,000
RAMCO GERSHENSON PROPERTIES RE COM 751452202 1,999 107,458 SH SOLE 36,860 0 70,598
RANGE RESOURCES CORP COMMON ST COM 75281A109 12,432 238,894 SH SOLE 151,219 0 87,675
RAPTOR PHARMACEUTICAL CORP COM COM 75382F106 651 59,858 SH SOLE 33,723 0 26,135
RAVEN INDUSTRIES INC COMMON ST COM 754212108 1,270 62,049 SH SOLE 43,089 0 18,960
RAYMOND JAMES FINANCIAL INC CO COM 754730109 9,713 171,059 SH SOLE 135,203 0 35,856
RAYONIER ADVANCED MATERIALS COM 75508B104 531 35,648 SH SOLE 23,419 0 12,229
RAYONIER INC REIT NPV COM 754907103 6,265 232,383 SH SOLE 185,762 0 46,621
RAYTHEON COMPANY COMMON STOCK COM 755111507 49,897 456,723 SH SOLE 236,786 0 219,937
RBC BEARINGS INC COMMON STOCK COM 75524B104 2,069 27,034 SH SOLE 15,274 0 11,760
RE/MAX HOLDINGS INC-CL A COM 75524W108 441 13,265 SH SOLE 3,965 0 9,300
REACHLOCAL INC COMMON STOCK COM 75525F104 36 12,364 SH SOLE 7,154 0 5,210
READING INTERNATINAL CL A COM 755408101 323 24,019 SH SOLE 9,459 0 14,560
REALD INC COMMON STOCK USD.000 COM 75604L105 495 38,715 SH SOLE 21,270 0 17,445
REALNETWORKS INC COMMON STOCK COM 75605L708 229 34,009 SH SOLE 13,425 0 20,584
REALOGY HOLDINGS CORP COM 75605y106 4,483 98,581 SH SOLE 65,601 0 32,980
REALPAGE INC COMMON STOCK COM 75606N109 1,022 50,753 SH SOLE 26,843 0 23,910
REALTY INCOME CORP REIT USD1. COM 756109104 16,362 317,092 SH SOLE 241,185 0 75,907
RECEPTOS INC COM COM 756207106 3,646 22,113 SH SOLE 12,918 0 9,195
RED HAT INC COMMON STOCK USD.0 COM 756577102 20,040 264,555 SH SOLE 167,713 0 96,842
RED ROBIN GOURMET BURGERS COMM COM 75689M101 1,504 17,291 SH SOLE 9,616 0 7,675
REDWOOD TRUST INC REIT USD.01 COM 758075402 2,135 119,470 SH SOLE 46,910 0 72,560
REED ELSEVIER NV ADR COM 758204200 261 5,245 SH SOLE 5,245 0 0
REED ELSEVIER PLC ADR COM 758205207 329 4,773 SH SOLE 4,773 0 0
REGADO BIOSCIENCES INC COM 75874Q107 22 18,435 SH SOLE 10,430 0 8,005
REGAL BELOIT CORP COM 758750103 4,753 59,466 SH SOLE 47,569 0 11,897
REGAL ENTERTAINMENT GROUP A CO COM 758766109 1,788 78,281 SH SOLE 54,815 0 23,466
REGENCY CENTERS CORP REIT USD. COM 758849103 9,444 138,806 SH SOLE 101,765 0 37,041
REGENERON PHARMACEUTICALS COMM COM 75886F107 57,244 126,791 SH SOLE 63,184 0 63,607
REGIONAL MGMT CORP COM COM 75902K106 198 13,425 SH SOLE 4,545 0 8,880
REGIONS FINANCIAL CORP COMMON COM 7591EP100 16,433 1,738,907 SH SOLE 956,904 0 782,003
REGIS CORP COMMON STOCK USD.05 COM 758932107 1,170 71,526 SH SOLE 32,266 0 39,260
REINSURANCE GROUP OF AMERICA C COM 759351604 9,112 97,781 SH SOLE 78,882 0 18,899
REIS INC COM 75936P105 298 11,639 SH SOLE 4,664 0 6,975
RELIANCE STEEL + ALUMINUM COMM COM 759509102 6,413 104,991 SH SOLE 83,408 0 21,583
RELYPSA INC COM 759531106 576 15,965 SH SOLE 9,025 0 6,940
REMY INTERNATIONAL INC COM 75971M108 781 35,157 SH SOLE 10,172 0 24,985
RENAISSANCERE HOLDINGS LTD COM COM G7496G103 6,610 66,275 SH SOLE 53,503 0 12,772
RENASANT CORP COMMON STOCK USD COM 75970E107 1,234 41,051 SH SOLE 14,206 0 26,845
RENEWABLE ENERGY GROUP COM 75972A301 417 45,247 SH SOLE 16,377 0 28,870
RENT A CENTER INC COMMON STOCK COM 76009N100 3,663 133,490 SH SOLE 84,830 0 48,660
RENTECH INC COMMON STOCK USD.0 COM 760112102 298 265,774 SH SOLE 168,214 0 97,560
RENTRAK CORP COMMON STOCK USD. COM 760174102 544 9,786 SH SOLE 5,161 0 4,625
REPLIGEN CORP COM COM 759916109 1,595 52,521 SH SOLE 39,166 0 13,355
REPROS THERAPEUTICS COM COM 76028H209 202 23,490 SH SOLE 13,065 0 10,425
REPUBLIC AIRWAYS HOLDINGS IN C COM 760276105 1,109 80,627 SH SOLE 36,229 0 44,398
REPUBLIC BANCORP INC CLASS A C COM 760281204 415 16,782 SH SOLE 6,489 0 10,293
REPUBLIC FIRST BANCORP COM COM 760416107 136 37,360 SH SOLE 11,710 0 25,650
REPUBLIC SERVICES INC COMMON S COM 760759100 14,179 349,588 SH SOLE 183,915 0 165,673
RESMED INC COMMON STOCK USD.00 COM 761152107 19,474 271,297 SH SOLE 234,584 0 36,713
RESOLUTE ENERGY CORP COMMON ST COM 76116A108 59 105,218 SH SOLE 40,668 0 64,550
RESOLUTE FOREST PRODUCTS COM 76117W109 1,565 90,746 SH SOLE 33,192 0 57,554
RESOURCE AMERICA INC CL A COM 761195205 174 19,154 SH SOLE 6,874 0 12,280
RESOURCE CAPITAL CORP REIT USD COM 76120W302 838 184,591 SH SOLE 71,661 0 112,930
RESOURCES CONNECTION INC COMMO COM 76122Q105 1,051 60,085 SH SOLE 25,285 0 34,800
RESTAURANT BRANDS INTERNATIONA COM 76131D103 5,915 154,001 SH SOLE 117,680 0 36,321
RESTORATION HARDWARE HOLDINGS COM 761283100 2,914 29,377 SH SOLE 16,327 0 13,050
RETAIL OPPORTUNITY INVESTMEN R COM 76131N101 2,844 155,405 SH SOLE 73,825 0 81,580
RETAIL PROPERTIES AMERICA INC COM 76131V202 2,317 144,558 SH SOLE 72,883 0 71,675
RETAILMENOT INC COM 76132B106 505 28,034 SH SOLE 15,364 0 12,670
RETROPHIN INC COM 761299106 495 20,663 SH SOLE 11,223 0 9,440
REVLON INC CLASS A COMMON STOC COM 761525609 565 13,706 SH SOLE 5,126 0 8,580
REVOLUTION LIGHTING TECHNOLOGY COM 76155G107 35 31,449 SH SOLE 18,709 0 12,740
REX AMERICAN RESOURCES CORP CO COM 761624105 387 6,358 SH SOLE 3,321 0 3,037
REX ENERGY CORP COMMON STOCK U COM 761565100 218 58,537 SH SOLE 38,117 0 20,420
REXFORD INDUSTRIAL REALTY INC COM 76169C100 1,085 68,634 SH SOLE 16,775 0 51,859
REXNORD CORP NEW COM COM 76169B102 1,790 67,065 SH SOLE 35,840 0 31,225
REYNOLDS AMERICAN INC COMMON S COM 761713106 34,035 493,899 SH SOLE 293,694 0 200,205
RICE ENERGY INC COM 762760106 810 37,228 SH SOLE 26,568 0 10,660
RIGEL PHARMACEUTICALS INC COMM COM 766559603 471 131,845 SH SOLE 51,395 0 80,450
RIGHTSIDE GROUP LTD COM 76658B100 116 11,406 SH SOLE 4,192 0 7,214
RIGNET INC COM COM 766582100 336 11,748 SH SOLE 6,918 0 4,830
RING ENERGY INC COM 76680V108 188 17,690 SH SOLE 9,675 0 8,015
RINGCENTRAL INC-CLASS A COM 76680R206 384 25,079 SH SOLE 13,709 0 11,370
RIO TINTO PLC ADR COM 767204100 755 18,229 SH SOLE 18,229 0 0
RITE AID CORP COMMON STOCK USD COM 767754104 6,196 713,059 SH SOLE 485,969 0 227,090
RIVERBED TECHNOLOGY INC COMMON COM 768573107 5,022 240,192 SH SOLE 198,595 0 41,597
RLI CORP COMMON STOCK USD1. COM 749607107 4,504 85,946 SH SOLE 48,192 0 37,754
RLJ LODGING TRUST REIT COM 74965L101 5,900 188,445 SH SOLE 69,773 0 118,672
ROADRUNNER TRANSPORTATION SY C COM 76973Q105 929 36,757 SH SOLE 17,767 0 18,990
ROBERT HALF INTL INC COMMON ST COM 770323103 11,963 197,662 SH SOLE 126,718 0 70,944
ROCK TENN COMPANY CL A COMMON COM 772739207 12,271 190,243 SH SOLE 151,855 0 38,388
ROCKET FUEL INC COM 773111109 155 16,794 SH SOLE 9,354 0 7,440
ROCKWELL AUTOMATION INC COMMON COM 773903109 24,403 210,392 SH SOLE 127,004 0 83,388
ROCKWELL COLLINS INC COMMON ST COM 774341101 21,499 222,673 SH SOLE 133,665 0 89,008
ROCKWELL MEDICAL INC COM 774374102 623 57,024 SH SOLE 20,794 0 36,230
ROFIN SINAR TECHNOLOGIES INC C COM 775043102 1,143 47,154 SH SOLE 21,739 0 25,415
ROGERS CORP COMMON STOCK USD1. COM 775133101 2,265 27,553 SH SOLE 12,476 0 15,077
ROLLINS INC COMMON STOCK USD1. COM 775711104 5,539 223,978 SH SOLE 198,725 0 25,253
ROPER TECHNOLOGIES INC COM 776696106 26,258 152,665 SH SOLE 89,844 0 62,821
ROSETTA RESOURCES INC COMMON S COM 777779307 2,237 131,443 SH SOLE 79,783 0 51,660
ROSETTA STONE INC COMMON STOCK COM 777780107 213 27,926 SH SOLE 9,956 0 17,970
ROSS STORES INC COMMON STOCK U COM 778296103 36,604 347,416 SH SOLE 239,826 0 107,590
ROUNDY'S INC COM COM 779268101 251 51,390 SH SOLE 18,870 0 32,520
ROUSE PROPERTIES INC COM 779287101 933 49,189 SH SOLE 14,699 0 34,490
ROVI CORP COMMON STOCK USD.001 COM 779376102 2,329 127,907 SH SOLE 97,931 0 29,976
ROWAN COMPANIES PLC COM G7665A101 2,944 166,221 SH SOLE 122,478 0 43,743
ROYAL BANK OF CANADA COM 780087102 1,271 21,060 SH SOLE 21,060 0 0
ROYAL BK OF SCOTLAND GROUP ADR COM 780097689 108 10,721 SH SOLE 10,721 0 0
ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 16,443 200,891 SH SOLE 107,274 0 93,617
ROYAL DUTCH SHELL ADR COM 780259206 1,553 26,038 SH SOLE 26,038 0 0
ROYAL DUTCH SHELL PLC ADR COM 780259107 1,155 18,422 SH SOLE 18,422 0 0
ROYAL GOLD INC COMMON STOCK US COM 780287108 5,514 87,379 SH SOLE 68,423 0 18,956
RPC INC COMMON STOCK USD.1 COM 749660106 2,008 156,750 SH SOLE 114,049 0 42,701
RPM INTERNATIONAL INC COMMON S COM 749685103 9,747 203,102 SH SOLE 169,930 0 33,172
RPX CORP COMMON STOCK COM 74972G103 921 64,017 SH SOLE 22,087 0 41,930
RR DONNELLEY + SONS CO COMMON COM 257867101 5,437 283,322 SH SOLE 218,490 0 64,832
RSP PERMIAN INC COM 74978Q105 664 26,363 SH SOLE 9,403 0 16,960
RTI INTERNATIONAL METALS INC C COM 74973W107 1,828 50,899 SH SOLE 24,494 0 26,405
RTI SURGICAL INC COM 74975N105 387 78,338 SH SOLE 30,848 0 47,490
RUBICON TECHNOLOGY INC COMMON COM 78112T107 140 35,572 SH SOLE 13,907 0 21,665
RUBY TUESDAY INC COMMON STOCK COM 781182100 651 108,324 SH SOLE 53,669 0 54,655
RUDOLPH TECHNOLOGIES INC COMMO COM 781270103 595 54,006 SH SOLE 25,446 0 28,560
RUSH ENTERPRISES INC CL A COMM COM 781846209 1,165 42,596 SH SOLE 22,431 0 20,165
RUTH S HOSPITALITY GROUP INC C COM 783332109 726 45,716 SH SOLE 24,886 0 20,830
RYDER SYSTEM INC COMMON STOCK COM 783549108 6,355 66,968 SH SOLE 38,175 0 28,793
RYDEX S+P EQUAL WEIGHT ETF COM 78355W106 519 6,400 SH SOLE 6,400 0 0
RYLAND GROUP INC/THE COMMON ST COM 783764103 3,919 80,403 SH SOLE 37,673 0 42,730
RYMAN HOSPITALITY PROPERTIES COM 78377T107 3,568 58,584 SH SOLE 24,124 0 34,460
Regulus Therapeutics Inc. COM 75915K101 247 14,572 SH SOLE 7,342 0 7,230
Ruckus Wireless, Inc. COM 781220108 782 60,785 SH SOLE 34,245 0 26,540
S + T BANCORP INC COMMON STOCK COM 783859101 1,930 67,999 SH SOLE 41,402 0 26,597
SABRA HEALTH CARE REIT INC REI COM 78573L106 2,390 72,109 SH SOLE 40,979 0 31,130
SABRE CORP COM 78573M104 764 31,447 SH SOLE 22,757 0 8,690
SAFE BULKERS INC COM Y7388L103 188 52,395 SH SOLE 20,295 0 32,100
SAFEGUARD SCIENTIFICS INC COMM COM 786449207 558 30,873 SH SOLE 13,080 0 17,793
SAFETY INSURANCE GROUP INC COM COM 78648T100 1,878 31,428 SH SOLE 19,248 0 12,180
SAGA COMMUNICATIONS INC CL A C COM 786598300 247 5,536 SH SOLE 2,527 0 3,009
SAGENT PHARMACEUTICALS INC COM COM 786692103 581 24,974 SH SOLE 14,154 0 10,820
SAIA INC COMMON STOCK USD.001 COM 78709Y105 1,309 29,539 SH SOLE 19,289 0 10,250
SALEM MEDIA GROUP INC COM 794093104 90 14,689 SH SOLE 5,629 0 9,060
SALESFORCE.COM INC COMMON STOC COM 79466L302 64,387 963,733 SH SOLE 494,026 0 469,707
SALIX PHARMACEUTICALS LTD COMM COM 795435106 16,994 98,339 SH SOLE 82,653 0 15,686
SALLY BEAUTY HOLDINGS INC COMM COM 79546E104 4,254 123,772 SH SOLE 85,517 0 38,255
SANCHEZ ENERGY CORP COM COM 79970Y105 694 53,346 SH SOLE 23,791 0 29,555
SANDERSON FARMS INC COMMON STO COM 800013104 2,527 31,731 SH SOLE 19,057 0 12,674
SANDISK CORP COMMON STOCK USD. COM 80004C101 18,445 289,917 SH SOLE 170,375 0 119,542
SANDRIDGE ENERGY INC COMMON ST COM 80007P307 562 315,775 SH SOLE 181,065 0 134,710
SANDY SPRING BANCORP INC COMMO COM 800363103 945 36,046 SH SOLE 13,834 0 22,212
SANFILLIPPO JOHN B SON COM COM 800422107 492 11,416 SH SOLE 4,246 0 7,170
SANGAMO BIOSCIENCES INC COMMON COM 800677106 1,136 72,465 SH SOLE 42,990 0 29,475
SANMINA CORP COM 801056102 3,220 133,105 SH SOLE 59,787 0 73,318
SANOFI COM 80105N105 1,627 32,910 SH SOLE 32,910 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 1,211 52,317 SH SOLE 30,887 0 21,430
SAP AKTIENGESELLSCHA ADR COM 803054204 973 13,485 SH SOLE 13,485 0 0
SAPIENS INTL CORP COM COM N7716A151 250 30,465 SH SOLE 11,465 0 19,000
SAREPTA THERAPEUTICS INC COM 803607100 549 41,357 SH SOLE 23,632 0 17,725
SAUL CENTERS INC REIT USD.01 COM 804395101 852 14,892 SH SOLE 8,567 0 6,325
SBA COMMUNICATIONS CORP CL A C COM 78388J106 12,961 110,687 SH SOLE 77,987 0 32,700
SCANA CORP COMMON STOCK NPV COM 80589M102 10,528 191,453 SH SOLE 115,780 0 75,673
SCANSOURCE INC COMMON STOCK NP COM 806037107 1,806 44,435 SH SOLE 18,245 0 26,190
SCHLUMBERGER LTD COMMON STOCK COM 806857108 164,512 1,971,625 SH SOLE 1,109,394 0 862,231
SCHNITZER STEEL INDS INC A COM COM 806882106 584 36,795 SH SOLE 13,425 0 23,370
SCHOLASTIC CORP COMMON STOCK U COM 807066105 1,823 44,518 SH SOLE 20,531 0 23,987
SCHULMAN (A.) INC COMMON STOCK COM 808194104 2,286 47,426 SH SOLE 23,450 0 23,976
SCHWAB (CHARLES) CORP COMMON S COM 808513105 54,013 1,774,425 SH SOLE 874,349 0 900,076
SCHWEITZER MAUDUIT INTL INC CO COM 808541106 2,257 48,941 SH SOLE 28,791 0 20,150
SCICLONE PHARMACEUTICALS INC C COM 80862K104 548 61,807 SH SOLE 32,457 0 29,350
SCIENCE APPLICATIONS INTERNATI COM 808625107 3,555 69,226 SH SOLE 49,919 0 19,307
SCIENTIFIC GAMES CORP A COMMON COM 80874P109 715 68,320 SH SOLE 35,055 0 33,265
SCIQUEST INC COMMON STOCK USD. COM 80908T101 448 26,435 SH SOLE 14,725 0 11,710
SCORPIO BULKERS INC COM Y7546A106 430 181,244 SH SOLE 67,244 0 114,000
SCORPIO TANKERS INC COMMON STO COM Y7542C106 2,152 228,462 SH SOLE 85,422 0 143,040
SCOTTS MIRACLE GRO CO CL A COM COM 810186106 4,627 68,887 SH SOLE 57,753 0 11,134
SCRIPPS NETWORKS INTER CL A CO COM 811065101 10,072 146,909 SH SOLE 94,474 0 52,435
SEABOARD CORP COMMON STOCK USD COM 811543107 2,661 644 SH SOLE 392 0 252
SEACHANGE INTERNATIONAL INC CO COM 811699107 364 46,399 SH SOLE 19,129 0 27,270
SEACOAST BANKING CORP/FL COMMO COM 811707801 382 26,757 SH SOLE 9,581 0 17,176
SEACOR HOLDINGS INC COMMON STO COM 811904101 2,114 30,342 SH SOLE 12,752 0 17,590
SEADRILL LIMITED COM COM G7945E105 2,345 250,804 SH SOLE 151,728 0 99,076
SEAGATE TECHNOLOGY COM G7945M107 12,217 234,814 SH SOLE 147,127 0 87,687
SEALED AIR CORP COMMON STOCK U COM 81211K100 14,049 308,361 SH SOLE 202,673 0 105,688
SEARS HOLDINGS CORP COMMON STO COM 812350106 1,308 31,603 SH SOLE 16,579 0 15,024
SEARS HOMETOWN AND OUTLET STOR COM 812362101 115 14,948 SH SOLE 5,258 0 9,690
SEATTLE GENETICS INC COMMON ST COM 812578102 3,191 90,259 SH SOLE 62,429 0 27,830
SEAWORLD ENTERTAINMENT INC COM 81282V100 990 51,348 SH SOLE 37,818 0 13,530
SEI INVESTMENTS COMPANY COMMON COM 784117103 10,538 239,021 SH SOLE 203,014 0 36,007
SELECT COMFORT CORPORATION COM COM 81616X103 2,293 66,527 SH SOLE 41,272 0 25,255
SELECT INCOME REIT COM COM 81618T100 1,206 48,250 SH SOLE 12,700 0 35,550
SELECT MEDICAL HOLDINGS CORP C COM 81619Q105 1,327 89,465 SH SOLE 54,355 0 35,110
SELECTIVE INSURANCE GROUP COMM COM 816300107 2,757 94,892 SH SOLE 43,776 0 51,116
SEMGROUP CORP CLASS A COMMON S COM 81663A105 4,210 51,761 SH SOLE 29,816 0 21,945
SEMPRA ENERGY COMMON STOCK NPV COM 816851109 34,777 318,992 SH SOLE 175,726 0 143,266
SEMTECH CORP COMMON STOCK USD. COM 816850101 2,983 111,956 SH SOLE 79,411 0 32,545
SENECA FOODS CORP CL A COMMO COM 817070501 386 12,937 SH SOLE 5,977 0 6,960
SENIOR HOUSING PROP TRUST REIT COM 81721M109 7,123 320,981 SH SOLE 240,494 0 80,487
SENOMYX INC COMMON STOCK USD.0 COM 81724Q107 182 41,265 SH SOLE 23,995 0 17,270
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 7,225 104,891 SH SOLE 61,771 0 43,120
SEQUENOM INC COMMON STOCK USD. COM 817337405 509 128,787 SH SOLE 70,567 0 58,220
SEQUENTIAL BRANDS GROUP COM 817340201 175 16,395 SH SOLE 8,135 0 8,260
SERVICE CORP INTERNATIONAL COM COM 817565104 8,280 317,859 SH SOLE 257,248 0 60,611
SERVICEMASTER GLOBAL HOLDINGS COM 81761R109 965 28,585 SH SOLE 22,455 0 6,130
SERVICENOW INC. COM 81762P102 8,875 112,652 SH SOLE 83,244 0 29,408
SERVICESOURCE INTERNATIONAL CO COM 81763U100 286 92,361 SH SOLE 35,641 0 56,720
SEVENTY SEVEN ENERGY INC COM 818097107 253 60,931 SH SOLE 12,669 0 48,262
SFX ENTERTAINMENT INC COM 784178303 265 64,897 SH SOLE 22,297 0 42,600
SHENANDOAH TELECOMMUNICATION C COM 82312B106 784 25,150 SH SOLE 13,844 0 11,306
SHERWIN WILLIAMS CO/THE COMMON COM 824348106 34,351 120,740 SH SOLE 76,249 0 44,491
SHINHAN FINL GROUP ADR COM 824596100 241 6,451 SH SOLE 6,451 0 0
SHIP FINANCE INTL LTD COMMON S COM G81075106 1,360 91,906 SH SOLE 39,449 0 52,457
SHIRE PLC ADR COM 82481R106 665 2,780 SH SOLE 2,780 0 0
SHOE CARNIVAL INC COMMON STOCK COM 824889109 675 22,936 SH SOLE 8,616 0 14,320
SHORETEL INC COMMON STOCK USD. COM 825211105 416 60,982 SH SOLE 35,582 0 25,400
SHUTTERFLY INC COMMON STOCK US COM 82568P304 2,119 46,841 SH SOLE 22,012 0 24,829
SHUTTERSTOCK INC COM 825690100 951 13,845 SH SOLE 7,570 0 6,275
SIERRA BANCORP COMMON STOCK NP COM 82620P102 277 16,560 SH SOLE 6,570 0 9,990
SIGMA ALDRICH COMMON STOCK USD COM 826552101 22,478 162,590 SH SOLE 108,605 0 53,985
SIGNATURE BANK COMMON STOCK US COM 82669G104 9,498 73,298 SH SOLE 61,877 0 11,421
SIGNET JEWELERS LTD COMMON STO COM G81276100 16,170 116,510 SH SOLE 95,029 0 21,481
SILGAN HOLDINGS INC COMMON STO COM 827048109 3,915 67,344 SH SOLE 55,295 0 12,049
SILICON GRAPHICS INTERNATION C COM 82706L108 295 33,892 SH SOLE 19,712 0 14,180
SILICON LABORATORIES INC COMMO COM 826919102 3,835 75,530 SH SOLE 48,610 0 26,920
SILVER BAY REALTY TRUST CORP COM 82735Q102 782 48,365 SH SOLE 13,977 0 34,388
SILVER SPRING NETWORKS COM COM 82817Q103 303 33,888 SH SOLE 18,828 0 15,060
SIMMONS FIRST NATL CORP CL A C COM 828730200 1,315 28,920 SH SOLE 13,100 0 15,820
SIMON PROPERTY GROUP INC REIT COM 828806109 109,333 558,846 SH SOLE 282,322 0 276,524
SIMPSON MANUFACTURING CO INC C COM 829073105 2,311 61,849 SH SOLE 26,379 0 35,470
SINCLAIR BROADCAST GROUP A COM COM 829226109 2,204 70,157 SH SOLE 38,962 0 31,195
SIRIUS XM HOLDINGS INC COM 82968B103 9,054 2,370,102 SH SOLE 1,562,829 0 807,273
SIRONA DENTAL SYSTEMS INC COMM COM 82966C103 7,351 81,686 SH SOLE 67,401 0 14,285
SIX FLAGS ENTERTAINMENT CORP C COM 83001A102 2,991 61,790 SH SOLE 41,920 0 19,870
SIZMEK INC COM 83013P105 257 35,446 SH SOLE 16,276 0 19,170
SJW CORP COMMON STOCK USD1.042 COM 784305104 737 23,845 SH SOLE 11,176 0 12,669
SKECHERS USA INC CL A COMMON S COM 830566105 4,344 60,410 SH SOLE 38,280 0 22,130
SKULLCANDY INC COM 83083J104 297 26,279 SH SOLE 9,799 0 16,480
SKYWEST INC COMMON STOCK NPV COM 830879102 1,230 84,222 SH SOLE 37,903 0 46,319
SKYWORKS SOLUTIONS INC COMMON COM 83088M102 25,801 262,503 SH SOLE 168,181 0 94,322
SL GREEN REALTY CORP REIT USD. COM 78440X101 14,903 116,086 SH SOLE 54,843 0 61,243
SLM CORP COMMON STOCK USD.2 COM 78442P106 5,519 594,698 SH SOLE 469,736 0 124,962
SM ENERGY CO COMMON STOCK USD. COM 78454L100 5,374 103,988 SH SOLE 86,257 0 17,731
SMITH (A.O.) CORP COMMON STOCK COM 831865209 7,022 106,938 SH SOLE 86,578 0 20,360
SMITH + WESSON HOLDING CORP CO COM 831756101 570 44,798 SH SOLE 34,398 0 10,400
SNAP ON INC COMMON STOCK USD1. COM 833034101 11,452 77,872 SH SOLE 43,759 0 34,113
SNYDERS LANCE INC COMMON STOCK COM 833551104 2,797 87,516 SH SOLE 43,878 0 43,638
SOLARCITY CORP COM 83416T100 1,662 32,402 SH SOLE 24,052 0 8,350
SOLARWINDS INC COMMON STOCK US COM 83416B109 5,222 101,914 SH SOLE 84,198 0 17,716
SOLAZYME INC COMMON STOCK COM 83415T101 214 74,962 SH SOLE 44,052 0 30,910
SOLERA HOLDINGS INC COMMON STO COM 83421A104 5,360 103,750 SH SOLE 85,568 0 18,182
SONIC AUTOMOTIVE INC CLASS A C COM 83545G102 1,878 75,427 SH SOLE 40,247 0 35,180
SONIC CORP COMMON STOCK USD.01 COM 835451105 2,190 69,094 SH SOLE 35,354 0 33,740
SONOCO PRODUCTS CO COMMON STOC COM 835495102 8,509 187,179 SH SOLE 150,818 0 36,361
SONUS NETWORKS INC COMMON STOC COM 835916503 384 48,694 SH SOLE 27,749 0 20,945
SONY CORP SPONSORED ADR COM 835699307 382 14,263 SH SOLE 14,263 0 0
SOTHEBY S COMMON STOCK USD.01 COM 835898107 4,415 104,480 SH SOLE 75,700 0 28,780
SOUTH JERSEY INDUSTRIES COMMON COM 838518108 2,987 55,035 SH SOLE 25,141 0 29,894
SOUTH STATE CORP COM 840441109 2,324 33,986 SH SOLE 13,400 0 20,586
SOUTHERN CO COMMON STOCK USD5. COM 842587107 65,119 1,470,617 SH SOLE 727,412 0 743,205
SOUTHERN COPPER CORP COMMON ST COM 84265V105 4,628 158,614 SH SOLE 82,737 0 75,877
SOUTHSIDE BANCSHARES INC COMMO COM 84470P109 1,127 39,272 SH SOLE 18,843 0 20,429
SOUTHWEST AIRLINES CO COMMON S COM 844741108 42,959 969,734 SH SOLE 605,384 0 364,350
SOUTHWEST BANCORP INC/OKLA COM COM 844767103 479 26,903 SH SOLE 10,300 0 16,603
SOUTHWEST GAS CORP COMMON STOC COM 844895102 4,952 85,131 SH SOLE 43,783 0 41,348
SOUTHWESTERN ENERGY CO COMMON COM 845467109 12,546 541,019 SH SOLE 336,229 0 204,790
SOVRAN SELF STORAGE INC REIT U COM 84610H108 4,726 50,313 SH SOLE 30,872 0 19,441
SP PLUS CORP COM 78469C103 410 18,772 SH SOLE 10,124 0 8,648
SPARTAN MOTORS INC COMMON STOC COM 846819100 250 51,517 SH SOLE 20,187 0 31,330
SPARTANNASH CO COM 847215100 1,965 62,270 SH SOLE 26,092 0 36,178
SPARTON CORP COM COM 847235108 259 10,571 SH SOLE 6,231 0 4,340
SPDR S+P 500 ETF TRUST SPDR S+ COM 78462F103 21,032 101,885 SH SOLE 78,110 0 23,775
SPDR S+P MIDCAP 400 ETF TRUST COM 78467Y107 16,262 58,655 SH SOLE 58,655 0 0
SPECTRA ENERGY CORP COMMON STO COM 847560109 40,145 1,109,895 SH SOLE 570,119 0 539,776
SPECTRANETICS CORP COMMON STOC COM 84760C107 1,593 45,841 SH SOLE 25,269 0 20,572
SPECTRUM BRANDS HOLDINGS INC C COM 84763R101 1,449 16,179 SH SOLE 12,139 0 4,040
SPECTRUM PHARMACEUTICALS INC C COM 84763A108 614 101,125 SH SOLE 49,825 0 51,300
SPEED COMMERCE INC. COM 84764T106 31 48,705 SH SOLE 25,035 0 23,670
SPEEDWAY MOTORSPORTS INC COMMO COM 847788106 416 18,286 SH SOLE 6,396 0 11,890
SPIRIT AEROSYSTEMS HOLD CL A C COM 848574109 5,877 112,568 SH SOLE 83,686 0 28,882
SPIRIT AIRLINES INC COMMON STO COM 848577102 4,315 55,775 SH SOLE 41,235 0 14,540
SPIRIT REALTY CAPITAL INC COM 84860W102 3,067 253,866 SH SOLE 134,987 0 118,879
SPLUNK INC COM COM 848637104 5,493 92,789 SH SOLE 68,627 0 24,162
SPOK HOLDINGS INC COM 84863T106 698 36,400 SH SOLE 15,293 0 21,107
SPRINGLEAF HOLDING INC COM 85172J101 1,625 31,398 SH SOLE 10,898 0 20,500
SPRINT CORP COMMON COM 85207U105 3,179 670,720 SH SOLE 338,207 0 332,513
SPROUTS FARMERS MARKET INC COM 85208M102 2,842 80,665 SH SOLE 56,305 0 24,360
SPS COMMERCE INC COMMON STOCK COM 78463M107 1,117 16,652 SH SOLE 9,747 0 6,905
SPX CORP COMMON STOCK USD10. COM 784635104 4,932 58,092 SH SOLE 44,995 0 13,097
SS+C TECHNOLOGIES HOLDINGS COM COM 78467J100 4,044 64,916 SH SOLE 36,316 0 28,600
ST JOE CO/THE COMMON STOCK NPV COM 790148100 1,241 66,865 SH SOLE 32,335 0 34,530
ST JUDE MEDICAL INC COMMON STO COM 790849103 26,395 403,597 SH SOLE 243,181 0 160,416
STAAR SURGICAL CO COMMON STOCK COM 852312305 291 39,217 SH SOLE 23,067 0 16,150
STAG INDUSTRIAL INC REIT USD.0 COM 85254J102 1,727 73,425 SH SOLE 21,625 0 51,800
STAGE STORES INC COMMON STOCK COM 85254C305 1,262 55,076 SH SOLE 26,376 0 28,700
STAMPS.COM INC COMMON STOCK US COM 852857200 1,133 16,831 SH SOLE 10,386 0 6,445
STANCORP FINANCIAL GROUP COMMO COM 852891100 4,032 58,773 SH SOLE 45,066 0 13,707
STANDARD MOTOR PRODS COMMON ST COM 853666105 1,133 26,815 SH SOLE 15,295 0 11,520
STANDARD PACIFIC CORP COMMON S COM 85375C101 2,125 236,056 SH SOLE 113,436 0 122,620
STANDEX INTERNATIONAL CORP COM COM 854231107 1,473 17,931 SH SOLE 9,081 0 8,850
STANLEY BLACK + DECKER INC COM COM 854502101 20,078 210,545 SH SOLE 113,332 0 97,213
STAPLES INC COMMON STOCK USD.0 COM 855030102 13,924 855,003 SH SOLE 472,761 0 382,242
STARBUCKS CORP COMMON STOCK US COM 855244109 115,448 1,219,091 SH SOLE 627,057 0 592,034
STARWOOD HOTELS + RESORTS COMM COM 85590A401 20,031 239,891 SH SOLE 140,536 0 99,355
STARWOOD PROPERTY TRUST INC RE COM 85571B105 3,452 142,051 SH SOLE 81,011 0 61,040
STARWOOD WAYPOINT RESIDENTIAL COM 85571W109 1,436 55,547 SH SOLE 18,527 0 37,020
STARZ - LIBERTY CAPITAL COM 85571Q102 2,763 80,301 SH SOLE 55,455 0 24,846
STATE AUTO FINANCIAL CORP COMM COM 855707105 679 27,942 SH SOLE 13,972 0 13,970
STATE BANK FINANCIAL CORP COMM COM 856190103 960 45,722 SH SOLE 16,139 0 29,583
STATE NATIONAL COMPANIES COM 85711T305 197 19,800 SH SOLE 675 0 19,125
STATE STREET CORP COMMON STOCK COM 857477103 48,913 665,209 SH SOLE 325,211 0 339,998
STATOIL ASA ADR COM 85771P102 186 10,557 SH SOLE 10,557 0 0
STEEL DYNAMICS INC COMMON STOC COM 858119100 6,550 325,876 SH SOLE 254,762 0 71,114
STEELCASE INC CL A COMMON STOC COM 858155203 1,503 79,336 SH SOLE 41,166 0 38,170
STEIN MART INC COMMON STOCK US COM 858375108 541 43,482 SH SOLE 18,503 0 24,979
STEINER LEISURE LTD COMMON STO COM P8744Y102 1,110 23,408 SH SOLE 9,698 0 13,710
STEMLINE THERAPEUTICS INC COM 85858C107 197 13,598 SH SOLE 6,513 0 7,085
STEPAN CO COMMON STOCK USD1. COM 858586100 1,756 42,149 SH SOLE 28,799 0 13,350
STERICYCLE INC COMMON STOCK US COM 858912108 17,243 122,788 SH SOLE 77,519 0 45,269
STERIS CORP COMMON STOCK NPV COM 859152100 7,917 112,664 SH SOLE 82,864 0 29,800
STERLING BANCORP/DE COM 85917A100 1,948 145,293 SH SOLE 61,517 0 83,776
STERLING CONSTRUCTION CO COMMO COM 859241101 109 24,129 SH SOLE 9,020 0 15,109
STEVEN MADDEN LTD COMMON STOCK COM 556269108 2,694 70,904 SH SOLE 42,972 0 27,932
STEWART INFORMATION SERVICES C COM 860372101 1,447 35,615 SH SOLE 15,965 0 19,650
STIFEL FINANCIAL CORP COMMON S COM 860630102 7,528 135,034 SH SOLE 75,776 0 59,258
STILLWATER MINING CO COMMON ST COM 86074Q102 2,050 158,697 SH SOLE 98,482 0 60,215
STMICROELECTRONICS ADR COM 861012102 97 10,437 SH SOLE 10,437 0 0
STOCK BUILDING SUPPLY HOLDINGS COM 86101X104 230 12,760 SH SOLE 6,760 0 6,000
STOCK YARDS BANCORP, INC COM 861025104 868 25,221 SH SOLE 10,607 0 14,614
STONE ENERGY CORP COMMON STOCK COM 861642106 1,268 86,342 SH SOLE 36,088 0 50,254
STONEGATE BANK FT LAUDERDALE COM 861811107 365 12,100 SH SOLE 3,750 0 8,350
STONEGATE MORTGAGE CORP COM 86181Q300 190 17,545 SH SOLE 6,545 0 11,000
STONERIDGE INC COMMON STOCK NP COM 86183P102 436 38,616 SH SOLE 20,358 0 18,258
STORE CAPITAL CORP COM 862121100 787 33,705 SH SOLE 5,305 0 28,400
STRATASYS LTD COM M85548101 1,794 33,992 SH SOLE 23,124 0 10,868
STRATEGIC HOTELS + RESORTS I R COM 86272T106 4,258 342,520 SH SOLE 174,220 0 168,300
STRATTEC SEC CORP COM COM 863111100 215 2,909 SH SOLE 1,016 0 1,893
STRAYER EDUCATION INC COMMON S COM 863236105 657 12,299 SH SOLE 7,190 0 5,109
STRYKER CORP COMMON STOCK USD. COM 863667101 55,488 601,498 SH SOLE 330,580 0 270,918
STURM RUGER + CO INC COMMON ST COM 864159108 2,664 53,669 SH SOLE 49,969 0 3,700
SUCAMPO PHARMACEUTICALS CL A C COM 864909106 273 17,513 SH SOLE 9,803 0 7,710
SUFFOLK BANCORP COMMON STOCK U COM 864739107 381 16,047 SH SOLE 6,217 0 9,830
SUMITOMO MITSUI SPONSORED ADR COM 86562M209 795 102,738 SH SOLE 102,738 0 0
SUMMIT HOTEL PROPERTIES INC RE COM 866082100 1,778 126,336 SH SOLE 49,146 0 77,190
SUN BANCORP INC NJ COMMON STOC COM 86663B201 217 11,494 SH SOLE 4,428 0 7,066
SUN COMMUNITIES INC REIT USD.0 COM 866674104 3,494 52,362 SH SOLE 27,067 0 25,295
SUN HYDRAULICS CORP COMMON STO COM 866942105 1,061 25,663 SH SOLE 13,808 0 11,855
SUN LIFE FINL SVCS ADR COM 866796105 214 6,930 SH SOLE 6,930 0 0
SUNCOKE ENERGY INC COM 86722A103 1,281 85,755 SH SOLE 44,537 0 41,218
SUNCOR ENERGY INC COM 867224107 643 21,990 SH SOLE 21,990 0 0
SUNEDISON INC COM 86732Y109 8,813 367,214 SH SOLE 289,244 0 77,970
SUNESIS PHARMACEUTICALS INC CO COM 867328601 124 50,473 SH SOLE 27,863 0 22,610
SUNPOWER CORP CL A COM COM 867652406 859 27,424 SH SOLE 11,999 0 15,425
SUNSTONE HOTEL INVESTORS INC R COM 867892101 5,129 307,669 SH SOLE 114,470 0 193,199
SUNTRUST BANKS INC COMMON STOC COM 867914103 26,865 653,820 SH SOLE 351,829 0 301,991
SUPER MICRO COMPUTER INC COMMO COM 86800U104 1,367 41,156 SH SOLE 26,896 0 14,260
SUPERIOR ENERGY SERVICES INC C COM 868157108 5,083 227,536 SH SOLE 165,432 0 62,104
SUPERIOR INDUSTRIES INTL COMMO COM 868168105 750 39,608 SH SOLE 17,432 0 22,176
SUPERNUS PHARMACEUTICAL COM COM 868459108 331 27,342 SH SOLE 15,382 0 11,960
SUPERVALU INC COMMON STOCK USD COM 868536103 4,888 420,291 SH SOLE 236,001 0 184,290
SURGICAL CARE AFFILIATES INC COM 86881L106 298 8,689 SH SOLE 5,679 0 3,010
SURMODICS INC COMMON STOCK USD COM 868873100 588 22,576 SH SOLE 11,026 0 11,550
SUSQUEHANNA BANCSHARES INC COM COM 869099101 4,322 315,212 SH SOLE 147,304 0 167,908
SVB FINANCIAL GROUP COMMON STO COM 78486Q101 8,634 67,962 SH SOLE 53,541 0 14,421
SWIFT ENERGY CO COMMON STOCK U COM 870738101 155 71,596 SH SOLE 33,026 0 38,570
SWIFT TRANSPORTATION CO COMMON COM 87074U101 2,448 94,095 SH SOLE 52,885 0 41,210
SYKES ENTERPRISES INC COMMON S COM 871237103 1,515 60,972 SH SOLE 26,151 0 34,821
SYMANTEC CORP COMMON STOCK USD COM 871503108 20,702 886,007 SH SOLE 471,959 0 414,048
SYMETRA FINANCIAL CORP COMMON COM 87151Q106 2,873 122,457 SH SOLE 58,927 0 63,530
SYMMETRY SURGICAL INC COM 87159G100 99 13,544 SH SOLE 5,815 0 7,729
SYNAGEVA BIOPHARMA CORP COM COM 87159A103 2,360 24,195 SH SOLE 13,930 0 10,265
SYNAPTICS INC COMMON STOCK USD COM 87157D109 3,918 48,195 SH SOLE 31,155 0 17,040
SYNCHRONOSS TECHNOLOGIES INC C COM 87157B103 2,214 46,642 SH SOLE 30,892 0 15,750
SYNCHRONY FINANCIAL COM 87165B103 2,440 80,400 SH SOLE 61,550 0 18,850
SYNERGY PHARMACEUTICALS COM COM 871639308 445 96,238 SH SOLE 53,258 0 42,980
SYNERGY RESOURCES CORP COM COM 87164P103 977 82,486 SH SOLE 48,536 0 33,950
SYNGENTA AG ADR COM 87160A100 496 7,317 SH SOLE 7,317 0 0
SYNNEX CORP COMMON STOCK USD.0 COM 87162W100 3,609 46,717 SH SOLE 22,577 0 24,140
SYNOPSYS INC COMMON STOCK USD. COM 871607107 9,903 213,796 SH SOLE 166,948 0 46,848
SYNOVUS FINANCIAL CORP COMMON COM 87161C501 5,224 186,519 SH SOLE 150,427 0 36,092
SYNTA PHARMACEUTICALS CORP COM COM 87162T206 126 64,836 SH SOLE 35,071 0 29,765
SYNTEL INC COMMON STOCK NPV COM 87162H103 2,160 41,746 SH SOLE 26,091 0 15,655
SYNUTRA INTERNATIONAL INC COMM COM 87164C102 114 17,872 SH SOLE 9,882 0 7,990
SYSCO CORP COMMON STOCK USD1. COM 871829107 38,357 1,016,613 SH SOLE 530,889 0 485,724
SYSTEMAX INC COMMON STOCK USD. COM 871851101 219 17,894 SH SOLE 6,334 0 11,560
T MOBILE US INC COM 872590104 9,124 287,899 SH SOLE 122,099 0 165,800
T ROWE PRICE GROUP INC COMMON COM 74144T108 34,365 424,364 SH SOLE 285,767 0 138,597
TABLEAU SOFTWARE INC COM 87336U105 2,742 29,642 SH SOLE 21,853 0 7,789
TAHOE RESOURSES INC COM COM 873868103 565 51,583 SH SOLE 31,506 0 20,077
TAIWAN SEMICONDUCTOR - SP ADR COM 874039100 1,207 51,388 SH SOLE 51,388 0 0
TAKE TWO INTERACTIVE SOFTWRE C COM 874054109 3,363 132,103 SH SOLE 60,083 0 72,020
TAL INTERNATIONAL GROUP INC CO COM 874083108 2,238 54,939 SH SOLE 30,254 0 24,685
TALISMAN ENERGY ADR COM 87425E103 92 11,965 SH SOLE 11,965 0 0
TALMER BANCORP INC CL A COM 87482X101 486 31,755 SH SOLE 16,875 0 14,880
TANGER FACTORY OUTLET CENTER R COM 875465106 4,996 142,048 SH SOLE 111,006 0 31,042
TANGOE INC COM 87582Y108 600 43,454 SH SOLE 27,549 0 15,905
TARGA RESOURCES CORP COMMON ST COM 87612G101 2,873 29,989 SH SOLE 22,363 0 7,626
TARGET CORP COMMON STOCK USD.0 COM 87612E106 87,226 1,062,819 SH SOLE 561,912 0 500,907
TASER INTERNATIONAL INC COMMON COM 87651B104 1,625 67,419 SH SOLE 38,784 0 28,635
TAUBMAN CENTERS INC REIT USD.0 COM 876664103 7,835 101,576 SH SOLE 80,839 0 20,737
TAYLOR MORRISON HOME CORP COM 87724P106 385 18,463 SH SOLE 10,598 0 7,865
TCF FINANCIAL CORP COMMON STOC COM 872275102 3,412 217,041 SH SOLE 166,758 0 50,283
TD AMERITRADE HOLDING CORP COM COM 87236Y108 8,793 235,991 SH SOLE 164,292 0 71,699
TE CONNECTIVITY LTD COM H84989104 19,051 265,999 SH SOLE 172,870 0 93,129
TEAM HEALTH HOLDINGS INC COMMO COM 87817A107 4,410 75,378 SH SOLE 43,343 0 32,035
TEAM INC COMMON STOCK USD.3 COM 878155100 817 20,956 SH SOLE 12,571 0 8,385
TECH DATA CORP COMMON STOCK US COM 878237106 3,192 55,245 SH SOLE 41,445 0 13,800
TECHTARGET COMMON STOCK USD.00 COM 87874R100 269 23,302 SH SOLE 8,542 0 14,760
TECO ENERGY INC COMMON STOCK U COM 872375100 5,384 277,504 SH SOLE 148,694 0 128,810
TEEKAY CORP COMMON STOCK USD.0 COM Y8564W103 1,570 33,720 SH SOLE 20,983 0 12,737
TEEKAY TANKERS LTD CLASS A COM COM Y8565N102 579 100,826 SH SOLE 33,476 0 67,350
TEJON RANCH CO COMMON STOCK US COM 879080109 593 22,417 SH SOLE 10,277 0 12,140
TELECOM ITALIA SPA ADR COM 87927Y102 208 17,917 SH SOLE 17,917 0 0
TELECOMMUNICATION SYSTEMS A CO COM 87929J103 254 66,402 SH SOLE 26,475 0 39,927
TELEDYNE TECHNOLOGIES INC COMM COM 879360105 8,464 79,301 SH SOLE 49,250 0 30,051
TELEFLEX INC COMMON STOCK USD1 COM 879369106 6,856 56,740 SH SOLE 44,446 0 12,294
TELEFONICA SA ADR COM 879382208 801 55,841 SH SOLE 55,841 0 0
TELENAV INC COMMON STOCK USD.0 COM 879455103 276 34,873 SH SOLE 12,383 0 22,490
TELEPHONE AND DATA SYSTEMS COM COM 879433829 3,046 122,345 SH SOLE 97,898 0 24,447
TELETECH HOLDINGS INC COMMON S COM 879939106 835 32,825 SH SOLE 19,725 0 13,100
TELUS CORP ADR COM 87971M103 263 7,900 SH SOLE 7,900 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 5,395 93,433 SH SOLE 78,016 0 15,417
TENET HEALTHCARE CORP COMMON S COM 88033G407 6,197 125,176 SH SOLE 85,981 0 39,195
TENNANT CO COMMON STOCK USD.37 COM 880345103 1,626 24,872 SH SOLE 15,257 0 9,615
TENNECO INC COMMON STOCK USD.0 COM 880349105 3,683 64,140 SH SOLE 35,260 0 28,880
TERADATA CORP COMMON STOCK USD COM 88076W103 9,551 216,389 SH SOLE 133,905 0 82,484
TERADYNE INC COMMON STOCK USD. COM 880770102 5,286 280,439 SH SOLE 222,871 0 57,568
TEREX CORP COMMON STOCK USD.01 COM 880779103 5,175 194,634 SH SOLE 111,641 0 82,993
TERRAFORM POWER INC CL A COM 88104R100 998 27,330 SH SOLE 7,905 0 19,425
TERRENO REALTY CORP REIT USD.0 COM 88146M101 1,200 52,638 SH SOLE 13,988 0 38,650
TERRITORIAL BANCORP INC COMMON COM 88145X108 305 12,845 SH SOLE 5,825 0 7,020
TESARO INC COM COM 881569107 1,047 18,247 SH SOLE 10,007 0 8,240
TESCO CORP COMMON STOCK NPV COM 88157K101 624 54,909 SH SOLE 21,719 0 33,190
TESLA MOTORS INC COMMON STOCK COM 88160R101 14,606 77,375 SH SOLE 55,184 0 22,191
TESORO CORP COMMON STOCK USD.1 COM 881609101 16,370 179,319 SH SOLE 107,292 0 72,027
TESSERA TECHNOLOGIES INC COMMO COM 88164L100 2,965 73,608 SH SOLE 39,596 0 34,012
TETRA TECH INC COMMON STOCK US COM 88162G103 2,463 102,530 SH SOLE 47,750 0 54,780
TETRA TECHNOLOGIES INC COMMON COM 88162F105 814 131,665 SH SOLE 60,002 0 71,663
TETRAPHASE PHARMACEUTICAL COM COM 88165N105 911 24,856 SH SOLE 13,921 0 10,935
TEXAS CAPITAL BANCSHARES INC C COM 88224Q107 3,632 74,655 SH SOLE 39,565 0 35,090
TEXAS INSTRUMENTS INC COMMON S COM 882508104 104,114 1,820,657 SH SOLE 1,001,462 0 819,195
TEXAS ROADHOUSE INC COMMON STO COM 882681109 3,639 99,884 SH SOLE 66,804 0 33,080
TEXTAINER GROUP HOLDINGS LTD C COM G8766E109 1,313 43,795 SH SOLE 27,585 0 16,210
TEXTRON INC COMMON STOCK USD.1 COM 883203101 14,029 316,463 SH SOLE 181,993 0 134,470
TEXTURA CORP COM 883211104 468 17,234 SH SOLE 9,684 0 7,550
TFS FINANCIAL CORP COMMON STOC COM 87240R107 664 45,200 SH SOLE 27,246 0 17,954
TG THERAPEUTICS INC COM 88322Q108 413 26,654 SH SOLE 15,309 0 11,345
THE CHILDREN'S PLACE INC. COM 168905107 2,379 37,057 SH SOLE 16,887 0 20,170
THE WHITEWAVE FOODS CO. CLASS COM 966244105 11,461 258,486 SH SOLE 221,504 0 36,982
THERAPEUDICSMD INC COM COM 88338N107 654 108,024 SH SOLE 58,049 0 49,975
THERAVANCE BIOPHARMA INC COM G8807B106 399 22,974 SH SOLE 12,479 0 10,495
THERAVANCE INC COMMON STOCK US COM 88338T104 1,347 85,711 SH SOLE 44,396 0 41,315
THERMO FISHER SCIENTIFIC INC C COM 883556102 78,560 584,787 SH SOLE 301,647 0 283,140
THERMON GROUP HOLDINGS INC COM COM 88362T103 732 30,393 SH SOLE 16,668 0 13,725
THIRD POINT REINSURANCE LTD COM G8827U100 985 69,583 SH SOLE 22,083 0 47,500
THOMSON REUTERS CORP COMMON ST COM 884903105 13,554 334,177 SH SOLE 168,996 0 165,181
THOR INDUSTRIES INC COMMON STO COM 885160101 4,558 72,106 SH SOLE 61,825 0 10,281
THORATEC CORP COMMON STOCK NPV COM 885175307 3,887 92,780 SH SOLE 66,685 0 26,095
THRESHOLD PHARMACEUTICALS COM COM 885807206 237 58,421 SH SOLE 30,306 0 28,115
TIDEWATER INC COMMON STOCK USD COM 886423102 1,349 70,463 SH SOLE 50,761 0 19,702
TIFFANY + CO COMMON STOCK USD. COM 886547108 13,976 158,802 SH SOLE 102,116 0 56,686
TILE SHOP HLDGS INC COM 88677Q109 326 26,882 SH SOLE 15,422 0 11,460
TILLYS INC COM COM 886885102 220 14,052 SH SOLE 5,222 0 8,830
TIME INC COM 887228104 5,154 229,666 SH SOLE 130,735 0 98,931
TIME WARNER CABLE COMMON STOCK COM 88732J207 66,695 444,987 SH SOLE 226,670 0 218,317
TIME WARNER INC COMMON STOCK U COM 887317303 109,787 1,300,183 SH SOLE 645,039 0 655,144
TIMKEN CO COMMON STOCK NPV COM 887389104 4,728 112,197 SH SOLE 83,950 0 28,247
TIMKENSTEEL CORP COM 887399103 1,457 55,048 SH SOLE 41,001 0 14,047
TITAN INTERNATIONAL INC COMMON COM 88830M102 717 76,638 SH SOLE 37,103 0 39,535
TITAN MACHINERY INC COMMON STO COM 88830R101 315 23,564 SH SOLE 10,364 0 13,200
TIVO INC COMMON STOCK USD.001 COM 888706108 1,527 143,895 SH SOLE 64,685 0 79,210
TJX COMPANIES INC COMMON STOCK COM 872540109 83,057 1,185,683 SH SOLE 638,732 0 546,951
TOLL BROTHERS INC COMMON STOCK COM 889478103 9,047 229,963 SH SOLE 178,292 0 51,671
TOMPKINS FINANCIAL CORP COMMON COM 890110109 1,369 25,418 SH SOLE 10,883 0 14,535
TOOTSIE ROLL INDS COMMON STOCK COM 890516107 1,438 42,392 SH SOLE 31,930 0 10,462
TORCHMARK CORP COMMON STOCK US COM 891027104 10,732 195,408 SH SOLE 124,067 0 71,341
TORNIER NV COMMON STOCK COM N87237108 1,169 44,570 SH SOLE 14,820 0 29,750
TORO CO COMMON STOCK USD1. COM 891092108 3,983 56,801 SH SOLE 42,171 0 14,630
TORONTO DOMINION COM COM 891160509 1,149 26,820 SH SOLE 26,820 0 0
TOTAL SA-SPON ADR COM 89151E109 1,813 36,507 SH SOLE 36,507 0 0
TOTAL SYSTEM SERVICES INC COMM COM 891906109 9,100 238,524 SH SOLE 144,910 0 93,614
TOWER INTERNATIONAL INC COMMON COM 891826109 475 17,839 SH SOLE 9,454 0 8,385
TOWERS WATSON + CO CL A COMMON COM 891894107 12,218 92,429 SH SOLE 72,675 0 19,754
TOWNE BANK COMMON STOCK USD1.6 COM 89214P109 952 59,191 SH SOLE 23,085 0 36,106
TOYOTA MOTOR CORP ADR COM 892331307 2,959 21,154 SH SOLE 21,154 0 0
TRACTOR SUPPLY COMPANY COMMON COM 892356106 18,441 216,799 SH SOLE 145,543 0 71,256
TRADE STR RESIDENTIAL INC COM 89255N203 169 23,640 SH SOLE 8,340 0 15,300
TRANSATLANTIC PETROLEUM COM G89982113 127 23,785 SH SOLE 9,985 0 13,800
TRANSCANADA CORP ADR COM 89353D107 458 10,710 SH SOLE 10,710 0 0
TRANSDIGM GROUP INC COMMON STO COM 893641100 10,024 45,828 SH SOLE 32,054 0 13,774
TRANSENTERIX INC COM 89366M201 114 38,870 SH SOLE 15,420 0 23,450
TRANSOCEAN INC SHS COM H8817H100 3,868 263,664 SH SOLE 170,974 0 92,690
TRAVELERS COS INC/THE COMMON S COM 89417E109 58,332 539,458 SH SOLE 288,153 0 251,305
TRAVELPORT WORLDWIDE LTD COM G9019D104 421 25,184 SH SOLE 4,540 0 20,644
TRECORA RESOURCES COM 894648104 242 19,843 SH SOLE 10,813 0 9,030
TREDEGAR CORP COMMON STOCK NPV COM 894650100 912 45,343 SH SOLE 21,740 0 23,603
TREEHOUSE FOODS INC COMMON STO COM 89469A104 7,191 84,578 SH SOLE 56,743 0 27,835
TREMOR VIDEO INC COM COM 89484Q100 105 44,915 SH SOLE 15,324 0 29,591
TREX COMPANY INC COMMON STOCK COM 89531P105 1,977 36,258 SH SOLE 21,923 0 14,335
TRI POINTE HOMES INC COM 87265H109 2,803 181,655 SH SOLE 63,880 0 117,775
TRIANGLE PETROLEUM CORP COMMON COM 89600B201 441 87,635 SH SOLE 43,165 0 44,470
TRICO BANCSHARES COMMON STOCK COM 896095106 685 28,381 SH SOLE 9,441 0 18,940
TRIMAS CORP COMMON STOCK USD.0 COM 896215209 1,444 46,902 SH SOLE 25,878 0 21,024
TRIMBLE NAVIGATION LTD COMMON COM 896239100 9,943 394,547 SH SOLE 327,575 0 66,972
TRINET GROUP INC COM 896288107 592 16,810 SH SOLE 5,640 0 11,170
TRINITY INDUSTRIES INC COMMON COM 896522109 8,303 233,826 SH SOLE 189,293 0 44,533
TRINSEO SA COM L9340P101 212 10,700 SH SOLE 300 0 10,400
TRIPADVISOR INC COM 896945201 13,050 156,902 SH SOLE 99,236 0 57,666
TRIPLE S MANAGEMENT CORP B COM COM 896749108 693 34,880 SH SOLE 13,860 0 21,020
TRISTATE CAP HLDGS INC COM 89678F100 296 28,233 SH SOLE 9,923 0 18,310
TRIUMPH GROUP INC COMMON STOCK COM 896818101 4,294 71,897 SH SOLE 58,171 0 13,726
TRONOX LIMITED COM COM Q9235V101 1,630 80,175 SH SOLE 28,375 0 51,800
TRUEBLUE INC COMMON STOCK NPV COM 89785X101 1,234 50,662 SH SOLE 31,037 0 19,625
TRUSTCO BANK CORP NY COMMON ST COM 898349105 1,069 155,450 SH SOLE 71,150 0 84,300
TRUSTMARK CORP COMMON STOCK NP COM 898402102 3,770 155,265 SH SOLE 95,955 0 59,310
TRW AUTOMOTIVE HOLDINGS CORP C COM 87264S106 7,847 74,842 SH SOLE 43,010 0 31,832
TTM TECHNOLOGIES COMMON STOCK COM 87305R109 777 86,273 SH SOLE 36,453 0 49,820
TUESDAY MORNING CORP COMMON ST COM 899035505 829 51,497 SH SOLE 27,237 0 24,260
TUMI HODINGD INC COM COM 89969Q104 1,142 46,680 SH SOLE 25,440 0 21,240
TUPPERWARE BRANDS CORP COMMON COM 899896104 5,303 76,835 SH SOLE 64,058 0 12,777
TUTOR PERINI CORP COMMON STOCK COM 901109108 1,180 50,554 SH SOLE 18,356 0 32,198
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 101,350 2,994,965 SH SOLE 1,534,194 0 1,460,771
TWIN DISC INC COMMON STOCK NPV COM 901476101 184 10,436 SH SOLE 4,856 0 5,580
TWITTER INC COM 90184L102 20,284 405,028 SH SOLE 297,373 0 107,655
TWO HARBORS INVESTMENT CORP CO COM 90187B101 2,297 216,293 SH SOLE 128,523 0 87,770
TYCO INTERNATIONAL PLC COM G91442106 25,784 598,786 SH SOLE 367,241 0 231,545
TYLER TECHNOLOGIES INC COMMON COM 902252105 7,892 65,475 SH SOLE 47,612 0 17,863
TYSON FOODS INC CL A COMMON ST COM 902494103 14,153 369,529 SH SOLE 201,040 0 168,489
U.S. PHYSICAL THERAPY INC COMM COM 90337L108 581 12,226 SH SOLE 6,741 0 5,485
UBIQUITI NETWORKS INC COM 90347A100 820 27,758 SH SOLE 15,623 0 12,135
UBS GROUP AG COM H42097107 906 48,252 SH SOLE 48,252 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 12,379 363,755 SH SOLE 270,818 0 92,937
UGI CORP COMMON STOCK NPV COM 902681105 7,564 232,096 SH SOLE 180,578 0 51,518
UIL HOLDINGS CORP COMMON STOCK COM 902748102 4,795 93,259 SH SOLE 44,523 0 48,736
ULTA SALON COSMETICS + FRAGR C COM 90384S303 8,243 54,641 SH SOLE 37,569 0 17,072
ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 8,886 52,286 SH SOLE 38,365 0 13,921
ULTRA CLEAN HOLDINGS COMMON ST COM 90385V107 275 38,453 SH SOLE 16,193 0 22,260
ULTRA PETROLEUM CORP COMMON ST COM 903914109 1,741 111,407 SH SOLE 65,053 0 46,354
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 403 6,484 SH SOLE 3,229 0 3,255
ULTRAPETROL (BAHAMAS) LTD COMM COM P94398107 37 25,439 SH SOLE 11,719 0 13,720
ULTRATECH INC COMMON STOCK USD COM 904034105 725 41,808 SH SOLE 18,458 0 23,350
ULURU INC COM 90403T209 16 22,000 SH SOLE 22,000 0 0
UMB FINANCIAL CORP COMMON STOC COM 902788108 3,674 69,458 SH SOLE 34,798 0 34,660
UMH PROPERTIES INC REIT USD.1 COM 903002103 261 25,968 SH SOLE 9,158 0 16,810
UMPQUA HOLDINGS CORP COMMON ST COM 904214103 6,472 376,733 SH SOLE 229,479 0 147,254
UNDER ARMOUR INC CLASS A COMMO COM 904311107 19,414 240,421 SH SOLE 151,983 0 88,438
UNIFI INC COMMON STOCK USD.1 COM 904677200 801 22,200 SH SOLE 9,544 0 12,656
UNIFIRST CORP/MA COMMON STOCK COM 904708104 3,641 30,939 SH SOLE 16,701 0 14,238
UNILEVER N V NY SHS NEW COM 904784709 1,020 24,419 SH SOLE 24,419 0 0
UNILEVER PLC ADR COM 904767704 514 12,324 SH SOLE 12,324 0 0
UNILIFE CORP COMMON STOCK USD. COM 90478E103 475 118,361 SH SOLE 56,796 0 61,565
UNION BANKSHARES CORPORATION COM 90539J109 1,415 63,723 SH SOLE 21,965 0 41,758
UNION PACIFIC CORP COMMON STOC COM 907818108 163,323 1,507,921 SH SOLE 801,419 0 706,502
UNISYS CORP COMMON STOCK USD.0 COM 909214306 1,546 66,626 SH SOLE 34,201 0 32,425
UNIT CORP COMMON STOCK USD.2 COM 909218109 1,960 70,053 SH SOLE 49,457 0 20,596
UNITED BANKSHARES INC COMMON S COM 909907107 4,597 122,320 SH SOLE 59,307 0 63,013
UNITED COMMUNITY BANKS/GA COMM COM 90984P303 1,380 73,095 SH SOLE 30,437 0 42,658
UNITED COMMUNITY FINL COM COM 909839102 393 71,963 SH SOLE 25,244 0 46,719
UNITED CONTINENTAL HOLDINGS CO COM 910047109 20,978 311,937 SH SOLE 219,427 0 92,510
UNITED FINANCIAL BANCORP INC COM 910304104 951 76,471 SH SOLE 27,214 0 49,257
UNITED FIRE GROUP INC COM 910340108 1,123 35,358 SH SOLE 16,628 0 18,730
UNITED NATURAL FOODS INC COMMO COM 911163103 6,976 90,553 SH SOLE 67,858 0 22,695
UNITED PARCEL SERVICE CL B COM COM 911312106 111,081 1,145,869 SH SOLE 588,156 0 557,713
UNITED RENTALS INC COMMON STOC COM 911363109 12,523 137,374 SH SOLE 86,681 0 50,693
UNITED STATES STEEL CORP COMMO COM 912909108 4,756 194,935 SH SOLE 154,268 0 40,667
UNITED STATIONERS INC COMMON S COM 913004107 2,910 70,987 SH SOLE 34,457 0 36,530
UNITED TECHNOLOGIES CORP COMMO COM 913017109 149,724 1,277,506 SH SOLE 715,054 0 562,452
UNITED THERAPEUTICS CORP COMMO COM 91307C102 12,617 73,168 SH SOLE 61,283 0 11,885
UNITEDHEALTH GROUP INC COMMON COM 91324P102 193,109 1,632,501 SH SOLE 842,380 0 790,121
UNITEDINS HLDGS CORP COM 910710102 373 16,580 SH SOLE 9,250 0 7,330
UNITIL CORP COMMON STOCK NPV COM 913259107 681 19,593 SH SOLE 7,683 0 11,910
UNIVERSAL AMERICAN CORP COMMON COM 91338E101 642 60,139 SH SOLE 22,559 0 37,580
UNIVERSAL CORP/VA COMMON STOCK COM 913456109 1,670 35,417 SH SOLE 18,473 0 16,944
UNIVERSAL DISPLAY CORP COMMON COM 91347P105 2,032 43,467 SH SOLE 24,677 0 18,790
UNIVERSAL ELECTRONICS INC COMM COM 913483103 955 16,912 SH SOLE 10,317 0 6,595
UNIVERSAL FOREST PRODUCTS COMM COM 913543104 2,083 37,544 SH SOLE 19,794 0 17,750
UNIVERSAL HEALTH RLTY INCOME R COM 91359E105 1,148 20,407 SH SOLE 13,742 0 6,665
UNIVERSAL HEALTH SERVICES B CO COM 913903100 12,201 103,649 SH SOLE 62,389 0 41,260
UNIVERSAL INSURANCE HOLDINGS C COM 91359V107 843 32,924 SH SOLE 19,539 0 13,385
UNIVERSAL STAINLESS + ALLOY CO COM 913837100 257 9,783 SH SOLE 3,863 0 5,920
UNIVERSAL TECHNICAL INSTITUT C COM 913915104 349 36,401 SH SOLE 15,936 0 20,465
UNIVERSAL TRUCKLOAD SERVICES C COM 91388P105 214 8,504 SH SOLE 3,614 0 4,890
UNIVEST CORP OF PENNSYLVANIA C COM 915271100 517 26,149 SH SOLE 10,049 0 16,100
UNUM GROUP COMMON STOCK USD.1 COM 91529Y106 11,108 329,331 SH SOLE 179,250 0 150,081
UNWIRED PLANET INC COM 91531F103 55 95,646 SH SOLE 55,656 0 39,990
URBAN EDGE PROPERTIES COM 91704F104 3,011 127,047 SH SOLE 91,911 0 35,136
URBAN OUTFITTERS INC COMMON ST COM 917047102 6,617 144,945 SH SOLE 88,649 0 56,296
URSTADT BIDDLE CLASS A REIT COM 917286205 831 36,024 SH SOLE 19,174 0 16,850
US BANCORP COMMON STOCK USD.01 COM 902973304 123,762 2,834,025 SH SOLE 1,464,084 0 1,369,941
US CELLULAR CORP COMMON STOCK COM 911684108 304 8,511 SH SOLE 4,642 0 3,869
US CONCRETE INC COM 90333L201 454 13,394 SH SOLE 7,454 0 5,940
US ECOLOGY INC COMMON STOCK US COM 91732J102 1,321 26,445 SH SOLE 15,900 0 10,545
US SILICA HOLDINGS INC COM COM 90346E103 2,185 61,358 SH SOLE 38,983 0 22,375
USA TRUCK INC COM COM 902925106 210 7,595 SH SOLE 2,295 0 5,300
USANA HEALTH SCIENCES INC COMM COM 90328M107 687 6,181 SH SOLE 2,905 0 3,276
USG CORP COMMON STOCK USD.1 COM 903293405 2,004 75,056 SH SOLE 51,336 0 23,720
UTAH MED PRODS INC COM COM 917488108 220 3,670 SH SOLE 2,060 0 1,610
UTI WORLDWIDE INC COMMON STOCK COM G87210103 1,711 139,134 SH SOLE 55,724 0 83,410
VAALCO ENERGY INC COMMON STOCK COM 91851C201 179 73,186 SH SOLE 31,056 0 42,130
VAIL RESORTS INC COMMON STOCK COM 91879Q109 4,304 41,614 SH SOLE 24,324 0 17,290
VALE SA ADR COM 91912E204 141 28,990 SH SOLE 28,990 0 0
VALEANT PARMACEUTICALS INTERNA COM 91911K102 818 4,118 SH SOLE 4,118 0 0
VALERO ENERGY CORP COMMON STOC COM 91913Y100 53,306 837,884 SH SOLE 424,512 0 413,372
VALIDUS HOLDINGS LTD COMMON ST COM G9319H102 2,496 59,280 SH SOLE 35,353 0 23,927
VALLEY NATIONAL BANCORP COMMON COM 919794107 4,272 452,521 SH SOLE 250,488 0 202,033
VALMONT INDUSTRIES COMMON STOC COM 920253101 4,261 34,680 SH SOLE 26,959 0 7,721
VALSPAR CORP COMMON STOCK USD. COM 920355104 10,586 125,979 SH SOLE 106,795 0 19,184
VANDA PHARMACEUTICALS INC COMM COM 921659108 359 38,645 SH SOLE 20,680 0 17,965
VANGUARD TOTAL BOND MARKET ETF COM 921937835 4,227 50,696 SH SOLE 27,856 0 22,840
VANTAGE DRILLING CO COMMON STO COM G93205113 93 283,635 SH SOLE 113,385 0 170,250
VANTIVE CORP COM COM 92210H105 3,570 94,693 SH SOLE 69,584 0 25,109
VARIAN MEDICAL SYSTEMS INC COM COM 92220P105 14,638 155,576 SH SOLE 99,866 0 55,710
VASCO DATA SECURITY INTL COMMO COM 92230Y104 773 35,867 SH SOLE 21,756 0 14,111
VASCULAR SOLUTIONS INC COMMON COM 92231M109 596 19,641 SH SOLE 12,416 0 7,225
VCA INC COMMON STOCK USD.001 COM 918194101 6,775 123,591 SH SOLE 97,348 0 26,243
VECTOR GROUP LTD COMMON STOCK COM 92240M108 1,736 79,011 SH SOLE 47,731 0 31,280
VECTREN CORPORATION COMMON STO COM 92240G101 5,392 122,150 SH SOLE 96,630 0 25,520
VEECO INSTRUMENTS INC COMMON S COM 922417100 2,082 68,163 SH SOLE 31,848 0 36,315
VEEVA SYSTEMS-A COM 922475108 700 27,414 SH SOLE 20,224 0 7,190
VENTAS INC REIT USD.25 COM 92276F100 33,363 456,905 SH SOLE 248,943 0 207,962
VERA BRADLEY INC COMMON STOCK COM 92335C106 343 21,124 SH SOLE 10,879 0 10,245
VERASTEM INC COM 92337C104 341 33,482 SH SOLE 10,562 0 22,920
VERIFONE SYSTEMS INC COMMON ST COM 92342Y109 5,845 167,521 SH SOLE 141,505 0 26,016
VERINT SYSTEMS INC COMMON STOC COM 92343X100 3,857 62,285 SH SOLE 33,668 0 28,617
VERISIGN INC COMMON STOCK USD. COM 92343E102 10,669 159,317 SH SOLE 100,808 0 58,509
VERISK ANALYTICS INC CLASS A C COM 92345Y106 9,828 137,644 SH SOLE 98,259 0 39,385
VERITIV CORP COM 923454102 303 6,859 SH SOLE 4,440 0 2,419
VERIZON COMMUNICATIONS INC COM COM 92343V104 336,910 6,928,020 SH SOLE 3,629,104 0 3,298,916
VERTEX ENERGY INC COM 92534K107 41 11,015 SH SOLE 5,905 0 5,110
VERTEX PHARMACEUTICALS INC COM COM 92532F100 40,560 343,819 SH SOLE 211,836 0 131,983
VF CORP COMMON STOCK USD1. COM 918204108 40,139 532,988 SH SOLE 358,534 0 174,454
VIACOM INC CLASS B COMMON STOC COM 92553P201 46,445 680,013 SH SOLE 368,201 0 311,812
VIAD CORP COMMON STOCK USD1.5 COM 92552R406 856 30,781 SH SOLE 11,331 0 19,450
VIASAT INC COMMON STOCK USD.00 COM 92552V100 3,058 51,297 SH SOLE 32,042 0 19,255
VICOR CORP COMMON STOCK USD.01 COM 925815102 436 28,704 SH SOLE 12,834 0 15,870
VILLAGE SUPER MARKET CLASS A C COM 927107409 376 11,960 SH SOLE 4,030 0 7,930
VIOLIN MEMORY INC COM 92763A101 290 76,980 SH SOLE 43,910 0 33,070
VIRGIN AMERICA INC COM 92765X208 483 15,880 SH SOLE 4,455 0 11,425
VIRNETX HOLDING CORP COMMON ST COM 92823T108 281 46,171 SH SOLE 26,091 0 20,080
VIRTUS INVESTMENT PARTNERS COM COM 92828Q109 1,347 10,298 SH SOLE 7,069 0 3,229
VIRTUSA CORP COMMON STOCK USD. COM 92827P102 1,160 28,042 SH SOLE 17,005 0 11,037
VISA INC CLASS A SHARES COMMON COM 92826C839 210,517 3,218,426 SH SOLE 1,647,532 0 1,570,894
VISHAY INTERTECHNOLOGY INC COM COM 928298108 2,451 177,380 SH SOLE 135,869 0 41,511
VISHAY PRECISION GROUP COMMON COM 92835K103 290 18,232 SH SOLE 6,767 0 11,465
VISTA OUTDOOR INC COM 928377100 3,698 86,358 SH SOLE 65,068 0 21,290
VISTEON CORP COMMON STOCK COM 92839U206 2,862 29,691 SH SOLE 16,398 0 13,293
VITAMIN SHOPPE INC COMMON STOC COM 92849E101 1,569 38,085 SH SOLE 18,585 0 19,500
VITESSE SEMICONDUCTOR CORP COM COM 928497304 259 48,840 SH SOLE 22,310 0 26,530
VIVINT SOLAR INC COM 92854Q106 177 14,575 SH SOLE 700 0 13,875
VIVUS INC COMMON STOCK USD.001 COM 928551100 265 107,814 SH SOLE 63,314 0 44,500
VMWARE INC CLASS A COMMON STOC COM 928563402 7,505 91,512 SH SOLE 46,392 0 45,120
VOCERA COMMUNICATIONS INC COM COM 92857F107 224 22,531 SH SOLE 13,241 0 9,290
VODAFONE GROUP PLC ADR COM 92857W308 1,207 36,934 SH SOLE 36,934 0 0
VONAGE HOLDINGS CORP COMMON ST COM 92886T201 1,214 247,155 SH SOLE 91,695 0 155,460
VORNADO REALTY TRUST REIT USD. COM 929042109 27,581 246,256 SH SOLE 130,635 0 115,621
VOXX INTERNATIONAL CORPORATION COM 91829F104 301 32,838 SH SOLE 13,308 0 19,530
VOYA FINANACIAL INC COM 929089100 3,928 91,122 SH SOLE 51,457 0 39,665
VRINGO INC COM COM 92911N104 40 60,881 SH SOLE 40,801 0 20,080
VSE CORP COMMON STOCK USD.05 COM 918284100 471 5,752 SH SOLE 2,092 0 3,660
VULCAN MATERIALS CO COMMON STO COM 929160109 13,884 164,703 SH SOLE 91,496 0 73,207
VWR CORPORATION COM 91843L103 323 12,410 SH SOLE 8,460 0 3,950
W+T OFFSHORE INC COMMON STOCK COM 92922P106 225 43,998 SH SOLE 18,858 0 25,140
WABASH NATIONAL CORP COMMON ST COM 929566107 998 70,771 SH SOLE 37,096 0 33,675
WABCO HOLDINGS INC COMMON STOC COM 92927K102 6,078 49,463 SH SOLE 33,120 0 16,343
WABTEC CORP COMMON STOCK USD.0 COM 929740108 14,595 153,619 SH SOLE 124,785 0 28,834
WADDELL + REED FINANCIAL A COM COM 930059100 7,971 160,892 SH SOLE 139,924 0 20,968
WAGEWORKS INC COM COM 930427109 2,046 38,373 SH SOLE 23,713 0 14,660
WAL MART STORES INC COMMON STO COM 931142103 212,189 2,579,805 SH SOLE 1,305,777 0 1,274,028
WALGREENS BOOTS ALLIANCE INC COM 931427108 125,257 1,479,186 SH SOLE 749,593 0 729,593
WALKER + DUNLOP INC COMMON STO COM 93148P102 458 25,808 SH SOLE 10,528 0 15,280
WALT DISNEY CO/THE COMMON STOC COM 254687106 280,805 2,677,135 SH SOLE 1,359,615 0 1,317,520
WALTER ENERGY INC COMMON STOCK COM 93317Q105 53 86,244 SH SOLE 45,774 0 40,470
WALTER INVESTMENT MANAGEMENT R COM 93317W102 869 53,813 SH SOLE 21,205 0 32,608
WARREN RESOURCES INC COMMON ST COM 93564A100 95 106,539 SH SOLE 42,009 0 64,530
WASHINGTON FEDERAL INC COMMON COM 938824109 4,319 198,065 SH SOLE 105,915 0 92,150
WASHINGTON REIT REIT USD.01 COM 939653101 2,664 96,422 SH SOLE 32,871 0 63,551
WASHINGTON TRUST BANCORP COMMO COM 940610108 1,024 26,825 SH SOLE 12,365 0 14,460
WASTE CONNECTIONS INC COMMON S COM 941053100 10,440 216,870 SH SOLE 183,703 0 33,167
WASTE MANAGEMENT INC COMMON ST COM 94106L109 38,737 714,318 SH SOLE 353,356 0 360,962
WATERS CORP COMMON STOCK USD.0 COM 941848103 19,575 157,458 SH SOLE 76,979 0 80,479
WATERSTONE FINANCIAL INC. COM 94188P101 545 42,457 SH SOLE 13,611 0 28,846
WATSCO INC COMMON STOCK USD.5 COM 942622200 5,733 45,605 SH SOLE 34,080 0 11,525
WATTS WATER TECHNOLOGIES A COM COM 942749102 2,567 46,653 SH SOLE 21,783 0 24,870
WAUSAU PAPER CORP COMMON STOCK COM 943315101 624 65,442 SH SOLE 37,522 0 27,920
WAYFAIR INC COM 94419L101 301 9,365 SH SOLE 1,165 0 8,200
WCI COMMUNITIES INC COM 92923C807 319 13,305 SH SOLE 3,505 0 9,800
WD 40 CO COMMON STOCK USD.001 COM 929236107 2,540 28,691 SH SOLE 20,586 0 8,105
WEB.COM GROUP INC COMMON STOCK COM 94733A104 983 51,883 SH SOLE 29,373 0 22,510
WEBMD HEALTH CORP COMMON STOCK COM 94770V102 1,831 41,779 SH SOLE 21,646 0 20,133
WEBSTER FINANCIAL CORP COMMON COM 947890109 7,499 202,415 SH SOLE 120,345 0 82,070
WEIGHT WATCHERS INTL INC COMMO COM 948626106 199 28,474 SH SOLE 14,694 0 13,780
WEINGARTEN REALTY INVESTORS RE COM 948741103 6,513 181,006 SH SOLE 137,640 0 43,366
WEIS MARKETS INC COMMON STOCK COM 948849104 941 18,911 SH SOLE 8,965 0 9,946
WELLCARE HEALTH PLANS INC COMM COM 94946T106 9,082 99,302 SH SOLE 61,142 0 38,160
WELLS FARGO + CO COMMON STOCK COM 949746101 413,388 7,599,046 SH SOLE 3,808,037 0 3,791,009
WENDY S CO/THE COMMON STOCK US COM 95058W100 4,442 407,532 SH SOLE 308,633 0 98,899
WERNER ENTERPRISES INC COMMON COM 950755108 3,387 107,820 SH SOLE 71,500 0 36,320
WESBANCO INC COMMON STOCK USD2 COM 950810101 1,992 61,138 SH SOLE 32,514 0 28,624
WESCO AIRCRAFT HOLDINGS INC COM 950814103 1,005 65,609 SH SOLE 23,849 0 41,760
WESCO INTERNATIONAL INC COMMON COM 95082P105 2,203 31,515 SH SOLE 16,235 0 15,280
WEST BANCORPORATION COMMON STO COM 95123P106 430 21,597 SH SOLE 8,370 0 13,227
WEST CORP COM COM 952355204 1,437 42,617 SH SOLE 18,507 0 24,110
WEST MARINE INC COMMON STOCK U COM 954235107 248 26,736 SH SOLE 10,511 0 16,225
WEST PHARMACEUTICAL SERVICES C COM 955306105 9,596 159,370 SH SOLE 125,450 0 33,920
WESTAMERICA BANCORPORATION COM COM 957090103 2,437 56,390 SH SOLE 31,078 0 25,312
WESTAR ENERGY INC COMMON STOCK COM 95709T100 6,969 179,807 SH SOLE 142,591 0 37,216
WESTERN ALLIANCE BANCORP COMMO COM 957638109 2,749 92,762 SH SOLE 44,910 0 47,852
WESTERN ASSET MTG CAP CORP COM 95790D105 794 52,678 SH SOLE 17,814 0 34,864
WESTERN DIGITAL CORP COMMON ST COM 958102105 25,132 276,141 SH SOLE 149,679 0 126,462
WESTERN REFINING INC COMMON ST COM 959319104 5,566 112,686 SH SOLE 86,301 0 26,385
WESTERN UNION CO COMMON STOCK COM 959802109 18,739 900,499 SH SOLE 597,647 0 302,852
WESTLAKE CHEMICAL CORP COMMON COM 960413102 2,267 31,515 SH SOLE 22,075 0 9,440
WESTMORELAND COAL CO COMMON ST COM 960878106 517 19,337 SH SOLE 6,857 0 12,480
WESTPAC BANKING CORP SP ADR COM 961214301 1,281 42,825 SH SOLE 42,825 0 0
WESTWOOD HOLDINGS GROUP INC CO COM 961765104 476 7,891 SH SOLE 4,786 0 3,105
WEX INC COM 96208T104 7,788 72,545 SH SOLE 54,564 0 17,981
WEYCO GROUP INC COMMON STOCK U COM 962149100 315 10,547 SH SOLE 3,537 0 7,010
WEYERHAEUSER CO REIT USD1.25 COM 962166104 23,461 707,724 SH SOLE 369,598 0 338,126
WGL HOLDINGS INC COMMON STOCK COM 92924F106 6,278 111,309 SH SOLE 64,953 0 46,356
WHIRLPOOL CORP COMMON STOCK US COM 963320106 19,690 97,445 SH SOLE 53,655 0 43,790
WHITE MOUNTAINS INSURANCE GP C COM G9618E107 2,926 4,274 SH SOLE 2,259 0 2,015
WHITESTONE REIT B REIT USD.001 COM 966084204 478 30,116 SH SOLE 9,936 0 20,180
WHITING PETROLEUM CORP COMMON COM 966387102 3,649 118,084 SH SOLE 73,840 0 44,244
WHOLE FOODS MARKET INC COMMON COM 966837106 25,600 491,557 SH SOLE 283,047 0 208,510
WILEY (JOHN) + SONS CLASS A CO COM 968223206 5,103 83,461 SH SOLE 71,511 0 11,950
WILLBROS GROUP INC COMMON STOC COM 969203108 136 40,955 SH SOLE 23,895 0 17,060
WILLIAMS COS INC COMMON STOCK COM 969457100 58,580 1,157,937 SH SOLE 594,203 0 563,734
WILLIAMS SONOMA INC COMMON STO COM 969904101 12,992 162,989 SH SOLE 140,753 0 22,236
WILSHIRE BANCORP INC COMMON ST COM 97186T108 1,071 107,384 SH SOLE 46,514 0 60,870
WINDSTREAM HOLDINGS INC COM 97382A200 7,883 1,065,257 SH SOLE 749,948 0 315,309
WINMARK CORP COMMON STOCK NPV COM 974250102 225 2,570 SH SOLE 1,530 0 1,040
WINNEBAGO INDUSTRIES COMMON ST COM 974637100 766 36,049 SH SOLE 23,394 0 12,655
WINTRUST FINANCIAL CORP COMMON COM 97650W108 3,857 80,887 SH SOLE 39,272 0 41,615
WISCONSIN ENERGY CORP COMMON S COM 976657106 15,463 312,383 SH SOLE 185,794 0 126,589
WISDOMTREE INVTS INC COM COM 97717P104 2,202 102,627 SH SOLE 57,732 0 44,895
WIX.COM LTD COM M98068105 228 11,875 SH SOLE 6,295 0 5,580
WOLVERINE WORLD WIDE INC COMMO COM 978097103 4,566 136,508 SH SOLE 89,168 0 47,340
WOODWARD INC COMMON STOCK USD. COM 980745103 6,340 124,288 SH SOLE 83,043 0 41,245
WORKDAY INC COM 98138H101 6,339 75,101 SH SOLE 54,161 0 20,940
WORLD ACCEPTANCE CORP COMMON S COM 981419104 915 12,554 SH SOLE 8,064 0 4,490
WORLD FUEL SERVICES CORP COMMO COM 981475106 5,885 102,391 SH SOLE 81,528 0 20,863
WORLD WRESTLING ENTERTAIN A CO COM 98156Q108 399 28,475 SH SOLE 14,665 0 13,810
WORTHINGTON INDUSTRIES COMMON COM 981811102 2,548 95,765 SH SOLE 70,630 0 25,135
WP CAREY INC COM 92936U109 4,612 67,818 SH SOLE 36,848 0 30,970
WP GLIMCHER INC COM 92939N102 4,331 260,412 SH SOLE 193,395 0 67,017
WPP PLC ADR COM 92937A102 463 4,066 SH SOLE 4,066 0 0
WPX ENERGY INC COM 98212B103 3,034 277,584 SH SOLE 212,267 0 65,317
WR BERKLEY CORP COMMON STOCK U COM 084423102 8,534 168,963 SH SOLE 137,136 0 31,827
WR GRACE + CO COMMON STOCK USD COM 38388F108 6,096 61,653 SH SOLE 43,224 0 18,429
WRIGHT MEDICAL GROUP INC COMMO COM 98235T107 1,493 57,856 SH SOLE 23,868 0 33,988
WSFS FINANCIAL CORP COMMON STO COM 929328102 1,050 13,880 SH SOLE 4,820 0 9,060
WW GRAINGER INC COMMON STOCK U COM 384802104 24,505 103,918 SH SOLE 64,203 0 39,715
WYNDHAM WORLDWIDE CORP COMMON COM 98310W108 15,745 174,033 SH SOLE 110,562 0 63,471
WYNN RESORTS LTD COMMON STOCK COM 983134107 14,472 114,966 SH SOLE 73,392 0 41,574
XCEL ENERGY INC COMMON STOCK U COM 98389B100 22,777 654,334 SH SOLE 353,325 0 301,009
XCERRA CORP COM 98400J108 572 64,392 SH SOLE 29,364 0 35,028
XENCOR INC COM 98401F105 200 13,045 SH SOLE 6,520 0 6,525
XENOPORT INC COMMON STOCK USD. COM 98411C100 556 78,118 SH SOLE 31,128 0 46,990
XERIUM TECHNOLOGIES INC COMMON COM 98416J118 180 11,104 SH SOLE 6,504 0 4,600
XEROX CORP COMMON STOCK USD1. COM 984121103 14,509 1,129,085 SH SOLE 577,193 0 551,892
XILINX INC COMMON STOCK USD.01 COM 983919101 17,884 422,788 SH SOLE 287,725 0 135,063
XL GROUP PLC COMMON STOCK USD. COM G98290102 11,658 316,797 SH SOLE 179,714 0 137,083
XO GROUP INC COMMON STOCK USD. COM 983772104 616 34,854 SH SOLE 22,154 0 12,700
XOMA CORP COM 98419J107 378 103,933 SH SOLE 55,523 0 48,410
XOOM CORP COM 98419Q101 402 27,356 SH SOLE 14,586 0 12,770
XPO LOGISTICS INC COM COM 983793100 3,175 69,817 SH SOLE 28,774 0 41,043
XYLEM INC COM 98419M100 9,425 269,132 SH SOLE 164,793 0 104,339
YADKIN FINANCIAL CORPORATION COM 984305102 546 26,912 SH SOLE 9,396 0 17,516
YAHOO INC COMMON STOCK USD.00 COM 984332106 62,920 1,415,992 SH SOLE 690,916 0 725,076
YAMANA GOLD INC COM COM 98462Y100 38 10,580 SH SOLE 10,580 0 0
YELP INC COM COM 985817105 1,944 41,046 SH SOLE 29,206 0 11,840
YORK WATER CO COMMON STOCK NPV COM 987184108 361 14,866 SH SOLE 7,546 0 7,320
YRC WORLDWIDE INC COM 984249607 717 39,910 SH SOLE 16,100 0 23,810
YUM BRANDS INC COMMON STOCK N COM 988498101 57,398 729,143 SH SOLE 403,948 0 325,195
YUME INC COM COM 98872B104 118 22,700 SH SOLE 7,750 0 14,950
ZAFGEN INC COM 98885E103 227 5,730 SH SOLE 1,780 0 3,950
ZAYO GROUP HOLDINGS INC COM 98919V105 287 10,255 SH SOLE 5,905 0 4,350
ZEBRA TECHNOLOGIES CORP CL A C COM 989207105 7,588 83,648 SH SOLE 68,555 0 15,093
ZELTIQ AESTHETICS INC COM 98933Q108 849 27,545 SH SOLE 15,240 0 12,305
ZENDESK INC COM 98936J101 224 9,855 SH SOLE 4,745 0 5,110
ZEP INC COMMON STOCK USD.01 COM 98944B108 593 34,837 SH SOLE 17,217 0 17,620
ZILLOW GROUP INC COM 98954M101 3,772 37,603 SH SOLE 27,353 0 10,250
ZIMMER HOLDINGS INC COMMON STO COM 98956P102 26,112 222,189 SH SOLE 122,538 0 99,651
ZIONS BANCORPORATION COMMON ST COM 989701107 6,593 244,181 SH SOLE 136,238 0 107,943
ZIOPHARM ONCOLOGY INC COMMON S COM 98973P101 898 83,364 SH SOLE 44,814 0 38,550
ZIX CORP COMMON STOCK USD.01 COM 98974P100 249 63,286 SH SOLE 39,006 0 24,280
ZOETIS INC COM COM 98978V103 35,708 771,399 SH SOLE 443,846 0 327,553
ZOGENIX INC COM 98978L105 160 116,862 SH SOLE 66,842 0 50,020
ZS PHARMA INC COM 98979G105 234 5,560 SH SOLE 2,335 0 3,225
ZULILY INC-CL A COM 989774104 162 12,438 SH SOLE 6,608 0 5,830
ZUMIEZ INC COMMON STOCK NPV COM 989817101 1,118 27,777 SH SOLE 15,462 0 12,315
ZYNGA INC CL A COM 98986T108 1,213 425,626 SH SOLE 252,243 0 173,383
SAFEWAY CASA LEY CVR RIGHT 786CVR209 309 304,357 SH SOLE 166,889 0 137,468
SAFEWAY PDC CVR RIGHT 786CVR308 15 304,357 SH SOLE 166,889 0 137,468

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