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