0001047469-12-010540.txt : 20121114
0001047469-12-010540.hdr.sgml : 20121114
20121114115937
ACCESSION NUMBER: 0001047469-12-010540
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121114
DATE AS OF CHANGE: 20121114
EFFECTIVENESS DATE: 20121114
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: 121202285
BUSINESS ADDRESS:
STREET 1: TWO PORTLAND SQUARE
CITY: PORTLAND
STATE: ME
ZIP: 04101
13F-HR
1
a2211419z13f-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: September 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 11/01/12
--------------------- ------------ --------
[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: 2,615
------------------
Form 13F Information Table Value Total: $32,608,072,875.63
------------------
(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 September 30th, 2012
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 - INVESTMENT ITEM 7 ITEM 8 - VOTING AUTHORITY
DISCRETION
---------------------- ---------------------------
NAME OF ISSUE CLASS CUSIP MARKET VALUE SHARES SOLE SHARED OTHER MANAGERS SOLE SHARED NONE
TITLE
A B C A B C
----------------------- ------- ----------- -------------- ---------- ---------- ------ ----- -------- ------------ ------- -----
1st SourceCorp
CommonStock NPV COM 336901103 189295 8,500 8,500 2 8,500
1st SourceCorp
CommonStock NPV COM 336901103 499182.05 22,415 22,415 3 22,415
3M Co Common Stock
USD0.01 COM 88579Y101 39696053.56 429,518 429,518 1 429,518
3M Co Common Stock
USD0.01 COM 88579Y101 9541810.48 103,244 103,244 2 103,244
3M Co Common Stock
USD0.01 COM 88579Y101 77512561.58 838,699 838,699 3 838,699
3M Co Common Stock
USD0.01 COM 88579Y101 2670013.8 28,890 28,890 4 28,890
3M Co Common Stock
USD0.01 COM 88579Y101 1284638 13,900 13,900 5 13,900
3M Co Common Stock
USD0.01 COM 88579Y101 212473.58 2,299 2,299 7 2,299
3SBio Inc
SponADR(EachRep7Ord) COM 88575Y105 31176 2,400 2,400 3 2,400
Aaron's Inc Common Stk
USD0.50 COM 2535300 1821555 65,500 65,500 2 65,500
Aaron's Inc Common Stk
USD0.50 COM 2535300 12906621 464,100 464,100 3 464,100
Abbott Laboratories
ComStk NPV COM 2824100 13048613.44 190,324 190,324 2 190,324
Abbott Laboratories
ComStk NPV COM 2824100 92772923.84 1,353,164 1,353,164 3 1,353,164
Abbott Laboratories
ComStk NPV COM 2824100 1196440.56 17,451 17,451 7 17,451
ABM Industries Com Stk
USD0.01 COM 957100 12245817 646,900 646,900 1 646,900
ABM Industries Com Stk
USD0.01 COM 957100 68148 3,600 3,600 2 3,600
Accenture A NewCS
USD0.0000225 COM G1151C101 6173284.56 88,152 88,152 2 88,152
Accenture A NewCS
USD0.0000225 COM G1151C101 56529686.63 807,221 807,221 3 807,221
AccessNatlCorp ComStk
USD0.835 COM 4337101 10928 800 800 3 800
ACE Limited CHF30.57(US
List.) COM H0023R105 24466125.6 323,626 323,626 1 323,626
ACE Limited CHF30.57(US
List.) COM H0023R105 6078240 80,400 80,400 2 80,400
ACE Limited CHF30.57(US
List.) COM H0023R105 66500406 879,635 879,635 3 879,635
ACE Limited CHF30.57(US
List.) COM H0023R105 1199772 15,870 15,870 4 15,870
ACE Limited CHF30.57(US
List.) COM H0023R105 537969.6 7,116 7,116 7 7,116
Acorda Therap. ComStk
USD0.001 COM 00484M106 391833 15,300 15,300 3 15,300
Adams Res Engy Com Stk
USD0.10 COM 6351308 94550 3,100 3,100 2 3,100
Adams Res Engy Com Stk
USD0.10 COM 6351308 896425.5 29,391 29,391 3 29,391
Adobe Systems Inc NPV COM 00724F101 207584 6,400 6,400 2 6,400
Adobe Systems Inc NPV COM 00724F101 1981778.5 61,100 61,100 3 61,100
Adobe Systems Inc NPV COM 00724F101 8108.75 250 250 7 250
Adtran Inc Common
StockUSD0.01 COM 00738A106 15107904 874,300 874,300 1 874,300
Adv.Micro Devices CmSk
USD0.01 COM 7903107 8371754 2,484,200 2,484,200 1 2,484,200
AdvanceAutoParts
CmStkUSD0.0001 COM 00751Y106 2723912 39,800 39,800 2 39,800
AdvanceAutoParts
CmStkUSD0.0001 COM 00751Y106 28635296 418,400 418,400 3 418,400
Aeropostale Inc Com
StkUSD0.01 COM 7865108 125829 9,300 9,300 3 9,300
AES Corp Common Stock
USD0.01 COM 00130H105 817265 74,500 74,500 2 74,500
AES Corp Common Stock
USD0.01 COM 00130H105 1529218 139,400 139,400 3 139,400
Aetna Inc Common Stock
NPV COM 00817Y108 7449274.8 188,113 188,113 2 188,113
Aetna Inc Common Stock
NPV COM 00817Y108 82832428.8 2,091,728 2,091,728 3 2,091,728
AFC Enterprises Com
StkUSD0.01 COM 00104Q107 6423060 261,100 261,100 1 261,100
Affymax Inc CommonStk
USD0.001 COM 00826A109 322407.54 15,309 15,309 3 15,309
AFLAC Inc. Com Stk
USD0.10 COM 1055102 9547272 199,400 199,400 2 199,400
AFLAC Inc. Com Stk
USD0.10 COM 1055102 99055101.6 2,068,820 2,068,820 3 2,068,820
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 36592 400 400 2 400
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 731840 8,000 8,000 3 8,000
AGCO Corp Common Stock
USD0.01 COM 1084102 2790589.52 58,774 58,774 3 58,774
Agilent Technologies
USD0.01 COM 00846U101 319135 8,300 8,300 2 8,300
Agilent Technologies
USD0.01 COM 00846U101 7577918.25 197,085 197,085 3 197,085
Agnico-EagleMines
ComNPV(USLst) COM 8474108 17424883.72 335,869 335,869 3 335,869
Agree Realty Cp REIT
USD0.0001 COM 8492100 58627 2,300 2,300 2 2,300
Agree Realty Cp REIT
USD0.0001 COM 8492100 1465063.24 57,476 57,476 3 57,476
Agrium Incorporated
Common NPV COM 8916108 4986228.975 48,100 48,100 2 48,100
Agrium Incorporated
Common NPV COM 8916108 48081552.92 463,822 463,822 3 463,822
Air Methods Corp CmStk
USD0.06 COM 9128307 286488 2,400 2,400 2 2,400
Air Products&Chemicals
ComUSD1 COM 9158106 6127077.6 74,088 74,088 3 74,088
Aircastle Ltd ComStock
USD0.01 COM G0129K104 789701 69,700 69,700 3 69,700
Airgas Inc Common
StockUSD0.01 COM 9363102 34463289.6 418,752 418,752 1 418,752
Airgas Inc Common
StockUSD0.01 COM 9363102 658400 8,000 8,000 7 8,000
AirmediaGrp ADR
(EachRep2 Ord) COM 9411109 2958795 1,565,500 1,565,500 4 1,565,500
Alaska Airgroup Com.Stk
USD1 COM 11659109 9017432 257,200 257,200 1 257,200
Alaska Airgroup Com.Stk
USD1 COM 11659109 911560 26,000 26,000 3 26,000
AlaskaCommSysGp ComStk
USD0.01 COM 01167P101 9266 4,100 4,100 3 4,100
Albemarle Corp Com Stk
USD0.01 COM 12653101 374028 7,100 7,100 2 7,100
Albemarle Corp Com Stk
USD0.01 COM 12653101 2333724 44,300 44,300 3 44,300
Alcoa Inc Common Stock
USD1 COM 13817101 16045.26 1,812 1,812 7 1,812
AlexionPharma.ComStk
USD0.0001 COM 15351109 1097324.8 9,592 9,592 3 9,592
Allegiant Travel
ComStkUSD0.01 COM 01748X102 9003456 142,100 142,100 1 142,100
Allegiant Travel
ComStkUSD0.01 COM 01748X102 107712 1,700 1,700 2 1,700
Allegiant Travel
ComStkUSD0.01 COM 01748X102 38016 600 600 3 600
Allergan Inc Common
StkUSD0.01 COM 18490102 1026978.12 11,214 11,214 3 11,214
Alliance Fin Corp Com
Stk USD1 COM 19205103 72378 1,800 1,800 3 1,800
Alliance Resource Ptnrs
LP NPV COM 01877R108 4004660 66,800 66,800 2 66,800
Alliance Resource Ptnrs
LP NPV COM 01877R108 42467620.8 708,384 708,384 3 708,384
Allied Nevada Gold CS
USD0.001 COM 19344100 9262454.04 237,134 237,134 3 237,134
AlliedWorldAssur.
ComStkUSD0.03 COM H01531104 3831600 49,600 49,600 2 49,600
AlliedWorldAssur.
ComStkUSD0.03 COM H01531104 46239996 598,576 598,576 3 598,576
ALLISON TRANSMISSION
HOLDINGCO COM 01973R101 6978461.04 346,842 346,842 1 346,842
ALLISON TRANSMISSION
HOLDINGCO COM 01973R101 395156.8 19,640 19,640 4 19,640
Allstate Corp.Com Stk
USD0.01 COM 20002101 23649903.09 597,069 597,069 1 597,069
Allstate Corp.Com Stk
USD0.01 COM 20002101 1188300 30,000 30,000 2 30,000
Allstate Corp.Com Stk
USD0.01 COM 20002101 3609421.64 91,124 91,124 3 91,124
Allstate Corp.Com Stk
USD0.01 COM 20002101 1200579.1 30,310 30,310 4 30,310
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 374528 17,600 17,600 2 17,600
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 7153952.96 336,182 336,182 3 336,182
Alterra Capital Holdings
USD1 COM G0229R108 30595200.3 1,277,995 1,277,995 1 1,277,995
Alterra Capital Holdings
USD1 COM G0229R108 1101240 46,000 46,000 3 46,000
Altisource Portolio
ComStkUSD1 COM L0175J104 11600625 134,500 134,500 1 134,500
Altra Hldgs Inc
ComStkUSD0.001 COM 02208R106 9100 500 500 3 500
Altria Group
ComStockUSD0.3333 COM 02209S103 2928303 87,700 87,700 2 87,700
Altria Group
ComStockUSD0.3333 COM 02209S103 15675402.96 469,464 469,464 3 469,464
Altria Group
ComStockUSD0.3333 COM 02209S103 1108881.9 33,210 33,210 4 33,210
Altria Group
ComStockUSD0.3333 COM 02209S103 2953078.38 88,442 88,442 7 88,442
Amazon Comm.Inc USD0.01 COM 23135106 32613233.84 128,237 128,237 1 128,237
Amazon Comm.Inc USD0.01 COM 23135106 2570157.92 10,106 10,106 2 10,106
Amazon Comm.Inc USD0.01 COM 23135106 23337929.12 91,766 91,766 3 91,766
Amazon Comm.Inc USD0.01 COM 23135106 2057448.8 8,090 8,090 4 8,090
Amazon Comm.Inc USD0.01 COM 23135106 966416 3,800 3,800 5 3,800
Amazon Comm.Inc USD0.01 COM 23135106 194554.8 765 765 7 765
Amdocs Limited Ord
USD0.01 COM G02602103 65605695.46 1,988,654 1,988,654 1 1,988,654
Amdocs Limited Ord
USD0.01 COM G02602103 29691 900 900 3 900
Amdocs Limited Ord
USD0.01 COM G02602103 488252 14,800 14,800 7 14,800
Amer.Elec.Power
Com.USD6.50 COM 25537101 1041378 23,700 23,700 2 23,700
Amer.Elec.Power
Com.USD6.50 COM 25537101 7276464 165,600 165,600 3 165,600
Amerco Inc Common
StockUSD0.25 COM 23586100 499892 4,700 4,700 2 4,700
Amerco Inc Common
StockUSD0.25 COM 23586100 2254832 21,200 21,200 3 21,200
Ameresco Inc ClsA CS
USD0.0001 COM 02361E108 4223834.69 357,649 357,649 3 357,649
American Equity Com
Stock USD1 COM 25676206 82573 7,100 7,100 2 7,100
American Equity Com
Stock USD1 COM 25676206 1688141.02 145,154 145,154 3 145,154
American Express
ComStkUSD0.20 COM 25816109 2600037.22 45,727 45,727 2 45,727
American Express
ComStkUSD0.20 COM 25816109 31456942.1 553,235 553,235 3 553,235
American Express
ComStkUSD0.20 COM 25816109 642916.02 11,307 11,307 4 11,307
American Express
ComStkUSD0.20 COM 25816109 1461302 25,700 25,700 5 25,700
American Express
ComStkUSD0.20 COM 25816109 175185.66 3,081 3,081 7 3,081
American Greetings
Com.'A'USD1 COM 26375105 7087920 421,900 421,900 1 421,900
American Greetings
Com.'A'USD1 COM 26375105 60480 3,600 3,600 2 3,600
American Greetings
Com.'A'USD1 COM 26375105 2154902.4 128,268 128,268 3 128,268
American Intl Grp Wts
19/01/21 COM 26874156 10289.25 765 765 3 765
American Intl Grp Wts
19/01/21 COM 26874156 685.95 51 51 7 51
American Intl.Gp.Com
USD2.50 COM 26874784 1252578 38,200 38,200 2 38,200
American Intl.Gp.Com
USD2.50 COM 26874784 10651667.55 324,845 324,845 3 324,845
American Intl.Gp.Com
USD2.50 COM 26874784 3115.05 95 95 7 95
American States Water CS
NPV COM 29899101 217707 4,900 4,900 2 4,900
American States Water CS
NPV COM 29899101 182163 4,100 4,100 3 4,100
AmericanCapAgency REIT
USD0.01 COM 02503X105 667780 19,300 19,300 2 19,300
AmericanCapAgency REIT
USD0.01 COM 02503X105 16252727.2 469,732 469,732 3 469,732
AmericanEagleOut.
ComStkUSD0.01 COM 02553E106 137020 6,500 6,500 2 6,500
AmericanEagleOut.
ComStkUSD0.01 COM 02553E106 160208 7,600 7,600 3 7,600
AmericanFinancialGrp
ComStkNPV COM 25932104 2603730 68,700 68,700 2 68,700
AmericanFinancialGrp
ComStkNPV COM 25932104 40469620 1,067,800 1,067,800 3 1,067,800
AmericanNatlBankshs
CmStk USD1 COM 27745108 13554 600 600 2 600
AmericanNatlBankshs
CmStk USD1 COM 27745108 27108 1,200 1,200 3 1,200
AmericanPublicEducat.
CSUSD0.01 COM 02913V103 225866 6,200 6,200 3 6,200
AmericanSoftwareA
CmStkUSD0.10 COM 29683109 103632 12,700 12,700 2 12,700
AmericanSoftwareA
CmStkUSD0.10 COM 29683109 217872 26,700 26,700 3 26,700
AMERICA'S CAR-MART INC COM 03062T105 31829 700 700 2 700
AMERICA'S CAR-MART INC COM 03062T105 1295895 28,500 28,500 3 28,500
Ameriprise Fin.Com Stk
USD0.01 COM 03076C106 102042 1,800 1,800 2 1,800
Ameriprise Fin.Com Stk
USD0.01 COM 03076C106 3917279 69,100 69,100 3 69,100
AmerisafeIncCmStkUSD0.01 COM 03071H100 8177282 301,300 301,300 1 301,300
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 6553603 169,300 169,300 2 169,300
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 67945224.27 1,755,237 1,755,237 3 1,755,237
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 33338780.86 1,311,002 1,311,002 2 1,311,002
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 161243416.1 6,340,677 6,340,677 3 6,340,677
Ametek Inc CommonStock
USD0.01 COM 31100100 680640 19,200 19,200 1 19,200
Ametek Inc CommonStock
USD0.01 COM 31100100 46085 1,300 1,300 3 1,300
Amgen Inc Common Stk
USD0.0001 COM 31162100 2615181.54 31,026 31,026 2 31,026
Amgen Inc Common Stk
USD0.0001 COM 31162100 22016379.42 261,198 261,198 3 261,198
AmkorTechnology
ComStkUSD0.001 COM 31652100 239734.5 54,300 54,300 3 54,300
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 2543616 43,200 43,200 3 43,200
Amsurg Corp Common Stock
NPV COM 03232P405 3164370 111,500 111,500 2 111,500
Amsurg Corp Common Stock
NPV COM 03232P405 31692116.28 1,116,706 1,116,706 3 1,116,706
AmTrustFinancial CmStk
USD0.01 COM 32359309 1488009.6 58,080 58,080 2 58,080
AmTrustFinancial CmStk
USD0.01 COM 32359309 7838182.8 305,940 305,940 3 305,940
Anadarko Petrol.ComStk
USD0.10 COM 32511107 517408 7,400 7,400 2 7,400
Anadarko Petrol.ComStk
USD0.10 COM 32511107 434063.36 6,208 6,208 3 6,208
Anadigics Inc ComStock
USD0.01 COM 32515108 4455367 3,205,300 3,205,300 1 3,205,300
AnalogDevices Com Stk
USD0.166 COM 32654105 2479777.5 63,300 63,300 2 63,300
AnalogDevices Com Stk
USD0.166 COM 32654105 19230067.3 490,876 490,876 3 490,876
Ancestry.com Inc CmStk
USD0.01 COM 32803108 980608 32,600 32,600 2 32,600
Ancestry.com Inc CmStk
USD0.01 COM 32803108 9147328 304,100 304,100 3 304,100
AngloGoldAshSpADR
(Rp1OrdLv1BNY COM 35128206 571315 16,300 16,300 3 16,300
Anheuser-Busch
ADR(Rep1OrdNPV) COM 03524A108 81099.04 944 944 3 944
Anika Therapeutics CS
USD0.01 COM 35255108 124666 8,300 8,300 2 8,300
Anika Therapeutics CS
USD0.01 COM 35255108 2056838.8 136,940 136,940 3 136,940
Anixter Intl Inc Com Stk
USD1 COM 35290105 51714 900 900 2 900
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 557404 33,100 33,100 2 33,100
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 9517698.56 565,184 565,184 3 565,184
Anworth MtgeAsset REIT
USD0.01 COM 37347101 99280 14,600 14,600 2 14,600
Anworth MtgeAsset REIT
USD0.01 COM 37347101 73440 10,800 10,800 3 10,800
AON Public Ltd Co Com
Stk USD1 COM G0408V102 481068 9,200 9,200 2 9,200
AON Public Ltd Co Com
Stk USD1 COM G0408V102 3147858 60,200 60,200 3 60,200
Apache Corp CommonStk
USD0.625 COM 37411105 24472739.4 283,020 283,020 1 283,020
Apache Corp CommonStk
USD0.625 COM 37411105 11739167.2 135,760 135,760 2 135,760
Apache Corp CommonStk
USD0.625 COM 37411105 193799590.5 2,241,235 2,241,235 3 2,241,235
Apache Corp CommonStk
USD0.625 COM 37411105 3355987.17 38,811 38,811 4 38,811
Apache Corp CommonStk
USD0.625 COM 37411105 1789929 20,700 20,700 5 20,700
Apache Corp CommonStk
USD0.625 COM 37411105 359801.67 4,161 4,161 7 4,161
ApartmentIn&Mg'A'
ComStkUSD0.01 COM 03748R101 19468407.27 749,073 749,073 1 749,073
Apollo Commercial REIT
USD0.01 COM 03762U105 187272 10,800 10,800 3 10,800
Apollo Grp Cls'A'Com Stk
NPV COM 37604105 1475740 50,800 50,800 2 50,800
Apollo Grp Cls'A'Com Stk
NPV COM 37604105 17177381.2 591,304 591,304 3 591,304
ApolloGlobalMgmtLP A
CmStk NPV COM 37612306 347705.88 23,718 23,718 3 23,718
Apple Inc Common Stock
NPV COM 37833100 104135090.5 156,100 156,100 1 156,100
Apple Inc Common Stock
NPV COM 37833100 37553341.77 56,293 56,293 2 56,293
Apple Inc Common Stock
NPV COM 37833100 332109551.9 497,837 497,837 3 497,837
Apple Inc Common Stock
NPV COM 37833100 7939883.71 11,902 11,902 4 11,902
Apple Inc Common Stock
NPV COM 37833100 5136708.5 7,700 7,700 5 7,700
Apple Inc Common Stock
NPV COM 37833100 3004640.92 4,504 4,504 7 4,504
Applied
MaterialsComStkUSD0.01 COM 38222105 800530.5 71,700 71,700 2 71,700
Applied
MaterialsComStkUSD0.01 COM 38222105 9246216.595 828,143 828,143 3 828,143
AppliedIndustrial
TechComStkNPV COM 03820C105 63897489 1,542,300 1,542,300 1 1,542,300
AppliedIndustrial
TechComStkNPV COM 03820C105 223722 5,400 5,400 2 5,400
AppliedIndustrial
TechComStkNPV COM 03820C105 1648914 39,800 39,800 3 39,800
AptarGroup Inc CommStk
USD0.01 COM 38336103 1080739 20,900 20,900 2 20,900
AptarGroup Inc CommStk
USD0.01 COM 38336103 3283585 63,500 63,500 3 63,500
Arbitron Common Stock
USD0.50 COM 03875Q108 49270 1,300 1,300 3 1,300
Arbor RealtyTrust REIT
USD0.01 COM 38923108 35820 6,000 6,000 3 6,000
Arch Capital Com Stk
USD0.01 COM G0450A105 5096736 122,400 122,400 2 122,400
Arch Capital Com Stk
USD0.01 COM G0450A105 34074012 818,300 818,300 3 818,300
Arch Coal Inc Com Stk
USD0.01 COM 39380100 39246 6,200 6,200 2 6,200
Arch Coal Inc Com Stk
USD0.01 COM 39380100 322830 51,000 51,000 3 51,000
Archer-Daniels-Midland
Com NPV COM 39483102 840188.16 30,912 30,912 2 30,912
Archer-Daniels-Midland
Com NPV COM 39483102 2672582.22 98,329 98,329 3 98,329
Argan Inc Common Stock
USD0.15 COM 04010E109 57585 3,300 3,300 3 3,300
Ariad Pharm Inc
ComStkUSD0.001 COM 04033A100 1107994.86 45,766 45,766 3 45,766
Ariba Inc CommonStock
USD0.002 COM 04033V203 10156160 226,700 226,700 1 226,700
Arling.AssetInv A CS
USD0.01 COM 41356205 174178 7,300 7,300 2 7,300
Arling.AssetInv A CS
USD0.01 COM 41356205 1670963.52 70,032 70,032 3 70,032
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 24591202.3 878,885 878,885 1 878,885
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 183968.5 6,575 6,575 3 6,575
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 165641.6 5,920 5,920 4 5,920
ARMOURResidential
REITUSD0.0001 COM 42315101 379430.44 49,534 49,534 3 49,534
Arrow FinancialCorp
ComStkUSD1 COM 42744102 63750 2,550 2,550 2 2,550
Arrow FinancialCorp
ComStkUSD1 COM 42744102 286825 11,473 11,473 3 11,473
ArrowElectronicsInc
ComStkUSD1 COM 42735100 34469621.14 1,022,534 1,022,534 1 1,022,534
ArrowElectronicsInc
ComStkUSD1 COM 42735100 475311 14,100 14,100 2 14,100
ArrowElectronicsInc
ComStkUSD1 COM 42735100 11336369.61 336,291 336,291 3 336,291
ArtesianResources A
ComStkUSD1 COM 43113208 11615 500 500 3 500
AsburyAutomotive
ComStkUSD0.01 COM 43436104 24159980 864,400 864,400 1 864,400
Ascena Retail Group CS
USD0.01 COM 04351G101 1029600 48,000 48,000 2 48,000
Ascena Retail Group CS
USD0.01 COM 04351G101 6001710 279,800 279,800 3 279,800
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 37053953 3,164,300 3,164,300 4 3,164,300
ASM International NV
EUR0.04 COM N07045102 413136.4081 12,271 12,271 3 12,271
AssistedLiving Cls A
CSUSD0.01 COM 04544X300 22127 2,900 2,900 2 2,900
AssistedLiving Cls A
CSUSD0.01 COM 04544X300 22127 2,900 2,900 3 2,900
Assurant Inc Com Stock
USD0.01 COM 04621X108 675130 18,100 18,100 2 18,100
Assurant Inc Com Stock
USD0.01 COM 04621X108 8655763.4 232,058 232,058 3 232,058
AssuredGuaranty
LtdCmStkUSD0.01 COM G0585R106 1446444 106,200 106,200 2 106,200
AssuredGuaranty
LtdCmStkUSD0.01 COM G0585R106 17110874.1 1,256,305 1,256,305 3 1,256,305
ASTA FundingInc ComStk
USD0.01 COM 46220109 12207 1,300 1,300 3 1,300
Astronic Corp Com Stk
USD0.01 COM 46433108 67760 2,200 2,200 2 2,200
Astronic Corp Com Stk
USD0.01 COM 46433108 33880 1,100 1,100 3 1,100
AT&T Incorporated Com
Stk USD1 COM 00206R102 9930255.4 263,402 263,402 2 263,402
AT&T Incorporated Com
Stk USD1 COM 00206R102 51683495.5 1,370,915 1,370,915 3 1,370,915
AT&T Incorporated Com
Stk USD1 COM 00206R102 597545 15,850 15,850 7 15,850
AtlanticTele-Nwrk
ComStkUSD0.01 COM 49079205 98854 2,300 2,300 3 2,300
Atlas Pipeline Partners
LP NPV COM 49392103 204600 6,000 6,000 3 6,000
Atmel Corp Common Stock
NPV COM 49513104 22507540 4,279,000 4,279,000 1 4,279,000
Atrion Corp Common Stk
USD0.10 COM 49904105 22150 100 100 2 100
Atrion Corp Common Stk
USD0.10 COM 49904105 642350 2,900 2,900 3 2,900
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 1049895 23,100 23,100 2 23,100
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 6708420 147,600 147,600 3 147,600
Aurizon Mines Ltd Com
Stk NPV COM 05155P106 575809.7464 109,800 109,800 3 109,800
Auto Data ProcessCmStk
USD0.10 COM 53015103 3885286.44 66,234 66,234 2 66,234
Auto Data ProcessCmStk
USD0.10 COM 53015103 33770620.66 575,701 575,701 3 575,701
Autodesk Common Stock
USD0.01 COM 52769106 9474735 284,100 284,100 1 284,100
Autodesk Common Stock
USD0.01 COM 52769106 293480 8,800 8,800 3 8,800
Autoliv Inc Common Stock
USD1 COM 52800109 347032 5,600 5,600 2 5,600
Autoliv Inc Common Stock
USD1 COM 52800109 17567751.36 283,488 283,488 3 283,488
AutoZone Inc CommonStk
USD0.01 COM 53332102 5181294.72 14,016 14,016 3 14,016
Avago Technologies Com
Stk NPV COM Y0486S104 3012336 86,400 86,400 3 86,400
Avista Corporation Com
Stk NPV COM 05379B107 4324577.4 168,010 168,010 3 168,010
Avnet Com.USD1 COM 53807103 20165188 693,200 693,200 1 693,200
Avnet Com.USD1 COM 53807103 468349 16,100 16,100 2 16,100
Avnet Com.USD1 COM 53807103 5656201.42 194,438 194,438 3 194,438
Avon Products Com Stk
USD0.25 COM 54303102 285505 17,900 17,900 2 17,900
Avon Products Com Stk
USD0.25 COM 54303102 20743453.5 1,300,530 1,300,530 3 1,300,530
Aware Inc Com Stk
USD0.01 COM 05453N100 22050 3,500 3,500 3 3,500
Axis Capital Hldgs
USD0.0125 COM G0692U109 5856084 167,700 167,700 2 167,700
Axis Capital Hldgs
USD0.0125 COM G0692U109 58221801.72 1,667,291 1,667,291 3 1,667,291
AXTIncorporated
ComStkUSD0.001 COM 00246W103 61854 18,300 18,300 2 18,300
AXTIncorporated
ComStkUSD0.001 COM 00246W103 834261.74 246,823 246,823 3 246,823
AZZ Incorporated Com Stk
USD1 COM 2474104 6843996 180,200 180,200 1 180,200
AZZ Incorporated Com Stk
USD1 COM 2474104 1624936.32 42,784 42,784 3 42,784
BaiduIncADR(EchRp0.
10ClsA Shs) COM 56752108 45703990 391,000 391,000 2 391,000
BaiduIncADR(EchRp0.
10ClsA Shs) COM 56752108 242135764.8 2,071,484 2,071,484 3 2,071,484
BaiduIncADR(EchRp0.
10ClsA Shs) COM 56752108 150411831.1 1,286,781 1,286,781 4 1,286,781
BaiduIncADR(EchRp0.
10ClsA Shs) COM 56752108 61458774.87 525,783 525,783 6 525,783
Baker Hughes Common
Stock USD1 COM 57224107 19781295.27 437,349 437,349 1 437,349
Baker Hughes Common
Stock USD1 COM 57224107 3219561.86 71,182 71,182 2 71,182
Baker Hughes Common
Stock USD1 COM 57224107 94763634.5 2,095,150 2,095,150 3 2,095,150
Baker Hughes Common
Stock USD1 COM 57224107 2042270.19 45,153 45,153 4 45,153
Baker Hughes Common
Stock USD1 COM 57224107 2211747 48,900 48,900 5 48,900
Baker Hughes Common
Stock USD1 COM 57224107 990898.84 21,908 21,908 7 21,908
Ball Corp. Com Stk NPV COM 58498106 23262968.82 549,822 549,822 1 549,822
Ball Corp. Com Stk NPV COM 58498106 3054105.04 72,184 72,184 2 72,184
Ball Corp. Com Stk NPV COM 58498106 67112587.41 1,586,211 1,586,211 3 1,586,211
Ball Corp. Com Stk NPV COM 58498106 2012686.7 47,570 47,570 4 47,570
Ball Corp. Com Stk NPV COM 58498106 1510467 35,700 35,700 5 35,700
Ball Corp. Com Stk NPV COM 58498106 1126080.65 26,615 26,615 7 26,615
BallantyneStrong
ComStkUSD0.01 COM 58516105 118428 28,400 28,400 2 28,400
BallantyneStrong
ComStkUSD0.01 COM 58516105 1572044.13 376,989 376,989 3 376,989
Bally Tech Inc Com Stk
USD0.10 COM 05874B107 37679631 762,900 762,900 1 762,900
Bally Tech Inc Com Stk
USD0.10 COM 05874B107 227194 4,600 4,600 2 4,600
BancFirst Corp Com Stock
USD1 COM 05945F103 90216 2,100 2,100 3 2,100
BancolombiaSAADR
(Repr4PrfCOP10 COM 05968L102 4642930.18 77,758 77,758 3 77,758
BancorpSouth Inc
ComStkUSD2.50 COM 59692103 38324 2,600 2,600 3 2,600
Bank of America ComStk
USD0.01 COM 60505104 7847662.5 888,750 888,750 2 888,750
Bank of America ComStk
USD0.01 COM 60505104 77181537.73 8,740,831 8,740,831 3 8,740,831
Bank of America ComStk
USD0.01 COM 60505104 67328.75 7,625 7,625 7 7,625
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 24420386 535,300 535,300 1 535,300
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 328464 7,200 7,200 3 7,200
Bank of Kentucky Fin
ComStkNPV COM 62896105 149796 5,400 5,400 3 5,400
Bank of Montreal Common
NPV COM 63671101 1062858.885 18,000 18,000 2 18,000
Bank of Montreal Common
NPV COM 63671101 33613561.77 569,261 569,261 3 569,261
Bank Of Nova Scotia
Cap.Stk. COM 64149107 5094274.14 92,962 92,962 3 92,962
Bard (C.R) Com.USD0.25 COM 67383109 2951130 28,200 28,200 2 28,200
Bard (C.R) Com.USD0.25 COM 67383109 18470725 176,500 176,500 3 176,500
Barrick Gold Corp Common
NPV COM 67901108 4451603.232 106,625 106,625 3 106,625
Basic Engy Svcs ComStk
USD0.01 COM 06985P100 67320 6,000 6,000 2 6,000
Basic Engy Svcs ComStk
USD0.01 COM 06985P100 38148 3,400 3,400 3 3,400
Baxter Intl.Comon USD1 COM 71813109 21489027.42 356,546 356,546 1 356,546
Baxter Intl.Comon USD1 COM 71813109 11118850.68 184,484 184,484 2 184,484
Baxter Intl.Comon USD1 COM 71813109 92225274.54 1,530,202 1,530,202 3 1,530,202
Baxter Intl.Comon USD1 COM 71813109 1199975.7 19,910 19,910 4 19,910
Baytex Energy Corp
Common NPV COM 07317Q105 935397.1238 19,700 19,700 2 19,700
Baytex Energy Corp
Common NPV COM 07317Q105 2203168.86 46,400 46,400 3 46,400
BB&T Corp Common Stock
USD5 COM 54937107 36476 1,100 1,100 2 1,100
BB&T Corp Common Stock
USD5 COM 54937107 9948 300 300 3 300
BCE Incorporated Common
NPV COM 05534B760 575816.8606 13,100 13,100 2 13,100
BCE Incorporated Common
NPV COM 05534B760 13555959.65 308,402 308,402 3 308,402
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 37124849.72 2,310,196 2,310,196 2 2,310,196
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 214973773.5 13,377,335 13,377,335 3 13,377,335
BcoSantan.ChileADR
(1039ComNPV) COM 05965X109 10689744.2 145,955 145,955 3 145,955
Becton Dickinson
Com.USD1 COM 75887109 10904128 138,800 138,800 2 138,800
Becton Dickinson
Com.USD1 COM 75887109 105293968 1,340,300 1,340,300 3 1,340,300
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 1921500 30,500 30,500 2 30,500
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 16254000 258,000 258,000 3 258,000
Belo(A.H.)Cp.Common
'A'USD0.01 COM 80555105 31320 4,000 4,000 2 4,000
Belo(A.H.)Cp.Common
'A'USD0.01 COM 80555105 1540161 196,700 196,700 3 196,700
Bemis Co Inc Com Stk
USD0.10 COM 81437105 896895 28,500 28,500 2 28,500
Bemis Co Inc Com Stk
USD0.10 COM 81437105 2048697 65,100 65,100 3 65,100
Berkley(W.R.)
CorpComStkUSD0.20 COM 84423102 29699690.47 792,203 792,203 1 792,203
Berkley(W.R.)
CorpComStkUSD0.20 COM 84423102 1537090 41,000 41,000 3 41,000
BerkshireHath.
BComStkUSD0.0033 COM 84670702 5353740 60,700 60,700 2 60,700
BerkshireHath.
BComStkUSD0.0033 COM 84670702 10492272 118,960 118,960 3 118,960
BerkshireHathaway
CnvCls'A'USD5 COM 84670108 398100 3 3 3 3
Best Buy Co Common Stk
USD0.10 COM 86516101 1050920 61,100 61,100 2 61,100
Best Buy Co Common Stk
USD0.10 COM 86516101 11208861.6 651,678 651,678 3 651,678
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 94080 19,200 19,200 2 19,200
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 3616253.9 738,011 738,011 3 738,011
BHPBillitonADR
(EachRep2OrdNPV) COM 88606108 106688.55 1,555 1,555 3 1,555
Big Lots Inc Common
StkUSD0.01 COM 89302103 1653522 55,900 55,900 3 55,900
Biogen Idec Com Stk
USD0.0005 COM 09062X103 1417495 9,500 9,500 2 9,500
Biogen Idec Com Stk
USD0.0005 COM 09062X103 9131652 61,200 61,200 3 61,200
BioMarin
Pharma.ComStkUSD0.001 COM 09061G101 686392.74 17,049 17,049 3 17,049
Bio-RadLab.'A'ComStk
USD0.0001 COM 90572207 533600 5,000 5,000 3 5,000
Bio-ReferenceLabs
CmStkUSD0.01 COM 09057G602 105746 3,700 3,700 3 3,700
Bk of Marin Bancorp
ComStk NPV COM 63425102 42510 1,000 1,000 3 1,000
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 307632 13,600 13,600 2 13,600
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 206113.44 9,112 9,112 3 9,112
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 361920 16,000 16,000 7 16,000
BkoftheOzarksIncComStk
USD0.01 COM 63904106 658377 19,100 19,100 2 19,100
BkoftheOzarksIncComStk
USD0.01 COM 63904106 1168533 33,900 33,900 3 33,900
BlackRock Inc Com Stk
USD0.01 COM 09247X101 784520 4,400 4,400 2 4,400
BlackRock Inc Com Stk
USD0.01 COM 09247X101 7738220 43,400 43,400 3 43,400
Block (H&R) Com NPV COM 93671105 2507651 144,700 144,700 2 144,700
Block (H&R) Com NPV COM 93671105 30471633.61 1,758,317 1,758,317 3 1,758,317
BMC Software Inc
ComStkUSD0.01 COM 55921100 4285917 103,300 103,300 2 103,300
BMC Software Inc
ComStkUSD0.01 COM 55921100 40449223.35 974,915 974,915 3 974,915
Bob Evans Farms ComStk
USD0.01 COM 96761101 15652 400 400 3 400
BodyCentralCorp CS
USD0.001 COM 09689U102 156750 15,000 15,000 2 15,000
BodyCentralCorp CS
USD0.001 COM 09689U102 3298187.2 315,616 315,616 3 315,616
Boeing Co.Com USD5 COM 97023105 1412778.5 20,300 20,300 2 20,300
Boeing Co.Com USD5 COM 97023105 4398404 63,200 63,200 3 63,200
Boise Inc Common Stk
USD0.0001 COM 09746Y105 75336 8,600 8,600 2 8,600
Boise Inc Common Stk
USD0.0001 COM 09746Y105 49056 5,600 5,600 3 5,600
BOK
FinancialCpCmStk
USD0.00006 COM 05561Q201 2009400 34,000 34,000 2 34,000
BOK
FinancialCpCmStk
USD0.00006 COM 05561Q201 6938340 117,400 117,400 3 117,400
BONA FILM GROUP LTD-SPON
ADR COM 09777B107 2777605.93 531,091 531,091 4 531,091
BoozAllenHamilton A CS
USD0.01 COM 99502106 2474995 178,700 178,700 2 178,700
BoozAllenHamilton A CS
USD0.01 COM 99502106 19891370 1,436,200 1,436,200 3 1,436,200
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 3150586.68 45,588 45,588 2 45,588
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 74838666.12 1,082,892 1,082,892 3 1,082,892
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 747562.87 10,817 10,817 4 10,817
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1534242 22,200 22,200 5 22,200
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 428412.89 6,199 6,199 7 6,199
BostonBeerCo
Cls'A'CmSkUSD0.01 COM 100557107 806184 7,200 7,200 3 7,200
BostonScientific
ComStkUSD0.01 COM 101137107 347103.54 60,471 60,471 3 60,471
BP Prudhoe Bay Units of
BenInt COM 55630107 1548525 16,500 16,500 2 16,500
BP Prudhoe Bay Units of
BenInt COM 55630107 8943905 95,300 95,300 3 95,300
BP Spon ADR(Rep 6 Ord
USD0.25) COM 55622104 16816.92 397 397 7 397
BrasilFoods
ADR(EachRep1Share) COM 10552T107 10663720 616,400 616,400 2 616,400
BrasilFoods
ADR(EachRep1Share) COM 10552T107 92263114.4 5,333,128 5,333,128 3 5,333,128
BRE Prop.Class'A' REIT
USD0.01 COM 05564E106 11792835 251,500 251,500 3 251,500
Bridge Bancorp Com Stk
USD0.01 COM 108035106 11655 500 500 2 500
Bridge Bancorp Com Stk
USD0.01 COM 108035106 76923 3,300 3,300 3 3,300
BridgepointEducation
CSUSD0.01 COM 10807M105 867825 85,500 85,500 2 85,500
BridgepointEducation
CSUSD0.01 COM 10807M105 10749621.4 1,059,076 1,059,076 3 1,059,076
Bristol-MyersSquibb CS
USD0.10 COM 110122108 18089088.75 535,973 535,973 2 535,973
Bristol-MyersSquibb CS
USD0.10 COM 110122108 170833455 5,061,732 5,061,732 3 5,061,732
Bristol-MyersSquibb CS
USD0.10 COM 110122108 1735425 51,420 51,420 7 51,420
Bristow Group. Com Stk
USD0.01 COM 110394103 10110 200 200 3 200
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 2005.06 58 58 3 58
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 307956 13,200 13,200 2 13,200
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 1613852.75 69,175 69,175 3 69,175
BrookfieldOfficePropert.
ComNPV COM 112900105 347076.5791 20,900 20,900 2 20,900
BrookfieldOfficePropert.
ComNPV COM 112900105 298087.3012 17,950 17,950 3 17,950
Brown & Brown Common
StkUSD0.1 COM 115236101 18348066 703,800 703,800 1 703,800
Brown-Forman 'B'
Com.USD0.15 COM 115637209 586401.75 8,987 8,987 3 8,987
Bruker Corp Com Stock
USD0.01 COM 116794108 442442 33,800 33,800 3 33,800
Buckeye Techno.Com Stk
USD0.01 COM 118255108 1792154 55,900 55,900 3 55,900
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 1453760 32,000 32,000 2 32,000
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 16200338 356,600 356,600 3 356,600
Buffalo Wild Wings Com
Stk NPV COM 119848109 17148 200 200 3 200
C&J Energy Services CS
USD0.01 COM 12467B304 1311410 65,900 65,900 2 65,900
C&J Energy Services CS
USD0.01 COM 12467B304 5995352.6 301,274 301,274 3 301,274
C.H.RobinsonWorld.
ComStkUSD0.1 COM 12541W209 667812 11,400 11,400 2 11,400
C.H.RobinsonWorld.
ComStkUSD0.1 COM 12541W209 364836.24 6,228 6,228 3 6,228
CA Inc Common Stock
USD0.10 COM 12673P105 7314683.5 283,900 283,900 2 283,900
CA Inc Common Stock
USD0.10 COM 12673P105 73795906.88 2,864,192 2,864,192 3 2,864,192
Cabot Corp Common Stock
USD1 COM 127055101 32699614.05 894,165 894,165 1 894,165
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 1838545 35,500 35,500 2 35,500
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 19698689.03 380,357 380,357 3 380,357
CadenceDesignSyst.
ComSkUSD0.01 COM 127387108 9953650.5 773,700 773,700 1 773,700
CAI Intl Inc Com Stk
USD0.0001 COM 12477X106 57456 2,800 2,800 2 2,800
CAI Intl Inc Com Stk
USD0.0001 COM 12477X106 38988 1,900 1,900 3 1,900
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 524964 45,100 45,100 2 45,100
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 4162987.8 357,645 357,645 3 357,645
CallawayGolfCo Com Stk
USD0.01 COM 131193104 6247450 1,017,500 1,017,500 1 1,017,500
Cal-MaineFoodsInc
ComStkUSD0.01 COM 128030202 1181922 26,300 26,300 2 26,300
Cal-MaineFoodsInc
ComStkUSD0.01 COM 128030202 4318734 96,100 96,100 3 96,100
Calpine Corp Com Stk
USD0.001 COM 131347304 24164242.1 1,396,777 1,396,777 1 1,396,777
Calpine Corp Com Stk
USD0.001 COM 131347304 16723892.7 966,699 966,699 3 966,699
Calpine Corp Com Stk
USD0.001 COM 131347304 2010779 116,230 116,230 4 116,230
Calpine Corp Com Stk
USD0.001 COM 131347304 1645230 95,100 95,100 5 95,100
Calpine Corp Com Stk
USD0.001 COM 131347304 216993.9 12,543 12,543 7 12,543
Camden Property REIT
USD0.01 COM 133131102 19224469 298,100 298,100 3 298,100
Cameco Corp Com NPV (US
List.) COM 13321L108 2236.75 115 115 7 115
CampbellSoupCo
CapStkUSD0.0375 COM 134429109 1086384 31,200 31,200 2 31,200
CampbellSoupCo
CapStkUSD0.0375 COM 134429109 21531434.48 618,364 618,364 3 618,364
Canadian Imp.Bk.Com.NPV COM 136069101 140769.348 1,800 1,800 3 1,800
Canadian Nat'l Railway
CmSkNPV COM 136375102 2298633.061 26,000 26,000 2 26,000
Canadian Nat'l Railway
CmSkNPV COM 136375102 23381341.86 264,468 264,468 3 264,468
CanadianNaturalRes.
Common NPV COM 136385101 117134.0007 3,800 3,800 3 3,800
Capella
EducationComStkUSD0.01 COM 139594105 690682 19,700 19,700 2 19,700
Capella
EducationComStkUSD0.01 COM 139594105 6163618.12 175,802 175,802 3 175,802
Capital One Fin.ComStk
USD0.01 COM 14040H105 21097462.66 370,066 370,066 1 370,066
Capital One Fin.ComStk
USD0.01 COM 14040H105 8811123.54 154,554 154,554 2 154,554
Capital One Fin.ComStk
USD0.01 COM 14040H105 137631432.6 2,414,163 2,414,163 3 2,414,163
Capital One Fin.ComStk
USD0.01 COM 14040H105 1799805.7 31,570 31,570 4 31,570
Capital One Fin.ComStk
USD0.01 COM 14040H105 1755908 30,800 30,800 5 30,800
Capital One Fin.ComStk
USD0.01 COM 14040H105 357794.76 6,276 6,276 7 6,276
Capital Southwest Com
Stk USD1 COM 140501107 78365 700 700 2 700
Capital Southwest Com
Stk USD1 COM 140501107 111950 1,000 1,000 3 1,000
Capstead Mortgage REIT
USD0.01 COM 14067E506 403351 29,900 29,900 2 29,900
Capstead Mortgage REIT
USD0.01 COM 14067E506 6231098.45 461,905 461,905 3 461,905
Carbo Ceramics Com Stk
USD0.01 COM 140781105 182468 2,900 2,900 2 2,900
Carbo Ceramics Com Stk
USD0.01 COM 140781105 1283568 20,400 20,400 3 20,400
Cardinal Health Corp
ComStkNPV COM 14149Y108 1009323 25,900 25,900 2 25,900
Cardinal Health Corp
ComStkNPV COM 14149Y108 97425 2,500 2,500 3 2,500
Career Education
ComStkUSD0.01 COM 141665109 69560 18,500 18,500 2 18,500
Career Education
ComStkUSD0.01 COM 141665109 950904 252,900 252,900 3 252,900
CareFusion Corp ComStk
USD0.01 COM 14170T101 44677343 1,573,700 1,573,700 1 1,573,700
Caribou Coffee Com Stk
USD0.01 COM 142042209 242844 17,700 17,700 3 17,700
Carlisle Companies
ComStk USD1 COM 142339100 31152 600 600 3 600
CarnivalCpComStkUSD0.
01-Paired COM 143658300 2583105.58 70,906 70,906 7 70,906
CARRIZO OIL & GAS
COMSTKUSD1 COM 144577103 6555121 262,100 262,100 1 262,100
Cascade Corp Com Stk
USD0.50 COM 147195101 2167704 39,600 39,600 1 39,600
Cascade Corp Com Stk
USD0.50 COM 147195101 290122 5,300 5,300 2 5,300
Cascade Corp Com Stk
USD0.50 COM 147195101 1302812 23,800 23,800 3 23,800
Casey's Gen Stores Com
Stk NPV COM 147528103 36266758 634,700 634,700 1 634,700
Cash America Com Stock
USD0.10 COM 14754D100 11412863 295,900 295,900 1 295,900
Cash America Com Stock
USD0.10 COM 14754D100 1496516 38,800 38,800 2 38,800
Cash America Com Stock
USD0.10 COM 14754D100 10143524.3 262,990 262,990 3 262,990
Cass Information
ComStkUSD0.50 COM 14808P109 25182 600 600 2 600
Cass Information
ComStkUSD0.50 COM 14808P109 151092 3,600 3,600 3 3,600
Caterpillar Common Stk
USD1 COM 149123101 28039661.64 325,891 325,891 1 325,891
Caterpillar Common Stk
USD1 COM 149123101 4811356.8 55,920 55,920 2 55,920
Caterpillar Common Stk
USD1 COM 149123101 72559769.04 843,326 843,326 3 843,326
Caterpillar Common Stk
USD1 COM 149123101 2322735.84 26,996 26,996 4 26,996
Caterpillar Common Stk
USD1 COM 149123101 1565928 18,200 18,200 5 18,200
Caterpillar Common Stk
USD1 COM 149123101 308367.36 3,584 3,584 7 3,584
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 451592 15,200 15,200 2 15,200
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 10377019.67 349,277 349,277 3 349,277
CBL & Associates
ComStkUSD0.01 COM 124830100 17626.84 826 826 3 826
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 1355340 46,100 46,100 2 46,100
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 8969940 305,100 305,100 3 305,100
CEC Entertain. Com Stk
USD0.10 COM 125137109 171684 5,700 5,700 2 5,700
CEC Entertain. Com Stk
USD0.10 COM 125137109 3990147 132,475 132,475 3 132,475
Celanese A USD0.0001 (US
List) COM 150870103 22130644.88 583,768 583,768 1 583,768
Celanese A USD0.0001 (US
List) COM 150870103 2656164.15 70,065 70,065 2 70,065
Celanese A USD0.0001 (US
List) COM 150870103 54205423.95 1,429,845 1,429,845 3 1,429,845
Celanese A USD0.0001 (US
List) COM 150870103 1716109.88 45,268 45,268 4 45,268
Celanese A USD0.0001 (US
List) COM 150870103 1455744 38,400 38,400 5 38,400
Celanese A USD0.0001 (US
List) COM 150870103 829394.98 21,878 21,878 7 21,878
Celgene Corp Com Stk
USD0.01 COM 151020104 1650240 21,600 21,600 2 21,600
Celgene Corp Com Stk
USD0.01 COM 151020104 10940556.4 143,201 143,201 3 143,201
Cellcom Israel Limited
ILS0.01 COM M2196U109 495198.3711 57,638 57,638 2 57,638
Cellcom Israel Limited
ILS0.01 COM M2196U109 3422477.308 398,355 398,355 3 398,355
CemexSAB
SpnADR(EachRepr10CPO) COM 151290889 13577983.3 1,630,010 1,630,010 3 1,630,010
Cenovus Energy Inc
Common NPV COM 15135U109 13947.8632 400 400 3 400
Centene Corp Com Stk
USD0.001 COM 15135B101 3385605 90,500 90,500 1 90,500
CenterPoint Energy
CommStk NPV COM 15189T107 1480350 69,500 69,500 3 69,500
CenturyLink Inc Comm Stk
USD1 COM 156700106 161600 4,000 4,000 2 4,000
CenturyLink Inc Comm Stk
USD1 COM 156700106 7025923.6 173,909 173,909 3 173,909
Cepheid Inc Common Stock
NPV COM 15670R107 11923200 345,600 345,600 1 345,600
CeradyneInc. CommonStk
USD0.10 COM 156710105 222313 9,100 9,100 2 9,100
CeradyneInc. CommonStk
USD0.10 COM 156710105 2033821.93 83,251 83,251 3 83,251
CFIndustriesHldgs
ComStkUSD0.01 COM 125269100 7974415.68 35,882 35,882 2 35,882
CFIndustriesHldgs
ComStkUSD0.01 COM 125269100 84252295.2 379,105 379,105 3 379,105
CGI Group Cls'A'Sub
Voting NPV COM 39945C109 1094689.771 40,800 40,800 3 40,800
Changyou.com ADR(Rep2
'A' Shs) COM 15911M107 91840 3,500 3,500 3 3,500
CharmCommIncADR
(EachRep2.0) COM 16112R101 7587990 1,286,100 1,286,100 3 1,286,100
Chase Corp Common Stk
USD0.10 COM 16150R104 7348 400 400 3 400
CheckPointSoftwareTech
ILS1 COM M22465104 274997597.3 5,710,083 5,710,083 2 5,710,083
CheckPointSoftwareTech
ILS1 COM M22465104 79210437.6 1,644,735 1,644,735 3 1,644,735
CheckPointSoftwareTech
ILS1 COM M22465104 288237.6 5,985 5,985 4 5,985
CheckPointSoftwareTech
ILS1 COM M22465104 2456160 51,000 51,000 5 51,000
CheckPointSoftwareTech
ILS1 COM M22465104 530337.92 11,012 11,012 7 11,012
CheesecakeFactory
ComStkUSD0.01 COM 163072101 282425 7,900 7,900 2 7,900
CheesecakeFactory
ComStkUSD0.01 COM 163072101 260975 7,300 7,300 3 7,300
Chefs' Warehouse
ComStkUSD0.01 COM 163086101 7808346 476,700 476,700 1 476,700
Chemed Corp Common Stock
USD1 COM 16359R103 3208127 46,300 46,300 2 46,300
Chemed Corp Common Stock
USD1 COM 16359R103 33816222.31 488,039 488,039 3 488,039
ChemoCentryx Inc
CmStkUSD0.001 COM 16383L106 176938.82 15,214 15,214 3 15,214
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 679320 36,000 36,000 2 36,000
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 11774955.48 624,004 624,004 3 624,004
ChesapeakeUtil.
ComStkUSD0.4867 COM 165303108 151552 3,200 3,200 2 3,200
ChesapeakeUtil.
ComStkUSD0.4867 COM 165303108 28416 600 600 3 600
Chevron Corp Com Stock
USD0.75 COM 166764100 23418419.28 200,913 200,913 2 200,913
Chevron Corp Com Stock
USD0.75 COM 166764100 186848360.9 1,603,023 1,603,023 3 1,603,023
Chevron Corp Com Stock
USD0.75 COM 166764100 1993176 17,100 17,100 7 17,100
Chico's FAS Common Stk
USD0.01 COM 168615102 16020106 884,600 884,600 1 884,600
Chico's FAS Common Stk
USD0.01 COM 168615102 1274944 70,400 70,400 3 70,400
Childrens Place ComStk
USD0.10 COM 168905107 30489600 508,160 508,160 1 508,160
Chimera Inv Corp REIT
USD0.01 COM 16934Q109 181028 66,800 66,800 2 66,800
Chimera Inv Corp REIT
USD0.01 COM 16934Q109 951651.73 351,163 351,163 3 351,163
China Lodging Group
Spons ADS COM 16949N109 9484927 568,300 568,300 3 568,300
China Lodging Group
Spons ADS COM 16949N109 43071883 2,580,700 2,580,700 4 2,580,700
China Lodging Group
Spons ADS COM 16949N109 46496671 2,785,900 2,785,900 6 2,785,900
ChinaAutomotive
ComStkUSD0.0001 COM 16936R105 66006 17,100 17,100 2 17,100
ChinaAutomotive
ComStkUSD0.0001 COM 16936R105 564799.06 146,321 146,321 3 146,321
ChinaGreenAgriInUSD0.001 COM 16943W105 91184 27,800 27,800 2 27,800
ChinaGreenAgriInUSD0.001 COM 16943W105 2155137.12 657,054 657,054 3 657,054
ChinaMobileLtdSpADR
(Rp5HKD0.1) COM 16941M109 67760.64 1,224 1,224 3 1,224
ChinaTechfaithADR
(EachRp15Ord) COM 169424108 52152 49,200 49,200 3 49,200
Chubb Corp Com USD1 COM 171232101 572100 7,500 7,500 2 7,500
Chubb Corp Com USD1 COM 171232101 618707.08 8,111 8,111 3 8,111
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 3985260 125,520 125,520 2 125,520
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 9756775 307,300 307,300 3 307,300
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 304831.75 9,601 9,601 4 9,601
Church & Dwight Comm Stk
USD1 COM 171340102 97182 1,800 1,800 3 1,800
CHURCHILL DOWNS INC COM 171484108 5996032 95,600 95,600 1 95,600
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 99463850.98 2,204,918 2,204,918 2 2,204,918
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 547454.96 12,136 12,136 3 12,136
CiaEnerg.ADR(Rp1PrefShs)
(Lvl2) COM 204409601 18854441.64 1,555,647 1,555,647 2 1,555,647
CiaEnerg.ADR(Rp1PrefShs)
(Lvl2) COM 204409601 62074167.72 5,121,631 5,121,631 3 5,121,631
CiaSiderNaclSpn
(2ADRRp1OrdNPV) COM 20440W105 311339 55,300 55,300 3 55,300
Cigna Corp Common Stk
USD0.25 COM 125509109 1745290 37,000 37,000 2 37,000
Cigna Corp Common Stk
USD0.25 COM 125509109 36167597.5 766,750 766,750 3 766,750
Cimarex Energy
ComStockUSD0.01 COM 171798101 23648345 403,900 403,900 1 403,900
Cimarex Energy
ComStockUSD0.01 COM 171798101 497675 8,500 8,500 2 8,500
Cimarex Energy
ComStockUSD0.01 COM 171798101 1288100 22,000 22,000 3 22,000
CinemarkHoldings
ComStkUSD0.001 COM 17243V102 1359258 60,600 60,600 3 60,600
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 9963484.575 521,785 521,785 2 521,785
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 81302996.52 4,257,816 4,257,816 3 4,257,816
CiscoSysComStkUSD0.001
(US Lst) COM 17275R102 328434 17,200 17,200 7 17,200
CIT Group Inc Com Stk
USD0.01 COM 125581801 18560568 471,200 471,200 1 471,200
Citi Trends Inc ComStk
USD0.01 COM 17306X102 1766488.5 140,700 140,700 1 140,700
Citigroup Inc Com Stk
USD0.01 COM 172967424 28762581.44 879,052 879,052 1 879,052
Citigroup Inc Com Stk
USD0.01 COM 172967424 10082406.24 308,142 308,142 2 308,142
Citigroup Inc Com Stk
USD0.01 COM 172967424 119328171.3 3,646,949 3,646,949 3 3,646,949
Citigroup Inc Com Stk
USD0.01 COM 172967424 2628790.24 80,342 80,342 4 80,342
Citigroup Inc Com Stk
USD0.01 COM 172967424 2630360.8 80,390 80,390 5 80,390
Citigroup Inc Com Stk
USD0.01 COM 172967424 1253208.72 38,301 38,301 7 38,301
Citizens NrthnCorp
ComStk USD1 COM 172922106 103933 5,300 5,300 2 5,300
Citizens NrthnCorp
ComStk USD1 COM 172922106 1043252 53,200 53,200 3 53,200
City Holding Co.
ComStkUSD2.50 COM 177835105 559104 15,600 15,600 3 15,600
Cleco Corporation Com
Stk USD1 COM 12561W105 54973229.8 1,309,510 1,309,510 1 1,309,510
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 974337 24,900 24,900 2 24,900
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 18077238.27 461,979 461,979 3 461,979
Clorox Co. Com Stk USD1 COM 189054109 2096655 29,100 29,100 2 29,100
Clorox Co. Com Stk USD1 COM 189054109 6592575 91,500 91,500 3 91,500
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 184620 10,200 10,200 2 10,200
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 3379270 186,700 186,700 3 186,700
CME Group Inc ComStock
USD0.01 COM 12572Q105 3580625 62,500 62,500 3 62,500
CMS Energy Common
USD0.01 COM 125896100 384430.2 16,324 16,324 3 16,324
CNA Financial Cp
ComStkUSD2.50 COM 126117100 3368760 125,700 125,700 2 125,700
CNA Financial Cp
ComStkUSD2.50 COM 126117100 10391056.8 387,726 387,726 3 387,726
CNB FinancialCorp
ComStock NPV COM 126128107 70267.63 4,013 4,013 3 4,013
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 2359425 244,500 244,500 2 244,500
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 23795105.1 2,465,814 2,465,814 3 2,465,814
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 1298080.19 6,403 6,403 3 6,403
Coach Inc Common Stock
USD0.01 COM 189754104 44816 800 800 2 800
Coach Inc Common Stock
USD0.01 COM 189754104 4582604.06 81,803 81,803 3 81,803
Coach Inc Common Stock
USD0.01 COM 189754104 274834.12 4,906 4,906 7 4,906
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 38030704.15 1,002,655 1,002,655 1 1,002,655
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 12803385.29 337,553 337,553 2 337,553
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 74139229.69 1,954,633 1,954,633 3 1,954,633
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 2572033.3 67,810 67,810 4 67,810
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 3723436.38 98,166 98,166 7 98,166
CocaColaFemsaADS SerL
Rep10NPV COM 191241108 3960300 30,700 30,700 3 30,700
CognizantTech. A
ComStkUSD0.01 COM 192446102 14927595.43 213,587 213,587 1 213,587
CognizantTech. A
ComStkUSD0.01 COM 192446102 3919011.86 56,074 56,074 2 56,074
CognizantTech. A
ComStkUSD0.01 COM 192446102 76105806.93 1,088,937 1,088,937 3 1,088,937
CognizantTech. A
ComStkUSD0.01 COM 192446102 1658489.7 23,730 23,730 4 23,730
CognizantTech. A
ComStkUSD0.01 COM 192446102 1991865 28,500 28,500 5 28,500
CognizantTech. A
ComStkUSD0.01 COM 192446102 496498.56 7,104 7,104 7 7,104
Cogo Group Inc Com Stk
USD0.01 COM G22538105 14076 6,800 6,800 2 6,800
Cogo Group Inc Com Stk
USD0.01 COM G22538105 61539.03 29,729 29,729 3 29,729
Cohen&SteersInc ComStk
USD0.01 COM 19247A100 94784 3,200 3,200 2 3,200
Cohen&SteersInc ComStk
USD0.01 COM 19247A100 192530 6,500 6,500 3 6,500
Coinstar Inc ComStock
USD0.001 COM 19259P300 1952132 43,400 43,400 2 43,400
Coinstar Inc ComStock
USD0.001 COM 19259P300 22197630 493,500 493,500 3 493,500
Coleman Cable Inc CS
USD0.001 COM 193459302 27956 2,900 2,900 3 2,900
Colgate-Palmolive Com
USD1 COM 194162103 9986899.68 93,144 93,144 2 93,144
Colgate-Palmolive Com
USD1 COM 194162103 62904365.7 586,685 586,685 3 586,685
Colgate-Palmolive Com
USD1 COM 194162103 475520.7 4,435 4,435 7 4,435
Collective Brands
CmStkUSD0.01 COM 19421W100 12255295 564,500 564,500 1 564,500
Colonial Props. REIT
USD0.01 COM 195872106 22282456.45 1,058,549 1,058,549 1 1,058,549
Colony Fin Inc REIT
USD0.01 COM 19624R106 29220 1,500 1,500 2 1,500
Colony Fin Inc REIT
USD0.01 COM 19624R106 1607100 82,500 82,500 3 82,500
Columbia Bkng System
ComStkNPV COM 197236102 931245.66 50,229 50,229 3 50,229
Comcast Corp Cls A
ComStk USD1 COM 20030N101 33502144.23 937,254 937,254 1 937,254
Comcast Corp Cls A
ComStk USD1 COM 20030N101 6215984.01 173,898 173,898 2 173,898
Comcast Corp Cls A
ComStk USD1 COM 20030N101 74871691.47 2,094,606 2,094,606 3 2,094,606
Comcast Corp Cls A
ComStk USD1 COM 20030N101 2734063.56 76,488 76,488 4 76,488
Comcast Corp Cls A
ComStk USD1 COM 20030N101 2037465 57,000 57,000 5 57,000
Comcast Corp Cls A
ComStk USD1 COM 20030N101 517909.305 14,489 14,489 7 14,489
Comerica Common Stk USD5 COM 200340107 26656766.55 858,511 858,511 1 858,511
Comerica Common Stk USD5 COM 200340107 1384830 44,600 44,600 2 44,600
Comerica Common Stk USD5 COM 200340107 6598125 212,500 212,500 3 212,500
CommerceBancshares Com
StkUSD5 COM 200525103 2220852.11 55,067 55,067 2 55,067
CommerceBancshares Com
StkUSD5 COM 200525103 18715902.77 464,069 464,069 3 464,069
CommonWealth REIT
USD0.01 COM 203233101 101920 7,000 7,000 2 7,000
CommonWealth REIT
USD0.01 COM 203233101 10104.64 694 694 3 694
Commun.HealthSys.
ComStkUSD0.01 COM 203668108 259346 8,900 8,900 2 8,900
Commun.HealthSys.
ComStkUSD0.01 COM 203668108 1136460 39,000 39,000 3 39,000
Commun.Systems Inc CS
USD0.05 COM 203900105 120696 10,700 10,700 3 10,700
Community Bank
Sys.ComStk USD1 COM 203607106 1186799 42,100 42,100 2 42,100
Community Bank
Sys.ComStk USD1 COM 203607106 7870168.77 279,183 279,183 3 279,183
Community Tst Bancp
ComStkUSD5 COM 204149108 106605 3,000 3,000 2 3,000
Community Tst Bancp
ComStkUSD5 COM 204149108 1829697.15 51,490 51,490 3 51,490
Comp.deBebidasSpnADR
(1PrefNPV) COM 20441W203 56203442.62 1,468,987 1,468,987 2 1,468,987
Comp.deBebidasSpnADR
(1PrefNPV) COM 20441W203 267385672.5 6,988,648 6,988,648 3 6,988,648
Compass Diversified LP
NPV COM 20451Q104 14729748 996,600 996,600 1 996,600
CompdeMinasBueSpADR
(Rp1CmPEN4) COM 204448104 5428257.84 139,329 139,329 3 139,329
CompParaDeEnerg
ADR1000Pr'B'Shs COM 20441B407 2886570.32 175,796 175,796 3 175,796
ComputerProg&Sys
ComStkUSD0.001 COM 205306103 255530 4,600 4,600 2 4,600
ComputerProg&Sys
ComStkUSD0.001 COM 205306103 888800 16,000 16,000 3 16,000
comScore Inc Com Stk
USD0.001 COM 20564W105 6240300 409,200 409,200 1 409,200
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 823672 29,800 29,800 3 29,800
ConchoResourcsInc
CmStkUSD0.001 COM 20605P101 16272175.5 171,738 171,738 1 171,738
ConocoPhillips CommStk
USD0.01 COM 20825C104 21723310.98 379,911 379,911 1 379,911
ConocoPhillips CommStk
USD0.01 COM 20825C104 8513072.76 148,882 148,882 2 148,882
ConocoPhillips CommStk
USD0.01 COM 20825C104 87007375.2 1,521,640 1,521,640 3 1,521,640
ConocoPhillips CommStk
USD0.01 COM 20825C104 1168759.2 20,440 20,440 4 20,440
ConocoPhillips CommStk
USD0.01 COM 20825C104 2496879.06 43,667 43,667 7 43,667
Cons.Comm.Hldgs ComStk
USD0.01 COM 209034107 1420908.21 82,659 82,659 3 82,659
Consolid.Edison ComStk
USD0.10 COM 209115104 1123536.4 18,760 18,760 2 18,760
Consolid.Edison ComStk
USD0.10 COM 209115104 1157134.69 19,321 19,321 3 19,321
ConsolidatedGrap.
ComStkUSD0.01 COM 209341106 88706 3,400 3,400 3 3,400
ContangoOil And Gas CS
USD0.04 COM 21075N204 697788 14,200 14,200 2 14,200
ContangoOil And Gas CS
USD0.04 COM 21075N204 2169481.86 44,149 44,149 3 44,149
Cooper Companies
ComStkUSD0.10 COM 216648402 29367614 310,900 310,900 1 310,900
Cooper Tire&Rubber
ComStk USD1 COM 216831107 209062 10,900 10,900 2 10,900
Cooper Tire&Rubber
ComStk USD1 COM 216831107 173636.54 9,053 9,053 3 9,053
Core Laboratories NV
EUR0.02 COM N22717107 24296 200 200 3 200
Core-Mark Hldg Co
CmStkUSD0.01 COM 218681104 538832 11,200 11,200 1 11,200
Corning Inc Common
StkUSD0.50 COM 219350105 1063835 80,900 80,900 2 80,900
Corning Inc Common
StkUSD0.50 COM 219350105 6794473.5 516,690 516,690 3 516,690
CorVel Corp
CommStockUSD0.0001 COM 221006109 53700 1,200 1,200 2 1,200
CorVel Corp
CommStockUSD0.0001 COM 221006109 85025 1,900 1,900 3 1,900
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 1048975.68 10,473 10,473 2 10,473
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 8653824 86,400 86,400 3 86,400
Courier Corp Common
Stock USD1 COM 222660102 30550 2,500 2,500 2 2,500
Courier Corp Common
Stock USD1 COM 222660102 117153.14 9,587 9,587 3 9,587
Covance Inc
CommonStockUSD0.01 COM 222816100 971152 20,800 20,800 3 20,800
CoventryHlthCare
CmStkUSD0.01 COM 222862104 22137390 531,000 531,000 1 531,000
Covidien
USD0.20(PostCons)(US) COM G2554F113 23768 400 400 2 400
Covidien
USD0.20(PostCons)(US) COM G2554F113 8916446.36 150,058 150,058 3 150,058
CPFL Energia
ADR(1Repr2ComShs) COM 126153105 166516 7,600 7,600 2 7,600
CPFL Energia
ADR(1Repr2ComShs) COM 126153105 1167803 53,300 53,300 3 53,300
CrackerBarrelOld
ComStkUSD0.01 COM 22410J106 26844 400 400 3 400
Crawford & Co
'B'ComStock USD1 COM 224633107 44088 8,800 8,800 3 8,800
Crawford And Co A Com
Stk USD1 COM 224633206 8208 1,900 1,900 3 1,900
CredicorpComStkUSD5
(USListing) COM G2519Y108 18922667.04 151,043 151,043 2 151,043
CredicorpComStkUSD5
(USListing) COM G2519Y108 51931190.88 414,521 414,521 3 414,521
CreditAcceptance
CmStk USD0.01 COM 225310101 162469 1,900 1,900 2 1,900
CreditAcceptance CmStk
USD0.01 COM 225310101 196673 2,300 2,300 3 2,300
CreditSuisSpADR
(EchRp1OrdCHF1) COM 225401108 75949.65 3,591 3,591 3 3,591
CreXus Inv Corp REIT
USD0.01 COM 226553105 967495 89,500 89,500 2 89,500
CreXus Inv Corp REIT
USD0.01 COM 226553105 9555067.1 883,910 883,910 3 883,910
Crocs Inc Comm Stock
USD0.001 COM 227046109 29178 1,800 1,800 3 1,800
Crown Holdings Common
Stk USD5 COM 228368106 54689292 1,488,144 1,488,144 1 1,488,144
CSG Systems Intl
ComStkUSD0.01 COM 126349109 730925 32,500 32,500 2 32,500
CSG Systems Intl
ComStkUSD0.01 COM 126349109 11225343.74 499,126 499,126 3 499,126
CSS Industries Com Stk
USD0.10 COM 125906107 16440 800 800 3 800
CSX Corp Com USD1 COM 126408103 4568257.75 220,157 220,157 2 220,157
CSX Corp Com USD1 COM 126408103 27447851 1,322,788 1,322,788 3 1,322,788
CTC Media Inc Common
Stock NPV COM 12642X106 671881 74,200 74,200 2 74,200
CTC Media Inc Common
Stock NPV COM 12642X106 19811452.61 2,187,902 2,187,902 3 2,187,902
Ctrip.comIntlADR
(Rep0.25 Ord) COM 22943F100 153608 9,100 9,100 3 9,100
Cubic Corp. Common Stock
NPV COM 229669106 340408 6,800 6,800 2 6,800
Cubic Corp. Common Stock
NPV COM 229669106 1877250 37,500 37,500 3 37,500
Cubist
Pharm.IncComStkUSD0.001 COM 229678107 19076 400 400 3 400
Cullen Frost Bankers
CmSk USD5 COM 229899109 22619092.65 393,855 393,855 1 393,855
Cullen Frost Bankers
CmSk USD5 COM 229899109 2078966 36,200 36,200 2 36,200
Cullen Frost Bankers
CmSk USD5 COM 229899109 14282841 248,700 248,700 3 248,700
Cummins Inc Common Stk
USD2.50 COM 231021106 7137054 77,400 77,400 2 77,400
Cummins Inc Common Stk
USD2.50 COM 231021106 56899840.28 617,068 617,068 3 617,068
Cummins Inc Common Stk
USD2.50 COM 231021106 202862 2,200 2,200 7 2,200
CVB Financial Corp Com
Stk NPV COM 126600105 1185661.86 99,300 99,300 2 99,300
CVB Financial Corp Com
Stk NPV COM 126600105 6902629.62 578,100 578,100 3 578,100
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 1768153.14 36,517 36,517 2 36,517
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 8372253.78 172,909 172,909 3 172,909
Cypress
Semicond.ComStkUSD0.01 COM 232806109 16057.5 1,500 1,500 3 1,500
CYS Investments REIT
USD0.01 COM 12673A108 129628 9,200 9,200 3 9,200
Dana Holding Cp ComStk
USD0.01 COM 235825205 97170 7,900 7,900 3 7,900
Danaher Corp Com Stock
USD0.01 COM 235851102 22615856.85 410,079 410,079 1 410,079
Danaher Corp Com Stock
USD0.01 COM 235851102 3114210.2 56,468 56,468 2 56,468
Danaher Corp Com Stock
USD0.01 COM 235851102 75808969.4 1,374,596 1,374,596 3 1,374,596
Danaher Corp Com Stock
USD0.01 COM 235851102 2187800.5 39,670 39,670 4 39,670
Danaher Corp Com Stock
USD0.01 COM 235851102 1599350 29,000 29,000 5 29,000
Danaher Corp Com Stock
USD0.01 COM 235851102 314299.85 5,699 5,699 7 5,699
Darden Restaurants
CmSkUSD0.01 COM 237194105 685725 12,300 12,300 2 12,300
Darden Restaurants
CmSkUSD0.01 COM 237194105 13576184.25 243,519 243,519 3 243,519
Darling Intl Com Stk
USD0.01 COM 237266101 2059454 112,600 112,600 2 112,600
Darling Intl Com Stk
USD0.01 COM 237266101 28495070.11 1,557,959 1,557,959 3 1,557,959
Datalink Corp CmStk
USD0.001 COM 237934104 43056 5,200 5,200 2 5,200
Datalink Corp CmStk
USD0.001 COM 237934104 30636 3,700 3,700 3 3,700
DaVita Inc Com Stk
USD0.001 COM 23918K108 35877863.58 346,278 346,278 1 346,278
DaVita Inc Com Stk
USD0.001 COM 23918K108 6765733 65,300 65,300 2 65,300
DaVita Inc Com Stk
USD0.001 COM 23918K108 61089492.1 589,610 589,610 3 589,610
DaVita Inc Com Stk
USD0.001 COM 23918K108 1191515 11,500 11,500 4 11,500
Dawson Geop.
ComStkUSD0.33 1/3 COM 239359102 30312 1,200 1,200 2 1,200
Dawson Geop.
ComStkUSD0.33 1/3 COM 239359102 10104 400 400 3 400
DDR Corporation REIT
USD0.10 COM 23317H102 19576320 1,274,500 1,274,500 3 1,274,500
Deckers Outdoor ComStk
USD0.01 COM 243537107 622880 17,000 17,000 2 17,000
Deckers Outdoor ComStk
USD0.01 COM 243537107 2949520 80,500 80,500 3 80,500
Deere & Company
CommonStk USD1 COM 244199105 2702706.84 32,772 32,772 2 32,772
Deere & Company
CommonStk USD1 COM 244199105 4865152.71 58,993 58,993 3 58,993
Deere & Company
CommonStk USD1 COM 244199105 1996021.41 24,203 24,203 7 24,203
Delek US Hldgs Com Stk
USD0.01 COM 246647101 1184239.91 46,459 46,459 3 46,459
Dell Inc Common Stock
USD0.01 COM 24702R101 3363501.645 341,299 341,299 2 341,299
Dell Inc Common Stock
USD0.01 COM 24702R101 38143816.92 3,870,504 3,870,504 3 3,870,504
Delphi Auto USD0.01(US
List) COM G27823106 4352400 140,400 140,400 2 140,400
Delphi Auto USD0.01(US
List) COM G27823106 31366885 1,011,835 1,011,835 3 1,011,835
Deluxe Corp Common Stock
USD1 COM 248019101 602032 19,700 19,700 2 19,700
Deluxe Corp Common Stock
USD1 COM 248019101 14368578.56 470,176 470,176 3 470,176
DenburyResources
ComStkUSD0.001 COM 247916208 20592688 1,274,300 1,274,300 1 1,274,300
DenburyResources
ComStkUSD0.001 COM 247916208 378144 23,400 23,400 2 23,400
DenburyResources
ComStkUSD0.001 COM 247916208 1013232 62,700 62,700 3 62,700
Dentsply Intl Inc.
ComStk USD1 COM 249030107 39579060.34 1,037,731 1,037,731 1 1,037,731
Dentsply Intl Inc.
ComStk USD1 COM 249030107 1556188.28 40,802 40,802 3 40,802
Dentsply Intl Inc.
ComStk USD1 COM 249030107 665161.6 17,440 17,440 4 17,440
DesarrolladoraADR(Rep6
OrdNPV) COM 25030W100 10912 800 800 3 800
DestinationMaternityCS
USD0.01 COM 25065D100 29920 1,600 1,600 2 1,600
DestinationMaternityCS
USD0.01 COM 25065D100 925631.3 49,499 49,499 3 49,499
Devon Energy Com Stk
USD0.10 COM 25179M103 1367300 22,600 22,600 2 22,600
Devon Energy Com Stk
USD0.10 COM 25179M103 45074436 745,032 745,032 3 745,032
DeVry Inc Common Stock
USD0.01 COM 251893103 5649032 248,200 248,200 1 248,200
DeVry Inc Common Stock
USD0.01 COM 251893103 1019648 44,800 44,800 2 44,800
DeVry Inc Common Stock
USD0.01 COM 251893103 14942873.16 656,541 656,541 3 656,541
DHT
HldgsCmStkUSD0.01
(PstRvSp) COM Y2065G121 14241.5 2,275 2,275 2 2,275
DHT
HldgsCmStkUSD0.01
(PstRvSp) COM Y2065G121 180231.66 28,791 28,791 3 28,791
DiageoSponADR
(Repr4OrdGBP0.28) COM 25243Q205 110588.13 981 981 3 981
DiamondHillInvGrp'A'
ComStk NPV COM 25264R207 30672 400 400 3 400
DiamondO/ShDrill
ComStkUSD0.01 COM 25271C102 3803818 57,800 57,800 2 57,800
DiamondO/ShDrill
ComStkUSD0.01 COM 25271C102 28134959.58 427,518 427,518 3 427,518
DiamondRock Hospi.REIT
USD0.01 COM 252784301 11696598 1,214,600 1,214,600 3 1,214,600
Dice Holdings ComStock
USD0.01 COM 253017107 388162 46,100 46,100 2 46,100
Dice Holdings ComStock
USD0.01 COM 253017107 1942494 230,700 230,700 3 230,700
Diebold Inc Com Stock
USD1.25 COM 253651103 205631 6,100 6,100 2 6,100
Diebold Inc Com Stock
USD1.25 COM 253651103 232599 6,900 6,900 3 6,900
Digimarc Corp ComStck
USD0.001 COM 25381B101 8900 400 400 3 400
Dillard
IncComStkCls'A'USD NPV COM 254067101 50624 700 700 2 700
Dillard
IncComStkCls'A'USD NPV COM 254067101 2458880 34,000 34,000 3 34,000
DIRECTV Common Stock
USD0.01 COM 25490A309 1974680.64 37,656 37,656 2 37,656
DIRECTV Common Stock
USD0.01 COM 25490A309 41645855.28 794,162 794,162 3 794,162
DiscoverFin SvcsComStk
USD0.01 COM 254709108 7318981.14 184,218 184,218 2 184,218
DiscoverFin SvcsComStk
USD0.01 COM 254709108 87861862.02 2,211,474 2,211,474 3 2,211,474
DiscoveryCommun'A'
CmStkUSD0.01 COM 25470F104 1043000 17,500 17,500 2 17,500
DiscoveryCommun'A'
CmStkUSD0.01 COM 25470F104 3897840 65,400 65,400 3 65,400
DISH
NetworkCls'A'
CmStkUSD0.01 COM 25470M109 125501 4,100 4,100 3 4,100
Dolby
Lab.Cls'A'
ComStkUSD0.001 COM 25659T107 1771775 54,100 54,100 2 54,100
Dolby
Lab.Cls'A'
ComStkUSD0.001 COM 25659T107 10172150 310,600 310,600 3 310,600
Dollar General ComStk
USD0.875 COM 256677105 28526719.98 553,487 553,487 1 553,487
Dollar General ComStk
USD0.875 COM 256677105 3395145.96 65,874 65,874 2 65,874
Dollar General ComStk
USD0.875 COM 256677105 86711256.78 1,682,407 1,682,407 3 1,682,407
Dollar General ComStk
USD0.875 COM 256677105 4008471.96 77,774 77,774 4 77,774
Dollar General ComStk
USD0.875 COM 256677105 2241990 43,500 43,500 5 43,500
Dollar General ComStk
USD0.875 COM 256677105 581628.9 11,285 11,285 7 11,285
Dollar Tree Inc ComStk
USD0.01 COM 256746108 169015 3,500 3,500 2 3,500
Dollar Tree Inc ComStk
USD0.01 COM 256746108 4213012.76 87,244 87,244 3 87,244
DominionRes(Virginia)
ComStkNPV COM 25746U109 4689107.56 88,574 88,574 2 88,574
DominionRes(Virginia)
ComStkNPV COM 25746U109 66810385.88 1,262,002 1,262,002 3 1,262,002
DominionRes(Virginia)
ComStkNPV COM 25746U109 830628.6 15,690 15,690 4 15,690
DominionRes(Virginia)
ComStkNPV COM 25746U109 1889958 35,700 35,700 5 35,700
DominionRes(Virginia)
ComStkNPV COM 25746U109 395726.5 7,475 7,475 7 7,475
Domino's Pizza Com.Stk
USD0.01 COM 25754A201 33428590 886,700 886,700 1 886,700
Domstar Corp Com Stk
USD0.01 COM 257559203 501056 6,400 6,400 2 6,400
Domstar Corp Com Stk
USD0.01 COM 257559203 8347671.25 106,625 106,625 3 106,625
Donaldson Common Stock
USD5 COM 257651109 270738 7,800 7,800 3 7,800
Donnelley(R.R) Common
USD1.25 COM 257867101 220480 20,800 20,800 2 20,800
Donnelley(R.R) Common
USD1.25 COM 257867101 931930.8 87,918 87,918 3 87,918
Doral Fin.Corp Com Stk
USD0.01 COM 25811P886 19284.35 20,500 20,500 2 20,500
Dorchester Min. LP Com
Uts NPV COM 25820R105 352800 16,000 16,000 2 16,000
Dorchester Min. LP Com
Uts NPV COM 25820R105 934412.85 42,377 42,377 3 42,377
Dorman Products ComStk
USD0.01 COM 258278100 252080 8,000 8,000 2 8,000
Dorman Products ComStk
USD0.01 COM 258278100 204815 6,500 6,500 3 6,500
Douglas Dynamics
ComStkUSD0.01 COM 25960R105 300177.84 20,296 20,296 3 20,296
Dover Corp Common Stock
USD1 COM 260003108 13663782.18 229,682 229,682 1 229,682
Dover Corp Common Stock
USD1 COM 260003108 2599713 43,700 43,700 2 43,700
Dover Corp Common Stock
USD1 COM 260003108 36657738 616,200 616,200 3 616,200
Dow Chemical Com USD2.50 COM 260543103 544354 18,800 18,800 2 18,800
Dow Chemical Com USD2.50 COM 260543103 443880.15 15,330 15,330 3 15,330
Dresser-Rand Grp
ComStkUSD0.01 COM 261608103 25218336 457,600 457,600 1 457,600
DrReddy'sLabADR
(EachRep1/2Ord) COM 256135203 5960825.02 193,157 193,157 2 193,157
DrReddy'sLabADR
(EachRep1/2Ord) COM 256135203 28244152.1 915,235 915,235 3 915,235
DST Systems Inc Com
StkUSD0.01 COM 233326107 73528 1,300 1,300 2 1,300
DST Systems Inc Com
StkUSD0.01 COM 233326107 56560 1,000 1,000 3 1,000
DSW Inc Class 'A' Com
Stk NPV COM 23334L102 467040 7,000 7,000 2 7,000
DSW Inc Class 'A' Com
Stk NPV COM 23334L102 4063514.88 60,904 60,904 3 60,904
DTE Energy Company NPV COM 233331107 41958 700 700 3 700
Duff And Phelps Cp A
CSUSD0.01 COM 26433B107 405578 29,800 29,800 3 29,800
Duke Engy Corp ComStk
USD0.001 COM 26441C204 2289549.02 35,338 35,338 2 35,338
Duke Engy Corp ComStk
USD0.001 COM 26441C204 7462253.04 115,176 115,176 3 115,176
Dun&Brad.ComStkUSD0.01
(Sep00Nw COM 26483E100 3025.56 38 38 7 38
DuPont(EI)DeNemours
CmStkUSD0.3 COM 263534109 2092086.59 41,617 41,617 2 41,617
DuPont(EI)DeNemours
CmStkUSD0.3 COM 263534109 13637848.84 271,292 271,292 3 271,292
Dusa Pharm Inc Common
Stk NPV COM 266898105 50246 7,400 7,400 3 7,400
DvrDwnsGmng&EntInc
ComStkUSD0.1 COM 260095104 10209 4,100 4,100 3 4,100
DynamicsResearch
ComStkUSD0.10 COM 268057106 2740 400 400 3 400
Dynavax Techn.Com Stk
USD0.001 COM 268158102 358071 75,225 75,225 3 75,225
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 187050 17,400 17,400 2 17,400
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 181675 16,900 16,900 3 16,900
East West Banc.ComStk
USD0.001 COM 27579R104 1983168 93,900 93,900 3 93,900
Eastman Chemical
ComStkUSD0.01 COM 277432100 649914 11,400 11,400 2 11,400
Eastman Chemical
ComStkUSD0.01 COM 277432100 3728454 65,400 65,400 3 65,400
Eaton Corp Com Stk
USD0.50 COM 278058102 13342902.9 282,270 282,270 1 282,270
Eaton Corp Com Stk
USD0.50 COM 278058102 132356 2,800 2,800 2 2,800
Eaton Corp Com Stk
USD0.50 COM 278058102 94540 2,000 2,000 3 2,000
Eaton Vance
CpComStkUSD0.00781 COM 278265103 399648 13,800 13,800 2 13,800
Eaton Vance
CpComStkUSD0.00781 COM 278265103 6052640 209,000 209,000 3 209,000
eBay Inc Common Stock
USD0.001 COM 278642103 1267294 26,200 26,200 2 26,200
eBay Inc Common Stock
USD0.001 COM 278642103 18060584.08 373,384 373,384 3 373,384
Ebix Inc.Common Stock
USD0.10 COM 278715206 1008147 42,700 42,700 2 42,700
Ebix Inc.Common Stock
USD0.10 COM 278715206 7940043 336,300 336,300 3 336,300
Ecolab Common Stk USD1 COM 278865100 7003887.08 108,068 108,068 3 108,068
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 35493539 602,300 602,300 2 602,300
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 106359810.5 1,804,850 1,804,850 3 1,804,850
Edison Intl Common Stock
NPV COM 281020107 6150239.52 134,608 134,608 3 134,608
EinsteinNoahRest. CS
USD0.001 COM 28257U104 14152 800 800 3 800
El Paso Electric Co
ComStk NPV COM 283677854 291125 8,500 8,500 2 8,500
El Paso Electric Co
ComStk NPV COM 283677854 250025 7,300 7,300 3 7,300
EldoradoGoldCorpLtd
CommonNPV COM 284902103 15243441.37 1,000,586 1,000,586 3 1,000,586
Electro Rent Corp Com
Stk NPV COM 285218103 3660061 206,900 206,900 1 206,900
Electro Rent Corp Com
Stk NPV COM 285218103 104371 5,900 5,900 2 5,900
Electro Rent Corp Com
Stk NPV COM 285218103 569618 32,200 32,200 3 32,200
Eli Lilly And Co ComSk
NPV COM 532457108 17119940.64 361,104 361,104 2 361,104
Eli Lilly And Co ComSk
NPV COM 532457108 260223628.7 5,488,792 5,488,792 3 5,488,792
Eli Lilly And Co ComSk
NPV COM 532457108 696927 14,700 14,700 7 14,700
ElizabethArdenInc
ComStkUSD0.01 COM 28660G106 40678364 861,100 861,100 1 861,100
EMC Corp Massac.ComStk
USD0.01 COM 268648102 1238058 45,400 45,400 2 45,400
EMC Corp Massac.ComStk
USD0.01 COM 268648102 3959604 145,200 145,200 3 145,200
EMC Insurance Grp Com
Stk USD1 COM 268664109 88200 4,200 4,200 3 4,200
Emcor Group Inc ComStk
USD0.01 COM 29084Q100 42810 1,500 1,500 3 1,500
Emerson Electric
Com.USD1 COM 291011104 5746784.85 119,055 119,055 2 119,055
Emerson Electric
Com.USD1 COM 291011104 40231017.66 833,458 833,458 3 833,458
Emerson Electric
Com.USD1 COM 291011104 3002973.24 62,212 62,212 7 62,212
Emerson Radio ComStock
USD0.01 COM 291087203 5918.61 2,900 2,900 3 2,900
EmployersHldgsInc
ComStkUSD0.01 COM 292218104 21996 1,200 1,200 3 1,200
EmpresaNac.Elec.ADS
(Rep30CmSh) COM 29244T101 6105212.08 127,298 127,298 3 127,298
Enbridge Inc Common NPV COM 29250N105 51124.54901 1,310 1,310 3 1,310
Encore Capital Com Stk
USD0.01 COM 292554102 505854 17,900 17,900 2 17,900
Encore Capital Com Stk
USD0.01 COM 292554102 4890760.38 173,063 173,063 3 173,063
Endeavour Intl ComStk
USD0.001 COM 29259G200 3155756.15 326,345 326,345 3 326,345
EnduranceSpec.
HldgsComStk USD1 COM G30397106 265650 6,900 6,900 2 6,900
EnduranceSpec.
HldgsComStk USD1 COM G30397106 1054900 27,400 27,400 3 27,400
Energen Corp Com Stock
USD0.01 COM 29265N108 42863780.55 817,855 817,855 1 817,855
Energen Corp Com Stock
USD0.01 COM 29265N108 3401409 64,900 64,900 3 64,900
EnergizerHldgs
CommStockUSD0.01 COM 29266R108 947547 12,700 12,700 2 12,700
EnergizerHldgs
CommStockUSD0.01 COM 29266R108 3096315 41,500 41,500 3 41,500
Energy XXI Bermuda CS
USD0.005 COM G10082140 10488 300 300 3 300
Enerplus Corporation Com
NPV COM 292766102 23192.23538 1,400 1,400 2 1,400
Enerplus Corporation Com
NPV COM 292766102 86142.58855 5,200 5,200 3 5,200
Enersis
SponADR(Rep50ComShNPV) COM 29274F104 5700442 347,800 347,800 3 347,800
EnerSys Common Stock
USD0.01 COM 29275Y102 25825222 731,800 731,800 1 731,800
EnerSys Common Stock
USD0.01 COM 29275Y102 201153 5,700 5,700 2 5,700
EnerSys Common Stock
USD0.01 COM 29275Y102 2473829 70,100 70,100 3 70,100
EngilityHldgsInc
ComStkUSD0.01 COM 29285W104 34427.7 1,866 1,866 2 1,866
EngilityHldgsInc
ComStkUSD0.01 COM 29285W104 1342883.25 72,785 72,785 3 72,785
Engy Sel. Shs Ben Int
USD0.001 COM 81369Y506 97164051.55 1,323,130 1,323,130 2 1,323,130
Engy Sel. Shs Ben Int
USD0.001 COM 81369Y506 15309949.11 208,483 208,483 3 208,483
Ennis Inc Common Stock
USD2.50 COM 293389102 150972 9,200 9,200 3 9,200
EnPro Industries
ComStkUSD0.01 COM 29355X107 24659648 684,800 684,800 1 684,800
Ensco PLC Cls A ComStk
USD0.10 COM G3157S106 171973.12 3,152 3,152 2 3,152
Ensco PLC Cls A ComStk
USD0.10 COM G3157S106 130889.44 2,399 2,399 3 2,399
EnsignGroupInc ComStk
USD0.001 COM 29358P101 734520 24,000 24,000 2 24,000
EnsignGroupInc ComStk
USD0.001 COM 29358P101 14179663.76 463,312 463,312 3 463,312
Entegris Inc CommonStk
USD0.01 COM 29362U104 814626 100,200 100,200 3 100,200
Entergy Corp CommStock
USD0.01 COM 29364G103 194040 2,800 2,800 3 2,800
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 284352 6,400 6,400 2 6,400
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 12813612 288,400 288,400 3 288,400
EOG Resources Com Stk
USD0.01 COM 26875P101 14653002.6 130,772 130,772 1 130,772
EOG Resources Com Stk
USD0.01 COM 26875P101 903010.95 8,059 8,059 2 8,059
EOG Resources Com Stk
USD0.01 COM 26875P101 4893335.55 43,671 43,671 3 43,671
EOG Resources Com Stk
USD0.01 COM 26875P101 625239 5,580 5,580 4 5,580
EPAM Systems Inc
CmStkUSD0.001 COM 29414B104 859876 45,400 45,400 3 45,400
EPL Oil And Gas Inc
CSUSD0.001 COM 26883D108 397684 19,600 19,600 3 19,600
EqtyLifestyleProp REIT
USD0.01 COM 29472R108 18681092.56 274,238 274,238 1 274,238
Equifax Common Stk
USD2.50 COM 294429105 88502 1,900 1,900 2 1,900
Equifax Common Stk
USD2.50 COM 294429105 1397586.32 30,004 30,004 3 30,004
Equity Residential SBI
USD0.01 COM 29476L107 28534880 496,000 496,000 3 496,000
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 14525020 226,000 226,000 1 226,000
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 231372 3,600 3,600 3 3,600
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 15718328.44 255,292 255,292 1 255,292
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1625324.86 26,398 26,398 3 26,398
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 889686.5 14,450 14,450 4 14,450
EverbankFinCorp
ComStkUSD0.01 COM 29977G102 787644 57,200 57,200 1 57,200
EXCO Resources ComStk
USD0.001 COM 269279402 26198875.71 3,270,771 3,270,771 2 3,270,771
EXCO Resources ComStk
USD0.001 COM 269279402 27713863.08 3,459,908 3,459,908 3 3,459,908
Exelis Inc Common Stk
USD0.01 COM 30162A108 139590 13,500 13,500 3 13,500
Exelon Corp Common Stock
NPV COM 30161N101 1908938.16 53,652 53,652 2 53,652
Exelon Corp Common Stock
NPV COM 30161N101 14440676.7 405,865 405,865 3 405,865
EXFO Inc Com NPV (US
Listing) COM 302046107 2631790 537,100 537,100 1 537,100
Expedi.IntlOfWash
ComStkUSD0.01 COM 302130109 18102.3 498 498 7 498
Express Inc Com Stk
USD0.01 COM 30219E103 3429348 231,400 231,400 1 231,400
Express Inc Com Stk
USD0.01 COM 30219E103 1090752 73,600 73,600 2 73,600
Express Inc Com Stk
USD0.01 COM 30219E103 12760390.5 861,025 861,025 3 861,025
ExpressScriptsHldg
USD0.01 COM 30219G108 3727048.67 59,509 59,509 2 59,509
ExpressScriptsHldg
USD0.01 COM 30219G108 73120149.22 1,167,494 1,167,494 3 1,167,494
ExpressScriptsHldg
USD0.01 COM 30219G108 2359898.4 37,680 37,680 4 37,680
ExpressScriptsHldg
USD0.01 COM 30219G108 2311047 36,900 36,900 5 36,900
ExpressScriptsHldg
USD0.01 COM 30219G108 466906.65 7,455 7,455 7 7,455
Exxon MobilCorp.
CommonStockNPV COM 30231G102 41031877.45 448,681 448,681 1 448,681
Exxon MobilCorp.
CommonStockNPV COM 30231G102 30663825.15 335,307 335,307 2 335,307
Exxon MobilCorp.
CommonStockNPV COM 30231G102 246795566.3 2,698,694 2,698,694 3 2,698,694
Exxon MobilCorp.
CommonStockNPV COM 30231G102 2124383.5 23,230 23,230 4 23,230
Exxon MobilCorp.
CommonStockNPV COM 30231G102 342846.05 3,749 3,749 7 3,749
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 1018092 44,400 44,400 2 44,400
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 7959003 347,100 347,100 3 347,100
Facebook Inc A CS
USD0.000006 COM 30303M102 6262859.04 289,144 289,144 1 289,144
Facebook Inc A CS
USD0.000006 COM 30303M102 293493 13,550 13,550 4 13,550
FairchildSemi
ClsAComStkUSD0.01 COM 303726103 13924256 1,061,300 1,061,300 1 1,061,300
Fastenal Co Com Stk
USD0.01 COM 311900104 2725566 63,400 63,400 3 63,400
FBL Financial Grp Com
Stk NPV COM 30239F106 793480 23,900 23,900 2 23,900
FBL Financial Grp Com
Stk NPV COM 30239F106 7044376 212,180 212,180 3 212,180
FederatedInvestors'B'
ComStkNPV COM 314211103 1504163 72,700 72,700 3 72,700
FedEx Corp Common Stk
USD0.10 COM 31428X106 3138217.32 37,086 37,086 2 37,086
FedEx Corp Common Stk
USD0.10 COM 31428X106 64499141.02 762,221 762,221 3 762,221
FedEx Corp Common Stk
USD0.10 COM 31428X106 681952.58 8,059 8,059 4 8,059
FedEx Corp Common Stk
USD0.10 COM 31428X106 2462442 29,100 29,100 5 29,100
FedEx Corp Common Stk
USD0.10 COM 31428X106 813705.92 9,616 9,616 7 9,616
FEI Company Common Stock
NPV COM 30241L109 1637100 30,600 30,600 1 30,600
Feihe Intl
IncComStockUSD0.001 COM 31429Y103 84420 14,000 14,000 3 14,000
FidelityNatlInfo CmStk
USD0.01 COM 31620M106 277858 8,900 8,900 2 8,900
FidelityNatlInfo CmStk
USD0.01 COM 31620M106 524496 16,800 16,800 3 16,800
Fifth And Pacific Cos CS
USD1 COM 316645100 19801332 1,549,400 1,549,400 1 1,549,400
Fifth Third Bancorp
CommStkNPV COM 316773100 4671656.5 301,300 301,300 2 301,300
Fifth Third Bancorp
CommStkNPV COM 316773100 55557655.55 3,583,209 3,583,209 3 3,583,209
Fifth Third Bancorp
CommStkNPV COM 316773100 5907.405 381 381 7 381
FinancialInstit.ComStk
USD0.01 COM 317585404 7456 400 400 2 400
FinancialInstit.ComStk
USD0.01 COM 317585404 695943.04 37,336 37,336 3 37,336
FinishLineClass'A'
CmStkUSD0.01 COM 317923100 22668629 997,300 997,300 1 997,300
FinishLineClass'A'
CmStkUSD0.01 COM 317923100 175021 7,700 7,700 2 7,700
FinishLineClass'A'
CmStkUSD0.01 COM 317923100 150018 6,600 6,600 3 6,600
First Busey
CorpComStkUSD0.001 COM 319383105 15616 3,200 3,200 3 3,200
First Cash Fin Com Stk
USD0.01 COM 31942D107 18404 400 400 3 400
First Community Com
Stock USD1 COM 31983A103 30520 2,000 2,000 3 2,000
First Fin.Bancorp Com
Stk NPV COM 320209109 517446 30,600 30,600 3 30,600
First Fin.Corp Com Stock
NPV COM 320218100 62680 2,000 2,000 3 2,000
FirstBancorp Inc
ComStkUSD0.01 COM 31866P102 57915 3,300 3,300 3 3,300
FirstCitizensBanc
ShsACmStkUSD1 COM 31946M103 293220 1,800 1,800 3 1,800
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 25890 1,500 1,500 2 1,500
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 20712 1,200 1,200 3 1,200
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 39690 900 900 2 900
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 4789745.1 108,611 108,611 3 108,611
FirstFncl Hldgs ComStk
USD0.01 COM 320239106 62352 4,800 4,800 2 4,800
FirstInterstateBancsyA
CmStkNPV COM 32055Y201 32912 2,200 2,200 2 2,200
FirstInterstateBancsyA
CmStkNPV COM 32055Y201 312664 20,900 20,900 3 20,900
FirstMajesticSilver Cp
Com NPV COM 32076V103 5928793.475 255,637 255,637 3 255,637
FirstMerit Corp
CommonStockNPV COM 337915102 14799731 1,006,100 1,006,100 1 1,006,100
FirstMerit Corp
CommonStockNPV COM 337915102 22065 1,500 1,500 3 1,500
FirstRepublic Bk
ComStkUSD0.01 COM 33616C100 11485518 333,300 333,300 1 333,300
FiveStarQualityCare
CmSkUSD0.01 COM 33832D106 89425 17,500 17,500 2 17,500
FleetCor Techno
ComStkUSD0.001 COM 339041105 519680 11,600 11,600 2 11,600
FleetCor Techno
ComStkUSD0.001 COM 339041105 3521280 78,600 78,600 3 78,600
Flexsteel Inds Com Stk
USD1 COM 339382103 8280 400 400 3 400
FlextronicsIntl
ComStkUSD0.01 COM Y2573F102 643800 107,300 107,300 3 107,300
FLIR Systems Inc
ComStkUSD0.01 COM 302445101 473407.5 23,700 23,700 2 23,700
FLIR Systems Inc
ComStkUSD0.01 COM 302445101 1889635 94,600 94,600 3 94,600
Flowserve Corp Com Stk
USD1.25 COM 34354P105 715344 5,600 5,600 2 5,600
Flowserve Corp Com Stk
USD1.25 COM 34354P105 932502 7,300 7,300 3 7,300
Fluidigm Corp Com Stk
USD0.001 COM 34385P108 5987400 352,200 352,200 1 352,200
Fluor Corp Comm Stock
USD0.01 COM 343412102 5405074.92 96,039 96,039 3 96,039
Flushing Fin Cp ComStk
USD0.01 COM 343873105 67940 4,300 4,300 2 4,300
Flushing Fin Cp ComStk
USD0.01 COM 343873105 123240 7,800 7,800 3 7,800
FocusMediaADR
(EachRep10OrdShs) COM 34415V109 194220 8,300 8,300 3 8,300
FomeEcoADR(Rp10Ut)
1B&2D-B&2D-L COM 344419106 30463408.08 331,196 331,196 2 331,196
FomeEcoADR(Rp10Ut)
1B&2D-B&2D-L COM 344419106 81922630.86 890,657 890,657 3 890,657
Fonar Corp CmStk
USD0.0001 COM 344437405 50175 13,380 13,380 2 13,380
Fonar Corp CmStk
USD0.0001 COM 344437405 1206000 321,600 321,600 3 321,600
Foot Locker Inc Com
StkUSD0.01 COM 344849104 426000 12,000 12,000 2 12,000
Foot Locker Inc Com
StkUSD0.01 COM 344849104 195250 5,500 5,500 3 5,500
Ford Motor Co Com Stk
USD0.01 COM 345370860 746402 75,700 75,700 2 75,700
Ford Motor Co Com Stk
USD0.01 COM 345370860 2784858.4 282,440 282,440 3 282,440
Forest Labs.Common
USD0.10 COM 345838106 5711844 160,400 160,400 2 160,400
Forest Labs.Common
USD0.10 COM 345838106 44629941.78 1,253,298 1,253,298 3 1,253,298
Forrester Res. Com Stk
USD0.01 COM 346563109 865977 30,100 30,100 1 30,100
ForwardAir Corp ComStk
USD0.01 COM 349853101 18246 600 600 3 600
Fossil Inc. Common Stk
USD0.01 COM 349882100 42350 500 500 2 500
Fossil Inc. Common Stk
USD0.01 COM 349882100 471186.1 5,563 5,563 3 5,563
Franco-Nevada Corp
Common NPV COM 351858105 10908817.32 185,224 185,224 3 185,224
FranklinElecCoIncCmStk
USD0.10 COM 353514102 72588 1,200 1,200 2 1,200
FranklinElecCoIncCmStk
USD0.10 COM 353514102 4068194.46 67,254 67,254 3 67,254
FranklinResources
ComStkUSD0.10 COM 354613101 2488893 19,900 19,900 2 19,900
FranklinResources
ComStkUSD0.10 COM 354613101 24711080.46 197,578 197,578 3 197,578
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 6879004 173,800 173,800 2 173,800
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 69380019.48 1,752,906 1,752,906 3 1,752,906
FreightCarAmerica
ComStkUSD0.01 COM 357023100 44475 2,500 2,500 3 2,500
FrontierCom.
Cls'BComStkUSD0.25 COM 35906A108 108090.68 21,992 21,992 3 21,992
Frst of
LongIslandCmStkUSD0.10 COM 320734106 15405 500 500 2 500
Frst of
LongIslandCmStkUSD0.10 COM 320734106 129402 4,200 4,200 3 4,200
Fst Merchants Corp
ComStk NPV COM 320817109 18012 1,200 1,200 3 1,200
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 933177 25,900 25,900 2 25,900
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 2259081 62,700 62,700 3 62,700
Fuel Tech Inc Comm Stk
USD0.01 COM 359523107 82791.18 19,854 19,854 7 19,854
Fulton Financial
ComStkUSD2.50 COM 360271100 9850 1,000 1,000 3 1,000
FushiCopperweld
ComStkUSD0.006 COM 36113E107 161802 17,800 17,800 2 17,800
FushiCopperweld
ComStkUSD0.006 COM 36113E107 1438428.87 158,243 158,243 3 158,243
FutureFuel Cp ComStk
USD0.0001 COM 36116M106 121100 10,000 10,000 2 10,000
FutureFuel Cp ComStk
USD0.0001 COM 36116M106 329392 27,200 27,200 3 27,200
FX Energy Inc Com Stk
USD0.001 COM 302695101 5773645.7 774,986 774,986 3 774,986
Gain Cap Hldgs
ComStkUSD.00001 COM 36268W100 66555 13,500 13,500 3 13,500
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 472824 13,200 13,200 2 13,200
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 3567672 99,600 99,600 3 99,600
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 546000 26,000 26,000 2 26,000
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 10779384 513,304 513,304 3 513,304
Gannett Co.Com.USD1 COM 364730101 292875 16,500 16,500 2 16,500
Gannett Co.Com.USD1 COM 364730101 1359650 76,600 76,600 3 76,600
Gap Inc (The) Com Stk
USD0.05 COM 364760108 2340012 65,400 65,400 3 65,400
GardnerDenverInc
ComStkUSD0.01 COM 365558105 1830423 30,300 30,300 3 30,300
GarminLimited
ComStockUSD0.005 COM H2906T109 2863364 68,600 68,600 3 68,600
Gartner Common Stock
USD0.0005 COM 366651107 16915030 367,000 367,000 1 367,000
GastarExplorationComNPV
(USLst) COM 367299203 1633952.94 984,309 984,309 3 984,309
GblGeophysicalSvcs
CmStkUSD0.01 COM 37946S107 28101 5,100 5,100 2 5,100
GblGeophysicalSvcs
CmStkUSD0.01 COM 37946S107 45733 8,300 8,300 3 8,300
Gen.Electric Com Stock
USD0.06 COM 369604103 8813501.19 388,089 388,089 2 388,089
Gen.Electric Com Stock
USD0.06 COM 369604103 53456387.7 2,353,870 2,353,870 3 2,353,870
Gen.Electric Com Stock
USD0.06 COM 369604103 2765646.51 121,781 121,781 7 121,781
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 4231830.9 106,194 106,194 2 106,194
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 11922442.55 299,183 299,183 3 299,183
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 2423557.45 60,817 60,817 7 60,817
General Dynamics Corp
Com USD1 COM 369550108 10900278.72 164,856 164,856 2 164,856
General Dynamics Corp
Com USD1 COM 369550108 82361716.8 1,245,640 1,245,640 3 1,245,640
General Motors Co CS
USD0.01 COM 37045V100 56875 2,500 2,500 3 2,500
Genesco Inc Common Stock
USD1 COM 371532102 13346 200 200 3 200
Genesee&Wyoming
'A'CmStkUSD0.01 COM 371559105 14990012 224,200 224,200 1 224,200
Genpact Limited ComStk
USD0.01 COM G3922B107 18956820 1,136,500 1,136,500 1 1,136,500
Genpact Limited ComStk
USD0.01 COM G3922B107 10008 600 600 3 600
Gentex Corp Common Stk
USD0.06 COM 371901109 5798687 341,300 341,300 1 341,300
Gentex Corp Common Stk
USD0.06 COM 371901109 80957.35 4,765 4,765 3 4,765
Genuine Parts
Co.Com.USD1 COM 372460105 537064 8,800 8,800 2 8,800
Genuine Parts
Co.Com.USD1 COM 372460105 4308718 70,600 70,600 3 70,600
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 50208 9,600 9,600 2 9,600
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 2662980.02 509,174 509,174 3 509,174
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 23053029.33 2,424,083 2,424,083 2 2,424,083
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 133004463.5 13,985,748 13,985,748 3 13,985,748
Getty Realty Corp REIT
USD0.01 COM 374297109 98725 5,500 5,500 2 5,500
Getty Realty Corp REIT
USD0.01 COM 374297109 171817.4 9,572 9,572 3 9,572
GiantInteractiveADR
(EchRp1Ord) COM 374511103 47748 9,200 9,200 2 9,200
GiantInteractiveADR
(EchRp1Ord) COM 374511103 134421 25,900 25,900 3 25,900
Gilead Sciences
ComStkUSD0.001 COM 375558103 20009041.47 301,659 301,659 1 301,659
Gilead Sciences
ComStkUSD0.001 COM 375558103 10815305.49 163,053 163,053 2 163,053
Gilead Sciences
ComStkUSD0.001 COM 375558103 146619612.8 2,210,457 2,210,457 3 2,210,457
Gilead Sciences
ComStkUSD0.001 COM 375558103 1960913.79 29,563 29,563 4 29,563
Gilead Sciences
ComStkUSD0.001 COM 375558103 1638351 24,700 24,700 5 24,700
Gilead Sciences
ComStkUSD0.001 COM 375558103 532497.24 8,028 8,028 7 8,028
Glatfelter CommonStock
USD0.01 COM 377316104 124670 7,000 7,000 3 7,000
Global Payments
ComStkUSD0.001 COM 37940X102 267712 6,400 6,400 2 6,400
Global Payments
ComStkUSD0.001 COM 37940X102 698561 16,700 16,700 3 16,700
Global Sources Ltd CS
USD0.01 COM G39300101 9840 1,500 1,500 2 1,500
Global Sources Ltd CS
USD0.01 COM G39300101 165312 25,200 25,200 3 25,200
Globecomm Systems CS
USD0.001 COM 37956X103 46830 4,200 4,200 2 4,200
Globecomm Systems CS
USD0.001 COM 37956X103 180630 16,200 16,200 3 16,200
Gold Resources Cp CS
USD0.001 COM 38068T105 1003860 46,800 46,800 3 46,800
Goldcorp Inc Com NPV(US
List.) COM 380956409 28887425.7 630,042 630,042 3 630,042
GoldFields
SponADR(EchRep1Ord) COM 38059T106 902070 70,200 70,200 3 70,200
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 8642294.64 76,023 76,023 2 76,023
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 85637872.32 753,324 753,324 3 753,324
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 1750672 15,400 15,400 5 15,400
GoldmanSachsGroup
ComStkUSD0.01 COM 38141G104 234067.12 2,059 2,059 7 2,059
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 45661585.5 60,519 60,519 1 60,519
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 13085293.5 17,343 17,343 2 17,343
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 160224865.5 212,359 212,359 3 212,359
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 5554629 7,362 7,362 4 7,362
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 4225200 5,600 5,600 5 5,600
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 2271799.5 3,011 3,011 7 3,011
GordmansStores ComStk
USD0.001 COM 38269P100 289665 15,700 15,700 2 15,700
GordmansStores ComStk
USD0.001 COM 38269P100 2691855 145,900 145,900 3 145,900
GpoTelevisaADR
(Rep20OrdPtgCts) COM 40049J206 3537502.68 150,468 150,468 3 150,468
Grainger (W.W)
Com.USD0.50 COM 384802104 860984.84 4,132 4,132 2 4,132
Grainger (W.W)
Com.USD0.50 COM 384802104 3479779 16,700 16,700 3 16,700
GrandCanyonEducInc
ComStUSD0.01 COM 38526M106 49413 2,100 2,100 2 2,100
GrandCanyonEducInc
ComStUSD0.01 COM 38526M106 3176550 135,000 135,000 3 135,000
GranTierra Engy
ComStkUSD0.001 COM 38500T101 1634940.12 316,236 316,236 3 316,236
Great Lakes D&D
ComStkUSD0.01 COM 390607109 2678060 347,800 347,800 1 347,800
Great Northern
IronOreProp.NPV COM 391064102 192960 2,400 2,400 2 2,400
Great Northern
IronOreProp.NPV COM 391064102 1133640 14,100 14,100 3 14,100
Great Southern Com Stk
USD0.01 COM 390905107 6182 200 200 2 200
Great Southern Com Stk
USD0.01 COM 390905107 374011 12,100 12,100 3 12,100
Green Dot Crp ClA CSt
USD0.001 COM 39304D102 55035 4,500 4,500 2 4,500
Green Dot Crp ClA CSt
USD0.001 COM 39304D102 190788 15,600 15,600 3 15,600
Greenhill&Co Inc CmStk
USD0.01 COM 395259104 10350 200 200 3 200
GreenMtnCoffee Com Stk
USD0.10 COM 393122106 161433.36 6,800 6,800 2 6,800
GreenMtnCoffee Com Stk
USD0.10 COM 393122106 2248196.94 94,700 94,700 3 94,700
GreenPlainsRenewable
CSUSD0.001 COM 393222104 93760 16,000 16,000 2 16,000
GreenPlainsRenewable
CSUSD0.001 COM 393222104 451220 77,000 77,000 3 77,000
Grifols Spon ADR
(EachRep1Ord) COM 398438408 146568.6 6,420 6,420 3 6,420
Grp 1 Automotive CmStk
USD0.01 COM 398905109 14539522 241,400 241,400 1 241,400
GrupoAero.delSur
ADSRep10'B'NPV COM 40051E202 14166608.4 159,894 159,894 3 159,894
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 976288.5 179,300 179,300 2 179,300
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 11440113.8 2,101,031 2,101,031 3 2,101,031
Guess? Inc CommonStock
USD0.01 COM 401617105 1250664 49,200 49,200 2 49,200
Guess? Inc CommonStock
USD0.01 COM 401617105 11800752.02 464,231 464,231 3 464,231
Hackett Group Com.Stk
USD0.001 COM 404609109 45980 11,000 11,000 2 11,000
Hackett Group Com.Stk
USD0.001 COM 404609109 48906 11,700 11,700 3 11,700
Haemonetics Corp CmStk
USD0.01 COM 405024100 24003860 299,300 299,300 1 299,300
Haemonetics Corp CmStk
USD0.01 COM 405024100 56140 700 700 3 700
Halliburton Co Com Stk
USD2.50 COM 406216101 3673456.53 109,037 109,037 2 109,037
Halliburton Co Com Stk
USD2.50 COM 406216101 53407409.4 1,585,260 1,585,260 3 1,585,260
Halliburton Co Com Stk
USD2.50 COM 406216101 1219578 36,200 36,200 5 36,200
Halliburton Co Com Stk
USD2.50 COM 406216101 197558.16 5,864 5,864 7 5,864
Hanesbrands Inc ComStk
USD0.01 COM 410345102 1275.2 40 40 7 40
Hanmi Fin Corp ComStk
USD0.001 COM 410495204 97356 7,600 7,600 2 7,600
Hanmi Fin Corp ComStk
USD0.001 COM 410495204 222894 17,400 17,400 3 17,400
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 23440048 507,800 507,800 1 507,800
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 350816 7,600 7,600 2 7,600
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 244648 5,300 5,300 3 5,300
Harris Corp.Com.USD1 COM 413875105 1586129.74 30,967 30,967 2 30,967
Harris Corp.Com.USD1 COM 413875105 21644137.84 422,572 422,572 3 422,572
HarrisTeeterSupermkt
CmStk NPV COM 414585109 29642688 763,200 763,200 1 763,200
HartfordFinancialServ
CmStkUSD1 COM 416515104 620136 31,900 31,900 2 31,900
HartfordFinancialServ
CmStkUSD1 COM 416515104 8270009.28 425,412 425,412 3 425,412
Harvard Bioscience CS
USD0.01 COM 416906105 3384 800 800 3 800
Hasbro Inc. Com Stk
USD0.50 COM 418056107 194641.5 5,100 5,100 2 5,100
Hasbro Inc. Com Stk
USD0.50 COM 418056107 1022822 26,800 26,800 3 26,800
Hatteras Fin Cp REIT
USD0.001 COM 41902R103 327004 11,600 11,600 2 11,600
Hatteras Fin Cp REIT
USD0.001 COM 41902R103 1465880 52,000 52,000 3 52,000
HawaiianHldgsInc CmStk
USD0.01 COM 419879101 9922250 1,775,000 1,775,000 1 1,775,000
HawaiianHldgsInc CmStk
USD0.01 COM 419879101 123539 22,100 22,100 3 22,100
Hawkins Inc Com Stk
USD0.05 COM 420261109 116340 2,800 2,800 3 2,800
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 900975.25 27,097 27,097 3 27,097
HCC Insurance Hldg
ComStk USD1 COM 404132102 19449335.44 573,896 573,896 1 573,896
HCC Insurance Hldg
ComStk USD1 COM 404132102 1663999 49,100 49,100 2 49,100
HCC Insurance Hldg
ComStk USD1 COM 404132102 22406780.18 661,162 661,162 3 661,162
HCP Incorporated REIT
USD1 COM 40414L109 934080 21,000 21,000 2 21,000
HCP Incorporated REIT
USD1 COM 40414L109 19357696 435,200 435,200 3 435,200
HDFC Bank ADR(Each Rep 3
Ord) COM 40415F101 18162414 483,300 483,300 2 483,300
HDFC Bank ADR(Each Rep 3
Ord) COM 40415F101 81834245.58 2,177,601 2,177,601 3 2,177,601
HDFC Bank ADR(Each Rep 3
Ord) COM 40415F101 1050736.8 27,960 27,960 4 27,960
HDFC Bank ADR(Each Rep 3
Ord) COM 40415F101 315672 8,400 8,400 6 8,400
Health Care REIT
IncComStkUSD1 COM 42217K106 22939582.34 397,291 397,291 1 397,291
Health Care REIT
IncComStkUSD1 COM 42217K106 24545274 425,100 425,100 3 425,100
Health Net 'A'Com Stk
USD0.001 COM 42222G108 229602 10,200 10,200 2 10,200
Health Net 'A'Com Stk
USD0.001 COM 42222G108 3837955 170,500 170,500 3 170,500
Healthcare Serv.
ComStkUSD0.01 COM 421906108 10323576 451,600 451,600 1 451,600
Healthcare Serv.
ComStkUSD0.01 COM 421906108 342900 15,000 15,000 2 15,000
Healthcare Serv.
ComStkUSD0.01 COM 421906108 2752344 120,400 120,400 3 120,400
HealthManage.
ClsAComStkUSD0.01 COM 421933102 22653 2,700 2,700 3 2,700
Healthsouth Corp
ComStkUSD0.01 COM 421924309 20732502 861,700 861,700 1 861,700
Heartland
ExpressComStkUSD0.01 COM 422347104 13360 1,000 1,000 3 1,000
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 1329651.75 23,765 23,765 2 23,765
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 2389736.4 42,712 42,712 3 42,712
HelixEnergySol.Grp Com
Stk NPV COM 42330P107 12259170 671,000 671,000 1 671,000
HelixEnergySol.Grp Com
Stk NPV COM 42330P107 348957 19,100 19,100 3 19,100
Helmerich &
PayneComStkUSD0.10 COM 423452101 1709199 35,900 35,900 2 35,900
Helmerich &
PayneComStkUSD0.10 COM 423452101 14616079.56 306,996 306,996 3 306,996
Henry Schein Inc Com Stk
NPV COM 806407102 28339766.7 357,735 357,735 1 357,735
Henry Schein Inc Com Stk
NPV COM 806407102 776356 9,800 9,800 3 9,800
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 741860 19,600 19,600 2 19,600
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 1457225 38,500 38,500 3 38,500
Herbalife Limited
USD0.002 COM G4412G101 1744320 36,800 36,800 2 36,800
Herbalife Limited
USD0.002 COM G4412G101 18097225.2 381,798 381,798 3 381,798
Hershey Company
CommonStk USD1 COM 427866108 269382 3,800 3,800 2 3,800
Hershey Company
CommonStk USD1 COM 427866108 638010 9,000 9,000 3 9,000
Hess Corporation Com Stk
USD1 COM 42809H107 317377.76 5,908 5,908 3 5,908
Hewlett-Packard ComStk
USD0.01 COM 428236103 2040938.98 119,633 119,633 2 119,633
Hewlett-Packard ComStk
USD0.01 COM 428236103 39068730.68 2,290,078 2,290,078 3 2,290,078
Hewlett-Packard ComStk
USD0.01 COM 428236103 49474 2,900 2,900 7 2,900
Hexcel Corp Common Stk
USD0.01 COM 428291108 27426036 1,141,800 1,141,800 1 1,141,800
Hexcel Corp Common Stk
USD0.01 COM 428291108 4425036.46 184,223 184,223 3 184,223
HFF Inc Cls A Com Stk
USD0.01 COM 40418F108 7804620 523,800 523,800 1 523,800
hhgregg Inc Com Stk
USD0.0001 COM 42833L108 258750 37,500 37,500 2 37,500
hhgregg Inc Com Stk
USD0.0001 COM 42833L108 3927914.7 569,263 569,263 3 569,263
HickoryTech Corp Com Stk
NPV COM 429060106 24334 2,300 2,300 2 2,300
HickoryTech Corp Com Stk
NPV COM 429060106 566865.82 53,579 53,579 3 53,579
HighwoodsPropert. REIT
USD0.01 COM 431284108 17376674 532,700 532,700 3 532,700
Hillenbrand Inc Common
Stk NPV COM 431571108 196452 10,800 10,800 2 10,800
Hillenbrand Inc Common
Stk NPV COM 431571108 2821705.56 155,124 155,124 3 155,124
Hill-Rom Hldgs Inc Com
Stk NPV COM 431475102 23248 800 800 3 800
Hillshire Brands
ComStkUSD0.01 COM 432589109 1687.14 63 63 7 63
HimaxTechno.
ADR(EchRep1OrdNPV) COM 43289P106 10976 5,600 5,600 3 5,600
HI-TECH PHARMACAL CO INC COM 42840B101 652267 19,700 19,700 2 19,700
HI-TECH PHARMACAL CO INC COM 42840B101 11270014.91 340,381 340,381 3 340,381
HittiteMicrowave CmStk
USD0.01 COM 43365Y104 11559948 208,400 208,400 1 208,400
HMS Hldgs Corp Com Stk
USD0.01 COM 40425J101 12871845 385,500 385,500 1 385,500
HollyfrontierCorp
ComStkUSD0.01 COM 436106108 6995265 169,500 169,500 2 169,500
HollyfrontierCorp
ComStkUSD0.01 COM 436106108 62535110.36 1,515,268 1,515,268 3 1,515,268
HollysysAutoTechLtd
USD0.0001 COM G45667105 29873408 3,060,800 3,060,800 4 3,060,800
HollysysAutoTechLtd
USD0.0001 COM G45667105 3936208 403,300 403,300 6 403,300
Home Bancshares ComStk
USD0.01 COM 436893200 126133 3,700 3,700 3 3,700
Home Depot Common
USD0.05 COM 437076102 36897600.67 611,191 611,191 1 611,191
Home Depot Common
USD0.05 COM 437076102 6607496.5 109,450 109,450 2 109,450
Home Depot Common
USD0.05 COM 437076102 93803147.48 1,553,804 1,553,804 3 1,553,804
Home Depot Common
USD0.05 COM 437076102 2805092.05 46,465 46,465 4 46,465
Home Depot Common
USD0.05 COM 437076102 1992210 33,000 33,000 5 33,000
Home Depot Common
USD0.05 COM 437076102 583476.05 9,665 9,665 7 9,665
Home Inns&HotelsADR
(Rp2OrdShs) COM 43713W107 15371040 619,800 619,800 1 619,800
Home Inns&HotelsADR
(Rp2OrdShs) COM 43713W107 5818080 234,600 234,600 4 234,600
HomeInnsHTL Mgt
CONB2%15/12/15 COM 43713WAB3 602231500 7,127,000 7,127,000 6 7,127,000
HomeLoanServicing
ComStkUSD0.01 COM G6648D109 2860132.45 175,700 175,700 1 175,700
Homeowners Choice Comm
Stk NPV COM 43741E103 505250 21,500 21,500 2 21,500
Homeowners Choice Comm
Stk NPV COM 43741E103 7157700.5 304,583 304,583 3 304,583
HondaMotorADR
(ConvInto1OrdNPV) COM 438128308 85685.7 2,773 2,773 3 2,773
Honeywell Intl Inc
ComStk USD1 COM 438516106 1068987.25 17,891 17,891 2 17,891
Honeywell Intl Inc
ComStk USD1 COM 438516106 6190398.75 103,605 103,605 3 103,605
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 941720 52,000 52,000 2 52,000
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 13170479.39 727,249 727,249 3 727,249
Hormel Foods Com Stk
USD0.0586 COM 440452100 4673312.24 159,826 159,826 2 159,826
Hormel Foods Com Stk
USD0.0586 COM 440452100 30216616 1,033,400 1,033,400 3 1,033,400
HospiraInc CommonStock
USD0.01 COM 441060100 19265.34 587 587 7 587
HospitalityProTst REIT
USD0.01 COM 44106M102 7649978.44 321,698 321,698 3 321,698
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 87948.78 1,893 1,893 3 1,893
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 10918.1 235 235 7 235
HSN Inc Common Stock
USD0.01 COM 404303109 19620 400 400 3 400
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 3657522 45,300 45,300 2 45,300
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 39118530 484,500 484,500 3 484,500
HudBay Minerals Inc Com
NPV COM 443628102 264639.4634 26,900 26,900 3 26,900
Hudson Valley Hldg CS
USD0.20 COM 444172100 86955 5,100 5,100 3 5,100
HudsonPacificProp REIT
USD0.01 COM 444097109 6475000 350,000 350,000 1 350,000
Humana Inc Com Stk
USD0.166 COM 444859102 5955735 84,900 84,900 2 84,900
Humana Inc Com Stk
USD0.166 COM 444859102 63969504.4 911,896 911,896 3 911,896
Huntington
BancsharesComStkNPV COM 446150104 21377947.5 3,100,500 3,100,500 1 3,100,500
Huntington
BancsharesComStkNPV COM 446150104 3658487 530,600 530,600 2 530,600
Huntington
BancsharesComStkNPV COM 446150104 30364145.84 4,403,792 4,403,792 3 4,403,792
Huntington Ingalls CS
USD0.01 COM 446413106 1495255.95 35,559 35,559 3 35,559
IAM Gold Corp Com Stk
NPV COM 450913108 1034632.857 65,300 65,300 2 65,300
IAM Gold Corp Com Stk
NPV COM 450913108 16560479.28 1,045,201 1,045,201 3 1,045,201
Icahn Enterprises LP NPV COM 451100101 84741.6 2,077 2,077 3 2,077
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 24550667.64 611,626 611,626 2 611,626
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 90962498.34 2,266,131 2,266,131 3 2,266,131
Iconix Brand Grp
CmStkUSD0.001 COM 451055107 191516.85 10,500 10,500 2 10,500
Iconix Brand Grp
CmStkUSD0.001 COM 451055107 2732799.532 149,827 149,827 3 149,827
ICU Medical ComStk
USD0.10 COM 44930G107 447552 7,400 7,400 2 7,400
ICU Medical ComStk
USD0.10 COM 44930G107 1602720 26,500 26,500 3 26,500
IDACORP Inc Common Stock
NPV COM 451107106 40500720 936,000 936,000 1 936,000
Idex Corp Common Stock
USD0.01 COM 45167R104 57487173.83 1,376,279 1,376,279 1 1,376,279
Idex Corp Common Stock
USD0.01 COM 45167R104 37593 900 900 3 900
Ignite Rest Grp ComStk
USD0.01 COM 451730105 7736700 555,000 555,000 1 555,000
Illinois Tool Works
Common NPV COM 452308109 3736797.45 62,835 62,835 2 62,835
Illinois Tool Works
Common NPV COM 452308109 13611196.25 228,875 228,875 3 228,875
Illinois Tool Works
Common NPV COM 452308109 1976663.86 33,238 33,238 7 33,238
Imperial Oil Common NPV COM 453038408 1729244.88 37,602 37,602 3 37,602
Infinity Prop.&Cas.
ComStk NPV COM 45665Q103 7162254 118,600 118,600 1 118,600
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 5824800 120,000 120,000 2 120,000
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 30667669.08 631,802 631,802 3 631,802
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 727129.2 14,980 14,980 4 14,980
ING GroepSpADR
(Rep1OrdEUR0.24) COM 456837103 61281.63 7,767 7,767 3 7,767
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 31065 1,900 1,900 2 1,900
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 1863834.6 113,996 113,996 3 113,996
Ingram
MicroCls'A'CmStkUSD0.01 COM 457153104 399026 26,200 26,200 2 26,200
Ingram
MicroCls'A'CmStkUSD0.01 COM 457153104 5904671 387,700 387,700 3 387,700
Ingredion Inc
CommStockUSD0.01 COM 457187102 248220 4,500 4,500 3 4,500
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 30495361 628,900 628,900 1 628,900
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 193960 4,000 4,000 2 4,000
InnophosHldgsInc
ComStkUSD0.001 COM 45774N108 722501 14,900 14,900 3 14,900
Insperity Inc ComStock
USD0.01 COM 45778Q107 118581 4,700 4,700 2 4,700
Insperity Inc ComStock
USD0.01 COM 45778Q107 78213 3,100 3,100 3 3,100
IntegratedDevTech
ComStUSD0.001 COM 458118106 30371967 5,174,100 5,174,100 1 5,174,100
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 148160 16,000 16,000 2 16,000
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 2288210.82 247,107 247,107 3 247,107
Intel Cp.Common Stk
USD0.001 COM 458140100 13094635.31 578,002 578,002 2 578,002
Intel Cp.Common Stk
USD0.001 COM 458140100 111298781.7 4,912,769 4,912,769 3 4,912,769
Intel Cp.Common Stk
USD0.001 COM 458140100 6518659.08 287,736 287,736 7 287,736
Inter.BrksGrp 'A'CmStk
USD0.01 COM 45841N107 424806 30,300 30,300 2 30,300
Inter.BrksGrp 'A'CmStk
USD0.01 COM 45841N107 4290863.06 306,053 306,053 3 306,053
IntercntlExchange
CmStkUSD0.01 COM 45865V100 400230 3,000 3,000 2 3,000
IntercntlExchange
CmStkUSD0.01 COM 45865V100 346866 2,600 2,600 3 2,600
InterParfumsIncComStk
USD0.001 COM 458334109 2410110 131,700 131,700 1 131,700
InterParfumsIncComStk
USD0.001 COM 458334109 36600 2,000 2,000 3 2,000
Interpublic Group
Com.USD0.10 COM 460690100 10121424 910,200 910,200 1 910,200
IntersectionsInc CmStk
USD0.01 COM 460981301 352036 33,400 33,400 2 33,400
IntersectionsInc CmStk
USD0.01 COM 460981301 3802378.78 360,757 360,757 3 360,757
Intervest Bancshs Com
Stk USD1 COM 460927106 7980 2,100 2,100 3 2,100
Intl Bancshares Cp
ComStk USD1 COM 459044103 1872674 98,200 98,200 3 98,200
Intl Shipholding Cp
ComStkUSD1 COM 460321201 1566683.16 92,868 92,868 3 92,868
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 51760019.7 249,506 249,506 1 249,506
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 17549647.65 84,597 84,597 2 84,597
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 116215564.5 560,210 560,210 3 560,210
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 4030753.5 19,430 19,430 4 19,430
Intl.BusinessMach
ComStkUSD0.20 COM 459200101 191891.25 925 925 7 925
Intl.Flavors ComStock
USD0.125 COM 459506101 4337424 72,800 72,800 1 72,800
Intl.Paper Co.Com.USD1 COM 460146103 628336 17,300 17,300 2 17,300
Intl.Paper Co.Com.USD1 COM 460146103 13268095.52 365,311 365,311 3 365,311
INTREPID POTASH INC
COMMON STO COM 46121Y102 178284 8,300 8,300 3 8,300
Intuit Inc Com Stock
USD0.01 COM 461202103 23552 400 400 2 400
Intuit Inc Com Stock
USD0.01 COM 461202103 806656 13,700 13,700 3 13,700
IntuitiveSurg. ComStk
USD0.001 COM 46120E602 99126 200 200 2 200
IntuitiveSurg. ComStk
USD0.001 COM 46120E602 148689 300 300 3 300
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 239547 11,900 11,900 2 11,900
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 1729167 85,900 85,900 3 85,900
Ishares FTSE China 25
Index Fd COM 464287184 25950 750 750 7 750
iShares iBoxx $
InvGradeCpBdFd COM 464287242 122598036 1,006,800 1,006,800 2 1,006,800
iShares iBoxx $
InvGradeCpBdFd COM 464287242 505105856.6 4,148,032 4,148,032 3 4,148,032
Ishares Inc MSCI Brazil
Idx Fd COM 464286400 386096.52 7,142 7,142 3 7,142
Ishares Inc MSCI
HongKongIdxFd COM 464286871 1257529 69,095 69,095 3 69,095
Ishares MSCI Canada Idx
Fd ETF COM 464286509 1317463.07 46,243 46,243 3 46,243
Ishares MSCI Japan Idx
Fd ETF COM 464286848 1980720 216,000 216,000 3 216,000
Ishares MSCI
MalaysiaFreeIdxFd COM 464286830 443517.25 30,430 30,430 4 30,430
iShares MSCIPoland
InvMktIdxFd COM 46429B606 1196948.75 45,425 45,425 3 45,425
ISHARES S&P GLOBAL
INFRASTR COM 464288372 460012.5 13,050 13,050 7 13,050
ISHARES S&P NA TEC SEC
IND F COM 464287549 14462170 208,840 208,840 4 208,840
iShares Trust JPM USD EM
Bd Fd COM 464288281 8722595.58 71,933 71,933 2 71,933
iShares Trust JPM USD EM
Bd Fd COM 464288281 4763456.58 39,283 39,283 3 39,283
Ishares Trust S&P 500
Index Fd COM 464287200 303452412.4 2,101,471 2,101,471 2 2,101,471
Ishares Trust S&P 500
Index Fd COM 464287200 173857455.6 1,203,999 1,203,999 3 1,203,999
Ishares Trust S&P 500
Index Fd COM 464287200 1625944 11,260 11,260 7 11,260
Ishares Tst Comex Gold
ETF USD COM 464285105 117804127.3 6,821,316 6,821,316 2 6,821,316
Ishares Tst Comex Gold
ETF USD COM 464285105 31581148.17 1,828,671 1,828,671 3 1,828,671
Ishares Tst MSCI EAFE
Index Fd COM 464287465 5016927 94,659 94,659 3 94,659
Ishares Tst
RussellMidcapIdxFd COM 464287499 4817625 43,500 43,500 1 43,500
iShares Tst S&P Glb 100
Idx Fd COM 464287572 68640 1,100 1,100 7 1,100
IsharesMSCI
PacificExJpnIdxETF COM 464286665 21849.1 490 490 7 490
IsharesMSCI
ThailandInvestable COM 464286624 41034.85 541 541 4 541
IsharesTst
Russell2000IdxFdETF COM 464287655 16245768 194,700 194,700 1 194,700
IsharesTst
S&PMidcap400IndexFd COM 464287507 523004 5,300 5,300 7 5,300
IsharesTstMSCIEmgMkts
IndexFund COM 464287234 2072862 50,160 50,160 2 50,160
IsharesTstMSCIEmgMkts
IndexFund COM 464287234 245263.875 5,935 5,935 7 5,935
IsharesTstS&PGlobal
EnSectIdxFd COM 464287341 39330 1,000 1,000 7 1,000
iShs
BarclaysAggregateBdFd
ETF COM 464287226 25276061.44 224,780 224,780 2 224,780
iShs Tst DJ US Real Est
Idx Fd COM 464287739 47777749.98 742,121 742,121 2 742,121
iShsMSCI AllCountryAsia
ex-Jap COM 464288182 461163.22 8,197 8,197 3 8,197
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 66983424.96 4,383,732 4,383,732 2 4,383,732
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 328159239.2 21,476,390 21,476,390 3 21,476,390
Itron Incorporated Com
Stk NPV COM 465741106 11778803 273,100 273,100 1 273,100
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 760628 23,600 23,600 2 23,600
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 9564123.58 296,746 296,746 3 296,746
IturanLocationCntrl
ILS0.33333 COM M6158M104 24318.04986 2,071 2,071 2 2,071
IturanLocationCntrl
ILS0.33333 COM M6158M104 38608.28004 3,288 3,288 3 3,288
IXYS Corp Common Stock
USD0.01 COM 46600W106 174592 17,600 17,600 2 17,600
IXYS Corp Common Stock
USD0.01 COM 46600W106 660672 66,600 66,600 3 66,600
J&J Snack Foods Corp
CmStk NPV COM 466032109 212121 3,700 3,700 3 3,700
J2 Global Inc Com Stk
USD0.01 COM 48123V102 3124464 95,200 95,200 2 95,200
J2 Global Inc Com Stk
USD0.01 COM 48123V102 32296061.52 984,036 984,036 3 984,036
Jabil Circuit Com Stk
USD0.001 COM 466313103 181584 9,700 9,700 2 9,700
Jabil Circuit Com Stk
USD0.001 COM 466313103 2779920 148,500 148,500 3 148,500
James River Coal
ComStkUSD0.01 COM 470355207 219968.64 76,378 76,378 3 76,378
JB Hunt Transp.Com Stk
USD0.01 COM 445658107 176936 3,400 3,400 3 3,400
JDS Uniphase ComStock
USD0.001 COM 46612J507 17158680 1,386,000 1,386,000 1 1,386,000
Johnson and Johnson
Com.USD1 COM 478160104 16751469.72 243,092 243,092 2 243,092
Johnson and Johnson
Com.USD1 COM 478160104 113477266.9 1,646,746 1,646,746 3 1,646,746
Johnson and Johnson
Com.USD1 COM 478160104 5675772.15 82,365 82,365 7 82,365
JohnsonControls
CmStkUSD0.01388 COM 478366107 30140 1,100 1,100 2 1,100
JohnsonControls
CmStkUSD0.01388 COM 478366107 37455.8 1,367 1,367 3 1,367
Jones Grp Inc Com Stk
USD0.01 COM 48020T101 69498 5,400 5,400 3 5,400
JosABankClothiers
ComStkUSD0.01 COM 480838101 237552 4,900 4,900 2 4,900
JosABankClothiers
ComStkUSD0.01 COM 480838101 4922416.8 101,535 101,535 3 101,535
Joy Global Inc Common
Stk USD1 COM 481165108 1922858 34,300 34,300 2 34,300
Joy Global Inc Common
Stk USD1 COM 481165108 20826290 371,500 371,500 3 371,500
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 39842116.16 984,242 984,242 1 984,242
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 16856560.16 416,417 416,417 2 416,417
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 219627316.5 5,425,576 5,425,576 3 5,425,576
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 3540137.92 87,454 87,454 4 87,454
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 3291024 81,300 81,300 5 81,300
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 1099558.24 27,163 27,163 7 27,163
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 20879743.64 1,220,324 1,220,324 1 1,220,324
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 177790.01 10,391 10,391 3 10,391
JuniperNetwork
ComStkUSD0.00001 COM 48203R104 1111294.5 64,950 64,950 4 64,950
Kadant Inc Common
StockUSD0.01 COM 48282T104 129864 5,600 5,600 2 5,600
Kadant Inc Common
StockUSD0.01 COM 48282T104 1159500 50,000 50,000 3 50,000
Kaiser Aluminum ComStk
USD0.01 COM 483007704 14387296 246,400 246,400 1 246,400
KansasCitySouth.
ComStkUSD0.01 COM 485170302 19848828.06 261,927 261,927 1 261,927
KapStone Paper
ComStkUSD0.0001 COM 48562P103 8799270 393,000 393,000 1 393,000
KapStone Paper
ComStkUSD0.0001 COM 48562P103 241812 10,800 10,800 2 10,800
KapStone Paper
ComStkUSD0.0001 COM 48562P103 3094745.8 138,220 138,220 3 138,220
KB Fin.Grp
ADR(Rep1OrdKRW5000) COM 48241A105 441125 12,500 12,500 4 12,500
KBR Inc Common Stock
USD0.001 COM 48242W106 247506 8,300 8,300 3 8,300
KBW Inc Common Stock
USD0.01 COM 482423100 12657195 768,500 768,500 1 768,500
Kellogg Co Common
USD0.25 COM 487836108 172027.8 3,330 3,330 7 3,330
Kemet Corp Common
StockUSD0.01 COM 488360207 130240 29,600 29,600 3 29,600
Kenexa Corp Common Stk
USD0.01 COM 488879107 29349532 640,400 640,400 1 640,400
Kennametal Inc Cap Stk
USD1.25 COM 489170100 6251688 168,600 168,600 1 168,600
Kennametal Inc Cap Stk
USD1.25 COM 489170100 1798380 48,500 48,500 3 48,500
Keycorp Common Stk USD1 COM 493267108 14758608.72 1,688,628 1,688,628 1 1,688,628
Keycorp Common Stk USD1 COM 493267108 5048224 577,600 577,600 2 577,600
Keycorp Common Stk USD1 COM 493267108 51066115.7 5,842,805 5,842,805 3 5,842,805
Keycorp Common Stk USD1 COM 493267108 807313.8 92,370 92,370 4 92,370
Keynote Systems
ComStkUSD0.001 COM 493308100 24616 1,700 1,700 3 1,700
Kilroy RealtyCorp REIT
USD0.01 COM 49427F108 18086642 403,900 403,900 3 403,900
Kimberly-Clark Common
USD1.25 COM 494368103 4886200.36 56,962 56,962 2 56,962
Kimberly-Clark Common
USD1.25 COM 494368103 43822514.38 510,871 510,871 3 510,871
Kimberly-Clark Common
USD1.25 COM 494368103 634772 7,400 7,400 7 7,400
Kimco Realty Corp REIT
USD0.01 COM 49446R109 17924761 884,300 884,300 3 884,300
Kindred Health Com Stk
USD0.25 COM 494580103 10242 900 900 3 900
Kirklands Inc Common
Stock NPV COM 497498105 12909 1,300 1,300 3 1,300
KKR Finan.Holdings LLC
USD0.01 COM 48248A306 60300 6,000 6,000 3 6,000
KLA-TencorCorp ComStk
USD0.001 COM 482480100 5285714 110,800 110,800 2 110,800
KLA-TencorCorp ComStk
USD0.001 COM 482480100 55332981.8 1,159,899 1,159,899 3 1,159,899
KnightCapital
'A'ComStkUSD0.01 COM 499005106 3477.5 1,300 1,300 3 1,300
Kohls Corp Com Stk
USD0.01 COM 500255104 1014156 19,800 19,800 2 19,800
Kohls Corp Com Stk
USD0.01 COM 500255104 28382384.94 554,127 554,127 3 554,127
Kraft Foods Cls A Com
Stk NPV COM 50075N104 45370832.65 1,097,239 1,097,239 1 1,097,239
Kraft Foods Cls A Com
Stk NPV COM 50075N104 8654637.7 209,302 209,302 2 209,302
Kraft Foods Cls A Com
Stk NPV COM 50075N104 125617785.3 3,037,915 3,037,915 3 3,037,915
Kraft Foods Cls A Com
Stk NPV COM 50075N104 3500070.75 84,645 84,645 4 84,645
Kraft Foods Cls A Com
Stk NPV COM 50075N104 2088175 50,500 50,500 5 50,500
Kraft Foods Cls A Com
Stk NPV COM 50075N104 1937454.25 46,855 46,855 7 46,855
Kroger Co.Com.USD1 COM 501044101 110638 4,700 4,700 3 4,700
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 1114524 74,600 74,600 2 74,600
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 11299794.3 756,345 756,345 3 756,345
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 1848194.44 118,171 118,171 3 118,171
Kulicke & Soffa Com NPV COM 501242101 729390.5 70,100 70,100 2 70,100
Kulicke & Soffa Com NPV COM 501242101 10524428.59 1,011,478 1,011,478 3 1,011,478
L-3Communications
ComStkUSD0.01 COM 502424104 1075650 15,000 15,000 2 15,000
L-3Communications
ComStkUSD0.01 COM 502424104 31693453.57 441,967 441,967 3 441,967
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 10883719 117,700 117,700 2 117,700
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 85802913 927,900 927,900 3 927,900
Lakeland Fin Corp Com
Stk NPV COM 511656100 9074880 328,800 328,800 1 328,800
Lakeland Fin Corp Com
Stk NPV COM 511656100 19320 700 700 2 700
Lakeland Fin Corp Com
Stk NPV COM 511656100 244260 8,850 8,850 3 8,850
Lam Research Cp. Com Stk
NPV COM 512807108 3178 100 100 2 100
LamarAdvert.
ClsAComStkUSD0.001 COM 512815101 33392704.32 901,200 901,200 1 901,200
Lan Airlines Spon
ADR(Rep5Ord) COM 501723100 9375720 370,875 370,875 3 370,875
Lancaster Colony
CommStock NPV COM 513847103 58600 800 800 3 800
LandauerInc
CommonStockUSD0.10 COM 51476K103 830108 13,900 13,900 3 13,900
Landstar Common Stock
NPV COM 515098101 392424 8,300 8,300 3 8,300
LaSalleHotel Prop.REIT
USD0.01 COM 517942108 6271909.79 234,991 234,991 1 234,991
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 15719894 537,800 537,800 1 537,800
LEAR CORP ComStkUSD0.01 COM 521865204 102033 2,700 2,700 2 2,700
LEAR CORP ComStkUSD0.01 COM 521865204 15116 400 400 3 400
Leggett & Platt Com
StkUSD0.01 COM 524660107 122745 4,900 4,900 3 4,900
Lexicon Pharm.Com Stk
USD0.001 COM 528872104 8409536 3,624,800 3,624,800 1 3,624,800
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 976775 43,900 43,900 2 43,900
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 15112044.25 679,193 679,193 3 679,193
Lib.Media-Lib. A
ComStkUSD0.01 COM 530322106 12431835.6 119,445 119,445 1 119,445
Life Techn.Corp ComStk
USD0.01 COM 53217V109 38866741.82 795,553 795,553 1 795,553
Life Time FitnessCmStk
USD0.02 COM 53217R207 18506404 404,600 404,600 1 404,600
LifePointHospit.
ComStkUSD0.01 COM 53219L109 26989902 630,900 630,900 1 630,900
Limited Brands Com Stk
USD0.50 COM 532716107 1172388 23,800 23,800 2 23,800
Limited Brands Com Stk
USD0.50 COM 532716107 15607833.96 316,846 316,846 3 316,846
Lincoln Education. Com
Stk NPV COM 533535100 74340 17,700 17,700 2 17,700
Lincoln Education. Com
Stk NPV COM 533535100 1421002.8 338,334 338,334 3 338,334
Lincoln Electric Com Stk
NPV COM 533900106 191345 4,900 4,900 2 4,900
Lincoln Electric Com Stk
NPV COM 533900106 999680 25,600 25,600 3 25,600
LincolnNationalCrp
CmStkUSD1.25 COM 534187109 1216757 50,300 50,300 2 50,300
LincolnNationalCrp
CmStkUSD1.25 COM 534187109 21214654.19 877,001 877,001 3 877,001
Linear Tech Cp ComStk
USD0.001 COM 535678106 14579924 458,200 458,200 1 458,200
Linear Tech Cp ComStk
USD0.001 COM 535678106 1836014 57,700 57,700 2 57,700
Linear Tech Cp ComStk
USD0.001 COM 535678106 13315079 418,450 418,450 3 418,450
Littelfuse Inc
ComStockUSD0.01 COM 537008104 1487002 26,300 26,300 2 26,300
Littelfuse Inc
ComStockUSD0.01 COM 537008104 9012476 159,400 159,400 3 159,400
LKQ Corp Common Stock
USD0.01 COM 501889208 10205590 552,400 552,400 1 552,400
LMI Aerospace Com Stk
USD0.02 COM 502079106 14308 700 700 3 700
Lockheed Martin ComStk
USD0.01 COM 539830109 11976265.14 128,253 128,253 2 128,253
Lockheed Martin ComStk
USD0.01 COM 539830109 94698432.22 1,014,119 1,014,119 3 1,014,119
Lockheed Martin ComStk
USD0.01 COM 539830109 1589420.98 17,021 17,021 7 17,021
Loews Corp Com Stock
USD0.01 COM 540424108 313576 7,600 7,600 2 7,600
Loews Corp Com Stock
USD0.01 COM 540424108 160914 3,900 3,900 3 3,900
Logitech Intl SA
CHF0.25(Regd) COM H50430232 1228281.209 133,914 133,914 3 133,914
Lorillard Inc ComStock
USD0.01 COM 544147101 10148966.85 87,153 87,153 2 87,153
Lorillard Inc ComStock
USD0.01 COM 544147101 122376024.1 1,050,889 1,050,889 3 1,050,889
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 1892691.36 62,589 62,589 2 62,589
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 9965864.16 329,559 329,559 3 329,559
LSB Industries Inc CS
USD0.10 COM 502160104 238477.32 5,436 5,436 3 5,436
LTC PropertiesInc REIT
USD0.01 COM 502175102 200655 6,300 6,300 2 6,300
LTC PropertiesInc REIT
USD0.01 COM 502175102 334425 10,500 10,500 3 10,500
Lumos Networks Com Stk
USD0.01 COM 550283105 64452 8,200 8,200 2 8,200
Lumos Networks Com Stk
USD0.01 COM 550283105 366480.36 46,626 46,626 3 46,626
LyondellBasellInd A CS
USD0.01 COM N53745100 14767114.32 285,852 285,852 1 285,852
LyondellBasellInd A CS
USD0.01 COM N53745100 4112136 79,600 79,600 2 79,600
LyondellBasellInd A CS
USD0.01 COM N53745100 38531282.58 745,863 745,863 3 745,863
LyondellBasellInd A CS
USD0.01 COM N53745100 630252 12,200 12,200 4 12,200
M & T Bank Corp ComStk
USD0.50 COM 55261F104 4738968 49,800 49,800 3 49,800
M & T Bank Corp ComStk
USD0.50 COM 55261F104 13607.88 143 143 7 143
Macerich Company REIT
USD0.01 COM 554382101 19269341 336,700 336,700 3 336,700
Mack-Cali Realty
ComStkUSD0.01 COM 554489104 19183920 721,200 721,200 3 721,200
MA-ComTechSOLUTION.
CmStkUSD.01 COM 55405Y100 6518910 513,300 513,300 1 513,300
Macy's Inc CommonStock
USD0.01 COM 55616P104 267102 7,100 7,100 2 7,100
Macy's Inc CommonStock
USD0.01 COM 55616P104 4051674 107,700 107,700 3 107,700
Madison Square ClsA CS
USD0.01 COM 55826P100 5988149 148,700 148,700 1 148,700
Magellan Health ComStk
USD0.01 COM 559079207 655447 12,700 12,700 2 12,700
Magellan Health ComStk
USD0.01 COM 559079207 18262250.11 353,851 353,851 3 353,851
MagicSoftwareEnterpris
ILS0.10 COM 559166103 21120 4,800 4,800 2 4,800
Magna Intl Inc Sub Vtg
Com NPV COM 559222401 319705.2696 7,400 7,400 2 7,400
Magna Intl Inc Sub Vtg
Com NPV COM 559222401 10417941.84 241,137 241,137 3 241,137
Main Street Capital CS
USD0.01 COM 56035L104 997438 33,800 33,800 2 33,800
Main Street Capital CS
USD0.01 COM 56035L104 9615538.4 325,840 325,840 3 325,840
MainSource Financial
ComStkNPV COM 56062Y102 178476 13,900 13,900 3 13,900
MakitaCorpADR
(EachCnv1OrdNPV) COM 560877300 42471 1,100 1,100 3 1,100
Manchester Utd A CS
USD0.0005 COM G5784H106 2673300 210,000 210,000 1 210,000
Manhattan Assoc.
ComStkUSD0.01 COM 562750109 538338 9,400 9,400 2 9,400
Manhattan Assoc.
ComStkUSD0.01 COM 562750109 1804005 31,500 31,500 3 31,500
Manpower Group Com Stk
USD0.01 COM 56418H100 5313920 144,400 144,400 1 144,400
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 696000 29,000 29,000 2 29,000
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 12905808 537,742 537,742 3 537,742
ManulifeFinComNPV
(CanadianList COM 56501R106 1317536.46 109,400 109,400 2 109,400
ManulifeFinComNPV
(CanadianList COM 56501R106 4300660.603 357,100 357,100 3 357,100
Marathon Oil Corp Com
Stk USD1 COM 565849106 1114789 37,700 37,700 2 37,700
Marathon Oil Corp Com
Stk USD1 COM 565849106 17182890.44 581,092 581,092 3 581,092
Marathon Oil Corp Com
Stk USD1 COM 565849106 1769971.49 59,857 59,857 7 59,857
Marathon Petroleum CS
USD0.01 COM 56585A102 9886249 181,100 181,100 2 181,100
Marathon Petroleum CS
USD0.01 COM 56585A102 85385092.44 1,564,116 1,564,116 3 1,564,116
MARKET VECTORS
AGRIBUSINESS COM 57060U605 64737.5 1,250 1,250 7 1,250
Market Vectors Gold
Miners ETF COM 57060U100 55837.6 1,040 1,040 7 1,040
Market Vectors Vietnam
ETF COM 57060U761 959790 59,800 59,800 3 59,800
MarketAxess Hldgs CS
USD0.003 COM 57060D108 25288 800 800 3 800
MarketVectors
EMLocalCurrencyBd COM 57060U522 6030488.88 227,394 227,394 2 227,394
Marriott Intl Cls A
ComStkUSD1 COM 571903202 31553.7 807 807 7 807
MarriottVacationsWrld
CSUSD0.01 COM 57164Y107 14408 400 400 3 400
MarriottVacationsWrld
CSUSD0.01 COM 57164Y107 2881.6 80 80 7 80
Marsh & McLennan Com
USD1 COM 571748102 1964547 57,900 57,900 2 57,900
Marsh & McLennan Com
USD1 COM 571748102 13039299 384,300 384,300 3 384,300
MartenTransportLtd
CmSkUSD0.01 COM 573075108 15813 900 900 3 900
MartinMariet.Mat.
ComStkUSD0.01 COM 573284106 9878104 119,200 119,200 1 119,200
Marvell
Tech.CommonStkUSD0.002 COM G5876H105 88803.5 9,700 9,700 2 9,700
Marvell
Tech.CommonStkUSD0.002 COM G5876H105 368031 40,200 40,200 3 40,200
Masco Corporation Com
Stk USD1 COM 574599106 4515 300 300 7 300
Masimo Corp Com Stock
USD0.001 COM 574795100 30331392 1,254,400 1,254,400 1 1,254,400
MasterCardCl'A'
ComStkUSD0.0001 COM 57636Q104 1444736 3,200 3,200 2 3,200
MasterCardCl'A'
ComStkUSD0.0001 COM 57636Q104 4323823.96 9,577 9,577 3 9,577
MaterialSciences
ComStkUSD0.02 COM 576674105 10054 1,100 1,100 3 1,100
Matrix Service Com Stk
USD0.01 COM 576853105 50783.52 4,800 4,800 2 4,800
Matrix Service Com Stk
USD0.01 COM 576853105 57131.46 5,400 5,400 3 5,400
Mattel Inc Common Stock
USD1 COM 577081102 4224477 119,100 119,100 2 119,100
Mattel Inc Common Stock
USD1 COM 577081102 40960756 1,154,800 1,154,800 3 1,154,800
MaximInteg.Prod.
ComStkUSD0.001 COM 57772K101 2196331.5 82,500 82,500 2 82,500
MaximInteg.Prod.
ComStkUSD0.001 COM 57772K101 12877158.14 483,700 483,700 3 483,700
MAXIMUS Inc.Common Stock
NPV COM 577933104 1152596 19,300 19,300 2 19,300
MAXIMUS Inc.Common Stock
NPV COM 577933104 10480860 175,500 175,500 3 175,500
Maxygen Common Stock
USD0.0001 COM 577776107 70488 26,700 26,700 3 26,700
MB Financial Com Stock
USD0.01 COM 55264U108 9088950 460,200 460,200 1 460,200
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 14070672 226,800 226,800 1 226,800
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 732816.48 11,812 11,812 2 11,812
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 4299372 69,300 69,300 3 69,300
McDonald's Corp ComStk
USD0.01 COM 580135101 10707041.5 116,698 116,698 2 116,698
McDonald's Corp ComStk
USD0.01 COM 580135101 117283933.3 1,278,299 1,278,299 3 1,278,299
McDonald's Corp ComStk
USD0.01 COM 580135101 886305 9,660 9,660 4 9,660
McDonald's Corp ComStk
USD0.01 COM 580135101 1917575 20,900 20,900 5 20,900
McDonald's Corp ComStk
USD0.01 COM 580135101 4595757.5 50,090 50,090 7 50,090
McGrath Rentcorp Com
Stock NPV COM 580589109 151322 5,800 5,800 2 5,800
McGrath Rentcorp Com
Stock NPV COM 580589109 336561 12,900 12,900 3 12,900
McGraw-Hill Common USD1 COM 580645109 4268938 78,200 78,200 2 78,200
McGraw-Hill Common USD1 COM 580645109 26905445.76 492,864 492,864 3 492,864
McKesson HBOC Com Stk
USD0.01 COM 58155Q103 2469061 28,700 28,700 2 28,700
McKesson HBOC Com Stk
USD0.01 COM 58155Q103 8594397 99,900 99,900 3 99,900
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 13960646.08 190,511 190,511 1 190,511
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 9359541.44 127,723 127,723 3 127,723
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1160755.2 15,840 15,840 4 15,840
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1531552 20,900 20,900 5 20,900
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 133516.16 1,822 1,822 7 1,822
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 63058 8,200 8,200 2 8,200
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 480348.16 62,464 62,464 3 62,464
Mechel OAO ADR
(EachRep1OrdSh) COM 583840103 90112 12,800 12,800 3 12,800
Medallion Fin. Com Stk
USD0.01 COM 583928106 53145 4,500 4,500 3 4,500
MedAssets IncComStk
USD0.01 COM 584045108 8378460 470,700 470,700 1 470,700
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 16334425 377,500 377,500 1 377,500
Medifast Inc Com Stk
USD0.001 COM 58470H101 994196.85 38,019 38,019 3 38,019
Medivation Inc Com Stk
USD0.01 COM 58501N101 778193.5 13,810 13,810 3 13,810
Mednax Inc Common Stk
USD0.01 COM 58502B106 1727240 23,200 23,200 2 23,200
Mednax Inc Common Stk
USD0.01 COM 58502B106 13929595 187,100 187,100 3 187,100
Medtronic Inc Com Stk
USD0.10 COM 585055106 16285949.68 377,689 377,689 2 377,689
Medtronic Inc Com Stk
USD0.10 COM 585055106 158087535.8 3,666,223 3,666,223 3 3,666,223
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 48990125.72 1,086,376 1,086,376 1 1,086,376
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 17461099.67 387,207 387,207 2 387,207
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 295556688.6 6,554,090 6,554,090 3 6,554,090
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 2758461.15 61,170 61,170 4 61,170
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 809455.25 17,950 17,950 7 17,950
MercuryGeneral Corp
ComStk NPV COM 589400100 7730 200 200 3 200
Meredith Corp Com Stk
USD1 COM 589433101 448000 12,800 12,800 2 12,800
Meredith Corp Com Stk
USD1 COM 589433101 4383575 125,245 125,245 3 125,245
Meridian Bioscience
ComStk NPV COM 589584101 268520 14,000 14,000 2 14,000
Meridian Bioscience
ComStk NPV COM 589584101 1200668 62,600 62,600 3 62,600
MeritageHomesCorp
ComStkUSD0.01 COM 59001A102 2296973.97 60,399 60,399 3 60,399
MeritMedicalSystems
ComStk NPV COM 589889104 1516888 101,600 101,600 1 101,600
Metals USA Hldgs
ComStkUSD0.01 COM 59132A104 89579 6,700 6,700 3 6,700
Metlife Inc Common Stk
USD0.01 COM 59156R108 21381120.52 620,462 620,462 1 620,462
Metlife Inc Common Stk
USD0.01 COM 59156R108 3983576 115,600 115,600 2 115,600
Metlife Inc Common Stk
USD0.01 COM 59156R108 47395594.8 1,375,380 1,375,380 3 1,375,380
Metlife Inc Common Stk
USD0.01 COM 59156R108 1251931.8 36,330 36,330 4 36,330
Metlife Inc Common Stk
USD0.01 COM 59156R108 982110 28,500 28,500 5 28,500
MetroPCSCommun.
ComStkUSD0.0001 COM 591708102 407508 34,800 34,800 2 34,800
MetroPCSCommun.
ComStkUSD0.0001 COM 591708102 10850673.36 926,616 926,616 3 926,616
MetropolitanHealth CS
USD0.001 COM 592142103 1298260 139,000 139,000 1 139,000
MetropolitanHealth CS
USD0.001 COM 592142103 143042.1 15,315 15,315 2 15,315
MetropolitanHealth CS
USD0.001 COM 592142103 2804335 300,250 300,250 3 300,250
Mettler-ToledoIntl
CmStkUSD0.01 COM 592688105 939070 5,500 5,500 3 5,500
Mettler-ToledoIntl
CmStkUSD0.01 COM 592688105 1639104 9,600 9,600 7 9,600
MFA Financial Inc REIT
USD0.01 COM 55272X102 16961554.5 1,995,477 1,995,477 1 1,995,477
MFA Financial Inc REIT
USD0.01 COM 55272X102 25991308.5 3,057,801 3,057,801 3 3,057,801
MFA Financial Inc REIT
USD0.01 COM 55272X102 1047115 123,190 123,190 4 123,190
MFA Financial Inc REIT
USD0.01 COM 55272X102 379916 44,696 44,696 7 44,696
Michael Kors Hldgs Com
Stk NPV COM G60754101 16084291 302,450 302,450 1 302,450
Michael Kors Hldgs Com
Stk NPV COM G60754101 56689.88 1,066 1,066 3 1,066
Michael Kors Hldgs Com
Stk NPV COM G60754101 575939.4 10,830 10,830 4 10,830
Microchip Tech.Com
StkUSD0.001 COM 595017104 471456 14,400 14,400 2 14,400
Microchip Tech.Com
StkUSD0.001 COM 595017104 1394724 42,600 42,600 3 42,600
Microfinancial Com.Stk
USD0.01 COM 595072109 16470 1,800 1,800 2 1,800
Microfinancial Com.Stk
USD0.01 COM 595072109 10065 1,100 1,100 3 1,100
Micros Systems ComStk
USD0.025 COM 594901100 9937792.32 202,152 202,152 1 202,152
Micros Systems ComStk
USD0.025 COM 594901100 427692 8,700 8,700 4 8,700
Microsoft Com Stk
USD0.0000125 COM 594918104 56804459.52 1,908,752 1,908,752 1 1,908,752
Microsoft Com Stk
USD0.0000125 COM 594918104 24804245.76 833,476 833,476 2 833,476
Microsoft Com Stk
USD0.0000125 COM 594918104 293517255.4 9,862,811 9,862,811 3 9,862,811
Microsoft Com Stk
USD0.0000125 COM 594918104 4803293.76 161,401 161,401 4 161,401
Microsoft Com Stk
USD0.0000125 COM 594918104 3907190.4 131,290 131,290 5 131,290
Microsoft Com Stk
USD0.0000125 COM 594918104 3020431.68 101,493 101,493 7 101,493
Mid-Amer.AptCmntys
CmSkUSD0.01 COM 59522J103 12757328.85 195,335 195,335 1 195,335
Middlesex Water Co Com
Stk NPV COM 596680108 17244 900 900 3 900
Midstates Petroleum CS
USD0.01 COM 59804T100 1881599.9 217,526 217,526 3 217,526
Miller Inds Inc ComStk
USD0.01 COM 600551204 189390 11,800 11,800 2 11,800
Miller Inds Inc ComStk
USD0.01 COM 600551204 3020529.75 188,195 188,195 3 188,195
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 19887037 591,700 591,700 2 591,700
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 63402072.05 1,886,405 1,886,405 3 1,886,405
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 37061747 1,102,700 1,102,700 4 1,102,700
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 22498634.83 669,403 669,403 6 669,403
Mineral Tech.Inc
ComStkUSD0.10 COM 603158106 11171475 157,500 157,500 1 157,500
Mineral Tech.Inc
ComStkUSD0.10 COM 603158106 78023 1,100 1,100 2 1,100
Mineral Tech.Inc
ComStkUSD0.10 COM 603158106 205697 2,900 2,900 3 2,900
MissionWestProp. REIT
USD0.001 COM 605203108 21750 2,500 2,500 3 2,500
MitchamIndustries
ComStkUSD0.01 COM 606501104 65354 4,100 4,100 2 4,100
MitchamIndustries
ComStkUSD0.01 COM 606501104 65481.52 4,108 4,108 3 4,108
MKS Instruments Common
Stk NPV COM 55306N104 73921 2,900 2,900 2 2,900
MKS Instruments Common
Stk NPV COM 55306N104 48431 1,900 1,900 3 1,900
MobileTeleSystemsADR
(Rp2ComSh) COM 607409109 30668760 1,750,500 1,750,500 2 1,750,500
MobileTeleSystemsADR
(Rp2ComSh) COM 607409109 153378349.4 8,754,472 8,754,472 3 8,754,472
Molex Com.USD0.05 COM 608554101 18037829.88 686,371 686,371 1 686,371
Molex Com.USD0.05 COM 608554101 333756 12,700 12,700 2 12,700
Molex Com.USD0.05 COM 608554101 2472948 94,100 94,100 3 94,100
MonolithicPower
ComStkUSD0.001 COM 609839105 5419400 274,400 274,400 1 274,400
MonotypeImagingComStk
USD0.001 COM 61022P100 12472 800 800 3 800
Monsanto Co. Com Stk
USD0.01 COM 61166W101 2577413.34 28,317 28,317 2 28,317
Monsanto Co. Com Stk
USD0.01 COM 61166W101 8339252.4 91,620 91,620 3 91,620
Monsanto Co. Com Stk
USD0.01 COM 61166W101 529463.34 5,817 5,817 7 5,817
MontpelierReHld
CmStkUSD0.00166 COM G62185106 59751 2,700 2,700 2 2,700
MontpelierReHld
CmStkUSD0.00166 COM G62185106 157123 7,100 7,100 3 7,100
Moody's Corp Common
StkUSD0.01 COM 615369105 905485 20,500 20,500 2 20,500
Moody's Corp Common
StkUSD0.01 COM 615369105 10424120 236,000 236,000 3 236,000
Morgan Stanley
ComStockUSD0.01 COM 617446448 5905872 352,800 352,800 2 352,800
Morgan Stanley
ComStockUSD0.01 COM 617446448 81259257.78 4,854,197 4,854,197 3 4,854,197
Mosaic Co (The) ComStk
USD0.01 COM 61945C103 4798913 83,300 83,300 2 83,300
Mosaic Co (The) ComStk
USD0.01 COM 61945C103 37725620.45 654,845 654,845 3 654,845
MRC Global Inc
ComStkUSD0.01 COM 55345K103 18985939 772,100 772,100 1 772,100
MSC
Ind.Dir.ClsA
ComStkUSD0.001 COM 553530106 350792 5,200 5,200 3 5,200
MSCI Inc ComStkUSD0.01 COM 55354G100 19033122 531,800 531,800 1 531,800
MTS Systems Corp
ComStkUSD0.25 COM 553777103 4391100 82,000 82,000 1 82,000
MTS Systems Corp
ComStkUSD0.25 COM 553777103 364140 6,800 6,800 2 6,800
MTS Systems Corp
ComStkUSD0.25 COM 553777103 3946635 73,700 73,700 3 73,700
MultiFinelineElc
CmStkUSD0.0001 COM 62541B101 51865 2,300 2,300 2 2,300
MultiFinelineElc
CmStkUSD0.0001 COM 62541B101 60885 2,700 2,700 3 2,700
Murphy Oil Corp Com
Stock USD1 COM 626717102 1423858.8 26,520 26,520 2 26,520
Murphy Oil Corp Com
Stock USD1 COM 626717102 27637410.71 514,759 514,759 3 514,759
Mylan Inc Common Stock
USD0.50 COM 628530107 784451.9079 32,187 32,187 3 32,187
MYR Group Inc Com Stk
USD0.01 COM 55405W104 15840300 794,000 794,000 1 794,000
Myriad Genetics ComStk
USD0.01 COM 62855J104 17501330 649,400 649,400 1 649,400
Myriad Genetics ComStk
USD0.01 COM 62855J104 4196141.95 155,701 155,701 3 155,701
NaborsIndustries
ComStkUSD0.001 COM G6359F103 258152 18,400 18,400 3 18,400
Nacco Indus.Cls'A'Com
Stk USD1 COM 629579103 313525 2,500 2,500 2 2,500
Nacco Indus.Cls'A'Com
Stk USD1 COM 629579103 3253887.86 25,946 25,946 3 25,946
Nanometrics Common Stock
NPV COM 630077105 8504198 615,800 615,800 1 615,800
Nasdaq OMX Group
ComStkUSD0.01 COM 631103108 551973 23,700 23,700 3 23,700
Nash Finch Co Com Stk
USD1.667 COM 631158102 1440385.96 70,538 70,538 3 70,538
National CineMedia CS
USD0.01 COM 635309107 869623.51 53,123 53,123 3 53,123
NationalBeverageCp
CmStkUSD0.01 COM 635017106 30320 2,000 2,000 2 2,000
NationalBeverageCp
CmStkUSD0.01 COM 635017106 46996 3,100 3,100 3 3,100
National-Oilwell
ComStkUSD0.01 COM 637071101 608836 7,600 7,600 2 7,600
National-Oilwell
ComStkUSD0.01 COM 637071101 34896076.22 435,602 435,602 3 435,602
Natl Bankshares ComStk
USD1.25 COM 634865109 33200 1,000 1,000 2 1,000
Natl Bankshares ComStk
USD1.25 COM 634865109 332000 10,000 10,000 3 10,000
Natl Healthcare Com
StkUSD0.01 COM 635906100 66836 1,400 1,400 2 1,400
Natl Healthcare Com
StkUSD0.01 COM 635906100 1362022.2 28,530 28,530 3 28,530
Natl Instruments
ComStkUSD0.01 COM 636518102 5906127.99 235,023 235,023 3 235,023
Natl Interstate ComStk
USD0.01 COM 63654U100 5160 200 200 2 200
Natl Interstate ComStk
USD0.01 COM 63654U100 23220 900 900 3 900
Natl Penn Bcshs Inc
ComStk NPV COM 637138108 20042 2,200 2,200 3 2,200
Natl Presto Indust.
ComStkUSD1 COM 637215104 233216 3,200 3,200 2 3,200
Natl Presto Indust.
ComStkUSD1 COM 637215104 932864 12,800 12,800 3 12,800
Natl Research Corp CS
USD0.001 COM 637372103 20108 400 400 3 400
NatlHealthInvest. REIT
USD0.01 COM 63633D104 36008 700 700 3 700
NatlWesternLife
'A'ComStk USD1 COM 638522102 71625 500 500 2 500
NatlWesternLife
'A'ComStk USD1 COM 638522102 1162044 8,112 8,112 3 8,112
Natural Gas Services
CSUSD0.01 COM 63886Q109 10465 700 700 3 700
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 800178 38,600 38,600 2 38,600
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 3504800.37 169,069 169,069 3 169,069
NaturesSunshineProd
ComStk NPV COM 639027101 11438 700 700 3 700
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 5379745.5 2,390,998 2,390,998 2 2,390,998
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 1008423 448,188 448,188 3 448,188
NBT Bancorp Inc ComStk
USD0.01 COM 628778102 436986 19,800 19,800 3 19,800
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 50045.12 7,274 7,274 3 7,274
Net 1 UEPS Com Stock
USD0.001 COM 64107N206 221725 24,500 24,500 2 24,500
Net 1 UEPS Com Stock
USD0.001 COM 64107N206 299555 33,100 33,100 3 33,100
NetEase Inc ADR(Repr 1
HKD0.1) COM 64110W102 460348 8,200 8,200 3 8,200
Netgear Inc Com Stock
USD0.001 COM 64111Q104 385214 10,100 10,100 2 10,100
Netgear Inc Com Stock
USD0.001 COM 64111Q104 3573718 93,700 93,700 3 93,700
NetScout Sys. Com Stk
USD0.001 COM 64115T104 12494798 489,800 489,800 1 489,800
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 2305728 57,600 57,600 2 57,600
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 17275226.71 431,557 431,557 3 431,557
Neutral Tandem Inc CS
USD0.001 COM 64128B108 15963 1,700 1,700 3 1,700
Nevsun Resources Ltd Com
NPV COM 64156L101 1805206.565 385,300 385,300 2 385,300
Nevsun Resources Ltd Com
NPV COM 64156L101 8872095.98 1,893,644 1,893,644 3 1,893,644
New Gold Inc Com NPV (US
List) COM 644535106 17423104.92 1,425,786 1,425,786 3 1,425,786
NewfieldExplor.Co.
ComStUSD0.01 COM 651290108 128412 4,100 4,100 2 4,100
NewfieldExplor.Co.
ComStUSD0.01 COM 651290108 770472 24,600 24,600 3 24,600
NewMarket Corp
CommonStock NPV COM 651587107 1848600 7,500 7,500 2 7,500
NewMarket Corp
CommonStock NPV COM 651587107 11510616 46,700 46,700 3 46,700
NewmontMin.Cp Com Stk
USD1.60 COM 651639106 2240600 40,000 40,000 2 40,000
NewmontMin.Cp Com Stk
USD1.60 COM 651639106 41661436.33 743,755 743,755 3 743,755
NewmontMin.Cp Com Stk
USD1.60 COM 651639106 43411.625 775 775 7 775
NewOrientalADR
(EachRep4OrdShs) COM 647581107 1350270 81,000 81,000 3 81,000
NewOrientalADR
(EachRep4OrdShs) COM 647581107 135493.76 8,128 8,128 7 8,128
NewparkResources
ComStkUSD0.01 COM 651718504 94848 12,800 12,800 2 12,800
NewparkResources
ComStkUSD0.01 COM 651718504 59280 8,000 8,000 3 8,000
Newport Corp CommStk
USD0.1167 COM 651824104 92904 8,400 8,400 2 8,400
Newport Corp CommStk
USD0.1167 COM 651824104 247744 22,400 22,400 3 22,400
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 1007155.5 41,100 41,100 2 41,100
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 746667.35 30,470 30,470 3 30,470
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 12816.43 517 517 3 517
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 2528926.14 35,958 35,958 2 35,958
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 6278570.09 89,273 89,273 3 89,273
NGP Capital Com Stock
USD0.001 COM 62912R107 28348 3,800 3,800 3 3,800
Nicholas Fin Inc Com Stk
NPV COM 65373J209 7746 600 600 2 600
NII Holdings Com Stk
USD0.001 COM 62913F201 8047572.21 1,027,787 1,027,787 1 1,027,787
Nike Inc Comm Stk 'B'NPV COM 654106103 1572848.52 16,572 16,572 2 16,572
Nike Inc Comm Stk 'B'NPV COM 654106103 9543959.78 100,558 100,558 3 100,558
Nippon Tel&Tel ADR
(Rep0.5Ord) COM 654624105 104110.61 4,391 4,391 3 4,391
Noble Corp CommonStock
CHF3.15 COM H5833N103 167343.06 4,677 4,677 3 4,677
Noble Energy Com Stk
USD0.01 COM 655044105 34488.12 372 372 3 372
Nordstrom Inc Common
Stock NPV COM 655664100 424886 7,700 7,700 3 7,700
Norfolk Southern Cp
ComUSD1.00 COM 655844108 2599030.98 40,846 40,846 2 40,846
Norfolk Southern Cp
ComUSD1.00 COM 655844108 30179327.22 474,294 474,294 3 474,294
Norfolk Southern Cp
ComUSD1.00 COM 655844108 4568506.74 71,798 71,798 7 71,798
North European Oil Rty
Uts NPV COM 659310106 22792 800 800 2 800
North European Oil Rty
Uts NPV COM 659310106 405156.29 14,221 14,221 3 14,221
Northern Trust ComStk
USD1 2/3 COM 665859104 2961277 63,800 63,800 2 63,800
Northern Trust ComStk
USD1 2/3 COM 665859104 11346286 244,453 244,453 3 244,453
Northrim BanCorp Com Stk
USD1 COM 666762109 26182 1,300 1,300 2 1,300
Northrim BanCorp Com Stk
USD1 COM 666762109 221540 11,000 11,000 3 11,000
Northrop Grumman Com Stk
USD1 COM 666807102 7201012 108,400 108,400 2 108,400
Northrop Grumman Com Stk
USD1 COM 666807102 85682476.88 1,289,816 1,289,816 3 1,289,816
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 130380 20,500 20,500 2 20,500
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 671132.64 105,524 105,524 3 105,524
NorthwestBancshs
ComStkUSD0.01 COM 667340103 66042 5,400 5,400 3 5,400
NorthWesternCorp CmStk
USD0.01 COM 668074305 34853115.08 961,996 961,996 1 961,996
NorthwestNat.Gas
ComStkUSD3.167 COM 667655104 19696 400 400 3 400
Nova Measuring Instrum
ILS0.01 COM M7516K103 147420 18,900 18,900 3 18,900
NovartisADR
(EchRep1CHF0.5)Regd COM 66987V109 82394.7 1,345 1,345 3 1,345
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 757185 19,500 19,500 2 19,500
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 5331359 137,300 137,300 3 137,300
Nucor Corporation
Com.USD0.40 COM 670346105 179822 4,700 4,700 3 4,700
Nutraceutical Intl CS
USD0.01 COM 67060Y101 9456 600 600 2 600
Nutraceutical Intl CS
USD0.01 COM 67060Y101 9456 600 600 3 600
NYSE Euronext Cmstk
USD0.01 COM 629491101 475745 19,300 19,300 3 19,300
Obagi Med.Prod.
Com.StkUSD0.001 COM 67423R108 188632 15,200 15,200 3 15,200
Occidental Petrol
Com.USD0.20 COM 674599105 10408612.76 120,946 120,946 2 120,946
Occidental Petrol
Com.USD0.20 COM 674599105 73488355.2 853,920 853,920 3 853,920
Oceaneering Intl
ComStkUSD0.25 COM 675232102 11050 200 200 3 200
Ocwen Fin.Corp Com Stk
USD0.01 COM 675746309 13743374 501,400 501,400 1 501,400
Oi SA
Spon.ADR(EachRep1PrefSh) COM 670851203 47034 11,700 11,700 3 11,700
Oil States Intl ComStk
USD0.01 COM 678026105 51088250.78 642,943 642,943 1 642,943
Old Natl Bancorp Com Stk
NPV COM 680033107 12340187 906,700 906,700 1 906,700
Old Natl Bancorp Com Stk
NPV COM 680033107 1065663 78,300 78,300 3 78,300
Omega Protein Corp CS
USD0.01 COM 68210P107 137886 20,100 20,100 3 20,100
OmegaHealthcareInv REIT
USD0.1 COM 681936100 272760 12,000 12,000 2 12,000
OmegaHealthcareInv REIT
USD0.1 COM 681936100 184113 8,100 8,100 3 8,100
Omnicom Gp.Common
Stk.USD0.15 COM 681919106 3103912 60,200 60,200 2 60,200
Omnicom Gp.Common
Stk.USD0.15 COM 681919106 34097968.56 661,326 661,326 3 661,326
One Liberty Propert.
REIT USD1 COM 682406103 37449.2 2,008 2,008 3 2,008
OneBeaconInsGrp ComStk
USD0.01 COM G67742109 9408 700 700 3 700
Onyx Pharmaceut.
ComStkUSD0.001 COM 683399109 15404350 182,300 182,300 1 182,300
Open Text Corp Common
NPV COM 683715106 22037.70517 400 400 3 400
Opnet Technologies CS
USD0.001 COM 683757108 64733 1,900 1,900 3 1,900
Oracle Corp.Com Stk
USD0.01 COM 68389X105 10346596.26 328,881 328,881 2 328,881
Oracle Corp.Com Stk
USD0.01 COM 68389X105 98778957.42 3,139,827 3,139,827 3 3,139,827
Oracle Corp.Com Stk
USD0.01 COM 68389X105 508676.74 16,169 16,169 4 16,169
Oracle Corp.Com Stk
USD0.01 COM 68389X105 2280850 72,500 72,500 5 72,500
Oracle Corp.Com Stk
USD0.01 COM 68389X105 209838.2 6,670 6,670 7 6,670
OrchidsPaperPrdcts CS
USD0.001 COM 68572N104 16236 900 900 2 900
OrchidsPaperPrdcts CS
USD0.001 COM 68572N104 82984 4,600 4,600 3 4,600
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 23486265.78 280,869 280,869 1 280,869
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 389585.58 4,659 4,659 3 4,659
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 1152283.6 13,780 13,780 4 13,780
Oriental Fin Grp
CommonStkUSD1 COM 68618W100 159904 15,200 15,200 2 15,200
Oriental Fin Grp
CommonStkUSD1 COM 68618W100 1919321.4 182,445 182,445 3 182,445
Orrstown Fin Svcs Com
Stk NPV COM 687380105 3300 300 300 3 300
Orthofix Intl NV
ComStkUSD0.10 COM N6748L102 5795125 129,500 129,500 1 129,500
Orthofix Intl NV
ComStkUSD0.10 COM N6748L102 420650 9,400 9,400 3 9,400
Owens & Minor Inc Com
Stk USD2 COM 690732102 648396 21,700 21,700 2 21,700
Owens & Minor Inc Com
Stk USD2 COM 690732102 274896 9,200 9,200 3 9,200
OwensCorning Inc
ComStkUSD0.01 COM 690742101 6410936 191,600 191,600 3 191,600
Pack.Cp of Amer.ComStk
USD0.01 COM 695156109 33054780 910,600 910,600 1 910,600
PanAmerican Silver Corp
ComNPV COM 697900108 2043835.561 95,400 95,400 2 95,400
PanAmerican Silver Corp
ComNPV COM 697900108 6645679.15 310,200 310,200 3 310,200
PaneraBread
'A'ComStkUSD0.0001 COM 69840W108 17089 100 100 3 100
Papa Johns Int'l Com Stk
NPV COM 698813102 202958 3,800 3,800 3 3,800
ParametricTech Cp
CmStkUSD0.01 COM 699173209 68182965.13 3,131,969 3,131,969 1 3,131,969
Parexel Intl Cp Com
StkUSD0.01 COM 699462107 58425544 1,899,400 1,899,400 1 1,899,400
Park National Corp Com
Stk NPV COM 700658107 959274 13,700 13,700 2 13,700
Park National Corp Com
Stk NPV COM 700658107 11708324.28 167,214 167,214 3 167,214
ParkerDrilling CmStk
USD0.1666 COM 701081101 71064 16,800 16,800 2 16,800
Parker-Hannifin Com Stk
USD0.5 COM 701094104 5566428 66,600 66,600 2 66,600
Parker-Hannifin Com Stk
USD0.5 COM 701094104 56859474 680,300 680,300 3 680,300
Parker-Hannifin Com Stk
USD0.5 COM 701094104 752220 9,000 9,000 7 9,000
Partnerre Holdings
ComStk USD1 COM G6852T105 37047298.56 498,752 498,752 1 498,752
Partnerre Holdings
ComStk USD1 COM G6852T105 141132 1,900 1,900 2 1,900
Partnerre Holdings
ComStk USD1 COM G6852T105 81708 1,100 1,100 3 1,100
Patterson Cos Com Stk
USD0.01 COM 703395103 150656 4,400 4,400 2 4,400
Patterson Cos Com Stk
USD0.01 COM 703395103 14504029.76 423,599 423,599 3 423,599
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 499912 31,600 31,600 2 31,600
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 10984901.76 694,368 694,368 3 694,368
Paychex Inc Com Stock
USD0.01 COM 704326107 2203798 66,200 66,200 2 66,200
Paychex Inc Com Stock
USD0.01 COM 704326107 12277352 368,800 368,800 3 368,800
PC ConnectionInc CmStk
USD0.01 COM 69318J100 42587 3,700 3,700 2 3,700
PC Mall Inc Com Stock
USD0.001 COM 69323K100 19404 3,300 3,300 3 3,300
PDC Energy Inc Com Stk
USD0.01 COM 69327R101 7901174 249,800 249,800 1 249,800
PDL Biopharma Com Stk
USD0.01 COM 69329Y104 1523830 197,900 197,900 2 197,900
PDL Biopharma Com Stk
USD0.01 COM 69329Y104 18833953.6 2,445,968 2,445,968 3 2,445,968
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 263022 11,800 11,800 2 11,800
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 403426.71 18,099 18,099 3 18,099
PeabodyEnergyCorp
ComStkUSD0.01 COM 704549104 16717.5 750 750 7 750
Penns Woods Bancorp CS
USD8.33 COM 708430103 70928 1,600 1,600 3 1,600
PennWest Petroleum Ltd
Com NPV COM 707887105 60100.34046 4,227 4,227 3 4,227
PennymacMortgInvTst
REITUSD0.01 COM 70931T103 16762599.9 717,270 717,270 1 717,270
PennymacMortgInvTst
REITUSD0.01 COM 70931T103 941811 40,300 40,300 3 40,300
People's Utd
Fin.ComStkUSD0.01 COM 712704105 11053215.06 910,479 910,479 1 910,479
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 24616707.57 347,841 347,841 1 347,841
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 10017776.58 141,554 141,554 2 141,554
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 65174428.41 920,933 920,933 3 920,933
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 1205920.8 17,040 17,040 4 17,040
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 1774557.75 25,075 25,075 7 25,075
Perrigo Co CS NPV
(IsraelList) COM 714290103 132466.7765 1,123 1,123 3 1,123
PetMed Express ComStk
USD0.001 COM 716382106 309232 30,800 30,800 2 30,800
PetMed Express ComStk
USD0.001 COM 716382106 3552915.04 353,876 353,876 3 353,876
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 26751775.31 1,212,133 1,212,133 2 1,212,133
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 180259969.3 8,167,647 8,167,647 3 8,167,647
PetrolBras-Pet.
SponADRRp2PfNPV COM 71654V101 308980 14,000 14,000 7 14,000
PetrolBras-Petrob
ADS(Rp2ComSh) COM 71654V408 155659042.3 6,786,965 6,786,965 2 6,786,965
PetrolBras-Petrob
ADS(Rp2ComSh) COM 71654V408 156970901.3 6,844,164 6,844,164 3 6,844,164
PetrolBras-Petrob
ADS(Rp2ComSh) COM 71654V408 896460.345 39,087 39,087 7 39,087
PetroQuestEnergy
ComStkUSD0.001 COM 716748108 12736922 1,898,200 1,898,200 1 1,898,200
Petsmart Inc Com Stk
USD0.0001 COM 716768106 1669316 24,200 24,200 2 24,200
Petsmart Inc Com Stk
USD0.0001 COM 716768106 9629608 139,600 139,600 3 139,600
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 48198935.75 1,939,595 1,939,595 1 1,939,595
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 21058958.55 847,443 847,443 2 847,443
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 413432705.4 16,637,131 16,637,131 3 16,637,131
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 3684633.75 148,275 148,275 4 148,275
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 2982000 120,000 120,000 5 120,000
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 2939208.3 118,278 118,278 7 118,278
PG & E Corporation
ComStk USD5 COM 69331C108 1578.79 37 37 2 37
Philip Morris Intl Com
Stk NPV COM 718172109 52194970.14 580,331 580,331 1 580,331
Philip Morris Intl Com
Stk NPV COM 718172109 14764010.76 164,154 164,154 2 164,154
Philip Morris Intl Com
Stk NPV COM 718172109 98098457.4 1,090,710 1,090,710 3 1,090,710
Philip Morris Intl Com
Stk NPV COM 718172109 1884243 20,950 20,950 4 20,950
Philip Morris Intl Com
Stk NPV COM 718172109 566622 6,300 6,300 7 6,300
Phillips 66 Common Stk
USD0.01 COM 718546104 391733.76 8,448 8,448 1 8,448
Phillips 66 Common Stk
USD0.01 COM 718546104 3565389.3 76,890 76,890 2 76,890
Phillips 66 Common Stk
USD0.01 COM 718546104 33622098.71 725,083 725,083 3 725,083
Phillips 66 Common Stk
USD0.01 COM 718546104 473901.4 10,220 10,220 4 10,220
PhoenixNwMediaADR
(EchRep8ClsA) COM 71910C103 12440934 3,637,700 3,637,700 4 3,637,700
Photronics Inc Com Stk
USD0.01 COM 719405102 71421 13,300 13,300 2 13,300
Photronics Inc Com Stk
USD0.01 COM 719405102 2504906.31 466,463 466,463 3 466,463
Piedmont Office A REIT
USD0.01 COM 720190206 12817728 739,200 739,200 3 739,200
Pier1ImportsInc
ComStkUSD0.001 COM 720279108 466626 24,900 24,900 2 24,900
Pier1ImportsInc
ComStkUSD0.001 COM 720279108 4145288 221,200 221,200 3 221,200
Pinnacle Entmt Com Stk
USD0.10 COM 723456109 10768911.12 879,813 879,813 1 879,813
Pitney Bowes Common Stk
USD2 COM 724479100 884480 64,000 64,000 2 64,000
Pitney Bowes Common Stk
USD2 COM 724479100 9988736.68 722,774 722,774 3 722,774
PlainsAllAmerPipLtd
PtShUSD0.10 COM 726503105 396900 4,500 4,500 2 4,500
PlainsAllAmerPipLtd
PtShUSD0.10 COM 726503105 2963520 33,600 33,600 3 33,600
Plantronics Inc ComStk
USD0.01 COM 727493108 169584 4,800 4,800 2 4,800
Plantronics Inc ComStk
USD0.01 COM 727493108 826722 23,400 23,400 3 23,400
PMC-Sierra Inc ComStk
USD0.001 COM 69344F106 13185762.5 2,352,500 2,352,500 1 2,352,500
PNC Financial Serv.
ComStkUSD5 COM 693475105 7142920 113,200 113,200 2 113,200
PNC Financial Serv.
ComStkUSD5 COM 693475105 72470350 1,148,500 1,148,500 3 1,148,500
PNC Financial Serv.
ComStkUSD5 COM 693475105 1525694.9 24,179 24,179 5 24,179
PolarisIndustries
ComStkUSD0.01 COM 731068102 420524 5,200 5,200 2 5,200
PolarisIndustries
ComStkUSD0.01 COM 731068102 970440 12,000 12,000 3 12,000
Polycom Inc. Com Stk NPV COM 73172K104 5788116.1 587,626 587,626 3 587,626
Popular Inc Common Stk
USD0.01 COM 733174700 57576.42 3,300 3,300 2 3,300
Popular Inc Common Stk
USD0.01 COM 733174700 190176.66 10,900 10,900 3 10,900
PortfolioRecovery
ComStkUSD0.01 COM 73640Q105 1649994 15,800 15,800 2 15,800
PortfolioRecovery
ComStkUSD0.01 COM 73640Q105 11038251 105,700 105,700 3 105,700
PortlandGen.Electric
ComStk NPV COM 736508847 13985088 517,200 517,200 1 517,200
PortlandGen.Electric
ComStk NPV COM 736508847 1189760 44,000 44,000 2 44,000
PortlandGen.Electric
ComStk NPV COM 736508847 19374863.04 716,526 716,526 3 716,526
POSCO ADR(Rep 1/4 Ord
KRW5000) COM 693483109 122310 1,500 1,500 3 1,500
POSCO ADR(Rep 1/4 Ord
KRW5000) COM 693483109 190803.6 2,340 2,340 4 2,340
Potash Crp of Sask.
Common NPV COM 73755L107 443187.94 10,207 10,207 3 10,207
Power-One Inc Com Stk
USD0.001 COM 73930R102 385923.5 69,100 69,100 2 69,100
Power-One Inc Com Stk
USD0.001 COM 73930R102 4175245.47 747,582 747,582 3 747,582
PowerSharesQQQ
Nasdaq100UnitSr1 COM 73935A104 49248962.53 718,229 718,229 2 718,229
Pozen Inc CommonStock
USD0.001 COM 73941U102 350727 52,900 52,900 2 52,900
Pozen Inc CommonStock
USD0.001 COM 73941U102 3719860.95 561,065 561,065 3 561,065
PPG Inds.Common Stk
USD1.666 COM 693506107 17226 150 150 7 150
PPL Corp Common Stock
USD0.01 COM 69351T106 1121330 38,600 38,600 2 38,600
PPL Corp Common Stock
USD0.01 COM 69351T106 14791649.95 509,179 509,179 3 509,179
Praxair Inc Comm Stk
USD0.01 COM 74005P104 1482575.36 14,272 14,272 2 14,272
Praxair Inc Comm Stk
USD0.01 COM 74005P104 4152083.6 39,970 39,970 3 39,970
Precision Castparts
ComStk NPV COM 740189105 26687305.9 163,385 163,385 1 163,385
Precision Castparts
ComStk NPV COM 740189105 81670 500 500 2 500
Precision Castparts
ComStk NPV COM 740189105 12054818.68 73,802 73,802 3 73,802
Precision Castparts
ComStk NPV COM 740189105 2206723.4 13,510 13,510 4 13,510
Precision Castparts
ComStk NPV COM 740189105 1355722 8,300 8,300 5 8,300
Precision Castparts
ComStk NPV COM 740189105 197478.06 1,209 1,209 7 1,209
PrecisionDrilling Corp
Com NPV COM 74022D308 1685618.436 214,562 214,562 3 214,562
PreformedLineProducts
CmStkUSD2 COM 740444104 86896 1,600 1,600 3 1,600
Pretium Resource
ComStkUSD0.01 COM 74139C102 16114201 1,236,700 1,236,700 1 1,236,700
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 2797860 44,200 44,200 2 44,200
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 17759891.1 280,567 280,567 3 280,567
Priceline.comInc
ComStkUSD0.008 COM 741503403 1052419 1,700 1,700 2 1,700
Priceline.comInc
ComStkUSD0.008 COM 741503403 1584200.13 2,559 2,559 3 2,559
Primerica Inc Com Stk
USD0.01 COM 74164M108 10634032 371,300 371,300 1 371,300
Primerica Inc Com Stk
USD0.01 COM 74164M108 2723664 95,100 95,100 2 95,100
Primerica Inc Com Stk
USD0.01 COM 74164M108 27675003.84 966,306 966,306 3 966,306
PrimorisServices
CmStkUSD0.0001 COM 74164F103 619875 47,500 47,500 2 47,500
PrimorisServices
CmStkUSD0.0001 COM 74164F103 7567407.9 579,878 579,878 3 579,878
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 4520532 167,800 167,800 2 167,800
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 44300028.24 1,644,396 1,644,396 3 1,644,396
ProAssurance CommonStk
USD0.01 COM 74267C106 2107252 23,300 23,300 2 23,300
ProAssurance CommonStk
USD0.01 COM 74267C106 20005237.56 221,199 221,199 3 221,199
Procter And Gamble
ComStk NPV COM 742718109 9261710.16 133,531 133,531 2 133,531
Procter And Gamble
ComStk NPV COM 742718109 45755474.16 659,681 659,681 3 659,681
Procter And Gamble
ComStk NPV COM 742718109 2231311.2 32,170 32,170 4 32,170
Procter And Gamble
ComStk NPV COM 742718109 4065258.96 58,611 58,611 7 58,611
ProgressiveWasteSol
ComNPV (US) COM 74339G101 8941779 434,700 434,700 1 434,700
ProLogis Inc REIT
USD0.01 COM 74340W103 23851927 680,900 680,900 3 680,900
Prospect Cap Com Stk
USD0.001 COM 74348T102 11520 1,000 1,000 3 1,000
Protective
LifeCpComStkUSD0.50 COM 743674103 2322206 88,600 88,600 2 88,600
Protective
LifeCpComStkUSD0.50 COM 743674103 25569846.96 975,576 975,576 3 975,576
Prudential ADR
(EachRep2Ord5p) COM 74435K204 104676 4,026 4,026 3 4,026
PrudentialFinancl
ComStkUSD0.01 COM 744320102 2600127 47,700 47,700 2 47,700
PrudentialFinancl
ComStkUSD0.01 COM 744320102 65593899.87 1,203,337 1,203,337 3 1,203,337
PrudentialFinancl
ComStkUSD0.01 COM 744320102 678649.5 12,450 12,450 4 12,450
PrudentialFinancl
ComStkUSD0.01 COM 744320102 207192.51 3,801 3,801 7 3,801
PS Business Cls'A'REIT
USD0.01 COM 69360J107 460723.9 6,895 6,895 3 6,895
PSSWorldMedicalInc
CmStkUSD0.01 COM 69366A100 1291626 56,700 56,700 3 56,700
Public Service Ent Com
NPV COM 744573106 785192 24,400 24,400 2 24,400
Public Service Ent Com
NPV COM 744573106 9766630 303,500 303,500 3 303,500
Public Service Ent Com
NPV COM 744573106 64360 2,000 2,000 7 2,000
Public Storage Com Stk
USD0.10 COM 74460D109 55668 400 400 2 400
Public Storage Com Stk
USD0.10 COM 74460D109 26080458 187,400 187,400 3 187,400
QAD Inc Cls B ComStk
USD0.001 COM 74727D207 1802.25 135 135 3 135
QEP Resources Inc CS
USD0.01 COM 74733V100 5630889.3 177,855 177,855 3 177,855
QEP Resources Inc CS
USD0.01 COM 74733V100 388151.6 12,260 12,260 4 12,260
Qiagen NV
EUR0.01(U.S.Listing) COM N72482107 821899.53 44,403 44,403 3 44,403
QLogic Corp Com Stock
USD0.001 COM 747277101 1244780 109,000 109,000 2 109,000
QLogic Corp Com Stock
USD0.001 COM 747277101 15079059.36 1,320,408 1,320,408 3 1,320,408
Quaker Chemical Com
Stock USD1 COM 747316107 7397195 158,500 158,500 1 158,500
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 5345870.25 85,575 85,575 2 85,575
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 28791173.6 460,880 460,880 3 460,880
Quality Systems ComStk
USD0.01 COM 747582104 2542316 137,200 137,200 2 137,200
Quality Systems ComStk
USD0.01 COM 747582104 27492961 1,483,700 1,483,700 3 1,483,700
QuantaServices
ComStkUSD0.00001 COM 74762E102 24588850 995,500 995,500 1 995,500
QuantaServices
ComStkUSD0.00001 COM 74762E102 5917724.8 239,584 239,584 3 239,584
Questar Corp Common
Stock NPV COM 748356102 49479723.24 2,433,828 2,433,828 1 2,433,828
Questcor
Pharmaceut.ComStk NPV COM 74835Y101 753576 40,800 40,800 2 40,800
Questcor
Pharmaceut.ComStk NPV COM 74835Y101 3780809 204,700 204,700 3 204,700
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 11842381 186,700 186,700 2 186,700
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 123911012.4 1,953,508 1,953,508 3 1,953,508
QuicksilverRes. ComStk
USD0.01 COM 74837R104 10088729.38 2,466,682 2,466,682 3 2,466,682
QuimicaMin.Chile
ADR(Rp10SrBNPV COM 833635105 12817791.44 207,946 207,946 3 207,946
Radioshack Corp Com Stk
USD1 COM 750438103 75684 31,800 31,800 3 31,800
RAIT FinancialTst REIT
USD0.01 COM 749227609 325500 62,000 62,000 3 62,000
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 238640.94 1,578 1,578 2 1,578
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 2540664 16,800 16,800 3 16,800
RandgoldResources
ADR(Rep1Ord) COM 752344309 17367017 141,201 141,201 3 141,201
Range Resources ComStk
USD0.01 COM 75281A109 24576003.93 351,739 351,739 2 351,739
Range Resources ComStk
USD0.01 COM 75281A109 17653074.72 252,656 252,656 3 252,656
Raven Industries
ComStock USD1 COM 754212108 200124 6,800 6,800 3 6,800
Raymond James
FinComStkUSD0.01 COM 754730109 15792485 430,900 430,900 1 430,900
Raytheon Company
ComStkUSD0.01 COM 755111507 9631460 168,500 168,500 2 168,500
Raytheon Company
ComStkUSD0.01 COM 755111507 81771609.84 1,430,574 1,430,574 3 1,430,574
Realty Income Corp REIT
USD1 COM 756109104 15898032 388,800 388,800 3 388,800
Redwood Trust Inc REIT
USD0.01 COM 758075402 13056107.52 902,912 902,912 1 902,912
Regal-Beloit CommonStk
USD0.01 COM 758750103 32336224 458,800 458,800 1 458,800
Regency Centers REIT
USD0.01 COM 758849103 16568200 340,000 340,000 3 340,000
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 3138459 436,200 436,200 3 436,200
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 62137507.41 1,073,743 1,073,743 1 1,073,743
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 3391760.7 58,610 58,610 3 58,610
Reliance
Steel&Alum.ComStk NPV COM 759509102 24368925 465,500 465,500 1 465,500
Reliance
Steel&Alum.ComStk NPV COM 759509102 1868895 35,700 35,700 3 35,700
Renaissance Hldgs Com
Stk NPV COM G7496G103 2611656 33,900 33,900 2 33,900
Renaissance Hldgs Com
Stk NPV COM G7496G103 11612393.28 150,732 150,732 3 150,732
Renasant Corp
CommonStock USD5 COM 75970E107 115669.5 5,900 5,900 2 5,900
Renasant Corp
CommonStock USD5 COM 75970E107 549802.62 28,044 28,044 3 28,044
Rent-A-Center Com Stk
USD0.01 COM 76009N100 50012592 1,427,300 1,427,300 1 1,427,300
Rent-A-Center Com Stk
USD0.01 COM 76009N100 473040 13,500 13,500 2 13,500
Rent-A-Center Com Stk
USD0.01 COM 76009N100 10494409.92 299,498 299,498 3 299,498
Republic Services
CmStkUSD0.01 COM 760759100 35413623 1,287,300 1,287,300 1 1,287,300
RepublicBancorpInc A
ComStkNPV COM 760281204 239255 10,900 10,900 2 10,900
RepublicBancorpInc A
ComStkNPV COM 760281204 1250952.45 56,991 56,991 3 56,991
Research in Mot.
ComNPV(CanLst COM 760975102 1049307.302 137,296 137,296 2 137,296
Research in Mot.
ComNPV(CanLst COM 760975102 12586956.82 1,646,933 1,646,933 3 1,646,933
ResMed Inc Com Stk
USD0.004 COM 761152107 254961 6,300 6,300 3 6,300
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 15049338.26 347,239 347,239 1 347,239
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 8386290 193,500 193,500 2 193,500
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 85881330.48 1,981,572 1,981,572 3 1,981,572
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 645332.6 14,890 14,890 4 14,890
RG Barry Corp
CommonStock USD1 COM 68798107 25058 1,700 1,700 2 1,700
RG Barry Corp
CommonStock USD1 COM 68798107 523270 35,500 35,500 3 35,500
RLI Corp Common Stock
USD1 COM 749607107 1046562 15,700 15,700 2 15,700
RLI Corp Common Stock
USD1 COM 749607107 3832950 57,500 57,500 3 57,500
Robert Half Intl Com Stk
USD1 COM 770323103 434069 16,300 16,300 3 16,300
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 51435828.9 712,605 712,605 1 712,605
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 176191.38 2,441 2,441 3 2,441
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 1008354.6 13,970 13,970 4 13,970
Rockwell Automation
ComStkUSD1 COM 773903109 751140 10,800 10,800 2 10,800
Rockwell Automation
ComStkUSD1 COM 773903109 11691355 168,100 168,100 3 168,100
Rockwell Collins
ComStkUSD0.01 COM 774341101 2853648 53,200 53,200 2 53,200
Rockwell Collins
ComStkUSD0.01 COM 774341101 20000317.68 372,862 372,862 3 372,862
RockwoodHldgsInc
ComStkUSD0.01 COM 774415103 27960 600 600 3 600
RogersCommun.Inc
ComStkClss'B' COM 775109200 4590985.314 113,500 113,500 2 113,500
RogersCommun.Inc
ComStkClss'B' COM 775109200 39431184.1 974,832 974,832 3 974,832
Rollins Inc Common Stock
USD1 COM 775711104 14326375 612,500 612,500 1 612,500
Roper Indust. Comm Stk
USD0.01 COM 776696106 197802 1,800 1,800 3 1,800
Ross Stores Inc.ComStk
USD0.01 COM 778296103 54534305.85 844,315 844,315 1 844,315
Ross Stores Inc.ComStk
USD0.01 COM 778296103 1805419.68 27,952 27,952 2 27,952
Ross Stores Inc.ComStk
USD0.01 COM 778296103 12440034 192,600 192,600 3 192,600
Roy.DutchShell
ADR(2'A'EUR0.07) COM 780259206 2509865.6 36,160 36,160 7 36,160
Royal Bk of Canada
Common NPV COM 780087102 9751347.121 169,700 169,700 3 169,700
Royal Bk of Canada
Common NPV COM 780087102 340636.3331 5,928 5,928 7 5,928
Royal Gold Inc Com Stk
USD0.01 COM 780287108 27353420 274,000 274,000 1 274,000
Royal Gold Inc Com Stk
USD0.01 COM 780287108 10810291.21 108,287 108,287 3 108,287
RoyalCari.Cruises
ComStkUSD0.01 COM V7780T103 509491.65 16,865 16,865 3 16,865
RPC Inc Common Stock
USD0.10 COM 749660106 1674706.5 140,850 140,850 2 140,850
RPC Inc Common Stock
USD0.10 COM 749660106 13703819.5 1,152,550 1,152,550 3 1,152,550
RudolphTechnol.
ComStkUSD0.001 COM 781270103 1050 100 100 2 100
Rue21 Inc Common Stk
USD0.001 COM 781295100 239855 7,700 7,700 3 7,700
RuthsHospitality
ComStkUSD0.01 COM 783332109 5111.52 800 800 3 800
Ryder System Common COM 783549108 25021601.64 640,594 640,594 1 640,594
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 26680 4,600 4,600 2 4,600
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 202089.4 34,843 34,843 3 34,843
Safety Insurance
ComStkUSD0.01 COM 78648T100 45880 1,000 1,000 3 1,000
Safeway
Inc.CommonStockUSD0.01 COM 786514208 402250 25,000 25,000 2 25,000
Safeway
Inc.CommonStockUSD0.01 COM 786514208 3383727 210,300 210,300 3 210,300
Safeway
Inc.CommonStockUSD0.01 COM 786514208 193080 12,000 12,000 7 12,000
SalixPharmaceut.
ComStkUSD0.001 COM 795435106 28333928 669,200 669,200 1 669,200
Sally Beauty Co.ComStk
USD0.01 COM 79546E104 6816953 271,700 271,700 1 271,700
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 4882313.74 112,418 112,418 1 112,418
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 881629 20,300 20,300 4 20,300
SandySpring Bancorp
ComStkUSD1 COM 800363103 44275 2,300 2,300 3 2,300
Sanofi ADR (Repr 1/2 Ord
EUR2) COM 80105N105 77292.7 1,795 1,795 3 1,795
Sanofi Contingent Value
Rights COM 80105N113 11345.04 6,753 6,753 3 6,753
Sapient Corp Com Stk
USD0.01 COM 803062108 20602582 1,932,700 1,932,700 1 1,932,700
Sapient Corp Com Stk
USD0.01 COM 803062108 9594 900 900 3 900
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 961019 23,900 23,900 2 23,900
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 10066211.61 250,341 250,341 3 250,341
SBACommunications
ComStkUSD0.01 COM 78388J106 44702652.6 710,694 710,694 1 710,694
SBACommunications
ComStkUSD0.01 COM 78388J106 818958 13,020 13,020 4 13,020
SCANA Corp Common Stock
NPV COM 80589M102 328236 6,800 6,800 2 6,800
SCANA Corp Common Stock
NPV COM 80589M102 265485 5,500 5,500 3 5,500
ScanSource Inc
CommonStock NPV COM 806037107 12689526 396,300 396,300 1 396,300
Schlumberger Com Stk
USD0.01 COM 806857108 33347529.51 461,047 461,047 1 461,047
Schlumberger Com Stk
USD0.01 COM 806857108 6058794.78 83,766 83,766 2 83,766
Schlumberger Com Stk
USD0.01 COM 806857108 150009020.5 2,073,953 2,073,953 3 2,073,953
Schlumberger Com Stk
USD0.01 COM 806857108 2943107.7 40,690 40,690 4 40,690
Schlumberger Com Stk
USD0.01 COM 806857108 1938444 26,800 26,800 5 26,800
Schlumberger Com Stk
USD0.01 COM 806857108 4515055.59 62,423 62,423 7 62,423
Schnitzer Steel
'A'ComStk USD1 COM 806882106 115415 4,100 4,100 2 4,100
Schnitzer Steel
'A'ComStk USD1 COM 806882106 630560 22,400 22,400 3 22,400
ScholasticCorp CommStk
USD0.01 COM 807066105 330512 10,400 10,400 2 10,400
ScholasticCorp CommStk
USD0.01 COM 807066105 4185426 131,700 131,700 3 131,700
Schweitzer-Maud.
ComStkUSD0.10 COM 808541106 145156 4,400 4,400 2 4,400
Schweitzer-Maud.
ComStkUSD0.10 COM 808541106 128661 3,900 3,900 3 3,900
Sciclone Pharm ComStk
USD0.001 COM 80862K104 646575 116,500 116,500 2 116,500
Sciclone Pharm ComStk
USD0.001 COM 80862K104 7696162.8 1,386,696 1,386,696 3 1,386,696
ScrippsNtwks
Cls'A'CmStkUSD0.01 COM 811065101 747006 12,200 12,200 2 12,200
ScrippsNtwks
Cls'A'CmStkUSD0.01 COM 811065101 5547438 90,600 90,600 3 90,600
Seaboard Corp
CommonStock USD1 COM 811543107 207931.96 92 92 2 92
Seaboard Corp
CommonStock USD1 COM 811543107 6366786.21 2,817 2,817 3 2,817
SeaCubeContainerLeasing
USD0.01 COM G79978105 230625 12,300 12,300 2 12,300
SeaCubeContainerLeasing
USD0.01 COM G79978105 2000081.25 106,671 106,671 3 106,671
SeaDrill Limited USD2 COM G7945E105 1889149.001 48,346 48,346 2 48,346
SeaDrill Limited USD2 COM G7945E105 29333350.23 750,682 750,682 3 750,682
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 3913344 126,400 126,400 2 126,400
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 54744834.24 1,768,244 1,768,244 3 1,768,244
Seaspan Corp Com Stock
USD0.01 COM Y75638109 13128.96 832 832 7 832
SelectComfortCorp
CmStkUSD0.01 COM 81616X103 59907 1,900 1,900 3 1,900
SelectMedicalHld
ComStkUSD0.001 COM 81619Q105 1165674 103,800 103,800 2 103,800
SelectMedicalHld
ComStkUSD0.001 COM 81619Q105 6351688 565,600 565,600 3 565,600
SempraEnergyCorp
CommonStockNPV COM 816851109 12898 200 200 7 200
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 2171520 576,000 576,000 2 576,000
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 1063894 282,200 282,200 3 282,200
ShandaGamesADR
(Rp2OrdAUSD0.01) COM 81941U105 1049568 278,400 278,400 6 278,400
Shaw Communications
Cls'B'NPV COM 82028K200 53165.30311 2,600 2,600 2 2,600
Shaw Communications
Cls'B'NPV COM 82028K200 7764444.901 379,713 379,713 3 379,713
ShinhanFinSpADR
(Rp2OrdKRW5000) COM 824596100 87282 1,300 1,300 3 1,300
ShinhanFinSpADR
(Rp2OrdKRW5000) COM 824596100 147372.3 2,195 2,195 4 2,195
Shire PLC ADR (Each Rep
3 Ord) COM 82481R106 88700 1,000 1,000 3 1,000
Sierra Bancorp
CommonStock NPV COM 82620P102 1226 100 100 3 100
Signet Jewelers Ltd
OrdUSD0.18 COM G81276100 17998550.19 371,657 371,657 3 371,657
SilganHldgsInc
CommonStkUSD0.01 COM 827048109 60241944.54 1,384,554 1,384,554 1 1,384,554
SiliconMotionTech.
ADR(Rep4Ord) COM 82706C108 39906 2,700 2,700 3 2,700
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 1892685 343,500 343,500 2 343,500
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 7686450 1,395,000 1,395,000 3 1,395,000
SiliconPrecSpnADR
(Rp5OrdTWD10) COM 827084864 299049.74 54,274 54,274 4 54,274
Silver Wheaton Com
NPV(USList) COM 828336107 8588240.54 216,274 216,274 3 216,274
Silvercorp Metals Inc
Com NPV COM 82835P103 73918.39016 11,400 11,400 2 11,400
Silvercorp Metals Inc
Com NPV COM 82835P103 47333.70598 7,300 7,300 3 7,300
SimmonsFirst 'A'ComStk
USD0.10 COM 828730200 10014776 411,200 411,200 1 411,200
SimmonsFirst 'A'ComStk
USD0.10 COM 828730200 12177.5 500 500 3 500
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 1148139.03 7,563 7,563 2 7,563
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 35068565.43 231,003 231,003 3 231,003
SINA Corp CommonStock
USD0.133 COM G81477104 55197912 853,400 853,400 4 853,400
SINA Corp CommonStock
USD0.133 COM G81477104 2535650.04 39,203 39,203 6 39,203
Sirona Dental
Com.StockUSD0.01 COM 82966C103 39598592 695,200 695,200 1 695,200
SIX FLAGS CORP
ComStkUSD0.01 COM 83001A102 19104120 324,900 324,900 1 324,900
SJW Corporation
ComStkUSD1.042 COM 784305104 25360 1,000 1,000 3 1,000
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 152670 10,500 10,500 2 10,500
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 9750553.08 670,602 670,602 3 670,602
SK TelecomADR
(Rp1/9KRW500)(US) COM 78440P108 594540.6 40,890 40,890 4 40,890
SLM Corp Common Stock
USD0.20 COM 78442P106 14139181.08 899,439 899,439 1 899,439
SLM Corp Common Stock
USD0.20 COM 78442P106 232105.8 14,765 14,765 2 14,765
SLM Corp Common Stock
USD0.20 COM 78442P106 8441529.96 536,993 536,993 3 536,993
SLM Corp Common Stock
USD0.20 COM 78442P106 780953.88 49,679 49,679 4 49,679
SLM Corp Common Stock
USD0.20 COM 78442P106 1090968 69,400 69,400 5 69,400
SM Energy Co Com Stock
USD0.01 COM 78454L100 39068177.54 722,014 722,014 1 722,014
SNAP-ON INCORPORATED
COMMON ST COM 833034101 23911149 332,700 332,700 1 332,700
Sohu.comInc CommonStk
USD0.001 COM 83408W103 1207983 28,700 28,700 2 28,700
Sohu.comInc CommonStk
USD0.001 COM 83408W103 16311179.79 387,531 387,531 3 387,531
Sohu.comInc CommonStk
USD0.001 COM 83408W103 30790097.7 731,530 731,530 4 731,530
Solera Hldgs Inc
ComStkUSD0.01 COM 83421A104 39483 900 900 3 900
Sonoco Products Common
Stk NPV COM 835495102 238623 7,700 7,700 2 7,700
Sonoco Products Common
Stk NPV COM 835495102 235524 7,600 7,600 3 7,600
Southern.Co Com.USD5 COM 842587107 4278765.15 92,835 92,835 2 92,835
Southern.Co Com.USD5 COM 842587107 10382556.03 225,267 225,267 3 225,267
Southern.Co Com.USD5 COM 842587107 999876.46 21,694 21,694 7 21,694
SouthernCopperCorp
CmStkUSD0.01 COM 84265V105 13345870.68 388,413 388,413 2 388,413
SouthernCopperCorp
CmStkUSD0.01 COM 84265V105 45896610.52 1,335,757 1,335,757 3 1,335,757
SouthsideBancshares CS
USD1.25 COM 84470P109 234413.88 10,748 10,748 2 10,748
SouthsideBancshares CS
USD1.25 COM 84470P109 2666817.75 122,275 122,275 3 122,275
SouthwesternEnergy
ComStkUSD0.1 COM 845467109 11890447.28 341,876 341,876 1 341,876
SouthwesternEnergy
ComStkUSD0.1 COM 845467109 114774 3,300 3,300 2 3,300
SouthwesternEnergy
ComStkUSD0.1 COM 845467109 37594432.38 1,080,921 1,080,921 3 1,080,921
Spartan Stores Inc Com
Stk NPV COM 846822104 192906 12,600 12,600 2 12,600
Spartan Stores Inc Com
Stk NPV COM 846822104 391936 25,600 25,600 3 25,600
SPDR BARCLAYS CAPITAL
HIGH COM 78464A417 102110198.8 2,539,423 2,539,423 2 2,539,423
SPDR GOLD TRUST COM 78463V107 217440.3157 1,260 1,260 4 1,260
SPDR Idx S&P Intl
Dividend ETF COM 78463X772 3616800 80,000 80,000 2 80,000
SPDR S&P 500 ETF Trust COM 78462F103 127882360.3 888,257 888,257 2 888,257
SPDR S&P 500 ETF Trust COM 78462F103 14373676.86 99,838 99,838 3 99,838
SPDR S&P 500 ETF Trust COM 78462F103 727192.47 5,051 5,051 7 5,051
SPDR S&P HOMEBUILDERS
ETF COM 78464A888 28892684.6 1,163,620 1,163,620 4 1,163,620
SPDR S&P METALS & MINING
ETF COM 78464A755 9687787.965 222,631 222,631 7 222,631
Spectra Energy ComStk
USD0.001 COM 847560109 975016.24 33,209 33,209 2 33,209
Spectra Energy ComStk
USD0.001 COM 847560109 3254996.4 110,865 110,865 3 110,865
Spectrum Pharm ComStk
USD0.001 COM 84763A108 294840 25,200 25,200 2 25,200
Spectrum Pharm ComStk
USD0.001 COM 84763A108 1912950 163,500 163,500 3 163,500
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 42742700 2,502,500 2,502,500 1 2,502,500
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 1099952 64,400 64,400 2 64,400
SpiritAirlinesInc
ComSTKUSD0.01 COM 848577102 13208835.08 773,351 773,351 3 773,351
St.JudeMedicalInc
ComStkUSD0.10 COM 790849103 4507910 107,000 107,000 2 107,000
St.JudeMedicalInc
ComStkUSD0.10 COM 790849103 35675557.61 846,797 846,797 3 846,797
Stancorp Fin.Group Com
Stk NPV COM 852891100 1424544 45,600 45,600 2 45,600
Stancorp Fin.Group Com
Stk NPV COM 852891100 23937650 766,250 766,250 3 766,250
StandardMotorProducts
CmStkUSD2 COM 853666105 187884 10,200 10,200 2 10,200
StandardMotorProducts
CmStkUSD2 COM 853666105 852846 46,300 46,300 3 46,300
StandardParking
ComStkUSD0.001 COM 853790103 22210186 990,200 990,200 1 990,200
StandexIntlCorp ComStk
USD1.50 COM 854231107 97790 2,200 2,200 2 2,200
StandexIntlCorp ComStk
USD1.50 COM 854231107 80010 1,800 1,800 3 1,800
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 3363921.25 44,117 44,117 3 44,117
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 635162.5 8,330 8,330 4 8,330
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 1738500 22,800 22,800 5 22,800
StanleyBlackDecker
CmStkUSD2.50 COM 854502101 98438.75 1,291 1,291 7 1,291
StanleyTech.GroupInc
ComStkNPV COM 85472N109 7183799.99 211,000 211,000 1 211,000
Staples Inc Com Stk
USD0.0006 COM 855030102 488448 42,400 42,400 2 42,400
Staples Inc Com Stk
USD0.0006 COM 855030102 2876544 249,700 249,700 3 249,700
Starbucks Corp ComStk
USD0.001 COM 855244109 755579 14,900 14,900 2 14,900
Starbucks Corp ComStk
USD0.001 COM 855244109 1113388.76 21,956 21,956 3 21,956
Starwood Prop.Tst REIT
USD0.01 COM 85571B105 4549285 195,500 195,500 3 195,500
State Auto Fin Cp Com
Stk NPV COM 855707105 34419 2,100 2,100 2 2,100
State Auto Fin Cp Com
Stk NPV COM 855707105 6556 400 400 3 400
State Street Corp Com
Stk USD1 COM 857477103 15944841.96 380,001 380,001 1 380,001
State Street Corp Com
Stk USD1 COM 857477103 7417479 176,775 176,775 2 176,775
State Street Corp Com
Stk USD1 COM 857477103 101136523.7 2,410,308 2,410,308 3 2,410,308
State Street Corp Com
Stk USD1 COM 857477103 1155158.8 27,530 27,530 4 27,530
State Street Corp Com
Stk USD1 COM 857477103 1661616 39,600 39,600 5 39,600
State Street Corp Com
Stk USD1 COM 857477103 398032.56 9,486 9,486 7 9,486
Statoil
SponADR(Rp1OrdNOK2.50) COM 85771P102 166036.02 6,438 6,438 3 6,438
Steel Dynamics Com Stk
USD0.01 COM 858119100 128136 11,400 11,400 2 11,400
Steel Dynamics Com Stk
USD0.01 COM 858119100 2174288.08 193,442 193,442 3 193,442
Steelcase Inc
Cls'A'ComStk NPV COM 858155203 11820 1,200 1,200 3 1,200
SteinerLeisureLtd
ComStkUSD0.01 COM P8744Y102 144305 3,100 3,100 2 3,100
SteinerLeisureLtd
ComStkUSD0.01 COM P8744Y102 69825 1,500 1,500 3 1,500
Steris Corp Common Stock
NPV COM 859152100 2461618 69,400 69,400 2 69,400
Steris Corp Common Stock
NPV COM 859152100 18543716 522,800 522,800 3 522,800
Sterling Bancorp/NY
CmStk USD1 COM 859158107 27776 2,800 2,800 3 2,800
Sterling Financial
ComStk USD1 COM 859319303 11135 500 500 3 500
Stone Energy CommStock
USD0.01 COM 861642106 108317.44 4,312 4,312 3 4,312
StrayerEducation CmStk
USD0.01 COM 863236105 765765 11,900 11,900 2 11,900
StrayerEducation CmStk
USD0.01 COM 863236105 7073545.05 109,923 109,923 3 109,923
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 5721792.34 102,799 102,799 2 102,799
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 39891355.02 716,697 716,697 3 716,697
Sturm Ruger And Co
ComStk USD1 COM 864159108 390971 7,900 7,900 2 7,900
Sturm Ruger And Co
ComStk USD1 COM 864159108 2499245 50,500 50,500 3 50,500
Suffolk Bancorp ComStk
USD2.50 COM 864739107 17592 1,200 1,200 2 1,200
Suffolk Bancorp ComStk
USD2.50 COM 864739107 11728 800 800 3 800
Sumitomo Mitsui
ADR(Rep0.2Ord) COM 86562M209 103959.96 16,822 16,822 3 16,822
Sumitomo Mitsui
ADR(Rep0.2Ord) COM 86562M209 127623.18 20,651 20,651 7 20,651
Sun Life Fin.Inc Common
NPV COM 866796105 794426.8306 34,254 34,254 3 34,254
SUNCOKE ENERGY
ComStkUSD0.01 COM 86722A103 5295420 328,500 328,500 1 328,500
SuncorEnergy
NewComNPV(CanLst) COM 867224107 187530619.8 5,705,651 5,705,651 2 5,705,651
SuncorEnergy
NewComNPV(CanLst) COM 867224107 115504005.1 3,514,229 3,514,229 3 3,514,229
SuncorEnergy
NewComNPV(CanLst) COM 867224107 2225131.358 67,700 67,700 5 67,700
SuncorEnergy
NewComNPV(CanLst) COM 867224107 452848.7423 13,778 13,778 7 13,778
Sunoco Logistics
Partn.Uts NPV COM 86764L108 349875 7,500 7,500 2 7,500
Sunoco Logistics
Partn.Uts NPV COM 86764L108 1232819.55 26,427 26,427 3 26,427
Suntrust Banks Common
Stk USD1 COM 867914103 522995 18,500 18,500 3 18,500
Suntrust Banks Common
Stk USD1 COM 867914103 4551.47 161 161 7 161
Superior Energy
ComStkUSD0.001 COM 868157108 207252 10,100 10,100 3 10,100
Superior Inds. Com Stk
USD0.50 COM 868168105 709508.44 41,516 41,516 3 41,516
Supervalu Inc
CommonStock USD1 COM 868536103 21449 8,900 8,900 3 8,900
Supervalu Inc
CommonStock USD1 COM 868536103 1103.78 458 458 7 458
SVB Fin.Group Com Stk
USD0.001 COM 78486Q101 10719558 177,300 177,300 1 177,300
SVB Fin.Group Com Stk
USD0.001 COM 78486Q101 30230 500 500 3 500
Swift Energy Co ComStk
USD0.01 COM 870738101 18543528 888,100 888,100 1 888,100
Swift Energy Co ComStk
USD0.01 COM 870738101 263088 12,600 12,600 3 12,600
SwiftTransport Co A CS
USD0.01 COM 87074U101 4890126 567,300 567,300 1 567,300
Symantec Corp Com Stk
USD0.01 COM 871503108 3931132.5 218,700 218,700 2 218,700
Symantec Corp Com Stk
USD0.01 COM 871503108 24330960 1,353,600 1,353,600 3 1,353,600
Symetra Fin Corp CmStk
USD0.01 COM 87151Q106 3452610 280,700 280,700 2 280,700
Symetra Fin Corp CmStk
USD0.01 COM 87151Q106 32968206.6 2,680,342 2,680,342 3 2,680,342
Synaptics Inc Common
Stock NPV COM 87157D109 831092 34,600 34,600 3 34,600
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 804726 24,700 24,700 2 24,700
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 7469649.18 229,271 229,271 3 229,271
Synopsys Inc Com Stk
USD0.01 COM 871607107 26561040.99 805,002 805,002 1 805,002
Synopsys Inc Com Stk
USD0.01 COM 871607107 151777 4,600 4,600 3 4,600
Syntel Inc Common Stock
NPV COM 87162H103 549208 8,800 8,800 2 8,800
Syntel Inc Common Stock
NPV COM 87162H103 99856 1,600 1,600 3 1,600
Sysco Corp.Common USD1 COM 871829107 165731 5,300 5,300 3 5,300
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 13652660 863,000 863,000 2 863,000
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 46543294.28 2,942,054 2,942,054 3 2,942,054
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 1544016.18 97,599 97,599 4 97,599
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 2690586.5 170,075 170,075 6 170,075
TAL Intl Grp Com Stk
USD0.001 COM 874083108 258248 7,600 7,600 2 7,600
TAL Intl Grp Com Stk
USD0.001 COM 874083108 3629879.52 106,824 106,824 3 106,824
Talisman Energy Com
NPV(USLst) COM 87425E103 29785930.92 2,236,181 2,236,181 3 2,236,181
TANGER FACTORY OUTLET
CENTER COM 875465106 24554990.63 759,511 759,511 1 759,511
TargaResources ComStk
USD0.001 COM 87612G101 25170 500 500 3 500
Target Corp CommonStk
USD0.167 COM 87612E106 2564314.94 40,402 40,402 2 40,402
Target Corp CommonStk
USD0.167 COM 87612E106 8145041.63 128,329 128,329 3 128,329
Tata
Mot.SpnADR
(EchRp5OrdINR2) COM 876568502 3032268.72 118,079 118,079 2 118,079
Tata
Mot.SpnADR
(EchRp5OrdINR2) COM 876568502 17468717.28 680,246 680,246 3 680,246
Tata
Mot.SpnADR
(EchRp5OrdINR2) COM 876568502 156648 6,100 6,100 7 6,100
Taubman Centers REIT
USD0.01 COM 876664103 13726997 178,900 178,900 3 178,900
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 442056.57 28,761 28,761 3 28,761
TE Connectivity CHF0.97
(US) COM H84989104 2435116 71,600 71,600 3 71,600
TEAM HEALTH HOLDINGS LLC
COMMO COM 87817A107 575400.17 21,209 21,209 3 21,209
Team Inc Common Stock
USD0.30 COM 878155100 426790 13,400 13,400 3 13,400
Tech Data Corp
ComStkUSD0.0015 COM 878237106 289608.96 6,400 6,400 2 6,400
Tech Data Corp
ComStkUSD0.0015 COM 878237106 4215213.161 93,151 93,151 3 93,151
Techne Corp Common Stk
USD0.01 COM 878377100 6431436 89,400 89,400 1 89,400
Techne Corp Common Stk
USD0.01 COM 878377100 2045470.02 28,433 28,433 3 28,433
TeckResour.'B'Sub.
VotingComNPV COM 878742204 2037289.496 69,100 69,100 2 69,100
TeckResour.'B'Sub.
VotingComNPV COM 878742204 10993049.02 372,858 372,858 3 372,858
Teekay Corp Com Stk
USD0.001 COM Y8564W103 4764864 152,720 152,720 1 152,720
TelecomArgent.
ADR(Rep10'B'Sh) COM 879273209 1252331.08 125,108 125,108 3 125,108
TeledyneTechno.Inc
CmStkUSD0.01 COM 879360105 532476 8,400 8,400 2 8,400
TeledyneTechno.Inc
CmStkUSD0.01 COM 879360105 11952311.28 188,552 188,552 3 188,552
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 132614 6,100 6,100 2 6,100
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 16593402.84 763,266 763,266 3 763,266
Telenav Inc Com Stock
USD0.001 COM 879455103 150444 25,200 25,200 2 25,200
Telenav Inc Com Stock
USD0.001 COM 879455103 1647797.61 276,013 276,013 3 276,013
Telular Corp Com Stk
USD0.01 COM 87970T208 37620 3,800 3,800 2 3,800
Telular Corp Com Stk
USD0.01 COM 87970T208 81180 8,200 8,200 3 8,200
Tempur-Pedic Intl
CmStkUSD0.01 COM 88023U101 1159732 38,800 38,800 2 38,800
Tempur-Pedic Intl
CmStkUSD0.01 COM 88023U101 9123145.36 305,224 305,224 3 305,224
Teradyne Inc Comm Stk
USD0.125 COM 880770102 9076626 638,300 638,300 1 638,300
Teradyne Inc Comm Stk
USD0.125 COM 880770102 105228 7,400 7,400 3 7,400
Terex Corp CommonStock
USD0.01 COM 880779103 4516 200 200 7 200
Terra Nitrogen Company
LP NPV COM 881005201 3801600 17,600 17,600 2 17,600
Terra Nitrogen Company
LP NPV COM 881005201 38932056 180,241 180,241 3 180,241
Territorial Bancorp CS
USD0.01 COM 88145X108 11475 500 500 3 500
Tesco Corp Com NPV(US
Listing) COM 88157K101 2841894.6 266,095 266,095 3 266,095
Tesoro Corp Com Stk
USD0.1666 COM 881609101 284920 6,800 6,800 2 6,800
Tesoro Corp Com Stk
USD0.1666 COM 881609101 976270 23,300 23,300 3 23,300
Tessco Technologies CS
USD0.01 COM 872386107 410698 19,400 19,400 2 19,400
Tessco Technologies CS
USD0.01 COM 872386107 6073694.17 286,901 286,901 3 286,901
Tetra Tech Common
StockUSD0.01 COM 88162G103 5905874 224,900 224,900 1 224,900
Teva Pharm.
ADR(Cnv1OrdILS0.10) COM 881624209 2962844.09 71,549 71,549 3 71,549
Texas Instruments Com
Stk USD1 COM 882508104 2283868.62 82,884 82,884 2 82,884
Texas Instruments Com
Stk USD1 COM 882508104 9762736.5 354,300 354,300 3 354,300
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 134420 4,400 4,400 2 4,400
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 1565931.9 51,258 51,258 3 51,258
TGC Industries ComStk
USD0.01 COM 872417308 23760 3,300 3,300 2 3,300
TGC Industries ComStk
USD0.01 COM 872417308 165348 22,965 22,965 3 22,965
TheMen'sWearhouse
ComStkUSD0.01 COM 587118100 29310259 851,300 851,300 1 851,300
ThermoFisherScient.
ComStk USD1 COM 883556102 235320 4,000 4,000 2 4,000
ThermoFisherScient.
ComStk USD1 COM 883556102 784733.37 13,339 13,339 3 13,339
Thermon Group Com Stk
USD0.001 COM 88362T103 12642441 505,900 505,900 1 505,900
ThomsonReutComNPV
(Canad.List.) COM 884903105 69898.26719 2,420 2,420 7 2,420
Thor Industries ComStk
USD0.10 COM 885160101 152544 4,200 4,200 2 4,200
Tiffany & Co Com Stk
USD0.01 COM 886547108 761124 12,300 12,300 3 12,300
Tim Partic
SpnADR(EachRep5Ord) COM 88706P205 8675908 451,400 451,400 2 451,400
Tim Partic
SpnADR(EachRep5Ord) COM 88706P205 66990694.96 3,485,468 3,485,468 3 3,485,468
TimeWarnerCable ComStk
USD0.01 COM 88732J207 1378370 14,500 14,500 2 14,500
TimeWarnerCable ComStk
USD0.01 COM 88732J207 17597792.38 185,123 185,123 3 185,123
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 917807.075 20,245 20,245 2 20,245
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 1902120.595 41,957 41,957 3 41,957
Timken Co Common Stock
NPV COM 887389104 1683348 45,300 45,300 2 45,300
Timken Co Common Stock
NPV COM 887389104 18276328.48 491,828 491,828 3 491,828
Titan Intl Inc
CommonStock NPV COM 88830M102 47682 2,700 2,700 3 2,700
TJX Corp Common Stk USD1 COM 872540109 27700061.97 618,443 618,443 1 618,443
TJX Corp Common Stk USD1 COM 872540109 358320 8,000 8,000 2 8,000
TJX Corp Common Stk USD1 COM 872540109 10466840.73 233,687 233,687 3 233,687
TJX Corp Common Stk USD1 COM 872540109 1013149.8 22,620 22,620 4 22,620
TNS Inc Common Stock
USD0.001 COM 872960109 8726270.15 583,697 583,697 1 583,697
Tompkins Fin Cp ComStk
USD0.10 COM 890110109 105352 2,600 2,600 2 2,600
Tompkins Fin Cp ComStk
USD0.10 COM 890110109 1604592 39,600 39,600 3 39,600
Torchmark Corp Common
Stk USD1 COM 891027104 521202.5 10,150 10,150 2 10,150
Torchmark Corp Common
Stk USD1 COM 891027104 1214427.5 23,650 23,650 3 23,650
Toro Com Stk USD1 COM 891092108 155142 3,900 3,900 3 3,900
Toronto Dom.Bk.Common
NPV COM 891160509 228509908.9 2,742,314 2,742,314 2 2,742,314
Toronto Dom.Bk.Common
NPV COM 891160509 44647156.83 535,804 535,804 3 535,804
Toronto Dom.Bk.Common
NPV COM 891160509 731947.9242 8,784 8,784 4 8,784
Toronto Dom.Bk.Common
NPV COM 891160509 1608218.914 19,300 19,300 5 19,300
Toronto Dom.Bk.Common
NPV COM 891160509 571875.9795 6,863 6,863 7 6,863
Total System
Ser.ComStkUSD0.10 COM 891906109 1941030 81,900 81,900 2 81,900
Total System
Ser.ComStkUSD0.10 COM 891906109 14983353.3 632,209 632,209 3 632,209
TotalSpoADR
(EachRep1OrdEUR2.5) COM 89151E109 68937.6 1,376 1,376 3 1,376
Tower Group Inc ComStk
USD0.01 COM 891777104 705981.7609 36,391 36,391 3 36,391
TowersWatsonAndCo A CS
USD0.01 COM 891894107 31517005 594,100 594,100 1 594,100
TowersWatsonAndCo A CS
USD0.01 COM 891894107 2302370 43,400 43,400 3 43,400
Tractor Supply
CommStkUSD0.008 COM 892356106 5690229.49 57,541 57,541 3 57,541
TransAtlantic Petroleum
ComNPV COM G89982105 34548863 32,375,575 32,375,575 3 32,375,575
TransCanada Corp Common
NPV COM 89353D107 77298.64322 1,700 1,700 3 1,700
TransDigm Group
CommStkUSD0.01 COM 893641100 11733642.09 82,707 82,707 1 82,707
TransDigm Group
CommStkUSD0.01 COM 893641100 966134.7 6,810 6,810 4 6,810
Transglobe Energy Corp
Com NPV COM 893662106 677483.612 62,300 62,300 2 62,300
Transglobe Energy Corp
Com NPV COM 893662106 5528614.259 508,400 508,400 3 508,400
Travelers Co's
CommonStock NPV COM 89417E109 264917.06 3,881 3,881 2 3,881
Travelers Co's
CommonStock NPV COM 89417E109 255155.88 3,738 3,738 3 3,738
Travelers Co's
CommonStock NPV COM 89417E109 4027.34 59 59 7 59
TriCo Bancshares Com
Stock NPV COM 896095106 9918 600 600 3 600
Trimble Navigation Com
Stk NPV COM 896239100 4912125.56 103,066 103,066 3 103,066
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 589380 28,200 28,200 2 28,200
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 3966004.9 189,761 189,761 3 189,761
TrueReligionAppar.
CSUSD0.00001 COM 89784N104 247428 11,600 11,600 2 11,600
TrueReligionAppar.
CSUSD0.00001 COM 89784N104 1646676 77,200 77,200 3 77,200
TrustCo Bank Common
Stock USD1 COM 898349105 677206 118,600 118,600 2 118,600
TrustCo Bank Common
Stock USD1 COM 898349105 5801873.9 1,016,090 1,016,090 3 1,016,090
Trustmark Corp Common
Stk NPV COM 898402102 571990 23,500 23,500 2 23,500
Trustmark Corp Common
Stk NPV COM 898402102 6194530 254,500 254,500 3 254,500
TRW
AutoHldgsCorp
ComStkUSD0.01 COM 87264S106 218550 5,000 5,000 2 5,000
TRW
AutoHldgsCorp
ComStkUSD0.01 COM 87264S106 2661939 60,900 60,900 3 60,900
TupperwareBrandsCp
CmStkUSD0.01 COM 899896104 1559469 29,100 29,100 2 29,100
TupperwareBrandsCp
CmStkUSD0.01 COM 899896104 8869145 165,500 165,500 3 165,500
Tutor Perini Corp Com
Stk USD1 COM 901109108 358781.28 31,362 31,362 3 31,362
Twin Disc Inc Common
Stock NPV COM 901476101 209430 11,700 11,700 2 11,700
Twin Disc Inc Common
Stock NPV COM 901476101 701680 39,200 39,200 3 39,200
Two Harbors Inv REIT
USD0.0001 COM 90187B101 5957250 507,000 507,000 3 507,000
Tyco Intl Ltd CommonStk
CHF6.7 COM H89128104 28130 500 500 3 500
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 163404 10,200 10,200 3 10,200
U.S.Bancorp Com Stk
USD0.01 COM 902973304 1397759.3 40,751 40,751 2 40,751
U.S.Bancorp Com Stk
USD0.01 COM 902973304 4203842.3 122,561 122,561 3 122,561
UbiquitiNetworks
ComStkUSD0.001 COM 90347A100 1845690 155,100 155,100 3 155,100
UBS AG CHF0.10 (Regd) COM H89231338 40912.00255 3,358 3,358 2 3,358
UBS AG CHF0.10 (Regd) COM H89231338 84747434.51 6,955,951 6,955,951 3 6,955,951
UDR Incorporated REIT
USD0.01 COM 902653104 15837642 638,100 638,100 3 638,100
UFP Tech.Inc ComStk
USD0.01 COM 902673102 10554 600 600 3 600
UGI Corporation Comm
Stock NPV COM 902681105 466725 14,700 14,700 3 14,700
Ultra Petrol.Com NPV(US
List.) COM 903914109 160475.98 7,301 7,301 3 7,301
UltraCleanHldgs
ComStkUSD0.001 COM 90385V107 76514 13,400 13,400 2 13,400
UltraCleanHldgs
ComStkUSD0.001 COM 90385V107 223814.87 39,197 39,197 3 39,197
UltraparPart.SpnADR
(EchRp1Ord) COM 90400P101 12342159.72 553,212 553,212 2 553,212
UltraparPart.SpnADR
(EchRp1Ord) COM 90400P101 49637072.8 2,224,880 2,224,880 3 2,224,880
UMB FINANCIAL CORP COM 902788108 140490.48 2,886 2,886 1 2,886
UnileverSpoADR
(EachRep1Ord)JPM COM 904767704 89364.44 2,447 2,447 3 2,447
Unilife Corp Com Stock
USD0.01 COM 90478E103 5759997.36 1,846,153 1,846,153 1 1,846,153
Union Fst Mkt Bnksh CS
USD1.33 COM 90662P104 45124 2,900 2,900 3 2,900
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 6528500 55,000 55,000 2 55,000
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 45035610.9 379,407 379,407 3 379,407
Unisys Corp Common Stk
USD0.01 COM 909214306 324792 15,600 15,600 2 15,600
Unisys Corp Common Stk
USD0.01 COM 909214306 3323954.64 159,652 159,652 3 159,652
Unit Corporation ComStk
USD0.2 COM 909218109 356900 8,600 8,600 2 8,600
Unit Corporation ComStk
USD0.2 COM 909218109 1489850 35,900 35,900 3 35,900
United Online ComStk
USD0.0001 COM 911268100 230184 41,700 41,700 2 41,700
United Online ComStk
USD0.0001 COM 911268100 2697127.2 488,610 488,610 3 488,610
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 30780919.92 555,512 555,512 1 555,512
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 10860360 196,000 196,000 2 196,000
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 104946263 1,893,995 1,893,995 3 1,893,995
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 1714385.4 30,940 30,940 4 30,940
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 1274430 23,000 23,000 5 23,000
Unitil Corp Common Stock
NPV COM 913259107 130656 4,800 4,800 2 4,800
Unitil Corp Common Stock
NPV COM 913259107 337528 12,400 12,400 3 12,400
Universal Corp Com Stk
NPV COM 913456109 8518916 167,300 167,300 1 167,300
Universal Corp Com Stk
NPV COM 913456109 631408 12,400 12,400 2 12,400
Universal Corp Com Stk
NPV COM 913456109 9041609.8 177,565 177,565 3 177,565
Universal Health REIT
USD0.01 COM 91359E105 114950 2,500 2,500 2 2,500
Universal Health REIT
USD0.01 COM 91359E105 142538 3,100 3,100 3 3,100
Universal Truckload
ComStk NPV COM 91388P105 11179 700 700 3 700
UniversalHlthClsB
ComStkUSD0.01 COM 913903100 31233178.43 682,991 682,991 1 682,991
UniversalHlthClsB
ComStkUSD0.01 COM 913903100 1051790 23,000 23,000 2 23,000
UniversalHlthClsB
ComStkUSD0.01 COM 913903100 22963136.58 502,146 502,146 3 502,146
UniversalInsurance
CmStkUSD0.01 COM 91359V107 135905 35,300 35,300 2 35,300
UniversalInsurance
CmStkUSD0.01 COM 91359V107 966581 251,060 251,060 3 251,060
UniversalTecInst
CmStkUSD0.0001 COM 913915104 139740 10,200 10,200 2 10,200
UniversalTecInst
CmStkUSD0.0001 COM 913915104 113710 8,300 8,300 3 8,300
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 79200 4,400 4,400 2 4,400
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 610542 33,919 33,919 3 33,919
UNS Energy Corp Com
Stock NPV COM 903119105 13696592 327,200 327,200 1 327,200
UNS Energy Corp Com
Stock NPV COM 903119105 1787422 42,700 42,700 3 42,700
Unum Group CommonStock
USD0.10 COM 91529Y106 1099384 57,200 57,200 2 57,200
Unum Group CommonStock
USD0.10 COM 91529Y106 24098631.82 1,253,831 1,253,831 3 1,253,831
UrstadtBiddlePrp
ClAREITUSD0.01 COM 917286205 84966 4,200 4,200 2 4,200
UrstadtBiddlePrp
ClAREITUSD0.01 COM 917286205 234668 11,600 11,600 3 11,600
US Ecology Inc Com Stk
USD0.01 COM 91732J102 129480 6,000 6,000 2 6,000
US Ecology Inc Com Stk
USD0.01 COM 91732J102 60424 2,800 2,800 3 2,800
US PhysicalTherapy
CmStkUSD0.01 COM 90337L108 552600 20,000 20,000 2 20,000
US PhysicalTherapy
CmStkUSD0.01 COM 90337L108 5117158.89 185,203 185,203 3 185,203
USA Mobility Com.Stk
USD0.0001 COM 90341G103 322864 27,200 27,200 2 27,200
USA Mobility Com.Stk
USD0.0001 COM 90341G103 5240450.69 441,487 441,487 3 441,487
USANAHealthScien.
CmStkUSD0.001 COM 90328M107 1389453 29,900 29,900 2 29,900
USANAHealthScien.
CmStkUSD0.001 COM 90328M107 17097985.92 367,936 367,936 3 367,936
UtahMedicalProd
ComStockUSD0.01 COM 917488108 33990 1,000 1,000 3 1,000
Utd Bankshares Com Stk
USD2.50 COM 909907107 1170770 47,000 47,000 2 47,000
Utd Bankshares Com Stk
USD2.50 COM 909907107 8937708 358,800 358,800 3 358,800
Utd Fire Grp Com Stk
USD0.001 COM 910340108 45269.46 1,800 1,800 2 1,800
Utd Fire Grp Com Stk
USD0.001 COM 910340108 25149.7 1,000 1,000 3 1,000
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 4778299.48 66,764 66,764 2 66,764
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 25731633.67 359,531 359,531 3 359,531
Utd Technologies Com Stk
USD1 COM 913017109 7140674.32 91,208 91,208 2 91,208
Utd Technologies Com Stk
USD1 COM 913017109 58147235.64 742,716 742,716 3 742,716
Utd Therapeutics
ComStkUSD0.01 COM 91307C102 2352548 42,100 42,100 2 42,100
Utd Therapeutics
ComStkUSD0.01 COM 91307C102 34462369.48 616,721 616,721 3 616,721
Vaalco Energy Inc CS
USD0.10 COM 91851C201 755820 88,400 88,400 2 88,400
Vaalco Energy Inc CS
USD0.10 COM 91851C201 10629291.6 1,243,192 1,243,192 3 1,243,192
Valassis Comm
IncComStkUSD0.01 COM 918866104 185175 7,500 7,500 2 7,500
Valassis Comm
IncComStkUSD0.01 COM 918866104 2172720 88,000 88,000 3 88,000
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 56206000 3,140,000 3,140,000 2 3,140,000
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 283311390.8 15,827,452 15,827,452 3 15,827,452
Valeant Pharm Com NPV(US
List) COM 91911K102 419886.19 7,597 7,597 3 7,597
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 966240 30,500 30,500 2 30,500
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 18678813.12 589,609 589,609 3 589,609
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 34761525.12 2,002,392 2,002,392 2 2,002,392
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 197453091.4 11,374,026 11,374,026 3 11,374,026
Validus Holdings Ltd
USD0.175 COM G9319H102 410311 12,100 12,100 2 12,100
Validus Holdings Ltd
USD0.175 COM G9319H102 11891016.24 350,664 350,664 3 350,664
ValmontIndustriesInc
ComStkUSD1 COM 920253101 249850 1,900 1,900 3 1,900
ValueClickInc Com Stk
USD0.001 COM 92046N102 507936 29,600 29,600 2 29,600
ValueClickInc Com Stk
USD0.001 COM 92046N102 2420898.48 141,078 141,078 3 141,078
Vanguard Index Funds
Value ETF COM 922908744 2572229.6 43,805 43,805 3 43,805
Vanguard MSCI EAFE ETF COM 921943858 12535828.8 381,260 381,260 2 381,260
Vanguard MSCI Emrg
Markets ETF COM 922042858 2154087.04 51,632 51,632 2 51,632
Vanguard MSCI Emrg
Markets ETF COM 922042858 24071313.56 576,973 576,973 3 576,973
Vanguard Total Stock Mkt
ETF COM 922908769 7844461.5 106,510 106,510 2 106,510
Vantiv Inc Cls A CS
USD0.0001 COM 92210H105 54258331.4 2,517,788 2,517,788 1 2,517,788
Vantiv Inc Cls A CS
USD0.0001 COM 92210H105 183756.85 8,527 8,527 3 8,527
Vantiv Inc Cls A CS
USD0.0001 COM 92210H105 1054657 48,940 48,940 4 48,940
VarianMedicalSystems
ComStkUSD1 COM 92220P105 2222490.4 36,845 36,845 3 36,845
VascularSolutions
CmStkUSD0.01 COM 92231M109 112480 7,600 7,600 3 7,600
Vector Grp Ltd Com Stk
USD0.10 COM 92240M108 1659 100 100 2 100
Vector Grp Ltd Com Stk
USD0.10 COM 92240M108 348738.39 21,021 21,021 3 21,021
Vectren Corp. Common
Stock NPV COM 92240G101 643500 22,500 22,500 2 22,500
Vectren Corp. Common
Stock NPV COM 92240G101 8580943.8 300,033 300,033 3 300,033
VeecoInstruments CmStk
USD0.01 COM 922417100 2477490 82,583 82,583 3 82,583
Ventas Inc. REIT USD0.25 COM 92276F100 1307250 21,000 21,000 2 21,000
Ventas Inc. REIT USD0.25 COM 92276F100 23107200 371,200 371,200 3 371,200
Vera Bradley Inc Com
Stock NPV COM 92335C106 197955 8,300 8,300 2 8,300
Vera Bradley Inc Com
Stock NPV COM 92335C106 31005 1,300 1,300 3 1,300
Verastem Inc Com Stk
USD0.0001 COM 92337C104 328725.12 35,008 35,008 3 35,008
Verisign Inc Com Stk
USD0.001 COM 92343E102 58043202.93 1,192,097 1,192,097 1 1,192,097
VERISK ANALYTICS INC-CL
A COMM COM 92345Y106 24788241.72 520,652 520,652 1 520,652
Verizon Communi.
ComStkUSD0.10 COM 92343V104 45672259.08 1,002,244 1,002,244 1 1,002,244
Verizon Communi.
ComStkUSD0.10 COM 92343V104 7580432.79 166,347 166,347 2 166,347
Verizon Communi.
ComStkUSD0.10 COM 92343V104 38883741.75 853,275 853,275 3 853,275
Verizon Communi.
ComStkUSD0.10 COM 92343V104 2186904.3 47,990 47,990 4 47,990
Verizon Communi.
ComStkUSD0.10 COM 92343V104 548571.66 12,038 12,038 7 12,038
VF Corporation Common
Stk USD1 COM 918204108 4047744 25,400 25,400 3 25,400
ViacomNew'B'NonVtg
ComUSD0.001 COM 92553P201 5760925 107,500 107,500 2 107,500
ViacomNew'B'NonVtg
ComUSD0.001 COM 92553P201 73627140.23 1,373,897 1,373,897 3 1,373,897
VillageSuperMkt
Cls'A'CmStkNPV COM 927107409 47788 1,300 1,300 3 1,300
Virginia Commerce Com
Stk USD1 COM 92778Q109 31500 3,600 3,600 3 3,600
VirginMedia USD0.01
(LdnList) COM 92769L101 275749330.6 9,408,472 9,408,472 3 9,408,472
VirginMedia USD0.01
(LdnList) COM 92769L101 2013209.108 68,690 68,690 4 68,690
VirginMedia USD0.01
(LdnList) COM 92769L101 116912.0852 3,989 3,989 7 3,989
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1853064 13,800 13,800 2 13,800
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 13234636.8 98,560 98,560 3 98,560
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1507830.12 11,229 11,229 4 11,229
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1195092 8,900 8,900 5 8,900
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 821927.88 6,121 6,121 7 6,121
Vishay
Intertech.CommonUSD0.10 COM 928298108 194634 19,800 19,800 2 19,800
Vishay
Intertech.CommonUSD0.10 COM 928298108 3792414 385,800 385,800 3 385,800
VistaPrint NV ComStk
USD0.001 COM N93540107 556645 16,300 16,300 3 16,300
Vivus Inc CommonStock
USD0.001 COM 928551100 3759691 211,100 211,100 1 211,100
Vivus Inc CommonStock
USD0.001 COM 928551100 202570.94 11,374 11,374 3 11,374
Vodafone ADR(10
USD0.11428571) COM 92857W209 89376 3,136 3,136 3 3,136
Volcano Corp Com.Stk
USD0.001 COM 928645100 8293871 290,300 290,300 1 290,300
VonageHldgsCorp
ComStkUSD0.001 COM 92886T201 424764 186,300 186,300 2 186,300
VonageHldgsCorp
ComStkUSD0.001 COM 92886T201 3780426.96 1,658,082 1,658,082 3 1,658,082
VornadoRealtyTstComStk
USD0.04 COM 929042109 22296855 275,100 275,100 3 275,100
VSE Corp Common Stock
USD0.05 COM 918284100 48980 2,000 2,000 2 2,000
VSE Corp Common Stock
USD0.05 COM 918284100 140939.95 5,755 5,755 3 5,755
W&T Offshore ComStk
USD0.00001 COM 92922P106 1038534 55,300 55,300 2 55,300
W&T Offshore ComStk
USD0.00001 COM 92922P106 2067678 110,100 110,100 3 110,100
WabcoHldngs Inc ComStk
USD0.01 COM 92927K102 98039 1,700 1,700 2 1,700
WabcoHldngs Inc ComStk
USD0.01 COM 92927K102 80738 1,400 1,400 3 1,400
Waddell&ReedFin'A'
CmStkUSD0.01 COM 930059100 2516736 76,800 76,800 2 76,800
Waddell&ReedFin'A'
CmStkUSD0.01 COM 930059100 23886053 728,900 728,900 3 728,900
Walgreen Co ComStk
USD0.078125 COM 931422109 9616516 263,900 263,900 2 263,900
Walgreen Co ComStk
USD0.078125 COM 931422109 98981206.76 2,716,279 2,716,279 3 2,716,279
Walgreen Co ComStk
USD0.078125 COM 931422109 535668 14,700 14,700 7 14,700
Wal-Mart Stores
Com.USD0.10 COM 931142103 7400073.6 100,272 100,272 2 100,272
Wal-Mart Stores
Com.USD0.10 COM 931142103 42272123.4 572,793 572,793 3 572,793
Wal-Mart Stores
Com.USD0.10 COM 931142103 23247 315 315 7 315
Walt Disney Co Com Stk
USD0.01 COM 254687106 34794954 665,550 665,550 1 665,550
Walt Disney Co Com Stk
USD0.01 COM 254687106 2628220.16 50,272 50,272 2 50,272
Walt Disney Co Com Stk
USD0.01 COM 254687106 11063598.16 211,622 211,622 3 211,622
Walt Disney Co Com Stk
USD0.01 COM 254687106 1818821.2 34,790 34,790 4 34,790
Warnaco Group Comm Stk
USD0.01 COM 934390402 591660 11,400 11,400 3 11,400
WarnerChilcott ClsA CS
USD0.01 COM G94368100 955192.5 70,755 70,755 3 70,755
Washington Post
'B'ComStk USD1 COM 939640108 145212 400 400 3 400
WashingtonBanking Co
ComStkNPV COM 937303105 5668 400 400 2 400
WashingtonBanking Co
ComStkNPV COM 937303105 212550 15,000 15,000 3 15,000
WashingtonTrustBanc
CSUSD0.0625 COM 940610108 10508 400 400 3 400
Waste Management
ComStkUSD0.01 COM 94106L109 2348256 73,200 73,200 3 73,200
Waste Management
ComStkUSD0.01 COM 94106L109 649620 20,250 20,250 7 20,250
WasteConnections
ComStkUSD0.01 COM 941053100 102286170.3 3,381,361 3,381,361 1 3,381,361
WasteConnections
ComStkUSD0.01 COM 941053100 748082.5 24,730 24,730 4 24,730
Waters Corp Common Stk
USD0.01 COM 941848103 550644.64 6,608 6,608 2 6,608
Waters Corp Common Stk
USD0.01 COM 941848103 4266496 51,200 51,200 3 51,200
Waters Corp Common Stk
USD0.01 COM 941848103 1166620 14,000 14,000 7 14,000
Watson Pharm.Com Stk
USD0.0033 COM 942683103 686048.96 8,056 8,056 3 8,056
WD-40 Company Com Stk
USD0.001 COM 929236107 163184 3,100 3,100 3 3,100
Websense Inc Com Stk
USD0.01 COM 947684106 9942445 635,300 635,300 1 635,300
Weight Watchers Common
Stk NPV COM 948626106 11051040 209,300 209,300 1 209,300
Weingarten Realty REIT
USD0.03 COM 948741103 14589090 519,000 519,000 3 519,000
Weis Markets Common
Stock NPV COM 948849104 270912 6,400 6,400 2 6,400
Weis Markets Common
Stock NPV COM 948849104 186252 4,400 4,400 3 4,400
WellCare Health ComStk
USD0.01 COM 94946T106 4138894.5 73,190 73,190 3 73,190
WellPoint Inc Com Stk
USD0.01 COM 94973V107 1763504 30,400 30,400 2 30,400
WellPoint Inc Com Stk
USD0.01 COM 94973V107 22683998.36 391,036 391,036 3 391,036
WellPoint Inc Com Stk
USD0.01 COM 94973V107 174030 3,000 3,000 7 3,000
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 34840562.82 1,008,994 1,008,994 1 1,008,994
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 11628737.16 336,772 336,772 2 336,772
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 74234803.92 2,149,864 2,149,864 3 2,149,864
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 1768971.9 51,230 51,230 4 51,230
Wendy's Co (The)
ComStkUSD0.10 COM 95058W100 23704212.5 5,238,500 5,238,500 1 5,238,500
WernerEnterprises
ComStkUSD0.01 COM 950755108 247776 11,600 11,600 3 11,600
WesBanco Inc Com Stk
USD2.0833 COM 950810101 252662 12,200 12,200 3 12,200
West Bancorporation
ComStk NPV COM 95123P106 18075 1,500 1,500 3 1,500
West Pharmaceut.ComStk
USD0.25 COM 955306105 5137176 96,800 96,800 1 96,800
Westamerica Bancorp
CommStkNPV COM 957090103 9842860 209,200 209,200 1 209,200
Westamerica Bancorp
CommStkNPV COM 957090103 1162135 24,700 24,700 2 24,700
Westamerica Bancorp
CommStkNPV COM 957090103 2107840 44,800 44,800 3 44,800
Westar Energy
CommonStock USD5 COM 95709T100 293634 9,900 9,900 2 9,900
Westar Energy
CommonStock USD5 COM 95709T100 133470 4,500 4,500 3 4,500
Westell Tech.'A'ComStk
USD0.01 COM 957541105 22042 10,300 10,300 3 10,300
Western Digital ComStk
USD0.01 COM 958102105 3818778 98,600 98,600 2 98,600
Western Digital ComStk
USD0.01 COM 958102105 36255153 936,100 936,100 3 936,100
Western Refining
ComStkUSD0.01 COM 959319104 2565640 98,000 98,000 2 98,000
Western Refining
ComStkUSD0.01 COM 959319104 21897920.66 836,437 836,437 3 836,437
Western Union Co.CmStk
USD0.01 COM 959802109 6260392 343,600 343,600 2 343,600
Western Union Co.CmStk
USD0.01 COM 959802109 58825092 3,228,600 3,228,600 3 3,228,600
WestlakeChemical CmStk
USD0.01 COM 960413102 29224 400 400 3 400
Westwood Hldgs Com Stk
USD0.01 COM 961765104 11703 300 300 3 300
WhitingPetroleum
CmStkUSD0.001 COM 966387102 1231880 26,000 26,000 3 26,000
Wiley(John)&SonsClA'
ComStkUSD1 COM 968223206 703724.25 15,315 15,315 3 15,315
Williams Cos Common
Stock USD1 COM 969457100 94419 2,700 2,700 3 2,700
Williams-Sonoma ComStk
USD0.01 COM 969904101 312187 7,100 7,100 2 7,100
Williams-Sonoma ComStk
USD0.01 COM 969904101 285805 6,500 6,500 3 6,500
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 36244142.48 981,694 981,694 1 981,694
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 1569100 42,500 42,500 2 42,500
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 11356592 307,600 307,600 3 307,600
Wilshire Bancorp Com
Stock NPV COM 97186T108 114660 18,200 18,200 2 18,200
Wilshire Bancorp Com
Stock NPV COM 97186T108 170730 27,100 27,100 3 27,100
Windstream Corp Com
Stock NPV COM 97381W104 4071960.76 403,564 403,564 3 403,564
Wipro ADR (Each Repr1Ord
INR2) COM 97651M109 227330 25,400 25,400 3 25,400
WolverineWorldWide
ComStk USD1 COM 978097103 11855664 267,200 267,200 1 267,200
WolverineWorldWide
ComStk USD1 COM 978097103 310590 7,000 7,000 2 7,000
WolverineWorldWide
ComStk USD1 COM 978097103 155295 3,500 3,500 3 3,500
WooriFinanceADR(EachRep
3 Ord) COM 981063100 11816 400 400 3 400
World Acceptance Com Stk
NPV COM 981419104 1274805 18,900 18,900 2 18,900
World Acceptance Com Stk
NPV COM 981419104 12039825 178,500 178,500 3 178,500
World Wresting Com Stk
USD0.01 COM 98156Q108 22540 2,800 2,800 3 2,800
WPP PLC
SpnADR(EachRep5Ord10p) COM 92933H101 72694.71 1,067 1,067 3 1,067
WPX Energy Inc Common
Stk USD1 COM 98212B103 20320659.66 1,224,874 1,224,874 3 1,224,874
Wright Medical Com Stk
USD0.01 COM 98235T107 6489285 293,500 293,500 1 293,500
WrightExpressCp ComStk
USD0.01 COM 98233Q105 264936 3,800 3,800 2 3,800
WrightExpressCp ComStk
USD0.01 COM 98233Q105 362544 5,200 5,200 3 5,200
WstCst
Bancrp/OregonComStk NPV COM 952145209 15764 700 700 3 700
WuXi PharmaTechADR
(EchRep8Com) COM 929352102 19276869.5 1,291,150 1,291,150 4 1,291,150
WuXi PharmaTechADR
(EchRep8Com) COM 929352102 51513620.99 3,450,343 3,450,343 6 3,450,343
WyndhamWorldwide
ComStkUSD0.01 COM 98310W108 20992 400 400 3 400
Xcel Energy Common Stk
USD2.50 COM 98389B100 543116 19,600 19,600 2 19,600
Xcel Energy Common Stk
USD2.50 COM 98389B100 567223.7 20,470 20,470 3 20,470
Xerox Corp Common Stock
USD1 COM 984121103 33764 4,600 4,600 3 4,600
Xerox Corp Common Stock
USD1 COM 984121103 17616 2,400 2,400 7 2,400
Xilinx Inc Common Stk
USD0.01 COM 983919101 2001259 59,900 59,900 2 59,900
Xilinx Inc Common Stk
USD0.01 COM 983919101 17162717 513,700 513,700 3 513,700
XL Group PLC Com Stk
USD0.01 COM G98290102 391689 16,300 16,300 2 16,300
XL Group PLC Com Stk
USD0.01 COM G98290102 1530711 63,700 63,700 3 63,700
XuedaEducation
ADR(EchRep2Ord) COM 98418W109 2359872.9 715,113 715,113 4 715,113
Xyratex Limited ComStk
USD0.01 COM G98268108 190731.84 20,800 20,800 2 20,800
Xyratex Limited ComStk
USD0.01 COM G98268108 2175076.56 237,200 237,200 3 237,200
Yamana Gold Inc Common
NPV COM 98462Y100 156507.9526 8,200 8,200 2 8,200
Yamana Gold Inc Common
NPV COM 98462Y100 3500433.965 183,400 183,400 3 183,400
Yandex NV Class 'A'
USD0.01 COM N97284108 3315795 137,300 137,300 3 137,300
YoungInnovations
ComStkUSD0.01 COM 987520103 179860 4,600 4,600 3 4,600
Yum Brands Inc Common
Stk NPV COM 988498101 26516628.72 399,708 399,708 1 399,708
Yum Brands Inc Common
Stk NPV COM 988498101 1894604.06 28,559 28,559 2 28,559
Yum Brands Inc Common
Stk NPV COM 988498101 33942263.94 511,641 511,641 3 511,641
Yum Brands Inc Common
Stk NPV COM 988498101 983158.8 14,820 14,820 4 14,820
Yum Brands Inc Common
Stk NPV COM 988498101 1645232 24,800 24,800 5 24,800
Yum Brands Inc Common
Stk NPV COM 988498101 37150.4 560 560 7 560
ZebraTechClass'A'
ComStkUSD0.01 COM 989207105 14324929 382,100 382,100 1 382,100
ZebraTechClass'A'
ComStkUSD0.01 COM 989207105 1105955 29,500 29,500 2 29,500
ZebraTechClass'A'
ComStkUSD0.01 COM 989207105 5784707 154,300 154,300 3 154,300
Zhongpin Inc ComStock
USD0.001 COM 98952K107 74800 6,800 6,800 2 6,800
Zhongpin Inc ComStock
USD0.001 COM 98952K107 464046 42,186 42,186 3 42,186
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 13041125.58 192,859 192,859 1 192,859
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 1521450 22,500 22,500 2 22,500
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 19570512.78 289,419 289,419 3 289,419
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 1299656.4 19,220 19,220 4 19,220
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 1487640 22,000 22,000 5 22,000
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 183858.78 2,719 2,719 7 2,719
Zions Bancorp Common
Stock NPV COM 989701107 14619016 707,600 707,600 1 707,600
Zions Bancorp Common
Stock NPV COM 989701107 597074 28,900 28,900 2 28,900
Zions Bancorp Common
Stock NPV COM 989701107 13235126.56 640,616 640,616 3 640,616
Zix Corporation ComStk
USD0.01 COM 98974P100 13156 4,600 4,600 2 4,600
Zix Corporation ComStk
USD0.01 COM 98974P100 48334 16,900 16,900 3 16,900
Zygo Corp Common Stock
USD0.10 COM 989855101 126201 6,900 6,900 2 6,900
Zygo Corp Common Stock
USD0.10 COM 989855101 716968 39,200 39,200 3 39,200
32608072875.63