0001047469-12-008090.txt : 20120810
0001047469-12-008090.hdr.sgml : 20120810
20120810101310
ACCESSION NUMBER: 0001047469-12-008090
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120810
DATE AS OF CHANGE: 20120810
EFFECTIVENESS DATE: 20120810
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP
CENTRAL INDEX KEY: 0001086619
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04731
FILM NUMBER: 121022950
BUSINESS ADDRESS:
STREET 1: TWO PORTLAND SQUARE
CITY: PORTLAND
STATE: ME
ZIP: 04101
13F-HR
1
a2210162z13f-hr.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30th, 2012
---------------
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: Schroder Investment Management Group
Address: 31 Gresham Street
London, EC2V 7QA
United Kingdom
Form 13F File Number: 2804731
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report 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: Stephen M. DeTore
Title: Authorized Signatory
Phone (212) 641-3903
Signature, Place, and Date of Signature
/s/ Stephen M. DeTore New York, NY 8/08/12
--------------------- ------------- -------
[City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDING 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: 7
------------------
Form 13F Information Table Entry Total: 2,664
------------------
Form 13F Information Table Value Total: $30,745,218,492.05
------------------
(billion)
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
1 28-1732 Schroder Investment Management North America Inc.
2 Schroder Investment Management North America Ltd.
3 Schroder Investment Management Ltd.
4 Schroder Investment Management (Hong Kong) Ltd.
5 Schroder Investment Management (Japan) Ltd.
6 Schroder Investment Management (Singapore) Ltd.
7 Schroder & Co Limited
FORM 13F
US DOLLAR DENOMINATED HOLDINGS - SIM GROUP JUNE 30, 2012
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 - INVESTMENT ITEM 7 ITEM 8 - VOTING AUTHORITY
DISCRETION
------------------------------------------------------------------------------------------------------------------------------------
CLASS
NAME OF ISSUE TITLE CUSIP MARKET VALUE SHARES SOLE SHARED OTHER MANAGERS SOLE SHARED NONE
A B C A B C
------------------------------------------------------------------------------------------------------------------------------------
1st SourceCorp
CommonStock NPV COM 336901103 192100 8,500 8,500 2 8,500
1st SourceCorp
CommonStock NPV COM 336901103 587939 26,015 26,015 3 26,015
3M Co Common Stock
USD0.01 COM 88579Y101 26694617.6 297,931 297,931 1 297,931
3M Co Common Stock
USD0.01 COM 88579Y101 8853734.4 98,814 98,814 2 98,814
3M Co Common Stock
USD0.01 COM 88579Y101 73999116.8 825,883 825,883 3 825,883
3M Co Common Stock
USD0.01 COM 88579Y101 1873536 20,910 20,910 4 20,910
3M Co Common Stock
USD0.01 COM 88579Y101 1245440 13,900 13,900 5 13,900
3M Co Common Stock
USD0.01 COM 88579Y101 223910.4 2,499 2,499 7 2,499
3SBio Inc
SponADR(EachRep7Ord) COM 88575Y105 21840 1,600 1,600 3 1,600
Aaron's Inc Common
Stk USD0.50 COM 2535300 254790 9,000 9,000 2 9,000
Aaron's Inc Common
Stk USD0.50 COM 2535300 852131 30,100 30,100 3 30,100
Abbott Laboratories
ComStk NPV COM 2824100 12860604.54 199,482 199,482 2 199,482
Abbott Laboratories
ComStk NPV COM 2824100 90755514.99 1,407,717 1,407,717 3 1,407,717
Abbott Laboratories
ComStk NPV COM 2824100 1125065.97 17,451 17,451 7 17,451
ABM Industries Com
Stk USD0.01 COM 957100 11057268 565,300 565,300 1 565,300
AboveNet Inc Com
Stock USD0.01 COM 00374N107 67183200 799,800 799,800 1 799,800
AboveNet Inc Com
Stock USD0.01 COM 00374N107 16800 200 200 3 200
Acadia Pharma Inc
CS USD0.0001 COM 4225108 6160 3,500 3,500 3 3,500
Accenture A NewCS
USD0.0000225 COM G1151C101 5014630.68 83,452 83,452 2 83,452
Accenture A NewCS
USD0.0000225 COM G1151C101 47490388.89 790,321 790,321 3 790,321
Accenture A NewCS
USD0.0000225 COM G1151C101 66759.99 1,111 1,111 7 1,111
ACE Limited
CHF30.57(US List.) COM H0023R105 21072193.8 284,260 284,260 1 284,260
ACE Limited
CHF30.57(US List.) COM H0023R105 5685771 76,700 76,700 2 76,700
ACE Limited
CHF30.57(US List.) COM H0023R105 65057822.34 877,618 877,618 3 877,618
ACE Limited
CHF30.57(US List.) COM H0023R105 1103054.4 14,880 14,880 4 14,880
ACE Limited
CHF30.57(US List.) COM H0023R105 527509.08 7,116 7,116 7 7,116
Activ.BlizzardCmStk
USD0.000001 COM 00507V109 53955 4,500 4,500 3 4,500
Adams Res Engy Com
Stk USD0.10 COM 6351308 20960 500 500 3 500
Adobe Systems Inc
NPV COM 00724F101 207168 6,400 6,400 2 6,400
Adobe Systems Inc
NPV COM 00724F101 1977807 61,100 61,100 3 61,100
Adobe Systems Inc
NPV COM 00724F101 8092.5 250 250 7 250
Adv.Micro Devices
CmSk USD0.01 COM 7903107 14975928 2,613,600 2,613,600 1 2,613,600
AdvanceAutoPartsCmStk
USD0.0001 COM 00751Y106 2756088 40,400 40,400 2 40,400
AdvanceAutoPartsCmStk
USD0.0001 COM 00751Y106 26135082 383,100 383,100 3 383,100
Aeropostale Inc Com
StkUSD0.01 COM 7865108 165819 9,300 9,300 3 9,300
Aerovironment Inc
CS USD0.0001 COM 8073108 47358 1,800 1,800 3 1,800
AES Corp Common
Stock USD0.01 COM 00130H105 1204737 93,900 93,900 3 93,900
Aetna Inc Common
Stock NPV COM 00817Y108 6564265.01 169,313 169,313 2 169,313
Aetna Inc Common
Stock NPV COM 00817Y108 79456207.25 2,049,425 2,049,425 3 2,049,425
AFLAC Inc. Com Stk
USD0.10 COM 1055102 7453250 175,000 175,000 2 175,000
AFLAC Inc. Com Stk
USD0.10 COM 1055102 88163599.86 2,070,054 2,070,054 3 2,070,054
AFP Provida ADS
Repr1 Cm ShNPV COM 00709P108 33372 400 400 2 400
AFP Provida ADS
Repr1 Cm ShNPV COM 00709P108 575667 6,900 6,900 3 6,900
AGCO Corp Common
Stock USD0.01 COM 1084102 3050282.46 66,702 66,702 3 66,702
Agilent
Technologies
USD0.01 COM 00846U101 47088 1,200 1,200 2 1,200
Agilent
Technologies
USD0.01 COM 00846U101 2777603.4 70,785 70,785 3 70,785
Agnico-EagleMinesComNPV
(USLst) COM 8474108 11602673.74 286,769 286,769 3 286,769
Agree Realty Cp
REIT USD0.0001 COM 8492100 50899 2,300 2,300 2 2,300
Agree Realty Cp
REIT USD0.0001 COM 8492100 1282699.06 57,962 57,962 3 57,962
Agrium Incorporated
Common NPV COM 8916108 6292955.025 71,100 71,100 2 71,100
Agrium Incorporated
Common NPV COM 8916108 71679501.5 809,860 809,860 3 809,860
Air Methods Corp
CmStk USD0.06 COM 9128307 235800 2,400 2,400 2 2,400
Air
Products&Chemicals
ComUSD1 COM 9158106 6144279.57 76,109 76,109 3 76,109
Aircastle Ltd
ComStock USD0.01 COM G0129K104 877240 72,800 72,800 3 72,800
Airgas Inc Common
StockUSD0.01 COM 9363102 43926560.73 522,873 522,873 1 522,873
AirmediaGrp ADR
(EachRep2 Ord) COM 9411109 3725890 1,565,500 1,565,500 4 1,565,500
Alaska Airgroup
Com.Stk USD1 COM 11659109 8978590 250,100 250,100 1 250,100
Alaska Airgroup
Com.Stk USD1 COM 11659109 2161180 60,200 60,200 3 60,200
AlaskaCommSysGp
ComStk USD0.01 COM 01167P101 8610 4,100 4,100 3 4,100
Albemarle Corp Com
Stk USD0.01 COM 12653101 423444 7,100 7,100 2 7,100
Albemarle Corp Com
Stk USD0.01 COM 12653101 1789200 30,000 30,000 3 30,000
Alcoa Inc Common
Stock USD1 COM 13817101 15855 1,812 1,812 7 1,812
AlexionPharma.ComStk
USD0.0001 COM 15351109 982275.6 9,892 9,892 3 9,892
Allegiant Travel
ComStkUSD0.01 COM 01748X102 9622808 138,100 138,100 1 138,100
Allegiant Travel
ComStkUSD0.01 COM 01748X102 118456 1,700 1,700 2 1,700
Allegiant Travel
ComStkUSD0.01 COM 01748X102 20904 300 300 3 300
Allergan Inc Common
StkUSD0.01 COM 18490102 1671814.2 18,060 18,060 3 18,060
Alliance Fin Corp
Com Stk USD1 COM 19205103 142888.74 4,161 4,161 3 4,161
Alliance Resource
Ptnrs LP NPV COM 01877R108 2985584 53,200 53,200 2 53,200
Alliance Resource
Ptnrs LP NPV COM 01877R108 41609949.52 741,446 741,446 3 741,446
AlliedWorldAssur.ComStk
USD0.03 COM H01531104 3623832 45,600 45,600 2 45,600
AlliedWorldAssur.ComStk
USD0.03 COM H01531104 45167489.73 568,359 568,359 3 568,359
ALLISON
TRANSMISSION
HOLDINGCO COM 01973R101 6254310.08 356,168 356,168 1 356,168
ALLISON
TRANSMISSION
HOLDINGCO COM 01973R101 344878.4 19,640 19,640 4 19,640
Allstate Corp.Com
Stk USD0.01 COM 20002101 21531048.55 613,595 613,595 1 613,595
Allstate Corp.Com
Stk USD0.01 COM 20002101 845669 24,100 24,100 2 24,100
Allstate Corp.Com
Stk USD0.01 COM 20002101 3001037.16 85,524 85,524 3 85,524
Allstate Corp.Com
Stk USD0.01 COM 20002101 952693.5 27,150 27,150 4 27,150
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 335100 15,000 15,000 2 15,000
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 7542363.78 337,617 337,617 3 337,617
Altera Corp Com Stk
USD0.001 COM 21441100 1171506.96 34,619 34,619 3 34,619
Alterra Capital
Holdings USD1 COM G0229R108 26084168.25 1,117,095 1,117,095 1 1,117,095
Alterra Capital
Holdings USD1 COM G0229R108 1197855 51,300 51,300 3 51,300
Altisource Portolio
ComStkUSD1 COM L0175J104 9849435 134,500 134,500 1 134,500
Altria Group
ComStockUSD0.3333 COM 02209S103 10640294.4 307,968 307,968 1 307,968
Altria Group
ComStockUSD0.3333 COM 02209S103 2601615 75,300 75,300 2 75,300
Altria Group
ComStockUSD0.3333 COM 02209S103 9980251.2 288,864 288,864 3 288,864
Altria Group
ComStockUSD0.3333 COM 02209S103 1114928.5 32,270 32,270 4 32,270
Altria Group
ComStockUSD0.3333 COM 02209S103 2156438.25 62,415 62,415 7 62,415
Amazon Comm.Inc
USD0.01 COM 23135106 30161838.1 132,086 132,086 1 132,086
Amazon Comm.Inc
USD0.01 COM 23135106 2307705.1 10,106 10,106 2 10,106
Amazon Comm.Inc
USD0.01 COM 23135106 22165477.8 97,068 97,068 3 97,068
Amazon Comm.Inc
USD0.01 COM 23135106 1847351.5 8,090 8,090 4 8,090
Amazon Comm.Inc
USD0.01 COM 23135106 867730 3,800 3,800 5 3,800
Amazon Comm.Inc
USD0.01 COM 23135106 170120.75 745 745 7 745
Amdocs Limited Ord
USD0.01 COM G02602103 62999534.68 2,119,769 2,119,769 1 2,119,769
Amdocs Limited Ord
USD0.01 COM G02602103 439856 14,800 14,800 7 14,800
Amer.Elec.Power
Com.USD6.50 COM 25537101 945630 23,700 23,700 2 23,700
Amer.Elec.Power
Com.USD6.50 COM 25537101 7094220 177,800 177,800 3 177,800
Amerco Inc Common
StockUSD0.25 COM 23586100 422859 4,700 4,700 2 4,700
Amerco Inc Common
StockUSD0.25 COM 23586100 1799400 20,000 20,000 3 20,000
Ameresco Inc ClsA
CS USD0.0001 COM 02361E108 81124 6,800 6,800 2 6,800
Ameresco Inc ClsA
CS USD0.0001 COM 02361E108 4391087.03 368,071 368,071 3 368,071
American Equity Com
Stock USD1 COM 25676206 78171 7,100 7,100 2 7,100
American Equity Com
Stock USD1 COM 25676206 677115 61,500 61,500 3 61,500
American Express
ComStkUSD0.20 COM 25816109 1544136.67 26,527 26,527 2 26,527
American Express
ComStkUSD0.20 COM 25816109 29596001.35 508,435 508,435 3 508,435
American Express
ComStkUSD0.20 COM 25816109 658180.47 11,307 11,307 4 11,307
American Express
ComStkUSD0.20 COM 25816109 1641522 28,200 28,200 5 28,200
American Express
ComStkUSD0.20 COM 25816109 179345.01 3,081 3,081 7 3,081
American Greetings
Com.'A'USD1 COM 26375105 426904 29,200 29,200 3 29,200
American Intl Grp
Wts 19/01/21 COM 26874156 7887.15 765 765 3 765
American Intl Grp
Wts 19/01/21 COM 26874156 525.81 51 51 7 51
American
Intl.Gp.Com USD2.50 COM 26874784 269556 8,400 8,400 2 8,400
American
Intl.Gp.Com USD2.50 COM 26874784 7285874.05 227,045 227,045 3 227,045
American
Intl.Gp.Com USD2.50 COM 26874784 3048.55 95 95 7 95
American States
Water CS NPV COM 29899101 193942 4,900 4,900 2 4,900
American States
Water CS NPV COM 29899101 752020 19,000 19,000 3 19,000
AmericanCapAgency
REIT USD0.01 COM 02503X105 648673 19,300 19,300 2 19,300
AmericanCapAgency
REIT USD0.01 COM 02503X105 16573091 493,100 493,100 3 493,100
AmericanEagleOut.ComStk
USD0.01 COM 02553E106 128245 6,500 6,500 2 6,500
AmericanEagleOut.ComStk
USD0.01 COM 02553E106 128245 6,500 6,500 3 6,500
AmericanFinancialGrp
ComStkNPV COM 25932104 2349877 59,900 59,900 2 59,900
AmericanFinancialGrp
ComStkNPV COM 25932104 41003274.46 1,045,202 1,045,202 3 1,045,202
AmericanScience
ComStkUSD0.667 COM 29429107 124190 2,200 2,200 2 2,200
AmericanScience
ComStkUSD0.667 COM 29429107 84675 1,500 1,500 3 1,500
AmericanSoftwareA
CmStkUSD0.10 COM 29683109 100965 12,700 12,700 2 12,700
AmericanSoftwareA
CmStkUSD0.10 COM 29683109 212265 26,700 26,700 3 26,700
AMERICA'S CAR-MART
INC COM 03062T105 27195 700 700 2 700
AMERICA'S CAR-MART
INC COM 03062T105 1107225 28,500 28,500 3 28,500
Ameriprise Fin.Com
Stk USD0.01 COM 03076C106 162006 3,100 3,100 3 3,100
AmerisafeIncCmStkUSD0.01 COM 03071H100 5405385 208,300 208,300 1 208,300
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 5906435 150,100 150,100 2 150,100
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 62201646.8 1,580,728 1,580,728 3 1,580,728
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 32455176.12 1,245,402 1,245,402 2 1,245,402
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 158053248.5 6,064,975 6,064,975 3 6,064,975
Ametek Inc
CommonStock USD0.01 COM 31100100 7186990.09 143,999 143,999 1 143,999
Ametek Inc
CommonStock USD0.01 COM 31100100 69874 1,400 1,400 3 1,400
Amgen Inc Common
Stk USD0.0001 COM 31162100 3224517.66 44,226 44,226 2 44,226
Amgen Inc Common
Stk USD0.0001 COM 31162100 21955242.48 301,128 301,128 3 301,128
AmkorTechnology
ComStkUSD0.001 COM 31652100 264984 54,300 54,300 3 54,300
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 1059956 19,300 19,300 3 19,300
Amsurg Corp Common
Stock NPV COM 03232P405 2101598 70,100 70,100 2 70,100
Amsurg Corp Common
Stock NPV COM 03232P405 27133758.76 905,062 905,062 3 905,062
AmtechSystemsInc
ComStkUSD0.01 COM 32332504 499328 132,800 132,800 3 132,800
AmTrustFinancial
CmStk USD0.01 COM 32359309 1598398 53,800 53,800 2 53,800
AmTrustFinancial
CmStk USD0.01 COM 32359309 11007555 370,500 370,500 3 370,500
Anadarko
Petrol.ComStk
USD0.10 COM 32511107 489880 7,400 7,400 2 7,400
Anadarko
Petrol.ComStk
USD0.10 COM 32511107 1314996.8 19,864 19,864 3 19,864
Anadigics Inc
ComStock USD0.01 COM 32515108 7536960 4,187,200 4,187,200 1 4,187,200
AnalogDevices Com
Stk USD0.166 COM 32654105 3797136 100,800 100,800 2 100,800
AnalogDevices Com
Stk USD0.166 COM 32654105 22292201.92 591,776 591,776 3 591,776
Ancestry.com Inc
CmStk USD0.01 COM 32803108 886466 32,200 32,200 2 32,200
Ancestry.com Inc
CmStk USD0.01 COM 32803108 7452371 270,700 270,700 3 270,700
AngloGoldAshSpADR
(Rp1OrdLv1BNY COM 35128206 37774 1,100 1,100 3 1,100
Anheuser-Busch
ADR(Rep1OrdNPV) COM 03524A108 110793.15 1,391 1,391 2 1,391
Anika Therapeutics
CS USD0.01 COM 35255108 17667 1,300 1,300 2 1,300
Anika Therapeutics
CS USD0.01 COM 35255108 1491366.6 109,740 109,740 3 109,740
Anixter Intl Inc
Com Stk USD1 COM 35290105 53050 1,000 1,000 2 1,000
Anixter Intl Inc
Com Stk USD1 COM 35290105 37135 700 700 3 700
AnnalyCapitalMgmt
REIT USD0.01 COM 35710409 768524 45,800 45,800 2 45,800
AnnalyCapitalMgmt
REIT USD0.01 COM 35710409 13918657.62 829,479 829,479 3 829,479
Anworth MtgeAsset
REIT USD0.01 COM 37347101 102930 14,600 14,600 2 14,600
Anworth MtgeAsset
REIT USD0.01 COM 37347101 76140 10,800 10,800 3 10,800
AON Public Ltd Co
Com Stk USD1 COM G0408V102 837362 17,900 17,900 2 17,900
AON Public Ltd Co
Com Stk USD1 COM G0408V102 8153754 174,300 174,300 3 174,300
Apache Corp
CommonStk USD0.625 COM 37411105 23718522.74 269,866 269,866 1 269,866
Apache Corp
CommonStk USD0.625 COM 37411105 11184881.4 127,260 127,260 2 127,260
Apache Corp
CommonStk USD0.625 COM 37411105 194117193.8 2,208,638 2,208,638 3 2,208,638
Apache Corp
CommonStk USD0.625 COM 37411105 1920923.84 21,856 21,856 4 21,856
Apache Corp
CommonStk USD0.625 COM 37411105 1661121 18,900 18,900 5 18,900
Apache Corp
CommonStk USD0.625 COM 37411105 365710.29 4,161 4,161 7 4,161
ApartmentIn&Mg'A'ComStk
USD0.01 COM 03748R101 18651294.66 690,022 690,022 1 690,022
Apollo Commercial
REIT USD0.01 COM 03762U105 173556 10,800 10,800 3 10,800
Apollo Grp
Cls'A'Com Stk NPV COM 37604105 3825283 105,700 105,700 2 105,700
Apollo Grp
Cls'A'Com Stk NPV COM 37604105 31297437.71 864,809 864,809 3 864,809
ApolloGlobalMgmtLP
A CmStk NPV COM 37612306 3488120 281,300 281,300 1 281,300
ApolloGlobalMgmtLP
A CmStk NPV COM 37612306 225146.8 18,157 18,157 3 18,157
Apple Inc Common
Stock NPV COM 37833100 101977496 174,619 174,619 1 174,619
Apple Inc Common
Stock NPV COM 37833100 33758704 57,806 57,806 2 57,806
Apple Inc Common
Stock NPV COM 37833100 332220664 568,871 568,871 3 568,871
Apple Inc Common
Stock NPV COM 37833100 7555208 12,937 12,937 4 12,937
Apple Inc Common
Stock NPV COM 37833100 4496800 7,700 7,700 5 7,700
Apple Inc Common
Stock NPV COM 37833100 2693408 4,612 4,612 7 4,612
Applied
MaterialsComStkUSD0.01 COM 38222105 1152511.5 100,700 100,700 2 100,700
Applied
MaterialsComStkUSD0.01 COM 38222105 16536457.04 1,444,863 1,444,863 3 1,444,863
Applied
MaterialsComStkUSD0.01 COM 38222105 28154.7 2,460 2,460 7 2,460
AppliedIndustrialTech
ComStkNPV COM 03820C105 54843855 1,488,300 1,488,300 1 1,488,300
AppliedIndustrialTech
ComStkNPV COM 03820C105 316910 8,600 8,600 2 8,600
AppliedIndustrialTech
ComStkNPV COM 03820C105 1448205 39,300 39,300 3 39,300
AptarGroup Inc
CommStk USD0.01 COM 38336103 1066945 20,900 20,900 2 20,900
AptarGroup Inc
CommStk USD0.01 COM 38336103 3241675 63,500 63,500 3 63,500
AquaAmericaInc Com
Stk USD0.50 COM 03836W103 379392 15,200 15,200 2 15,200
AquaAmericaInc Com
Stk USD0.50 COM 03836W103 262080 10,500 10,500 3 10,500
Arbor RealtyTrust
REIT USD0.01 COM 38923108 32100 6,000 6,000 3 6,000
Arch Capital Com
Stk USD0.01 COM G0450A105 3770550 95,000 95,000 2 95,000
Arch Capital Com
Stk USD0.01 COM G0450A105 33407073 841,700 841,700 3 841,700
Arch Coal Inc Com
Stk USD0.01 COM 39380100 42718 6,200 6,200 2 6,200
Arch Coal Inc Com
Stk USD0.01 COM 39380100 351390 51,000 51,000 3 51,000
Archer-Daniels-Midland
Com NPV COM 39483102 1321905.6 44,780 44,780 2 44,780
Archer-Daniels-Midland
Com NPV COM 39483102 4601459.52 155,876 155,876 3 155,876
Ariad Pharm Inc
ComStkUSD0.001 COM 04033A100 605774.79 35,199 35,199 3 35,199
Ariba Inc
CommonStock
USD0.002 COM 04033V203 8079180 180,500 180,500 1 180,500
Arling.AssetInv A
CS USD0.01 COM 41356205 158483 7,300 7,300 2 7,300
Arling.AssetInv A
CS USD0.01 COM 41356205 1524042 70,200 70,200 3 70,200
ARM
HldgsADR(EchRep3
Ord0.05p) COM 42068106 21592327.38 907,622 907,622 1 907,622
ARM
HldgsADR(EchRep3
Ord0.05p) COM 42068106 179971.35 7,565 7,565 3 7,565
ARM
HldgsADR(EchRep3
Ord0.05p) COM 42068106 140836.8 5,920 5,920 4 5,920
ARMOURResidentialREIT
USD0.0001 COM 42315101 352186.74 49,534 49,534 3 49,534
Arrow FinancialCorp
ComStkUSD1 COM 42744102 60425 2,500 2,500 2 2,500
Arrow FinancialCorp
ComStkUSD1 COM 42744102 273483.55 11,315 11,315 3 11,315
ArrowElectronicsInc
ComStkUSD1 COM 42735100 34646146.03 1,055,963 1,055,963 1 1,055,963
ArrowElectronicsInc
ComStkUSD1 COM 42735100 462621 14,100 14,100 2 14,100
ArrowElectronicsInc
ComStkUSD1 COM 42735100 12997353.4 396,140 396,140 3 396,140
ArtesianResources A
ComStkUSD1 COM 43113208 10770 500 500 3 500
AsburyAutomotive
ComStkUSD0.01 COM 43436104 25769982 1,087,800 1,087,800 1 1,087,800
Ascena Retail Group
CS USD0.01 COM 04351G101 1266160 68,000 68,000 2 68,000
Ascena Retail Group
CS USD0.01 COM 04351G101 5612068 301,400 301,400 3 301,400
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 35370 3,000 3,000 3 3,000
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 39351483 3,337,700 3,337,700 4 3,337,700
ASM International
NV EUR0.04 COM N07045102 1205196.226 31,762 31,762 2 31,762
ASM International
NV EUR0.04 COM N07045102 20256114.93 533,834 533,834 3 533,834
AssistedLiving Cls
A CSUSD0.01 COM 04544X300 41238 2,900 2,900 2 2,900
AssistedLiving Cls
A CSUSD0.01 COM 04544X300 79632 5,600 5,600 3 5,600
Assurant Inc Com
Stock USD0.01 COM 04621X108 268268 7,700 7,700 2 7,700
Assurant Inc Com
Stock USD0.01 COM 04621X108 7756115.64 222,621 222,621 3 222,621
AssuredGuarantyLtdCmStk
USD0.01 COM G0585R106 1377570 97,700 97,700 2 97,700
AssuredGuarantyLtdCmStk
USD0.01 COM G0585R106 23861162.1 1,692,281 1,692,281 3 1,692,281
ASTA FundingInc
ComStk USD0.01 COM 46220109 12181 1,300 1,300 3 1,300
Astronic Corp Com
Stk USD0.01 COM 46433108 62128 2,200 2,200 2 2,200
Astronic Corp Com
Stk USD0.01 COM 46433108 31064 1,100 1,100 3 1,100
AT&T Incorporated
Com Stk USD1 COM 00206R102 10383550.12 291,182 291,182 2 291,182
AT&T Incorporated
Com Stk USD1 COM 00206R102 56174877.06 1,575,291 1,575,291 3 1,575,291
AT&T Incorporated
Com Stk USD1 COM 00206R102 565211 15,850 15,850 7 15,850
Atlas Pipeline
Partners LP NPV COM 49392103 24944 800 800 2 800
Atmel Corp Common
Stock NPV COM 49513104 29575667 4,407,700 4,407,700 1 4,407,700
Atmel Corp Common
Stock NPV COM 49513104 509960 76,000 76,000 2 76,000
Atmel Corp Common
Stock NPV COM 49513104 3764981 561,100 561,100 3 561,100
Atmos Energy Corp
Comm Stk NPV COM 49560105 101703 2,900 2,900 3 2,900
Atrion Corp Common
Stk USD0.10 COM 49904105 573944 2,800 2,800 3 2,800
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 1033032 27,300 27,300 2 27,300
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 5732760 151,500 151,500 3 151,500
AuRico Gold Inc
Common NPV COM 05155C105 365795.1248 45,588 45,588 3 45,588
Auto Data
ProcessCmStk
USD0.10 COM 53015103 2833594.94 50,909 50,909 2 50,909
Auto Data
ProcessCmStk
USD0.10 COM 53015103 18707326 336,100 336,100 3 336,100
Autodesk Common
Stock USD0.01 COM 52769106 9720222 277,800 277,800 1 277,800
Autoliv Inc Common
Stock USD1 COM 52800109 9226608 168,800 168,800 1 168,800
Autoliv Inc Common
Stock USD1 COM 52800109 306096 5,600 5,600 2 5,600
Autoliv Inc Common
Stock USD1 COM 52800109 15559187.64 284,654 284,654 3 284,654
AutoZone Inc
CommonStk USD0.01 COM 53332102 293736 800 800 2 800
AutoZone Inc
CommonStk USD0.01 COM 53332102 4448631.72 12,116 12,116 3 12,116
Avago Technologies
Com Stk NPV COM Y0486S104 1217010 33,900 33,900 3 33,900
Avista Corporation
Com Stk NPV COM 05379B107 213600 8,000 8,000 2 8,000
Avista Corporation
Com Stk NPV COM 05379B107 6248601 234,030 234,030 3 234,030
Avnet Com.USD1 COM 53807103 23012302 745,700 745,700 1 745,700
Avnet Com.USD1 COM 53807103 496846 16,100 16,100 2 16,100
Avnet Com.USD1 COM 53807103 6347253.94 205,679 205,679 3 205,679
Avon Products Com
Stk USD0.25 COM 54303102 601391 37,100 37,100 2 37,100
Avon Products Com
Stk USD0.25 COM 54303102 28144012.73 1,736,213 1,736,213 3 1,736,213
AVX Corp. Com Stk
USD0.01 COM 2444107 245870 23,000 23,000 2 23,000
AVX Corp. Com Stk
USD0.01 COM 2444107 891546 83,400 83,400 3 83,400
Axis Capital Hldgs
USD0.0125 COM G0692U109 2561685 78,700 78,700 2 78,700
Axis Capital Hldgs
USD0.0125 COM G0692U109 39063222.45 1,200,099 1,200,099 3 1,200,099
AXTIncorporated
ComStkUSD0.001 COM 00246W103 72285 18,300 18,300 2 18,300
AXTIncorporated
ComStkUSD0.001 COM 00246W103 979600 248,000 248,000 3 248,000
AZZ Incorporated
Com Stk USD1 COM 2474104 7639122 124,700 124,700 1 124,700
AZZ Incorporated
Com Stk USD1 COM 2474104 208284 3,400 3,400 2 3,400
AZZ Incorporated
Com Stk USD1 COM 2474104 1470240 24,000 24,000 3 24,000
BaiduIncADR
(EchRp0.10ClsA Shs) COM 56752108 43052651.28 374,436 374,436 2 374,436
BaiduIncADR
(EchRp0.10ClsA Shs) COM 56752108 153664676.1 1,336,447 1,336,447 3 1,336,447
BaiduIncADR
(EchRp0.10ClsA Shs) COM 56752108 140405642.4 1,221,131 1,221,131 4 1,221,131
BaiduIncADR
(EchRp0.10ClsA Shs) COM 56752108 51713749.74 449,763 449,763 6 449,763
Baker Hughes Common
Stock USD1 COM 57224107 18562445.1 451,641 451,641 1 451,641
Baker Hughes Common
Stock USD1 COM 57224107 3032440.2 73,782 73,782 2 73,782
Baker Hughes Common
Stock USD1 COM 57224107 89102786.1 2,167,951 2,167,951 3 2,167,951
Baker Hughes Common
Stock USD1 COM 57224107 1605489.3 39,063 39,063 4 39,063
Baker Hughes Common
Stock USD1 COM 57224107 2009790 48,900 48,900 5 48,900
Baker Hughes Common
Stock USD1 COM 57224107 900418.8 21,908 21,908 7 21,908
Ball Corp. Com Stk
NPV COM 58498106 35139251.55 856,011 856,011 1 856,011
Ball Corp. Com Stk
NPV COM 58498106 2963153.2 72,184 72,184 2 72,184
Ball Corp. Com Stk
NPV COM 58498106 62702356.15 1,527,463 1,527,463 3 1,527,463
Ball Corp. Com Stk
NPV COM 58498106 2288127 55,740 55,740 4 55,740
Ball Corp. Com Stk
NPV COM 58498106 1465485 35,700 35,700 5 35,700
Ball Corp. Com Stk
NPV COM 58498106 897558.25 21,865 21,865 7 21,865
BallantyneStrong
ComStkUSD0.01 COM 58516105 128355 21,500 21,500 2 21,500
BallantyneStrong
ComStkUSD0.01 COM 58516105 2216064 371,200 371,200 3 371,200
Bally Tech Inc Com
Stk USD0.10 COM 05874B107 55884682 1,197,700 1,197,700 1 1,197,700
Bally Tech Inc Com
Stk USD0.10 COM 05874B107 214636 4,600 4,600 2 4,600
Bally Tech Inc Com
Stk USD0.10 COM 05874B107 74656 1,600 1,600 3 1,600
BancFirst Corp Com
Stock USD1 COM 05945F103 104775 2,500 2,500 3 2,500
BancolombiaSAADR
(Repr4PrfCOP10 COM 05968L102 1737704 28,100 28,100 2 28,100
BancolombiaSAADR
(Repr4PrfCOP10 COM 05968L102 8525138.72 137,858 137,858 3 137,858
Bank of America
ComStk USD0.01 COM 60505104 3448279 421,550 421,550 2 421,550
Bank of America
ComStk USD0.01 COM 60505104 25625248.78 3,132,671 3,132,671 3 3,132,671
Bank of America
ComStk USD0.01 COM 60505104 8204.54 1,003 1,003 7 1,003
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 20737235 451,300 451,300 1 451,300
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 234345 5,100 5,100 3 5,100
Bank of Kentucky
Fin ComStkNPV COM 62896105 143856 5,400 5,400 3 5,400
Bank of Montreal
Common NPV COM 63671101 993359.1643 18,000 18,000 2 18,000
Bank of Montreal
Common NPV COM 63671101 31413107.22 569,216 569,216 3 569,216
Bank Of Nova Scotia
Cap.Stk. COM 64149107 4602495.561 88,965 88,965 3 88,965
Bard (C.R)
Com.USD0.25 COM 67383109 881008 8,200 8,200 2 8,200
Bard (C.R)
Com.USD0.25 COM 67383109 6551583.76 60,979 60,979 3 60,979
Barrick Gold Corp
Common NPV COM 67901108 583084.0159 15,500 15,500 2 15,500
Barrick Gold Corp
Common NPV COM 67901108 10703767.33 284,536 284,536 3 284,536
Basic Engy Svcs
ComStk USD0.01 COM 06985P100 35088 3,400 3,400 3 3,400
Baxter Intl.Comon
USD1 COM 71813109 19461510.3 366,162 366,162 1 366,162
Baxter Intl.Comon
USD1 COM 71813109 10579294.9 199,046 199,046 2 199,046
Baxter Intl.Comon
USD1 COM 71813109 89846248.2 1,690,428 1,690,428 3 1,690,428
Baxter Intl.Comon
USD1 COM 71813109 1058216.5 19,910 19,910 4 19,910
Baytex Energy Corp
Common NPV COM 07317Q105 828812.595 19,700 19,700 2 19,700
Baytex Energy Corp
Common NPV COM 07317Q105 1947919.957 46,300 46,300 3 46,300
BB&T Corp Common
Stock USD5 COM 54937107 33935 1,100 1,100 2 1,100
BB&T Corp Common
Stock USD5 COM 54937107 9255 300 300 3 300
BCE Incorporated
Common NPV COM 05534B760 403554.858 9,800 9,800 2 9,800
BCE Incorporated
Common NPV COM 05534B760 12660751.27 307,456 307,456 3 307,456
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 62076242.52 4,174,596 4,174,596 2 4,174,596
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 356018655.3 23,942,075 23,942,075 3 23,942,075
BcoSantan.ChileADR
(1039ComNPV) COM 05965X109 10628140.95 137,155 137,155 3 137,155
Becton Dickinson
Com.USD1 COM 75887109 9553050 127,800 127,800 2 127,800
Becton Dickinson
Com.USD1 COM 75887109 100065283.5 1,338,666 1,338,666 3 1,338,666
Bed Bath & Beyond
CmSk USD0.01 COM 75896100 1217460 19,700 19,700 2 19,700
Bed Bath & Beyond
CmSk USD0.01 COM 75896100 6118200 99,000 99,000 3 99,000
Bemis Co Inc Com
Stk USD0.10 COM 81437105 510842 16,300 16,300 2 16,300
Bemis Co Inc Com
Stk USD0.10 COM 81437105 2090378 66,700 66,700 3 66,700
Berkley(W.R.)Corp
ComStkUSD0.20 COM 84423102 35060264.68 900,829 900,829 1 900,829
Berkley(W.R.)Corp
ComStkUSD0.20 COM 84423102 1595720 41,000 41,000 3 41,000
BerkshireHath.B
ComStkUSD0.0033 COM 84670702 5058131 60,700 60,700 2 60,700
BerkshireHath.B
ComStkUSD0.0033 COM 84670702 9912936.8 118,960 118,960 3 118,960
BerkshireHathaway
CnvCls'A'USD5 COM 84670108 374835 3 3 3 3
Best Buy Co Common
Stk USD0.10 COM 86516101 1144416 54,600 54,600 2 54,600
Best Buy Co Common
Stk USD0.10 COM 86516101 26382477.76 1,258,706 1,258,706 3 1,258,706
BGC Partners
'A'ComStk USD0.01 COM 05541T101 112704 19,200 19,200 2 19,200
BGC Partners
'A'ComStk USD0.01 COM 05541T101 4924319.52 838,896 838,896 3 838,896
BHPBillitonADR
(EachRep2OrdNPV) COM 88606108 89003.9 1,363 1,363 2 1,363
Big Lots Inc Common
StkUSD0.01 COM 89302103 82326457 2,018,300 2,018,300 1 2,018,300
Big Lots Inc Common
StkUSD0.01 COM 89302103 342636 8,400 8,400 2 8,400
Big Lots Inc Common
StkUSD0.01 COM 89302103 2781878 68,200 68,200 3 68,200
Biogen Idec Com Stk
USD0.0005 COM 09062X103 1573742 10,900 10,900 2 10,900
Biogen Idec Com Stk
USD0.0005 COM 09062X103 10926822.78 75,681 75,681 3 75,681
BioMarin
Pharma.ComStkUSD0.001 COM 09061G101 674799.42 17,049 17,049 3 17,049
Bio-RadLab.'A'ComStk
USD0.0001 COM 90572207 480048 4,800 4,800 3 4,800
Bio-ReferenceLabs
CmStkUSD0.01 COM 09057G602 34164 1,300 1,300 3 1,300
Bk of Marin Bancorp
ComStk NPV COM 63425102 37010 1,000 1,000 3 1,000
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 667280 30,400 30,400 2 30,400
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 7812005 355,900 355,900 3 355,900
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 351200 16,000 16,000 7 16,000
BkoftheOzarksIncComStk
USD0.01 COM 63904106 574528 19,100 19,100 2 19,100
BkoftheOzarksIncComStk
USD0.01 COM 63904106 1131008 37,600 37,600 3 37,600
Blackbaud Inc
Com.Stk USD0.001 COM 09227Q100 125783 4,900 4,900 2 4,900
Blackbaud Inc
Com.Stk USD0.001 COM 09227Q100 161721 6,300 6,300 3 6,300
BlackRock Inc Com
Stk USD0.01 COM 09247X101 84910 500 500 2 500
BlackRock Inc Com
Stk USD0.01 COM 09247X101 237748 1,400 1,400 3 1,400
Block (H&R) Com NPV COM 93671105 1227264 76,800 76,800 2 76,800
Block (H&R) Com NPV COM 93671105 16592034 1,038,300 1,038,300 3 1,038,300
Bluegreen Corp Com
Stk USD0.01 COM 96231105 24304 4,900 4,900 3 4,900
BMC Software Inc
ComStkUSD0.01 COM 55921100 4430184 103,800 103,800 2 103,800
BMC Software Inc
ComStkUSD0.01 COM 55921100 31943589.92 748,444 748,444 3 748,444
BodyCentralCorp CS
USD0.001 COM 09689U102 112500 12,500 12,500 2 12,500
BodyCentralCorp CS
USD0.001 COM 09689U102 2178900 242,100 242,100 3 242,100
Boeing Co.Com USD5 COM 97023105 1508290 20,300 20,300 2 20,300
Boeing Co.Com USD5 COM 97023105 7370560 99,200 99,200 3 99,200
Boise Inc Common
Stk USD0.0001 COM 09746Y105 56588 8,600 8,600 2 8,600
Boise Inc Common
Stk USD0.0001 COM 09746Y105 36848 5,600 5,600 3 5,600
BOK
FinancialCpCmStk
USD0.00006 COM 05561Q201 1879860 32,300 32,300 2 32,300
BOK
FinancialCpCmStk
USD0.00006 COM 05561Q201 6436920 110,600 110,600 3 110,600
BONA FILM GROUP
LTD-SPON ADR COM 09777B107 4122029.1 723,163 723,163 4 723,163
BoozAllenHamilton A
CS USD0.01 COM 99502106 232256 15,200 15,200 2 15,200
BoozAllenHamilton A
CS USD0.01 COM 99502106 220032 14,400 14,400 3 14,400
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 10317634.95 157,305 157,305 1 157,305
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 2990116.92 45,588 45,588 2 45,588
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 60261074.86 918,754 918,754 3 918,754
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1179767.33 17,987 17,987 4 17,987
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1456098 22,200 22,200 5 22,200
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 406592.41 6,199 6,199 7 6,199
BostonBeerCo
Cls'A'CmSkUSD0.01 COM 100557107 871200 7,200 7,200 3 7,200
BostonScientific
ComStkUSD0.01 COM 101137107 342870.57 60,471 60,471 3 60,471
BP Prudhoe Bay
Units of BenInt COM 55630107 1923405 16,500 16,500 2 16,500
BP Prudhoe Bay
Units of BenInt COM 55630107 9547083 81,900 81,900 3 81,900
BP Spon ADR(Rep 6
Ord USD0.25) COM 55622104 32188.76 794 794 7 794
BrasilFoods
ADR(EachRep1Share) COM 10552T107 499629.48 32,892 32,892 2 32,892
BrasilFoods
ADR(EachRep1Share) COM 10552T107 8385305.32 552,028 552,028 3 552,028
BRE Prop.Class'A'
REIT USD0.01 COM 05564E106 11524608 230,400 230,400 3 230,400
Bridge Bancorp Com
Stk USD0.01 COM 108035106 77847 3,300 3,300 3 3,300
BridgepointEducation
CSUSD0.01 COM 10807M105 1824660 83,700 83,700 2 83,700
BridgepointEducation
CSUSD0.01 COM 10807M105 23123260 1,060,700 1,060,700 3 1,060,700
Bristol-MyersSquibb
CS USD0.10 COM 110122108 13033492.75 362,545 362,545 2 362,545
Bristol-MyersSquibb
CS USD0.10 COM 110122108 163819045.1 4,556,858 4,556,858 3 4,556,858
Bristol-MyersSquibb
CS USD0.10 COM 110122108 841553.55 23,409 23,409 4 23,409
Bristol-MyersSquibb
CS USD0.10 COM 110122108 2239685 62,300 62,300 5 62,300
Bristol-MyersSquibb
CS USD0.10 COM 110122108 1226254.5 34,110 34,110 7 34,110
Bristow Group. Com
Stk USD0.01 COM 110394103 52871 1,300 1,300 2 1,300
Bristow Group. Com
Stk USD0.01 COM 110394103 264355 6,500 6,500 3 6,500
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 1958.08 58 58 3 58
Broadridge Fin.Com
Stk USD0.01 COM 11133T103 1790402.25 84,175 84,175 3 84,175
BrookdaleSeniorLiv
CmStkUSD0.01 COM 112463104 29804974 1,680,100 1,680,100 1 1,680,100
Brookfield
OfficePropert.ComNPV COM 112900105 365332.287 20,900 20,900 2 20,900
Brookfield
OfficePropert.ComNPV COM 112900105 313766.2465 17,950 17,950 3 17,950
BROOKS AUTO COM STK
USD0.01 COM 114340102 187856 19,900 19,900 2 19,900
BROOKS AUTO COM STK
USD0.01 COM 114340102 1614296.64 171,006 171,006 3 171,006
Brown & Brown
Common StkUSD0.1 COM 115236101 27272727 1,000,100 1,000,100 1 1,000,100
Brown-Forman 'B'
Com.USD0.15 COM 115637209 435825 4,500 4,500 2 4,500
Brown-Forman 'B'
Com.USD0.15 COM 115637209 6365466.25 65,725 65,725 3 65,725
Bryn Mawr Bank Corp
ComStkUSD1 COM 117665109 579425 27,500 27,500 1 27,500
Buckeye Techno.Com
Stk USD0.01 COM 118255108 1581195 55,500 55,500 3 55,500
Buckle
Inc.(The)ComStk
USD0.01 COM 118440106 1693596 42,800 42,800 2 42,800
Buckle
Inc.(The)ComStk
USD0.01 COM 118440106 14494491 366,300 366,300 3 366,300
Buffalo Wild Wings
Com Stk NPV COM 119848109 17327.2 200 200 3 200
C&J Energy Services
CS USD0.01 COM 12467B304 971250 52,500 52,500 2 52,500
C&J Energy Services
CS USD0.01 COM 12467B304 5448768 294,528 294,528 3 294,528
C.H.RobinsonWorld.ComStk
USD0.1 COM 12541W209 450681 7,700 7,700 2 7,700
C.H.RobinsonWorld.ComStk
USD0.1 COM 12541W209 364524.84 6,228 6,228 3 6,228
CA Inc Common Stock
USD0.10 COM 12673P105 7577073 279,700 279,700 2 279,700
CA Inc Common Stock
USD0.10 COM 12673P105 70469217 2,601,300 2,601,300 3 2,601,300
Cabot Corp Common
Stock USD1 COM 127055101 50951271.8 1,251,874 1,251,874 1 1,251,874
CACI Intl
Cls'A'ComStk
USD0.10 COM 127190304 3009594 54,700 54,700 2 54,700
CACI Intl
Cls'A'ComStk
USD0.10 COM 127190304 33134749.62 602,231 602,231 3 602,231
CadenceDesignSyst.
ComSkUSD0.01 COM 127387108 12675866 1,153,400 1,153,400 1 1,153,400
CAI Intl Inc Com
Stk USD0.0001 COM 12477X106 55664 2,800 2,800 2 2,800
CAI Intl Inc Com
Stk USD0.0001 COM 12477X106 37772 1,900 1,900 3 1,900
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 295410 25,800 25,800 2 25,800
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 3488757.75 304,695 304,695 3 304,695
CaliforniaWaterSvcs
CS USD0.01 COM 130788102 192088 10,400 10,400 2 10,400
CaliforniaWaterSvcs
CS USD0.01 COM 130788102 107126 5,800 5,800 3 5,800
Callon Petroleum
ComStkUSD0.01 COM 13123X102 106926 25,100 25,100 3 25,100
Calpine Corp Com
Stk USD0.001 COM 131347304 23671922.43 1,433,793 1,433,793 1 1,433,793
Calpine Corp Com
Stk USD0.001 COM 131347304 19047603.51 1,153,701 1,153,701 3 1,153,701
Calpine Corp Com
Stk USD0.001 COM 131347304 1856054.2 112,420 112,420 4 112,420
Calpine Corp Com
Stk USD0.001 COM 131347304 1570101 95,100 95,100 5 95,100
Calpine Corp Com
Stk USD0.001 COM 131347304 207084.93 12,543 12,543 7 12,543
Camden Property
REIT USD0.01 COM 133131102 17147578 253,400 253,400 3 253,400
Cameco Corp Com NPV
(US List.) COM 13321L108 2524.25 115 115 7 115
CampbellSoupCoCapStk
USD0.0375 COM 134429109 3848714 115,300 115,300 2 115,300
CampbellSoupCoCapStk
USD0.0375 COM 134429109 62374702.5 1,868,625 1,868,625 3 1,868,625
Canadian
Imp.Bk.Com.NPV COM 136069101 56226.39659 800 800 3 800
Canadian Nat'l
Railway CmSkNPV COM 136375102 2263455.785 26,800 26,800 2 26,800
Canadian Nat'l
Railway CmSkNPV COM 136375102 26964514.98 319,268 319,268 3 319,268
CanadianNaturalRes.
Common NPV COM 136385101 101798.0283 3,800 3,800 3 3,800
CanonADR
(EachRp1OrdJPY50)(MGT) COM 138006309 70214.52 1,758 1,758 2 1,758
Capella
EducationComStkUSD0.01 COM 139594105 660440 19,000 19,000 2 19,000
Capella
EducationComStkUSD0.01 COM 139594105 5627644 161,900 161,900 3 161,900
Capital One
Fin.ComStk USD0.01 COM 14040H105 8591021.52 157,172 157,172 1 157,172
Capital One
Fin.ComStk USD0.01 COM 14040H105 4711692 86,200 86,200 2 86,200
Capital One
Fin.ComStk USD0.01 COM 14040H105 74286274.26 1,359,061 1,359,061 3 1,359,061
Capital One
Fin.ComStk USD0.01 COM 14040H105 347637.6 6,360 6,360 4 6,360
CapitalSourceInc
ComStkUSD0.01 COM 14055X102 6.72 1 1 3 1
Capstead Mortgage
REIT USD0.01 COM 14067E506 489632 35,200 35,200 2 35,200
Capstead Mortgage
REIT USD0.01 COM 14067E506 9632675 692,500 692,500 3 692,500
Carbo Ceramics Com
Stk USD0.01 COM 140781105 92076 1,200 1,200 2 1,200
Carbo Ceramics Com
Stk USD0.01 COM 140781105 99749 1,300 1,300 3 1,300
Cardinal Health
Corp ComStkNPV COM 14149Y108 17990910 428,355 428,355 1 428,355
Cardinal Health
Corp ComStkNPV COM 14149Y108 1365000 32,500 32,500 2 32,500
Cardinal Health
Corp ComStkNPV COM 14149Y108 2091600 49,800 49,800 3 49,800
Cardinal Health
Corp ComStkNPV COM 14149Y108 997500 23,750 23,750 4 23,750
Career Education
ComStkUSD0.01 COM 141665109 565974 84,600 84,600 2 84,600
Career Education
ComStkUSD0.01 COM 141665109 7670774.07 1,146,603 1,146,603 3 1,146,603
CareFusion Corp
ComStk USD0.01 COM 14170T101 41118816 1,601,200 1,601,200 1 1,601,200
Caribou Coffee Com
Stk USD0.01 COM 142042209 423448 32,800 32,800 3 32,800
CarnivalCpComStk
USD0.01-Paired COM 143658300 1121931.26 32,738 32,738 3 32,738
CarnivalCpComStk
USD0.01-Paired COM 143658300 1262815.23 36,849 36,849 7 36,849
CARRIZO OIL & GAS
COMSTKUSD1 COM 144577103 11571174 492,600 492,600 1 492,600
Cascade Corp Com
Stk USD0.50 COM 147195101 122330 2,600 2,600 2 2,600
Cascade Corp Com
Stk USD0.50 COM 147195101 588125 12,500 12,500 3 12,500
Casey's Gen Stores
Com Stk NPV COM 147528103 29937425 507,500 507,500 1 507,500
Cash America Com
Stock USD0.10 COM 14754D100 13339716 302,900 302,900 1 302,900
Cash America Com
Stock USD0.10 COM 14754D100 1497360 34,000 34,000 2 34,000
Cash America Com
Stock USD0.10 COM 14754D100 9177495.6 208,390 208,390 3 208,390
Cass Information
ComStkUSD0.50 COM 14808P109 24150 600 600 2 600
Cass Information
ComStkUSD0.50 COM 14808P109 96600 2,400 2,400 3 2,400
Caterpillar Common
Stk USD1 COM 149123101 25754391.74 303,314 303,314 1 303,314
Caterpillar Common
Stk USD1 COM 149123101 5134337.88 60,468 60,468 2 60,468
Caterpillar Common
Stk USD1 COM 149123101 59252320.75 697,825 697,825 3 697,825
Caterpillar Common
Stk USD1 COM 149123101 2091842.76 24,636 24,636 4 24,636
Caterpillar Common
Stk USD1 COM 149123101 1545362 18,200 18,200 5 18,200
Caterpillar Common
Stk USD1 COM 149123101 304317.44 3,584 3,584 7 3,584
Cathay General Com
Stk USD0.01 COM 149150104 34671 2,100 2,100 3 2,100
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 60920 2,000 2,000 2 2,000
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 5169062 169,700 169,700 3 169,700
CBL & Associates
ComStkUSD0.01 COM 124830100 16140.04 826 826 3 826
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 1115504 40,300 40,300 2 40,300
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 7974608 288,100 288,100 3 288,100
CBS Corp Cls
'B'ComStkUSD0.001 COM 124857202 1287237.82 39,269 39,269 3 39,269
CEC Entertain. Com
Stk USD0.10 COM 125137109 20174439 554,700 554,700 1 554,700
CEC Entertain. Com
Stk USD0.10 COM 125137109 381885 10,500 10,500 2 10,500
CEC Entertain. Com
Stk USD0.10 COM 125137109 4953594 136,200 136,200 3 136,200
Celadon Grp Inc
ComStkUSD0.033 COM 150838100 73710 4,500 4,500 2 4,500
Celanese A
USD0.0001 (US List) COM 150870103 12766678.92 368,766 368,766 1 368,766
Celanese A
USD0.0001 (US List) COM 150870103 39181773.54 1,131,767 1,131,767 3 1,131,767
Celanese A
USD0.0001 (US List) COM 150870103 1019835.96 29,458 29,458 4 29,458
Celanese A
USD0.0001 (US List) COM 150870103 875886 25,300 25,300 5 25,300
Celanese A
USD0.0001 (US List) COM 150870103 757416.36 21,878 21,878 7 21,878
Celgene Corp Com
Stk USD0.01 COM 151020104 1385856 21,600 21,600 2 21,600
Celgene Corp Com
Stk USD0.01 COM 151020104 7250144.16 113,001 113,001 3 113,001
Cellcom Israel
Limited ILS0.01 COM M2196U109 197723.2209 32,626 32,626 2 32,626
Cellcom Israel
Limited ILS0.01 COM M2196U109 2956812.412 487,899 487,899 3 487,899
CemexSAB
SpnADR(EachRepr10CPO) COM 151290889 10250530.3 1,523,110 1,523,110 3 1,523,110
Cenovus Energy Inc
Common NPV COM 15135U109 12700.96621 400 400 3 400
Centene Corp Com
Stk USD0.001 COM 15135B101 6182800 205,000 205,000 1 205,000
Centene Corp Com
Stk USD0.001 COM 15135B101 45240 1,500 1,500 2 1,500
CenterPoint Energy
CommStk NPV COM 15189T107 1436565 69,500 69,500 3 69,500
CenturyLink Inc
Comm Stk USD1 COM 156700106 588401 14,900 14,900 2 14,900
CenturyLink Inc
Comm Stk USD1 COM 156700106 9016672.72 228,328 228,328 3 228,328
Cepheid Inc Common
Stock NPV COM 15670R107 11028550 247,000 247,000 1 247,000
CeradyneInc.
CommonStk USD0.10 COM 156710105 233233 9,100 9,100 2 9,100
CeradyneInc.
CommonStk USD0.10 COM 156710105 2545059 99,300 99,300 3 99,300
CFIndustriesHldgs
ComStkUSD0.01 COM 125269100 6854908.68 35,382 35,382 2 35,382
CFIndustriesHldgs
ComStkUSD0.01 COM 125269100 81105763.68 418,632 418,632 3 418,632
CGI Group Cls'A'Sub
Voting NPV COM 39945C109 960125.5579 40,000 40,000 3 40,000
CharmCommIncADR
(EachRep2.0) COM 16112R101 7819812 1,201,200 1,201,200 3 1,201,200
Chase Corp Common
Stk USD0.10 COM 16150R104 5280 400 400 3 400
CheckPointSoftwareTech
ILS1 COM M22465104 149359030 3,011,878 3,011,878 2 3,011,878
CheckPointSoftwareTech
ILS1 COM M22465104 56579958.45 1,140,955 1,140,955 3 1,140,955
CheckPointSoftwareTech
ILS1 COM M22465104 296796.15 5,985 5,985 4 5,985
CheckPointSoftwareTech
ILS1 COM M22465104 1596798 32,200 32,200 5 32,200
CheckPointSoftwareTech
ILS1 COM M22465104 406737.18 8,202 8,202 7 8,202
CheesecakeFactory
ComStkUSD0.01 COM 163072101 252484 7,900 7,900 2 7,900
CheesecakeFactory
ComStkUSD0.01 COM 163072101 214132 6,700 6,700 3 6,700
Chemed Corp Common
Stock USD1 COM 16359R103 1371988 22,700 22,700 2 22,700
Chemed Corp Common
Stock USD1 COM 16359R103 18174308 300,700 300,700 3 300,700
ChemoCentryx Inc
CmStkUSD0.001 COM 16383L106 332085 22,139 22,139 3 22,139
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 669600 36,000 36,000 2 36,000
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 15342042.6 824,841 824,841 3 824,841
ChesapeakeUtil.ComStk
USD0.4867 COM 165303108 139904 3,200 3,200 2 3,200
ChesapeakeUtil.ComStk
USD0.4867 COM 165303108 227344 5,200 5,200 3 5,200
Chevron Corp Com
Stock USD0.75 COM 166764100 18757267 177,794 177,794 2 177,794
Chevron Corp Com
Stock USD0.75 COM 166764100 167277318.5 1,585,567 1,585,567 3 1,585,567
Chevron Corp Com
Stock USD0.75 COM 166764100 1804050 17,100 17,100 7 17,100
Chico's FAS Common
Stk USD0.01 COM 168615102 16240896 1,094,400 1,094,400 1 1,094,400
Chico's FAS Common
Stk USD0.01 COM 168615102 151368 10,200 10,200 2 10,200
Chico's FAS Common
Stk USD0.01 COM 168615102 158788 10,700 10,700 3 10,700
Childrens Place
ComStk USD0.10 COM 168905107 40620768.21 815,187 815,187 1 815,187
Childrens Place
ComStk USD0.10 COM 168905107 79728 1,600 1,600 2 1,600
Childrens Place
ComStk USD0.10 COM 168905107 64779 1,300 1,300 3 1,300
Chimera Inv Corp
REIT USD0.01 COM 16934Q109 157648 66,800 66,800 2 66,800
Chimera Inv Corp
REIT USD0.01 COM 16934Q109 828744.68 351,163 351,163 3 351,163
China Lodging Group
Spons ADS COM 16949N109 6501612 553,800 553,800 3 553,800
China Lodging Group
Spons ADS COM 16949N109 28544636 2,431,400 2,431,400 4 2,431,400
China Lodging Group
Spons ADS COM 16949N109 32530366 2,770,900 2,770,900 6 2,770,900
China TransInfo
ComStkUSD0.001 COM 169453107 9435 1,700 1,700 3 1,700
ChinaAutomotive
ComStk USD0.0001 COM 16936R105 70110 17,100 17,100 2 17,100
ChinaAutomotive
ComStkUSD0.0001 COM 16936R105 601880 146,800 146,800 3 146,800
ChinaGreenAgri
InUSD0.001 COM 16943W105 75472 21,200 21,200 2 21,200
ChinaGreenAgri
InUSD0.001 COM 16943W105 2348354 659,650 659,650 3 659,650
ChinaMingYangWndADR
(EchRp1Ord) COM 16951C108 389078.35 338,329 338,329 4 338,329
ChinaMobileLtdSpADR
(Rp5HKD0.1) COM 16941M109 78342.11 1,433 1,433 2 1,433
ChinaMobileLtdSpADR
(Rp5HKD0.1) COM 16941M109 169477 3,100 3,100 3 3,100
ChinaTechfaithADR
(EachRp15Ord) COM 169424108 57072 49,200 49,200 3 49,200
Chubb Corp Com USD1 COM 171232101 546951.02 7,511 7,511 3 7,511
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 3945093.6 125,520 125,520 2 125,520
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 9636438 306,600 306,600 3 306,600
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 301759.43 9,601 9,601 4 9,601
CHURCHILL DOWNS INC COM 171484108 5426317 92,300 92,300 1 92,300
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 88076495.37 2,202,463 2,202,463 2 2,202,463
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 412536.84 10,316 10,316 3 10,316
CiaEnerg.ADR(Rp1PrefShs)
(Lvl2) COM 204409601 41440855.5 2,249,775 2,249,775 2 2,249,775
CiaEnerg.ADR(Rp1PrefShs)
(Lvl2) COM 204409601 144381872.8 7,838,321 7,838,321 3 7,838,321
CiaSiderNaclSpn
(2ADRRp1OrdNPV) COM 20440W105 313590.69 55,307 55,307 3 55,307
Cigna Corp Common
Stk USD0.25 COM 125509109 1100000 25,000 25,000 2 25,000
Cigna Corp Common
Stk USD0.25 COM 125509109 35124540 798,285 798,285 3 798,285
Cimarex Energy
ComStockUSD0.01 COM 171798101 22262968 403,900 403,900 1 403,900
Cimarex Energy
ComStockUSD0.01 COM 171798101 975624 17,700 17,700 2 17,700
Cimarex Energy
ComStockUSD0.01 COM 171798101 3314806.56 60,138 60,138 3 60,138
CinemarkHoldings
ComStkUSD0.001 COM 17243V102 1384710 60,600 60,600 3 60,600
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 3947125.45 229,885 229,885 2 229,885
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 29282576.5 1,705,450 1,705,450 3 1,705,450
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 120190 7,000 7,000 7 7,000
CIT Group Inc Com
Stk USD0.01 COM 125581801 17941176 503,400 503,400 1 503,400
Citigroup Inc Com
Stk USD0.01 COM 172967424 23996139.32 875,452 875,452 1 875,452
Citigroup Inc Com
Stk USD0.01 COM 172967424 8210446.22 299,542 299,542 2 299,542
Citigroup Inc Com
Stk USD0.01 COM 172967424 101394331.9 3,699,173 3,699,173 3 3,699,173
Citigroup Inc Com
Stk USD0.01 COM 172967424 2149272.92 78,412 78,412 4 78,412
Citigroup Inc Com
Stk USD0.01 COM 172967424 1507275.9 54,990 54,990 5 54,990
Citigroup Inc Com
Stk USD0.01 COM 172967424 1049830.41 38,301 38,301 7 38,301
Citizens NrthnCorp
ComStk USD1 COM 172922106 3810 200 200 2 200
Citizens NrthnCorp
ComStk USD1 COM 172922106 350520 18,400 18,400 3 18,400
Citizens Republic
Banc CS NPV COM 174420307 294738.78 17,206 17,206 3 17,206
City Holding Co.
ComStkUSD2.50 COM 177835105 512088 15,200 15,200 3 15,200
Clean Harbors
Com.StockUSD0.01 COM 184496107 146692 2,600 2,600 3 2,600
ClearChan.Out.'A'
ComStkUSD0.01 COM 18451C109 2960148.38 491,719 491,719 1 491,719
Cleco Corporation
Com Stk USD1 COM 12561W105 75788012.3 1,811,810 1,811,810 1 1,811,810
CliffsNaturalRes
CmStk USD0.25 COM 18683K101 3396081 68,900 68,900 2 68,900
CliffsNaturalRes
CmStk USD0.25 COM 18683K101 40997105.37 831,753 831,753 3 831,753
Clorox Co. Com Stk
USD1 COM 189054109 1623104 22,400 22,400 2 22,400
Clorox Co. Com Stk
USD1 COM 189054109 6195330 85,500 85,500 3 85,500
Cloud Peak Engy
ComStk USD0.01 COM 18911Q102 172482 10,200 10,200 2 10,200
Cloud Peak Engy
ComStk USD0.01 COM 18911Q102 3444567 203,700 203,700 3 203,700
CME Group Inc
ComStock USD0.01 COM 12572Q105 80433 300 300 3 300
CMS Energy Common
USD0.01 COM 125896100 402414 17,124 17,124 3 17,124
CNA Financial Cp
ComStkUSD2.50 COM 126117100 2079000 75,000 75,000 2 75,000
CNA Financial Cp
ComStkUSD2.50 COM 126117100 9253102.32 333,806 333,806 3 333,806
CNB FinancialCorp
ComStock NPV COM 126128107 65452.03 4,013 4,013 3 4,013
CNO Fin Grp Inc
ComStk USD0.01 COM 12621E103 1641900 210,500 210,500 2 210,500
CNO Fin Grp Inc
ComStk USD0.01 COM 12621E103 19912159.8 2,552,841 2,552,841 3 2,552,841
CNOOC ADR(Repr
100Ord HKD0.02) COM 126132109 945875 4,700 4,700 2 4,700
CNOOC ADR(Repr
100Ord HKD0.02) COM 126132109 1288603.75 6,403 6,403 3 6,403
Coach Inc Common
Stock USD0.01 COM 189754104 46784 800 800 2 800
Coach Inc Common
Stock USD0.01 COM 189754104 827784.4 14,155 14,155 3 14,155
Coach Inc Common
Stock USD0.01 COM 189754104 223159.68 3,816 3,816 7 3,816
Coca-Cola Co Comm
Stk USD0.25 COM 191216100 43864355.43 560,997 560,997 1 560,997
Coca-Cola Co Comm
Stk USD0.25 COM 191216100 12261521.23 156,817 156,817 2 156,817
Coca-Cola Co Comm
Stk USD0.25 COM 191216100 78029632.31 997,949 997,949 3 997,949
Coca-Cola Co Comm
Stk USD0.25 COM 191216100 3132291.4 40,060 40,060 4 40,060
Coca-Cola Co Comm
Stk USD0.25 COM 191216100 2531479.44 32,376 32,376 7 32,376
CocaColaFemsaADS
SerL Rep10NPV COM 191241108 3808608 29,100 29,100 3 29,100
CognizantTech. A
ComStkUSD0.01 COM 192446102 13129080 218,818 218,818 1 218,818
CognizantTech. A
ComStkUSD0.01 COM 192446102 2750760 45,846 45,846 2 45,846
CognizantTech. A
ComStkUSD0.01 COM 192446102 60985260 1,016,421 1,016,421 3 1,016,421
CognizantTech. A
ComStkUSD0.01 COM 192446102 1588800 26,480 26,480 4 26,480
CognizantTech. A
ComStkUSD0.01 COM 192446102 1710000 28,500 28,500 5 28,500
CognizantTech. A
ComStkUSD0.01 COM 192446102 426240 7,104 7,104 7 7,104
Cogo Group Inc Com
Stk USD0.01 COM G22538105 11764 6,800 6,800 2 6,800
Cogo Group Inc Com
Stk USD0.01 COM G22538105 51554 29,800 29,800 3 29,800
Cohen&SteersInc
ComStk USD0.01 COM 19247A100 110432 3,200 3,200 2 3,200
Coinstar Inc
ComStock USD0.001 COM 19259P300 1256478 18,300 18,300 2 18,300
Coinstar Inc
ComStock USD0.001 COM 19259P300 10889476 158,600 158,600 3 158,600
Coleman Cable Inc
CS USD0.001 COM 193459302 25201 2,900 2,900 3 2,900
Colgate-Palmolive
Com USD1 COM 194162103 16732409.4 160,734 160,734 1 160,734
Colgate-Palmolive
Com USD1 COM 194162103 7900565.4 75,894 75,894 2 75,894
Colgate-Palmolive
Com USD1 COM 194162103 62537554.5 600,745 600,745 3 600,745
Colgate-Palmolive
Com USD1 COM 194162103 1002483 9,630 9,630 4 9,630
Colgate-Palmolive
Com USD1 COM 194162103 303972 2,920 2,920 7 2,920
Collective Brands
CmStkUSD0.01 COM 19421W100 8810046 411,300 411,300 1 411,300
Colonial Props.
REIT USD0.01 COM 195872106 23129967.96 1,044,714 1,044,714 1 1,044,714
Colony Fin Inc REIT
USD0.01 COM 19624R106 25950 1,500 1,500 2 1,500
Colony Fin Inc REIT
USD0.01 COM 19624R106 1427250 82,500 82,500 3 82,500
Columbia Bkng
System ComStkNPV COM 197236102 943802.91 50,229 50,229 3 50,229
COLUMBIA
LABORATORIES INC COM 197779101 13396 19,700 19,700 2 19,700
COLUMBIA
LABORATORIES INC COM 197779101 104312 153,400 153,400 3 153,400
Comcast Corp Cls A
ComStk USD1 COM 20030N101 37256015.71 1,165,343 1,165,343 1 1,165,343
Comcast Corp Cls A
ComStk USD1 COM 20030N101 6952419.99 217,467 217,467 2 217,467
Comcast Corp Cls A
ComStk USD1 COM 20030N101 89048598.6 2,785,380 2,785,380 3 2,785,380
Comcast Corp Cls A
ComStk USD1 COM 20030N101 2848143.36 89,088 89,088 4 89,088
Comcast Corp Cls A
ComStk USD1 COM 20030N101 2113217 66,100 66,100 5 66,100
Comcast Corp Cls A
ComStk USD1 COM 20030N101 576898.65 18,045 18,045 7 18,045
Comerica Common Stk
USD5 COM 200340107 44291036.85 1,442,235 1,442,235 1 1,442,235
Comerica Common Stk
USD5 COM 200340107 107485 3,500 3,500 2 3,500
Comerica Common Stk
USD5 COM 200340107 5530871 180,100 180,100 3 180,100
CommerceBancshares
Com StkUSD5 COM 200525103 2253799.3 59,467 59,467 2 59,467
CommerceBancshares
Com StkUSD5 COM 200525103 19051155.1 502,669 502,669 3 502,669
CommonWealth REIT
USD0.01 COM 203233101 133840 7,000 7,000 2 7,000
CommonWealth REIT
USD0.01 COM 203233101 88793.28 4,644 4,644 3 4,644
Commun.Systems Inc
CS USD0.05 COM 203900105 136274 12,200 12,200 3 12,200
Community Bank
Sys.ComStk USD1 COM 203607106 1228536 45,300 45,300 2 45,300
Community Bank
Sys.ComStk USD1 COM 203607106 6410706.96 236,383 236,383 3 236,383
Community Tst Bancp
ComStkUSD5 COM 204149108 100470 3,000 3,000 2 3,000
Community Tst Bancp
ComStkUSD5 COM 204149108 1155405 34,500 34,500 3 34,500
Comp.deBebidasSpnADR
(1PrefNPV) COM 20441W203 55543504.71 1,449,087 1,449,087 2 1,449,087
Comp.deBebidasSpnADR
(1PrefNPV) COM 20441W203 273536640.5 7,136,359 7,136,359 3 7,136,359
Compass Diversified
LP NPV COM 20451Q104 13912536 996,600 996,600 1 996,600
CompdeMinasBueSpADR
(Rp1CmPEN4) COM 204448104 12803058 337,100 337,100 2 337,100
CompdeMinasBueSpADR
(Rp1CmPEN4) COM 204448104 42736843.08 1,125,246 1,125,246 3 1,125,246
CompParaDeEnerg
ADR1000Pr'B'Shs COM 20441B407 21680 1,000 1,000 2 1,000
CompParaDeEnerg
ADR1000Pr'B'Shs COM 20441B407 3382080 156,000 156,000 3 156,000
CompSanBasEstSpnADR
(Rp250ComSh COM 20441A102 121376 1,600 1,600 2 1,600
CompSanBasEstSpnADR
(Rp250ComSh COM 20441A102 166892 2,200 2,200 3 2,200
ComputerProg&Sys
ComStkUSD0.001 COM 205306103 263212 4,600 4,600 2 4,600
ComputerProg&Sys
ComStkUSD0.001 COM 205306103 898354 15,700 15,700 3 15,700
comScore Inc Com
Stk USD0.001 COM 20564W105 3905958 237,300 237,300 1 237,300
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 77166 2,700 2,700 2 2,700
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 1037454 36,300 36,300 3 36,300
Conagra Foods Inc
Com Stk USD5 COM 205887102 285230 11,000 11,000 3 11,000
ConchoResourcsInc
CmStkUSD0.001 COM 20605P101 14666261.12 172,301 172,301 1 172,301
Concord Medical
Svcs Hldg ADR COM 206277105 1118316.54 381,678 381,678 2 381,678
Concord Medical
Svcs Hldg ADR COM 206277105 164.08 56 56 3 56
Concord Medical
Svcs Hldg ADR COM 206277105 198328.77 67,689 67,689 6 67,689
ConocoPhillips
CommStk USD0.01 COM 20825C104 21815049.08 390,391 390,391 1 390,391
ConocoPhillips
CommStk USD0.01 COM 20825C104 6023361.08 107,791 107,791 2 107,791
ConocoPhillips
CommStk USD0.01 COM 20825C104 66613989.2 1,192,090 1,192,090 3 1,192,090
ConocoPhillips
CommStk USD0.01 COM 20825C104 1142187.2 20,440 20,440 4 20,440
ConocoPhillips
CommStk USD0.01 COM 20825C104 542036 9,700 9,700 5 9,700
ConocoPhillips
CommStk USD0.01 COM 20825C104 1202034.68 21,511 21,511 7 21,511
Cons.Comm.Hldgs
ComStk USD0.01 COM 209034107 254560 17,200 17,200 2 17,200
Cons.Comm.Hldgs
ComStk USD0.01 COM 209034107 3456421.6 233,542 233,542 3 233,542
Consol Energy Comm
Stk USD0.01 COM 20854P109 42336 1,400 1,400 7 1,400
Consolid.Edison
ComStk USD0.10 COM 209115104 1166684.4 18,760 18,760 2 18,760
Consolid.Edison
ComStk USD0.10 COM 209115104 6425532.99 103,321 103,321 3 103,321
ConsolidatedGrap.
ComStkUSD0.01 COM 209341106 153965 5,300 5,300 3 5,300
ContangoOil And Gas
CS USD0.04 COM 21075N204 740000 12,500 12,500 2 12,500
ContangoOil And Gas
CS USD0.04 COM 21075N204 1405940.8 23,749 23,749 3 23,749
Convergys Corp
Common Stk NPV COM 212485106 121114 8,200 8,200 2 8,200
Convergys Corp
Common Stk NPV COM 212485106 45787 3,100 3,100 3 3,100
Cooper Companies
ComStkUSD0.10 COM 216648402 23975856 300,600 300,600 1 300,600
Cooper Tire&Rubber
ComStk USD1 COM 216831107 191186 10,900 10,900 2 10,900
Cooper Tire&Rubber
ComStk USD1 COM 216831107 155281.62 8,853 8,853 3 8,853
Core-Mark Hldg Co
CmStkUSD0.01 COM 218681104 14442 300 300 3 300
Corning Inc Common
StkUSD0.50 COM 219350105 1046037 80,900 80,900 2 80,900
Corning Inc Common
StkUSD0.50 COM 219350105 6023957.7 465,890 465,890 3 465,890
CorVel Corp
CommStockUSD0.0001 COM 221006109 58800 1,200 1,200 2 1,200
CorVel Corp
CommStockUSD0.0001 COM 221006109 93100 1,900 1,900 3 1,900
CostcoWholesaleCom
Stk USD0.01 COM 22160K105 1137435 11,973 11,973 2 11,973
CostcoWholesaleCom
Stk USD0.01 COM 22160K105 8208000 86,400 86,400 3 86,400
Courier Corp Common
Stock USD1 COM 222660102 31800 2,400 2,400 3 2,400
Covance Inc
CommonStockUSD0.01 COM 222816100 406725 8,500 8,500 3 8,500
CoventryHlthCare
CmStkUSD0.01 COM 222862104 16069845 505,500 505,500 1 505,500
CoventryHlthCare
CmStkUSD0.01 COM 222862104 384659 12,100 12,100 2 12,100
CoventryHlthCare
CmStkUSD0.01 COM 222862104 8483797.3 266,870 266,870 3 266,870
Covidien
USD0.20(PostCons)(US) COM G2554F113 21400 400 400 2 400
Covidien
USD0.20(PostCons)(US) COM G2554F113 11037157 206,302 206,302 3 206,302
CPFL Energia
ADR(1Repr2ComShs) COM 126153105 189924 7,600 7,600 2 7,600
CPFL Energia
ADR(1Repr2ComShs) COM 126153105 734706 29,400 29,400 3 29,400
CrackerBarrelOld
ComStkUSD0.01 COM 22410J106 144440 2,300 2,300 2 2,300
CrackerBarrelOld
ComStkUSD0.01 COM 22410J106 87920 1,400 1,400 3 1,400
Crawford & Co
'B'ComStock USD1 COM 224633107 35992 8,800 8,800 3 8,800
Crawford And Co A
Com Stk USD1 COM 224633206 7334 1,900 1,900 3 1,900
Credicorp
ComStkUSD5(PeruLst.) COM G2519Y108 985770 8,100 8,100 3 8,100
CreditAcceptance
CmStk USD0.01 COM 225310101 160417 1,900 1,900 2 1,900
CreditAcceptance
CmStk USD0.01 COM 225310101 177303 2,100 2,100 3 2,100
Cree Inc Common Stk
USD0.0025 COM 225447101 416880.8 16,240 16,240 4 16,240
CreXus Inv Corp
REIT USD0.01 COM 226553105 910215 89,500 89,500 2 89,500
CreXus Inv Corp
REIT USD0.01 COM 226553105 8063793 792,900 792,900 3 792,900
Crocs Inc Comm
Stock USD0.001 COM 227046109 29070 1,800 1,800 3 1,800
Crosstex Energy
ComStk USD0.01 COM 22765Y104 114800 8,200 8,200 2 8,200
Crown Holdings
Common Stk USD5 COM 228368106 50444556.65 1,462,585 1,462,585 1 1,462,585
CSG Systems Intl
ComStkUSD0.01 COM 126349109 1182401.28 68,426 68,426 3 68,426
CSX Corp Com USD1 COM 126408103 5557264.96 248,536 248,536 2 248,536
CSX Corp Com USD1 COM 126408103 40671923.24 1,818,959 1,818,959 3 1,818,959
CTC Media Inc
Common Stock NPV COM 12642X106 358670 44,500 44,500 2 44,500
CTC Media Inc
Common Stock NPV COM 12642X106 19914728.6 2,470,810 2,470,810 3 2,470,810
Ctrip.comIntlADR
(Rep0.25 Ord) COM 22943F100 6972160 416,000 416,000 4 416,000
Ctrip.comIntlADR
(Rep0.25 Ord) COM 22943F100 2932798.88 174,988 174,988 6 174,988
Cubic Corp. Common
Stock NPV COM 229669106 326944 6,800 6,800 2 6,800
Cubic Corp. Common
Stock NPV COM 229669106 1803000 37,500 37,500 3 37,500
Cullen Frost
Bankers CmSk USD5 COM 229899109 23229121.95 404,055 404,055 1 404,055
Cullen Frost
Bankers CmSk USD5 COM 229899109 2518062 43,800 43,800 2 43,800
Cullen Frost
Bankers CmSk USD5 COM 229899109 15200356 264,400 264,400 3 264,400
Cummins Inc Common
Stk USD2.50 COM 231021106 6454206 66,600 66,600 2 66,600
Cummins Inc Common
Stk USD2.50 COM 231021106 45935243.09 473,999 473,999 3 473,999
Cummins Inc Common
Stk USD2.50 COM 231021106 213202 2,200 2,200 7 2,200
CVB Financial Corp
Com Stk NPV COM 126600105 3690009.35 316,739 316,739 1 316,739
CVB Financial Corp
Com Stk NPV COM 126600105 1156845 99,300 99,300 2 99,300
CVB Financial Corp
Com Stk NPV COM 126600105 7056405 605,700 605,700 3 605,700
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 1706439.41 36,517 36,517 2 36,517
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 8607432.35 184,195 184,195 3 184,195
Cyberonics Inc Com
Stk USD0.01 COM 23251P102 121338 2,700 2,700 3 2,700
CYS Investments
REIT USD0.01 COM 12673A108 634797 46,100 46,100 3 46,100
Dana Holding Cp
ComStk USD0.01 COM 235825205 124257 9,700 9,700 2 9,700
Dana Holding Cp
ComStk USD0.01 COM 235825205 101199 7,900 7,900 3 7,900
Danaher Corp Com
Stock USD0.01 COM 235851102 255192 4,900 4,900 2 4,900
Danaher Corp Com
Stock USD0.01 COM 235851102 16727054.4 321,180 321,180 3 321,180
Danaher Corp Com
Stock USD0.01 COM 235851102 595795.2 11,440 11,440 4 11,440
Danaher Corp Com
Stock USD0.01 COM 235851102 165666.48 3,181 3,181 7 3,181
Darden Restaurants
CmSkUSD0.01 COM 237194105 1685979 33,300 33,300 2 33,300
Darden Restaurants
CmSkUSD0.01 COM 237194105 27323188.32 539,664 539,664 3 539,664
Darling Intl Com
Stk USD0.01 COM 237266101 1729801 104,900 104,900 2 104,900
Darling Intl Com
Stk USD0.01 COM 237266101 24225459 1,469,100 1,469,100 3 1,469,100
DaVita Inc Com Stk
USD0.001 COM 23918K108 51984517.2 529,320 529,320 1 529,320
DaVita Inc Com Stk
USD0.001 COM 23918K108 6216693 63,300 63,300 2 63,300
DaVita Inc Com Stk
USD0.001 COM 23918K108 58373077.7 594,370 594,370 3 594,370
DaVita Inc Com Stk
USD0.001 COM 23918K108 1129415 11,500 11,500 4 11,500
DDR Corporation
REIT USD0.10 COM 23317H102 15751176 1,075,900 1,075,900 3 1,075,900
Deere & Company
CommonStk USD1 COM 244199105 2675826.56 33,088 33,088 2 33,088
Deere & Company
CommonStk USD1 COM 244199105 10845799.18 134,114 134,114 3 134,114
Delek US Hldgs Com
Stk USD0.01 COM 246647101 816176 46,400 46,400 3 46,400
Dell Inc Common
Stock USD0.01 COM 24702R101 5264195.49 420,799 420,799 2 420,799
Dell Inc Common
Stock USD0.01 COM 24702R101 65526053.94 5,237,894 5,237,894 3 5,237,894
Delphi Auto
USD0.01(US List) COM G27823106 68850 2,700 2,700 2 2,700
Delphi Auto
USD0.01(US List) COM G27823106 130050 5,100 5,100 3 5,100
Deluxe Corp Common
Stock USD1 COM 248019101 6390924.88 256,252 256,252 3 256,252
DenburyResources
ComStkUSD0.001 COM 247916208 482009 31,900 31,900 2 31,900
DenburyResources
ComStkUSD0.001 COM 247916208 7440164 492,400 492,400 3 492,400
Dentsply Intl Inc.
ComStk USD1 COM 249030107 52737463.62 1,394,802 1,394,802 1 1,394,802
Dentsply Intl Inc.
ComStk USD1 COM 249030107 1514441.74 40,054 40,054 3 40,054
Dentsply Intl Inc.
ComStk USD1 COM 249030107 659406.4 17,440 17,440 4 17,440
DesarrolladoraADR(Rep6
OrdNPV) COM 25030W100 12320 800 800 3 800
DestinationMaternityCS
USD0.01 COM 25065D100 34560 1,600 1,600 2 1,600
DestinationMaternityCS
USD0.01 COM 25065D100 1360800 63,000 63,000 3 63,000
Devon Energy Com
Stk USD0.10 COM 25179M103 1855680 32,000 32,000 2 32,000
Devon Energy Com
Stk USD0.10 COM 25179M103 73852468.62 1,273,538 1,273,538 3 1,273,538
DeVry Inc Common
Stock USD0.01 COM 251893103 7878768 254,400 254,400 1 254,400
DeVry Inc Common
Stock USD0.01 COM 251893103 2443533 78,900 78,900 2 78,900
DeVry Inc Common
Stock USD0.01 COM 251893103 31196081 1,007,300 1,007,300 3 1,007,300
DHT Holdings Inc
CmStk USD0.01 COM Y2065G105 17046.12 27,300 27,300 2 27,300
DHT Holdings Inc
CmStk USD0.01 COM Y2065G105 216956.5216 347,464 347,464 3 347,464
DiageoSponADR
(Repr4OrdGBP0.28) COM 25243Q205 115232.26 1,118 1,118 2 1,118
DiamondHillInvGrp
'A'ComStk NPV COM 25264R207 23487 300 300 3 300
DiamondO/ShDrill
ComStkUSD0.01 COM 25271C102 4091796 69,200 69,200 2 69,200
DiamondO/ShDrill
ComStkUSD0.01 COM 25271C102 31895786.34 539,418 539,418 3 539,418
DiamondRock
Hospi.REIT USD0.01 COM 252784301 10508040 1,030,200 1,030,200 3 1,030,200
Dice Holdings
ComStock USD0.01 COM 253017107 175593 18,700 18,700 2 18,700
Dice Holdings
ComStock USD0.01 COM 253017107 681714 72,600 72,600 3 72,600
Diebold Inc Com
Stock USD1.25 COM 253651103 118112 3,200 3,200 2 3,200
Diebold Inc Com
Stock USD1.25 COM 253651103 239915 6,500 6,500 3 6,500
Digimarc Corp
ComStck USD0.001 COM 25381B101 10264 400 400 3 400
DigitalGeneration
CmStkUSD0.001 COM 25400B108 491089 39,700 39,700 3 39,700
DigitalRealty Tst
REIT USD0.01 COM 253868103 22191292.56 295,608 295,608 1 295,608
DIRECTV Class A
ComStk USD0.01 COM 25490A101 1394103.92 28,556 28,556 2 28,556
DIRECTV Class A
ComStk USD0.01 COM 25490A101 32533257.44 666,392 666,392 3 666,392
DiscoverFin
SvcsComStk USD0.01 COM 254709108 7207094.44 208,418 208,418 2 208,418
DiscoverFin
SvcsComStk USD0.01 COM 254709108 82511095.94 2,386,093 2,386,093 3 2,386,093
DiscoveryCommun'A'
CmStkUSD0.01 COM 25470F104 945000 17,500 17,500 2 17,500
DiscoveryCommun'A'
CmStkUSD0.01 COM 25470F104 3083400 57,100 57,100 3 57,100
DISH
NetworkCls'A'
CmStkUSD0.01 COM 25470M109 117055 4,100 4,100 3 4,100
Dolby
Lab.Cls'A'
ComStkUSD0.001 COM 25659T107 900340 21,800 21,800 2 21,800
Dolby
Lab.Cls'A'
ComStkUSD0.001 COM 25659T107 5129460 124,200 124,200 3 124,200
Dollar General
ComStk USD0.875 COM 256677105 29321159.49 539,091 539,091 1 539,091
Dollar General
ComStk USD0.875 COM 256677105 2821535.64 51,876 51,876 2 51,876
Dollar General
ComStk USD0.875 COM 256677105 78852337.62 1,449,758 1,449,758 3 1,449,758
Dollar General
ComStk USD0.875 COM 256677105 4230127.86 77,774 77,774 4 77,774
Dollar General
ComStk USD0.875 COM 256677105 2365965 43,500 43,500 5 43,500
Dollar General
ComStk USD0.875 COM 256677105 641747.61 11,799 11,799 7 11,799
Dollar Tree Inc
ComStk USD0.01 COM 256746108 188300 3,500 3,500 2 3,500
Dollar Tree Inc
ComStk USD0.01 COM 256746108 6668187.2 123,944 123,944 3 123,944
DominionRes(Virginia)
ComStkNPV COM 25746U109 4838346 89,599 89,599 2 89,599
DominionRes(Virginia)
ComStkNPV COM 25746U109 74746314 1,384,191 1,384,191 3 1,384,191
DominionRes(Virginia)
ComStkNPV COM 25746U109 847260 15,690 15,690 4 15,690
DominionRes(Virginia)
ComStkNPV COM 25746U109 1927800 35,700 35,700 5 35,700
DominionRes(Virginia)
ComStkNPV COM 25746U109 434160 8,040 8,040 7 8,040
Domino's Pizza
Com.Stk USD0.01 COM 25754A201 22793034 737,400 737,400 1 737,400
Domstar Corp Com
Stk USD0.01 COM 257559203 398892 5,200 5,200 2 5,200
Domstar Corp Com
Stk USD0.01 COM 257559203 11700806.43 152,533 152,533 3 152,533
Donaldson Common
Stock USD5 COM 257651109 260286 7,800 7,800 3 7,800
Donnelley(R.R)
Common USD1.25 COM 257867101 808810.86 68,718 68,718 3 68,718
Doral Fin.Corp Com
Stk USD0.01 COM 25811P886 30750 20,500 20,500 2 20,500
Dorchester Min. LP
Com Uts NPV COM 25820R105 140480 6,400 6,400 2 6,400
Dorchester Min. LP
Com Uts NPV COM 25820R105 596535.15 27,177 27,177 3 27,177
Dorman Products
ComStk USD0.01 COM 258278100 200720 8,000 8,000 2 8,000
Dorman Products
ComStk USD0.01 COM 258278100 205738 8,200 8,200 3 8,200
Douglas Dynamics
ComStkUSD0.01 COM 25960R105 682575 47,900 47,900 3 47,900
Dover Corp Common
Stock USD1 COM 260003108 12581302.02 234,682 234,682 1 234,682
Dover Corp Common
Stock USD1 COM 260003108 2342757 43,700 43,700 2 43,700
Dover Corp Common
Stock USD1 COM 260003108 29930463 558,300 558,300 3 558,300
Dow Chemical Com
USD2.50 COM 260543103 592200 18,800 18,800 2 18,800
Dow Chemical Com
USD2.50 COM 260543103 482895 15,330 15,330 3 15,330
Dresser-Rand Grp
ComStkUSD0.01 COM 261608103 20880352 468,800 468,800 1 468,800
DrPepper Snapple
ComStkUSD0.01 COM 26138E109 367500 8,400 8,400 2 8,400
DrReddy'sLabADR
(EachRep1/2Ord) COM 256135203 5481391.44 184,683 184,683 2 184,683
DrReddy'sLabADR
(EachRep1/2Ord) COM 256135203 22421192.08 755,431 755,431 3 755,431
DSW Inc Class 'A'
Com Stk NPV COM 23334L102 571200 10,500 10,500 2 10,500
DSW Inc Class 'A'
Com Stk NPV COM 23334L102 3313177.6 60,904 60,904 3 60,904
DTE Energy Company
NPV COM 233331107 41531 700 700 3 700
Duke Engy Corp
CommonStock NPV COM 26441C105 2517460.2 109,170 109,170 2 109,170
Duke Engy Corp
CommonStock NPV COM 26441C105 11729561.24 508,654 508,654 3 508,654
Dun&Brad.ComStkUSD0.01
(Sep00Nw COM 26483E100 5337.75 75 75 7 75
DuPont(EI)DeNemours
CmStkUSD0.3 COM 263534109 2129452.13 42,109 42,109 2 42,109
DuPont(EI)DeNemours
CmStkUSD0.3 COM 263534109 13480495.47 266,571 266,571 3 266,571
Dusa Pharm Inc
Common Stk NPV COM 266898105 22968 4,400 4,400 3 4,400
DvrDwnsGmng&EntInc
ComStkUSD0.1 COM 260095104 12423 4,100 4,100 3 4,100
DXP Enterprises
ComStk USD0.01 COM 233377407 136917 3,300 3,300 2 3,300
DXP Enterprises
ComStk USD0.01 COM 233377407 12447 300 300 3 300
DycomIndustries
ComStkUSD0.333 COM 267475101 7907389 424,900 424,900 1 424,900
DynamicsResearch
ComStkUSD0.10 COM 268057106 2324 400 400 3 400
Dynavax Techn.Com
Stk USD0.001 COM 268158102 324972 75,225 75,225 3 75,225
Dynex Capital Inc
REIT USD0.01 COM 26817Q506 180612 17,400 17,400 2 17,400
Dynex Capital Inc
REIT USD0.01 COM 26817Q506 175422 16,900 16,900 3 16,900
East West
Banc.ComStk
USD0.001 COM 27579R104 2259198 96,300 96,300 3 96,300
Eastman Chemical
ComStkUSD0.01 COM 277432100 574218 11,400 11,400 2 11,400
Eastman Chemical
ComStkUSD0.01 COM 277432100 7192836 142,800 142,800 3 142,800
Eaton Corp Com Stk
USD0.50 COM 278058102 110964 2,800 2,800 2 2,800
Eaton Corp Com Stk
USD0.50 COM 278058102 107001 2,700 2,700 3 2,700
Eaton Vance
CpComStkUSD0.00781 COM 278265103 371910 13,800 13,800 2 13,800
Eaton Vance
CpComStkUSD0.00781 COM 278265103 2587200 96,000 96,000 3 96,000
eBay Inc Common
Stock USD0.001 COM 278642103 588140 14,000 14,000 2 14,000
eBay Inc Common
Stock USD0.001 COM 278642103 15947122.03 379,603 379,603 3 379,603
Ebix Inc.Common
Stock USD0.10 COM 278715206 798000 40,000 40,000 2 40,000
Ebix Inc.Common
Stock USD0.10 COM 278715206 5512185 276,300 276,300 3 276,300
Ecolab Common Stk
USD1 COM 278865100 7302488.27 106,559 106,559 3 106,559
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 32352621 579,900 579,900 2 579,900
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 100390590.2 1,799,437 1,799,437 3 1,799,437
Edgen Grp Inc
ComStkUSD0.01 COM 28014Q107 4350320 578,500 578,500 1 578,500
Edison Intl Common
Stock NPV COM 281020107 5691054.6 123,183 123,183 3 123,183
E-House ADS(Rep
1Ord USD0.001) COM 26852W103 469700 85,400 85,400 3 85,400
EinsteinNoahRest.
CS USD0.001 COM 28257U104 14048 800 800 3 800
El Paso Electric Co
ComStk NPV COM 283677854 281860 8,500 8,500 2 8,500
El Paso Electric Co
ComStk NPV COM 283677854 242068 7,300 7,300 3 7,300
EldoradoGoldCorpLtd
CommonNPV COM 284902103 7425175.771 603,636 603,636 3 603,636
Electro Rent Corp
Com Stk NPV COM 285218103 2785068 171,600 171,600 1 171,600
Electro Rent Corp
Com Stk NPV COM 285218103 73035 4,500 4,500 2 4,500
Electro Rent Corp
Com Stk NPV COM 285218103 473916 29,200 29,200 3 29,200
Eli Lilly And Co
ComSk NPV COM 532457108 13819637.51 322,061 322,061 2 322,061
Eli Lilly And Co
ComSk NPV COM 532457108 236267437.6 5,506,116 5,506,116 3 5,506,116
Eli Lilly And Co
ComSk NPV COM 532457108 630777 14,700 14,700 7 14,700
ElizabethArdenInc
ComStkUSD0.01 COM 28660G106 35573246 916,600 916,600 1 916,600
EMC Corp
Massac.ComStk
USD0.01 COM 268648102 1163602 45,400 45,400 2 45,400
EMC Corp
Massac.ComStk
USD0.01 COM 268648102 3642023 142,100 142,100 3 142,100
EMC Corp
Massac.ComStk
USD0.01 COM 268648102 41008 1,600 1,600 7 1,600
EMC Insurance Grp
Com Stk USD1 COM 268664109 84840 4,200 4,200 3 4,200
Emerson Electric
Com.USD1 COM 291011104 5569803.5 119,575 119,575 2 119,575
Emerson Electric
Com.USD1 COM 291011104 34878731.36 748,792 748,792 3 748,792
Emerson Electric
Com.USD1 COM 291011104 1774092.46 38,087 38,087 7 38,087
Emerson Radio
ComStock USD0.01 COM 291087203 5945 2,900 2,900 3 2,900
EmpresaNac.Elec.ADS
(Rep30CmSh) COM 29244T101 13430993.94 263,198 263,198 3 263,198
Enbridge Inc Common
NPV COM 29250N105 96121.04566 2,410 2,410 3 2,410
Encore Capital Com
Stk USD0.01 COM 292554102 299162 10,100 10,100 2 10,100
Encore Capital Com
Stk USD0.01 COM 292554102 4106131.74 138,627 138,627 3 138,627
Endeavour Intl
ComStk USD0.001 COM 29259G200 3512619.6 418,169 418,169 3 418,169
EndoHealthSolut.
ComStkUSD0.01 COM 29264F205 1403394 45,300 45,300 3 45,300
EnduranceSpec.Hldgs
ComStk USD1 COM G30397106 187768 4,900 4,900 2 4,900
EnduranceSpec.Hldgs
ComStk USD1 COM G30397106 1049968 27,400 27,400 3 27,400
Energen Corp Com
Stock USD0.01 COM 29265N108 49364818.68 1,093,836 1,093,836 1 1,093,836
Energen Corp Com
Stock USD0.01 COM 29265N108 523508 11,600 11,600 2 11,600
Energen Corp Com
Stock USD0.01 COM 29265N108 13633773 302,100 302,100 3 302,100
EnergizerHldgs
CommStockUSD0.01 COM 29266R108 1941450 25,800 25,800 3 25,800
Energy Partners
CmStk USD0.001 COM 29270U303 304200 18,000 18,000 3 18,000
Enerplus
Corporation Com NPV COM 292766102 17962.62691 1,400 1,400 2 1,400
Enerplus
Corporation Com NPV COM 292766102 111624.8958 8,700 8,700 3 8,700
Enersis
SponADR(Rep50ComShNPV) COM 29274F104 7695050 411,500 411,500 3 411,500
EnerSys Common
Stock USD0.01 COM 29275Y102 26709312 761,600 761,600 1 761,600
Ennis Inc Common
Stock USD2.50 COM 293389102 141496 9,200 9,200 3 9,200
EnPro Industries
ComStkUSD0.01 COM 29355X107 21487750 575,000 575,000 1 575,000
Ensco PLC Cls A
ComStk USD0.10 COM G3157S106 148049.44 3,152 3,152 2 3,152
Ensco PLC Cls A
ComStk USD0.10 COM G3157S106 112681.03 2,399 2,399 3 2,399
EnsignGroupInc
ComStk USD0.001 COM 29358P101 678480 24,000 24,000 2 24,000
EnsignGroupInc
ComStk USD0.001 COM 29358P101 13760365.96 486,748 486,748 3 486,748
Entegris Inc
CommonStk USD0.01 COM 29362U104 58072 6,800 6,800 2 6,800
Entegris Inc
CommonStk USD0.01 COM 29362U104 1393728 163,200 163,200 3 163,200
Entergy Corp
CommStock USD0.01 COM 29364G103 835047 12,300 12,300 2 12,300
Entergy Corp
CommStock USD0.01 COM 29364G103 13146287.49 193,641 193,641 3 193,641
EnterpriseFinSvcs
ComStkUSD0.01 COM 293712105 5480 500 500 3 500
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 263104 6,400 6,400 2 6,400
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 9997952 243,200 243,200 3 243,200
Entropic Comm.
ComStk USD0.001 COM 29384R105 11270 2,000 2,000 3 2,000
EOG Resources Com
Stk USD0.01 COM 26875P101 745570.14 8,274 8,274 2 8,274
EOG Resources Com
Stk USD0.01 COM 26875P101 4777992.64 53,024 53,024 3 53,024
EPAM Systems Inc
CmStkUSD0.001 COM 29414B104 742463 43,700 43,700 3 43,700
Epoch Holding Corp
CS USD0.01 COM 29428R103 13668 600 600 3 600
EqtyLifestyleProp
REIT USD0.01 COM 29472R108 13874625.93 201,169 201,169 1 201,169
Equifax Common Stk
USD2.50 COM 294429105 205226.4 4,404 4,404 3 4,404
Equity Residential
SBI USD0.01 COM 29476L107 26970700 432,500 432,500 3 432,500
eResearchTechnol.
ComStkUSD0.01 COM 29481V108 77551.5 9,700 9,700 3 9,700
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 11428956 159,600 159,600 1 159,600
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 1095633 15,300 15,300 2 15,300
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 2807112 39,200 39,200 3 39,200
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 22876632.24 422,702 422,702 1 422,702
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1425683.16 26,343 26,343 3 26,343
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1140849.6 21,080 21,080 4 21,080
Everest Re Group
ComStkUSD0.01 COM G3223R108 615662.01 5,949 5,949 3 5,949
EXCO Resources
ComStk USD0.001 COM 269279402 25498475.97 3,359,483 3,359,483 2 3,359,483
EXCO Resources
ComStk USD0.001 COM 269279402 17832006.72 2,349,408 2,349,408 3 2,349,408
Exelis Inc Common
Stk USD0.01 COM 30162A108 129166 13,100 13,100 2 13,100
Exelis Inc Common
Stk USD0.01 COM 30162A108 70006 7,100 7,100 3 7,100
Exelon Corp Common
Stock NPV COM 30161N101 2374386.3 63,115 63,115 2 63,115
Exelon Corp Common
Stock NPV COM 30161N101 20675425.32 549,586 549,586 3 549,586
EXFO Inc Com NPV
(US Listing) COM 302046107 3581323 717,700 717,700 1 717,700
ExideTechnologies
ComStkUSD0.01 COM 302051206 68544 20,400 20,400 2 20,400
ExideTechnologies
ComStkUSD0.01 COM 302051206 20832 6,200 6,200 3 6,200
Expedi.IntlOfWash
ComStkUSD0.01 COM 302130109 19297.5 498 498 7 498
Express Inc Com Stk
USD0.01 COM 30219E103 15889665 874,500 874,500 1 874,500
Express Inc Com Stk
USD0.01 COM 30219E103 588708 32,400 32,400 2 32,400
Express Inc Com Stk
USD0.01 COM 30219E103 4057361 223,300 223,300 3 223,300
ExpressScriptsHldg
USD0.01 COM 30219G108 4092841.47 73,309 73,309 2 73,309
ExpressScriptsHldg
USD0.01 COM 30219G108 75787550.1 1,357,470 1,357,470 3 1,357,470
ExpressScriptsHldg
USD0.01 COM 30219G108 2103674.4 37,680 37,680 4 37,680
ExpressScriptsHldg
USD0.01 COM 30219G108 2060127 36,900 36,900 5 36,900
ExpressScriptsHldg
USD0.01 COM 30219G108 425982.9 7,630 7,630 7 7,630
Exxon MobilCorp.
CommonStockNPV COM 30231G102 39426976.49 460,757 460,757 1 460,757
Exxon MobilCorp.
CommonStockNPV COM 30231G102 26269647.72 306,996 306,996 2 306,996
Exxon MobilCorp.
CommonStockNPV COM 30231G102 191592428 2,239,014 2,239,014 3 2,239,014
Exxon MobilCorp.
CommonStockNPV COM 30231G102 1987791.1 23,230 23,230 4 23,230
Exxon MobilCorp.
CommonStockNPV COM 30231G102 260817.36 3,048 3,048 7 3,048
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 943092 40,200 40,200 2 40,200
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 4448016 189,600 189,600 3 189,600
Facebook Inc A CS
USD0.000006 COM 30303M102 9234188.865 296,967 296,967 1 296,967
Facebook Inc A CS
USD0.000006 COM 30303M102 1291002.21 41,518 41,518 3 41,518
Facebook Inc A CS
USD0.000006 COM 30303M102 421337.25 13,550 13,550 4 13,550
Fair Isaac Corp
ComStk USD0.01 COM 303250104 59192 1,400 1,400 2 1,400
Fair Isaac Corp
ComStk USD0.01 COM 303250104 38052 900 900 3 900
FairchildSemiClsA
ComStkUSD0.01 COM 303726103 10837260 768,600 768,600 1 768,600
Fastenal Co Com Stk
USD0.01 COM 311900104 2555654 63,400 63,400 3 63,400
FBL Financial Grp
Com Stk NPV COM 30239F106 705852 25,200 25,200 2 25,200
FBL Financial Grp
Com Stk NPV COM 30239F106 6782061.3 242,130 242,130 3 242,130
FederatedInvestors
'B'ComStkNPV COM 314211103 303715 13,900 13,900 2 13,900
FederatedInvestors
'B'ComStkNPV COM 314211103 1750359.8 80,108 80,108 3 80,108
FedEx Corp Common
Stk USD0.10 COM 31428X106 3397448.46 37,086 37,086 2 37,086
FedEx Corp Common
Stk USD0.10 COM 31428X106 63510098.26 693,266 693,266 3 693,266
FedEx Corp Common
Stk USD0.10 COM 31428X106 738284.99 8,059 8,059 4 8,059
FedEx Corp Common
Stk USD0.10 COM 31428X106 2665851 29,100 29,100 5 29,100
FedEx Corp Common
Stk USD0.10 COM 31428X106 880921.76 9,616 9,616 7 9,616
FEI Company Common
Stock NPV COM 30241L109 1382576 28,900 28,900 1 28,900
Feihe Intl
IncComStockUSD0.001 COM 31429Y103 95760 14,000 14,000 3 14,000
Fifth And Pacific
Cos CS USD1 COM 316645100 7022785 654,500 654,500 1 654,500
Fifth Third Bancorp
CommStkNPV COM 316773100 4937900 368,500 368,500 2 368,500
Fifth Third Bancorp
CommStkNPV COM 316773100 69468856.2 5,184,243 5,184,243 3 5,184,243
Fifth Third Bancorp
CommStkNPV COM 316773100 5105.4 381 381 7 381
FinancialInstit.ComStk
USD0.01 COM 317585404 6752 400 400 2 400
FinancialInstit.ComStk
USD0.01 COM 317585404 642047.68 38,036 38,036 3 38,036
FinishLineClass
'A'CmStkUSD0.01 COM 317923100 28381143 1,357,300 1,357,300 1 1,357,300
FinishLineClass
'A'CmStkUSD0.01 COM 317923100 161007 7,700 7,700 2 7,700
FinishLineClass
'A'CmStkUSD0.01 COM 317923100 127551 6,100 6,100 3 6,100
First Busey
CorpComStkUSD0.001 COM 319383105 17834 3,700 3,700 3 3,700
First Cash Fin Com
Stk USD0.01 COM 31942D107 16068 400 400 3 400
First Community Com
Stock USD1 COM 31983A103 28860 2,000 2,000 2 2,000
First Community Com
Stock USD1 COM 31983A103 154401 10,700 10,700 3 10,700
First Fin.Bancorp
Com Stk NPV COM 320209109 474606 29,700 29,700 3 29,700
First Fin.Corp Com
Stock NPV COM 320218100 11600 400 400 3 400
FirstBancorp Inc
ComStkUSD0.01 COM 31866P102 62900 3,700 3,700 3 3,700
FirstCitizensBancShsA
CmStkUSD1 COM 31946M103 299970 1,800 1,800 3 1,800
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 25680 1,500 1,500 2 1,500
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 20544 1,200 1,200 3 1,200
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 304978 6,200 6,200 2 6,200
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 5864825.32 119,228 119,228 3 119,228
FirstFncl Hldgs
ComStk USD0.01 COM 320239106 51456 4,800 4,800 2 4,800
FirstInterstateBancsy
ACmStkNPV COM 32055Y201 156640 11,000 11,000 3 11,000
FirstMerit Corp
CommonStockNPV COM 337915102 13049504 790,400 790,400 1 790,400
FirstMerit Corp
CommonStockNPV COM 337915102 179959 10,900 10,900 2 10,900
FirstMerit Corp
CommonStockNPV COM 337915102 1976247 119,700 119,700 3 119,700
FirstRepublic Bk
ComStkUSD0.01 COM 33616C100 90720 2,700 2,700 3 2,700
FiveStarQualityCare
CmSkUSD0.01 COM 33832D106 127405 41,500 41,500 2 41,500
FiveStarQualityCare
CmSkUSD0.01 COM 33832D106 358883 116,900 116,900 3 116,900
FleetCor Techno
ComStkUSD0.001 COM 339041105 262800 7,500 7,500 2 7,500
FleetCor Techno
ComStkUSD0.001 COM 339041105 830448 23,700 23,700 3 23,700
Flexsteel Inds Com
Stk USD1 COM 339382103 7912 400 400 3 400
FlextronicsIntl
ComStkUSD0.01 COM Y2573F102 665260 107,300 107,300 3 107,300
FLIR Systems Inc
ComStkUSD0.01 COM 302445101 167700 8,600 8,600 3 8,600
Flowserve Corp Com
Stk USD1.25 COM 34354P105 642600 5,600 5,600 2 5,600
Flowserve Corp Com
Stk USD1.25 COM 34354P105 791775 6,900 6,900 3 6,900
Fluidigm Corp Com
Stk USD0.001 COM 34385P108 5297088 352,200 352,200 1 352,200
Fluor Corp Comm
Stock USD0.01 COM 343412102 4738564.26 96,039 96,039 3 96,039
Flushing Fin Cp
ComStk USD0.01 COM 343873105 58609 4,300 4,300 2 4,300
Flushing Fin Cp
ComStk USD0.01 COM 343873105 106314 7,800 7,800 3 7,800
FomeEcoADR(Rp10Ut)
1B&2D-B&2D-L COM 344419106 20774722.5 232,770 232,770 2 232,770
FomeEcoADR(Rp10Ut)
1B&2D-B&2D-L COM 344419106 58656617.25 657,217 657,217 3 657,217
Fonar Corp CmStk
USD0.0001 COM 344437405 50348 12,280 12,280 2 12,280
Fonar Corp CmStk
USD0.0001 COM 344437405 1286489.8 313,778 313,778 3 313,778
Foot Locker Inc Com
StkUSD0.01 COM 344849104 366960 12,000 12,000 2 12,000
Foot Locker Inc Com
StkUSD0.01 COM 344849104 146784 4,800 4,800 3 4,800
Ford Motor Co Com
Stk USD0.01 COM 345370860 725963 75,700 75,700 2 75,700
Ford Motor Co Com
Stk USD0.01 COM 345370860 2622289.6 273,440 273,440 3 273,440
Forest Labs.Common
USD0.10 COM 345838106 7456369 213,100 213,100 2 213,100
Forest Labs.Common
USD0.10 COM 345838106 60481264.7 1,728,530 1,728,530 3 1,728,530
Forrester Res. Com
Stk USD0.01 COM 346563109 8881478 262,300 262,300 1 262,300
Fossil Inc. Common
Stk USD0.01 COM 349882100 38270 500 500 2 500
Fossil Inc. Common
Stk USD0.01 COM 349882100 425792.02 5,563 5,563 3 5,563
Franco-Nevada Corp
Common NPV COM 351858105 9236948.59 204,531 204,531 3 204,531
FranklinElecCoIncCmStk
USD0.10 COM 353514102 102260 2,000 2,000 2 2,000
FranklinElecCoIncCmStk
USD0.10 COM 353514102 3223951.02 63,054 63,054 3 63,054
FranklinResources
ComStkUSD0.10 COM 354613101 11931868.96 107,504 107,504 1 107,504
FranklinResources
ComStkUSD0.10 COM 354613101 1720345 15,500 15,500 2 15,500
FranklinResources
ComStkUSD0.10 COM 354613101 17667166.22 159,178 159,178 3 159,178
FranklinResources
ComStkUSD0.10 COM 354613101 675929.1 6,090 6,090 4 6,090
FranklinResources
ComStkUSD0.10 COM 354613101 72143.5 650 650 7 650
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 5461421 160,300 160,300 2 160,300
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 59755747.77 1,753,911 1,753,911 3 1,753,911
FrontierCom.
Cls'BComStkUSD0.25 COM 35906A108 84229.36 21,992 21,992 3 21,992
Frst of
LongIslandCmStkUSD0.10 COM 320734106 121674 4,200 4,200 3 4,200
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 895104 25,900 25,900 2 25,900
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 2128896 61,600 61,600 3 61,600
Fuel Tech Inc Comm
Stk USD0.01 COM 359523107 40513.76 8,302 8,302 7 8,302
Fulton Financial
ComStkUSD2.50 COM 360271100 9990 1,000 1,000 3 1,000
FushiCopperweld
ComStkUSD0.006 COM 36113E107 154682 17,800 17,800 2 17,800
FushiCopperweld
ComStkUSD0.006 COM 36113E107 1375131.67 158,243 158,243 3 158,243
FX Energy Inc Com
Stk USD0.001 COM 302695101 4651626.7 781,786 781,786 3 781,786
Gain Cap Hldgs
ComStkUSD.00001 COM 36268W100 67365 13,500 13,500 3 13,500
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 785568 22,400 22,400 2 22,400
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 5330640 152,000 152,000 3 152,000
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 712368 38,800 38,800 2 38,800
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 16652721.96 907,011 907,011 3 907,011
Gannett Co.Com.USD1 COM 364730101 16203 1,100 1,100 3 1,100
Gap Inc (The) Com
Stk USD0.05 COM 364760108 481536 17,600 17,600 2 17,600
Gap Inc (The) Com
Stk USD0.05 COM 364760108 18065808 660,300 660,300 3 660,300
GarminLimited
ComStockUSD0.005 COM H2906T109 53606 1,400 1,400 3 1,400
Gartner Common
Stock USD0.0005 COM 366651107 28830585 669,700 669,700 1 669,700
GastarExplorationComNPV
(USLst) COM 367299203 1899716.37 984,309 984,309 3 984,309
GblGeophysicalSvcs
CmStkUSD0.01 COM 37946S107 31212 5,100 5,100 2 5,100
GblGeophysicalSvcs
CmStkUSD0.01 COM 37946S107 50796 8,300 8,300 3 8,300
Gen.Electric Com
Stock USD0.06 COM 369604103 8087774.76 388,089 388,089 2 388,089
Gen.Electric Com
Stock USD0.06 COM 369604103 50557214.8 2,425,970 2,425,970 3 2,425,970
Gen.Electric Com
Stock USD0.06 COM 369604103 2574281.84 123,526 123,526 7 123,526
Gen.Mills Inc Comm
Stk USD0.10 COM 370334104 4974550.5 129,075 129,075 2 129,075
Gen.Mills Inc Comm
Stk USD0.10 COM 370334104 17002499.1 441,165 441,165 3 441,165
Gen.Mills Inc Comm
Stk USD0.10 COM 370334104 1541522.92 39,998 39,998 7 39,998
General Dynamics
Corp Com USD1 COM 369550108 9783780.84 148,329 148,329 2 148,329
General Dynamics
Corp Com USD1 COM 369550108 92385422.88 1,400,628 1,400,628 3 1,400,628
General Motors Co
CS USD0.01 COM 37045V100 69020 3,500 3,500 3 3,500
Genesee&Wyoming
'A'CmStkUSD0.01 COM 371559105 11846728 224,200 224,200 1 224,200
Genpact Limited
ComStk USD0.01 COM G3922B107 10094410 607,000 607,000 1 607,000
Gen-Probe Inc
ComStk USD0.0001 COM 36866T103 419220 5,100 5,100 3 5,100
Gentex Corp Common
Stk USD0.06 COM 371901109 10414130 499,000 499,000 1 499,000
Gentex Corp Common
Stk USD0.06 COM 371901109 7617.55 365 365 3 365
Genuine Parts
Co.Com.USD1 COM 372460105 771200 12,800 12,800 2 12,800
Genuine Parts
Co.Com.USD1 COM 372460105 5386350 89,400 89,400 3 89,400
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 198100 35,000 35,000 2 35,000
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 2910762.54 514,269 514,269 3 514,269
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 21383887.08 2,441,083 2,441,083 2 2,441,083
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 112227504.8 12,811,359 12,811,359 3 12,811,359
Getty Realty Corp
REIT USD0.01 COM 374297109 178095 9,300 9,300 2 9,300
Getty Realty Corp
REIT USD0.01 COM 374297109 183303.8 9,572 9,572 3 9,572
Gilead Sciences
ComStkUSD0.001 COM 375558103 19515014.24 380,558 380,558 1 380,558
Gilead Sciences
ComStkUSD0.001 COM 375558103 9981805.84 194,653 194,653 2 194,653
Gilead Sciences
ComStkUSD0.001 COM 375558103 152506822.6 2,974,002 2,974,002 3 2,974,002
Gilead Sciences
ComStkUSD0.001 COM 375558103 2282113.84 44,503 44,503 4 44,503
Gilead Sciences
ComStkUSD0.001 COM 375558103 1266616 24,700 24,700 5 24,700
Gilead Sciences
ComStkUSD0.001 COM 375558103 411675.84 8,028 8,028 7 8,028
Glatfelter
CommonStock USD0.01 COM 377316104 155515 9,500 9,500 3 9,500
GlaxoSmithKlineADR
(EchCnv2Ord) COM 37733W105 101529.96 2,228 2,228 2 2,228
GlbSpecialtyMetals
CSUSD0.0001 COM 37954N206 119527 8,900 8,900 3 8,900
Global Payments
ComStkUSD0.001 COM 37940X102 890538 20,600 20,600 2 20,600
Global Payments
ComStkUSD0.001 COM 37940X102 6908154 159,800 159,800 3 159,800
Global Sources Ltd
CS USD0.01 COM G39300101 9900 1,500 1,500 2 1,500
Global Sources Ltd
CS USD0.01 COM G39300101 137940 20,900 20,900 3 20,900
Globecomm Systems
CS USD0.001 COM 37956X103 42588 4,200 4,200 2 4,200
Globecomm Systems
CS USD0.001 COM 37956X103 164268 16,200 16,200 3 16,200
Goldcorp Inc Com
NPV(US List.) COM 380956409 23787952.1 632,995 632,995 3 632,995
GoldFields
SponADR(EchRep1Ord) COM 38059T106 94794 7,400 7,400 3 7,400
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 5447052.78 56,823 56,823 2 56,823
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 63656120.58 664,053 664,053 3 664,053
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 1476244 15,400 15,400 5 15,400
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 598262.26 6,241 6,241 7 6,241
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 39859510.05 68,715 68,715 1 68,715
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 10031730.58 17,294 17,294 2 17,294
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 140629850.5 242,436 242,436 3 242,436
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 3631818.27 6,261 6,261 4 6,261
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 3596434 6,200 6,200 5 6,200
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 1699605.1 2,930 2,930 7 2,930
GordmansStores
ComStk USD0.001 COM 38269P100 217800 13,200 13,200 3 13,200
GpoTelevisaADR
(Rep20OrdPtgCts) COM 40049J206 12399716.64 577,268 577,268 3 577,268
Graco Inc Common
Stock USD1 COM 384109104 677376 14,700 14,700 2 14,700
Graco Inc Common
Stock USD1 COM 384109104 4801536 104,200 104,200 3 104,200
GRAFTECH
INTERNATIONAL LTD COM 384313102 8356900 866,000 866,000 1 866,000
Grainger (W.W)
Com.USD0.50 COM 384802104 943195.68 4,932 4,932 2 4,932
Grainger (W.W)
Com.USD0.50 COM 384802104 3537940 18,500 18,500 3 18,500
GrandCanyonEducInc
ComStUSD0.01 COM 38526M106 43974 2,100 2,100 2 2,100
GrandCanyonEducInc
ComStUSD0.01 COM 38526M106 843882 40,300 40,300 3 40,300
GranTierra Engy
ComStkUSD0.001 COM 38500T101 75123 15,300 15,300 2 15,300
GranTierra Engy
ComStkUSD0.001 COM 38500T101 6456826.76 1,315,036 1,315,036 3 1,315,036
Great Northern
IronOreProp.NPV COM 391064102 120912 1,600 1,600 2 1,600
Great Northern
IronOreProp.NPV COM 391064102 944625 12,500 12,500 3 12,500
Great Southern Com
Stk USD0.01 COM 390905107 49644 1,800 1,800 2 1,800
Great Southern Com
Stk USD0.01 COM 390905107 607090.96 22,012 22,012 3 22,012
Greenhill&Co Inc
CmStk USD0.01 COM 395259104 74865 2,100 2,100 3 2,100
GreenMtnCoffee Com
Stk USD0.10 COM 393122106 148104 6,800 6,800 2 6,800
GreenMtnCoffee Com
Stk USD0.10 COM 393122106 1962378 90,100 90,100 3 90,100
GreenPlainsRenewable
CSUSD0.001 COM 393222104 99840 16,000 16,000 2 16,000
GreenPlainsRenewable
CSUSD0.001 COM 393222104 480480 77,000 77,000 3 77,000
Grifols
SpnADR(EchRp0.5 B
Ord) COM 398438309 123264 12,840 12,840 3 12,840
Grp 1 Automotive
CmStk USD0.01 COM 398905109 14280491 313,100 313,100 1 313,100
GrupoAero.del
SurADSRep10'B'NPV COM 40051E202 46842 600 600 2 600
GrupoAero.del
SurADSRep10'B'NPV COM 40051E202 12482924.58 159,894 159,894 3 159,894
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 504240 95,500 95,500 2 95,500
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 10377312 1,965,400 1,965,400 3 1,965,400
Guess? Inc
CommonStock USD0.01 COM 401617105 2037827 67,100 67,100 2 67,100
Guess? Inc
CommonStock USD0.01 COM 401617105 18635032 613,600 613,600 3 613,600
Hackett Group
Com.Stk USD0.001 COM 404609109 61270 11,000 11,000 2 11,000
Hackett Group
Com.Stk USD0.001 COM 404609109 65169 11,700 11,700 3 11,700
Haemonetics Corp
CmStk USD0.01 COM 405024100 29347560 396,000 396,000 1 396,000
Haemonetics Corp
CmStk USD0.01 COM 405024100 51877 700 700 3 700
Halliburton Co Com
Stk USD2.50 COM 406216101 3018907.43 106,337 106,337 2 106,337
Halliburton Co Com
Stk USD2.50 COM 406216101 60734301.15 2,139,285 2,139,285 3 2,139,285
Halliburton Co Com
Stk USD2.50 COM 406216101 671281.55 23,645 23,645 4 23,645
Halliburton Co Com
Stk USD2.50 COM 406216101 667165 23,500 23,500 5 23,500
Halliburton Co Com
Stk USD2.50 COM 406216101 166478.96 5,864 5,864 7 5,864
Hanesbrands Inc
ComStk USD0.01 COM 410345102 2190.67 79 79 7 79
Hanger Inc
CommonStock USD0.01 COM 41043F208 33332 1,300 1,300 3 1,300
Hanmi Fin Corp
ComStk USD0.001 COM 410495204 22008 2,100 2,100 2 2,100
Hanmi Fin Corp
ComStk USD0.001 COM 410495204 107944 10,300 10,300 3 10,300
Harman IntIndInc Cm
Sk USD0.01 COM 413086109 31208760 788,100 788,100 1 788,100
Harris
Corp.Com.USD1 COM 413875105 1542883.95 36,867 36,867 2 36,867
Harris
Corp.Com.USD1 COM 413875105 21057078.6 503,156 503,156 3 503,156
HarrisTeeterSupermkt
CmStk NPV COM 414585109 43359222 1,057,800 1,057,800 1 1,057,800
HarrisTeeterSupermkt
CmStk NPV COM 414585109 1229700 30,000 30,000 3 30,000
HartfordFinancialServ
CmStkUSD1 COM 416515104 562397 31,900 31,900 2 31,900
HartfordFinancialServ
CmStkUSD1 COM 416515104 8051039.21 456,667 456,667 3 456,667
Harvard Bioscience
CS USD0.01 COM 416906105 3016 800 800 3 800
Hasbro Inc. Com Stk
USD0.50 COM 418056107 54192 1,600 1,600 3 1,600
Hatteras Fin Cp
REIT USD0.001 COM 41902R103 331760 11,600 11,600 2 11,600
Hatteras Fin Cp
REIT USD0.001 COM 41902R103 1727440 60,400 60,400 3 60,400
HawaiianHldgsInc
CmStk USD0.01 COM 419879101 10429671 1,602,100 1,602,100 1 1,602,100
Hawkins Inc Com Stk
USD0.05 COM 420261109 99268 2,600 2,600 3 2,600
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 1222525.25 40,175 40,175 3 40,175
HCC Insurance Hldg
ComStk USD1 COM 404132102 18096542.2 576,323 576,323 1 576,323
HCC Insurance Hldg
ComStk USD1 COM 404132102 1347060 42,900 42,900 2 42,900
HCC Insurance Hldg
ComStk USD1 COM 404132102 22102460 703,900 703,900 3 703,900
HCP Incorporated
REIT USD1 COM 40414L109 1320085 29,900 29,900 2 29,900
HCP Incorporated
REIT USD1 COM 40414L109 18913860 428,400 428,400 3 428,400
HDFC Bank ADR(Each
Rep 3 Ord) COM 40415F101 16554149.6 507,796 507,796 2 507,796
HDFC Bank ADR(Each
Rep 3 Ord) COM 40415F101 64469792.6 1,977,601 1,977,601 3 1,977,601
HDFC Bank ADR(Each
Rep 3 Ord) COM 40415F101 911496 27,960 27,960 4 27,960
HDFC Bank ADR(Each
Rep 3 Ord) COM 40415F101 273840 8,400 8,400 6 8,400
Health Care REIT
IncComStkUSD1 COM 42217K106 23063130.2 395,594 395,594 1 395,594
Health Care REIT
IncComStkUSD1 COM 42217K106 21734240 372,800 372,800 3 372,800
Healthcare Serv.
ComStkUSD0.01 COM 421906108 8848908 456,600 456,600 1 456,600
Healthcare Serv.
ComStkUSD0.01 COM 421906108 290700 15,000 15,000 2 15,000
Healthcare Serv.
ComStkUSD0.01 COM 421906108 2432190 125,500 125,500 3 125,500
Healthsouth Corp
ComStkUSD0.01 COM 421924309 18098606 778,100 778,100 1 778,100
Heartland Fin USA
Com Stk USD1 COM 42234Q102 7200 300 300 3 300
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 2494138.7 45,865 45,865 2 45,865
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 14671071.44 269,788 269,788 3 269,788
HelixEnergySol.Grp
Com Stk NPV COM 42330P107 10925778 665,800 665,800 1 665,800
HelixEnergySol.Grp
Com Stk NPV COM 42330P107 313431 19,100 19,100 3 19,100
Helmerich &
PayneComStkUSD0.10 COM 423452101 1560932 35,900 35,900 2 35,900
Helmerich &
PayneComStkUSD0.10 COM 423452101 11943782.08 274,696 274,696 3 274,696
Henry Schein Inc
Com Stk NPV COM 806407102 24887609.2 317,080 317,080 1 317,080
Henry Schein Inc
Com Stk NPV COM 806407102 455242 5,800 5,800 3 5,800
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 676592 19,600 19,600 2 19,600
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 925136 26,800 26,800 3 26,800
Herbalife Limited
USD0.002 COM G4412G101 763614 15,800 15,800 2 15,800
Herbalife Limited
USD0.002 COM G4412G101 4228778.34 87,498 87,498 3 87,498
Hershey Company
CommonStk USD1 COM 427866108 151263 2,100 2,100 3 2,100
Hess Corporation
Com Stk USD1 COM 42809H107 1807867.6 41,608 41,608 3 41,608
Hewlett-Packard
ComStk USD0.01 COM 428236103 2803997.63 139,433 139,433 2 139,433
Hewlett-Packard
ComStk USD0.01 COM 428236103 53348934.16 2,652,856 2,652,856 3 2,652,856
Hewlett-Packard
ComStk USD0.01 COM 428236103 58319 2,900 2,900 7 2,900
Hexcel Corp Common
Stk USD0.01 COM 428291108 18228372 706,800 706,800 1 706,800
Hexcel Corp Common
Stk USD0.01 COM 428291108 3746410.14 145,266 145,266 3 145,266
HFF Inc Cls A Com
Stk USD0.01 COM 40418F108 204918 14,700 14,700 3 14,700
hhgregg Inc Com Stk
USD0.0001 COM 42833L108 209235 18,500 18,500 2 18,500
hhgregg Inc Com Stk
USD0.0001 COM 42833L108 4563585 403,500 403,500 3 403,500
HickoryTech Corp
Com Stk NPV COM 429060106 16665 1,500 1,500 2 1,500
HickoryTech Corp
Com Stk NPV COM 429060106 596451.46 53,686 53,686 3 53,686
HighwoodsPropert.
REIT USD0.01 COM 431284108 14657940 435,600 435,600 3 435,600
Hillenbrand Inc
Common Stk NPV COM 431571108 158068 8,600 8,600 2 8,600
Hillenbrand Inc
Common Stk NPV COM 431571108 2880146 156,700 156,700 3 156,700
HimaxTechno.ADR
(EchRep1OrdNPV) COM 43289P106 10500 5,600 5,600 3 5,600
HI-TECH PHARMACAL
CO INC COM 42840B101 712800 22,000 22,000 2 22,000
HI-TECH PHARMACAL
CO INC COM 42840B101 10766520 332,300 332,300 3 332,300
HittiteMicrowave
CmStk USD0.01 COM 43365Y104 10653408 208,400 208,400 1 208,400
HMS Hldgs Corp Com
Stk USD0.01 COM 40425J101 12697772 381,200 381,200 1 381,200
HollyfrontierCorp
ComStkUSD0.01 COM 436106108 4442922 125,400 125,400 2 125,400
HollyfrontierCorp
ComStkUSD0.01 COM 436106108 60997705.2 1,721,640 1,721,640 3 1,721,640
HollysysAutoTechLtd
USD0.0001 COM G45667105 25682688 3,014,400 3,014,400 4 3,014,400
HollysysAutoTechLtd
USD0.0001 COM G45667105 3210336 376,800 376,800 6 376,800
Home Bancshares
ComStk USD0.01 COM 436893200 113146 3,700 3,700 3 3,700
Home Depot Common
USD0.05 COM 437076102 25592951.23 482,977 482,977 1 482,977
Home Depot Common
USD0.05 COM 437076102 5799755.5 109,450 109,450 2 109,450
Home Depot Common
USD0.05 COM 437076102 95100358.15 1,794,685 1,794,685 3 1,794,685
Home Depot Common
USD0.05 COM 437076102 2545374.65 48,035 48,035 4 48,035
Home Depot Common
USD0.05 COM 437076102 1748670 33,000 33,000 5 33,000
Home Depot Common
USD0.05 COM 437076102 550195.17 10,383 10,383 7 10,383
Home Inns&HotelsADR
(Rp2OrdShs) COM 43713W107 9693948 427,800 427,800 1 427,800
Home Inns&HotelsADR
(Rp2OrdShs) COM 43713W107 5316036 234,600 234,600 4 234,600
HomeInnsHTL Mgt
CONB2%15/12/15 COM 43713WAB3 567045501 7,127,000 7,127,000 6 7,127,000
Homeowners Choice
Comm Stk NPV COM 43741E103 604929.6 34,371 34,371 3 34,371
HondaMotorADR
(ConvInto1OrdNPV) COM 438128308 96112.18 2,773 2,773 2 2,773
Honeywell Intl Inc
ComStk USD1 COM 438516106 999033.44 17,891 17,891 2 17,891
Honeywell Intl Inc
ComStk USD1 COM 438516106 5839970.56 104,584 104,584 3 104,584
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 503424 28,800 28,800 2 28,800
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 11307305.08 646,871 646,871 3 646,871
Hormel Foods Com
Stk USD0.0586 COM 440452100 4566832.92 150,126 150,126 2 150,126
Hormel Foods Com
Stk USD0.0586 COM 440452100 31907538 1,048,900 1,048,900 3 1,048,900
HospiraInc
CommonStock USD0.01 COM 441060100 20533.26 587 587 7 587
HospitalityProTst
REIT USD0.01 COM 44106M102 9005752.75 363,575 363,575 3 363,575
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 98498.16 2,232 2,232 2 2,232
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 10370.55 235 235 7 235
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 1808208 23,200 23,200 2 23,200
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 25977402 333,300 333,300 3 333,300
HudBay Minerals Inc
Com NPV COM 443628102 159394.7717 20,700 20,700 3 20,700
Hudson Valley Hldg
CS USD0.20 COM 444172100 92310 5,100 5,100 3 5,100
HudsonCityBancp
ComStk USD0.01 COM 443683107 3123211 490,300 490,300 2 490,300
HudsonCityBancp
ComStk USD0.01 COM 443683107 36362960.27 5,708,471 5,708,471 3 5,708,471
HudsonPacificProp
REIT USD0.01 COM 444097109 6093500 350,000 350,000 1 350,000
Humana Inc Com Stk
USD0.166 COM 444859102 5172992 66,800 66,800 2 66,800
Humana Inc Com Stk
USD0.166 COM 444859102 64303078.4 830,360 830,360 3 830,360
Huntington
BancsharesComStkNPV COM 446150104 19807360 3,094,900 3,094,900 1 3,094,900
Huntington
BancsharesComStkNPV COM 446150104 3753600 586,500 586,500 2 586,500
Huntington
BancsharesComStkNPV COM 446150104 47270291.2 7,385,983 7,385,983 3 7,385,983
Huntington Ingalls
CS USD0.01 COM 446413106 14727.84 366 366 2 366
Huntington Ingalls
CS USD0.01 COM 446413106 1474353.36 36,639 36,639 3 36,639
IAM Gold Corp Com
Stk NPV COM 450913108 1214097.798 102,800 102,800 2 102,800
IAM Gold Corp Com
Stk NPV COM 450913108 10622186.51 899,401 899,401 3 899,401
Icahn Enterprises
LP NPV COM 451100101 82600 2,065 2,065 3 2,065
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 14860827.66 458,526 458,526 2 458,526
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 44591006.81 1,375,841 1,375,841 3 1,375,841
Iconix Brand Grp
CmStkUSD0.001 COM 451055107 213134 12,200 12,200 2 12,200
Iconix Brand Grp
CmStkUSD0.001 COM 451055107 2636223 150,900 150,900 3 150,900
ICU Medical ComStk
USD0.10 COM 44930G107 176154 3,300 3,300 2 3,300
ICU Medical ComStk
USD0.10 COM 44930G107 507110 9,500 9,500 3 9,500
IDACORP Inc Common
Stock NPV COM 451107106 26796544 636,800 636,800 1 636,800
Idex Corp Common
Stock USD0.01 COM 45167R104 62581415.5 1,605,475 1,605,475 1 1,605,475
Idex Corp Common
Stock USD0.01 COM 45167R104 918368.8 23,560 23,560 4 23,560
Illinois Tool Works
Common NPV COM 452308109 3348095.67 63,303 63,303 2 63,303
Illinois Tool Works
Common NPV COM 452308109 13706496.39 259,151 259,151 3 259,151
Illinois Tool Works
Common NPV COM 452308109 1597119.33 30,197 30,197 7 30,197
Imperial Oil Common
NPV COM 453038408 1520781.971 36,402 36,402 3 36,402
Infinity Prop.&Cas.
ComStk NPV COM 45665Q103 9088792 157,600 157,600 1 157,600
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 5956932 132,200 132,200 2 132,200
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 35103181.92 779,032 779,032 3 779,032
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 674998.8 14,980 14,980 4 14,980
ING GroepSpADR
(Rep1OrdEUR0.24) COM 456837103 51883.56 7,767 7,767 2 7,767
Ingersoll-Rand PLC
ComStk USD1 COM G47791101 1678764 39,800 39,800 3 39,800
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 30457 1,900 1,900 2 1,900
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 1839394.41 114,747 114,747 3 114,747
Ingredion Inc
CommStockUSD0.01 COM 457187102 54472 1,100 1,100 2 1,100
Ingredion Inc
CommStockUSD0.01 COM 457187102 222840 4,500 4,500 3 4,500
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 33802602 598,700 598,700 1 598,700
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 225840 4,000 4,000 2 4,000
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 807378 14,300 14,300 3 14,300
Insperity Inc
ComStock USD0.01 COM 45778Q107 127135 4,700 4,700 2 4,700
Insperity Inc
ComStock USD0.01 COM 45778Q107 83855 3,100 3,100 3 3,100
IntegratedDevTech
ComStUSD0.001 COM 458118106 30208427.3 5,375,165 5,375,165 1 5,375,165
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 161440 16,000 16,000 2 16,000
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 2534608 251,200 251,200 3 251,200
Intel Cp.Common Stk
USD0.001 COM 458140100 13144073.15 493,211 493,211 2 493,211
Intel Cp.Common Stk
USD0.001 COM 458140100 117659803.3 4,415,002 4,415,002 3 4,415,002
Intel Cp.Common Stk
USD0.001 COM 458140100 5526250.6 207,364 207,364 7 207,364
Inter.BrksGrp
'A'CmStk USD0.01 COM 45841N107 446016 30,300 30,300 2 30,300
Inter.BrksGrp
'A'CmStk USD0.01 COM 45841N107 4112768 279,400 279,400 3 279,400
InterParfumsIncComStk
USD0.001 COM 458334109 34540 2,000 2,000 3 2,000
Interpublic Group
Com.USD0.10 COM 460690100 11036620 1,017,200 1,017,200 1 1,017,200
IntersectionsInc
CmStk USD0.01 COM 460981301 171180 10,800 10,800 2 10,800
IntersectionsInc
CmStk USD0.01 COM 460981301 2846660 179,600 179,600 3 179,600
IntervalLeisureGrp
CmStkUSD0.01 COM 46113M108 20911 1,100 1,100 3 1,100
Intervest Bancshs
Com Stk USD1 COM 460927106 8043 2,100 2,100 3 2,100
Intl Bancshares Cp
ComStk USD1 COM 459044103 513376 26,300 26,300 3 26,300
Intl Shipholding Cp
ComStkUSD1 COM 460321201 1762787.62 93,467 93,467 3 93,467
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 50241763.88 256,886 256,886 1 256,886
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 15682191.14 80,183 80,183 2 80,183
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 110161804.1 563,257 563,257 3 563,257
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 3925290.6 20,070 20,070 4 20,070
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 156464 800 800 7 800
Intl.Paper
Co.Com.USD1 COM 460146103 500143 17,300 17,300 2 17,300
Intl.Paper
Co.Com.USD1 COM 460146103 9433737.74 326,314 326,314 3 326,314
INTREPID POTASH INC
COMMON STO COM 46121Y102 487064 21,400 21,400 2 21,400
INTREPID POTASH INC
COMMON STO COM 46121Y102 3398068 149,300 149,300 3 149,300
Intuit Inc Com
Stock USD0.01 COM 461202103 23740 400 400 2 400
Intuit Inc Com
Stock USD0.01 COM 461202103 771550 13,000 13,000 3 13,000
IntuitiveSurg.
ComStk USD0.001 COM 46120E602 110758 200 200 2 200
IntuitiveSurg.
ComStk USD0.001 COM 46120E602 166137 300 300 3 300
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 6381971.54 347,981 347,981 1 347,981
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 344792 18,800 18,800 2 18,800
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 1654268 90,200 90,200 3 90,200
Ishares FTSE China
25 Index Fd COM 464287184 25248.75 750 750 7 750
iShares iBoxx $
InvGradeCpBdFd COM 464287242 64852413.67 551,513 551,513 2 551,513
iShares iBoxx $
InvGradeCpBdFd COM 464287242 457765170.3 3,892,892 3,892,892 3 3,892,892
Ishares Inc MSCI
Brazil Idx Fd COM 464286400 140093.45 2,710 2,710 3 2,710
Ishares MSCI Japan
Idx Fd ETF COM 464286848 2032560 216,000 216,000 3 216,000
Ishares MSCI
MalaysiaFreeIdxFd COM 464286830 434236.1 30,430 30,430 4 30,430
ISHARES S&P GLOBAL
INFRASTR COM 464288372 443178 13,050 13,050 7 13,050
iShares Trust JPM
USD EM Bd Fd COM 464288281 8252153.76 71,933 71,933 2 71,933
iShares Trust JPM
USD EM Bd Fd COM 464288281 18701654.4 163,020 163,020 3 163,020
Ishares Trust S&P
500 Index Fd COM 464287200 267609767.3 1,956,927 1,956,927 2 1,956,927
Ishares Trust S&P
500 Index Fd COM 464287200 140626452.3 1,028,347 1,028,347 3 1,028,347
Ishares Trust S&P
500 Index Fd COM 464287200 1539805 11,260 11,260 7 11,260
Ishares Tst Comex
Gold ETF USD COM 464285105 108138701.3 6,949,788 6,949,788 2 6,949,788
Ishares Tst Comex
Gold ETF USD COM 464285105 43248257.56 2,779,451 2,779,451 3 2,779,451
Ishares Tst MSCI
EAFE Index Fd COM 464287465 9667509.8 193,505 193,505 3 193,505
Ishares Tst MSCI
EmgMkts IdxFd COM 464287234 232266.225 5,935 5,935 7 5,935
Ishares Tst
RussellMidcapIdxFd COM 464287499 4751736 45,100 45,100 1 45,100
iShares Tst S&P Glb
100 Idx Fd COM 464287572 64801 1,100 1,100 7 1,100
IsharesMSCI
PacificExJpnIdxETF COM 464286665 19967.5 490 490 7 490
IsharesMSCI
ThailandInvestable COM 464286624 37361.46 541 541 4 541
IsharesTst
Russell2000IdxFdETF COM 464287655 13509288 169,800 169,800 1 169,800
IsharesTst
S&PMidcap400IndexFd COM 464287507 499101 5,300 5,300 7 5,300
IsharesTstS&PGlobal
EnSectIdxFd COM 464287341 36270 1,000 1,000 7 1,000
iShs Tst DJ US Real
Est Idx Fd COM 464287739 53073786.14 830,121 830,121 2 830,121
iShsMSCI
AllCountryAsia
ex-Jap COM 464288182 333231.74 6,334 6,334 3 6,334
iShsTst DJ US Fin
Svcs Idx Fd COM 464287770 179643.2 3,460 3,460 7 3,460
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 65501924.16 4,705,598 4,705,598 2 4,705,598
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 270500678.4 19,432,520 19,432,520 3 19,432,520
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 91412.64 6,567 6,567 7 6,567
Itron Incorporated
Com Stk NPV COM 465741106 11938980 289,500 289,500 1 289,500
ITT Educat.Svs Com
Stk USD0.01 COM 45068B109 2089800 34,400 34,400 2 34,400
ITT Educat.Svs Com
Stk USD0.01 COM 45068B109 25319385 416,780 416,780 3 416,780
IturanLocationCntrl
ILS0.33333 COM M6158M104 8971.785102 819 819 2 819
IturanLocationCntrl
ILS0.33333 COM M6158M104 36018.59514 3,288 3,288 3 3,288
IXYS Corp Common
Stock USD0.01 COM 46600W106 196064 17,600 17,600 2 17,600
IXYS Corp Common
Stock USD0.01 COM 46600W106 741924 66,600 66,600 3 66,600
J&J Snack Foods
Corp CmStk NPV COM 466032109 218670 3,700 3,700 3 3,700
J2 Global Inc Com
Stk USD0.01 COM 48123V102 2097748 79,400 79,400 2 79,400
J2 Global Inc Com
Stk USD0.01 COM 48123V102 23981434 907,700 907,700 3 907,700
Jabil Circuit Com
Stk USD0.001 COM 466313103 654626 32,200 32,200 2 32,200
Jabil Circuit Com
Stk USD0.001 COM 466313103 3763083 185,100 185,100 3 185,100
James River Coal
ComStkUSD0.01 COM 470355207 38753 14,300 14,300 2 14,300
James River Coal
ComStkUSD0.01 COM 470355207 232789 85,900 85,900 3 85,900
Janus CapitalGrp
ComStkUSD0.01 COM 47102X105 21896 2,800 2,800 3 2,800
JB Hunt Transp.Com
Stk USD0.01 COM 445658107 202640 3,400 3,400 3 3,400
JDA SoftwareGrp
ComStk USD0.01 COM 46612K108 290962 9,800 9,800 2 9,800
JDA SoftwareGrp
ComStk USD0.01 COM 46612K108 1344957 45,300 45,300 3 45,300
JDS Uniphase
ComStock USD0.001 COM 46612J507 6301900 572,900 572,900 1 572,900
JefferiesGroup
COMstkUSD0.0001 COM 472319102 119508 9,200 9,200 2 9,200
JefferiesGroup
COMstkUSD0.0001 COM 472319102 94827 7,300 7,300 3 7,300
John BeanTech CpCom
StkUSD0.01 COM 477839104 123487 9,100 9,100 2 9,100
John BeanTech CpCom
StkUSD0.01 COM 477839104 29854 2,200 2,200 3 2,200
Johnson and Johnson
Com.USD1 COM 478160104 15611832.36 231,081 231,081 2 231,081
Johnson and Johnson
Com.USD1 COM 478160104 116474183.2 1,724,011 1,724,011 3 1,724,011
Johnson and Johnson
Com.USD1 COM 478160104 3682965.84 54,514 54,514 7 54,514
JohnsonControls
CmStkUSD0.01388 COM 478366107 30481 1,100 1,100 2 1,100
JohnsonControls
CmStkUSD0.01388 COM 478366107 1315615.38 47,478 47,478 3 47,478
Jones Grp Inc Com
Stk USD0.01 COM 48020T101 51624 5,400 5,400 3 5,400
JosABankClothiers
ComStkUSD0.01 COM 480838101 208054 4,900 4,900 2 4,900
JosABankClothiers
ComStkUSD0.01 COM 480838101 4340898.1 102,235 102,235 3 102,235
Joy Global Inc
Common Stk USD1 COM 481165108 1321809 23,300 23,300 2 23,300
Joy Global Inc
Common Stk USD1 COM 481165108 14914317 262,900 262,900 3 262,900
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 36091909.17 1,010,129 1,010,129 1 1,010,129
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 12823997.22 358,914 358,914 2 358,914
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 173965832.7 4,868,901 4,868,901 3 4,868,901
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 2932504.02 82,074 82,074 4 82,074
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 2451078 68,600 68,600 5 68,600
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 913008.69 25,553 25,553 7 25,553
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 20455072.33 1,254,143 1,254,143 1 1,254,143
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 168188.72 10,312 10,312 3 10,312
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 1052810.5 64,550 64,550 4 64,550
Kaiser Aluminum
ComStk USD0.01 COM 483007704 16396992 316,300 316,300 1 316,300
Kaman Corporation
Com Stk USD1 COM 483548103 114478 3,700 3,700 2 3,700
Kaman Corporation
Com Stk USD1 COM 483548103 6188 200 200 3 200
KansasCitySouth.
ComStkUSD0.01 COM 485170302 21203557.44 304,824 304,824 1 304,824
KapStone Paper
ComStkUSD0.0001 COM 48562P103 11424680 720,800 720,800 1 720,800
KapStone Paper
ComStkUSD0.0001 COM 48562P103 1922605 121,300 121,300 3 121,300
KB Fin.Grp
ADR(Rep1OrdKRW5000) COM 48241A105 408625 12,500 12,500 4 12,500
Kellogg Co Common
USD0.25 COM 487836108 11839.2 240 240 7 240
Kemet Corp Common
StockUSD0.01 COM 488360207 182103 30,300 30,300 2 30,300
Kemet Corp Common
StockUSD0.01 COM 488360207 2892613 481,300 481,300 3 481,300
Kenexa Corp Common
Stk USD0.01 COM 488879107 19151091 659,700 659,700 1 659,700
Kennametal Inc Cap
Stk USD1.25 COM 489170100 5579145 168,300 168,300 1 168,300
Kennametal Inc Cap
Stk USD1.25 COM 489170100 1607775 48,500 48,500 3 48,500
Keycorp Common Stk
USD1 COM 493267108 3726810 481,500 481,500 2 481,500
Keycorp Common Stk
USD1 COM 493267108 40899878.28 5,284,222 5,284,222 3 5,284,222
Keynote Systems
ComStkUSD0.001 COM 493308100 102465 6,900 6,900 2 6,900
Keynote Systems
ComStkUSD0.001 COM 493308100 286605 19,300 19,300 3 19,300
Kilroy RealtyCorp
REIT USD0.01 COM 49427F108 13085223 270,300 270,300 3 270,300
Kimberly-Clark
Common USD1.25 COM 494368103 4589088.14 54,782 54,782 2 54,782
Kimberly-Clark
Common USD1.25 COM 494368103 47152792.68 562,884 562,884 3 562,884
Kimberly-Clark
Common USD1.25 COM 494368103 619898 7,400 7,400 7 7,400
Kimco Realty Corp
REIT USD0.01 COM 49446R109 15876729 834,300 834,300 3 834,300
Kindred Health Com
Stk USD0.25 COM 494580103 8847 900 900 3 900
Kirklands Inc
Common Stock NPV COM 497498105 14625 1,300 1,300 3 1,300
KKR And Company LP
Com Stk NPV COM 48248M102 6162709 478,100 478,100 1 478,100
KKR And Company LP
Com Stk NPV COM 48248M102 1397817.38 108,442 108,442 3 108,442
KKR Finan.Holdings
LLC USD0.01 COM 48248A306 218112 25,600 25,600 3 25,600
KLA-TencorCorp
ComStk USD0.001 COM 482480100 4944700 100,400 100,400 2 100,400
KLA-TencorCorp
ComStk USD0.001 COM 482480100 60917423.5 1,236,902 1,236,902 3 1,236,902
KnightCapital
'A'ComStkUSD0.01 COM 499005106 15522 1,300 1,300 3 1,300
Knology Inc Comm
Stock USD0.01 COM 499183804 3934 200 200 3 200
Kohls Corp Com Stk
USD0.01 COM 500255104 1128152 24,800 24,800 2 24,800
Kohls Corp Com Stk
USD0.01 COM 500255104 25368726.73 557,677 557,677 3 557,677
Koppers Holdings
CmStk USD0.01 COM 50060P106 122400 3,600 3,600 2 3,600
Koppers Holdings
CmStk USD0.01 COM 50060P106 78200 2,300 2,300 3 2,300
Kraft Foods Cls A
Com Stk NPV COM 50075N104 43443213.18 1,124,889 1,124,889 1 1,124,889
Kraft Foods Cls A
Com Stk NPV COM 50075N104 8151909.6 211,080 211,080 2 211,080
Kraft Foods Cls A
Com Stk NPV COM 50075N104 121918744.2 3,156,881 3,156,881 3 3,156,881
Kraft Foods Cls A
Com Stk NPV COM 50075N104 3190205.1 82,605 82,605 4 82,605
Kraft Foods Cls A
Com Stk NPV COM 50075N104 1950310 50,500 50,500 5 50,500
Kraft Foods Cls A
Com Stk NPV COM 50075N104 1851056.6 47,930 47,930 7 47,930
Kraton Perf.Poly
CmStk USD0.01 COM 50077C106 54775 2,500 2,500 2 2,500
Kroger Co.Com.USD1 COM 501044101 204072 8,800 8,800 2 8,800
Kroger Co.Com.USD1 COM 501044101 108993 4,700 4,700 3 4,700
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 1177934 74,600 74,600 2 74,600
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 13760985 871,500 871,500 3 871,500
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 1597495.08 121,206 121,206 3 121,206
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 584137.6 44,320 44,320 4 44,320
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 3618700.8 274,560 274,560 6 274,560
Kulicke & Soffa Com
NPV COM 501242101 551256 61,800 61,800 2 61,800
Kulicke & Soffa Com
NPV COM 501242101 9450445.64 1,059,467 1,059,467 3 1,059,467
L-3Communications
ComStkUSD0.01 COM 502424104 828912 11,200 11,200 2 11,200
L-3Communications
ComStkUSD0.01 COM 502424104 33174464.43 448,243 448,243 3 448,243
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 4491585 48,500 48,500 2 48,500
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 26717985 288,500 288,500 3 288,500
Lakeland Bancorp
Inc ComStkNPV COM 511637100 25405.8 2,415 2,415 3 2,415
Lakeland Fin Corp
Com Stk NPV COM 511656100 8821704 328,800 328,800 1 328,800
Lakeland Fin Corp
Com Stk NPV COM 511656100 18781 700 700 2 700
Lakeland Fin Corp
Com Stk NPV COM 511656100 237445.5 8,850 8,850 3 8,850
Lam Research Cp.
Com Stk NPV COM 512807108 3774 100 100 2 100
Lam Research Cp.
Com Stk NPV COM 512807108 682037.28 18,072 18,072 3 18,072
LamarAdvert.
ClsAComStkUSD0.001 COM 512815101 23017280 804,800 804,800 1 804,800
Lancaster Colony
CommStock NPV COM 513847103 320445 4,500 4,500 3 4,500
LandauerInc
CommonStockUSD0.10 COM 51476K103 154791 2,700 2,700 2 2,700
LandauerInc
CommonStockUSD0.10 COM 51476K103 1559376 27,200 27,200 3 27,200
LaSalleHotel
Prop.REIT USD0.01 COM 517942108 15459148.82 530,513 530,513 1 530,513
Lazard Ltd LP
Class'A' USD0.01 COM G54050102 20334576 782,400 782,400 1 782,400
LEAR CORP
ComStkUSD0.01 COM 521865204 19015920 504,000 504,000 1 504,000
LEAR CORP
ComStkUSD0.01 COM 521865204 101871 2,700 2,700 2 2,700
LEAR CORP
ComStkUSD0.01 COM 521865204 15092 400 400 3 400
Leggett & Platt Com
StkUSD0.01 COM 524660107 137345 6,500 6,500 3 6,500
LenderProcessing
CmStkUSD0.0001 COM 52602E102 219936 8,700 8,700 2 8,700
LenderProcessing
CmStkUSD0.0001 COM 52602E102 1304448 51,600 51,600 3 51,600
Lexicon Pharm.Com
Stk USD0.001 COM 528872104 9006940 4,012,000 4,012,000 1 4,012,000
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 1581510 59,500 59,500 2 59,500
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 21653556.48 814,656 814,656 3 814,656
Lib.Media-Lib. A
ComStkUSD0.01 COM 530322106 10544364.95 119,945 119,945 1 119,945
Liberty Property
REIT USD0.001 COM 531172104 442080 12,000 12,000 2 12,000
Liberty Property
REIT USD0.001 COM 531172104 279984 7,600 7,600 3 7,600
Life Techn.Corp
ComStk USD0.01 COM 53217V109 34486904.54 766,546 766,546 1 766,546
LifePointHospit.
ComStkUSD0.01 COM 53219L109 25596108 624,600 624,600 1 624,600
Limited Brands Com
Stk USD0.50 COM 532716107 2143512 50,400 50,400 2 50,400
Limited Brands Com
Stk USD0.50 COM 532716107 13951796.38 328,046 328,046 3 328,046
Lincare Hldgs Com
Stk USD0.01 COM 532791100 16914744 497,200 497,200 1 497,200
Lincare Hldgs Com
Stk USD0.01 COM 532791100 1786050 52,500 52,500 2 52,500
Lincare Hldgs Com
Stk USD0.01 COM 532791100 22466876.04 660,402 660,402 3 660,402
Lincoln Education.
Com Stk NPV COM 533535100 112450 17,300 17,300 2 17,300
Lincoln Education.
Com Stk NPV COM 533535100 4558021 701,234 701,234 3 701,234
Lincoln Electric
Com Stk NPV COM 533900106 214571 4,900 4,900 2 4,900
Lincoln Electric
Com Stk NPV COM 533900106 201434 4,600 4,600 3 4,600
LincolnNationalCrp
CmStkUSD1.25 COM 534187109 1100061 50,300 50,300 2 50,300
LincolnNationalCrp
CmStkUSD1.25 COM 534187109 21081367.8 963,940 963,940 3 963,940
Linear Tech Cp
ComStk USD0.001 COM 535678106 1654224 52,800 52,800 2 52,800
Linear Tech Cp
ComStk USD0.001 COM 535678106 19106600.5 609,850 609,850 3 609,850
LinkedIn Corp A
CmStkUSD0.0001 COM 53578A108 793305.55 7,465 7,465 3 7,465
LinnEngy Repr Ltd
Lbty Co Ints COM 536020100 323850 8,500 8,500 2 8,500
LinnEngy Repr Ltd
Lbty Co Ints COM 536020100 2487930 65,300 65,300 3 65,300
Littelfuse Inc
ComStockUSD0.01 COM 537008104 1126422 19,800 19,800 2 19,800
Littelfuse Inc
ComStockUSD0.01 COM 537008104 8692792 152,800 152,800 3 152,800
LKQ Corp Common
Stock USD0.01 COM 501889208 10132950.5 303,700 303,700 1 303,700
Lockheed Martin
ComStk USD0.01 COM 539830109 11129085.24 127,803 127,803 2 127,803
Lockheed Martin
ComStk USD0.01 COM 539830109 99739167.92 1,145,374 1,145,374 3 1,145,374
Lockheed Martin
ComStk USD0.01 COM 539830109 743140.72 8,534 8,534 7 8,534
Lorillard Inc
ComStock USD0.01 COM 544147101 9494198.35 71,953 71,953 2 71,953
Lorillard Inc
ComStock USD0.01 COM 544147101 132251637.7 1,002,286 1,002,286 3 1,002,286
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 2116191.96 74,409 74,409 2 74,409
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 11200496.76 393,829 393,829 3 393,829
LSB Industries Inc
CS USD0.10 COM 502160104 21637 700 700 2 700
LSB Industries Inc
CS USD0.10 COM 502160104 1452770 47,000 47,000 3 47,000
LTC PropertiesInc
REIT USD0.01 COM 502175102 228564 6,300 6,300 2 6,300
LTC PropertiesInc
REIT USD0.01 COM 502175102 380940 10,500 10,500 3 10,500
Lumos Networks Com
Stk USD0.01 COM 550283105 77326 8,200 8,200 2 8,200
Lumos Networks Com
Stk USD0.01 COM 550283105 442917.67 46,969 46,969 3 46,969
LyondellBasellInd A
CS USD0.01 COM N53745100 3974649 98,700 98,700 2 98,700
LyondellBasellInd A
CS USD0.01 COM N53745100 47820625 1,187,500 1,187,500 3 1,187,500
M & T Bank Corp
ComStk USD0.50 COM 55261F104 4417495 53,500 53,500 3 53,500
M & T Bank Corp
ComStk USD0.50 COM 55261F104 11807.51 143 143 7 143
Macerich Company
REIT USD0.01 COM 554382101 17874435 302,700 302,700 3 302,700
Mack-Cali Realty
ComStkUSD0.01 COM 554489104 20965284 721,200 721,200 3 721,200
MA-ComTechSOLUTION.
CmStkUSD.01 COM 55405Y100 6193800 334,800 334,800 1 334,800
Macy's Inc
CommonStock USD0.01 COM 55616P104 2978145 86,700 86,700 3 86,700
Madison Square ClsA
CS USD0.01 COM 55826P100 5387616 143,900 143,900 1 143,900
Magellan Health
ComStk USD0.01 COM 559079207 362640 8,000 8,000 2 8,000
Magellan Health
ComStk USD0.01 COM 559079207 14024422.05 309,385 309,385 3 309,385
Magna Intl Inc Sub
Vtg Com NPV COM 559222401 291876.9925 7,400 7,400 2 7,400
Magna Intl Inc Sub
Vtg Com NPV COM 559222401 8983461.072 227,759 227,759 3 227,759
Main Street Capital
CS USD0.01 COM 56035L104 145200 6,000 6,000 2 6,000
Main Street Capital
CS USD0.01 COM 56035L104 7879520 325,600 325,600 3 325,600
MainSource
Financial ComStkNPV COM 56062Y102 164437 13,900 13,900 3 13,900
Manhattan Assoc.
ComStkUSD0.01 COM 562750109 214837 4,700 4,700 2 4,700
Manpower Group Com
Stk USD0.01 COM 56418H100 5783370 157,800 157,800 1 157,800
ManTech Intl
'A'ComStk USD0.01 COM 564563104 771176 32,900 32,900 2 32,900
ManTech Intl
'A'ComStk USD0.01 COM 564563104 14678924.96 626,234 626,234 3 626,234
ManulifeFinComNPV
(CanadianList COM 56501R106 1998364.805 183,700 183,700 2 183,700
ManulifeFinComNPV
(CanadianList COM 56501R106 11761742.12 1,081,200 1,081,200 3 1,081,200
Marathon Oil Corp
Com Stk USD1 COM 565849106 963989 37,700 37,700 2 37,700
Marathon Oil Corp
Com Stk USD1 COM 565849106 16788213.63 656,559 656,559 3 656,559
Marathon Oil Corp
Com Stk USD1 COM 565849106 755951.48 29,564 29,564 7 29,564
Marathon Petroleum
CS USD0.01 COM 56585A102 1226316 27,300 27,300 2 27,300
Marathon Petroleum
CS USD0.01 COM 56585A102 17640802.72 392,716 392,716 3 392,716
MARKET VECTORS
AGRIBUSINESS COM 57060U605 61975 1,250 1,250 7 1,250
Market Vectors Gold
Miners ETF COM 57060U100 5416722.3 120,990 120,990 7 120,990
Market Vectors
Vietnam ETF COM 57060U761 1098526 59,800 59,800 3 59,800
MarketAxess Hldgs
CS USD0.003 COM 57060D108 21312 800 800 3 800
MarketVectorsEMLocal
CurrencyBd COM 57060U522 6829146.36 267,181 267,181 2 267,181
Marriott Intl Cls A
ComStkUSD1 COM 571903202 31634.4 807 807 7 807
MarriottVacationsWrld
CSUSD0.01 COM 57164Y107 12392 400 400 3 400
MarriottVacationsWrld
CSUSD0.01 COM 57164Y107 2478.4 80 80 7 80
Marsh & McLennan
Com USD1 COM 571748102 2742773 85,100 85,100 2 85,100
Marsh & McLennan
Com USD1 COM 571748102 15612212 484,400 484,400 3 484,400
MartenTransportLtd
CmSkUSD0.01 COM 573075108 119056 5,600 5,600 2 5,600
MartenTransportLtd
CmSkUSD0.01 COM 573075108 82914 3,900 3,900 3 3,900
MartinMariet.Mat.
ComStkUSD0.01 COM 573284106 13793500 175,000 175,000 1 175,000
Masco Corporation
Com Stk USD1 COM 574599106 8322 600 600 7 600
Masimo Corp Com
Stock USD0.001 COM 574795100 31790790 1,420,500 1,420,500 1 1,420,500
MasterCard
Cl'A'ComStkUSD0.0001 COM 57636Q104 1376352 3,200 3,200 2 3,200
MasterCard
Cl'A'ComStkUSD0.0001 COM 57636Q104 4076152.47 9,477 9,477 3 9,477
MaterialSciences
ComStkUSD0.02 COM 576674105 18860 2,300 2,300 3 2,300
Materion Corp
Common Stock NPV COM 576690101 73788.12 3,204 3,204 3 3,204
Matrix Service Com
Stk USD0.01 COM 576853105 54384 4,800 4,800 2 4,800
Matrix Service Com
Stk USD0.01 COM 576853105 61182 5,400 5,400 3 5,400
Mattel Inc Common
Stock USD1 COM 577081102 5154716 158,900 158,900 2 158,900
Mattel Inc Common
Stock USD1 COM 577081102 48312892 1,489,300 1,489,300 3 1,489,300
MaximInteg.Prod.
ComStkUSD0.001 COM 57772K101 2115300 82,500 82,500 2 82,500
MaximInteg.Prod.
ComStkUSD0.001 COM 57772K101 17609552 686,800 686,800 3 686,800
MAXIMUS Inc.Common
Stock NPV COM 577933104 998775 19,300 19,300 2 19,300
MAXIMUS Inc.Common
Stock NPV COM 577933104 8952750 173,000 173,000 3 173,000
MB Financial Com
Stock USD0.01 COM 55264U108 10545984 489,600 489,600 1 489,600
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 11244510 185,400 185,400 1 185,400
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 3118137.8 51,412 51,412 2 51,412
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 24059855 396,700 396,700 3 396,700
McDonald's Corp
ComStk USD0.01 COM 580135101 9906418.47 111,899 111,899 2 111,899
McDonald's Corp
ComStk USD0.01 COM 580135101 113355671.1 1,280,421 1,280,421 3 1,280,421
McDonald's Corp
ComStk USD0.01 COM 580135101 847232.1 9,570 9,570 4 9,570
McDonald's Corp
ComStk USD0.01 COM 580135101 1558128 17,600 17,600 5 17,600
McDonald's Corp
ComStk USD0.01 COM 580135101 2686000.2 30,340 30,340 7 30,340
McGrath Rentcorp
Com Stock NPV COM 580589109 153700 5,800 5,800 2 5,800
McGrath Rentcorp
Com Stock NPV COM 580589109 567100 21,400 21,400 3 21,400
McGraw-Hill Common
USD1 COM 580645109 3897000 86,600 86,600 2 86,600
McGraw-Hill Common
USD1 COM 580645109 23857380 530,164 530,164 3 530,164
McKesson HBOC Com
Stk USD0.01 COM 58155Q103 1378125 14,700 14,700 2 14,700
McKesson HBOC Com
Stk USD0.01 COM 58155Q103 4007906.25 42,751 42,751 3 42,751
MDU Resources Grp
Com Stk USD1 COM 552690109 1491090 69,000 69,000 3 69,000
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 920953.89 11,439 11,439 3 11,439
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1247905 15,500 15,500 5 15,500
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 72078 8,200 8,200 2 8,200
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 549058.56 62,464 62,464 3 62,464
Mechel OAO ADR
(EachRep1OrdSh) COM 583840103 23865 3,700 3,700 3 3,700
Medallion Fin. Com
Stk USD0.01 COM 583928106 36108 3,400 3,400 3 3,400
MedAssets IncComStk
USD0.01 COM 584045108 6330915 470,700 470,700 1 470,700
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 8520425 249,500 249,500 1 249,500
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 215145 6,300 6,300 2 6,300
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 20490 600 600 3 600
MedidataSolutions
ComStkUSD0.01 COM 58471A105 124146 3,800 3,800 2 3,800
MedidataSolutions
ComStkUSD0.01 COM 58471A105 78408 2,400 2,400 3 2,400
Medifast Inc Com
Stk USD0.001 COM 58470H101 19680 1,000 1,000 2 1,000
Medifast Inc Com
Stk USD0.001 COM 58470H101 838741.92 42,619 42,619 3 42,619
Medivation Inc Com
Stk USD0.01 COM 58501N101 435886.6 4,769 4,769 3 4,769
Mednax Inc Common
Stk USD0.01 COM 58502B106 1590128 23,200 23,200 2 23,200
Mednax Inc Common
Stk USD0.01 COM 58502B106 12769002 186,300 186,300 3 186,300
Medtox Scientific
ComStUSD0.15 COM 584977201 18872 700 700 3 700
Medtronic Inc Com
Stk USD0.10 COM 585055106 13170601.26 340,062 340,062 2 340,062
Medtronic Inc Com
Stk USD0.10 COM 585055106 140023744.9 3,615,382 3,615,382 3 3,615,382
Mercer Intl Inc
Com.Stk USD1 COM 588056101 77085 13,500 13,500 3 13,500
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 46623519.25 1,116,731 1,116,731 1 1,116,731
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 10675767.25 255,707 255,707 2 255,707
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 278052369.8 6,659,937 6,659,937 3 6,659,937
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 2553847.5 61,170 61,170 4 61,170
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 768200 18,400 18,400 7 18,400
MercuryGeneral Corp
ComStk NPV COM 589400100 8334 200 200 3 200
Meredith Corp Com
Stk USD1 COM 589433101 335370 10,500 10,500 2 10,500
Meredith Corp Com
Stk USD1 COM 589433101 9144422 286,300 286,300 3 286,300
Meridian Bioscience
ComStk NPV COM 589584101 286440 14,000 14,000 2 14,000
Meridian Bioscience
ComStk NPV COM 589584101 1252152 61,200 61,200 3 61,200
MeritageHomesCorp
ComStkUSD0.01 COM 59001A102 2998836.58 88,357 88,357 3 88,357
MeritMedicalSystems
ComStk NPV COM 589889104 5787771 419,100 419,100 1 419,100
Metals USA Hldgs
ComStkUSD0.01 COM 59132A104 143190 9,000 9,000 2 9,000
Metals USA Hldgs
ComStkUSD0.01 COM 59132A104 380249 23,900 23,900 3 23,900
Metlife Inc Common
Stk USD0.01 COM 59156R108 19589256.4 634,984 634,984 1 634,984
Metlife Inc Common
Stk USD0.01 COM 59156R108 3106595 100,700 100,700 2 100,700
Metlife Inc Common
Stk USD0.01 COM 59156R108 37881640.5 1,227,930 1,227,930 3 1,227,930
Metlife Inc Common
Stk USD0.01 COM 59156R108 1148237 37,220 37,220 4 37,220
Metlife Inc Common
Stk USD0.01 COM 59156R108 879225 28,500 28,500 5 28,500
MetroPCSCommun.
ComStkUSD0.0001 COM 591708102 3445475 569,500 569,500 1 569,500
MetroPCSCommun.
ComStkUSD0.0001 COM 591708102 6458375 1,067,500 1,067,500 3 1,067,500
MetropolitanHealth
CS USD0.001 COM 592142103 146564.55 15,315 15,315 2 15,315
MetropolitanHealth
CS USD0.001 COM 592142103 2808795 293,500 293,500 3 293,500
Mettler-ToledoIntl
CmStkUSD0.01 COM 592688105 888345 5,700 5,700 3 5,700
Mettler-ToledoIntl
CmStkUSD0.01 COM 592688105 1496160 9,600 9,600 7 9,600
MFA Financial Inc
REIT USD0.01 COM 55272X102 33426852.9 4,236,610 4,236,610 1 4,236,610
MFA Financial Inc
REIT USD0.01 COM 55272X102 3312577.05 419,845 419,845 2 419,845
MFA Financial Inc
REIT USD0.01 COM 55272X102 55117267.68 6,985,712 6,985,712 3 6,985,712
MFA Financial Inc
REIT USD0.01 COM 55272X102 1153044.6 146,140 146,140 4 146,140
MFA Financial Inc
REIT USD0.01 COM 55272X102 457036.14 57,926 57,926 7 57,926
MGE Energy Inc
ComStock USD1 COM 55277P104 373670 7,900 7,900 2 7,900
MGE Energy Inc
ComStock USD1 COM 55277P104 212850 4,500 4,500 3 4,500
Michael Kors Hldgs
Com Stk NPV COM G60754101 12966425.2 309,905 309,905 1 309,905
Michael Kors Hldgs
Com Stk NPV COM G60754101 453127.2 10,830 10,830 4 10,830
Microchip Tech.Com
StkUSD0.001 COM 595017104 1409208 42,600 42,600 2 42,600
Microchip Tech.Com
StkUSD0.001 COM 595017104 15971024 482,800 482,800 3 482,800
Micros Systems
ComStk USD0.025 COM 594901100 10631628.8 207,649 207,649 1 207,649
Micros Systems
ComStk USD0.025 COM 594901100 445440 8,700 8,700 4 8,700
Microsoft Com Stk
USD0.0000125 COM 594918104 59949150.17 1,959,763 1,959,763 1 1,959,763
Microsoft Com Stk
USD0.0000125 COM 594918104 22087417.73 722,047 722,047 2 722,047
Microsoft Com Stk
USD0.0000125 COM 594918104 281800280.3 9,212,170 9,212,170 3 9,212,170
Microsoft Com Stk
USD0.0000125 COM 594918104 4243475.39 138,721 138,721 4 138,721
Microsoft Com Stk
USD0.0000125 COM 594918104 3545075.1 115,890 115,890 5 115,890
Microsoft Com Stk
USD0.0000125 COM 594918104 2786657.23 91,097 91,097 7 91,097
Mid-Amer.AptCmntys
CmSkUSD0.01 COM 59522J103 11569273.12 169,538 169,538 1 169,538
Middlesex Water Co
Com Stk NPV COM 596680108 38000 2,000 2,000 2 2,000
Middlesex Water Co
Com Stk NPV COM 596680108 119700 6,300 6,300 3 6,300
Miller Inds Inc
ComStk USD0.01 COM 600551204 170451 10,700 10,700 2 10,700
Miller Inds Inc
ComStk USD0.01 COM 600551204 3007584 188,800 188,800 3 188,800
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 14193894 468,600 468,600 2 468,600
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 43935645 1,450,500 1,450,500 3 1,450,500
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 33679451 1,111,900 1,111,900 4 1,111,900
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 17316883.87 571,703 571,703 6 571,703
Mineral Tech.Inc
ComStkUSD0.10 COM 603158106 12328674 193,300 193,300 1 193,300
MissionWestProp.
REIT USD0.001 COM 605203108 21550 2,500 2,500 3 2,500
MitchamIndustries
ComStkUSD0.01 COM 606501104 27287.76 1,608 1,608 3 1,608
MKS Instruments
Common Stk NPV COM 55306N104 83694 2,900 2,900 2 2,900
MKS Instruments
Common Stk NPV COM 55306N104 54834 1,900 1,900 3 1,900
MModal Inc Common
Stk USD0.10 COM 60689B107 59708 4,600 4,600 2 4,600
MobileTeleSystems
ADR(Rp2ComSh) COM 607409109 32275800 1,876,500 1,876,500 2 1,876,500
MobileTeleSystems
ADR(Rp2ComSh) COM 607409109 154207838.4 8,965,572 8,965,572 3 8,965,572
Molex Com.USD0.05 COM 608554101 18076543.38 755,077 755,077 1 755,077
Molex Com.USD0.05 COM 608554101 304038 12,700 12,700 2 12,700
Molex Com.USD0.05 COM 608554101 2638188 110,200 110,200 3 110,200
MomentaPharm.
ComStk USD0.0001 COM 60877T100 748932 55,600 55,600 2 55,600
MomentaPharm.
ComStk USD0.0001 COM 60877T100 9287565 689,500 689,500 3 689,500
MonolithicPower
ComStkUSD0.001 COM 609839105 5446840 274,400 274,400 1 274,400
MonotypeImagingComStk
USD0.001 COM 61022P100 13416 800 800 3 800
Monsanto Co. Com
Stk USD0.01 COM 61166W101 2376944.92 28,714 28,714 2 28,714
Monsanto Co. Com
Stk USD0.01 COM 61166W101 9425661.92 113,864 113,864 3 113,864
Monsanto Co. Com
Stk USD0.01 COM 61166W101 1804604 21,800 21,800 5 21,800
Monsanto Co. Com
Stk USD0.01 COM 61166W101 503881.86 6,087 6,087 7 6,087
MonsterWorldwide
ComStkUSD0.001 COM 611742107 3961377 476,700 476,700 1 476,700
Moody's Corp Common
StkUSD0.01 COM 615369105 416670 11,400 11,400 2 11,400
Moody's Corp Common
StkUSD0.01 COM 615369105 7039530 192,600 192,600 3 192,600
Morgan Stanley
ComStockUSD0.01 COM 617446448 3370290 231,000 231,000 2 231,000
Morgan Stanley
ComStockUSD0.01 COM 617446448 63688005.38 4,365,182 4,365,182 3 4,365,182
Mosaic Co (The)
ComStk USD0.01 COM 61945C103 4495796 82,100 82,100 2 82,100
Mosaic Co (The)
ComStk USD0.01 COM 61945C103 44404884 810,900 810,900 3 810,900
Mosaic Co (The)
ComStk USD0.01 COM 61945C103 44355.6 810 810 7 810
MRC Global Inc
ComStkUSD0.01 COM 55345K103 21445984 1,007,800 1,007,800 1 1,007,800
MSC Ind.Dir.
ClsAComStkUSD0.001 COM 553530106 340860 5,200 5,200 3 5,200
MSCI Inc
ComStkUSD0.01 COM 55354G100 17884314 525,700 525,700 1 525,700
MTS Systems Corp
ComStkUSD0.25 COM 553777103 177330 4,600 4,600 2 4,600
MTS Systems Corp
ComStkUSD0.25 COM 553777103 1688490 43,800 43,800 3 43,800
Multi-Color Corp
Com Stock NPV COM 625383104 40032 1,800 1,800 2 1,800
Multi-Color Corp
Com Stock NPV COM 625383104 11120 500 500 3 500
MultiFinelineElc
CmStkUSD0.0001 COM 62541B101 56672 2,300 2,300 2 2,300
MultiFinelineElc
CmStkUSD0.0001 COM 62541B101 66528 2,700 2,700 3 2,700
Murphy Oil Corp Com
Stock USD1 COM 626717102 1333690.8 26,520 26,520 2 26,520
Murphy Oil Corp Com
Stock USD1 COM 626717102 26022409.63 517,447 517,447 3 517,447
Mylan Inc Common
Stock USD0.50 COM 628530107 687836.19 32,187 32,187 3 32,187
MYR Group Inc Com
Stk USD0.01 COM 55405W104 16363952 959,200 959,200 1 959,200
Myriad Genetics
ComStk USD0.01 COM 62855J104 14152658 595,400 595,400 1 595,400
Myriad Genetics
ComStk USD0.01 COM 62855J104 527717.77 22,201 22,201 3 22,201
Nacco
Indus.Cls'A'Com Stk
USD1 COM 629579103 290625 2,500 2,500 2 2,500
Nacco
Indus.Cls'A'Com Stk
USD1 COM 629579103 3289875 28,300 28,300 3 28,300
Nanometrics Common
Stock NPV COM 630077105 8630784 561,900 561,900 1 561,900
Nanometrics Common
Stock NPV COM 630077105 13824 900 900 3 900
Nash Finch Co Com
Stk USD1.667 COM 631158102 66588 3,100 3,100 2 3,100
Nash Finch Co Com
Stk USD1.667 COM 631158102 1606897.32 74,809 74,809 3 74,809
National CineMedia
CS USD0.01 COM 635309107 833030.21 54,913 54,913 3 54,913
NationalBeverageCp
CmStkUSD0.01 COM 635017106 29880 2,000 2,000 2 2,000
NationalBeverageCp
CmStkUSD0.01 COM 635017106 35856 2,400 2,400 3 2,400
National-Oilwell
ComStkUSD0.01 COM 637071101 831276 12,900 12,900 2 12,900
National-Oilwell
ComStkUSD0.01 COM 637071101 35741194.92 554,643 554,643 3 554,643
Natl Bankshares
ComStk USD1.25 COM 634865109 111444 3,700 3,700 3 3,700
Natl Fin
PartnersComStkUSD0.10 COM 63607P208 42880 3,200 3,200 3 3,200
Natl Healthcare Com
StkUSD0.01 COM 635906100 63322 1,400 1,400 2 1,400
Natl Healthcare Com
StkUSD0.01 COM 635906100 1329762 29,400 29,400 3 29,400
Natl Instruments
ComStkUSD0.01 COM 636518102 6312717.78 235,023 235,023 3 235,023
Natl Interstate
ComStk USD0.01 COM 63654U100 5318 200 200 2 200
Natl Interstate
ComStk USD0.01 COM 63654U100 13295 500 500 3 500
Natl Presto Indust.
ComStkUSD1 COM 637215104 223264 3,200 3,200 2 3,200
Natl Presto Indust.
ComStkUSD1 COM 637215104 941895 13,500 13,500 3 13,500
Natl Research Corp
CS USD0.001 COM 637372103 20940 400 400 3 400
NatlHealthInvest.
REIT USD0.01 COM 63633D104 35644 700 700 3 700
NatlWesternLife
'A'ComStk USD1 COM 638522102 56768 400 400 2 400
NatlWesternLife
'A'ComStk USD1 COM 638522102 1151964.64 8,117 8,117 3 8,117
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 596373 26,900 26,900 2 26,900
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 3862014 174,200 174,200 3 174,200
Natuzzi S.p.A.
ADR(Repr 1EUR1) COM 63905A101 5989840.65 2,464,955 2,464,955 2 2,464,955
Natuzzi S.p.A.
ADR(Repr 1EUR1) COM 63905A101 1188831.33 489,231 489,231 3 489,231
NBT Bancorp Inc
ComStk USD0.01 COM 628778102 544068 25,200 25,200 3 25,200
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 12555 3,100 3,100 2 3,100
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 140162.4 34,608 34,608 3 34,608
NelnetInc
Class'A'ComStkUSD0.01 COM 64031N108 96600 4,200 4,200 2 4,200
Net 1 UEPS Com
Stock USD0.001 COM 64107N206 190836 22,800 22,800 2 22,800
Net 1 UEPS Com
Stock USD0.001 COM 64107N206 268677 32,100 32,100 3 32,100
NetEase Inc
ADR(Repr 1 HKD0.1) COM 64110W102 100045 1,700 1,700 3 1,700
Netgear Inc Com
Stock USD0.001 COM 64111Q104 386512 11,200 11,200 2 11,200
Netgear Inc Com
Stock USD0.001 COM 64111Q104 3264646 94,600 94,600 3 94,600
NetScout Sys. Com
Stk USD0.001 COM 64115T104 8363966 387,400 387,400 1 387,400
NeurocrineBiosc.
ComStkUSD0.001 COM 64125C109 78950 10,000 10,000 3 10,000
NeuStar Inc
'A'ComStk USD0.001 COM 64126X201 6115540 183,100 183,100 1 183,100
NeuStar Inc
'A'ComStk USD0.001 COM 64126X201 2391440 71,600 71,600 2 71,600
NeuStar Inc
'A'ComStk USD0.001 COM 64126X201 12900983.8 386,257 386,257 3 386,257
Neutral Tandem Inc
CS USD0.001 COM 64128B108 22406 1,700 1,700 3 1,700
Nevsun Resources
Ltd Com NPV COM 64156L101 594498.0136 183,100 183,100 2 183,100
Nevsun Resources
Ltd Com NPV COM 64156L101 4499158.37 1,385,700 1,385,700 3 1,385,700
New Gold Inc Com
NPV (US List) COM 644535106 7142062 751,796 751,796 3 751,796
NewfieldExplor.Co.
ComStUSD0.01 COM 651290108 120171 4,100 4,100 2 4,100
NewfieldExplor.Co.
ComStUSD0.01 COM 651290108 703440 24,000 24,000 3 24,000
NewMarket Corp
CommonStock NPV COM 651587107 1624500 7,500 7,500 2 7,500
NewMarket Corp
CommonStock NPV COM 651587107 10136880 46,800 46,800 3 46,800
NewmontMin.Cp Com
Stk USD1.60 COM 651639106 1940400 40,000 40,000 2 40,000
NewmontMin.Cp Com
Stk USD1.60 COM 651639106 35931987.63 740,713 740,713 3 740,713
NewmontMin.Cp Com
Stk USD1.60 COM 651639106 37595.25 775 775 7 775
NewOrientalADR
(EachRep4OrdShs) COM 647581107 25237450 1,030,100 1,030,100 4 1,030,100
NewOrientalADR
(EachRep4OrdShs) COM 647581107 2519016.5 102,817 102,817 6 102,817
NewOrientalADR
(EachRep4OrdShs) COM 647581107 346136 14,128 14,128 7 14,128
NewparkResources
ComStkUSD0.01 COM 651718504 75520 12,800 12,800 2 12,800
NewparkResources
ComStkUSD0.01 COM 651718504 747530 126,700 126,700 3 126,700
Newport Corp
CommStk USD0.1167 COM 651824104 100968 8,400 8,400 2 8,400
Newport Corp
CommStk USD0.1167 COM 651824104 358196 29,800 29,800 3 29,800
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 916119 41,100 41,100 2 41,100
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 679176.3 30,470 30,470 3 30,470
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 11642.84 517 517 3 517
Nexen Incorporated
Common NPV COM 65334H102 764380.7936 45,200 45,200 2 45,200
Nexen Incorporated
Common NPV COM 65334H102 3820212.86 225,900 225,900 3 225,900
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 3357171.09 48,789 48,789 2 48,789
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 8958717.95 130,195 130,195 3 130,195
NGP Capital Com
Stock USD0.001 COM 62912R107 26904 3,800 3,800 3 3,800
NII Holdings Com
Stk USD0.001 COM 62913F201 11133176.01 1,088,287 1,088,287 1 1,088,287
Nike Inc Comm Stk
'B'NPV COM 654106103 1763324.64 20,088 20,088 2 20,088
Nike Inc Comm Stk
'B'NPV COM 654106103 10360673.4 118,030 118,030 3 118,030
Nippon Tel&Tel ADR
(Rep0.5Ord) COM 654624105 101607.74 4,391 4,391 2 4,391
Noble Corp
CommonStock CHF3.15 COM H5833N103 26488886.23 814,291 814,291 3 814,291
Noble Energy Com
Stk USD0.01 COM 655044105 576776 6,800 6,800 2 6,800
Noble Energy Com
Stk USD0.01 COM 655044105 252085.04 2,972 2,972 3 2,972
NorandaAluminumHldg
CS USD0.01 COM 65542W107 188652 23,700 23,700 3 23,700
Nordson Corp Common
Stock NPV COM 655663102 220547 4,300 4,300 2 4,300
Nordson Corp Common
Stock NPV COM 655663102 179515 3,500 3,500 3 3,500
Nordstrom Inc
Common Stock NPV COM 655664100 382613 7,700 7,700 3 7,700
Norfolk Southern Cp
ComUSD1.00 COM 655844108 2482308.99 34,587 34,587 2 34,587
Norfolk Southern Cp
ComUSD1.00 COM 655844108 16852385.47 234,811 234,811 3 234,811
Norfolk Southern Cp
ComUSD1.00 COM 655844108 4338281.19 60,447 60,447 7 60,447
North European Oil
Rty Uts NPV COM 659310106 422540.73 15,021 15,021 3 15,021
NorthAmer.Engy Com
NPV(USList) COM 656844107 1159039.2 449,240 449,240 3 449,240
Northern Trust
ComStk USD1 2/3 COM 665859104 2936076 63,800 63,800 2 63,800
Northern Trust
ComStk USD1 2/3 COM 665859104 11249727.06 244,453 244,453 3 244,453
Northrim BanCorp
Com Stk USD1 COM 666762109 32235 1,500 1,500 3 1,500
Northrop Grumman
Com Stk USD1 COM 666807102 1894563 29,700 29,700 2 29,700
Northrop Grumman
Com Stk USD1 COM 666807102 53248319.76 834,744 834,744 3 834,744
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 107010 20,500 20,500 2 20,500
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 550835.28 105,524 105,524 3 105,524
NorthwestBancshs
ComStkUSD0.01 COM 667340103 63234 5,400 5,400 3 5,400
NorthWesternCorp
CmStk USD0.01 COM 668074305 35400673.2 964,596 964,596 1 964,596
Nova Measuring
Instrum ILS0.01 COM M7516K103 14824 1,700 1,700 2 1,700
Nova Measuring
Instrum ILS0.01 COM M7516K103 238928 27,400 27,400 3 27,400
NovartisADR
(EchRep1CHF0.5)Regd COM 66987V109 75185.5 1,345 1,345 2 1,345
NTELOS Hldgs Cp
ComStk USD0.01 COM 67020Q305 42412.5 2,250 2,250 2 2,250
NTELOS Hldgs Cp
ComStk USD0.01 COM 67020Q305 36757.5 1,950 1,950 3 1,950
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 680050 14,500 14,500 2 14,500
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 4525850 96,500 96,500 3 96,500
Nucor Corporation
Com.USD0.40 COM 670346105 523020 13,800 13,800 3 13,800
NuStar Energy LP
CommonStk NPV COM 67058H102 97002 1,800 1,800 2 1,800
NuStar Energy LP
CommonStk NPV COM 67058H102 1013132 18,800 18,800 3 18,800
NutriSystem Inc
ComStkUSD0.001 COM 67069D108 39246.2 3,395 3,395 3 3,395
Obagi Med.Prod.
Com.StkUSD0.001 COM 67423R108 154227 10,100 10,100 3 10,100
Occidental Petrol
Com.USD0.20 COM 674599105 9802824.84 114,292 114,292 2 114,292
Occidental Petrol
Com.USD0.20 COM 674599105 73788960.24 860,312 860,312 3 860,312
Ocwen Fin.Corp Com
Stk USD0.01 COM 675746309 17634420 939,000 939,000 1 939,000
Oil States Intl
ComStk USD0.01 COM 678026105 42019986.6 634,743 634,743 1 634,743
Oil States Intl
ComStk USD0.01 COM 678026105 218460 3,300 3,300 2 3,300
Oil States Intl
ComStk USD0.01 COM 678026105 172120 2,600 2,600 3 2,600
Old Natl Bancorp
Com Stk NPV COM 680033107 10889467 906,700 906,700 1 906,700
Old Natl Bancorp
Com Stk NPV COM 680033107 652143 54,300 54,300 3 54,300
Omega Protein Corp
CS USD0.01 COM 68210P107 188416 25,600 25,600 2 25,600
Omega Protein Corp
CS USD0.01 COM 68210P107 1429680 194,250 194,250 3 194,250
OmegaHealthcareInv
REIT USD0.1 COM 681936100 270000 12,000 12,000 2 12,000
OmegaHealthcareInv
REIT USD0.1 COM 681936100 182250 8,100 8,100 3 8,100
Omnicom Gp.Common
Stk.USD0.15 COM 681919106 5186883.6 106,726 106,726 3 106,726
ON Semiconductor
ComStkUSD0.01 COM 682189105 2812203.5 396,085 396,085 3 396,085
One Liberty
Propert. REIT USD1 COM 682406103 37810.64 2,008 2,008 3 2,008
OneBeaconInsGrp
ComStk USD0.01 COM G67742109 9114 700 700 3 700
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 209625 3,900 3,900 2 3,900
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 129000 2,400 2,400 3 2,400
Onyx Pharmaceut.
ComStkUSD0.001 COM 683399109 15256920 229,600 229,600 1 229,600
Opnet Technologies
CS USD0.001 COM 683757108 74452 2,800 2,800 2 2,800
Opnet Technologies
CS USD0.001 COM 683757108 61157 2,300 2,300 3 2,300
Oracle Corp.Com Stk
USD0.01 COM 68389X105 9346025.7 314,681 314,681 2 314,681
Oracle Corp.Com Stk
USD0.01 COM 68389X105 87728661.9 2,953,827 2,953,827 3 2,953,827
Oracle Corp.Com Stk
USD0.01 COM 68389X105 480219.3 16,169 16,169 4 16,169
Oracle Corp.Com Stk
USD0.01 COM 68389X105 2153250 72,500 72,500 5 72,500
Oracle Corp.Com Stk
USD0.01 COM 68389X105 198099 6,670 6,670 7 6,670
OrchidsPaperPrdcts
CS USD0.001 COM 68572N104 44200 2,500 2,500 3 2,500
O'Reilly Auto. Com
Stk USD0.01 COM 67103H107 21821498.61 260,493 260,493 1 260,493
O'Reilly Auto. Com
Stk USD0.01 COM 67103H107 206995.67 2,471 2,471 3 2,471
O'Reilly Auto. Com
Stk USD0.01 COM 67103H107 1133408.1 13,530 13,530 4 13,530
Oriental Fin Grp
CommonStkUSD1 COM 68618W100 121880 11,000 11,000 2 11,000
Oriental Fin Grp
CommonStkUSD1 COM 68618W100 2027640 183,000 183,000 3 183,000
Orion Marine Grp
ComStkUSD0.01 COM 68628V308 2795832 401,700 401,700 1 401,700
Orrstown Fin Svcs
Com Stk NPV COM 687380105 2409 300 300 3 300
Orthofix Intl NV
ComStkUSD0.10 COM N6748L102 5341875 129,500 129,500 1 129,500
Owens & Minor Inc
Com Stk USD2 COM 690732102 36756 1,200 1,200 3 1,200
OwensCorning Inc
ComStkUSD0.01 COM 690742101 6863327.74 240,481 240,481 3 240,481
Paccar Inc Common
Stock USD1 COM 693718108 662271.81 16,899 16,899 3 16,899
Pack.Cp of
Amer.ComStk USD0.01 COM 695156109 25715344 910,600 910,600 1 910,600
PacWest Bancorp Com
Stock NPV COM 695263103 409491 17,300 17,300 2 17,300
PacWest Bancorp Com
Stock NPV COM 695263103 18936 800 800 3 800
Pall Corporation
ComStkUSD0.10 COM 696429307 548100 10,000 10,000 2 10,000
Pall Corporation
ComStkUSD0.10 COM 696429307 460404 8,400 8,400 3 8,400
PanAmerican Silver
Corp ComNPV COM 697900108 2031532.689 120,200 120,200 2 120,200
PanAmerican Silver
Corp ComNPV COM 697900108 5430378.145 321,300 321,300 3 321,300
PaneraBread
'A'ComStkUSD0.0001 COM 69840W108 13944 100 100 3 100
Papa Johns Int'l
Com Stk NPV COM 698813102 23785 500 500 3 500
ParametricTech Cp
CmStkUSD0.01 COM 699173209 66565878.88 3,175,853 3,175,853 1 3,175,853
Parexel Intl Cp Com
StkUSD0.01 COM 699462107 46890030 1,661,000 1,661,000 1 1,661,000
Park National Corp
Com Stk NPV COM 700658107 810076.5 11,614 11,614 2 11,614
Park National Corp
Com Stk NPV COM 700658107 11447091 164,116 164,116 3 164,116
ParkerDrilling
CmStk USD0.1666 COM 701081101 75768 16,800 16,800 2 16,800
Parker-Hannifin Com
Stk USD0.5 COM 701094104 3059824 39,800 39,800 2 39,800
Parker-Hannifin Com
Stk USD0.5 COM 701094104 24678480 321,000 321,000 3 321,000
Parker-Hannifin Com
Stk USD0.5 COM 701094104 691920 9,000 9,000 7 9,000
Partnerre Holdings
ComStk USD1 COM G6852T105 42535696.07 562,121 562,121 1 562,121
Partnerre Holdings
ComStk USD1 COM G6852T105 143773 1,900 1,900 2 1,900
Partnerre Holdings
ComStk USD1 COM G6852T105 45402 600 600 3 600
Patterson Cos Com
Stk USD0.01 COM 703395103 1078911 31,300 31,300 2 31,300
Patterson Cos Com
Stk USD0.01 COM 703395103 17931259.53 520,199 520,199 3 520,199
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 460096 31,600 31,600 2 31,600
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 9459835.84 649,714 649,714 3 649,714
Paychex Inc Com
Stock USD0.01 COM 704326107 1862613 59,300 59,300 2 59,300
Paychex Inc Com
Stock USD0.01 COM 704326107 10092033 321,300 321,300 3 321,300
PC ConnectionInc
CmStk USD0.01 COM 69318J100 39294 3,700 3,700 2 3,700
PC Mall Inc Com
Stock USD0.001 COM 69323K100 17853 3,300 3,300 3 3,300
PDC Energy Inc Com
Stk USD0.01 COM 69327R101 9312696 379,800 379,800 1 379,800
PDL Biopharma Com
Stk USD0.01 COM 69329Y104 1114503 168,100 168,100 2 168,100
PDL Biopharma Com
Stk USD0.01 COM 69329Y104 14996397 2,261,900 2,261,900 3 2,261,900
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 289336 11,800 11,800 2 11,800
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 1358015.68 55,384 55,384 3 55,384
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 18390 750 750 7 750
Penn Virginia
Common Units NPV COM 707884102 116130 4,740 4,740 2 4,740
Penn Virginia
Common Units NPV COM 707884102 75607 3,086 3,086 3 3,086
Penns Woods Bancorp
CS USD8.33 COM 708430103 47772 1,200 1,200 3 1,200
PennWest Petroleum
Ltd Com NPV COM 707887105 56639.1878 4,227 4,227 3 4,227
PennymacMortgInvTst
REITUSD0.01 COM 70931T103 167705 8,500 8,500 2 8,500
PennymacMortgInvTst
REITUSD0.01 COM 70931T103 1000311 50,700 50,700 3 50,700
PenskeAutomotive
CmStkUSD0.0001 COM 70959W103 46728 2,200 2,200 2 2,200
People's Utd
Fin.ComStkUSD0.01 COM 712704105 25862424.39 2,227,599 2,227,599 1 2,227,599
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 12245660.64 173,304 173,304 2 173,304
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 72902536.42 1,031,737 1,031,737 3 1,031,737
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 1614581 22,850 22,850 7 22,850
Perrigo Co CS NPV
(IsraelList) COM 714290103 131749.4055 1,123 1,123 3 1,123
PetMed Express
ComStk USD0.001 COM 716382106 100928 8,300 8,300 2 8,300
PetMed Express
ComStk USD0.001 COM 716382106 1944384 159,900 159,900 3 159,900
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 25379238.64 1,399,076 1,399,076 2 1,399,076
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 175937411.1 9,698,865 9,698,865 3 9,698,865
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 253960 14,000 14,000 7 14,000
PetrolBras-PetrobADS
(Rp2ComSh) COM 71654V408 130229582.3 6,938,177 6,938,177 2 6,938,177
PetrolBras-PetrobADS
(Rp2ComSh) COM 71654V408 126805540.1 6,755,756 6,755,756 3 6,755,756
PetrolBras-PetrobADS
(Rp2ComSh) COM 71654V408 733662.99 39,087 39,087 7 39,087
PetroQuestEnergy
ComStkUSD0.001 COM 716748108 10514000 2,102,800 2,102,800 1 2,102,800
Petsmart Inc Com
Stk USD0.0001 COM 716768106 2324938 34,100 34,100 2 34,100
Petsmart Inc Com
Stk USD0.0001 COM 716768106 15729126 230,700 230,700 3 230,700
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 49321706 2,144,422 2,144,422 1 2,144,422
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 15823356 687,972 687,972 2 687,972
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 368095243 16,004,141 16,004,141 3 16,004,141
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 3410325 148,275 148,275 4 148,275
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 2760000 120,000 120,000 5 120,000
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 2654108 115,396 115,396 7 115,396
PG & E Corporation
ComStk USD5 COM 69331C108 291402.99 6,437 6,437 2 6,437
PG & E Corporation
ComStk USD5 COM 69331C108 1449228.51 32,013 32,013 3 32,013
Philip Morris Intl
Com Stk NPV COM 718172109 13853223.08 158,758 158,758 2 158,758
Philip Morris Intl
Com Stk NPV COM 718172109 96320118.54 1,103,829 1,103,829 3 1,103,829
Philip Morris Intl
Com Stk NPV COM 718172109 549738 6,300 6,300 7 6,300
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 1679040 26,400 26,400 2 26,400
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 17676220.8 277,928 277,928 3 277,928
Phillips 66 Common
Stk USD0.01 COM 718546104 280811.52 8,448 8,448 1 8,448
Phillips 66 Common
Stk USD0.01 COM 718546104 1748257.8 52,595 52,595 2 52,595
Phillips 66 Common
Stk USD0.01 COM 718546104 19664385.12 591,588 591,588 3 591,588
Phillips 66 Common
Stk USD0.01 COM 718546104 339712.8 10,220 10,220 4 10,220
PhoenixNwMediaADR
(EchRep8ClsA) COM 71910C103 16267296 3,403,200 3,403,200 4 3,403,200
Photronics Inc Com
Stk USD0.01 COM 719405102 81130 13,300 13,300 2 13,300
Photronics Inc Com
Stk USD0.01 COM 719405102 2859680 468,800 468,800 3 468,800
Piedmont Office A
REIT USD0.01 COM 720190206 11067751 643,100 643,100 3 643,100
Pier1ImportsInc
ComStkUSD0.001 COM 720279108 290811 17,700 17,700 3 17,700
Pinnacle Entmt Com
Stk USD0.10 COM 723456109 7282465.06 757,013 757,013 1 757,013
Pitney Bowes Common
Stk USD2 COM 724479100 473052 31,600 31,600 2 31,600
Pitney Bowes Common
Stk USD2 COM 724479100 7030226.37 469,621 469,621 3 469,621
PlainsAllAmerPipLtdPtSh
USD0.10 COM 726503105 1454580 18,000 18,000 2 18,000
PlainsAllAmerPipLtdPtSh
USD0.10 COM 726503105 13850834 171,400 171,400 3 171,400
Plantronics Inc
ComStk USD0.01 COM 727493108 160320 4,800 4,800 2 4,800
Plantronics Inc
ComStk USD0.01 COM 727493108 571140 17,100 17,100 3 17,100
PMC-Sierra Inc
ComStk USD0.001 COM 69344F106 15618318 2,543,700 2,543,700 1 2,543,700
PNC Financial Serv.
ComStkUSD5 COM 693475105 6648768 108,800 108,800 2 108,800
PNC Financial Serv.
ComStkUSD5 COM 693475105 74450679.66 1,218,306 1,218,306 3 1,218,306
PNC Financial Serv.
ComStkUSD5 COM 693475105 1477578.69 24,179 24,179 5 24,179
PolarisIndustries
ComStkUSD0.01 COM 731068102 207292 2,900 2,900 2 2,900
PolarisIndustries
ComStkUSD0.01 COM 731068102 714800 10,000 10,000 3 10,000
Polycom Inc. Com
Stk NPV COM 73172K104 4651744.12 442,181 442,181 3 442,181
PortfolioRecovery
ComStkUSD0.01 COM 73640Q105 1441908 15,800 15,800 2 15,800
PortfolioRecovery
ComStkUSD0.01 COM 73640Q105 9618804 105,400 105,400 3 105,400
PortlandGen.Electric
ComStk NPV COM 736508847 14289760 536,000 536,000 1 536,000
PortlandGen.Electric
ComStk NPV COM 736508847 981088 36,800 36,800 2 36,800
PortlandGen.Electric
ComStk NPV COM 736508847 19712404 739,400 739,400 3 739,400
POSCO ADR(Rep 1/4
Ord KRW5000) COM 693483109 120660 1,500 1,500 3 1,500
POSCO ADR(Rep 1/4
Ord KRW5000) COM 693483109 188229.6 2,340 2,340 4 2,340
Potash Crp of Sask.
Common NPV COM 73755L107 1060880.58 24,282 24,282 2 24,282
Potash Crp of Sask.
Common NPV COM 73755L107 383292.37 8,773 8,773 3 8,773
Potash Crp of Sask.
Common NPV COM 73755L107 543066.7 12,430 12,430 4 12,430
Power-One Inc Com
Stk USD0.001 COM 73930R102 312332 69,100 69,100 2 69,100
Power-One Inc Com
Stk USD0.001 COM 73930R102 4023084.76 890,063 890,063 3 890,063
PowerSharesQQQ
Nasdaq100UnitSr1 COM 73935A104 87610159.2 1,365,495 1,365,495 2 1,365,495
Pozen Inc
CommonStock
USD0.001 COM 73941U102 73514 11,800 11,800 2 11,800
Pozen Inc
CommonStock
USD0.001 COM 73941U102 2393129.9 384,130 384,130 3 384,130
PPG Inds.Common Stk
USD1.666 COM 693506107 222852 2,100 2,100 2 2,100
PPG Inds.Common Stk
USD1.666 COM 693506107 1124872 10,600 10,600 3 10,600
PPG Inds.Common Stk
USD1.666 COM 693506107 31836 300 300 7 300
PPL Corp Common
Stock USD0.01 COM 69351T106 1073466 38,600 38,600 2 38,600
PPL Corp Common
Stock USD0.01 COM 69351T106 14232573.99 511,779 511,779 3 511,779
Praxair Inc Comm
Stk USD0.01 COM 74005P104 1586153.24 14,588 14,588 2 14,588
Praxair Inc Comm
Stk USD0.01 COM 74005P104 6157814.82 56,634 56,634 3 56,634
Precision Castparts
ComStk NPV COM 740189105 24419198.46 148,454 148,454 1 148,454
Precision Castparts
ComStk NPV COM 740189105 82245 500 500 2 500
Precision Castparts
ComStk NPV COM 740189105 11227100.46 68,254 68,254 3 68,254
Precision Castparts
ComStk NPV COM 740189105 1820904.3 11,070 11,070 4 11,070
Precision Castparts
ComStk NPV COM 740189105 756654 4,600 4,600 5 4,600
Precision Castparts
ComStk NPV COM 740189105 198868.41 1,209 1,209 7 1,209
PrecisionDrilling
Corp Com NPV COM 74022D308 1477838.05 217,400 217,400 3 217,400
PreformedLineProducts
CmStkUSD2 COM 740444104 92656 1,600 1,600 3 1,600
Presidential
LifeCmStk USD0.01 COM 740884101 48167 4,900 4,900 3 4,900
Pretium Resource
ComStkUSD0.01 COM 74139C102 17498400 1,268,000 1,268,000 1 1,268,000
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 2782832 44,200 44,200 2 44,200
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 17664498.32 280,567 280,567 3 280,567
Priceline.comInc
ComStkUSD0.008 COM 741503403 1129684 1,700 1,700 2 1,700
Priceline.comInc
ComStkUSD0.008 COM 741503403 1700506.68 2,559 2,559 3 2,559
Primerica Inc Com
Stk USD0.01 COM 74164M108 9924849 371,300 371,300 1 371,300
Primerica Inc Com
Stk USD0.01 COM 74164M108 2317491 86,700 86,700 2 86,700
Primerica Inc Com
Stk USD0.01 COM 74164M108 25291926 946,200 946,200 3 946,200
PrimorisServices
CmStkUSD0.0001 COM 74164F103 505200 42,100 42,100 2 42,100
PrimorisServices
CmStkUSD0.0001 COM 74164F103 6970800 580,900 580,900 3 580,900
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 1982988 75,600 75,600 2 75,600
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 30105508.73 1,147,751 1,147,751 3 1,147,751
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 45850.04 1,748 1,748 7 1,748
ProAssurance
CommonStk USD0.01 COM 74267C106 2325249 26,100 26,100 2 26,100
ProAssurance
CommonStk USD0.01 COM 74267C106 17443732.91 195,799 195,799 3 195,799
Procter And Gamble
ComStk NPV COM 742718109 8239227.5 134,518 134,518 2 134,518
Procter And Gamble
ComStk NPV COM 742718109 55776577.5 910,638 910,638 3 910,638
Procter And Gamble
ComStk NPV COM 742718109 1970412.5 32,170 32,170 4 32,170
Procter And Gamble
ComStk NPV COM 742718109 1267875 20,700 20,700 5 20,700
Procter And Gamble
ComStk NPV COM 742718109 2350530 38,376 38,376 7 38,376
ProgressiveWaste
SolComNPV (US) COM 74339G101 12759648 674,400 674,400 1 674,400
ProLogis Inc REIT
USD0.01 COM 74340W103 21041236 633,200 633,200 3 633,200
Prospect Cap Com
Stk USD0.001 COM 74348T102 4556 400 400 3 400
Protective
LifeCpComStkUSD0.50 COM 743674103 1102875 37,500 37,500 2 37,500
Protective
LifeCpComStkUSD0.50 COM 743674103 23385861.47 795,167 795,167 3 795,167
ProvidentFinanSvcs
CmStkUSD0.01 COM 74386T105 145825 9,500 9,500 3 9,500
Prudential ADR
(EachRep2Ord5p) COM 74435K204 93403.2 4,026 4,026 2 4,026
PrudentialFinancl
ComStkUSD0.01 COM 744320102 1733794 35,800 35,800 2 35,800
PrudentialFinancl
ComStkUSD0.01 COM 744320102 59582218.25 1,230,275 1,230,275 3 1,230,275
PrudentialFinancl
ComStkUSD0.01 COM 744320102 602953.5 12,450 12,450 4 12,450
PrudentialFinancl
ComStkUSD0.01 COM 744320102 184082.43 3,801 3,801 7 3,801
PS Business
Cls'A'REIT USD0.01 COM 69360J107 914220 13,500 13,500 2 13,500
PS Business
Cls'A'REIT USD0.01 COM 69360J107 4503041.4 66,495 66,495 3 66,495
PSSWorldMedicalInc
CmStkUSD0.01 COM 69366A100 707363 33,700 33,700 2 33,700
PSSWorldMedicalInc
CmStkUSD0.01 COM 69366A100 4533840 216,000 216,000 3 216,000
Public Service Ent
Com NPV COM 744573106 793000 24,400 24,400 2 24,400
Public Service Ent
Com NPV COM 744573106 9863750 303,500 303,500 3 303,500
Public Service Ent
Com NPV COM 744573106 65000 2,000 2,000 7 2,000
Public Storage Com
Stk USD0.10 COM 74460D109 57764 400 400 2 400
Public Storage Com
Stk USD0.10 COM 74460D109 24809638 171,800 171,800 3 171,800
QAD Inc Cls B
ComStk USD0.001 COM 74727D207 1863 135 135 3 135
QEP Resources Inc
CS USD0.01 COM 74733V100 8562249.18 285,694 285,694 1 285,694
QEP Resources Inc
CS USD0.01 COM 74733V100 10760308.92 359,036 359,036 3 359,036
QEP Resources Inc
CS USD0.01 COM 74733V100 1448540.01 48,333 48,333 4 48,333
QEP Resources Inc
CS USD0.01 COM 74733V100 225014.76 7,508 7,508 7 7,508
QLogic Corp Com
Stock USD0.001 COM 747277101 10821945 790,500 790,500 1 790,500
QLogic Corp Com
Stock USD0.001 COM 747277101 1342989 98,100 98,100 2 98,100
QLogic Corp Com
Stock USD0.001 COM 747277101 17008456 1,242,400 1,242,400 3 1,242,400
Quaker Chemical Com
Stock USD1 COM 747316107 7324285 158,500 158,500 1 158,500
Qualcomm Inc Com
Stk USD0.0001 COM 747525103 4793602.56 86,092 86,092 2 86,092
Qualcomm Inc Com
Stk USD0.0001 COM 747525103 24789459.84 445,213 445,213 3 445,213
Quality Systems
ComStk USD0.01 COM 747582104 382389 13,900 13,900 2 13,900
Quality Systems
ComStk USD0.01 COM 747582104 222831 8,100 8,100 3 8,100
QuantaServices
ComStkUSD0.00001 COM 74762E102 30253583 1,256,900 1,256,900 1 1,256,900
QuantaServices
ComStkUSD0.00001 COM 74762E102 5999495.64 249,252 249,252 3 249,252
Questar Corp Common
Stock NPV COM 748356102 53105888.64 2,545,824 2,545,824 1 2,545,824
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 8020610 133,900 133,900 2 133,900
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 101779204.8 1,699,152 1,699,152 3 1,699,152
QuicksilverRes.
ComStk USD0.01 COM 74837R104 5420 1,000 1,000 3 1,000
QuimicaMin.ChileADR
(Rp10SrBNPV COM 833635105 10162335.82 182,546 182,546 3 182,546
Radioshack Corp Com
Stk USD1 COM 750438103 797184 207,600 207,600 3 207,600
RAIT FinancialTst
REIT USD0.01 COM 749227609 286440 62,000 62,000 3 62,000
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 431104.68 3,078 3,078 2 3,078
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 2310990 16,500 16,500 3 16,500
RandgoldResources
ADR(Rep1Ord) COM 752344309 10531260.01 117,001 117,001 3 117,001
Range Resources
ComStk USD0.01 COM 75281A109 22352331.73 361,279 361,279 2 361,279
Range Resources
ComStk USD0.01 COM 75281A109 40558321.67 655,541 655,541 3 655,541
Raven Industries
ComStock USD1 COM 754212108 340991 4,900 4,900 3 4,900
Raymond James
FinComStkUSD0.01 COM 754730109 12319552 359,800 359,800 1 359,800
Raytheon Company
ComStkUSD0.01 COM 755111507 9812706 173,400 173,400 2 173,400
Raytheon Company
ComStkUSD0.01 COM 755111507 87352041.05 1,543,595 1,543,595 3 1,543,595
Realty Income Corp
REIT USD1 COM 756109104 15191749 363,700 363,700 3 363,700
Redwood Trust Inc
REIT USD0.01 COM 758075402 5992796.16 480,192 480,192 1 480,192
Regal-Beloit
CommonStk USD0.01 COM 758750103 5678112 91,200 91,200 1 91,200
Regency Centers
REIT USD0.01 COM 758849103 15522091 326,300 326,300 3 326,300
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 2944350 436,200 436,200 3 436,200
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 53841443.07 1,011,867 1,011,867 1 1,011,867
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 3141039.51 59,031 59,031 3 59,031
Reliance
Steel&Alum.ComStk
NPV COM 759509102 30401000 602,000 602,000 1 602,000
Reliance
Steel&Alum.ComStk
NPV COM 759509102 1802850 35,700 35,700 3 35,700
Renaissance Hldgs
Com Stk NPV COM G7496G103 889317 11,700 11,700 2 11,700
Renaissance Hldgs
Com Stk NPV COM G7496G103 4601037.32 60,532 60,532 3 60,532
Renasant Corp
CommonStock USD5 COM 75970E107 265499 16,900 16,900 2 16,900
Renasant Corp
CommonStock USD5 COM 75970E107 1216205.36 77,416 77,416 3 77,416
Rent-A-Center Com
Stk USD0.01 COM 76009N100 59717265 1,771,500 1,771,500 1 1,771,500
Rent-A-Center Com
Stk USD0.01 COM 76009N100 471940 14,000 14,000 2 14,000
Rent-A-Center Com
Stk USD0.01 COM 76009N100 12130577.21 359,851 359,851 3 359,851
Republic Services
CmStkUSD0.01 COM 760759100 33514236 1,266,600 1,266,600 1 1,266,600
RepublicBancorpInc
A ComStkNPV COM 760281204 202475 9,100 9,100 2 9,100
RepublicBancorpInc
A ComStkNPV COM 760281204 928804 41,744 41,744 3 41,744
Research in Mot.
ComNPV(CanLst COM 760975102 2046483.731 276,696 276,696 2 276,696
Research in Mot.
ComNPV(CanLst COM 760975102 18816451.09 2,544,089 2,544,089 3 2,544,089
ResMed Inc Com Stk
USD0.004 COM 761152107 237120 7,600 7,600 3 7,600
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 47826349.69 1,065,887 1,065,887 1 1,065,887
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 3885742 86,600 86,600 2 86,600
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 66281425.56 1,477,188 1,477,188 3 1,477,188
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 1500901.5 33,450 33,450 4 33,450
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 80766 1,800 1,800 7 1,800
RG Barry Corp
CommonStock USD1 COM 68798107 13590 1,000 1,000 2 1,000
RG Barry Corp
CommonStock USD1 COM 68798107 266364 19,600 19,600 3 19,600
RLI Corp Common
Stock USD1 COM 749607107 1145760 16,800 16,800 2 16,800
RLI Corp Common
Stock USD1 COM 749607107 3682800 54,000 54,000 3 54,000
Robbins & Myers Inc
ComStk NPV COM 770196103 347106 8,300 8,300 3 8,300
Rock-Tenn
Cls'A'ComStk
USD0.01 COM 772739207 53669563 983,860 983,860 1 983,860
Rock-Tenn
Cls'A'ComStk
USD0.01 COM 772739207 201835 3,700 3,700 2 3,700
Rock-Tenn
Cls'A'ComStk
USD0.01 COM 772739207 164904.65 3,023 3,023 3 3,023
Rock-Tenn
Cls'A'ComStk
USD0.01 COM 772739207 762063.5 13,970 13,970 4 13,970
Rockwell Automation
ComStkUSD1 COM 773903109 713448 10,800 10,800 2 10,800
Rockwell Automation
ComStkUSD1 COM 773903109 8726658.12 132,102 132,102 3 132,102
Rockwell Collins
ComStkUSD0.01 COM 774341101 2625420 53,200 53,200 2 53,200
Rockwell Collins
ComStkUSD0.01 COM 774341101 16698164.7 338,362 338,362 3 338,362
RogersCommun.Inc
ComStkClss'B' COM 775109200 3298348.129 91,100 91,100 2 91,100
RogersCommun.Inc
ComStkClss'B' COM 775109200 37794978.3 1,043,893 1,043,893 3 1,043,893
Rollins Inc Common
Stock USD1 COM 775711104 13081976 584,800 584,800 1 584,800
Roper Indust. Comm
Stk USD0.01 COM 776696106 177444 1,800 1,800 3 1,800
Ross Stores
Inc.ComStk USD0.01 COM 778296103 53071326.03 849,549 849,549 1 849,549
Ross Stores
Inc.ComStk USD0.01 COM 778296103 1708679.44 27,352 27,352 2 27,352
Ross Stores
Inc.ComStk USD0.01 COM 778296103 9882754 158,200 158,200 3 158,200
Rovi Corp
CommonStock
USD0.001 COM 779376102 6371791.2 324,760 324,760 1 324,760
Roy.DutchShellADR
(2'A'EUR0.07) COM 780259206 2438268.8 36,160 36,160 7 36,160
Royal Bk of Canada
Common NPV COM 780087102 230241.797 4,500 4,500 2 4,500
Royal Bk of Canada
Common NPV COM 780087102 12954938.45 253,200 253,200 3 253,200
Royal Bk of Canada
Common NPV COM 780087102 303305.194 5,928 5,928 7 5,928
Royal Gold Inc Com
Stk USD0.01 COM 780287108 20007680 255,200 255,200 1 255,200
Royal Gold Inc Com
Stk USD0.01 COM 780287108 8932660.8 113,937 113,937 3 113,937
RoyalCari.Cruises
ComStkUSD0.01 COM V7780T103 2003398.95 76,965 76,965 3 76,965
RPC Inc Common
Stock USD0.10 COM 749660106 2022489 170,100 170,100 2 170,100
RPC Inc Common
Stock USD0.10 COM 749660106 16550285.5 1,391,950 1,391,950 3 1,391,950
RudolphTechnol.
ComStkUSD0.001 COM 781270103 872 100 100 2 100
Rue21 Inc Common
Stk USD0.001 COM 781295100 53004 2,100 2,100 3 2,100
RuthsHospitality
ComStkUSD0.01 COM 783332109 62040 9,400 9,400 2 9,400
RuthsHospitality
ComStkUSD0.01 COM 783332109 277200 42,000 42,000 3 42,000
Ryder System Common COM 783549108 23121804.94 642,094 642,094 1 642,094
Safe Bulkers
IncCmStk USD0.001 COM Y7388L103 28382 4,600 4,600 2 4,600
Safe Bulkers
IncCmStk USD0.001 COM Y7388L103 216567 35,100 35,100 3 35,100
Safety Insurance
ComStkUSD0.01 COM 78648T100 40640 1,000 1,000 3 1,000
Safeway
Inc.CommonStockUSD0.01 COM 786514208 827640 45,600 45,600 3 45,600
Safeway
Inc.CommonStockUSD0.01 COM 786514208 217800 12,000 12,000 7 12,000
SalixPharmaceut.
ComStkUSD0.001 COM 795435106 37128080 682,000 682,000 1 682,000
Sandisk Corp. Com
Stk USD0.001 COM 80004C101 4432283.52 121,499 121,499 1 121,499
Sandisk Corp. Com
Stk USD0.001 COM 80004C101 7296 200 200 2 200
Sandisk Corp. Com
Stk USD0.001 COM 80004C101 740544 20,300 20,300 4 20,300
SandySpring Bancorp
ComStkUSD1 COM 800363103 41400 2,300 2,300 2 2,300
SandySpring Bancorp
ComStkUSD1 COM 800363103 108000 6,000 6,000 3 6,000
Sanofi Contingent
Value Rights COM 80105N113 9521.73 6,753 6,753 3 6,753
SAP
SponADR(Each1Rep
1/4thCom) COM 803054204 68085.92 1,147 1,147 2 1,147
Sapient Corp Com
Stk USD0.01 COM 803062108 19462289 1,932,700 1,932,700 1 1,932,700
Sara Lee Corp Com
Stk USD1.333 COM 803111103 11766 636 636 7 636
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 324849 9,300 9,300 2 9,300
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 4327827 123,900 123,900 3 123,900
SBACommunications
ComStkUSD0.01 COM 78388J106 39536220.5 693,010 693,010 1 693,010
SBACommunications
ComStkUSD0.01 COM 78388J106 742791 13,020 13,020 4 13,020
SCANA Corp Common
Stock NPV COM 80589M102 325312 6,800 6,800 2 6,800
SCANA Corp Common
Stock NPV COM 80589M102 449696 9,400 9,400 3 9,400
ScanSource Inc
CommonStock NPV COM 806037107 12317280 402,000 402,000 1 402,000
Schlumberger Com
Stk USD0.01 COM 806857108 30598249.45 471,395 471,395 1 471,395
Schlumberger Com
Stk USD0.01 COM 806857108 5437251.06 83,766 83,766 2 83,766
Schlumberger Com
Stk USD0.01 COM 806857108 129488894.1 1,994,899 1,994,899 3 1,994,899
Schlumberger Com
Stk USD0.01 COM 806857108 2495789.5 38,450 38,450 4 38,450
Schlumberger Com
Stk USD0.01 COM 806857108 1739588 26,800 26,800 5 26,800
Schlumberger Com
Stk USD0.01 COM 806857108 3157092.58 48,638 48,638 7 48,638
Schnitzer Steel
'A'ComStk USD1 COM 806882106 114882 4,100 4,100 2 4,100
Schnitzer Steel
'A'ComStk USD1 COM 806882106 627648 22,400 22,400 3 22,400
ScholasticCorp
CommStk USD0.01 COM 807066105 16884 600 600 3 600
Sciclone Pharm
ComStk USD0.001 COM 80862K104 145107 20,700 20,700 2 20,700
Sciclone Pharm
ComStk USD0.001 COM 80862K104 1968408 280,800 280,800 3 280,800
ScrippsNtwks
Cls'A'CmStkUSD0.01 COM 811065101 693692 12,200 12,200 2 12,200
ScrippsNtwks
Cls'A'CmStkUSD0.01 COM 811065101 3758446 66,100 66,100 3 66,100
Seaboard Corp
CommonStock USD1 COM 811543107 738011.08 346 346 2 346
Seaboard Corp
CommonStock USD1 COM 811543107 7580610.92 3,554 3,554 3 3,554
SeaCubeContainerLeasing
USD0.01 COM G79978105 170700 10,000 10,000 2 10,000
SeaCubeContainerLeasing
USD0.01 COM G79978105 1828197 107,100 107,100 3 107,100
SeaDrill Limited
USD2 COM G7945E105 1716868.777 48,346 48,346 2 48,346
SeaDrill Limited
USD2 COM G7945E105 31894745.64 898,137 898,137 3 898,137
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 4775363 193,100 193,100 2 193,100
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 73418968.06 2,968,822 2,968,822 3 2,968,822
Seaspan Corp Com
Stock USD0.01 COM Y75638109 14435.2 832 832 7 832
SelectComfortCorp
CmStkUSD0.01 COM 81616X103 54392 2,600 2,600 2 2,600
Selective Ins.Grp
Com Stk USD2 COM 816300107 76604 4,400 4,400 3 4,400
SelectMedicalHld
ComStkUSD0.001 COM 81619Q105 959439 94,900 94,900 3 94,900
SempraEnergyCorp
CommonStockNPV COM 816851109 13776 200 200 7 200
SeniorHousingProp.REIT
USD0.01 COM 81721M109 127224 5,700 5,700 2 5,700
SeniorHousingProp.REIT
USD0.01 COM 81721M109 162936 7,300 7,300 3 7,300
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 2304000 576,000 576,000 2 576,000
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 1128800 282,200 282,200 3 282,200
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 1113600 278,400 278,400 6 278,400
Shaw Communications
Cls'B'NPV COM 82028K200 845506.891 44,800 44,800 2 44,800
Shaw Communications
Cls'B'NPV COM 82028K200 13042340.12 691,061 691,061 3 691,061
ShenandoahTelecomCo
ComStk NPV COM 82312B106 13610 1,000 1,000 3 1,000
ShinhanFinSpADR
(Rp2OrdKRW5000) COM 824596100 1824186 25,700 25,700 2 25,700
ShinhanFinSpADR
(Rp2OrdKRW5000) COM 824596100 397488 5,600 5,600 3 5,600
ShinhanFinSpADR
(Rp2OrdKRW5000) COM 824596100 155801.1 2,195 2,195 4 2,195
Shire PLC ADR (Each
Rep 3 Ord) COM 82481R106 70148.68 812 812 2 812
Sierra Bancorp
CommonStock NPV COM 82620P102 990 100 100 3 100
Signet Jewelers Ltd
OrdUSD0.18 COM G81276100 16348293.59 372,657 372,657 3 372,657
SilganHldgsInc
CommonStkUSD0.01 COM 827048109 58318296.72 1,366,088 1,366,088 1 1,366,088
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 3259320 628,000 628,000 2 628,000
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 10712679 2,064,100 2,064,100 3 2,064,100
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 281682.06 54,274 54,274 4 54,274
Silver Wheaton Corp
Com NPV COM 828336107 91282.55432 3,400 3,400 2 3,400
Silver Wheaton Corp
Com NPV COM 828336107 786640.8357 29,300 29,300 3 29,300
Silvercorp Metals
Inc Com NPV COM 82835P103 63069.30207 11,400 11,400 2 11,400
Silvercorp Metals
Inc Com NPV COM 82835P103 40386.48291 7,300 7,300 3 7,300
SimmonsFirst
'A'ComStk USD0.10 COM 828730200 9560400 411,200 411,200 1 411,200
SimmonsFirst
'A'ComStk USD0.10 COM 828730200 11625 500 500 3 500
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 1177256.58 7,563 7,563 2 7,563
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 32704632.98 210,103 210,103 3 210,103
SINA Corp
CommonStock
USD0.133 COM G81477104 58208535 1,123,500 1,123,500 4 1,123,500
SINA Corp
CommonStock
USD0.133 COM G81477104 4414367.43 85,203 85,203 6 85,203
Sirona Dental
Com.StockUSD0.01 COM 82966C103 25930261 576,100 576,100 1 576,100
SIX FLAGS CORP
ComStkUSD0.01 COM 83001A102 23102352 426,400 426,400 1 426,400
SJW Corporation
ComStkUSD1.042 COM 784305104 100842 4,200 4,200 3 4,200
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 187550 15,500 15,500 2 15,500
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 8912134 736,540 736,540 3 736,540
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 494769 40,890 40,890 4 40,890
SkyworksSolutions
ComStkUSD0.25 COM 83088M102 9144004 334,700 334,700 1 334,700
SkyworksSolutions
ComStkUSD0.25 COM 83088M102 3895832 142,600 142,600 3 142,600
SLM Corp Common
Stock USD0.20 COM 78442P106 18918421.88 1,204,228 1,204,228 1 1,204,228
SLM Corp Common
Stock USD0.20 COM 78442P106 3035596.17 193,227 193,227 2 193,227
SLM Corp Common
Stock USD0.20 COM 78442P106 63959730.25 4,071,275 4,071,275 3 4,071,275
SLM Corp Common
Stock USD0.20 COM 78442P106 1942541.5 123,650 123,650 4 123,650
SLM Corp Common
Stock USD0.20 COM 78442P106 2408343 153,300 153,300 5 153,300
SLM Corp Common
Stock USD0.20 COM 78442P106 459690.31 29,261 29,261 7 29,261
SM Energy Co Com
Stock USD0.01 COM 78454L100 30692374.92 624,972 624,972 1 624,972
SNAP-ON
INCORPORATED COMMON
ST COM 833034101 20841300 334,800 334,800 1 334,800
Sohu.comInc
CommonStk USD0.001 COM 83408W103 1665072 37,300 37,300 2 37,300
Sohu.comInc
CommonStk USD0.001 COM 83408W103 21637008 484,700 484,700 3 484,700
Sohu.comInc
CommonStk USD0.001 COM 83408W103 32427835.2 726,430 726,430 4 726,430
Solera Hldgs Inc
ComStkUSD0.01 COM 83421A104 1161762 27,800 27,800 3 27,800
Sonoco Products
Common Stk NPV COM 835495102 8752545 290,300 290,300 1 290,300
Sonoco Products
Common Stk NPV COM 835495102 229140 7,600 7,600 3 7,600
Southern.Co
Com.USD5 COM 842587107 4952525.8 106,966 106,966 2 106,966
Southern.Co
Com.USD5 COM 842587107 16300609.5 352,065 352,065 3 352,065
Southern.Co
Com.USD5 COM 842587107 878033.2 18,964 18,964 7 18,964
SouthernCopperCorp
CmStkUSD0.01 COM 84265V105 1881556.63 59,713 59,713 2 59,713
SouthernCopperCorp
CmStkUSD0.01 COM 84265V105 13698184.75 434,725 434,725 3 434,725
SouthsideBancshares
CS USD1.25 COM 84470P109 241615.04 10,748 10,748 2 10,748
SouthsideBancshares
CS USD1.25 COM 84470P109 2753125.6 122,470 122,470 3 122,470
SouthwesternEnergy
ComStkUSD0.1 COM 845467109 105369 3,300 3,300 2 3,300
SouthwesternEnergy
ComStkUSD0.1 COM 845467109 30167176.63 944,791 944,791 3 944,791
Spartan Stores Inc
Com Stk NPV COM 846822104 145040 8,000 8,000 2 8,000
Spartan Stores Inc
Com Stk NPV COM 846822104 589225 32,500 32,500 3 32,500
SPDR BARCLAYS
CAPITAL HIGH COM 78464A417 71041929.38 1,800,353 1,800,353 2 1,800,353
SPDR GOLD TRUST COM 78463V107 192163.0559 1,260 1,260 4 1,260
SPDR Idx S&P Intl
Dividend ETF COM 78463X772 3561600 80,000 80,000 2 80,000
SPDR S&P 500 ETF
Trust COM 78462F103 157165887.7 1,154,740 1,154,740 2 1,154,740
SPDR S&P 500 ETF
Trust COM 78462F103 15914621.55 116,929 116,929 3 116,929
SPDR S&P 500 ETF
Trust COM 78462F103 687466.355 5,051 5,051 7 5,051
SPDR S&P
HOMEBUILDERS ETF COM 78464A888 20838483.15 976,270 976,270 4 976,270
Spectra Energy
ComStk USD0.001 COM 847560109 995014.4 34,240 34,240 2 34,240
Spectra Energy
ComStk USD0.001 COM 847560109 4666164.2 160,570 160,570 3 160,570
Spectrum Pharm
ComStk USD0.001 COM 84763A108 15560 1,000 1,000 2 1,000
Spectrum Pharm
ComStk USD0.001 COM 84763A108 725096 46,600 46,600 3 46,600
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 35279034 1,812,900 1,812,900 1 1,812,900
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 1021650 52,500 52,500 2 52,500
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 12281206 631,100 631,100 3 631,100
Sprint Nextel
Common StockUSD2 COM 852061100 35208 10,800 10,800 7 10,800
St.JudeMedicalInc
ComStkUSD0.10 COM 790849103 4270370 107,000 107,000 2 107,000
St.JudeMedicalInc
ComStkUSD0.10 COM 790849103 34473020.79 863,769 863,769 3 863,769
Stancorp Fin.Group
Com Stk NPV COM 852891100 1029332 27,700 27,700 2 27,700
Stancorp Fin.Group
Com Stk NPV COM 852891100 26900012.52 723,897 723,897 3 723,897
StandardMotorProducts
CmStkUSD2 COM 853666105 143616 10,200 10,200 2 10,200
StandardMotorProducts
CmStkUSD2 COM 853666105 651904 46,300 46,300 3 46,300
StandardParking
ComStkUSD0.001 COM 853790103 23394392 1,087,100 1,087,100 1 1,087,100
StandardParking
ComStkUSD0.001 COM 853790103 27976 1,300 1,300 3 1,300
StandexIntlCorp
ComStk USD1.50 COM 854231107 93654 2,200 2,200 2 2,200
StandexIntlCorp
ComStk USD1.50 COM 854231107 76626 1,800 1,800 3 1,800
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 22496523.12 349,542 349,542 1 349,542
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 5206144.76 80,891 80,891 3 80,891
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 1538204 23,900 23,900 4 23,900
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 1467408 22,800 22,800 5 22,800
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 161286.16 2,506 2,506 7 2,506
StanleyTech.GroupInc
ComStkNPV COM 85472N109 13324439.65 468,400 468,400 1 468,400
Staples Inc Com Stk
USD0.0006 COM 855030102 553320 42,400 42,400 2 42,400
Staples Inc Com Stk
USD0.0006 COM 855030102 736020 56,400 56,400 3 56,400
Starbucks Corp
ComStk USD0.001 COM 855244109 794468 14,900 14,900 2 14,900
Starbucks Corp
ComStk USD0.001 COM 855244109 1565261.92 29,356 29,356 3 29,356
Starwood Prop.Tst
REIT USD0.01 COM 85571B105 4172498 195,800 195,800 3 195,800
State Auto Fin Cp
Com Stk NPV COM 855707105 29505 2,100 2,100 2 2,100
State Auto Fin Cp
Com Stk NPV COM 855707105 5620 400 400 3 400
State Street Corp
Com Stk USD1 COM 857477103 13624574.4 305,210 305,210 1 305,210
State Street Corp
Com Stk USD1 COM 857477103 6659172 149,175 149,175 2 149,175
State Street Corp
Com Stk USD1 COM 857477103 99687637.44 2,233,146 2,233,146 3 2,233,146
State Street Corp
Com Stk USD1 COM 857477103 1228939.2 27,530 27,530 4 27,530
State Street Corp
Com Stk USD1 COM 857477103 1517760 34,000 34,000 5 34,000
State Street Corp
Com Stk USD1 COM 857477103 423455.04 9,486 9,486 7 9,486
Statoil
SponADR(Rp1OrdNOK2.50) COM 85771P102 67547.66 2,831 2,831 2 2,831
Std Microsystems
CmStk USD0.10 COM 853626109 22126622 599,800 599,800 1 599,800
Steel Dynamics Com
Stk USD0.01 COM 858119100 133608 11,400 11,400 2 11,400
Steel Dynamics Com
Stk USD0.01 COM 858119100 3373016 287,800 287,800 3 287,800
Steelcase Inc
Cls'A'ComStk NPV COM 858155203 7502124 830,800 830,800 1 830,800
SteinerLeisureLtd
ComStkUSD0.01 COM P8744Y102 143871 3,100 3,100 2 3,100
SteinerLeisureLtd
ComStkUSD0.01 COM P8744Y102 69615 1,500 1,500 3 1,500
Steris Corp Common
Stock NPV COM 859152100 2067283 65,900 65,900 2 65,900
Steris Corp Common
Stock NPV COM 859152100 13093838 417,400 417,400 3 417,400
Sterling Bancorp/NY
CmStk USD1 COM 859158107 27944 2,800 2,800 3 2,800
Stone Energy
CommStock USD0.01 COM 861642106 88994.08 3,512 3,512 3 3,512
StrayerEducation
CmStk USD0.01 COM 863236105 2234910 20,500 20,500 2 20,500
StrayerEducation
CmStk USD0.01 COM 863236105 26786214 245,700 245,700 3 245,700
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 4969964.9 90,199 90,199 2 90,199
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 35710144.7 648,097 648,097 3 648,097
Sturm Ruger And Co
ComStk USD1 COM 864159108 152570 3,800 3,800 2 3,800
Sturm Ruger And Co
ComStk USD1 COM 864159108 1164350 29,000 29,000 3 29,000
Sumitomo Mitsui
ADR(Rep0.2Ord) COM 86562M209 98823.12 14,883 14,883 2 14,883
Sun Life Fin.Inc
Common NPV COM 866796105 845912.9433 38,933 38,933 3 38,933
SUNCOKE ENERGY
ComStkUSD0.01 COM 86722A103 11659935 795,900 795,900 1 795,900
SUNCOKE ENERGY
ComStkUSD0.01 COM 86722A103 5860 400 400 3 400
SuncorEnergy
NewComNPV(CanLst) COM 867224107 163583304.4 5,664,572 5,664,572 2 5,664,572
SuncorEnergy
NewComNPV(CanLst) COM 867224107 98766962.11 3,420,108 3,420,108 3 3,420,108
SuncorEnergy
NewComNPV(CanLst) COM 867224107 1955062.043 67,700 67,700 5 67,700
SuncorEnergy
NewComNPV(CanLst) COM 867224107 397885.448 13,778 13,778 7 13,778
Sunoco Logistics
Partn.Uts NPV COM 86764L108 935766 25,800 25,800 2 25,800
Sunoco Logistics
Partn.Uts NPV COM 86764L108 4052338.29 111,727 111,727 3 111,727
Suntrust Banks
Common Stk USD1 COM 867914103 1471754.43 60,741 60,741 3 60,741
Suntrust Banks
Common Stk USD1 COM 867914103 3901.03 161 161 7 161
Superior Energy
ComStkUSD0.001 COM 868157108 315588 15,600 15,600 3 15,600
Superior Inds. Com
Stk USD0.50 COM 868168105 124412 7,600 7,600 2 7,600
Superior Inds. Com
Stk USD0.50 COM 868168105 1448745 88,500 88,500 3 88,500
Supervalu Inc
CommonStock USD1 COM 868536103 46102 8,900 8,900 3 8,900
Supervalu Inc
CommonStock USD1 COM 868536103 2372.44 458 458 7 458
SVB Fin.Group Com
Stk USD0.001 COM 78486Q101 10411056 177,300 177,300 1 177,300
SVB Fin.Group Com
Stk USD0.001 COM 78486Q101 99824 1,700 1,700 3 1,700
Swift Energy Co
ComStk USD0.01 COM 870738101 26528555 1,425,500 1,425,500 1 1,425,500
Swift Energy Co
ComStk USD0.01 COM 870738101 234486 12,600 12,600 3 12,600
SwiftTransport Co A
CS USD0.01 COM 87074U101 7174440 759,200 759,200 1 759,200
Symantec Corp Com
Stk USD0.01 COM 871503108 851763 58,300 58,300 2 58,300
Symantec Corp Com
Stk USD0.01 COM 871503108 2793432 191,200 191,200 3 191,200
Symetra Fin Corp
CmStk USD0.01 COM 87151Q106 2849596 225,800 225,800 2 225,800
Symetra Fin Corp
CmStk USD0.01 COM 87151Q106 29198061.08 2,313,634 2,313,634 3 2,313,634
Synaptics Inc
Common Stock NPV COM 87157D109 111657 3,900 3,900 2 3,900
Synaptics Inc
Common Stock NPV COM 87157D109 747243 26,100 26,100 3 26,100
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 575983 16,700 16,700 2 16,700
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 5932280 172,000 172,000 3 172,000
Synopsys Inc Com
Stk USD0.01 COM 871607107 22040686.17 748,919 748,919 1 748,919
Synopsys Inc Com
Stk USD0.01 COM 871607107 117720 4,000 4,000 3 4,000
Syntel Inc Common
Stock NPV COM 87162H103 534160 8,800 8,800 2 8,800
Syntel Inc Common
Stock NPV COM 87162H103 60700 1,000 1,000 3 1,000
Sysco Corp.Common
USD1 COM 871829107 560428 18,800 18,800 3 18,800
TaiwanSemiManuADS
Rep.5 ComShs COM 874039100 12839012 919,700 919,700 2 919,700
TaiwanSemiManuADS
Rep.5 ComShs COM 874039100 42032917.84 3,010,954 3,010,954 3 3,010,954
TaiwanSemiManuADS
Rep.5 ComShs COM 874039100 1387330.84 99,379 99,379 4 99,379
TaiwanSemiManuADS
Rep.5 ComShs COM 874039100 2374247 170,075 170,075 6 170,075
TAL Intl Grp Com
Stk USD0.001 COM 874083108 254524 7,600 7,600 2 7,600
TAL Intl Grp Com
Stk USD0.001 COM 874083108 3586779 107,100 107,100 3 107,100
Talisman Energy Com
NPV(USLst) COM 87425E103 28959179.34 2,526,979 2,526,979 3 2,526,979
TANGER FACTORY
OUTLET CENTER COM 875465106 24488892.2 764,084 764,084 1 764,084
Target Corp
CommonStk USD0.167 COM 87612E106 2397835.33 41,207 41,207 2 41,207
Target Corp
CommonStk USD0.167 COM 87612E106 13499090.77 231,983 231,983 3 231,983
Tata Mot.SpnADR
(EchRp5OrdINR2) COM 876568502 140544 6,400 6,400 3 6,400
Tata Mot.SpnADR
(EchRp5OrdINR2) COM 876568502 133956 6,100 6,100 7 6,100
Taubman Centers
REIT USD0.01 COM 876664103 13140348 170,300 170,300 3 170,300
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 1534794 90,282 90,282 3 90,282
TE Connectivity Ltd
CHF1.37 COM H84989104 2284756 71,600 71,600 3 71,600
Team Inc Common
Stock USD0.30 COM 878155100 408458 13,100 13,100 3 13,100
Tech Data Corp
ComStkUSD0.0015 COM 878237106 308288 6,400 6,400 2 6,400
Tech Data Corp
ComStkUSD0.0015 COM 878237106 4453846.37 92,461 92,461 3 92,461
Techne Corp Common
Stk USD0.01 COM 878377100 6633480 89,400 89,400 1 89,400
Techne Corp Common
Stk USD0.01 COM 878377100 155820 2,100 2,100 2 2,100
Techne Corp Common
Stk USD0.01 COM 878377100 2174060 29,300 29,300 3 29,300
TeckResour.
'B'Sub.VotingComNPV COM 878742204 2100041.199 67,900 67,900 2 67,900
TeckResour.'B'
Sub.VotingComNPV COM 878742204 4796722.968 155,091 155,091 3 155,091
TelecomArgent.
ADR(Rep10'B'Sh) COM 879273209 1495146 126,600 126,600 3 126,600
TeledyneTechno.Inc
CmStkUSD0.01 COM 879360105 789120 12,800 12,800 2 12,800
TeledyneTechno.Inc
CmStkUSD0.01 COM 879360105 9145900.8 148,352 148,352 3 148,352
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 25971680.9 1,049,785 1,049,785 2 1,049,785
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 136655546.3 5,523,668 5,523,668 3 5,523,668
Telenav Inc Com
Stock USD0.001 COM 879455103 154476 25,200 25,200 2 25,200
Telenav Inc Com
Stock USD0.001 COM 879455103 1633645 266,500 266,500 3 266,500
Telular Corp Com
Stk USD0.01 COM 87970T208 35112 3,800 3,800 2 3,800
Telular Corp Com
Stk USD0.01 COM 87970T208 167244 18,100 18,100 3 18,100
Tempur-Pedic Intl
CmStkUSD0.01 COM 88023U101 37424 1,600 1,600 2 1,600
Tempur-Pedic Intl
CmStkUSD0.01 COM 88023U101 1157805 49,500 49,500 3 49,500
Teradyne Inc Comm
Stk USD0.125 COM 880770102 9486282 674,700 674,700 1 674,700
Teradyne Inc Comm
Stk USD0.125 COM 880770102 248862 17,700 17,700 3 17,700
Terex Corp
CommonStock USD0.01 COM 880779103 3566 200 200 7 200
Terra Nitrogen
Company LP NPV COM 881005201 2732220 12,900 12,900 2 12,900
Terra Nitrogen
Company LP NPV COM 881005201 42513766.8 200,726 200,726 3 200,726
Territorial Bancorp
CS USD0.01 COM 88145X108 11385 500 500 3 500
Tesco Corp Com
NPV(US Listing) COM 88157K101 3068664 255,722 255,722 3 255,722
Tesoro Corp Com Stk
USD0.1666 COM 881609101 64896 2,600 2,600 3 2,600
Tessco Technologies
CS USD0.01 COM 872386107 313110 14,200 14,200 2 14,200
Tessco Technologies
CS USD0.01 COM 872386107 6073209.45 275,429 275,429 3 275,429
Teva
Pharm.ADR
(Cnv1OrdILS0.10) COM 881624209 3032344.4 76,885 76,885 3 76,885
Texas Instruments
Com Stk USD1 COM 882508104 2593690.76 90,404 90,404 2 90,404
Texas Instruments
Com Stk USD1 COM 882508104 13064249.71 455,359 455,359 3 455,359
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 826560 22,400 22,400 2 22,400
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 6315029.1 171,139 171,139 3 171,139
Textron Inc Com Stk
USD0.125 COM 883203101 932625 37,500 37,500 3 37,500
TGC Industries
ComStk USD0.01 COM 872417308 222990.15 22,965 22,965 3 22,965
TheMen'sWearhouse
ComStkUSD0.01 COM 587118100 24411450 867,500 867,500 1 867,500
ThermoFisherScient.
ComStk USD1 COM 883556102 207640 4,000 4,000 2 4,000
ThermoFisherScient.
ComStk USD1 COM 883556102 1458099.99 28,089 28,089 3 28,089
ThermoFisherScient.
ComStk USD1 COM 883556102 46719 900 900 7 900
Thermon Group Com
Stk USD0.001 COM 88362T103 11044643 533,300 533,300 1 533,300
ThomsonReutComNPV
(Canad.List.) COM 884903105 78602.20707 2,766 2,766 7 2,766
TICC Cap Corp
ComStock USD0.01 COM 87244T109 7752 800 800 3 800
Tiffany & Co Com
Stk USD0.01 COM 886547108 232980 4,400 4,400 2 4,400
Tiffany & Co Com
Stk USD0.01 COM 886547108 776299.95 14,661 14,661 3 14,661
Tim Partic
SpnADR(EachRep5Ord) COM 88706P205 13759327.28 501,068 501,068 3 501,068
TimeWarnerCable
ComStk USD0.01 COM 88732J207 1190450 14,500 14,500 2 14,500
TimeWarnerCable
ComStk USD0.01 COM 88732J207 16717776.7 203,627 203,627 3 203,627
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 1079732.5 28,045 28,045 2 28,045
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 3521017.5 91,455 91,455 3 91,455
Timken Co Common
Stock NPV COM 887389104 109896 2,400 2,400 2 2,400
Timken Co Common
Stock NPV COM 887389104 10646175 232,500 232,500 3 232,500
Titan Intl Inc
CommonStock NPV COM 88830M102 95667 3,900 3,900 2 3,900
Titan Intl Inc
CommonStock NPV COM 88830M102 66231 2,700 2,700 3 2,700
Titan Machinery CS
USD0.00001 COM 88830R101 54666 1,800 1,800 3 1,800
TJX Corp Common Stk
USD1 COM 872540109 27352634.85 637,145 637,145 1 637,145
TJX Corp Common Stk
USD1 COM 872540109 105307.29 2,453 2,453 3 2,453
TJX Corp Common Stk
USD1 COM 872540109 971076.6 22,620 22,620 4 22,620
TNS Inc Common
Stock USD0.001 COM 872960109 7931220.18 442,097 442,097 1 442,097
Tompkins Fin Cp
ComStk USD0.10 COM 890110109 60288 1,600 1,600 2 1,600
Tompkins Fin Cp
ComStk USD0.10 COM 890110109 1375320 36,500 36,500 3 36,500
Torchmark Corp
Common Stk USD1 COM 891027104 401872.5 7,950 7,950 2 7,950
Torchmark Corp
Common Stk USD1 COM 891027104 427147.5 8,450 8,450 3 8,450
Toro Com Stk USD1 COM 891092108 117264 1,600 1,600 3 1,600
Toronto
Dom.Bk.Common NPV COM 891160509 229179751.4 2,932,195 2,932,195 2 2,932,195
Toronto
Dom.Bk.Common NPV COM 891160509 41600236.68 532,246 532,246 3 532,246
Toronto
Dom.Bk.Common NPV COM 891160509 686555.6133 8,784 8,784 4 8,784
Toronto
Dom.Bk.Common NPV COM 891160509 1133316.985 14,500 14,500 5 14,500
Toronto
Dom.Bk.Common NPV COM 891160509 536410.6528 6,863 6,863 7 6,863
Total System
Ser.ComStkUSD0.10 COM 891906109 988309 41,300 41,300 2 41,300
Total System
Ser.ComStkUSD0.10 COM 891906109 10594026.37 442,709 442,709 3 442,709
TotalSpoADR
(EachRep1OrdEUR2.5) COM 89151E109 61851.2 1,376 1,376 2 1,376
Tower Group Inc
ComStk USD0.01 COM 891777104 770103 36,900 36,900 3 36,900
TowersWatsonAndCo A
CS USD0.01 COM 891894107 29362980 490,200 490,200 1 490,200
TowneBank
CommonStock
USD1.667 COM 89214P109 25956 1,854 1,854 2 1,854
TowneBank
CommonStock
USD1.667 COM 89214P109 41818 2,987 2,987 3 2,987
Tractor Supply
CommStkUSD0.008 COM 892356106 141202 1,700 1,700 2 1,700
Tractor Supply
CommStkUSD0.008 COM 892356106 3744843.16 45,086 45,086 3 45,086
TransAtlantic
Petroleum ComNPV COM G89982105 34306762.32 32,086,265 32,086,265 3 32,086,265
TransCanada Corp
Common NPV COM 89353D107 159052.4302 3,800 3,800 3 3,800
TransDigm Group
CommStkUSD0.01 COM 893641100 12447998.4 92,688 92,688 1 92,688
TransDigm Group
CommStkUSD0.01 COM 893641100 1042168 7,760 7,760 4 7,760
Transglobe Energy
Corp Com NPV COM 893662106 506567.2667 57,000 57,000 2 57,000
Transglobe Energy
Corp Com NPV COM 893662106 2953198.293 332,300 332,300 3 332,300
Travelers Co's
CommonStock NPV COM 89417E109 515891.04 8,081 8,081 2 8,081
Travelers Co's
CommonStock NPV COM 89417E109 430153.92 6,738 6,738 3 6,738
Travelers Co's
CommonStock NPV COM 89417E109 3766.56 59 59 7 59
TriCo Bancshares
Com Stock NPV COM 896095106 9240 600 600 3 600
Trimble Navigation
Com Stk NPV COM 896239100 4742066.66 103,066 103,066 3 103,066
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 332696 18,200 18,200 2 18,200
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 1433152 78,400 78,400 3 78,400
TrueReligionAppar.
CSUSD0.00001 COM 89784N104 84042 2,900 2,900 2 2,900
TrueReligionAppar.
CSUSD0.00001 COM 89784N104 570906 19,700 19,700 3 19,700
TrustCo Bank Common
Stock USD1 COM 898349105 335790 61,500 61,500 2 61,500
TrustCo Bank Common
Stock USD1 COM 898349105 4138980.3 758,055 758,055 3 758,055
Trustmark Corp
Common Stk NPV COM 898402102 575280 23,500 23,500 2 23,500
Trustmark Corp
Common Stk NPV COM 898402102 5755248 235,100 235,100 3 235,100
TRW AutoHldgsCorp
ComStkUSD0.01 COM 87264S106 77196 2,100 2,100 2 2,100
TRW AutoHldgsCorp
ComStkUSD0.01 COM 87264S106 2268092 61,700 61,700 3 61,700
Tsakos Energy
Nav.Com Stk USD1 COM G9108L108 4626500 950,000 950,000 1 950,000
TupperwareBrandsCp
CmStkUSD0.01 COM 899896104 1593516 29,100 29,100 2 29,100
TupperwareBrandsCp
CmStkUSD0.01 COM 899896104 9095636 166,100 166,100 3 166,100
Tutor Perini Corp
Com Stk USD1 COM 901109108 101360 8,000 8,000 2 8,000
Tutor Perini Corp
Com Stk USD1 COM 901109108 647842.44 51,132 51,132 3 51,132
Twin Disc Inc
Common Stock NPV COM 901476101 184900 10,000 10,000 2 10,000
Twin Disc Inc
Common Stock NPV COM 901476101 478891 25,900 25,900 3 25,900
Two Harbors Inv
REIT USD0.0001 COM 90187B101 4393676 424,100 424,100 3 424,100
Tyco Intl Ltd
CommonStk CHF6.7 COM H89128104 1004361.4 19,004 19,004 3 19,004
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 192066 10,200 10,200 3 10,200
U.S.Bancorp Com Stk
USD0.01 COM 902973304 1310552.16 40,751 40,751 2 40,751
U.S.Bancorp Com Stk
USD0.01 COM 902973304 3886889.76 120,861 120,861 3 120,861
UBS AG CHF0.10
(Regd) COM H89231338 39203.27522 3,358 3,358 2 3,358
UBS AG CHF0.10
(Regd) COM H89231338 70669437.35 6,053,269 6,053,269 3 6,053,269
UDR Incorporated
REIT USD0.01 COM 902653104 16488504 638,100 638,100 3 638,100
UGI Corporation
Comm Stock NPV COM 902681105 738693 25,100 25,100 2 25,100
UGI Corporation
Comm Stock NPV COM 902681105 9185132.43 312,101 312,101 3 312,101
Ultra Petrol.Com
NPV(US List.) COM 903914109 170048.97 7,371 7,371 3 7,371
UltraCleanHldgs
ComStkUSD0.001 COM 90385V107 86162 13,400 13,400 2 13,400
UltraCleanHldgs
ComStkUSD0.001 COM 90385V107 259129 40,300 40,300 3 40,300
UltraparPart.SpnADR
(EchRp1Ord) COM 90400P101 12546848.16 553,212 553,212 2 553,212
UltraparPart.SpnADR
(EchRp1Ord) COM 90400P101 42786636.48 1,886,536 1,886,536 3 1,886,536
UMB FINANCIAL CORP COM 902788108 13813708.43 269,641 269,641 1 269,641
Unilife Corp Com
Stock USD0.01 COM 90478E103 6239997.14 1,846,153 1,846,153 1 1,846,153
Union Fst Mkt Bnksh
CS USD1.33 COM 90662P104 41905 2,900 2,900 3 2,900
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 6371154 53,400 53,400 2 53,400
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 46722631.17 391,607 391,607 3 391,607
Unisys Corp Common
Stk USD0.01 COM 909214306 304980 15,600 15,600 2 15,600
Unisys Corp Common
Stk USD0.01 COM 909214306 2695945 137,900 137,900 3 137,900
Unit Corporation
ComStk USD0.2 COM 909218109 84847 2,300 2,300 2 2,300
Unit Corporation
ComStk USD0.2 COM 909218109 1291150 35,000 35,000 3 35,000
United Online
ComStk USD0.0001 COM 911268100 175974 41,700 41,700 2 41,700
United Online
ComStk USD0.0001 COM 911268100 2703403.74 640,617 640,617 3 640,617
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 32295334.5 552,057 552,057 1 552,057
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 8804250 150,500 150,500 2 150,500
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 98045473.5 1,675,991 1,675,991 3 1,675,991
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 1660230 28,380 28,380 4 28,380
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 1345500 23,000 23,000 5 23,000
Unitil Corp Common
Stock NPV COM 913259107 127200 4,800 4,800 2 4,800
Unitil Corp Common
Stock NPV COM 913259107 328600 12,400 12,400 3 12,400
Universal Corp Com
Stk NPV COM 913456109 389172 8,400 8,400 2 8,400
Universal Corp Com
Stk NPV COM 913456109 8350982.5 180,250 180,250 3 180,250
Universal Travel
Grp ComStkNPV COM 91388Q202 32480 46,400 46,400 2 46,400
Universal Travel
Grp ComStkNPV COM 91388Q202 171640 245,200 245,200 3 245,200
UniversalHlth
ClsBComStkUSD0.01 COM 913903100 29924468.08 693,338 693,338 1 693,338
UniversalHlth
ClsBComStkUSD0.01 COM 913903100 992680 23,000 23,000 2 23,000
UniversalHlth
ClsBComStkUSD0.01 COM 913903100 23025601.04 533,494 533,494 3 533,494
UniversalInsurance
CmStkUSD0.01 COM 91359V107 45694 13,400 13,400 2 13,400
UniversalInsurance
CmStkUSD0.01 COM 91359V107 840967.38 246,618 246,618 3 246,618
UniversalTecInst
CmStkUSD0.0001 COM 913915104 137802 10,200 10,200 2 10,200
UniversalTecInst
CmStkUSD0.0001 COM 913915104 112133 8,300 8,300 3 8,300
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 72732 4,400 4,400 2 4,400
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 549110.07 33,219 33,219 3 33,219
UNS Energy Corp Com
Stock NPV COM 903119105 20184455 525,500 525,500 1 525,500
UNS Energy Corp Com
Stock NPV COM 903119105 2212416 57,600 57,600 3 57,600
Unum Group
CommonStock USD0.10 COM 91529Y106 1094236 57,200 57,200 2 57,200
Unum Group
CommonStock USD0.10 COM 91529Y106 24262406.83 1,268,291 1,268,291 3 1,268,291
UrstadtBiddle
PrpClAREITUSD0.01 COM 917286205 83034 4,200 4,200 2 4,200
UrstadtBiddle
PrpClAREITUSD0.01 COM 917286205 110712 5,600 5,600 3 5,600
US Ecology Inc Com
Stk USD0.01 COM 91732J102 106440 6,000 6,000 2 6,000
US Ecology Inc Com
Stk USD0.01 COM 91732J102 49672 2,800 2,800 3 2,800
US PhysicalTherapy
CmStkUSD0.01 COM 90337L108 305160 12,000 12,000 2 12,000
US PhysicalTherapy
CmStkUSD0.01 COM 90337L108 3072198.3 120,810 120,810 3 120,810
USA Mobility
Com.Stk USD0.0001 COM 90341G103 308640 24,000 24,000 2 24,000
USA Mobility
Com.Stk USD0.0001 COM 90341G103 5451186.82 423,887 423,887 3 423,887
USANAHealthScien.
CmStkUSD0.001 COM 90328M107 579792 14,100 14,100 2 14,100
USANAHealthScien.
CmStkUSD0.001 COM 90328M107 9376511.36 228,028 228,028 3 228,028
Utd Bankshares Com
Stk USD2.50 COM 909907107 1881476 72,700 72,700 3 72,700
Utd Parcels
Serv.Cls B USD0.01 COM 911312106 5258332.64 66,764 66,764 2 66,764
Utd Parcels
Serv.Cls B USD0.01 COM 911312106 30183273.56 383,231 383,231 3 383,231
Utd Technologies
Com Stk USD1 COM 913017109 8131333.21 107,657 107,657 2 107,657
Utd Technologies
Com Stk USD1 COM 913017109 72925121.36 965,512 965,512 3 965,512
Utd Technologies
Com Stk USD1 COM 913017109 246605.45 3,265 3,265 4 3,265
Utd Therapeutics
ComStkUSD0.01 COM 91307C102 2434434 49,300 49,300 2 49,300
Utd Therapeutics
ComStkUSD0.01 COM 91307C102 35568414 720,300 720,300 3 720,300
Vaalco Energy Inc
CS USD0.10 COM 91851C201 450486 52,200 52,200 2 52,200
Vaalco Energy Inc
CS USD0.10 COM 91851C201 10141691.21 1,175,167 1,175,167 3 1,175,167
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 44372690 2,235,400 2,235,400 2 2,235,400
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 235900417.2 11,884,152 11,884,152 3 11,884,152
Valeant Pharm Com
NPV(US List) COM 91911K102 340269.63 7,597 7,597 3 7,597
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 736575 30,500 30,500 2 30,500
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 11684687.7 483,838 483,838 3 483,838
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 39589535.92 2,029,192 2,029,192 2 2,029,192
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 217648663 11,155,749 11,155,749 3 11,155,749
Validus Holdings
Ltd USD0.175 COM G9319H102 387563 12,100 12,100 2 12,100
Validus Holdings
Ltd USD0.175 COM G9319H102 11670995.31 364,377 364,377 3 364,377
ValmontIndustriesInc
ComStkUSD1 COM 920253101 217746 1,800 1,800 3 1,800
ValueClickInc Com
Stk USD0.001 COM 92046N102 485144 29,600 29,600 2 29,600
ValueClickInc Com
Stk USD0.001 COM 92046N102 2530255.42 154,378 154,378 3 154,378
Vanguard Index
Funds Value ETF COM 922908744 1396542.1 24,965 24,965 3 24,965
Vanguard MSCI EAFE
ETF COM 921943858 9189521.88 291,084 291,084 2 291,084
Vanguard MSCI Emrg
Markets ETF COM 922042858 9384228.81 235,017 235,017 3 235,017
Vanguard Total
Stock Mkt ETF COM 922908769 7440684.1 106,753 106,753 2 106,753
Vantiv Inc Cls A CS
USD0.0001 COM 92210H105 42853273.94 1,839,986 1,839,986 1 1,839,986
Vantiv Inc Cls A CS
USD0.0001 COM 92210H105 997743.6 42,840 42,840 4 42,840
VarianMedicalSystems
ComStkUSD1 COM 92220P105 616511.65 10,145 10,145 3 10,145
VascularSolutions
CmStkUSD0.01 COM 92231M109 6280 500 500 2 500
VascularSolutions
CmStkUSD0.01 COM 92231M109 15072 1,200 1,200 3 1,200
Vector Group Ltd
ComStk USD0.1 COM 92240M108 1702 100 100 2 100
Vector Group Ltd
ComStk USD0.1 COM 92240M108 561660 33,000 33,000 3 33,000
Vectren Corp.
Common Stock NPV COM 92240G101 664200 22,500 22,500 2 22,500
Vectren Corp.
Common Stock NPV COM 92240G101 8873092.08 300,579 300,579 3 300,579
VeecoInstruments
CmStk USD0.01 COM 922417100 3959612.04 115,239 115,239 3 115,239
Ventas Inc. REIT
USD0.25 COM 92276F100 1325520 21,000 21,000 2 21,000
Ventas Inc. REIT
USD0.25 COM 92276F100 21517608 340,900 340,900 3 340,900
Verastem Inc Com
Stk USD0.0001 COM 92337C104 339227.52 35,008 35,008 3 35,008
VeriFone Sys Inc
ComStkUSD0.01 COM 92342Y109 1009245 30,500 30,500 3 30,500
Verisign Inc Com
Stk USD0.001 COM 92343E102 57394063.88 1,317,284 1,317,284 1 1,317,284
VERISK ANALYTICS
INC-CL A COMM COM 92345Y106 26008688.88 527,988 527,988 1 527,988
Verizon Communi.
ComStkUSD0.10 COM 92343V104 49713694.8 1,118,670 1,118,670 1 1,118,670
Verizon Communi.
ComStkUSD0.10 COM 92343V104 7462009.28 167,912 167,912 2 167,912
Verizon Communi.
ComStkUSD0.10 COM 92343V104 40883911.2 919,980 919,980 3 919,980
Verizon Communi.
ComStkUSD0.10 COM 92343V104 2233998.8 50,270 50,270 4 50,270
Verizon Communi.
ComStkUSD0.10 COM 92343V104 125009.72 2,813 2,813 7 2,813
Vertex Pharma Comm
Stk USD0.01 COM 92532F100 610143.12 10,911 10,911 3 10,911
VF Corporation
Common Stk USD1 COM 918204108 106760 800 800 2 800
VF Corporation
Common Stk USD1 COM 918204108 4740277.45 35,521 35,521 3 35,521
ViacomNew
'B'NonVtgComUSD0.001 COM 92553P201 3056300 65,000 65,000 2 65,000
ViacomNew
'B'NonVtgComUSD0.001 COM 92553P201 60666332.48 1,290,224 1,290,224 3 1,290,224
VillageSuperMkt
Cls'A'CmStkNPV COM 927107409 94482 2,900 2,900 3 2,900
Virginia Commerce
Com Stk USD1 COM 92778Q109 106218 12,600 12,600 3 12,600
VirginMedia USD0.01
(LdnList) COM 92769L101 257397502.6 10,519,838 10,519,838 3 10,519,838
VirginMedia USD0.01
(LdnList) COM 92769L101 1656960.77 67,720 67,720 4 67,720
VirginMedia USD0.01
(LdnList) COM 92769L101 117567.8751 4,805 4,805 7 4,805
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 2114073 17,100 17,100 2 17,100
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 12419869.8 100,460 100,460 3 100,460
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1388241.27 11,229 11,229 4 11,229
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1100307 8,900 8,900 5 8,900
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 693687.93 5,611 5,611 7 5,611
Vishay
Intertech.CommonUSD0.10 COM 928298108 186714 19,800 19,800 2 19,800
Vishay
Intertech.CommonUSD0.10 COM 928298108 5345084.31 566,817 566,817 3 566,817
VistaPrint NV
ComStk USD0.001 COM N93540107 109820 3,400 3,400 2 3,400
VistaPrint NV
ComStk USD0.001 COM N93540107 1030370 31,900 31,900 3 31,900
Vivus Inc
CommonStock
USD0.001 COM 928551100 341395.48 11,962 11,962 3 11,962
Vodafone ADR(10
USD0.11428571) COM 92857W209 88372.48 3,136 3,136 2 3,136
Volcano Corp
Com.Stk USD0.001 COM 928645100 8317095 290,300 290,300 1 290,300
VonageHldgsCorp
ComStkUSD0.001 COM 92886T201 136680 68,000 68,000 2 68,000
VonageHldgsCorp
ComStkUSD0.001 COM 92886T201 2880330 1,433,000 1,433,000 3 1,433,000
VornadoRealtyTstComStk
USD0.04 COM 929042109 22069944 262,800 262,800 3 262,800
VSE Corp Common
Stock USD0.05 COM 918284100 86952.45 3,655 3,655 3 3,655
W&T Offshore ComStk
USD0.00001 COM 92922P106 140760 9,200 9,200 2 9,200
W&T Offshore ComStk
USD0.00001 COM 92922P106 688500 45,000 45,000 3 45,000
W.P. Carey & Co.
CommonStk NPV COM 92930Y107 460300 10,000 10,000 3 10,000
WabcoHldngs Inc
ComStk USD0.01 COM 92927K102 89981 1,700 1,700 2 1,700
WabcoHldngs Inc
ComStk USD0.01 COM 92927K102 74102 1,400 1,400 3 1,400
Waddell&Reed
Fin'A'CmStkUSD0.01 COM 930059100 2337616 77,200 77,200 2 77,200
Waddell&Reed
Fin'A'CmStkUSD0.01 COM 930059100 20042332 661,900 661,900 3 661,900
Walgreen Co ComStk
USD0.078125 COM 931422109 8069157.78 272,791 272,791 2 272,791
Walgreen Co ComStk
USD0.078125 COM 931422109 85477799.28 2,889,716 2,889,716 3 2,889,716
Walgreen Co ComStk
USD0.078125 COM 931422109 434826 14,700 14,700 7 14,700
Wal-Mart Stores
Com.USD0.10 COM 931142103 10904208 156,400 156,400 2 156,400
Wal-Mart Stores
Com.USD0.10 COM 931142103 70308227.64 1,008,437 1,008,437 3 1,008,437
Wal-Mart Stores
Com.USD0.10 COM 931142103 24053.4 345 345 7 345
Walt Disney Co Com
Stk USD0.01 COM 254687106 34394308.5 709,161 709,161 1 709,161
Walt Disney Co Com
Stk USD0.01 COM 254687106 2438192 50,272 50,272 2 50,272
Walt Disney Co Com
Stk USD0.01 COM 254687106 10035717 206,922 206,922 3 206,922
Walt Disney Co Com
Stk USD0.01 COM 254687106 1568975 32,350 32,350 4 32,350
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 617047.68 13,973 13,973 3 13,973
Warnaco Group Comm
Stk USD0.01 COM 934390402 225674 5,300 5,300 2 5,300
Warnaco Group Comm
Stk USD0.01 COM 934390402 809020 19,000 19,000 3 19,000
WarnerChilcott ClsA
CS USD0.01 COM G94368100 1200503.15 66,955 66,955 3 66,955
WarrenResInc
ComStkUSD0.0001 COM 93564A100 2629 1,100 1,100 3 1,100
WashingtonBanking
Co ComStkNPV COM 937303105 5560 400 400 2 400
WashingtonBanking
Co ComStkNPV COM 937303105 79230 5,700 5,700 3 5,700
Waste Management
ComStkUSD0.01 COM 94106L109 2444880 73,200 73,200 3 73,200
Waste Management
ComStkUSD0.01 COM 94106L109 676350 20,250 20,250 7 20,250
WasteConnections
ComStkUSD0.01 COM 941053100 101010039.7 3,376,004 3,376,004 1 3,376,004
WasteConnections
ComStkUSD0.01 COM 941053100 739921.6 24,730 24,730 4 24,730
Waters Corp Common
Stk USD0.01 COM 941848103 525137.76 6,608 6,608 2 6,608
Waters Corp Common
Stk USD0.01 COM 941848103 2733768 34,400 34,400 3 34,400
Waters Corp Common
Stk USD0.01 COM 941848103 1112580 14,000 14,000 7 14,000
Watson Pharm.Com
Stk USD0.0033 COM 942683103 596063.44 8,056 8,056 3 8,056
WD-40 Company Com
Stk USD0.001 COM 929236107 154411 3,100 3,100 3 3,100
Websense Inc Com
Stk USD0.01 COM 947684106 6409406 342,200 342,200 1 342,200
Weingarten Realty
REIT USD0.03 COM 948741103 13080444 496,600 496,600 3 496,600
Weis Markets Common
Stock NPV COM 948849104 284928 6,400 6,400 2 6,400
Weis Markets Common
Stock NPV COM 948849104 186984 4,200 4,200 3 4,200
WellCare Health
ComStk USD0.01 COM 94946T106 323300 6,100 6,100 2 6,100
WellCare Health
ComStk USD0.01 COM 94946T106 4877219 92,023 92,023 3 92,023
WellPoint Inc Com
Stk USD0.01 COM 94973V107 1231147 19,300 19,300 2 19,300
WellPoint Inc Com
Stk USD0.01 COM 94973V107 20822140.43 326,417 326,417 3 326,417
WellPoint Inc Com
Stk USD0.01 COM 94973V107 191370 3,000 3,000 7 3,000
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 34706305.92 1,037,868 1,037,868 1 1,037,868
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 11475671.68 343,172 343,172 2 343,172
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 79642844.16 2,381,664 2,381,664 3 2,381,664
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 1641904 49,100 49,100 4 49,100
Wendy's Co (The)
ComStkUSD0.10 COM 95058W100 19700808 4,173,900 4,173,900 1 4,173,900
WernerEnterprises
ComStkUSD0.01 COM 950755108 277124 11,600 11,600 3 11,600
WesBanco Inc Com
Stk USD2.0833 COM 950810101 259372 12,200 12,200 3 12,200
West Bancorporation
ComStk NPV COM 95123P106 14265 1,500 1,500 3 1,500
West
Pharmaceut.ComStk
USD0.25 COM 955306105 9394169.4 186,060 186,060 1 186,060
Westamerica Bancorp
CommStkNPV COM 957090103 9872148 209,200 209,200 1 209,200
Westamerica Bancorp
CommStkNPV COM 957090103 1165593 24,700 24,700 2 24,700
Westamerica Bancorp
CommStkNPV COM 957090103 2114112 44,800 44,800 3 44,800
Westar Energy
CommonStock USD5 COM 95709T100 296505 9,900 9,900 2 9,900
Westar Energy
CommonStock USD5 COM 95709T100 1853905 61,900 61,900 3 61,900
Westell
Tech.'A'ComStk
USD0.01 COM 957541105 38794 16,300 16,300 3 16,300
Western Digital
ComStk USD0.01 COM 958102105 2310384 75,800 75,800 2 75,800
Western Digital
ComStk USD0.01 COM 958102105 32208398.88 1,056,706 1,056,706 3 1,056,706
Western Refining
ComStkUSD0.01 COM 959319104 291737 13,100 13,100 2 13,100
Western Refining
ComStkUSD0.01 COM 959319104 5339121.15 239,745 239,745 3 239,745
Western Union
Co.CmStk USD0.01 COM 959802109 70728 4,200 4,200 2 4,200
Western Union
Co.CmStk USD0.01 COM 959802109 3561660 211,500 211,500 3 211,500
WhitingPetroleum
CmStkUSD0.001 COM 966387102 1166985.6 28,380 28,380 3 28,380
Wiley(John)&Sons
ClA'ComStkUSD1 COM 968223206 534725.85 10,915 10,915 3 10,915
Williams Cos Common
Stock USD1 COM 969457100 5764 200 200 3 200
Williams-Sonoma
ComStk USD0.01 COM 969904101 248287 7,100 7,100 2 7,100
Williams-Sonoma
ComStk USD0.01 COM 969904101 381173 10,900 10,900 3 10,900
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 49285546.91 1,350,659 1,350,659 1 1,350,659
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 1550825 42,500 42,500 2 42,500
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 10538312 288,800 288,800 3 288,800
Windstream Corp Com
Stock NPV COM 97381W104 266616 27,600 27,600 2 27,600
Windstream Corp Com
Stock NPV COM 97381W104 4219594.26 436,811 436,811 3 436,811
WisdomTreeTst
IntlDvdEx-Fin Fd COM 97717W786 1283989.62 33,674 33,674 3 33,674
WolverineWorldWide
ComStk USD1 COM 978097103 271460 7,000 7,000 2 7,000
WolverineWorldWide
ComStk USD1 COM 978097103 135730 3,500 3,500 3 3,500
Woodward Inc ComStk
USD0.00875 COM 980745103 19720 500 500 3 500
WooriFinanceADR(EachRep
3 Ord) COM 981063100 13300 400 400 3 400
World Acceptance
Com Stk NPV COM 981419104 427700 6,500 6,500 2 6,500
World Acceptance
Com Stk NPV COM 981419104 467180 7,100 7,100 3 7,100
World Wresting Com
Stk USD0.01 COM 98156Q108 21896 2,800 2,800 3 2,800
WPP PLC
SpnADR(EachRep5Ord10p) COM 92933H101 64937.62 1,067 1,067 2 1,067
WPX Energy Inc
Common Stk USD1 COM 98212B103 1067.88 66 66 3 66
WrightExpressCp
ComStk USD0.01 COM 98233Q105 234536 3,800 3,800 2 3,800
WrightExpressCp
ComStk USD0.01 COM 98233Q105 2061448 33,400 33,400 3 33,400
WuXi PharmaTechADR
(EchRep8Com) COM 929352102 17310414 1,225,950 1,225,950 4 1,225,950
WuXi PharmaTechADR
(EchRep8Com) COM 929352102 39316335.16 2,784,443 2,784,443 6 2,784,443
WyndhamWorldwide
ComStkUSD0.01 COM 98310W108 210960 4,000 4,000 3 4,000
Wynn Resorts Com
Stock USD0.01 COM 983134107 477112 4,600 4,600 2 4,600
Wynn Resorts Com
Stock USD0.01 COM 983134107 445996 4,300 4,300 3 4,300
Xcel Energy Common
Stk USD2.50 COM 98389B100 556836 19,600 19,600 2 19,600
Xcel Energy Common
Stk USD2.50 COM 98389B100 581552.7 20,470 20,470 3 20,470
Xerox Corp Common
Stock USD1 COM 984121103 18888 2,400 2,400 7 2,400
Xilinx Inc Common
Stk USD0.01 COM 983919101 2010843 59,900 59,900 2 59,900
Xilinx Inc Common
Stk USD0.01 COM 983919101 20820114 620,200 620,200 3 620,200
XL Group PLC Com
Stk USD0.01 COM G98290102 342952 16,300 16,300 2 16,300
XL Group PLC Com
Stk USD0.01 COM G98290102 1340248 63,700 63,700 3 63,700
XuedaEducation
ADR(EchRep2Ord) COM 98418W109 2796091.83 715,113 715,113 4 715,113
Xyratex Limited
ComStk USD0.01 COM G98268108 42978 3,800 3,800 2 3,800
Xyratex Limited
ComStk USD0.01 COM G98268108 22620 2,000 2,000 3 2,000
Yamana Gold Inc
Common NPV COM 98462Y100 460767.0803 29,900 29,900 2 29,900
Yamana Gold Inc
Common NPV COM 98462Y100 3604231.056 233,885 233,885 3 233,885
York Water Co (The)
ComStk NPV COM 987184108 17890 1,000 1,000 3 1,000
YoungInnovations
ComStkUSD0.01 COM 987520103 17245 500 500 3 500
Yum Brands Inc
Common Stk NPV COM 988498101 14545907.16 225,798 225,798 1 225,798
Yum Brands Inc
Common Stk NPV COM 988498101 1882932.18 29,229 29,229 2 29,229
Yum Brands Inc
Common Stk NPV COM 988498101 15597885.76 242,128 242,128 3 242,128
Yum Brands Inc
Common Stk NPV COM 988498101 785279.8 12,190 12,190 4 12,190
Yum Brands Inc
Common Stk NPV COM 988498101 1597616 24,800 24,800 5 24,800
Yum Brands Inc
Common Stk NPV COM 988498101 36075.2 560 560 7 560
ZebraTech
Class'A'ComStkUSD0.01 COM 989207105 8321992 242,200 242,200 1 242,200
ZebraTech
Class'A'ComStkUSD0.01 COM 989207105 1013620 29,500 29,500 2 29,500
ZebraTech
Class'A'ComStkUSD0.01 COM 989207105 5277696 153,600 153,600 3 153,600
Zhongpin Inc
ComStock USD0.001 COM 98952K107 62628 6,800 6,800 2 6,800
Zhongpin Inc
ComStock USD0.001 COM 98952K107 388533.06 42,186 42,186 3 42,186
Zimmer Hldgs Com
Stk USD0.01 COM 98956P102 8017453.92 124,572 124,572 3 124,572
Zimmer Hldgs Com
Stk USD0.01 COM 98956P102 632015.2 9,820 9,820 4 9,820
Zimmer Hldgs Com
Stk USD0.01 COM 98956P102 1177788 18,300 18,300 5 18,300
Zimmer Hldgs Com
Stk USD0.01 COM 98956P102 174994.84 2,719 2,719 7 2,719
Zions Bancorp
Common Stock NPV COM 989701107 640860 33,000 33,000 2 33,000
Zions Bancorp
Common Stock NPV COM 989701107 20930642.96 1,077,788 1,077,788 3 1,077,788
Zipcar Inc Com Stk
USD0.001 COM 98974X103 2144912.61 182,857 182,857 3 182,857
Zix Corporation
ComStk USD0.01 COM 98974P100 11960 4,600 4,600 2 4,600
Zix Corporation
ComStk USD0.01 COM 98974P100 43940 16,900 16,900 3 16,900
Zygo Corp Common
Stock USD0.10 COM 989855101 75012 4,200 4,200 2 4,200
Zygo Corp Common
Stock USD0.10 COM 989855101 585808 32,800 32,800 3 32,800
30745218492.05