Schroder Investment Management as of Dec. 31, 2011
Portfolio Holdings for Schroder Investment Management
Schroder Investment Management holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing
FORM 13F
US DOLLAR DENOMINATED HOLDINGS - SIM GROUP March 31, 2011
-----------------------------------------------------------------------------------------------------------------------------------
ITEM 6 - INVESTMENT ITEM 8 - VOTING
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 DISCRETION ITEM 7 AUTHORITY
----------------------------- ----------- --------- ------------- ---------- ----------------------- -------- ---------------------
MARKET SOLE SHARED OTHER SOLE SHARED NONE
NAME OF ISSUE CLASS TITLE CUSIP VALUE SHARES A B C MANAGERS A B C
----------------------------- ----------- --------- ------------- ---------- ---------- ------ ----- -------- --------- ------ ----
{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
1st SourceCorp CommonStock
NPV COM 336901103 165024.95 6,515 6,515 3 6,515
3M Co Common Stock USD0.01 COM 88579Y101 6124437.55 74,935 74,935 2 74,935
3M Co Common Stock USD0.01 COM 88579Y101 48095489.64 588,468 588,468 3 588,468
3M Co Common Stock USD0.01 COM 88579Y101 32692 400 400 7 400
Abbott Laboratories ComStk
NPV COM 2824100 9791498.59 174,133 174,133 2 174,133
Abbott Laboratories ComStk
NPV COM 2824100 100975809.7 1,795,764 1,795,764 3 1,795,764
Abbott Laboratories ComStk
NPV COM 2824100 1001681.22 17,814 17,814 7 17,814
ABM Industries Com Stk
USD0.01 COM 957100 115472 5,600 5,600 2 5,600
ABM Industries Com Stk
USD0.01 COM 957100 3130116 151,800 151,800 3 151,800
AboveNet Inc Com Stock
USD0.01 COM 00374N107 50601313.62 778,362 778,362 1 778,362
AboveNet Inc Com Stock
USD0.01 COM 00374N107 13002 200 200 3 200
Acadia Pharma Inc CS
USD0.0001 COM 4225108 3780 3,500 3,500 3 3,500
Accenture A NewCS
USD0.0000225 COM G1151C101 4234552.96 79,552 79,552 2 79,552
Accenture A NewCS
USD0.0000225 COM G1151C101 38510041.95 723,465 723,465 3 723,465
ACE Limited CHF30.57(US
List.) COM H0023R105 5287048 75,400 75,400 2 75,400
ACE Limited CHF30.57(US
List.) COM H0023R105 71393870.04 1,018,167 1,018,167 3 1,018,167
ACE Limited CHF30.57(US
List.) COM H0023R105 203348 2,900 2,900 7 2,900
ACI Worldwide Com Stk
USD0.005 COM 4498101 140336 4,900 4,900 2 4,900
ACI Worldwide Com Stk
USD0.005 COM 4498101 194752 6,800 6,800 3 6,800
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 55440 4,500 4,500 3 4,500
Actuant Class'A'ComStk
USD0.20 COM 00508X203 111181 4,900 4,900 3 4,900
Adobe Systems Inc NPV COM 00724F101 808522 28,600 28,600 2 28,600
Adobe Systems Inc NPV COM 00724F101 472109 16,700 16,700 3 16,700
Adobe Systems Inc NPV COM 00724F101 7067.5 250 250 7 250
Adv.AmericaCsh Com Stk
USD0.01 COM 00739W107 138725 15,500 15,500 2 15,500
Adv.AmericaCsh Com Stk
USD0.01 COM 00739W107 294455 32,900 32,900 3 32,900
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 2792163 40,100 40,100 2 40,100
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 28924302 415,400 415,400 3 415,400
Advanced Energy
ComStkUSD0.001 COM 7973100 336256.74 31,338 31,338 3 31,338
Aeropostale Inc Com
StkUSD0.01 COM 7865108 1307687.5 85,750 85,750 2 85,750
Aeropostale Inc Com
StkUSD0.01 COM 7865108 17930187.5 1,175,750 1,175,750 3 1,175,750
AES Corp Common Stock USD0.01 COM 00130H105 625152 52,800 52,800 3 52,800
Aetna Inc Common Stock NPV COM 00817Y108 5135071.47 121,713 121,713 2 121,713
Aetna Inc Common Stock NPV COM 00817Y108 74570149.96 1,767,484 1,767,484 3 1,767,484
AFLAC Inc. Com Stk USD0.10 COM 1055102 5779536 133,600 133,600 2 133,600
AFLAC Inc. Com Stk USD0.10 COM 1055102 80875824.54 1,869,529 1,869,529 3 1,869,529
AFLAC Inc. Com Stk USD0.10 COM 1055102 283136.7 6,545 6,545 4 6,545
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 26168 400 400 2 400
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 85046 1,300 1,300 3 1,300
AGCO Corp Common Stock
USD0.01 COM 1084102 157656.93 3,669 3,669 2 3,669
AGCO Corp Common Stock
USD0.01 COM 1084102 6299402 146,600 146,600 3 146,600
AGCO Corp Common Stock
USD0.01 COM 1084102 1095735 25,500 25,500 5 25,500
AGCO Corp Common Stock
USD0.01 COM 1084102 199767.53 4,649 4,649 7 4,649
Agilent Technologies USD0.01 COM 00846U101 41916 1,200 1,200 2 1,200
Agilent Technologies USD0.01 COM 00846U101 1029072.73 29,461 29,461 3 29,461
AGL Resources Inc Com Stk
USD5 COM 1204106 156362 3,700 3,700 3 3,700
Agnico-Eagle Mines Common NPV COM 8474108 26378.52303 725 725 2 725
Agnico-Eagle Mines Common NPV COM 8474108 175444.4663 4,822 4,822 3 4,822
Agree Realty Cp REIT
USD0.0001 COM 8492100 1271709.56 52,162 52,162 3 52,162
Agrium Incorporated Common
NPV COM 8916108 4223806.344 62,900 62,900 2 62,900
Agrium Incorporated Common
NPV COM 8916108 70169846.33 1,044,954 1,044,954 3 1,044,954
Air Products^Chemicals
ComUSD1 COM 9158106 6550770.24 76,896 76,896 3 76,896
Aircastle Ltd ComStock
USD0.01 COM G0129K104 372696 29,300 29,300 3 29,300
Airgas Inc Common
StockUSD0.01 COM 9363102 59033867.52 756,069 756,069 1 756,069
AirmediaGrp ADR (EachRep2
Ord) COM 9411109 5682765 1,565,500 1,565,500 4 1,565,500
Alaska Airgroup Com.Stk USD1 COM 11659109 15506085 206,500 206,500 1 206,500
Alaska Airgroup Com.Stk USD1 COM 11659109 127653 1,700 1,700 2 1,700
Alaska Airgroup Com.Stk USD1 COM 11659109 1689525 22,500 22,500 3 22,500
AlaskaCommSysGp ComStk
USD0.01 COM 01167P101 12341 4,100 4,100 3 4,100
Albemarle Corp Com Stk
USD0.01 COM 12653101 365721 7,100 7,100 2 7,100
Albemarle Corp Com Stk
USD0.01 COM 12653101 1220787 23,700 23,700 3 23,700
Alcoa Inc Common Stock USD1 COM 13817101 15673.8 1,812 1,812 7 1,812
AlexionPharma.ComStk
USD0.0001 COM 15351109 1089803 15,242 15,242 3 15,242
Allegiant Travel
ComStkUSD0.01 COM 01748X102 18749010 351,500 351,500 1 351,500
Allergan Inc Common
StkUSD0.01 COM 18490102 611635.54 6,971 6,971 3 6,971
Alliance Fin Corp Com Stk
USD1 COM 19205103 106875.68 3,461 3,461 3 3,461
Alliance Resource Ptnrs LP
NPV COM 01877R108 3136570 41,500 41,500 2 41,500
Alliance Resource Ptnrs LP
NPV COM 01877R108 58509954.68 774,146 774,146 3 774,146
AllianceBernstein Uts Ltd
Part COM 01881G106 75864 5,800 5,800 3 5,800
AllianceDataSyst
ComStkUSD0.01 COM 18581108 62304 600 600 3 600
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 2271773 36,100 36,100 2 36,100
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 34476766.87 547,859 547,859 3 547,859
Allstate Corp.Com Stk USD0.01 COM 20002101 17117627.23 624,503 624,503 1 624,503
Allstate Corp.Com Stk USD0.01 COM 20002101 660581 24,100 24,100 2 24,100
Allstate Corp.Com Stk USD0.01 COM 20002101 10493671.81 382,841 382,841 3 382,841
Allstate Corp.Com Stk USD0.01 COM 20002101 792697.2 28,920 28,920 4 28,920
Allstate Corp.Com Stk USD0.01 COM 20002101 6112.43 223 223 7 223
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 303414 18,300 18,300 2 18,300
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 1754445.86 105,817 105,817 3 105,817
AlphaNatResInc
ComStockUSD0.01 COM 02076X102 226732.14 11,098 11,098 3 11,098
Altera Corp Com Stk USD0.001 COM 21441100 1402380 37,800 37,800 2 37,800
Altera Corp Com Stk USD0.001 COM 21441100 4005056.3 107,953 107,953 3 107,953
Alterra Capital Holdings USD1 COM G0229R108 18431281.85 779,995 779,995 1 779,995
Alterra Capital Holdings USD1 COM G0229R108 1793517 75,900 75,900 3 75,900
Altisource Portolio
ComStkUSD1 COM L0175J104 14697722 292,900 292,900 1 292,900
Altria Group
ComStockUSD0.3333 COM 02209S103 17455251.5 588,710 588,710 1 588,710
Altria Group
ComStockUSD0.3333 COM 02209S103 1684120 56,800 56,800 2 56,800
Altria Group
ComStockUSD0.3333 COM 02209S103 3575760.35 120,599 120,599 3 120,599
Altria Group
ComStockUSD0.3333 COM 02209S103 2295799.5 77,430 77,430 4 77,430
Altria Group
ComStockUSD0.3333 COM 02209S103 1677359.8 56,572 56,572 7 56,572
Amazon Comm.Inc USD0.01 COM 23135106 23289912.6 134,546 134,546 1 134,546
Amazon Comm.Inc USD0.01 COM 23135106 1749348.6 10,106 10,106 2 10,106
Amazon Comm.Inc USD0.01 COM 23135106 6420279 37,090 37,090 3 37,090
Amazon Comm.Inc USD0.01 COM 23135106 1140729 6,590 6,590 4 6,590
Amazon Comm.Inc USD0.01 COM 23135106 7443.3 43 43 7 43
Amdocs Limited Ord USD0.01 COM G02602103 60219668.97 2,110,749 2,110,749 1 2,110,749
Amdocs Limited Ord USD0.01 COM G02602103 422244 14,800 14,800 7 14,800
Amedisys Inc Com Stk USD0.001 COM 23436108 136375 12,500 12,500 2 12,500
Amedisys Inc Com Stk USD0.001 COM 23436108 4340838.07 397,877 397,877 3 397,877
Amer.Elec.Power Com.USD6.50 COM 25537101 979047 23,700 23,700 2 23,700
Amer.Elec.Power Com.USD6.50 COM 25537101 6415443 155,300 155,300 3 155,300
Amerco Inc Common
StockUSD0.25 COM 23586100 256360 2,900 2,900 3 2,900
Ameren Corp Common Stk
USD0.01 COM 23608102 72886 2,200 2,200 3 2,200
Ameresco Inc ClsA CS
USD0.0001 COM 02361E108 4751510.4 346,320 346,320 3 346,320
American Equity Com Stock
USD1 COM 25676206 73840 7,100 7,100 2 7,100
American Equity Com Stock
USD1 COM 25676206 140400 13,500 13,500 3 13,500
American Express
ComStkUSD0.20 COM 25816109 1251278.59 26,527 26,527 2 26,527
American Express
ComStkUSD0.20 COM 25816109 17709174.61 375,433 375,433 3 375,433
American Express
ComStkUSD0.20 COM 25816109 696087.69 14,757 14,757 4 14,757
American Express
ComStkUSD0.20 COM 25816109 210378.2 4,460 4,460 7 4,460
American Greetings
Com.'A'USD1 COM 26375105 10524663 841,300 841,300 1 841,300
American Intl Grp Wts
19/01/21 COM 26874156 4215.15 765 765 3 765
American Intl Grp Wts
19/01/21 COM 26874156 281.01 51 51 7 51
American Intl.Gp.Com USD2.50 COM 26874784 2204 95 95 7 95
American States Water CS NPV COM 29899101 355980 10,200 10,200 2 10,200
American States Water CS NPV COM 29899101 282690 8,100 8,100 3 8,100
AmericanCapAgency REIT
USD0.01 COM 02503X105 435240 15,500 15,500 2 15,500
AmericanCapAgency REIT
USD0.01 COM 02503X105 10695672 380,900 380,900 3 380,900
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 798138 52,200 52,200 3 52,200
AmericanFinancialGrp
ComStkNPV COM 25932104 929628 25,200 25,200 2 25,200
AmericanFinancialGrp
ComStkNPV COM 25932104 33547839.78 909,402 909,402 3 909,402
AmericanVanguard
ComStkUSD0.10 COM 30371108 210772 15,800 15,800 3 15,800
AMERICA'S CAR-MART INC COM 03062T105 188064 4,800 4,800 2 4,800
AMERICA'S CAR-MART INC COM 03062T105 677814 17,300 17,300 3 17,300
AMERIGROUP CommonStock
USD0.01 COM 03073T102 2209592 37,400 37,400 2 37,400
AMERIGROUP CommonStock
USD0.01 COM 03073T102 32330112.08 547,226 547,226 3 547,226
Ameriprise Fin.Com Stk
USD0.01 COM 03076C106 34748 700 700 3 700
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 5251228 141,200 141,200 2 141,200
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 86120883 2,315,700 2,315,700 3 2,315,700
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 38250500 1,692,500 1,692,500 2 1,692,500
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 229378451.4 10,149,489 10,149,489 3 10,149,489
Ametek Inc CommonStock
USD0.01 COM 31100100 11274337.9 267,799 267,799 1 267,799
Ametek Inc CommonStock
USD0.01 COM 31100100 75780 1,800 1,800 3 1,800
Amgen Inc Common Stk
USD0.0001 COM 31162100 2480175.46 38,626 38,626 2 38,626
Amgen Inc Common Stk
USD0.0001 COM 31162100 21647053.09 337,129 337,129 3 337,129
AmkorTechnology
ComStkUSD0.001 COM 31652100 956584 219,400 219,400 3 219,400
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 59007 1,300 1,300 2 1,300
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 6744954 148,600 148,600 3 148,600
Amsurg Corp Common Stock NPV COM 03232P405 838488 32,200 32,200 2 32,200
Amsurg Corp Common Stock NPV COM 03232P405 15420054.72 592,168 592,168 3 592,168
AmtechSystemsInc
ComStkUSD0.01 COM 32332504 351463 41,300 41,300 3 41,300
AmTrustFinancial CmStk
USD0.01 COM 32359309 933375 39,300 39,300 2 39,300
AmTrustFinancial CmStk
USD0.01 COM 32359309 6724005 283,116 283,116 3 283,116
Anadarko Petrol.ComStk
USD0.10 COM 32511107 564842 7,400 7,400 2 7,400
Anadarko Petrol.ComStk
USD0.10 COM 32511107 2634148.3 34,510 34,510 3 34,510
Anadigics Inc ComStock
USD0.01 COM 32515108 9738054 4,446,600 4,446,600 1 4,446,600
AnalogDevices Com Stk
USD0.166 COM 32654105 3620936 101,200 101,200 2 101,200
AnalogDevices Com Stk
USD0.166 COM 32654105 21238149.28 593,576 593,576 3 593,576
Ancestry.com Inc CmStk
USD0.01 COM 32803108 284704 12,400 12,400 3 12,400
Anheuser-Busch
ADR(Rep1OrdNPV) COM 03524A108 121919.01 1,999 1,999 2 1,999
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 438900 27,500 27,500 2 27,500
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 13298654.04 833,249 833,249 3 833,249
ANNIncorporatedComStkUSD0.0068 COM 35623107 17346 700 700 3 700
Anworth MtgeAsset REIT
USD0.01 COM 37347101 91688 14,600 14,600 2 14,600
AON Corporation Com Stk USD1 COM 37389103 2199600 47,000 47,000 2 47,000
AON Corporation Com Stk USD1 COM 37389103 24162840 516,300 516,300 3 516,300
AON Corporation Com Stk USD1 COM 37389103 149432.4 3,193 3,193 4 3,193
Apache Corp CommonStk
USD0.625 COM 37411105 24845278.78 274,291 274,291 1 274,291
Apache Corp CommonStk
USD0.625 COM 37411105 6449296 71,200 71,200 2 71,200
Apache Corp CommonStk
USD0.625 COM 37411105 127256747.8 1,404,910 1,404,910 3 1,404,910
Apache Corp CommonStk
USD0.625 COM 37411105 1364134.8 15,060 15,060 4 15,060
Apache Corp CommonStk
USD0.625 COM 37411105 9239.16 102 102 7 102
Apollo Commercial REIT
USD0.01 COM 03762U105 141804 10,800 10,800 3 10,800
APOLLO GLOBAL M ComStkUSD0.01 COM 37612306 12491906 1,006,600 1,006,600 1 1,006,600
APOLLO GLOBAL M ComStkUSD0.01 COM 37612306 257768.11 20,771 20,771 3 20,771
Apollo Grp Cls'A'Com Stk NPV COM 37604105 3361488 62,400 62,400 2 62,400
Apollo Grp Cls'A'Com Stk NPV COM 37604105 35424912 657,600 657,600 3 657,600
Apple Inc Common Stock NPV COM 37833100 82315035 203,247 203,247 1 203,247
Apple Inc Common Stock NPV COM 37833100 20306295 50,139 50,139 2 50,139
Apple Inc Common Stock NPV COM 37833100 225484560 556,752 556,752 3 556,752
Apple Inc Common Stock NPV COM 37833100 7479945 18,469 18,469 4 18,469
Apple Inc Common Stock NPV COM 37833100 3564000 8,800 8,800 5 8,800
Apple Inc Common Stock NPV COM 37833100 1704645 4,209 4,209 7 4,209
Applied
MaterialsComStkUSD0.01 COM 38222105 1987776 185,600 185,600 2 185,600
Applied
MaterialsComStkUSD0.01 COM 38222105 25463785.41 2,377,571 2,377,571 3 2,377,571
AppliedIndustrialTechComStkNPV COM 03820C105 48465561.29 1,378,037 1,378,037 1 1,378,037
AppliedIndustrialTechComStkNPV COM 03820C105 302462 8,600 8,600 2 8,600
AppliedIndustrialTechComStkNPV COM 03820C105 228605 6,500 6,500 3 6,500
AptarGroup Inc CommStk
USD0.01 COM 38336103 73038 1,400 1,400 2 1,400
AptarGroup Inc CommStk
USD0.01 COM 38336103 3203238 61,400 61,400 3 61,400
AquaAmericaInc Com Stk
USD0.50 COM 03836W103 835695 37,900 37,900 2 37,900
AquaAmericaInc Com Stk
USD0.50 COM 03836W103 985635 44,700 44,700 3 44,700
Arbitron Common Stock USD0.50 COM 03875Q108 17562864 510,400 510,400 1 510,400
Arbor RealtyTrust REIT
USD0.01 COM 38923108 106656 30,300 30,300 3 30,300
Arch Capital Com Stk USD0.01 COM G0450A105 2122110 57,000 57,000 2 57,000
Arch Capital Com Stk USD0.01 COM G0450A105 22658178 608,600 608,600 3 608,600
Arch Coal Inc Com Stk USD0.01 COM 39380100 89962 6,200 6,200 2 6,200
Arch Coal Inc Com Stk USD0.01 COM 39380100 740010 51,000 51,000 3 51,000
Archer-Daniels-Midland Com
NPV COM 39483102 257400 9,000 9,000 2 9,000
Archer-Daniels-Midland Com
NPV COM 39483102 243100 8,500 8,500 3 8,500
Ariad Pharmaceuticals
USD0.001 COM 04033A100 431187.75 35,199 35,199 3 35,199
Ariba Inc CommonStock
USD0.002 COM 04033V203 8454888 301,100 301,100 1 301,100
Arling.AssetInv A CS USD0.01 COM 41356205 155709 7,300 7,300 2 7,300
Arling.AssetInv A CS USD0.01 COM 41356205 1537893 72,100 72,100 3 72,100
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 16540406.58 597,774 597,774 1 597,774
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 72938.12 2,636 2,636 2 2,636
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 421109.73 15,219 15,219 3 15,219
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 81073.1 2,930 2,930 4 2,930
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 1153839 41,700 41,700 5 41,700
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 5506.33 199 199 7 199
ARMOURResidentialREITUSD0.0001 COM 42315101 1055074.8 149,656 149,656 3 149,656
Arrow FinancialCorp
ComStkUSD1 COM 42744102 49224 2,100 2,100 2 2,100
Arrow FinancialCorp
ComStkUSD1 COM 42744102 300383.6 12,815 12,815 3 12,815
ArrowElectronicsInc
ComStkUSD1 COM 42735100 37398402.9 999,690 999,690 1 999,690
ArrowElectronicsInc
ComStkUSD1 COM 42735100 583596 15,600 15,600 2 15,600
ArrowElectronicsInc
ComStkUSD1 COM 42735100 20531917.35 548,835 548,835 3 548,835
ArtesianResources A
ComStkUSD1 COM 43113208 20713 1,100 1,100 3 1,100
AsburyAutomotive
ComStkUSD0.01 COM 43436104 15441272 716,200 716,200 1 716,200
Ascena Retail Group CS
USD0.01 COM 04351G101 1010480 34,000 34,000 2 34,000
Ascena Retail Group CS
USD0.01 COM 04351G101 6217424 209,200 209,200 3 209,200
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 1315950 169,800 169,800 3 169,800
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 21063725 2,717,900 2,717,900 4 2,717,900
ASM International NV EUR0.04 COM N07045102 1632473.518 55,250 55,250 2 55,250
ASM International NV EUR0.04 COM N07045102 30262986.13 1,024,231 1,024,231 3 1,024,231
Assurant Inc Com Stock
USD0.01 COM 04621X108 17906019.64 436,094 436,094 1 436,094
Assurant Inc Com Stock
USD0.01 COM 04621X108 316162 7,700 7,700 2 7,700
Assurant Inc Com Stock
USD0.01 COM 04621X108 76934696.84 1,873,714 1,873,714 3 1,873,714
Assurant Inc Com Stock
USD0.01 COM 04621X108 1676274.5 40,825 40,825 4 40,825
Assurant Inc Com Stock
USD0.01 COM 04621X108 1437100 35,000 35,000 5 35,000
Assurant Inc Com Stock
USD0.01 COM 04621X108 321787.22 7,837 7,837 7 7,837
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 1333710 101,500 101,500 2 101,500
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 17322212.34 1,318,281 1,318,281 3 1,318,281
ASTA FundingInc ComStk
USD0.01 COM 46220109 6384 800 800 3 800
AT^T Incorporated Com Stk
USD1 COM 00206R102 8132715.36 268,939 268,939 2 268,939
AT^T Incorporated Com Stk
USD1 COM 00206R102 75932246.88 2,510,987 2,510,987 3 2,510,987
AT^T Incorporated Com Stk
USD1 COM 00206R102 60480 2,000 2,000 7 2,000
Atlas Pipeline Partners LP
NPV COM 49392103 29720 800 800 2 800
Atmel Corp Common Stock NPV COM 49513104 30779190 3,799,900 3,799,900 1 3,799,900
Atmos Energy Corp Comm Stk
NPV COM 49560105 50025 1,500 1,500 2 1,500
Atmos Energy Corp Comm Stk
NPV COM 49560105 480240 14,400 14,400 3 14,400
Atrion Corp Common Stk
USD0.10 COM 49904105 24023 100 100 3 100
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 1297154 32,600 32,600 2 32,600
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 7265654 182,600 182,600 3 182,600
Auto Data ProcessCmStk
USD0.10 COM 53015103 820952 15,200 15,200 2 15,200
Auto Data ProcessCmStk
USD0.10 COM 53015103 11074912.53 205,053 205,053 3 205,053
Autodesk Common Stock USD0.01 COM 52769106 7982856 263,200 263,200 1 263,200
Autodesk Common Stock USD0.01 COM 52769106 7582.5 250 250 7 250
Autoliv Inc Common Stock USD1 COM 52800109 15105576 282,400 282,400 1 282,400
Autoliv Inc Common Stock USD1 COM 52800109 470712 8,800 8,800 2 8,800
Autoliv Inc Common Stock USD1 COM 52800109 17036565 318,500 318,500 3 318,500
AutoZone Inc CommonStk
USD0.01 COM 53332102 259976 800 800 2 800
AutoZone Inc CommonStk
USD0.01 COM 53332102 227479 700 700 3 700
Avago Technologies Com Stk
NPV COM Y0486S104 138528 4,800 4,800 3 4,800
AVEO Pharmac. Com Stk
USD0.001 COM 53588109 127280 7,400 7,400 3 7,400
Avista Corporation Com Stk
NPV COM 05379B107 5354197.5 207,930 207,930 3 207,930
Avnet Com.USD1 COM 53807103 20721485 666,500 666,500 1 666,500
Avnet Com.USD1 COM 53807103 500549 16,100 16,100 2 16,100
Avnet Com.USD1 COM 53807103 2878934 92,600 92,600 3 92,600
Avon Products Com Stk USD0.25 COM 54303102 3230203 184,900 184,900 2 184,900
Avon Products Com Stk USD0.25 COM 54303102 52916630 3,029,000 3,029,000 3 3,029,000
AVX Corp. Com Stk USD0.01 COM 2444107 293480 23,000 23,000 2 23,000
AVX Corp. Com Stk USD0.01 COM 2444107 609928 47,800 47,800 3 47,800
Axis Capital Hldgs USD0.0125 COM G0692U109 524144 16,400 16,400 2 16,400
Axis Capital Hldgs USD0.0125 COM G0692U109 11371176.24 355,794 355,794 3 355,794
AZZ Incorporated Com Stk USD1 COM 2474104 245376 5,400 5,400 2 5,400
AZZ Incorporated Com Stk USD1 COM 2474104 1322304 29,100 29,100 3 29,100
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 24789008.92 212,836 212,836 2 212,836
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 82341494.72 706,976 706,976 3 706,976
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 15660672.67 134,461 134,461 4 134,461
Baker Hughes Common Stock
USD1 COM 57224107 18123896.32 372,613 372,613 1 372,613
Baker Hughes Common Stock
USD1 COM 57224107 353856 7,275 7,275 2 7,275
Baker Hughes Common Stock
USD1 COM 57224107 99136442.88 2,038,167 2,038,167 3 2,038,167
Baker Hughes Common Stock
USD1 COM 57224107 1698168.32 34,913 34,913 4 34,913
Baker Hughes Common Stock
USD1 COM 57224107 2081792 42,800 42,800 5 42,800
Baker Hughes Common Stock
USD1 COM 57224107 651240.96 13,389 13,389 7 13,389
Ball Corp. Com Stk NPV COM 58498106 31156010.83 872,473 872,473 1 872,473
Ball Corp. Com Stk NPV COM 58498106 392810 11,000 11,000 2 11,000
Ball Corp. Com Stk NPV COM 58498106 43208992.87 1,209,997 1,209,997 3 1,209,997
Ball Corp. Com Stk NPV COM 58498106 2674321.9 74,890 74,890 4 74,890
Ball Corp. Com Stk NPV COM 58498106 714200 20,000 20,000 5 20,000
Ball Corp. Com Stk NPV COM 58498106 11748.59 329 329 7 329
BallantyneStrong
ComStkUSD0.01 COM 58516105 10634 2,600 2,600 3 2,600
Bally Tech Inc Com Stk
USD0.10 COM 05874B107 70986464 1,794,400 1,794,400 1 1,794,400
BancFirst Corp Com Stock USD1 COM 05945F103 120128 3,200 3,200 3 3,200
BancolombiaSAADR(Repr4PrfCOP10 COM 05968L102 13763839.52 231,092 231,092 3 231,092
Bank of America ComStk
USD0.01 COM 60505104 2343818 421,550 421,550 2 421,550
Bank of America ComStk
USD0.01 COM 60505104 17868483.36 3,213,756 3,213,756 3 3,213,756
Bank of America ComStk
USD0.01 COM 60505104 5576.68 1,003 1,003 7 1,003
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 23637537 531,300 531,300 1 531,300
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 929841 20,900 20,900 2 20,900
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 8657754 194,600 194,600 3 194,600
Bank of Kentucky Fin
ComStkNPV COM 62896105 108270 5,400 5,400 3 5,400
Bank of Montreal Common NPV COM 63671101 164627.32 3,000 3,000 2 3,000
Bank of Montreal Common NPV COM 63671101 35579860.04 648,371 648,371 3 648,371
Bank Of Nova Scotia Cap.Stk. COM 64149107 4042240.401 80,980 80,980 3 80,980
Bard (C.R) Com.USD0.25 COM 67383109 3958650 46,300 46,300 2 46,300
Bard (C.R) Com.USD0.25 COM 67383109 35903331 419,922 419,922 3 419,922
Barrett Business
ComStkUSD0.01 COM 68463108 15968 800 800 3 800
Barrick Gold Corp Common NPV COM 67901108 2116869.292 46,800 46,800 2 46,800
Barrick Gold Corp Common NPV COM 67901108 20444976.92 452,000 452,000 3 452,000
BarrickGoldCorpComNPV(US
List) COM 67901108 10308085.75 227,803 227,803 3 227,803
Basic Engy Svcs ComStk
USD0.01 COM 06985P100 681620 34,600 34,600 3 34,600
Baxter Intl.Comon USD1 COM 71813109 18465193.8 373,185 373,185 1 373,185
Baxter Intl.Comon USD1 COM 71813109 6915918.56 139,772 139,772 2 139,772
Baxter Intl.Comon USD1 COM 71813109 61648962.76 1,245,937 1,245,937 3 1,245,937
Baxter Intl.Comon USD1 COM 71813109 983662.4 19,880 19,880 4 19,880
Baxter Intl.Comon USD1 COM 71813109 1440362.8 29,110 29,110 5 29,110
Baxter Intl.Comon USD1 COM 71813109 8065.24 163 163 7 163
Baytex Energy Corp Common NPV COM 07317Q105 1745520.966 31,200 31,200 2 31,200
Baytex Energy Corp Common NPV COM 07317Q105 9370985.957 167,500 167,500 3 167,500
BCE Incorporated Common NPV COM 05534B760 408726.3086 9,800 9,800 2 9,800
BCE Incorporated Common NPV COM 05534B760 12242520.73 293,538 293,538 3 293,538
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 66998839.56 4,016,717 4,016,717 2 4,016,717
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 398627580.5 23,898,536 23,898,536 3 23,898,536
BcoSantan.ChileADR(1039ComNPV) COM 05965X109 5605963.5 74,055 74,055 3 74,055
BcoSantanBrADR(EachRep1UnitSh) COM 05967A107 73260 9,000 9,000 3 9,000
Becton Dickinson Com.USD1 COM 75887109 5902880 79,000 79,000 2 79,000
Becton Dickinson Com.USD1 COM 75887109 56410685.92 754,961 754,961 3 754,961
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 927520 16,000 16,000 2 16,000
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 4446299 76,700 76,700 3 76,700
Bemis Co Inc Com Stk USD0.10 COM 81437105 391040 13,000 13,000 2 13,000
Bemis Co Inc Com Stk USD0.10 COM 81437105 2322176 77,200 77,200 3 77,200
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 34832358.57 1,012,863 1,012,863 1 1,012,863
BerkshireHath.BComStkUSD0.0033 COM 84670702 4288060 56,200 56,200 2 56,200
BerkshireHath.BComStkUSD0.0033 COM 84670702 7726138 101,260 101,260 3 101,260
BerkshireHathawayCnvCls'A'USD5 COM 84670108 344265 3 3 3 3
BerryPetroleum'A'ComStkUSD0.01 COM 85789105 344564 8,200 8,200 2 8,200
BerryPetroleum'A'ComStkUSD0.01 COM 85789105 243716 5,800 5,800 3 5,800
Best Buy Co Common Stk
USD0.10 COM 86516101 2297271 98,300 98,300 2 98,300
Best Buy Co Common Stk
USD0.10 COM 86516101 44405897.88 1,900,124 1,900,124 3 1,900,124
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 728838 122,700 122,700 2 122,700
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 14445189 2,431,850 2,431,850 3 2,431,850
Big Lots Inc Common
StkUSD0.01 COM 89302103 71315650.56 1,888,656 1,888,656 1 1,888,656
Big Lots Inc Common
StkUSD0.01 COM 89302103 260544 6,900 6,900 2 6,900
Big Lots Inc Common
StkUSD0.01 COM 89302103 2805568 74,300 74,300 3 74,300
Biogen Idec Com Stk USD0.0005 COM 09062X103 1199545 10,900 10,900 2 10,900
Biogen Idec Com Stk USD0.0005 COM 09062X103 6667599.35 60,587 60,587 3 60,587
BioMarin
Pharma.ComStkUSD0.001 COM 09061G101 516318.84 15,018 15,018 3 15,018
Bio-RadLab.'A'ComStk
USD0.0001 COM 90572207 96040 1,000 1,000 2 1,000
Bio-RadLab.'A'ComStk
USD0.0001 COM 90572207 1200019.8 12,495 12,495 3 12,495
Bio-ReferenceLabs
CmStkUSD0.01 COM 09057G602 9762 600 600 3 600
Bk of Marin Bancorp ComStk
NPV COM 63425102 26313 700 700 3 700
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 2894914 145,400 145,400 2 145,400
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 39403881 1,979,100 1,979,100 3 1,979,100
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 318560 16,000 16,000 7 16,000
BkoftheOzarksIncComStk
USD0.01 COM 63904106 213336 7,200 7,200 2 7,200
BkoftheOzarksIncComStk
USD0.01 COM 63904106 186669 6,300 6,300 3 6,300
Black Hills Corp Com Stk USD1 COM 92113109 120888 3,600 3,600 3 3,600
Blackbaud Inc Com.Stk
USD0.001 COM 09227Q100 135730 4,900 4,900 2 4,900
Blackbaud Inc Com.Stk
USD0.001 COM 09227Q100 149580 5,400 5,400 3 5,400
Block (H^R) Com NPV COM 93671105 5578328 341,600 341,600 3 341,600
BMB Munia Inc Com Stk
USD0.001 COM 09656A105 1503.5 9,700 9,700 3 9,700
BMC Software Inc
ComStkUSD0.01 COM 55921100 3238664 98,800 98,800 2 98,800
BMC Software Inc
ComStkUSD0.01 COM 55921100 31830822.32 971,044 971,044 3 971,044
Boeing Co.Com USD5 COM 97023105 1489005 20,300 20,300 2 20,300
Boeing Co.Com USD5 COM 97023105 4899780 66,800 66,800 3 66,800
Boise Inc Common Stk
USD0.0001 COM 09746Y105 32752 4,600 4,600 3 4,600
BOK
FinancialCpCmStkUSD0.00006 COM 05561Q201 4647078 84,600 84,600 3 84,600
BONA FILM GROUP LTD-SPON ADR COM 09777B107 3054679.4 803,863 803,863 4 803,863
Books-A-Million ComStk
USD0.01 COM 98570104 6318 2,600 2,600 3 2,600
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 38226216.54 599,721 599,721 1 599,721
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 55932806.1 877,515 877,515 3 877,515
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1257398.98 19,727 19,727 4 19,727
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1415028 22,200 22,200 5 22,200
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 188734.14 2,961 2,961 7 2,961
BostonBeerCo
Cls'A'CmSkUSD0.01 COM 100557107 781632 7,200 7,200 3 7,200
BostonScientific
ComStkUSD0.01 COM 101137107 322915.14 60,471 60,471 3 60,471
BP Prudhoe Bay Units of
BenInt COM 55630107 1880340 16,500 16,500 2 16,500
BP Prudhoe Bay Units of
BenInt COM 55630107 9333324 81,900 81,900 3 81,900
BP Spon ADR(Rep 6 Ord
USD0.25) COM 55622104 33935.56 794 794 7 794
BrasilFoods
ADR(EachRep1Share) COM 10552T107 19577956.5 1,001,430 1,001,430 2 1,001,430
BrasilFoods
ADR(EachRep1Share) COM 10552T107 150497737.7 7,698,094 7,698,094 3 7,698,094
Bridge Bancorp Com Stk
USD0.01 COM 108035106 41790 2,100 2,100 3 2,100
BridgepointEducation
CSUSD0.01 COM 10807M105 1426000 62,000 62,000 2 62,000
BridgepointEducation
CSUSD0.01 COM 10807M105 13627500 592,500 592,500 3 592,500
Brinker Intl. Com Stk USD0.10 COM 109641100 481680 18,000 18,000 3 18,000
Bristol-MyersSquibb CS
USD0.10 COM 110122108 17414586.04 494,171 494,171 1 494,171
Bristol-MyersSquibb CS
USD0.10 COM 110122108 5841770.04 165,771 165,771 2 165,771
Bristol-MyersSquibb CS
USD0.10 COM 110122108 167106000.8 4,741,941 4,741,941 3 4,741,941
Bristol-MyersSquibb CS
USD0.10 COM 110122108 1936755.16 54,959 54,959 4 54,959
Bristol-MyersSquibb CS
USD0.10 COM 110122108 2195452 62,300 62,300 5 62,300
Bristol-MyersSquibb CS
USD0.10 COM 110122108 707478.24 20,076 20,076 7 20,076
Bristow Group. Com Stk
USD0.01 COM 110394103 213255 4,500 4,500 3 4,500
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 1702.88 58 58 3 58
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 268345 11,900 11,900 2 11,900
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 2806911.25 124,475 124,475 3 124,475
BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 26599744 1,529,600 1,529,600 1 1,529,600
BrookfieldOfficePropert.ComNPV COM 112900105 512834.1353 32,700 32,700 2 32,700
BrookfieldOfficePropert.ComNPV COM 112900105 441476.4804 28,150 28,150 3 28,150
BROOKS AUTO COM STK USD0.01 COM 114340102 134537 13,100 13,100 2 13,100
BROOKS AUTO COM STK USD0.01 COM 114340102 3175545.62 309,206 309,206 3 309,206
Brown & Brown Common
StkUSD0.1 COM 115236101 25150982 1,111,400 1,111,400 1 1,111,400
Brown-Forman 'B' Com.USD0.15 COM 115637209 700437 8,700 8,700 2 8,700
Brown-Forman 'B' Com.USD0.15 COM 115637209 5838987.75 72,525 72,525 3 72,525
Buckeye Partners Units NPV COM 118230101 166348 2,600 2,600 2 2,600
Buckeye Partners Units NPV COM 118230101 25592 400 400 3 400
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 1716540 42,000 42,000 2 42,000
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 13814060 338,000 338,000 3 338,000
Buffalo Wild Wings Com Stk
NPV COM 119848109 13502 200 200 3 200
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 537306 7,700 7,700 2 7,700
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 999807.84 14,328 14,328 3 14,328
CA Inc Common Stock USD0.10 COM 12673P105 4714138 233,200 233,200 2 233,200
CA Inc Common Stock USD0.10 COM 12673P105 54493575.5 2,695,700 2,695,700 3 2,695,700
Cabot Corp Common Stock USD1 COM 127055101 47654942.2 1,482,730 1,482,730 1 1,482,730
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 1599312 28,600 28,600 2 28,600
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 19422749.52 347,331 347,331 3 347,331
CadenceDesignSyst.ComSkUSD0.01 COM 127387108 19641440 1,888,600 1,888,600 1 1,888,600
CAE Inc. Com NPV COM 124765108 720650.1031 74,200 74,200 3 74,200
CAI Intl Inc Com Stk
USD0.0001 COM 12477X106 17006 1,100 1,100 3 1,100
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 305244 24,400 24,400 2 24,400
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 2459403.45 196,595 196,595 3 196,595
CaliforniaWaterSvcs CS
USD0.01 COM 130788102 82170 4,500 4,500 2 4,500
CaliforniaWaterSvcs CS
USD0.01 COM 130788102 209990 11,500 11,500 3 11,500
Callon Petroleum
ComStkUSD0.01 COM 13123X102 22365 4,500 4,500 3 4,500
Calpine Corp Com Stk USD0.001 COM 131347304 24741158.42 1,515,074 1,515,074 1 1,515,074
Calpine Corp Com Stk USD0.001 COM 131347304 21348682.57 1,307,329 1,307,329 3 1,307,329
Calpine Corp Com Stk USD0.001 COM 131347304 2226758.8 136,360 136,360 4 136,360
Calpine Corp Com Stk USD0.001 COM 131347304 2171890 133,000 133,000 5 133,000
Calpine Corp Com Stk USD0.001 COM 131347304 383950.96 23,512 23,512 7 23,512
Cambrex Corp Com Stk USD0.10 COM 132011107 35182 4,900 4,900 3 4,900
Cameco Corp Com NPV (US
List.) COM 13321L108 2075.75 115 115 7 115
CampbellSoupCoCapStkUSD0.0375 COM 134429109 3503496 105,400 105,400 2 105,400
CampbellSoupCoCapStkUSD0.0375 COM 134429109 60259599.36 1,812,864 1,812,864 3 1,812,864
Canadian Imp.Bk.Com.NPV COM 136069101 57971.12835 800 800 3 800
Canadian Nat'l Railway
CmSkNPV COM 136375102 7057733.674 89,668 89,668 3 89,668
CanadianNaturalRes. Common
NPV COM 136385101 2184174.605 58,300 58,300 3 58,300
CanonADR(EachRp1OrdJPY50)(MGT) COM 138006309 77422.32 1,758 1,758 2 1,758
Capella
EducationComStkUSD0.01 COM 139594105 227115 6,300 6,300 2 6,300
Capella
EducationComStkUSD0.01 COM 139594105 18025 500 500 3 500
Capital One Fin.ComStk
USD0.01 COM 14040H105 1805783 42,700 42,700 2 42,700
Capital One Fin.ComStk
USD0.01 COM 14040H105 43873802.79 1,037,451 1,037,451 3 1,037,451
CapitalSourceInc
ComStkUSD0.01 COM 14055X102 6.7 1 1 3 1
Capstead Mortgage REIT
USD0.01 COM 14067E506 437888 35,200 35,200 2 35,200
Capstead Mortgage REIT
USD0.01 COM 14067E506 7134340 573,500 573,500 3 573,500
Cardinal Health Corp
ComStkNPV COM 14149Y108 22448923.73 552,793 552,793 1 552,793
Cardinal Health Corp
ComStkNPV COM 14149Y108 1441655 35,500 35,500 2 35,500
Cardinal Health Corp
ComStkNPV COM 14149Y108 38059692 937,200 937,200 3 937,200
Cardinal Health Corp
ComStkNPV COM 14149Y108 1346221.5 33,150 33,150 4 33,150
Cardinal Health Corp
ComStkNPV COM 14149Y108 9543.35 235 235 7 235
Career Education
ComStkUSD0.01 COM 141665109 812940 102,000 102,000 2 102,000
Career Education
ComStkUSD0.01 COM 141665109 13235005.91 1,660,603 1,660,603 3 1,660,603
CareFusion Corp ComStk
USD0.01 COM 14170T101 31648155 1,245,500 1,245,500 1 1,245,500
Caribou Coffee Com Stk
USD0.01 COM 142042209 248310 17,800 17,800 3 17,800
CarnivalCpComStkUSD0.01-Paired COM 143658300 71808 2,200 2,200 7 2,200
CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 7572990 287,400 287,400 1 287,400
Cash America Com Stock
USD0.10 COM 14754D100 18143733 389,100 389,100 1 389,100
Cash America Com Stock
USD0.10 COM 14754D100 802036 17,200 17,200 2 17,200
Cash America Com Stock
USD0.10 COM 14754D100 9306881.7 199,590 199,590 3 199,590
Cass Information
ComStkUSD0.50 COM 14808P109 40029 1,100 1,100 3 1,100
Caterpillar Common Stk USD1 COM 149123101 28215648.6 311,431 311,431 1 311,431
Caterpillar Common Stk USD1 COM 149123101 2702054.4 29,824 29,824 2 29,824
Caterpillar Common Stk USD1 COM 149123101 27027429.6 298,316 298,316 3 298,316
Caterpillar Common Stk USD1 COM 149123101 2121489.6 23,416 23,416 4 23,416
Caterpillar Common Stk USD1 COM 149123101 1694220 18,700 18,700 5 18,700
Caterpillar Common Stk USD1 COM 149123101 202309.8 2,233 2,233 7 2,233
Cathay General Com Stk
USD0.01 COM 149150104 28367 1,900 1,900 3 1,900
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 624360 25,800 25,800 2 25,800
Cato Corp 'A'ComStk
USD0.03333 COM 149205106 7809340 322,700 322,700 3 322,700
CBL & Associates
ComStkUSD0.01 COM 124830100 207240 13,200 13,200 2 13,200
CBL & Associates
ComStkUSD0.01 COM 124830100 82048.2 5,226 5,226 3 5,226
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 279288 10,800 10,800 2 10,800
CBOE Holdings Inc
CmStkUSD0.01 COM 12503M108 232740 9,000 9,000 3 9,000
CEC Entertain. Com Stk
USD0.10 COM 125137109 14703260 426,800 426,800 1 426,800
CEC Entertain. Com Stk
USD0.10 COM 125137109 458185 13,300 13,300 2 13,300
CEC Entertain. Com Stk
USD0.10 COM 125137109 9380735 272,300 272,300 3 272,300
Celanese A USD0.0001 (US
List) COM 150870103 19156293.05 432,715 432,715 1 432,715
Celanese A USD0.0001 (US
List) COM 150870103 82430.74 1,862 1,862 2 1,862
Celanese A USD0.0001 (US
List) COM 150870103 51715062.98 1,168,174 1,168,174 3 1,168,174
Celanese A USD0.0001 (US
List) COM 150870103 1592303.36 35,968 35,968 4 35,968
Celanese A USD0.0001 (US
List) COM 150870103 1120031 25,300 25,300 5 25,300
Celanese A USD0.0001 (US
List) COM 150870103 562140.46 12,698 12,698 7 12,698
Celgene Corp Com Stk USD0.01 COM 151020104 1230320 18,200 18,200 2 18,200
Celgene Corp Com Stk USD0.01 COM 151020104 4804670 71,075 71,075 3 71,075
Cellcom Israel Limited
ILS0.01 COM M2196U109 1226684.435 73,517 73,517 2 73,517
Cellcom Israel Limited
ILS0.01 COM M2196U109 14497175.14 868,837 868,837 3 868,837
CemexSAB
SpnADR(EachRepr10CPO) COM 151290889 3694074.23 685,357 685,357 3 685,357
Cenovus Energy Inc Common NPV COM 15135U109 29899.83306 900 900 3 900
Centene Corp Com Stk USD0.001 COM 15135B101 34086990 861,000 861,000 1 861,000
Centene Corp Com Stk USD0.001 COM 15135B101 395900 10,000 10,000 2 10,000
Centene Corp Com Stk USD0.001 COM 15135B101 7106405 179,500 179,500 3 179,500
CenturyLink Inc Comm Stk USD1 COM 156700106 4417909.2 118,761 118,761 3 118,761
Cepheid Inc Common Stock NPV COM 15670R107 5195910 151,000 151,000 1 151,000
CFIndustriesHldgsComStkUSD0.01 COM 125269100 4259802.36 29,382 29,382 2 29,382
CFIndustriesHldgsComStkUSD0.01 COM 125269100 53715090 370,500 370,500 3 370,500
CGI Group Cls'A'Sub Voting
NPV COM 39945C109 605244.0342 32,100 32,100 2 32,100
CGI Group Cls'A'Sub Voting
NPV COM 39945C109 16315191.99 865,300 865,300 3 865,300
CharmCommIncADR(EachRep2.0) COM 16112R101 10114804 1,165,300 1,165,300 3 1,165,300
Chase Corp Common Stk USD0.10 COM 16150R104 5560 400 400 3 400
CheckPointSoftwareTech ILS1 COM M22465104 148901092.1 2,834,052 2,834,052 2 2,834,052
CheckPointSoftwareTech ILS1 COM M22465104 63095128.38 1,200,897 1,200,897 3 1,200,897
CheckPointSoftwareTech ILS1 COM M22465104 498341.9 9,485 9,485 4 9,485
CheckPointSoftwareTech ILS1 COM M22465104 1691788 32,200 32,200 5 32,200
CheckPointSoftwareTech ILS1 COM M22465104 615138.32 11,708 11,708 7 11,708
Chemed Corp Common Stock USD1 COM 16359R103 803997 15,700 15,700 2 15,700
Chemed Corp Common Stock USD1 COM 16359R103 6257862 122,200 122,200 3 122,200
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 1003050 45,000 45,000 2 45,000
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 26717351.25 1,198,625 1,198,625 3 1,198,625
ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 307785 7,100 7,100 2 7,100
ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 247095 5,700 5,700 3 5,700
Chevron Corp Com Stock
USD0.75 COM 166764100 14584354.4 137,071 137,071 2 137,071
Chevron Corp Com Stock
USD0.75 COM 166764100 147294414.4 1,384,346 1,384,346 3 1,384,346
Chevron Corp Com Stock
USD0.75 COM 166764100 1819440 17,100 17,100 7 17,100
Childrens Place ComStk
USD0.10 COM 168905107 47588295.68 895,864 895,864 1 895,864
Chimera Inv Corp REIT USD0.01 COM 16934Q109 167668 66,800 66,800 2 66,800
Chimera Inv Corp REIT USD0.01 COM 16934Q109 574195.13 228,763 228,763 3 228,763
China Info Tech Inc CS
USD0.01 COM 16950L109 31421.6 49,600 49,600 2 49,600
China Info Tech Inc CS
USD0.01 COM 16950L109 181307.7 286,200 286,200 3 286,200
China Lodging Group Spons ADS COM 16949N109 6918240 487,200 487,200 3 487,200
China Lodging Group Spons ADS COM 16949N109 20020580 1,409,900 1,409,900 4 1,409,900
China Lodging Group Spons ADS COM 16949N109 33932320 2,389,600 2,389,600 6 2,389,600
China TransInfo
ComStkUSD0.001 COM 169453107 5950 1,700 1,700 3 1,700
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 56430 17,100 17,100 2 17,100
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 536580 162,600 162,600 3 162,600
ChinaGreenAgriInUSD0.001 COM 16943W105 63600 21,200 21,200 2 21,200
ChinaGreenAgriInUSD0.001 COM 16943W105 1548750 516,250 516,250 3 516,250
ChinaMingYangWindPwrADSUS0.001 COM 16951C108 904758.44 398,572 398,572 4 398,572
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 80638.87 1,663 1,663 2 1,663
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 2567254.56 52,944 52,944 3 52,944
ChinaSkyOneMed ComStk
USD0.001 COM 16941P102 22770 23,000 23,000 2 23,000
ChinaSkyOneMed ComStk
USD0.001 COM 16941P102 100386 101,400 101,400 3 101,400
ChinaTechfaithADR(EachRp15Ord) COM 169424108 88560 49,200 49,200 3 49,200
ChipotleMexGrill
ComStkUSD0.01 COM 169656105 67548 200 200 3 200
Chubb Corp Com USD1 COM 171232101 35741954.66 516,353 516,353 3 516,353
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 13247703.04 398,068 398,068 2 398,068
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 44825231.36 1,346,912 1,346,912 3 1,346,912
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 1111918.08 33,411 33,411 4 33,411
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 83230673.82 2,284,674 2,284,674 2 2,284,674
CiaBrasileira
ADR(EchRep1Pref) COM 20440T201 635739.93 17,451 17,451 3 17,451
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 33188917.26 1,865,594 1,865,594 2 1,865,594
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 125427594.5 7,050,455 7,050,455 3 7,050,455
CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 493311.26 60,307 60,307 3 60,307
Cigna Corp Common Stk USD0.25 COM 125509109 3435600 81,800 81,800 2 81,800
Cigna Corp Common Stk USD0.25 COM 125509109 70599270 1,680,935 1,680,935 3 1,680,935
Cimarex Energy
ComStockUSD0.01 COM 171798101 30640500 495,000 495,000 1 495,000
Cimarex Energy
ComStockUSD0.01 COM 171798101 2154120 34,800 34,800 3 34,800
Cincinnati Fin.Com Stock USD2 COM 172062101 161438 5,300 5,300 3 5,300
CinemarkHoldingsComStkUSD0.001 COM 17243V102 1556858 84,200 84,200 3 84,200
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 3346336.8 185,085 185,085 2 185,085
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 22737408 1,257,600 1,257,600 3 1,257,600
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 126560 7,000 7,000 7 7,000
CIT Group Inc Com Stk USD0.01 COM 125581801 14007279 401,700 401,700 1 401,700
Citi Trends Inc ComStk
USD0.01 COM 17306X102 1085208 123,600 123,600 1 123,600
Citigroup Inc Com Stk USD0.01 COM 172967424 29430918.51 1,118,621 1,118,621 1 1,118,621
Citigroup Inc Com Stk USD0.01 COM 172967424 6336553.02 240,842 240,842 2 240,842
Citigroup Inc Com Stk USD0.01 COM 172967424 90764790.51 3,449,821 3,449,821 3 3,449,821
Citigroup Inc Com Stk USD0.01 COM 172967424 2782335.12 105,752 105,752 4 105,752
Citigroup Inc Com Stk USD0.01 COM 172967424 1207365.9 45,890 45,890 5 45,890
Citigroup Inc Com Stk USD0.01 COM 172967424 599420.73 22,783 22,783 7 22,783
Citizens NrthnCorp ComStk
USD1 COM 172922106 166230 9,000 9,000 3 9,000
ClaytonWilliamsEnrgyCmStUSD0.1 COM 969490101 144172 1,900 1,900 3 1,900
Clean Harbors
Com.StockUSD0.01 COM 184496107 675538 10,600 10,600 3 10,600
ClearChan.Out.'A'ComStkUSD0.01 COM 18451C109 17976620 1,432,400 1,432,400 1 1,432,400
Cleco Corporation Com Stk
USD1 COM 12561W105 94901499.3 2,490,853 2,490,853 1 2,490,853
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 4482965 71,900 71,900 2 71,900
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 57242163.3 918,078 918,078 3 918,078
Clorox Co. Com Stk USD1 COM 189054109 1976832 29,700 29,700 3 29,700
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 197064 10,200 10,200 2 10,200
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 4059132 210,100 210,100 3 210,100
CME Group Inc ComStock
USD0.01 COM 12572Q105 24367 100 100 3 100
CMS Energy Common USD0.01 COM 125896100 324576 14,700 14,700 2 14,700
CMS Energy Common USD0.01 COM 125896100 1225440 55,500 55,500 3 55,500
CNA Financial Cp
ComStkUSD2.50 COM 126117100 205975 7,700 7,700 2 7,700
CNA Financial Cp
ComStkUSD2.50 COM 126117100 1308075 48,900 48,900 3 48,900
CNB FinancialCorp ComStock
NPV COM 126128107 61747.14 3,913 3,913 3 3,913
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 1235498 195,800 195,800 2 195,800
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 14816769.71 2,348,141 2,348,141 3 2,348,141
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 820996 4,700 4,700 2 4,700
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 3808548.04 21,803 21,803 3 21,803
Coach Inc Common Stock
USD0.01 COM 189754104 799624 13,100 13,100 2 13,100
Coach Inc Common Stock
USD0.01 COM 189754104 4938319.12 80,903 80,903 3 80,903
Coach Inc Common Stock
USD0.01 COM 189754104 232928.64 3,816 3,816 7 3,816
Coca-Cola Co Comm Stk USD0.25 COM 191216100 32431654.76 463,508 463,508 1 463,508
Coca-Cola Co Comm Stk USD0.25 COM 191216100 11787006.26 168,458 168,458 2 168,458
Coca-Cola Co Comm Stk USD0.25 COM 191216100 97430426.2 1,392,460 1,392,460 3 1,392,460
Coca-Cola Co Comm Stk USD0.25 COM 191216100 1684877.6 24,080 24,080 4 24,080
Coca-Cola Co Comm Stk USD0.25 COM 191216100 815990.14 11,662 11,662 7 11,662
CocaColaFemsaADS SerL
Rep10NPV COM 191241108 38084 400 400 2 400
CocaColaFemsaADS SerL
Rep10NPV COM 191241108 4931878 51,800 51,800 3 51,800
Coeur d'AleneMines ComStk
USD1 COM 192108504 5797317.56 240,154 240,154 3 240,154
Cogent Comm Group CS USD0.001 COM 19239V302 7186695 425,500 425,500 1 425,500
CognizantTech. A
ComStkUSD0.01 COM 192446102 28006104.66 435,486 435,486 1 435,486
CognizantTech. A
ComStkUSD0.01 COM 192446102 315119 4,900 4,900 2 4,900
CognizantTech. A
ComStkUSD0.01 COM 192446102 68115351.32 1,059,172 1,059,172 3 1,059,172
CognizantTech. A
ComStkUSD0.01 COM 192446102 2451497.2 38,120 38,120 4 38,120
CognizantTech. A
ComStkUSD0.01 COM 192446102 344894.53 5,363 5,363 7 5,363
Cogo Group Inc Com Stk
USD0.01 COM G22538105 12240 6,800 6,800 2 6,800
Cogo Group Inc Com Stk
USD0.01 COM G22538105 53640 29,800 29,800 3 29,800
Cohen^SteersInc ComStk
USD0.01 COM 19247A100 219640 7,600 7,600 2 7,600
Coinstar Inc ComStock
USD0.001 COM 19259P300 766752 16,800 16,800 2 16,800
Coinstar Inc ComStock
USD0.001 COM 19259P300 6380472 139,800 139,800 3 139,800
Coleman Cable Inc CS USD0.001 COM 193459302 25230 2,900 2,900 3 2,900
Colgate-Palmolive Com USD1 COM 194162103 25202975.71 272,789 272,789 1 272,789
Colgate-Palmolive Com USD1 COM 194162103 6789833.49 73,491 73,491 2 73,491
Colgate-Palmolive Com USD1 COM 194162103 58821571.74 636,666 636,666 3 636,666
Colgate-Palmolive Com USD1 COM 194162103 1668563.4 18,060 18,060 4 18,060
Colgate-Palmolive Com USD1 COM 194162103 280218.87 3,033 3,033 7 3,033
Collective Brands
CmStkUSD0.01 COM 19421W100 16386111 1,140,300 1,140,300 1 1,140,300
Colonial Props. REIT USD0.01 COM 195872106 22791636 1,092,600 1,092,600 1 1,092,600
Colony Fin Inc REIT USD0.01 COM 19624R106 34562 2,200 2,200 3 2,200
Comcast Corp Cls A ComStk
USD1 COM 20030N101 29561462.03 1,246,793 1,246,793 1 1,246,793
Comcast Corp Cls A ComStk
USD1 COM 20030N101 1925252 81,200 81,200 2 81,200
Comcast Corp Cls A ComStk
USD1 COM 20030N101 77351835.94 3,262,414 3,262,414 3 3,262,414
Comcast Corp Cls A ComStk
USD1 COM 20030N101 3368432.28 142,068 142,068 4 142,068
Comcast Corp Cls A ComStk
USD1 COM 20030N101 2536970 107,000 107,000 5 107,000
Comcast Corp Cls A ComStk
USD1 COM 20030N101 553201.72 23,332 23,332 7 23,332
Comerica Common Stk USD5 COM 200340107 48753847.2 1,889,684 1,889,684 1 1,889,684
CommerceBancshares Com
StkUSD5 COM 200525103 1767510.04 46,367 46,367 2 46,367
CommerceBancshares Com
StkUSD5 COM 200525103 12239150.28 321,069 321,069 3 321,069
CommonWealth REIT USD0.01 COM 203233101 116480 7,000 7,000 2 7,000
CommonWealth REIT USD0.01 COM 203233101 112220.16 6,744 6,744 3 6,744
Commun.HealthSys.ComStkUSD0.01 COM 203668108 10470 600 600 3 600
Commun.Systems Inc CS USD0.05 COM 203900105 171532 12,200 12,200 3 12,200
Community Bank Sys.ComStk
USD1 COM 203607106 928520 33,400 33,400 3 33,400
Community Tst Bancp
ComStkUSD5 COM 204149108 67666 2,300 2,300 3 2,300
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 39804960.24 1,102,936 1,102,936 2 1,102,936
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 236503039.1 6,553,146 6,553,146 3 6,553,146
Compass Diversified LP NPV COM 20451Q104 12784002 1,031,800 1,031,800 1 1,031,800
CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 11352474 296,100 296,100 2 296,100
CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 45867368.88 1,196,332 1,196,332 3 1,196,332
CompParaDeEnergADR1000Pr'B'Shs COM 20441B407 585342 27,900 27,900 3 27,900
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 300510 5,400 5,400 2 5,400
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 9290211 166,940 166,940 3 166,940
ComputerProg^SysComStkUSD0.001 COM 205306103 240217 4,700 4,700 2 4,700
ComputerProg^SysComStkUSD0.001 COM 205306103 204440 4,000 4,000 3 4,000
comScore Inc Com Stk USD0.001 COM 20564W105 12491040 589,200 589,200 1 589,200
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 220374 7,700 7,700 2 7,700
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 2644488 92,400 92,400 3 92,400
Conagra Foods Inc Com Stk
USD5 COM 205887102 34319630.4 1,299,986 1,299,986 3 1,299,986
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 17771156.25 189,559 189,559 1 189,559
Concord Medical Svcs Hldg ADR COM 206277105 4535817.94 1,404,278 1,404,278 2 1,404,278
Concord Medical Svcs Hldg ADR COM 206277105 180.88 56 56 3 56
Concord Medical Svcs Hldg ADR COM 206277105 961212.47 297,589 297,589 6 297,589
Connecticut Water Svc CS NPV COM 207797101 29843 1,100 1,100 2 1,100
Connecticut Water Svc CS NPV COM 207797101 24417 900 900 3 900
ConocoPhillips CommStk
USD1.25 COM 20825C104 32438007.63 445,149 445,149 1 445,149
ConocoPhillips CommStk
USD1.25 COM 20825C104 5425827.33 74,459 74,459 2 74,459
ConocoPhillips CommStk
USD1.25 COM 20825C104 80208956.31 1,100,713 1,100,713 3 1,100,713
ConocoPhillips CommStk
USD1.25 COM 20825C104 1819563.9 24,970 24,970 4 24,970
ConocoPhillips CommStk
USD1.25 COM 20825C104 1756167 24,100 24,100 5 24,100
ConocoPhillips CommStk
USD1.25 COM 20825C104 883403.01 12,123 12,123 7 12,123
Cons.Comm.Hldgs ComStk
USD0.01 COM 209034107 302895 15,900 15,900 2 15,900
Cons.Comm.Hldgs ComStk
USD0.01 COM 209034107 5820575.1 305,542 305,542 3 305,542
Consol Energy Comm Stk
USD0.01 COM 20854P109 576190 15,700 15,700 2 15,700
Consol Energy Comm Stk
USD0.01 COM 20854P109 410306 11,180 11,180 3 11,180
Consolid.Edison ComStk
USD0.10 COM 209115104 1076840.8 17,360 17,360 2 17,360
Consolid.Edison ComStk
USD0.10 COM 209115104 9862770 159,000 159,000 3 159,000
ContangoOil And Gas CS
USD0.04 COM 21075N204 383988 6,600 6,600 2 6,600
ContangoOil And Gas CS
USD0.04 COM 21075N204 660284.82 11,349 11,349 3 11,349
Cooper Companies
ComStkUSD0.10 COM 216648402 24463388 346,900 346,900 1 346,900
Cooper Tire^Rubber ComStk
USD1 COM 216831107 152709 10,900 10,900 2 10,900
Cooper Tire^Rubber ComStk
USD1 COM 216831107 194080.53 13,853 13,853 3 13,853
CooperInds PLC A
ComStkUSD0.01 COM G24140108 211185 3,900 3,900 2 3,900
CooperInds PLC A
ComStkUSD0.01 COM G24140108 373635 6,900 6,900 3 6,900
Core-Mark Hldg Co
CmStkUSD0.01 COM 218681104 31680 800 800 3 800
Corning Inc Common StkUSD0.50 COM 219350105 1050082 80,900 80,900 2 80,900
Corning Inc Common StkUSD0.50 COM 219350105 7025944.2 541,290 541,290 3 541,290
CorVel Corp
CommStockUSD0.0001 COM 221006109 62052 1,200 1,200 2 1,200
CorVel Corp
CommStockUSD0.0001 COM 221006109 175814 3,400 3,400 3 3,400
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 1014254.36 12,173 12,173 2 12,173
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 7223844 86,700 86,700 3 86,700
Courier Corp Common Stock
USD1 COM 222660102 11730 1,000 1,000 3 1,000
Covance Inc
CommonStockUSD0.01 COM 222816100 306324 6,700 6,700 3 6,700
CoventryHlthCare CmStkUSD0.01 COM 222862104 905026 29,800 29,800 3 29,800
Covidien
USD0.20(PostCons)(US) COM G2554F113 18004 400 400 2 400
Covidien
USD0.20(PostCons)(US) COM G2554F113 958893.04 21,304 21,304 3 21,304
CPFL Energia
ADR(1Repr2ComShs) COM 126153105 397761 14,100 14,100 3 14,100
Crawford & Co 'B'ComStock
USD1 COM 224633107 67760 11,000 11,000 3 11,000
Crawford And Co A Com Stk
USD1 COM 224633206 7733 1,900 1,900 3 1,900
Credicorp
ComStkUSD5(PeruLst.) COM G2519Y108 884925 8,100 8,100 3 8,100
CredicorpComStkUSD5(USListing) COM G2519Y108 12157519.26 111,058 111,058 2 111,058
CredicorpComStkUSD5(USListing) COM G2519Y108 41216002.35 376,505 376,505 3 376,505
CreditAcceptance CmStk
USD0.01 COM 225310101 41140 500 500 2 500
CreditAcceptance CmStk
USD0.01 COM 225310101 205700 2,500 2,500 3 2,500
CreXus Inv Corp REIT USD0.01 COM 226553105 427656 41,200 41,200 3 41,200
Crocs Inc Comm Stock USD0.001 COM 227046109 231889 15,700 15,700 3 15,700
Crosstex Energy ComStk
USD0.01 COM 22765Y104 103648 8,200 8,200 2 8,200
Crown Holdings Common Stk
USD5 COM 228368106 61206501.06 1,822,707 1,822,707 1 1,822,707
CSG Systems Intl
ComStkUSD0.01 COM 126349109 195643 13,300 13,300 3 13,300
CSX Corp Com USD1 COM 126408103 4555235.88 216,298 216,298 2 216,298
CSX Corp Com USD1 COM 126408103 35064900 1,665,000 1,665,000 3 1,665,000
CTC Media Inc Common Stock
NPV COM 12642X106 484981 55,300 55,300 2 55,300
CTC Media Inc Common Stock
NPV COM 12642X106 2898485 330,500 330,500 3 330,500
Cubic Corp. Common Stock NPV COM 229669106 296412 6,800 6,800 2 6,800
Cubic Corp. Common Stock NPV COM 229669106 1338213 30,700 30,700 3 30,700
Cullen Frost Bankers CmSk
USD5 COM 229899109 28791241.05 544,155 544,155 1 544,155
Cullen Frost Bankers CmSk
USD5 COM 229899109 820105 15,500 15,500 2 15,500
Cullen Frost Bankers CmSk
USD5 COM 229899109 1513226 28,600 28,600 3 28,600
Cummins Inc Common Stk
USD2.50 COM 231021106 3784860 43,000 43,000 2 43,000
Cummins Inc Common Stk
USD2.50 COM 231021106 28888164 328,200 328,200 3 328,200
Cummins Inc Common Stk
USD2.50 COM 231021106 193644 2,200 2,200 7 2,200
CVB Financial Corp Com Stk
NPV COM 126600105 9658177.87 962,929 962,929 1 962,929
CVB Financial Corp Com Stk
NPV COM 126600105 927775 92,500 92,500 3 92,500
CVR Energy Com Stk USD00.01 COM 12662P108 404568 21,600 21,600 2 21,600
CVR Energy Com Stk USD00.01 COM 12662P108 8344215 445,500 445,500 3 445,500
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 979413.26 24,017 24,017 2 24,017
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 8108532.08 198,836 198,836 3 198,836
Cytec Industries
ComStkUSD0.01 COM 232820100 24870050 557,000 557,000 1 557,000
Danaher Corp Com Stock
USD0.01 COM 235851102 230496 4,900 4,900 2 4,900
Danaher Corp Com Stock
USD0.01 COM 235851102 983088.96 20,899 20,899 3 20,899
Darden Restaurants
CmSkUSD0.01 COM 237194105 2611734 57,300 57,300 2 57,300
Darden Restaurants
CmSkUSD0.01 COM 237194105 39169811.12 859,364 859,364 3 859,364
Darling Intl Com Stk USD0.01 COM 237266101 1053897 79,300 79,300 3 79,300
DaVita Inc Com Stk USD0.001 COM 23918K108 44216637.36 583,256 583,256 1 583,256
DaVita Inc Com Stk USD0.001 COM 23918K108 644385 8,500 8,500 2 8,500
DaVita Inc Com Stk USD0.001 COM 23918K108 23612085.84 311,464 311,464 3 311,464
DaVita Inc Com Stk USD0.001 COM 23918K108 871815 11,500 11,500 4 11,500
DaVita Inc Com Stk USD0.001 COM 23918K108 368284.98 4,858 4,858 7 4,858
DDi Corp Common Stock
USD0.001 COM 233162502 956698.2 102,540 102,540 3 102,540
Deckers Outdoor ComStk
USD0.01 COM 243537107 3476.22 46 46 3 46
Deere & Company CommonStk
USD1 COM 244199105 1840930 23,800 23,800 2 23,800
Deere & Company CommonStk
USD1 COM 244199105 10280897.9 132,914 132,914 3 132,914
Dell Inc Common Stock USD0.01 COM 24702R101 4750346.37 324,699 324,699 2 324,699
Dell Inc Common Stock USD0.01 COM 24702R101 60581367 4,140,900 4,140,900 3 4,140,900
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 19084440 430,800 430,800 1 430,800
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 1678970 37,900 37,900 2 37,900
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 22596588.3 510,081 510,081 3 510,081
DeltaApparel Inc
ComStkUSD0.01 COM 247368103 9545 500 500 3 500
Deluxe Corp Common Stock USD1 COM 248019101 7282107.52 319,952 319,952 3 319,952
DenburyResourcesComStkUSD0.001 COM 247916208 353340 23,400 23,400 2 23,400
DenburyResourcesComStkUSD0.001 COM 247916208 4628150 306,500 306,500 3 306,500
Dendreon Corp Com Stk
USD0.001 COM 24823Q107 410757.2 54,047 54,047 3 54,047
Dentsply Intl Inc. ComStk
USD1 COM 249030107 42333736.19 1,209,881 1,209,881 1 1,209,881
Dentsply Intl Inc. ComStk
USD1 COM 249030107 850886.82 24,318 24,318 3 24,318
DepoMed Inc Common Stock NPV COM 249908104 3203312 618,400 618,400 3 618,400
DesarrolladoraADR(Rep6
OrdNPV) COM 25030W100 3470412.05 205,715 205,715 2 205,715
DestinationMaternityCS
USD0.01 COM 25065D100 26752 1,600 1,600 2 1,600
DestinationMaternityCS
USD0.01 COM 25065D100 175560 10,500 10,500 3 10,500
Devon Energy Com Stk USD0.10 COM 25179M103 2258288 36,424 36,424 2 36,424
Devon Energy Com Stk USD0.10 COM 25179M103 97556690 1,573,495 1,573,495 3 1,573,495
DeVry Inc Common Stock
USD0.01 COM 251893103 10534194 273,900 273,900 1 273,900
DeVry Inc Common Stock
USD0.01 COM 251893103 2376828 61,800 61,800 2 61,800
DeVry Inc Common Stock
USD0.01 COM 251893103 27095070 704,500 704,500 3 704,500
DHT Holdings Inc CmStk
USD0.01 COM Y2065G105 20202 27,300 27,300 2 27,300
DHT Holdings Inc CmStk
USD0.01 COM Y2065G105 257123.36 347,464 347,464 3 347,464
DiageoSponADR(Repr4OrdGBP0.28) COM 25243Q205 129731.28 1,484 1,484 2 1,484
DiamondFoodsIncComStk
USD0.001 COM 252603105 21879.06 678 678 7 678
DiamondHillInvGrp'A'ComStk
NPV COM 25264R207 22194 300 300 3 300
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 3857148 69,800 69,800 2 69,800
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 54136453.68 979,668 979,668 3 979,668
Dice Holdings ComStock
USD0.01 COM 253017107 126008 15,200 15,200 3 15,200
Dick's Sporting
CommStkUSD0.01 COM 253393102 19620160 532,000 532,000 1 532,000
DigitalGenerationCmStkUSD0.001 COM 25400B108 48872 4,100 4,100 3 4,100
DigitalRealty Tst REIT
USD0.01 COM 253868103 32121739.34 481,802 481,802 1 481,802
DIRECTV Class A ComStk
USD0.01 COM 25490A101 938838.56 21,956 21,956 2 21,956
DIRECTV Class A ComStk
USD0.01 COM 25490A101 14403791.52 336,852 336,852 3 336,852
DiscoverFin SvcsComStk
USD0.01 COM 254709108 2546832 106,118 106,118 2 106,118
DiscoverFin SvcsComStk
USD0.01 COM 254709108 33202848 1,383,452 1,383,452 3 1,383,452
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 716975 17,500 17,500 2 17,500
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 569483 13,900 13,900 3 13,900
Dollar General ComStk
USD0.875 COM 256677105 13055861.28 317,352 317,352 1 317,352
Dollar General ComStk
USD0.875 COM 256677105 43525626.32 1,057,988 1,057,988 3 1,057,988
Dollar General ComStk
USD0.875 COM 256677105 2156723.36 52,424 52,424 4 52,424
Dollar General ComStk
USD0.875 COM 256677105 1637372 39,800 39,800 5 39,800
Dollar General ComStk
USD0.875 COM 256677105 346151.96 8,414 8,414 7 8,414
Dollar Tree Inc ComStk
USD0.01 COM 256746108 145442.5 1,750 1,750 2 1,750
Dollar Tree Inc ComStk
USD0.01 COM 256746108 6505185.92 78,272 78,272 3 78,272
DominionRes(Virginia)ComStkNPV COM 25746U109 228244 4,300 4,300 2 4,300
DominionRes(Virginia)ComStkNPV COM 25746U109 11271803.4 212,355 212,355 3 212,355
DominionRes(Virginia)ComStkNPV COM 25746U109 17622.56 332 332 7 332
Domstar Corp Com Stk USD0.01 COM 257559203 207896 2,600 2,600 2 2,600
Domstar Corp Com Stk USD0.01 COM 257559203 8958158.68 112,033 112,033 3 112,033
Donaldson Common Stock USD5 COM 257651109 265512 3,900 3,900 3 3,900
Donnelley(R.R) Common USD1.25 COM 257867101 125541 8,700 8,700 2 8,700
Donnelley(R.R) Common USD1.25 COM 257867101 3581627.01 248,207 248,207 3 248,207
Doral Fin.Corp Com Stk
USD0.01 COM 25811P886 19598 20,500 20,500 2 20,500
Doral Fin.Corp Com Stk
USD0.01 COM 25811P886 14818 15,500 15,500 3 15,500
Dorchester Min. LP Com Uts
NPV COM 25820R105 101448.82 4,477 4,477 3 4,477
Dorman Products ComStk
USD0.01 COM 258278100 210501 5,700 5,700 2 5,700
Dorman Products ComStk
USD0.01 COM 258278100 225273 6,100 6,100 3 6,100
DoubleEaglePetroleumCS
USD0.10 COM 258570209 15067.2 2,190 2,190 3 2,190
Douglas Dynamics
ComStkUSD0.01 COM 25960R105 21930 1,500 1,500 3 1,500
Dover Corp Common Stock USD1 COM 260003108 22783580.1 392,482 392,482 1 392,482
Dover Corp Common Stock USD1 COM 260003108 2420685 41,700 41,700 2 41,700
Dover Corp Common Stock USD1 COM 260003108 27736290 477,800 477,800 3 477,800
Dow Chemical Com USD2.50 COM 260543103 540688 18,800 18,800 2 18,800
Dow Chemical Com USD2.50 COM 260543103 440890.8 15,330 15,330 3 15,330
DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 2987100 180,000 180,000 1 180,000
Dresser-Rand Grp
ComStkUSD0.01 COM 261608103 22349698 447,800 447,800 1 447,800
DrPepper Snapple
ComStkUSD0.01 COM 26138E109 694848 17,600 17,600 2 17,600
DrPepper Snapple
ComStkUSD0.01 COM 26138E109 90804 2,300 2,300 3 2,300
DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 8147813.22 276,854 276,854 2 276,854
DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 36582755.49 1,243,043 1,243,043 3 1,243,043
DSW Inc Class 'A' Com Stk NPV COM 23334L102 216629 4,900 4,900 2 4,900
DSW Inc Class 'A' Com Stk NPV COM 23334L102 2785406.84 63,004 63,004 3 63,004
DTE Energy Company NPV COM 233331107 304920 5,600 5,600 2 5,600
DTE Energy Company NPV COM 233331107 9082695.6 166,808 166,808 3 166,808
Duke Engy Corp CommonStock
NPV COM 26441C105 114400 5,200 5,200 2 5,200
Duke Engy Corp CommonStock
NPV COM 26441C105 185350 8,425 8,425 3 8,425
Dun^Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 5612.25 75 75 7 75
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 1185702 25,900 25,900 2 25,900
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 13965692.58 305,061 305,061 3 305,061
Dusa Pharm Inc Common Stk NPV COM 266898105 5256 1,200 1,200 3 1,200
DvrDwnsGmng^EntIncComStkUSD0.1 COM 260095104 8774 4,100 4,100 3 4,100
DycomIndustries
ComStkUSD0.333 COM 267475101 20723352 990,600 990,600 1 990,600
DynamicsResearch
ComStkUSD0.10 COM 268057106 4536 400 400 3 400
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 101343 11,100 11,100 2 11,100
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 104995 11,500 11,500 3 11,500
Eastman Chemical
ComStkUSD0.01 COM 277432100 601524 15,400 15,400 2 15,400
Eastman Chemical
ComStkUSD0.01 COM 277432100 7866684 201,400 201,400 3 201,400
Eaton Corp Com Stk USD0.50 COM 278058102 18496767.6 424,920 424,920 1 424,920
Eaton Corp Com Stk USD0.50 COM 278058102 121884 2,800 2,800 2 2,800
Eaton Corp Com Stk USD0.50 COM 278058102 12904424.97 296,449 296,449 3 296,449
Eaton Corp Com Stk USD0.50 COM 278058102 1999985.85 45,945 45,945 4 45,945
Eaton Corp Com Stk USD0.50 COM 278058102 1658493 38,100 38,100 5 38,100
Eaton Corp Com Stk USD0.50 COM 278058102 418497.42 9,614 9,614 7 9,614
eBay Inc Common Stock
USD0.001 COM 278642103 424620 14,000 14,000 2 14,000
eBay Inc Common Stock
USD0.001 COM 278642103 8701586.01 286,897 286,897 3 286,897
Ebix Inc.Common Stock USD0.10 COM 278715206 983450 44,500 44,500 3 44,500
Ecolab Common Stk USD1 COM 278865100 7630.92 132 132 7 132
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 33590340 754,500 754,500 3 754,500
Edison Intl Common Stock NPV COM 281020107 208945.8 5,047 5,047 2 5,047
Edison Intl Common Stock NPV COM 281020107 5349294 129,210 129,210 3 129,210
EdwardsLifesciences
ComStkUSD1 COM 28176E108 618200.8 8,744 8,744 3 8,744
E-House ADS(Rep 1Ord
USD0.001) COM 26852W103 1890756 442,800 442,800 3 442,800
EinsteinNoahRest. CS USD0.001 COM 28257U104 12656 800 800 3 800
El Paso Corp. Common Stk USD3 COM 28336L109 255072 9,600 9,600 2 9,600
El Paso Corp. Common Stk USD3 COM 28336L109 231159 8,700 8,700 3 8,700
El Paso Electric Co ComStk
NPV COM 283677854 20784 600 600 3 600
EldoradoGoldCorpLtdCommonNPV COM 284902103 3568787.351 259,208 259,208 3 259,208
Electro Rent Corp Com Stk NPV COM 285218103 30870 1,800 1,800 2 1,800
Electro Rent Corp Com Stk NPV COM 285218103 53165 3,100 3,100 3 3,100
Eli Lilly And Co ComSk NPV COM 532457108 9203919.16 221,461 221,461 2 221,461
Eli Lilly And Co ComSk NPV COM 532457108 210804455.5 5,072,292 5,072,292 3 5,072,292
Eli Lilly And Co ComSk NPV COM 532457108 577684 13,900 13,900 7 13,900
EMC Corp Massac.ComStk
USD0.01 COM 268648102 977916 45,400 45,400 2 45,400
EMC Corp Massac.ComStk
USD0.01 COM 268648102 2636496 122,400 122,400 3 122,400
EMC Insurance Grp Com Stk
USD1 COM 268664109 86394 4,200 4,200 3 4,200
EmergentBiosolutionsCSUSD0.001 COM 29089Q105 4445.76 264 264 3 264
Emerson Electric Com.USD1 COM 291011104 4070614.89 87,371 87,371 2 87,371
Emerson Electric Com.USD1 COM 291011104 32170301.82 690,498 690,498 3 690,498
Emerson Electric Com.USD1 COM 291011104 938788.5 20,150 20,150 7 20,150
Emerson Radio ComStock
USD0.01 COM 291087203 4611 2,900 2,900 3 2,900
EmpresaNac.Elec.ADS(Rep30CmSh) COM 29244T101 18839791.3 424,798 424,798 3 424,798
Enbridge Inc Common NPV COM 29250N105 90147.20613 2,410 2,410 3 2,410
EnCanaCorpComNPV(CanadianList) COM 292505104 1066655.21 57,500 57,500 3 57,500
Encore Capital Com Stk
USD0.01 COM 292554102 349238.02 16,427 16,427 3 16,427
Endeavour Intl ComStk
USD0.001 COM 29259G200 5084771.01 585,129 585,129 3 585,129
Endo Pharmaceut.ComStkUSD0.01 COM 29264F205 155385 4,500 4,500 2 4,500
Endo Pharmaceut.ComStkUSD0.01 COM 29264F205 3221649 93,300 93,300 3 93,300
EnduranceSpec.HldgsComStk
USD1 COM G30397106 187425 4,900 4,900 2 4,900
EnduranceSpec.HldgsComStk
USD1 COM G30397106 3645225 95,300 95,300 3 95,300
Energen Corp Com Stock
USD0.01 COM 29265N108 65573900 1,311,478 1,311,478 1 1,311,478
Energen Corp Com Stock
USD0.01 COM 29265N108 830000 16,600 16,600 2 16,600
Energen Corp Com Stock
USD0.01 COM 29265N108 12580000 251,600 251,600 3 251,600
EnergizerHldgsCommStockUSD0.01 COM 29266R108 54236 700 700 3 700
Energy Partners CmStk
USD0.001 COM 29270U303 13140 900 900 3 900
Enerplus Corporation Com NPV COM 292766102 632097.6137 24,900 24,900 2 24,900
Enerplus Corporation Com NPV COM 292766102 13015118.33 512,700 512,700 3 512,700
Enersis
SponADR(Rep50ComShNPV) COM 29274F104 10287105 583,500 583,500 3 583,500
EnerSys Common Stock USD0.01 COM 29275Y102 16283190 627,000 627,000 1 627,000
Ennis Inc Common Stock
USD2.50 COM 293389102 105307 7,900 7,900 3 7,900
EnPro Industries
ComStkUSD0.01 COM 29355X107 23396012 709,400 709,400 1 709,400
Ensco PLC ADR
(EachRepres1Ord) COM 29358Q109 147891.84 3,152 3,152 2 3,152
Ensco PLC ADR
(EachRepres1Ord) COM 29358Q109 35044266.48 746,894 746,894 3 746,894
EnsignGroupInc ComStk
USD0.001 COM 29358P101 100450 4,100 4,100 2 4,100
EnsignGroupInc ComStk
USD0.001 COM 29358P101 8496600 346,800 346,800 3 346,800
Entegris Inc CommonStk
USD0.01 COM 29362U104 246917.5 28,300 28,300 2 28,300
Entegris Inc CommonStk
USD0.01 COM 29362U104 2276352.5 260,900 260,900 3 260,900
Entergy Corp CommStock
USD0.01 COM 29364G103 898515 12,300 12,300 2 12,300
Entergy Corp CommStock
USD0.01 COM 29364G103 22599113.25 309,365 309,365 3 309,365
EnterpriseFinSvcsComStkUSD0.01 COM 293712105 7400 500 500 3 500
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 201066 4,600 4,600 2 4,600
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 1499253 34,300 34,300 3 34,300
EOG Resources Com Stk USD0.01 COM 26875P101 149144.14 1,514 1,514 2 1,514
EOG Resources Com Stk USD0.01 COM 26875P101 2589729.39 26,289 26,289 3 26,289
EOG Resources Com Stk USD0.01 COM 26875P101 1773180 18,000 18,000 5 18,000
Epoch Holding Corp CS USD0.01 COM 29428R103 28899 1,300 1,300 3 1,300
EqtyLifestyleProp REIT
USD0.01 COM 29472R108 10777104 161,600 161,600 1 161,600
Equifax Common Stk USD2.50 COM 294429105 484250 12,500 12,500 2 12,500
Equifax Common Stk USD2.50 COM 294429105 786576.96 20,304 20,304 3 20,304
eResearchTechnol.ComStkUSD0.01 COM 29481V108 45493 9,700 9,700 3 9,700
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 1219296 15,600 15,600 2 15,600
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 2485488 31,800 31,800 3 31,800
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 21760876.8 193,740 193,740 1 193,740
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1456004.16 12,963 12,963 3 12,963
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1136678.4 10,120 10,120 4 10,120
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 8536.32 76 76 7 76
Everest Re Group
ComStkUSD0.01 COM G3223R108 1648164 19,600 19,600 1 19,600
EXCO Resources ComStk
USD0.001 COM 269279402 22377023.9 2,141,342 2,141,342 3 2,141,342
Exelis Inc Common Stk USD0.01 COM 30162A108 118555 13,100 13,100 2 13,100
Exelis Inc Common Stk USD0.01 COM 30162A108 537570 59,400 59,400 3 59,400
Exelon Corp Common Stock NPV COM 30161N101 1864823.26 42,998 42,998 2 42,998
Exelon Corp Common Stock NPV COM 30161N101 52404014.37 1,208,301 1,208,301 3 1,208,301
EXFO Inc Com NPV (US Listing) COM 302046107 4925517 839,100 839,100 1 839,100
ExideTechnologiesComStkUSD0.01 COM 302051206 53652 20,400 20,400 2 20,400
ExideTechnologiesComStkUSD0.01 COM 302051206 19462 7,400 7,400 3 7,400
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 275496.96 6,726 6,726 3 6,726
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 20398.08 498 498 7 498
Express Inc Com Stk USD0.01 COM 30219E103 6979000 350,000 350,000 1 350,000
Express Inc Com Stk USD0.01 COM 30219E103 879354 44,100 44,100 2 44,100
Express Inc Com Stk USD0.01 COM 30219E103 1764690 88,500 88,500 3 88,500
Express Scripts ComStk
USD0.01 COM 302182100 1730575.56 38,724 38,724 2 38,724
Express Scripts ComStk
USD0.01 COM 302182100 23145219.14 517,906 517,906 3 517,906
Exxon
MobilCorp.CommonStockNPV COM 30231G102 36354157.32 428,907 428,907 1 428,907
Exxon
MobilCorp.CommonStockNPV COM 30231G102 22638548.4 267,090 267,090 2 267,090
Exxon
MobilCorp.CommonStockNPV COM 30231G102 181519049.4 2,141,565 2,141,565 3 2,141,565
Exxon
MobilCorp.CommonStockNPV COM 30231G102 1964736.8 23,180 23,180 4 23,180
Exxon
MobilCorp.CommonStockNPV COM 30231G102 272842.44 3,219 3,219 7 3,219
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 369180 14,000 14,000 2 14,000
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 3610053 136,900 136,900 3 136,900
Fabrinet Common Stock USD0.01 COM G3323L100 1047888 76,600 76,600 3 76,600
Fastenal Co Com Stk USD0.01 COM 311900104 2948036 67,600 67,600 3 67,600
FBL Financial Grp Com Stk NPV COM 30239F106 530712 15,600 15,600 2 15,600
FBL Financial Grp Com Stk NPV COM 30239F106 2185104.6 64,230 64,230 3 64,230
FederatedInvestors'B'ComStkNPV COM 314211103 381780 25,200 25,200 2 25,200
FederatedInvestors'B'ComStkNPV COM 314211103 13220389.95 872,633 872,633 3 872,633
FedEx Corp Common Stk USD0.10 COM 31428X106 208775 2,500 2,500 2 2,500
FedEx Corp Common Stk USD0.10 COM 31428X106 52022888.54 622,954 622,954 3 622,954
FedEx Corp Common Stk USD0.10 COM 31428X106 974478.19 11,669 11,669 4 11,669
FedEx Corp Common Stk USD0.10 COM 31428X106 2430141 29,100 29,100 5 29,100
FedEx Corp Common Stk USD0.10 COM 31428X106 1019323.06 12,206 12,206 7 12,206
FEI Company Common Stock NPV COM 30241L109 6830650 167,500 167,500 1 167,500
Fifth Third Bancorp
CommStkNPV COM 316773100 831888 65,400 65,400 2 65,400
Fifth Third Bancorp
CommStkNPV COM 316773100 24624648 1,935,900 1,935,900 3 1,935,900
Fifth Third Bancorp
CommStkNPV COM 316773100 4846.32 381 381 7 381
FinancialInstit.ComStk
USD0.01 COM 317585404 123245.04 7,636 7,636 3 7,636
First Cash Fin Com Stk
USD0.01 COM 31942D107 31581 900 900 3 900
First Community Com Stock
USD1 COM 31983A103 134784 10,800 10,800 3 10,800
First Fin.Corp Com Stock NPV COM 320218100 13312 400 400 3 400
FirstBancorp Inc
ComStkUSD0.01 COM 31866P102 56869 3,700 3,700 3 3,700
FirstCitizensBancShsACmStkUSD1 COM 31946M103 139992 800 800 3 800
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 21885 1,500 1,500 2 1,500
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 83163 5,700 5,700 3 5,700
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 274660 6,200 6,200 2 6,200
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 5170873.2 116,724 116,724 3 116,724
FirstFncl Hldgs ComStk
USD0.01 COM 320239106 42864 4,800 4,800 2 4,800
FirstInterstateBancsyACmStkNPV COM 32055Y201 122482 9,400 9,400 3 9,400
FirstMerit Corp
CommonStockNPV COM 337915102 15644420 1,034,000 1,034,000 1 1,034,000
FirstMerit Corp
CommonStockNPV COM 337915102 611252 40,400 40,400 2 40,400
FirstMerit Corp
CommonStockNPV COM 337915102 3431484 226,800 226,800 3 226,800
FirstRepublic Bk
ComStkUSD0.01 COM 33616C100 82647 2,700 2,700 3 2,700
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 124500 41,500 41,500 2 41,500
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 353700 117,900 117,900 3 117,900
Flexsteel Inds Com Stk USD1 COM 339382103 5536 400 400 3 400
FlextronicsIntl ComStkUSD0.01 COM Y2573F102 576754 101,900 101,900 3 101,900
Flowers Foods Com Stk USD0.01 COM 343498101 1665495 87,750 87,750 3 87,750
FLUIDIGM CORP COM STK
USD0.001 COM 34385P108 3750600 285,000 285,000 1 285,000
Fluor Corp Comm Stock USD0.01 COM 343412102 115575 2,300 2,300 2 2,300
Fluor Corp Comm Stock USD0.01 COM 343412102 50250 1,000 1,000 3 1,000
Flushing Fin Cp ComStk
USD0.01 COM 343873105 54309 4,300 4,300 2 4,300
Flushing Fin Cp ComStk
USD0.01 COM 343873105 131352 10,400 10,400 3 10,400
FomeEcoADR(Rp10Ut)1B^2D-B^2D-L COM 344419106 29151048.96 418,176 418,176 3 418,176
Foot Locker Inc Com
StkUSD0.01 COM 344849104 286080 12,000 12,000 2 12,000
Foot Locker Inc Com
StkUSD0.01 COM 344849104 250320 10,500 10,500 3 10,500
Ford Motor Co Com Stk USD0.01 COM 345370860 814532 75,700 75,700 2 75,700
Ford Motor Co Com Stk USD0.01 COM 345370860 731034.4 67,940 67,940 3 67,940
Forest Labs.Common USD0.10 COM 345838106 2100044 69,400 69,400 2 69,400
Forest Labs.Common USD0.10 COM 345838106 84189372 2,782,200 2,782,200 3 2,782,200
Forrester Res. Com Stk
USD0.01 COM 346563109 11892576 350,400 350,400 1 350,400
Fossil Inc. Common Stk
USD0.01 COM 349882100 39680 500 500 2 500
Fossil Inc. Common Stk
USD0.01 COM 349882100 441479.68 5,563 5,563 3 5,563
Franco-Nevada Corp Common NPV COM 351858105 2371090.622 62,261 62,261 3 62,261
FranklinElecCoIncCmStk
USD0.10 COM 353514102 26136 600 600 3 600
FranklinResourcesComStkUSD0.10 COM 354613101 10704157.92 111,432 111,432 1 111,432
FranklinResourcesComStkUSD0.10 COM 354613101 1729080 18,000 18,000 2 18,000
FranklinResourcesComStkUSD0.10 COM 354613101 19519392 203,200 203,200 3 203,200
FranklinResourcesComStkUSD0.10 COM 354613101 446679 4,650 4,650 4 4,650
FranklinResourcesComStkUSD0.10 COM 354613101 369254.64 3,844 3,844 7 3,844
FreeportMcMornC^G
ComStUSD0.10 COM 35671D857 5753146.62 156,378 156,378 2 156,378
FreeportMcMornC^G
ComStUSD0.10 COM 35671D857 64502325.03 1,753,257 1,753,257 3 1,753,257
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 834088.85 161,959 161,959 3 161,959
Frst of
LongIslandCmStkUSD0.10 COM 320734106 97384 3,700 3,700 3 3,700
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 9457347 282,900 282,900 1 282,900
FstFinancial
BkshsCmStkUSD0.01 COM 32020R109 80232 2,400 2,400 3 2,400
FTI Consulting Com Stk
USD0.01 COM 302941109 22974672 541,600 541,600 1 541,600
Fuel Tech Inc Comm Stk
USD0.01 COM 359523107 130639.32 19,854 19,854 7 19,854
FuriexPharm Inc
ComStkUSD0.001 COM 36106P101 63163.8 3,780 3,780 3 3,780
FushiCopperweld
ComStkUSD0.006 COM 36113E107 133856 17,800 17,800 2 17,800
FushiCopperweld
ComStkUSD0.006 COM 36113E107 807971.36 107,443 107,443 3 107,443
FX Energy Inc Com Stk
USD0.001 COM 302695101 3199080 666,475 666,475 3 666,475
Gafisa SA ADR (Each Rep 2
Ord) COM 362607301 193200 42,000 42,000 3 42,000
Gain Cap Hldgs
ComStkUSD.00001 COM 36268W100 42880 6,400 6,400 3 6,400
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 140448 4,200 4,200 2 4,200
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 7196288 215,200 215,200 3 215,200
GAMCO Investors CmStk
USD0.001 COM 361438104 34792 800 800 2 800
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 571881 23,700 23,700 2 23,700
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 26089042.31 1,081,187 1,081,187 3 1,081,187
Gap Inc (The) Com Stk USD0.05 COM 364760108 1387540 74,800 74,800 2 74,800
Gap Inc (The) Com Stk USD0.05 COM 364760108 54648300 2,946,000 2,946,000 3 2,946,000
GarminLimited
ComStockUSD0.005 COM H2906T109 357812.28 8,988 8,988 2 8,988
GarminLimited
ComStockUSD0.005 COM H2906T109 518764.11 13,031 13,031 3 13,031
Gartner Common Stock
USD0.0005 COM 366651107 25983621 747,300 747,300 1 747,300
GascoEnergyInc
ComStkUSD0.0001 COM 367220100 3420 15,200 15,200 3 15,200
GastarExplorationComNPV(USLst) COM 367299203 3118501.98 980,661 980,661 3 980,661
GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 34272 5,100 5,100 2 5,100
GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 76608 11,400 11,400 3 11,400
Gen.Electric Com Stock
USD0.06 COM 369604103 6696351.99 373,889 373,889 2 373,889
Gen.Electric Com Stock
USD0.06 COM 369604103 29338388.91 1,638,101 1,638,101 3 1,638,101
Gen.Electric Com Stock
USD0.06 COM 369604103 2147874.66 119,926 119,926 7 119,926
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 4412772 109,200 109,200 2 109,200
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 42842843.64 1,060,204 1,060,204 3 1,060,204
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 44451 1,100 1,100 7 1,100
General Dynamics Corp Com
USD1 COM 369550108 5747586.27 86,547 86,547 2 86,547
General Dynamics Corp Com
USD1 COM 369550108 66592295.45 1,002,745 1,002,745 3 1,002,745
General Motors Co CS USD0.01 COM 37045V100 709450 35,000 35,000 3 35,000
General Motors Co CS USD0.01 COM 37045V100 958730.46 47,298 47,298 5 47,298
General Motors Co CS USD0.01 COM 37045V100 43175.1 2,130 2,130 7 2,130
Genesee^Wyoming'A'CmStkUSD0.01 COM 371559105 17404634 287,300 287,300 1 287,300
Genie Engy Ltd B
ComStkUSD0.01 COM 372284208 49166 6,200 6,200 3 6,200
GenomicHealth Inc CS
USD0.0001 COM 37244C101 10156 400 400 3 400
Genpact Limited ComStk
USD0.01 COM G3922B107 8058050 539,000 539,000 1 539,000
Gen-Probe Inc ComStk
USD0.0001 COM 36866T103 301512 5,100 5,100 3 5,100
Gentex Corp Common Stk
USD0.06 COM 371901109 40390.35 1,365 1,365 3 1,365
GentivaHealthSvcs
CmStkUSD0.10 COM 37247A102 58725 8,700 8,700 2 8,700
GentivaHealthSvcs
CmStkUSD0.10 COM 37247A102 62775 9,300 9,300 3 9,300
Genuine Parts Co.Com.USD1 COM 372460105 520200 8,500 8,500 2 8,500
Genuine Parts Co.Com.USD1 COM 372460105 2796840 45,700 45,700 3 45,700
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 262720.5 40,110 40,110 3 40,110
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 18324470.23 2,346,283 2,346,283 2 2,346,283
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 96505225.63 12,356,623 12,356,623 3 12,356,623
Getty Realty Corp REIT
USD0.01 COM 374297109 129735 9,300 9,300 2 9,300
Getty Realty Corp REIT
USD0.01 COM 374297109 482279.4 34,572 34,572 3 34,572
G-III Apparel
GrpComStkUSD0.01 COM 36237H101 951562 38,200 38,200 3 38,200
Gildan ActivewearInc
CommonNPV COM 375916103 694298.3404 36,900 36,900 2 36,900
Gildan ActivewearInc
CommonNPV COM 375916103 1552293.037 82,500 82,500 3 82,500
Gilead Sciences
ComStkUSD0.001 COM 375558103 6016791.86 147,002 147,002 2 147,002
Gilead Sciences
ComStkUSD0.001 COM 375558103 166130204 4,058,886 4,058,886 3 4,058,886
Gilead Sciences
ComStkUSD0.001 COM 375558103 899354.89 21,973 21,973 4 21,973
Gilead Sciences
ComStkUSD0.001 COM 375558103 1534875 37,500 37,500 5 37,500
Gilead Sciences
ComStkUSD0.001 COM 375558103 376515.07 9,199 9,199 7 9,199
Glatfelter CommonStock
USD0.01 COM 377316104 7711765.08 546,159 546,159 3 546,159
GlaxoSmithKlineADR(EchCnv2Ord) COM 37733W105 111200.31 2,437 2,437 2 2,437
GlbSpecialtyMetals
CSUSD0.0001 COM 37954N206 119171 8,900 8,900 3 8,900
Global Payments
ComStkUSD0.001 COM 37940X102 563822 11,900 11,900 2 11,900
Global Payments
ComStkUSD0.001 COM 37940X102 1165548 24,600 24,600 3 24,600
Global Sources Ltd CS USD0.01 COM G39300101 44620 9,200 9,200 3 9,200
Goldcorp Inc Com NPV(US
List.) COM 380956409 86066.25 1,945 1,945 2 1,945
Goldcorp Inc Com NPV(US
List.) COM 380956409 14078270.25 318,153 318,153 3 318,153
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 5545438.89 61,323 61,323 2 61,323
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 118347187.9 1,308,716 1,308,716 3 1,308,716
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 591321.77 6,539 6,539 4 6,539
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 1392622 15,400 15,400 5 15,400
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 775889.4 8,580 8,580 7 8,580
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 47675170.8 73,812 73,812 1 73,812
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 6361469.1 9,849 9,849 2 9,849
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 135104840.7 209,173 209,173 3 209,173
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 5182055.7 8,023 8,023 4 8,023
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 3487860 5,400 5,400 5 5,400
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 1423563.6 2,204 2,204 7 2,204
GpoTelevisaADR(Rep20OrdPtgCts) COM 40049J206 7979444.46 378,891 378,891 3 378,891
Graco Inc Common Stock USD1 COM 384109104 748287 18,300 18,300 2 18,300
Graco Inc Common Stock USD1 COM 384109104 1623333 39,700 39,700 3 39,700
GRAFTECH INTERNATIONAL LTD COM 384313102 24608220 1,802,800 1,802,800 1 1,802,800
Grainger (W.W) Com.USD0.50 COM 384802104 604998.08 3,232 3,232 2 3,232
Grainger (W.W) Com.USD0.50 COM 384802104 3463015 18,500 18,500 3 18,500
Great Northern
IronOreProp.NPV COM 391064102 341775 3,100 3,100 3 3,100
Great Southern Com Stk
USD0.01 COM 390905107 37744 1,600 1,600 2 1,600
Great Southern Com Stk
USD0.01 COM 390905107 269209.08 11,412 11,412 3 11,412
GreenPlainsRenewableCSUSD0.001 COM 393222104 102480 10,500 10,500 3 10,500
Grifols SpnADR(EchRp0.5 B
Ord) COM 398438309 64551.69 11,673 11,673 3 11,673
GrupoAero.delSurADSRep10'B'NPV COM 40051E202 33564 600 600 2 600
GrupoAero.delSurADSRep10'B'NPV COM 40051E202 11193258.36 200,094 200,094 3 200,094
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 508972 70,300 70,300 2 70,300
GT AdvancedTechn
ComStkUSD0.01 COM 36191U106 4694416 648,400 648,400 3 648,400
Guess? Inc CommonStock
USD0.01 COM 401617105 1986012 66,600 66,600 2 66,600
Guess? Inc CommonStock
USD0.01 COM 401617105 12187434 408,700 408,700 3 408,700
Gulf Island Fabr. Com Stk NPV COM 402307102 26289 900 900 3 900
Hackett Group Com.Stk
USD0.001 COM 404609109 12716 3,400 3,400 3 3,400
Haemonetics Corp CmStk
USD0.01 COM 405024100 29612114 483,700 483,700 1 483,700
Haemonetics Corp CmStk
USD0.01 COM 405024100 42854 700 700 3 700
Halliburton Co Com Stk
USD2.50 COM 406216101 2986391.87 86,537 86,537 2 86,537
Halliburton Co Com Stk
USD2.50 COM 406216101 70500548.02 2,042,902 2,042,902 3 2,042,902
Halliburton Co Com Stk
USD2.50 COM 406216101 870514.75 25,225 25,225 4 25,225
Halliburton Co Com Stk
USD2.50 COM 406216101 1014594 29,400 29,400 5 29,400
Halliburton Co Com Stk
USD2.50 COM 406216101 272214.88 7,888 7,888 7 7,888
Hanesbrands Inc ComStk
USD0.01 COM 410345102 1726.94 79 79 7 79
Hanmi Fin Corp ComStk
USD0.001 COM 410495204 17390 2,350 2,350 3 2,350
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 23421228 615,700 615,700 1 615,700
Harris Corp.Com.USD1 COM 413875105 3833466.68 106,367 106,367 2 106,367
Harris Corp.Com.USD1 COM 413875105 54903191.84 1,523,396 1,523,396 3 1,523,396
HartfordFinancialServCmStkUSD1 COM 416515104 518375 31,900 31,900 2 31,900
HartfordFinancialServCmStkUSD1 COM 416515104 7648030 470,648 470,648 3 470,648
Harvard Bioscience CS USD0.01 COM 416906105 3096 800 800 3 800
Hatteras Fin Cp REIT USD0.001 COM 41902R103 226782 8,600 8,600 2 8,600
Hatteras Fin Cp REIT USD0.001 COM 41902R103 13185 500 500 3 500
HawaiianHldgsInc CmStk
USD0.01 COM 419879101 13835320 2,385,400 2,385,400 1 2,385,400
Hawkins Inc Com Stk USD0.05 COM 420261109 95836 2,600 2,600 3 2,600
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 207897.11 9,437 9,437 1 9,437
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 12530443.7 568,790 568,790 3 568,790
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 1057660.3 48,010 48,010 4 48,010
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 1951858 88,600 88,600 5 88,600
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 366182.66 16,622 16,622 7 16,622
HCC Insurance Hldg ComStk
USD1 COM 404132102 32800487.5 1,192,745 1,192,745 1 1,192,745
HCC Insurance Hldg ComStk
USD1 COM 404132102 1421750 51,700 51,700 2 51,700
HCC Insurance Hldg ComStk
USD1 COM 404132102 17762250 645,900 645,900 3 645,900
HCP Incorporated REIT USD1 COM 40414L109 828600 20,000 20,000 2 20,000
HCP Incorporated REIT USD1 COM 40414L109 522018 12,600 12,600 3 12,600
HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 12414566.88 472,396 472,396 2 472,396
HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 45288350.28 1,723,301 1,723,301 3 1,723,301
HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 783144 29,800 29,800 4 29,800
HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 220752 8,400 8,400 6 8,400
Health Care REIT
IncComStkUSD1 COM 42217K106 23528549.87 431,479 431,479 1 431,479
Healthcare Serv.
ComStkUSD0.01 COM 421906108 8634489 488,100 488,100 1 488,100
Healthcare Serv.
ComStkUSD0.01 COM 421906108 451095 25,500 25,500 2 25,500
Healthcare Serv.
ComStkUSD0.01 COM 421906108 332572 18,800 18,800 3 18,800
Healthsouth Corp
ComStkUSD0.01 COM 421924309 9729102 550,600 550,600 1 550,600
Heartland Fin USA Com Stk
USD1 COM 42234Q102 44486 2,900 2,900 3 2,900
Hecla Mining CommStock
USD0.25 COM 422704106 348318 66,600 66,600 3 66,600
Heinz(H.J.)Co.Common USD0.25 COM 423074103 4894132.6 90,565 90,565 2 90,565
Heinz(H.J.)Co.Common USD0.25 COM 423074103 30521359.68 564,792 564,792 3 564,792
Helen of Troy Com Stk USD0.10 COM G4388N106 107450 3,500 3,500 2 3,500
Helen of Troy Com Stk USD0.10 COM G4388N106 939420 30,600 30,600 3 30,600
HelixEnergySol.Grp Com Stk
NPV COM 42330P107 16635820 1,052,900 1,052,900 1 1,052,900
Helmerich &
PayneComStkUSD0.10 COM 423452101 2042600 35,000 35,000 2 35,000
Helmerich &
PayneComStkUSD0.10 COM 423452101 14700884 251,900 251,900 3 251,900
Henry Schein Inc Com Stk NPV COM 806407102 19670479 305,300 305,300 1 305,300
Henry Schein Inc Com Stk NPV COM 806407102 1243499 19,300 19,300 2 19,300
Henry Schein Inc Com Stk NPV COM 806407102 10875784 168,800 168,800 3 168,800
Henry(Jack)&Ass.ComStk;
USD0.01 COM 426281101 13444 400 400 2 400
Henry(Jack)&Ass.ComStk;
USD0.01 COM 426281101 514233 15,300 15,300 3 15,300
Herbalife Limited USD0.002 COM G4412G101 232515 4,500 4,500 2 4,500
Herbalife Limited USD0.002 COM G4412G101 1048797.66 20,298 20,298 3 20,298
Hershey Company CommonStk
USD1 COM 427866108 80314 1,300 1,300 2 1,300
Hershey Company CommonStk
USD1 COM 427866108 1618636 26,200 26,200 3 26,200
Hess Corporation Com Stk USD1 COM 42809H107 1568134.4 27,608 27,608 3 27,608
Hewlett-Packard ComStk
USD0.01 COM 428236103 23407236.16 908,666 908,666 1 908,666
Hewlett-Packard ComStk
USD0.01 COM 428236103 5206946.08 202,133 202,133 2 202,133
Hewlett-Packard ComStk
USD0.01 COM 428236103 157204341.3 6,102,653 6,102,653 3 6,102,653
Hewlett-Packard ComStk
USD0.01 COM 428236103 2275252 88,325 88,325 4 88,325
Hewlett-Packard ComStk
USD0.01 COM 428236103 893872 34,700 34,700 5 34,700
Hewlett-Packard ComStk
USD0.01 COM 428236103 469192.64 18,214 18,214 7 18,214
Hexcel Corp Common Stk
USD0.01 COM 428291108 5450494.14 225,134 225,134 3 225,134
hhgregg Inc Com Stk USD0.0001 COM 42833L108 394485 27,300 27,300 2 27,300
hhgregg Inc Com Stk USD0.0001 COM 42833L108 2429045 168,100 168,100 3 168,100
HickoryTech Corp Com Stk NPV COM 429060106 16620 1,500 1,500 2 1,500
HickoryTech Corp Com Stk NPV COM 429060106 714504.88 64,486 64,486 3 64,486
Hillenbrand Inc Common Stk
NPV COM 431571108 379440 17,000 17,000 2 17,000
Hillenbrand Inc Common Stk
NPV COM 431571108 4263120 191,000 191,000 3 191,000
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 15007.5 15,000 15,000 2 15,000
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 159794.8575 159,715 159,715 3 159,715
HI-TECH PHARMACAL CO INC COM 42840B101 388900 10,000 10,000 2 10,000
HI-TECH PHARMACAL CO INC COM 42840B101 536682 13,800 13,800 3 13,800
HittiteMicrowave CmStk
USD0.01 COM 43365Y104 3491166 70,700 70,700 1 70,700
HMS Hldgs Corp Com Stk
USD0.01 COM 40425J101 6146556 192,200 192,200 1 192,200
HollyfrontierCorpComStkUSD0.01 COM 436106108 245700 10,500 10,500 2 10,500
HollyfrontierCorpComStkUSD0.01 COM 436106108 7482384 319,760 319,760 3 319,760
HollysysAutoTechLtdUSD0.0001 COM G45667105 16935360 2,035,500 2,035,500 4 2,035,500
HollysysAutoTechLtdUSD0.0001 COM G45667105 3295552 396,100 396,100 6 396,100
Home Depot Common USD0.05 COM 437076102 23409889.92 556,848 556,848 1 556,848
Home Depot Common USD0.05 COM 437076102 1555185.72 36,993 36,993 2 36,993
Home Depot Common USD0.05 COM 437076102 75603811.12 1,798,378 1,798,378 3 1,798,378
Home Depot Common USD0.05 COM 437076102 2713892.2 64,555 64,555 4 64,555
Home Depot Common USD0.05 COM 437076102 1387320 33,000 33,000 5 33,000
Home Depot Common USD0.05 COM 437076102 182453.6 4,340 4,340 7 4,340
Home
Inns^HotelsADR(Rp2OrdShs) COM 43713W107 9017100 349,500 349,500 1 349,500
Home
Inns^HotelsADR(Rp2OrdShs) COM 43713W107 3534600 137,000 137,000 4 137,000
HOME PROPERTIES REIT USD0.01 COM 437306103 21450582 372,600 372,600 1 372,600
HondaMotorADR(ConvInto1OrdNPV) COM 438128308 117586.95 3,849 3,849 2 3,849
Honeywell Intl Inc ComStk
USD1 COM 438516106 1271300.85 23,391 23,391 2 23,391
Honeywell Intl Inc ComStk
USD1 COM 438516106 7388936.85 135,951 135,951 3 135,951
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 482592 35,200 35,200 2 35,200
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 11772379.41 858,671 858,671 3 858,671
Hormel Foods Com Stk
USD0.0586 COM 440452100 3972485.54 135,626 135,626 2 135,626
Hormel Foods Com Stk
USD0.0586 COM 440452100 32866309 1,122,100 1,122,100 3 1,122,100
HornbeckOffshore
ComStkUSD0.01 COM 440543106 417467.16 13,458 13,458 3 13,458
HorseheadHldg Cp
ComStkUSD0.01 COM 440694305 145962 16,200 16,200 2 16,200
HorseheadHldg Cp
ComStkUSD0.01 COM 440694305 106318 11,800 11,800 3 11,800
HospiraInc CommonStock
USD0.01 COM 441060100 17827.19 587 587 7 587
HospitalityProTst REIT
USD0.01 COM 44106M102 8040702 349,900 349,900 3 349,900
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 85039.2 2,232 2,232 2 2,232
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 8953.5 235 235 7 235
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 2299984 34,400 34,400 3 34,400
HudsonCityBancp ComStk
USD0.01 COM 443683107 758125 121,300 121,300 2 121,300
HudsonCityBancp ComStk
USD0.01 COM 443683107 577875 92,460 92,460 3 92,460
Humana Inc Com Stk USD0.166 COM 444859102 3372985 38,500 38,500 2 38,500
Humana Inc Com Stk USD0.166 COM 444859102 67193716.04 766,964 766,964 3 766,964
HumanGenomeScien.ComStkUSD0.01 COM 444903108 5393961 729,900 729,900 1 729,900
Huntington
BancsharesComStkNPV COM 446150104 3011814 548,600 548,600 2 548,600
Huntington
BancsharesComStkNPV COM 446150104 17445529.08 3,177,692 3,177,692 3 3,177,692
Huntington Ingalls CS USD0.01 COM 446413106 11448.48 366 366 2 366
Huntington Ingalls CS USD0.01 COM 446413106 1792125.04 57,293 57,293 3 57,293
IAM Gold Corp Com Stk NPV COM 450913108 84212.90386 5,300 5,300 2 5,300
IAM Gold Corp Com Stk NPV COM 450913108 363863.3016 22,900 22,900 3 22,900
IAMGOLD Corp Common NPV COM 450913108 3837253.3 242,098 242,098 3 242,098
Icahn Enterprises LP NPV COM 451100101 73139.4 2,043 2,043 3 2,043
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 4848979.95 183,465 183,465 2 183,465
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 12288337.77 464,939 464,939 3 464,939
ICU Medical ComStk USD0.10 COM 44930G107 162000 3,600 3,600 3 3,600
IDACORP Inc Common Stock NPV COM 451107106 27515608 648,800 648,800 1 648,800
Idex Corp Common Stock
USD0.01 COM 45167R104 70424500.53 1,897,723 1,897,723 1 1,897,723
Idex Corp Common Stock
USD0.01 COM 45167R104 1272501.9 34,290 34,290 4 34,290
Idex Corp Common Stock
USD0.01 COM 45167R104 7904.43 213 213 7 213
IDT Corp Cls'B' ComStk
USD0.01 COM 448947507 58156 6,200 6,200 3 6,200
II-VI Incorporated Com Stk
NPV COM 902104108 128520 7,000 7,000 2 7,000
II-VI Incorporated Com Stk
NPV COM 902104108 341496 18,600 18,600 3 18,600
Illinois Tool Works Common
NPV COM 452308109 1476036 31,600 31,600 2 31,600
Illinois Tool Works Common
NPV COM 452308109 8356419 178,900 178,900 3 178,900
Illinois Tool Works Common
NPV COM 452308109 991186.2 21,220 21,220 7 21,220
Infinity Prop.&Cas.; ComStk
NPV COM 45665Q103 8806048 155,200 155,200 1 155,200
Informatica CommonStk
USD0.001 COM 45666Q102 4260281.73 115,361 115,361 1 115,361
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 5543902 107,900 107,900 2 107,900
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 55653839.78 1,083,181 1,083,181 3 1,083,181
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 769672.4 14,980 14,980 4 14,980
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 210658 4,100 4,100 6 4,100
ING
GroepSpADR(Rep1OrdEUR0.24) COM 456837103 55689.39 7,767 7,767 2 7,767
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 28614 1,900 1,900 2 1,900
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 1926881.82 127,947 127,947 3 127,947
InnophosHldgsIncComStkUSD0.001 COM 45774N108 37104696 764,100 764,100 1 764,100
Innospec Inc Com.Stock
USD0.01 COM 45768S105 67368 2,400 2,400 2 2,400
Insperity Inc ComStock
USD0.01 COM 45778Q107 119145 4,700 4,700 2 4,700
Insperity Inc ComStock
USD0.01 COM 45778Q107 68445 2,700 2,700 3 2,700
IntegratedDevTechComStUSD0.001 COM 458118106 35681181.9 6,535,015 6,535,015 1 6,535,015
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 95056 10,400 10,400 2 10,400
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 715662 78,300 78,300 3 78,300
Integrys Engy Grp Com Stk
USD1 COM 45822P105 135450 2,500 2,500 3 2,500
Intel Cp.Common Stk USD0.001 COM 458140100 10489919.5 432,574 432,574 2 432,574
Intel Cp.Common Stk USD0.001 COM 458140100 115968980.5 4,782,226 4,782,226 3 4,782,226
Intel Cp.Common Stk USD0.001 COM 458140100 3429798.75 141,435 141,435 7 141,435
InterParfumsIncComStk
USD0.001 COM 458334109 42587.72 2,737 2,737 3 2,737
Interpublic Group Com.USD0.10 COM 460690100 17295075 1,777,500 1,777,500 1 1,777,500
IntersectionsInc CmStk
USD0.01 COM 460981301 110900 10,000 10,000 2 10,000
IntersectionsInc CmStk
USD0.01 COM 460981301 1056877 95,300 95,300 3 95,300
Intervest
Bancshs'A'ComStkUSD1 COM 460927106 5565 2,100 2,100 3 2,100
Intl Bancshares Cp ComStk
USD1 COM 459044103 1015759 55,400 55,400 3 55,400
Intl FCStone Inc
ComStkUSD0.01 COM 46116V105 322909 13,700 13,700 3 13,700
Intl Shipholding Cp
ComStkUSD1 COM 460321201 1797361.23 96,167 96,167 3 96,167
Intl.BusinessMachComStkUSD0.20 COM 459200101 55734211.88 303,101 303,101 1 303,101
Intl.BusinessMachComStkUSD0.20 COM 459200101 13495688.72 73,394 73,394 2 73,394
Intl.BusinessMachComStkUSD0.20 COM 459200101 104863086.4 570,280 570,280 3 570,280
Intl.BusinessMachComStkUSD0.20 COM 459200101 2875883.2 15,640 15,640 4 15,640
Intl.BusinessMachComStkUSD0.20 COM 459200101 167330.8 910 910 7 910
Intl.Flavors ComStock
USD0.125 COM 459506101 366940 7,000 7,000 3 7,000
Intl.Paper Co.Com.USD1 COM 460146103 6876760.8 232,323 232,323 3 232,323
INTREPID POTASH INC COMMON
STO COM 46121Y102 4526 200 200 3 200
Intuit Inc Com Stock USD0.01 COM 461202103 21036 400 400 2 400
Intuit Inc Com Stock USD0.01 COM 461202103 683670 13,000 13,000 3 13,000
IntuitiveSurg. ComStk
USD0.001 COM 46120E602 277806 600 600 2 600
IntuitiveSurg. ComStk
USD0.001 COM 46120E602 324107 700 700 3 700
Invesco Limited Ord USD0.10 COM G491BT108 40180 2,000 2,000 7 2,000
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 14283398.6 1,016,612 1,016,612 1 1,016,612
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 126450 9,000 9,000 2 9,000
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 244470 17,400 17,400 3 17,400
IPC the Hospital
ComStkUSD0.01 COM 44984A105 6949440 152,000 152,000 1 152,000
Ishares FTSE China 25 Index
Fd COM 464287184 26152.5 750 750 7 750
iShares iBoxx $
InvGradeCpBdFd COM 464287242 37463784.48 329,323 329,323 2 329,323
iShares iBoxx $
InvGradeCpBdFd COM 464287242 408829322.9 3,593,788 3,593,788 3 3,593,788
Ishares Inc MSCI Brazil Idx
Fd COM 464286400 3162648.12 55,108 55,108 3 55,108
Ishares Inc MSCI
SthKoreaIdxFd COM 464286772 104520 2,000 2,000 3 2,000
Ishares MSCI
MalaysiaFreeIdxFd COM 464286830 825842 61,630 61,630 4 61,630
ISHARES S^P GLOBAL INFRASTR COM 464288372 433286.1 13,050 13,050 7 13,050
iShares Trust JPM USD EM Bd
Fd COM 464288281 4170500 38,000 38,000 2 38,000
Ishares Trust S^P 500 Index
Fd COM 464287200 76694650.76 608,881 608,881 2 608,881
Ishares Trust S^P 500 Index
Fd COM 464287200 1418309.6 11,260 11,260 7 11,260
iShares Tst Barclays MBS Bd
Fd COM 464288588 4076076.19 37,717 37,717 2 37,717
Ishares Tst Comex Gold ETF
USD COM 464285105 89517949.74 5,877,738 5,877,738 2 5,877,738
Ishares Tst Comex Gold ETF
USD COM 464285105 28034454.97 1,840,739 1,840,739 3 1,840,739
Ishares Tst MSCI EAFE Index
Fd COM 464287465 12419498.91 250,747 250,747 3 250,747
Ishares Tst MSCI EmgMkts
IdxFd COM 464287234 225173.9 5,935 5,935 7 5,935
Ishares Tst
RussellMidcapIdxFd COM 464287499 915306 9,300 9,300 1 9,300
iShares Tst S^P Glb 100 Idx
Fd COM 464287572 52146 900 900 7 900
IsharesMSCI
PacificExJpnIdxETF COM 464286665 19075.7 490 490 7 490
IsharesMSCI
ThailandInvestable COM 464286624 419026.81 6,971 6,971 4 6,971
IsharesTst
Russell2000IdxFdETF COM 464287655 1475000 20,000 20,000 1 20,000
IsharesTst
S^PMidcap400IndexFd COM 464287507 464333 5,300 5,300 7 5,300
IsharesTstS^PGlobalEnSectIdxFd COM 464287341 19846311.87 519,673 519,673 3 519,673
iShs MSCI
TurkeyInvestMktIdxFd COM 464286715 136955.06 3,329 3,329 3 3,329
iShs Tst DJ US Real Est Idx
Fd COM 464287739 19920312.88 350,648 350,648 2 350,648
iShsS^PGSCI
CommodityIdxTstETF COM 46428R107 593376.16 17,992 17,992 2 17,992
iShsTst DJ US Fin Svcs Idx Fd COM 464287770 156634.2 3,460 3,460 7 3,460
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 85128669.44 4,586,674 4,586,674 2 4,586,674
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 461631224.3 24,872,372 24,872,372 3 24,872,372
ITC Holdings Corp Com Stk NPV COM 465685105 83468 1,100 1,100 3 1,100
Itron Incorporated Com Stk
NPV COM 465741106 11045776 308,800 308,800 1 308,800
ITT Corporation CommonStk
USD1 COM 450911201 126611.5 6,550 6,550 2 6,550
ITT Corporation CommonStk
USD1 COM 450911201 1797690 93,000 93,000 3 93,000
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 1786346 31,400 31,400 2 31,400
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 26538047.2 466,480 466,480 3 466,480
IXYS Corp Common Stock
USD0.01 COM 46600W106 42237 3,900 3,900 2 3,900
IXYS Corp Common Stock
USD0.01 COM 46600W106 316236 29,200 29,200 3 29,200
J^J Snack Foods Corp CmStk
NPV COM 466032109 197136 3,700 3,700 3 3,700
J.M.Smucker Co Com
StkUSD0.001 COM 832696405 16376615 209,500 209,500 1 209,500
J.M.Smucker Co Com
StkUSD0.001 COM 832696405 1704106 21,800 21,800 3 21,800
J2 Global Inc Com Stk USD0.01 COM 48123V102 1682772 59,800 59,800 2 59,800
J2 Global Inc Com Stk USD0.01 COM 48123V102 10045980 357,000 357,000 3 357,000
Jabil Circuit Com Stk
USD0.001 COM 466313103 550480 28,000 28,000 2 28,000
Jabil Circuit Com Stk
USD0.001 COM 466313103 1032150 52,500 52,500 3 52,500
James River Coal
ComStkUSD0.01 COM 470355207 98956 14,300 14,300 2 14,300
James River Coal
ComStkUSD0.01 COM 470355207 2864188 413,900 413,900 3 413,900
Janus CapitalGrp
ComStkUSD0.01 COM 47102X105 299725 47,500 47,500 3 47,500
JB Hunt Transp.Com Stk
USD0.01 COM 445658107 383095 8,500 8,500 3 8,500
JDA SoftwareGrp ComStk
USD0.01 COM 46612K108 64780 2,000 2,000 2 2,000
John BeanTech CpCom
StkUSD0.01 COM 477839104 139867 9,100 9,100 2 9,100
John BeanTech CpCom
StkUSD0.01 COM 477839104 304326 19,800 19,800 3 19,800
Johnson & Johnson Com.USD1 COM 478160104 13587126.72 207,184 207,184 2 207,184
Johnson & Johnson Com.USD1 COM 478160104 145443192.8 2,217,798 2,217,798 3 2,217,798
Johnson & Johnson Com.USD1 COM 478160104 3180039.78 48,491 48,491 7 48,491
JohnsonControlsCmStkUSD0.01388 COM 478366107 34386 1,100 1,100 2 1,100
JohnsonControlsCmStkUSD0.01388 COM 478366107 55236.42 1,767 1,767 3 1,767
Jones Grp Inc Com Stk USD0.01 COM 48020T101 2483470 235,400 235,400 3 235,400
JosABankClothiersComStkUSD0.01 COM 480838101 360824 7,400 7,400 2 7,400
JosABankClothiersComStkUSD0.01 COM 480838101 5233654.6 107,335 107,335 3 107,335
Joy Global Inc Common Stk
USD1 COM 481165108 247401 3,300 3,300 2 3,300
Joy Global Inc Common Stk
USD1 COM 481165108 3838464 51,200 51,200 3 51,200
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 34154134 1,027,192 1,027,192 1 1,027,192
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 9541519.75 286,963 286,963 2 286,963
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 188811089.3 5,678,529 5,678,529 3 5,678,529
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 2890555.5 86,934 86,934 4 86,934
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 3142125 94,500 94,500 5 94,500
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 760095 22,860 22,860 7 22,860
Kaiser Aluminum ComStk
USD0.01 COM 483007704 19187016 418,200 418,200 1 418,200
Kaman Corporation Com Stk
USD1 COM 483548103 215828 7,900 7,900 2 7,900
Kaman Corporation Com Stk
USD1 COM 483548103 199436 7,300 7,300 3 7,300
Kansas City Life
ComStkUSD1.25 COM 484836101 26256 800 800 3 800
KansasCitySouth.
ComStkUSD0.01 COM 485170302 24401988 358,800 358,800 1 358,800
KapStone Paper
ComStkUSD0.0001 COM 48562P103 18884852 1,199,800 1,199,800 1 1,199,800
KB Fin.Grp
ADR(Rep1OrdKRW5000) COM 48241A105 414001.4 13,210 13,210 4 13,210
Kellogg Co Common USD0.25 COM 487836108 12136.8 240 240 7 240
Kemet Corp Common
StockUSD0.01 COM 488360207 124785 17,700 17,700 2 17,700
Kemet Corp Common
StockUSD0.01 COM 488360207 2528130 358,600 358,600 3 358,600
Kemper Corp Common Stk
USD0.10 COM 488401100 29210 1,000 1,000 3 1,000
Kenexa Corp Common Stk
USD0.01 COM 488879107 18892920 707,600 707,600 1 707,600
Kennametal Inc Cap Stk
USD1.25 COM 489170100 12204984 334,200 334,200 1 334,200
Kennametal Inc Cap Stk
USD1.25 COM 489170100 182600 5,000 5,000 2 5,000
Kennametal Inc Cap Stk
USD1.25 COM 489170100 102256 2,800 2,800 3 2,800
Keycorp Common Stk USD1 COM 493267108 2563846 333,400 333,400 2 333,400
Keycorp Common Stk USD1 COM 493267108 37860015.51 4,923,279 4,923,279 3 4,923,279
Kimberly-Clark Common USD1.25 COM 494368103 2280360 31,000 31,000 2 31,000
Kimberly-Clark Common USD1.25 COM 494368103 46815202.32 636,422 636,422 3 636,422
Kimberly-Clark Common USD1.25 COM 494368103 544344 7,400 7,400 7 7,400
Kindred Health Com Stk
USD0.25 COM 494580103 168311 14,300 14,300 2 14,300
Kindred Health Com Stk
USD0.25 COM 494580103 1812544.69 153,997 153,997 3 153,997
Kinross Gold
ComNPV(Can.List.) COM 496902404 2744008.445 240,260 240,260 2 240,260
Kinross Gold
ComNPV(Can.List.) COM 496902404 8354012.992 731,461 731,461 3 731,461
Kinross Gold
ComNPV(Can.List.) COM 496902404 385401.5025 33,745 33,745 4 33,745
Kinross Gold
ComNPV(Can.List.) COM 496902404 107951.2521 9,452 9,452 7 9,452
Kirklands Inc Common Stock
NPV COM 497498105 17290 1,300 1,300 3 1,300
KKR And Company LP Com Stk
NPV COM 48248M102 15213814 1,185,800 1,185,800 1 1,185,800
KKR And Company LP Com Stk
NPV COM 48248M102 1391310.86 108,442 108,442 3 108,442
KKR Finan.Holdings LLC
USD0.01 COM 48248A306 223488 25,600 25,600 3 25,600
KLA-TencorCorp ComStk
USD0.001 COM 482480100 4163975 86,300 86,300 2 86,300
KLA-TencorCorp ComStk
USD0.001 COM 482480100 60790175 1,259,900 1,259,900 3 1,259,900
Kohls Corp Com Stk USD0.01 COM 500255104 824145 16,700 16,700 2 16,700
Kohls Corp Com Stk USD0.01 COM 500255104 25612650 519,000 519,000 3 519,000
Koppers Holdings CmStk
USD0.01 COM 50060P106 123696 3,600 3,600 2 3,600
Koppers Holdings CmStk
USD0.01 COM 50060P106 99644 2,900 2,900 3 2,900
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 39612098.16 1,060,281 1,060,281 1 1,060,281
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 1475720 39,500 39,500 2 39,500
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 91300143.84 2,443,794 2,443,794 3 2,443,794
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 3380519.6 90,485 90,485 4 90,485
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 1382320 37,000 37,000 5 37,000
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 1742619.84 46,644 46,644 7 46,644
Kraton Perf.Poly CmStk
USD0.01 COM 50077C106 280140 13,800 13,800 3 13,800
Kroger Co.Com.USD1 COM 501044101 2080498 85,900 85,900 2 85,900
Kroger Co.Com.USD1 COM 501044101 51023063 2,106,650 2,106,650 3 2,106,650
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 243540 13,500 13,500 2 13,500
Kronos Worldwide
ComStkUSD0.01 COM 50105F105 250756 13,900 13,900 3 13,900
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 1895661.84 121,206 121,206 3 121,206
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 693164.8 44,320 44,320 4 44,320
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 4444888 284,200 284,200 6 284,200
Kulicke & Soffa Com NPV COM 501242101 571650 61,800 61,800 2 61,800
Kulicke & Soffa Com NPV COM 501242101 11909994.75 1,287,567 1,287,567 3 1,287,567
L-3CommunicationsComStkUSD0.01 COM 502424104 780156 11,700 11,700 2 11,700
L-3CommunicationsComStkUSD0.01 COM 502424104 35966191.8 539,385 539,385 3 539,385
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 4410261 51,300 51,300 2 51,300
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 40586437 472,100 472,100 3 472,100
Lakeland Bancorp Inc
ComStkNPV COM 511637100 39652 4,600 4,600 3 4,600
Lakeland Fin Corp Com Stk NPV COM 511656100 6136364 237,200 237,200 1 237,200
Lakeland Fin Corp Com Stk NPV COM 511656100 177209.5 6,850 6,850 3 6,850
Lam Research Cp. Com Stk NPV COM 512807108 851460 23,000 23,000 2 23,000
Lam Research Cp. Com Stk NPV COM 512807108 10938040.26 295,463 295,463 3 295,463
LamarAdvert.ClsAComStkUSD0.001 COM 512815101 22522500 819,000 819,000 1 819,000
LaSalleHotel Prop.REIT
USD0.01 COM 517942108 14757883.38 609,578 609,578 1 609,578
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 28080600.03 1,075,473 1,075,473 1 1,075,473
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 853797 32,700 32,700 2 32,700
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 1101842 42,200 42,200 3 42,200
LEAR CORP ComStkUSD0.01 COM 521865204 107460 2,700 2,700 2 2,700
LEAR CORP ComStkUSD0.01 COM 521865204 15920 400 400 3 400
LenderProcessingCmStkUSD0.0001 COM 52602E102 406890 27,000 27,000 2 27,000
LenderProcessingCmStkUSD0.0001 COM 52602E102 9094488.81 603,483 603,483 3 603,483
Lexicon Pharm.Com Stk
USD0.001 COM 528872104 5094339 3,949,100 3,949,100 1 3,949,100
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 1035091 31,300 31,300 2 31,300
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 24804351.92 750,056 750,056 3 750,056
LHC Group Inc ComStock
USD0.01 COM 50187A107 307920 24,000 24,000 3 24,000
Lib.Media-Lib. A
ComStkUSD0.01 COM 530322106 21724827.25 278,345 278,345 1 278,345
Liberty Property REIT
USD0.001 COM 531172104 370560 12,000 12,000 2 12,000
Liberty Property REIT
USD0.001 COM 531172104 234688 7,600 7,600 3 7,600
Life Techn.Corp ComStk
USD0.01 COM 53217V109 34608382.77 889,447 889,447 1 889,447
Life Techn.Corp ComStk
USD0.01 COM 53217V109 929949 23,900 23,900 3 23,900
LifePartnersHldgsComStkUSD0.01 COM 53215T106 180880 28,000 28,000 2 28,000
LifePartnersHldgsComStkUSD0.01 COM 53215T106 2940314.22 455,157 455,157 3 455,157
LifePointHospit.
ComStkUSD0.01 COM 53219L109 21989085 591,900 591,900 1 591,900
LifePointHospit.
ComStkUSD0.01 COM 53219L109 1998670 53,800 53,800 3 53,800
Limited Brands Com Stk
USD0.50 COM 532716107 3268350 81,000 81,000 2 81,000
Limited Brands Com Stk
USD0.50 COM 532716107 21209331.9 525,634 525,634 3 525,634
Lincare Hldgs Com Stk USD0.01 COM 532791100 11268693 438,300 438,300 1 438,300
Lincare Hldgs Com Stk USD0.01 COM 532791100 3334587 129,700 129,700 2 129,700
Lincare Hldgs Com Stk USD0.01 COM 532791100 48859798.2 1,900,420 1,900,420 3 1,900,420
Lincoln Education. Com Stk
NPV COM 533535100 300990 38,100 38,100 2 38,100
Lincoln Education. Com Stk
NPV COM 533535100 6118028.6 774,434 774,434 3 774,434
Lincoln Electric Com Stk NPV COM 533900106 27384 700 700 3 700
LincolnNationalCrpCmStkUSD1.25 COM 534187109 1157432 59,600 59,600 2 59,600
LincolnNationalCrpCmStkUSD1.25 COM 534187109 26200221.12 1,349,136 1,349,136 3 1,349,136
Linear Tech Corp Com Stk NPV COM 535678106 2051049 68,300 68,300 2 68,300
Linear Tech Corp Com Stk NPV COM 535678106 16084068 535,600 535,600 3 535,600
Lithia Motors Cls'A'
ComStkNPV COM 536797103 6446514 294,900 294,900 1 294,900
Littelfuse Inc
ComStockUSD0.01 COM 537008104 1173354 27,300 27,300 2 27,300
Littelfuse Inc
ComStockUSD0.01 COM 537008104 3618916 84,200 84,200 3 84,200
LKQ Corp Common Stock USD0.01 COM 501889208 19067712 633,900 633,900 1 633,900
Lockheed Martin ComStk
USD0.01 COM 539830109 5792440 71,600 71,600 2 71,600
Lockheed Martin ComStk
USD0.01 COM 539830109 77212092.6 954,414 954,414 3 954,414
Lockheed Martin ComStk
USD0.01 COM 539830109 335735 4,150 4,150 7 4,150
Lorillard Inc ComStock
USD0.01 COM 544147101 6162042 54,053 54,053 2 54,053
Lorillard Inc ComStock
USD0.01 COM 544147101 114665874 1,005,841 1,005,841 3 1,005,841
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 520290 20,500 20,500 2 20,500
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 6792220.98 267,621 267,621 3 267,621
LTC PropertiesInc REIT
USD0.01 COM 502175102 314772 10,200 10,200 2 10,200
LTC PropertiesInc REIT
USD0.01 COM 502175102 145042 4,700 4,700 3 4,700
LTX-CredenceCorp
ComStkUSD0.05 COM 502403207 138565 25,900 25,900 2 25,900
LTX-CredenceCorp
ComStkUSD0.05 COM 502403207 2031930 379,800 379,800 3 379,800
Luminex Corp.Com.Stk USD0.001 COM 55027E102 8492 400 400 3 400
Lumos Networks Com Stk
USD0.01 COM 550283105 125788 8,200 8,200 2 8,200
Lumos Networks Com Stk
USD0.01 COM 550283105 720504.46 46,969 46,969 3 46,969
LyondellBasellInd A CS
USD0.01 COM N53745100 11849103 364,700 364,700 3 364,700
M & T Bank Corp ComStk
USD0.50 COM 55261F104 6252246 81,900 81,900 3 81,900
M & T Bank Corp ComStk
USD0.50 COM 55261F104 10916.62 143 143 7 143
Madison Square ClsA CS
USD0.01 COM 55826P100 9766240 341,000 341,000 1 341,000
Magellan Health ComStk
USD0.01 COM 559079207 395760 8,000 8,000 2 8,000
Magellan Health ComStk
USD0.01 COM 559079207 14488476.78 292,874 292,874 3 292,874
Magna Intl Inc Sub Vtg Com
NPV COM 559222401 247078.4641 7,400 7,400 2 7,400
Magna Intl Inc Sub Vtg Com
NPV COM 559222401 7517228.715 225,141 225,141 3 225,141
Maiden Hldgs Ltd
ComStkUSD0.01 COM G5753U112 15768 1,800 1,800 3 1,800
Main Street Capital CS
USD0.01 COM 56035L104 439668 20,700 20,700 2 20,700
Main Street Capital CS
USD0.01 COM 56035L104 9524016 448,400 448,400 3 448,400
MainSource Financial
ComStkNPV COM 56062Y102 61810 7,000 7,000 3 7,000
Manpower Group Com Stk
USD0.01 COM 56418H100 9994448.75 279,565 279,565 1 279,565
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 1337072 42,800 42,800 2 42,800
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 18076526.16 578,634 578,634 3 578,634
ManulifeFinComNPV(CanadianList COM 56501R106 492261.6125 46,200 46,200 2 46,200
ManulifeFinComNPV(CanadianList COM 56501R106 10691240.3 1,003,400 1,003,400 3 1,003,400
Marathon Oil Corp Com Stk
USD1 COM 565849106 2300622 78,600 78,600 2 78,600
Marathon Oil Corp Com Stk
USD1 COM 565849106 65876730.39 2,250,657 2,250,657 3 2,250,657
Marathon Oil Corp Com Stk
USD1 COM 565849106 374656 12,800 12,800 7 12,800
Marathon Petroleum CS USD0.01 COM 56585A102 23303 700 700 2 700
Marathon Petroleum CS USD0.01 COM 56585A102 3378935 101,500 101,500 3 101,500
MARKET VECTORS AGRIBUSINESS COM 57060U605 58937.5 1,250 1,250 7 1,250
Market Vectors Gold Miners
ETF COM 57060U100 6222515.7 120,990 120,990 7 120,990
MarketAxess Hldgs CS USD0.003 COM 57060D108 117429 3,900 3,900 2 3,900
MarketAxess Hldgs CS USD0.003 COM 57060D108 135495 4,500 4,500 3 4,500
MarketVectorsEMLocalCurrencyBd COM 57060U522 2068644 84,400 84,400 2 84,400
Marriott Intl Cls A
ComStkUSD1 COM 571903202 23540.19 807 807 7 807
MarriottVacationsWrldCSUSD0.01 COM 57164Y107 1372.8 80 80 7 80
Marsh & McLennan Com USD1 COM 571748102 1950954 61,700 61,700 2 61,700
Marsh & McLennan Com USD1 COM 571748102 22178268 701,400 701,400 3 701,400
Masco Corporation Com Stk
USD1 COM 574599106 6288 600 600 7 600
Masimo Corp Com Stock
USD0.001 COM 574795100 20560974 1,100,400 1,100,400 1 1,100,400
MasTec Inc Common Stk USD0.10 COM 576323109 142434 8,200 8,200 3 8,200
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 1043896 2,800 2,800 2 2,800
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 3421369.14 9,177 9,177 3 9,177
MaterialSciences
ComStkUSD0.02 COM 576674105 69870 8,500 8,500 3 8,500
Materion Corp Common Stock
NPV COM 576690101 99645.12 4,104 4,104 3 4,104
Matrix Service Com Stk
USD0.01 COM 576853105 45312 4,800 4,800 2 4,800
Matrix Service Com Stk
USD0.01 COM 576853105 62304 6,600 6,600 3 6,600
Mattel Inc Common Stock USD1 COM 577081102 3866968 139,300 139,300 2 139,300
Mattel Inc Common Stock USD1 COM 577081102 35105296 1,264,600 1,264,600 3 1,264,600
Matthews Intl
Cls'A'ComStkUSD1 COM 577128101 13785198 438,600 438,600 1 438,600
Matthews Intl
Cls'A'ComStkUSD1 COM 577128101 210581 6,700 6,700 2 6,700
Matthews Intl
Cls'A'ComStkUSD1 COM 577128101 157150 5,000 5,000 3 5,000
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 2903460 111,500 111,500 2 111,500
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 27925296 1,072,400 1,072,400 3 1,072,400
MAXIMUS Inc.Common Stock NPV COM 577933104 21530945 520,700 520,700 1 520,700
MAXIMUS Inc.Common Stock NPV COM 577933104 2501675 60,500 60,500 3 60,500
Maxygen Common Stock
USD0.0001 COM 577776107 26461 4,700 4,700 3 4,700
MB Financial Com Stock
USD0.01 COM 55264U108 8746650 511,500 511,500 1 511,500
McCormick^CoInc
ComStkN/VtgNPV COM 579780206 17626832 349,600 349,600 1 349,600
McCormick^CoInc
ComStkN/VtgNPV COM 579780206 4145129.04 82,212 82,212 2 82,212
McCormick^CoInc
ComStkN/VtgNPV COM 579780206 21983120 436,000 436,000 3 436,000
McDonald's Corp ComStk
USD0.01 COM 580135101 5456045.73 54,381 54,381 2 54,381
McDonald's Corp ComStk
USD0.01 COM 580135101 53449001.56 532,732 532,732 3 532,732
McDonald's Corp ComStk
USD0.01 COM 580135101 854309.95 8,515 8,515 7 8,515
McGrath Rentcorp Com Stock
NPV COM 580589109 168142 5,800 5,800 2 5,800
McGrath Rentcorp Com Stock
NPV COM 580589109 258011 8,900 8,900 3 8,900
McGraw-Hill Common USD1 COM 580645109 3889905 86,500 86,500 2 86,500
McGraw-Hill Common USD1 COM 580645109 28311493.08 629,564 629,564 3 629,564
McKesson HBOC Com Stk USD0.01 COM 58155Q103 54537 700 700 2 700
McKesson HBOC Com Stk USD0.01 COM 58155Q103 18881566.41 242,351 242,351 3 242,351
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1350819.42 19,654 19,654 3 19,654
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1065315 15,500 15,500 5 15,500
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 185832 17,400 17,400 2 17,400
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 2709131.52 253,664 253,664 3 253,664
Medallion Fin. Com Stk
USD0.01 COM 583928106 38692 3,400 3,400 3 3,400
MedAssets IncComStk USD0.01 COM 584045108 10117650 1,093,800 1,093,800 1 1,093,800
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 24260.6 434 434 7 434
Medicines
CompanyCmStkUSD0.001 COM 584688105 285192 15,300 15,300 2 15,300
Medicines
CompanyCmStkUSD0.001 COM 584688105 115568 6,200 6,200 3 6,200
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 8043175 241,900 241,900 1 241,900
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 209475 6,300 6,300 2 6,300
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 322525 9,700 9,700 3 9,700
Medifast Inc Com Stk USD0.001 COM 58470H101 816340 59,500 59,500 3 59,500
Mednax Inc Common Stk USD0.01 COM 58502B106 1670632 23,200 23,200 2 23,200
Mednax Inc Common Stk USD0.01 COM 58502B106 13458669 186,900 186,900 3 186,900
Medtox Scientific
ComStUSD0.15 COM 584977201 26695 1,900 1,900 2 1,900
Medtox Scientific
ComStUSD0.15 COM 584977201 19670 1,400 1,400 3 1,400
Medtronic Inc Com Stk USD0.10 COM 585055106 5974764.75 156,203 156,203 2 156,203
Medtronic Inc Com Stk USD0.10 COM 585055106 69557013 1,818,484 1,818,484 3 1,818,484
Mercer Intl Inc Com.Stk USD1 COM 588056101 107970 17,700 17,700 3 17,700
Merchants
Bancsh.ComStkUSD0.01 COM 588448100 20440 700 700 3 700
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 34249884.5 908,485 908,485 1 908,485
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 3973843.9 105,407 105,407 2 105,407
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 189456260.5 5,025,365 5,025,365 3 5,025,365
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 2376608 63,040 63,040 4 63,040
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 706724.2 18,746 18,746 7 18,746
Meredith Corp Com Stk USD1 COM 589433101 192635 5,900 5,900 3 5,900
Meridian Bioscience ComStk
NPV COM 589584101 395640 21,000 21,000 3 21,000
Methode Electr.Com Stk
USD0.50 COM 591520200 4721155 569,500 569,500 1 569,500
Metlife Inc Common Stk
USD0.01 COM 59156R108 23284413.32 746,774 746,774 1 746,774
Metlife Inc Common Stk
USD0.01 COM 59156R108 1549646 49,700 49,700 2 49,700
Metlife Inc Common Stk
USD0.01 COM 59156R108 13228520.34 424,263 424,263 3 424,263
Metlife Inc Common Stk
USD0.01 COM 59156R108 1476373 47,350 47,350 4 47,350
Metlife Inc Common Stk
USD0.01 COM 59156R108 888630 28,500 28,500 5 28,500
Metlife Inc Common Stk
USD0.01 COM 59156R108 9198.1 295 295 7 295
MetropolitanHealth CS
USD0.001 COM 592142103 99463.05 13,315 13,315 2 13,315
MetropolitanHealth CS
USD0.001 COM 592142103 957654 128,200 128,200 3 128,200
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 14771 100 100 2 100
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 974886 6,600 6,600 3 6,600
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1418016 9,600 9,600 7 9,600
MFA Financial Inc REIT
USD0.01 COM 55272X102 19092339.84 2,841,122 2,841,122 1 2,841,122
MFA Financial Inc REIT
USD0.01 COM 55272X102 52799187.84 7,857,022 7,857,022 3 7,857,022
MFA Financial Inc REIT
USD0.01 COM 55272X102 1081785.6 160,980 160,980 4 160,980
MFA Financial Inc REIT
USD0.01 COM 55272X102 274700.16 40,878 40,878 7 40,878
MGE Energy Inc ComStock USD1 COM 55277P104 369483 7,900 7,900 2 7,900
MGE Energy Inc ComStock USD1 COM 55277P104 523824 11,200 11,200 3 11,200
Michael Baker Corp ComStk
USD1 COM 57149106 3267026 166,600 166,600 1 166,600
Michael Kors Hldgs Com Stk
NPV COM G60754101 806409.25 29,593 29,593 1 29,593
Microchip Tech.Com
StkUSD0.001 COM 595017104 2520144 68,800 68,800 2 68,800
Microchip Tech.Com
StkUSD0.001 COM 595017104 21084228 575,600 575,600 3 575,600
Microsoft Com Stk
USD0.0000125 COM 594918104 36543658.36 1,407,691 1,407,691 1 1,407,691
Microsoft Com Stk
USD0.0000125 COM 594918104 14209206 547,350 547,350 2 547,350
Microsoft Com Stk
USD0.0000125 COM 594918104 226432517.5 8,722,362 8,722,362 3 8,722,362
Microsoft Com Stk
USD0.0000125 COM 594918104 3313041.16 127,621 127,621 4 127,621
Microsoft Com Stk
USD0.0000125 COM 594918104 3008504.4 115,890 115,890 5 115,890
Microsoft Com Stk
USD0.0000125 COM 594918104 1646513 63,425 63,425 7 63,425
Middlesex Water Co Com Stk
NPV COM 596680108 37320 2,000 2,000 2 2,000
Middlesex Water Co Com Stk
NPV COM 596680108 141816 7,600 7,600 3 7,600
Miller Inds Inc ComStk
USD0.01 COM 600551204 168311 10,700 10,700 2 10,700
Miller Inds Inc ComStk
USD0.01 COM 600551204 1933217 122,900 122,900 3 122,900
Mindray ADR(EachRp1 Cls'A'
Sh) COM 602675100 27719404 1,081,100 1,081,100 4 1,081,100
Mindray ADR(EachRp1 Cls'A'
Sh) COM 602675100 14553571.68 567,612 567,612 6 567,612
Mineral Tech.Inc
ComStkUSD0.10 COM 603158106 11238164 198,800 198,800 1 198,800
MissionWestProp. REIT
USD0.001 COM 605203108 22550 2,500 2,500 3 2,500
MitchamIndustriesComStkUSD0.01 COM 606501104 43854.72 2,008 2,008 3 2,008
Mitel Networks Corp ComStk
NPV COM 60671Q104 1200450 377,500 377,500 1 377,500
MKS Instruments Common Stk
NPV COM 55306N104 1460077.06 52,483 52,483 3 52,483
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 25723764 1,752,300 1,752,300 2 1,752,300
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 152071177 10,359,072 10,359,072 3 10,359,072
ModineManufacturComStkUSD0.625 COM 607828100 4975014 525,900 525,900 1 525,900
Molex Com.USD0.05 COM 608554101 25841358.26 1,083,041 1,083,041 1 1,083,041
Molex Com.USD0.05 COM 608554101 479586 20,100 20,100 2 20,100
Molex Com.USD0.05 COM 608554101 2409860 101,000 101,000 3 101,000
MolinaHealthInc
ComStkUSD0.001 COM 60855R100 384076 17,200 17,200 2 17,200
MolinaHealthInc
ComStkUSD0.001 COM 60855R100 8588118 384,600 384,600 3 384,600
MomentaPharm. ComStk
USD0.0001 COM 60877T100 241721 13,900 13,900 2 13,900
MomentaPharm. ComStk
USD0.0001 COM 60877T100 6140409 353,100 353,100 3 353,100
Monsanto Co. Com Stk USD0.01 COM 61166W101 17785657.89 253,827 253,827 1 253,827
Monsanto Co. Com Stk USD0.01 COM 61166W101 1095894.8 15,640 15,640 2 15,640
Monsanto Co. Com Stk USD0.01 COM 61166W101 4201186.99 59,957 59,957 3 59,957
Monsanto Co. Com Stk USD0.01 COM 61166W101 913012.1 13,030 13,030 4 13,030
Monsanto Co. Com Stk USD0.01 COM 61166W101 1674673 23,900 23,900 5 23,900
Monsanto Co. Com Stk USD0.01 COM 61166W101 257156.9 3,670 3,670 7 3,670
MonsterWorldwideComStkUSD0.001 COM 611742107 20313987.59 2,561,663 2,561,663 1 2,561,663
Morgan Stanley
ComStockUSD0.01 COM 617446448 2326994 153,800 153,800 2 153,800
Morgan Stanley
ComStockUSD0.01 COM 617446448 43694335.51 2,887,927 2,887,927 3 2,887,927
Mosaic Co (The) ComStk
USD0.01 COM 61945C103 3318294 65,800 65,800 2 65,800
Mosaic Co (The) ComStk
USD0.01 COM 61945C103 25330989 502,300 502,300 3 502,300
MotorcarPartsAmerica
CSUSD0.01 COM 620071100 9000 1,200 1,200 3 1,200
MSC
Ind.Dir.ClsAComStkUSD0.001 COM 553530106 443610 6,200 6,200 3 6,200
MSCI Inc Cls 'A'
ComStkUSD0.01 COM 55354G100 16339866 496,200 496,200 1 496,200
Multi-Color Corp Com Stock
NPV COM 625383104 46314 1,800 1,800 2 1,800
Multi-Color Corp Com Stock
NPV COM 625383104 123504 4,800 4,800 3 4,800
Murphy Oil Corp Com Stock
USD1 COM 626717102 2827132.8 50,720 50,720 2 50,720
Murphy Oil Corp Com Stock
USD1 COM 626717102 40032468 718,200 718,200 3 718,200
MWI Veterinary Com Stk
USD0.01 COM 55402X105 3581116 53,900 53,900 1 53,900
MYR Group Inc Com Stk USD0.01 COM 55405W104 7183242 375,300 375,300 1 375,300
Nacco Indus.Cls'A'Com Stk
USD1 COM 629579103 115986 1,300 1,300 2 1,300
Nacco Indus.Cls'A'Com Stk
USD1 COM 629579103 3381438 37,900 37,900 3 37,900
Nanometrics Common Stock NPV COM 630077105 189726 10,300 10,300 2 10,300
Nanometrics Common Stock NPV COM 630077105 1288036.92 69,926 69,926 3 69,926
Nash Finch Co Com Stk
USD1.667 COM 631158102 12186336 416,200 416,200 1 416,200
Nash Finch Co Com Stk
USD1.667 COM 631158102 90768 3,100 3,100 2 3,100
Nash Finch Co Com Stk
USD1.667 COM 631158102 2500775.52 85,409 85,409 3 85,409
NationalBeverageCpCmStkUSD0.01 COM 635017106 32140 2,000 2,000 2 2,000
NationalBeverageCpCmStkUSD0.01 COM 635017106 22498 1,400 1,400 3 1,400
National-Oilwell
ComStkUSD0.01 COM 637071101 955395.48 14,052 14,052 2 14,052
National-Oilwell
ComStkUSD0.01 COM 637071101 49476662.95 727,705 727,705 3 727,705
Natl Bankshares ComStk
USD1.25 COM 634865109 36296 1,300 1,300 3 1,300
Natl Healthcare Com
StkUSD0.01 COM 635906100 687160 16,400 16,400 3 16,400
Natl Instruments
ComStkUSD0.01 COM 636518102 5848377.45 225,371 225,371 3 225,371
Natl Interstate ComStk
USD0.01 COM 63654U100 49340 2,000 2,000 3 2,000
Natl Presto Indust.
ComStkUSD1 COM 637215104 280800 3,000 3,000 3 3,000
Natl Research Corp CS
USD0.001 COM 637372103 23286 600 600 3 600
NatlHealthInvest. REIT
USD0.01 COM 63633D104 30786 700 700 3 700
NatlWesternLife 'A'ComStk
USD1 COM 638522102 424410.72 3,117 3,117 3 3,117
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 837699 30,900 30,900 2 30,900
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 10212337 376,700 376,700 3 376,700
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 6716988 2,985,328 2,985,328 2 2,985,328
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 1717537.5 763,350 763,350 3 763,350
NavigatorsGrpInc
ComStkUSD0.10 COM 638904102 4133856 86,700 86,700 1 86,700
NBT Bancorp Inc ComStk
USD0.01 COM 628778102 514920.84 23,268 23,268 3 23,268
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 12815 1,100 1,100 2 1,100
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 199308.2 17,108 17,108 3 17,108
NektarTherapeutComStkUSD0.0001 COM 640268108 2693433 481,400 481,400 1 481,400
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 102774 4,200 4,200 2 4,200
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 14682 600 600 3 600
Neogen Corp Com Stock USD0.16 COM 640491106 12256 400 400 3 400
Netease.com ADR(Repr 1
HKD0.1) COM 64110W102 76245 1,700 1,700 3 1,700
Netlogic Micro.Com Stk
USD0.01 COM 64118B100 28512664 575,200 575,200 1 575,200
NetScout Sys. Com Stk
USD0.001 COM 64115T104 8442720 479,700 479,700 1 479,700
Network Engines Inc CS
USD0.01 COM 64121A107 5099.13 5,300 5,300 3 5,300
NeurocrineBiosc.ComStkUSD0.001 COM 64125C109 102850 12,100 12,100 3 12,100
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 8313561 243,300 243,300 1 243,300
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 495465 14,500 14,500 2 14,500
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 2118540 62,000 62,000 3 62,000
Neutral Tandem Inc CS
USD0.001 COM 64128B108 1882509 176,100 176,100 3 176,100
Nevsun Resources Ltd Com NPV COM 64156L101 697564.5684 125,500 125,500 2 125,500
Nevsun Resources Ltd Com NPV COM 64156L101 2285566.14 411,200 411,200 3 411,200
New Gold Incorporated Com NPV COM 644535106 11104.78248 1,100 1,100 3 1,100
New Zealand Telecom A.D.S. COM 879278208 79644.32 9,968 9,968 2 9,968
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 154693 4,100 4,100 2 4,100
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 1131900 30,000 30,000 3 30,000
NewMarket Corp CommonStock
NPV COM 651587107 1505636 7,600 7,600 2 7,600
NewMarket Corp CommonStock
NPV COM 651587107 13649779 68,900 68,900 3 68,900
NewmontMin.Cp Com Stk USD1.60 COM 651639106 3390565 56,500 56,500 2 56,500
NewmontMin.Cp Com Stk USD1.60 COM 651639106 38122852.75 635,275 635,275 3 635,275
NewOrientalADR(EachRep4OrdShs) COM 647581107 281986.25 11,725 11,725 7 11,725
NewparkResources
ComStkUSD0.01 COM 651718504 121600 12,800 12,800 2 12,800
NewparkResources
ComStkUSD0.01 COM 651718504 95000 10,000 10,000 3 10,000
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 733224 41,100 41,100 2 41,100
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 543584.8 30,470 30,470 3 30,470
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 9399.06 517 517 3 517
NewYorkCommunBancComStkUSD0.01 COM 649445103 220186 17,800 17,800 3 17,800
Nexen Incorporated Common NPV COM 65334H102 44572.32643 2,800 2,800 2 2,800
Nexen Incorporated Common NPV COM 65334H102 10512701.56 660,400 660,400 3 660,400
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 1120192 18,400 18,400 2 18,400
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 12593454.16 206,857 206,857 3 206,857
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 12176 200 200 7 200
NII Holdings Com Stk USD0.001 COM 62913F201 17930063.1 841,787 841,787 1 841,787
NII Holdings Com Stk USD0.001 COM 62913F201 21300 1,000 1,000 3 1,000
Nike Inc Comm Stk 'B'NPV COM 654106103 934789 9,700 9,700 2 9,700
Nike Inc Comm Stk 'B'NPV COM 654106103 6867326.2 71,260 71,260 3 71,260
Nippon Tel^Tel ADR
(Rep0.5Ord) COM 654624105 83994.28 3,316 3,316 2 3,316
Noble Corp CommonStock
CHF3.80 COM H5833N103 28225.48 934 934 2 934
Noble Corp CommonStock
CHF3.80 COM H5833N103 30950689.38 1,024,179 1,024,179 3 1,024,179
Noble Energy Com Stk USD3.333 COM 655044105 641852 6,800 6,800 2 6,800
Noble Energy Com Stk USD3.333 COM 655044105 1790767.08 18,972 18,972 3 18,972
Nordstrom Inc Common Stock
NPV COM 655664100 764440.38 15,378 15,378 2 15,378
Nordstrom Inc Common Stock
NPV COM 655664100 7163012.16 144,096 144,096 3 144,096
Norfolk Southern Cp
ComUSD1.00 COM 655844108 443935.98 6,093 6,093 2 6,093
Norfolk Southern Cp
ComUSD1.00 COM 655844108 8087460 111,000 111,000 3 111,000
North European Oil Rty Uts
NPV COM 659310106 537262.92 16,521 16,521 3 16,521
NorthAmer.Engy Com
NPV(USList) COM 656844107 2527320.04 392,441 392,441 3 392,441
Northeast Utilities Com USD5 COM 664397106 8238388 228,400 228,400 1 228,400
Northern Trust ComStk USD1
2/3 COM 665859104 2542206 64,100 64,100 2 64,100
Northern Trust ComStk USD1
2/3 COM 665859104 9389623.98 236,753 236,753 3 236,753
Northrim BanCorp Com Stk USD1 COM 666762109 26265 1,500 1,500 3 1,500
Northrop Grumman Com Stk USD1 COM 666807102 1397672 23,900 23,900 2 23,900
Northrop Grumman Com Stk USD1 COM 666807102 43232918.96 739,277 739,277 3 739,277
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 97785 20,500 20,500 2 20,500
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 1494345.6 313,280 313,280 3 313,280
NorthWesternCorp CmStk
USD0.01 COM 668074305 37636620.84 1,051,596 1,051,596 1 1,051,596
Nova Measuring Instrum
ILS0.01 COM M7516K103 60434 8,200 8,200 2 8,200
Nova Measuring Instrum
ILS0.01 COM M7516K103 1025904 139,200 139,200 3 139,200
NovartisADR(EchRep1CHF0.5)Regd COM 66987V109 111309.99 1,947 1,947 2 1,947
Novellus Systems Com Stk NPV COM 670008101 536770 13,000 13,000 2 13,000
Novellus Systems Com Stk NPV COM 670008101 5313403.65 128,685 128,685 3 128,685
NTELOS Hldgs Cp ComStk
USD0.01 COM 67020Q305 167116 8,200 8,200 2 8,200
NTELOS Hldgs Cp ComStk
USD0.01 COM 67020Q305 957228.22 46,969 46,969 3 46,969
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 24285 500 500 2 500
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 675123 13,900 13,900 3 13,900
NuStar Energy LP CommonStk
NPV COM 67058H102 79324 1,400 1,400 3 1,400
NutriSystem Inc
ComStkUSD0.001 COM 67069D108 1648575 127,500 127,500 3 127,500
Occidental Petrol Com.USD0.20 COM 674599105 7133662.1 76,133 76,133 2 76,133
Occidental Petrol Com.USD0.20 COM 674599105 53519003.8 571,174 571,174 3 571,174
Oceaneering Intl
ComStkUSD0.25 COM 675232102 627368 13,600 13,600 2 13,600
Oceaneering Intl
ComStkUSD0.25 COM 675232102 4313155 93,500 93,500 3 93,500
Ocwen Fin.Corp Com Stk
USD0.01 COM 675746309 22309336 1,540,700 1,540,700 1 1,540,700
Oil States Intl ComStk
USD0.01 COM 678026105 25984357.91 340,243 340,243 1 340,243
Oil States Intl ComStk
USD0.01 COM 678026105 809522 10,600 10,600 2 10,600
Oil States Intl ComStk
USD0.01 COM 678026105 481131 6,300 6,300 3 6,300
Old Natl Bancorp Com Stk NPV COM 680033107 9618240 825,600 825,600 1 825,600
Omega Protein Corp CS USD0.01 COM 68210P107 168268 23,600 23,600 2 23,600
Omega Protein Corp CS USD0.01 COM 68210P107 1471988.5 206,450 206,450 3 206,450
ON Semiconductor
ComStkUSD0.01 COM 682189105 2914431.24 377,517 377,517 3 377,517
One Liberty Propert. REIT
USD1 COM 682406103 746509.5 45,243 45,243 3 45,243
OneBeaconInsGrp ComStk
USD0.01 COM G67742109 27702 1,800 1,800 3 1,800
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 225186 3,900 3,900 2 3,900
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 138576 2,400 2,400 3 2,400
Onyx
Pharmaceut.ComStkUSD0.001 COM 683399109 10473285 238,300 238,300 1 238,300
Open Text Corp Common NPV COM 683715106 133357.5567 2,600 2,600 3 2,600
Oracle Corp.Com Stk USD0.01 COM 68389X105 7853542.65 306,181 306,181 2 306,181
Oracle Corp.Com Stk USD0.01 COM 68389X105 103381991.6 4,030,487 4,030,487 3 4,030,487
Oracle Corp.Com Stk USD0.01 COM 68389X105 968005.35 37,739 37,739 4 37,739
Oracle Corp.Com Stk USD0.01 COM 68389X105 1869885 72,900 72,900 5 72,900
Oracle Corp.Com Stk USD0.01 COM 68389X105 393214.5 15,330 15,330 7 15,330
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 24063990.6 300,988 300,988 1 300,988
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 247845 3,100 3,100 2 3,100
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 602663.1 7,538 7,538 3 7,538
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 1125696 14,080 14,080 4 14,080
O'Reilly Auto. Com Stk
USD0.01 COM 67103H107 9833.85 123 123 7 123
Oriental Fin Grp
CommonStkUSD1 COM 68618W100 802893 66,300 66,300 3 66,300
Orion Marine Grp
ComStkUSD0.01 COM 68628V308 6784995 1,020,300 1,020,300 1 1,020,300
Ormat Tech.Inc.ComStk
USD0.001 COM 686688102 2891579.28 160,376 160,376 3 160,376
Orrstown Fin Svcs Com Stk NPV COM 687380105 12375 1,500 1,500 3 1,500
Orthofix Intl NV
ComStkUSD0.10 COM N6748L102 4741958 134,600 134,600 1 134,600
P.F.Chang China
BistroUSD0.001 COM 69333Y108 967483 31,300 31,300 3 31,300
Pack.Cp of Amer.ComStk
USD0.01 COM 695156109 22716 900 900 3 900
Pall Corporation
ComStkUSD0.10 COM 696429307 1537335 26,900 26,900 3 26,900
Pampa Energia
ADR(EchRep25Ord) COM 697660207 3117500 290,000 290,000 3 290,000
PanAmerican Silver Corp
ComNPV COM 697900108 1492188.942 68,200 68,200 2 68,200
PanAmerican Silver Corp
ComNPV COM 697900108 1286520.672 58,800 58,800 3 58,800
PaneraBread
'A'ComStkUSD0.0001 COM 69840W108 28290 200 200 3 200
Panhandle Oil A CS USD0.01666 COM 698477106 13124 400 400 3 400
Papa Johns Int'l Com Stk NPV COM 698813102 37680 1,000 1,000 3 1,000
ParametricTech Cp
CmStkUSD0.01 COM 699173209 66109252.66 3,620,441 3,620,441 1 3,620,441
Parexel Intl Cp Com
StkUSD0.01 COM 699462107 21656708 1,044,200 1,044,200 1 1,044,200
Park National Corp Com Stk
NPV COM 700658107 1613488 24,800 24,800 3 24,800
Parker-Hannifin Com Stk
USD0.5 COM 701094104 3034750 39,800 39,800 2 39,800
Parker-Hannifin Com Stk
USD0.5 COM 701094104 22928375 300,700 300,700 3 300,700
Parker-Hannifin Com Stk
USD0.5 COM 701094104 686250 9,000 9,000 7 9,000
Partnerre Holdings ComStk
USD1 COM G6852T105 51242084.19 798,039 798,039 1 798,039
Partnerre Holdings ComStk
USD1 COM G6852T105 121999 1,900 1,900 2 1,900
Partnerre Holdings ComStk
USD1 COM G6852T105 44947 700 700 3 700
Patterson Cos Com Stk USD0.01 COM 703395103 2199240 74,500 74,500 2 74,500
Patterson Cos Com Stk USD0.01 COM 703395103 17171784 581,700 581,700 3 581,700
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 893106 44,700 44,700 2 44,700
Patterson-UTI
En.ComStkUSD0.01 COM 703481101 26615358 1,332,100 1,332,100 3 1,332,100
Paychex Inc Com Stock USD0.01 COM 704326107 1650028 54,800 54,800 2 54,800
Paychex Inc Com Stock USD0.01 COM 704326107 6862069 227,900 227,900 3 227,900
PC ConnectionInc CmStk
USD0.01 COM 69318J100 21071 1,900 1,900 3 1,900
PC Mall Inc Com Stock
USD0.001 COM 69323K100 20724 3,300 3,300 3 3,300
PDL Biopharma Com Stk USD0.01 COM 69329Y104 361460 58,300 58,300 3 58,300
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 2814581.77 85,007 85,007 2 85,007
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 62141808.19 1,876,829 1,876,829 3 1,876,829
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 349807.15 10,565 10,565 4 10,565
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 173695.06 5,246 5,246 7 5,246
Penn Virginia Common Units
NPV COM 707884102 121012.2 4,740 4,740 2 4,740
Penn Virginia Common Units
NPV COM 707884102 16581147.81 649,477 649,477 3 649,477
Penns Woods Bancorp CS
USD8.33 COM 708430103 31024 800 800 3 800
PennWest Petroleum Ltd Com
NPV COM 707887105 83809.41766 4,227 4,227 3 4,227
PennymacMortgInvTstREITUSD0.01 COM 70931T103 141270 8,500 8,500 2 8,500
PennymacMortgInvTstREITUSD0.01 COM 70931T103 930720 56,000 56,000 3 56,000
People's Utd
Fin.ComStkUSD0.01 COM 712704105 35099453.75 2,731,475 2,731,475 1 2,731,475
Pepsico Inc CapStk USD0.01
2/3 COM 713448108 7187297.4 108,324 108,324 2 108,324
Pepsico Inc CapStk USD0.01
2/3 COM 713448108 52516821.2 791,512 791,512 3 791,512
Pepsico Inc CapStk USD0.01
2/3 COM 713448108 2078413.75 31,325 31,325 7 31,325
PerfectWorld
ADR(Rp5'B'OrdShs) COM 71372U104 1379946 131,800 131,800 6 131,800
Perrigo Co CS NPV
(IsraelList) COM 714290103 109964.5036 1,123 1,123 3 1,123
PetMed Express ComStk
USD0.001 COM 716382106 755664 72,800 72,800 3 72,800
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 39085974.09 1,663,941 1,663,941 2 1,663,941
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 293979699 12,515,100 12,515,100 3 12,515,100
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 172540035.9 6,943,261 6,943,261 2 6,943,261
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 230452613 9,273,747 9,273,747 3 9,273,747
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 873328.4 35,144 35,144 7 35,144
PetroleumDevelop.ComStkUSD0.01 COM 716578109 6158294 175,400 175,400 1 175,400
PetroQuestEnergyComStkUSD0.001 COM 716748108 8150340 1,234,900 1,234,900 1 1,234,900
PetroQuestEnergyComStkUSD0.001 COM 716748108 89760 13,600 13,600 3 13,600
Petsmart Inc Com Stk
USD0.0001 COM 716768106 1882343 36,700 36,700 2 36,700
Petsmart Inc Com Stk
USD0.0001 COM 716768106 18495174 360,600 360,600 3 360,600
Pfizer Inc Com.Stk. USD0.05 COM 717081103 49373391.2 2,281,580 2,281,580 1 2,281,580
Pfizer Inc Com.Stk. USD0.05 COM 717081103 7014541.08 324,147 324,147 2 324,147
Pfizer Inc Com.Stk. USD0.05 COM 717081103 343761029.8 15,885,445 15,885,445 3 15,885,445
Pfizer Inc Com.Stk. USD0.05 COM 717081103 4693391.4 216,885 216,885 4 216,885
Pfizer Inc Com.Stk. USD0.05 COM 717081103 1947600 90,000 90,000 5 90,000
Pfizer Inc Com.Stk. USD0.05 COM 717081103 2305525.6 106,540 106,540 7 106,540
PG & E Corporation ComStk
USD5 COM 69331C108 265333.14 6,437 6,437 2 6,437
PG & E Corporation ComStk
USD5 COM 69331C108 3837582 93,100 93,100 3 93,100
Philip Morris Intl Com Stk
NPV COM 718172109 8514373.68 108,491 108,491 2 108,491
Philip Morris Intl Com Stk
NPV COM 718172109 85811287.68 1,093,416 1,093,416 3 1,093,416
Philip Morris Intl Com Stk
NPV COM 718172109 494424 6,300 6,300 7 6,300
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 3025050 52,500 52,500 2 52,500
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 24634163.36 427,528 427,528 3 427,528
PhoenixNwMediaADR(EchRep8ClsA) COM 71910C103 15671668 2,783,600 2,783,600 4 2,783,600
Photronics Inc Com Stk
USD0.01 COM 719405102 7904 1,300 1,300 3 1,300
Pier1ImportsInc
ComStkUSD0.001 COM 720279108 802368 57,600 57,600 3 57,600
PIKE ELECTRIC CORP COMMON
STOC COM 721283109 5677224 789,600 789,600 1 789,600
Pinnacle Entmt Com Stk
USD0.10 COM 723456109 8421756.08 828,913 828,913 1 828,913
Pioneer Natural ComStk
USD0.01 COM 723787107 268440 3,000 3,000 2 3,000
Pitney Bowes Common Stk USD2 COM 724479100 977058 52,700 52,700 3 52,700
PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 448045 6,100 6,100 2 6,100
PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 10598835 144,300 144,300 3 144,300
PMC-Sierra Inc ComStk
USD0.001 COM 69344F106 15272618 2,771,800 2,771,800 1 2,771,800
PNC Financial Serv.
ComStkUSD5 COM 693475105 5663194 98,200 98,200 2 98,200
PNC Financial Serv.
ComStkUSD5 COM 693475105 75205889.91 1,304,073 1,304,073 3 1,304,073
PNC Financial Serv.
ComStkUSD5 COM 693475105 1394402.93 24,179 24,179 5 24,179
PolarisIndustriesComStkUSD0.01 COM 731068102 559800 10,000 10,000 3 10,000
Polycom Inc. Com Stk NPV COM 73172K104 5083709.2 311,884 311,884 3 311,884
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 823744 12,200 12,200 2 12,200
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 3652832 54,100 54,100 3 54,100
PortlandGen.ElectricComStk
NPV COM 736508847 15947874 630,600 630,600 1 630,600
PortlandGen.ElectricComStk
NPV COM 736508847 503271 19,900 19,900 2 19,900
PortlandGen.ElectricComStk
NPV COM 736508847 12948480 512,000 512,000 3 512,000
POSCO ADR(Rep 1/4 Ord
KRW5000) COM 693483109 550891 6,710 6,710 4 6,710
Potash Crp of Sask. Common
NPV COM 73755L107 73560.96 1,782 1,782 2 1,782
Potash Crp of Sask. Common
NPV COM 73755L107 392160 9,500 9,500 3 9,500
Potash Crp of Sask. Common
NPV COM 73755L107 504441.6 12,220 12,220 4 12,220
Power-One Inc Com Stk
USD0.001 COM 73930R102 455761.33 116,563 116,563 3 116,563
PPG Inds.Common Stk USD1.666 COM 693506107 1377585 16,500 16,500 2 16,500
PPG Inds.Common Stk USD1.666 COM 693506107 9150504 109,600 109,600 3 109,600
PPG Inds.Common Stk USD1.666 COM 693506107 25047 300 300 7 300
PPL Corp Common Stock USD0.01 COM 69351T106 1135612 38,600 38,600 2 38,600
PPL Corp Common Stock USD0.01 COM 69351T106 15908865 540,750 540,750 3 540,750
Praxair Inc Comm Stk USD0.01 COM 74005P104 448980 4,200 4,200 2 4,200
Praxair Inc Comm Stk USD0.01 COM 74005P104 379922.6 3,554 3,554 3 3,554
Precision Castparts ComStk
NPV COM 740189105 26574529.77 161,263 161,263 1 161,263
Precision Castparts ComStk
NPV COM 740189105 82395 500 500 2 500
Precision Castparts ComStk
NPV COM 740189105 3930900.66 23,854 23,854 3 23,854
Precision Castparts ComStk
NPV COM 740189105 1464983.1 8,890 8,890 4 8,890
Precision Castparts ComStk
NPV COM 740189105 10876.14 66 66 7 66
PrecisionDrilling Corp Com
NPV COM 74022D308 352646.5678 34,200 34,200 3 34,200
PreformedLineProductsCmStkUSD2 COM 740444104 71592 1,200 1,200 3 1,200
Presidential LifeCmStk
USD0.01 COM 740884101 48951 4,900 4,900 3 4,900
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 865640 15,200 15,200 2 15,200
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 16798370.65 294,967 294,967 3 294,967
Priceline.comIncComStkUSD0.008 COM 741503403 795107 1,700 1,700 2 1,700
Priceline.comIncComStkUSD0.008 COM 741503403 401762.89 859 859 3 859
Primerica Inc Com Stk USD0.01 COM 74164M108 8312948 357,700 357,700 1 357,700
Primerica Inc Com Stk USD0.01 COM 74164M108 748328 32,200 32,200 2 32,200
Primerica Inc Com Stk USD0.01 COM 74164M108 3409308 146,700 146,700 3 146,700
PrimorisServicesCmStkUSD0.0001 COM 74164F103 229922 15,400 15,400 2 15,400
PrimorisServicesCmStkUSD0.0001 COM 74164F103 2367898 158,600 158,600 3 158,600
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 597780 24,300 24,300 2 24,300
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 7957804.8 323,488 323,488 3 323,488
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 1052880 42,800 42,800 5 42,800
ProAssurance CommonStk
USD0.01 COM 74267C106 598650 7,500 7,500 2 7,500
ProAssurance CommonStk
USD0.01 COM 74267C106 7590882 95,100 95,100 3 95,100
Procter & Gamble Com NPV COM 742718109 6238118.81 93,511 93,511 2 93,511
Procter & Gamble Com NPV COM 742718109 49982801.05 749,255 749,255 3 749,255
Procter & Gamble Com NPV COM 742718109 717799.6 10,760 10,760 4 10,760
Procter & Gamble Com NPV COM 742718109 2156067.2 32,320 32,320 7 32,320
ProgressiveWasteSolComNPV
(US) COM 74339G101 15166578 774,200 774,200 1 774,200
Prospect Cap Com Stk USD0.001 COM 74348T102 3716 400 400 3 400
Protective
LifeCpComStkUSD0.50 COM 743674103 505344 22,400 22,400 2 22,400
Protective
LifeCpComStkUSD0.50 COM 743674103 16001063.52 709,267 709,267 3 709,267
ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 59168 4,300 4,300 3 4,300
Provident NY
BancpCmStkUSD0.01 COM 744028101 24568 3,700 3,700 3 3,700
ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 127205 9,500 9,500 3 9,500
Prudential ADR
(EachRep2Ord5p) COM 74435K204 79473.24 4,026 4,026 2 4,026
PrudentialFinanclComStkUSD0.01 COM 744320102 1268036 25,300 25,300 2 25,300
PrudentialFinanclComStkUSD0.01 COM 744320102 40965582 817,350 817,350 3 817,350
PrudentialFinanclComStkUSD0.01 COM 744320102 679627.2 13,560 13,560 4 13,560
PrudentialFinanclComStkUSD0.01 COM 744320102 249347 4,975 4,975 7 4,975
PS Business Cls'A'REIT
USD0.01 COM 69360J107 748305 13,500 13,500 2 13,500
PS Business Cls'A'REIT
USD0.01 COM 69360J107 3763419.85 67,895 67,895 3 67,895
PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 1299003 53,700 53,700 2 53,700
PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 5365342 221,800 221,800 3 221,800
Public Service Ent Com NPV COM 744573106 805444 24,400 24,400 2 24,400
Public Service Ent Com NPV COM 744573106 12032145 364,500 364,500 3 364,500
Public Service Ent Com NPV COM 744573106 66020 2,000 2,000 7 2,000
Public Storage Com Stk
USD0.10 COM 74460D109 53784 400 400 2 400
Public Storage Com Stk
USD0.10 COM 74460D109 873990 6,500 6,500 3 6,500
QAD Inc Cls B ComStk USD0.001 COM 74727D207 1390.5 135 135 3 135
QEP Resources Inc CS USD0.01 COM 74733V100 16837625.9 574,663 574,663 1 574,663
QEP Resources Inc CS USD0.01 COM 74733V100 46440.5 1,585 1,585 2 1,585
QEP Resources Inc CS USD0.01 COM 74733V100 77585110.8 2,647,956 2,647,956 3 2,647,956
QEP Resources Inc CS USD0.01 COM 74733V100 1868255.9 63,763 63,763 4 63,763
QEP Resources Inc CS USD0.01 COM 74733V100 1626150 55,500 55,500 5 55,500
QEP Resources Inc CS USD0.01 COM 74733V100 310433.5 10,595 10,595 7 10,595
QLogic Corp
CommonStockUSD0.05 COM 747277101 32077500 2,138,500 2,138,500 1 2,138,500
QLogic Corp
CommonStockUSD0.05 COM 747277101 1747500 116,500 116,500 2 116,500
QLogic Corp
CommonStockUSD0.05 COM 747277101 12082500 805,500 805,500 3 805,500
Quaker Chemical Com Stock
USD1 COM 747316107 7462991 191,900 191,900 1 191,900
Quaker Chemical Com Stock
USD1 COM 747316107 81669 2,100 2,100 3 2,100
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 2793911.9 51,077 51,077 2 51,077
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 13290240.2 242,966 242,966 3 242,966
Quality Systems ComStk
USD0.01 COM 747582104 14796 400 400 2 400
QuantaServicesComStkUSD0.00001 COM 74762E102 22582536 1,048,400 1,048,400 1 1,048,400
QuantaServicesComStkUSD0.00001 COM 74762E102 6080483.52 282,288 282,288 3 282,288
Questar Corp Common Stock NPV COM 748356102 81434083.02 4,100,407 4,100,407 1 4,100,407
Questar Corp Common Stock NPV COM 748356102 140668.38 7,083 7,083 3 7,083
Questar Corp Common Stock NPV COM 748356102 841666.8 42,380 42,380 4 42,380
Questar Corp Common Stock NPV COM 748356102 6335.34 319 319 7 319
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 5927926 102,100 102,100 3 102,100
QuicksilverRes. ComStk
USD0.01 COM 74837R104 9322880.71 1,389,401 1,389,401 1 1,389,401
QuicksilverRes. ComStk
USD0.01 COM 74837R104 426823.1 63,610 63,610 4 63,610
QuicksilverRes. ComStk
USD0.01 COM 74837R104 3750.89 559 559 7 559
QuimicaMin.ChileADR(Rp10SrBNPV COM 833635105 26712130.95 496,047 496,047 3 496,047
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 425010.24 3,078 3,078 2 3,078
RalphLaurenCorp A
ComStkUSD.01 COM 751212101 2223088 16,100 16,100 3 16,100
RandgoldResources
ADR(Rep1Ord) COM 752344309 2447132.8 23,968 23,968 3 23,968
Range Resources ComStk
USD0.01 COM 75281A109 23768545.9 383,735 383,735 3 383,735
Raven Industries ComStock
USD1 COM 754212108 303310 4,900 4,900 3 4,900
Rayonier Inc Common Stock NPV COM 754907103 428448 9,600 9,600 2 9,600
Rayonier Inc Common Stock NPV COM 754907103 3275842 73,400 73,400 3 73,400
Raytheon Company
ComStkUSD0.01 COM 755111507 1494942 30,900 30,900 2 30,900
Raytheon Company
ComStkUSD0.01 COM 755111507 31635440.1 653,895 653,895 3 653,895
Redwood Trust Inc REIT
USD0.01 COM 758075402 7547452 741,400 741,400 1 741,400
Regal-Beloit CommonStk
USD0.01 COM 758750103 30367926 595,800 595,800 1 595,800
Regeneron Pharm.
CmStkUSD0.001 COM 75886F107 473427.63 8,541 8,541 3 8,541
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 79120 18,400 18,400 2 18,400
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 88592.9 20,603 20,603 3 20,603
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 67384682.75 1,289,659 1,289,659 1 1,289,659
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 3084369.75 59,031 59,031 3 59,031
Reliance Steel^Alum.ComStk
NPV COM 759509102 32485968 667,200 667,200 1 667,200
Renasant Corp CommonStock
USD5 COM 75970E107 352500 23,500 23,500 2 23,500
Renasant Corp CommonStock
USD5 COM 75970E107 1561740 104,116 104,116 3 104,116
Rent-A-Center Com Stk USD0.01 COM 76009N100 64313215 1,738,195 1,738,195 1 1,738,195
Rent-A-Center Com Stk USD0.01 COM 76009N100 662300 17,900 17,900 2 17,900
Rent-A-Center Com Stk USD0.01 COM 76009N100 12951887 350,051 350,051 3 350,051
Republic Services
CmStkUSD0.01 COM 760759100 47562320 1,726,400 1,726,400 1 1,726,400
RepublicBancorpInc A
ComStkNPV COM 760281204 279380 12,200 12,200 2 12,200
RepublicBancorpInc A
ComStkNPV COM 760281204 1202341.6 52,504 52,504 3 52,504
Research in Mot.
ComNPV(CanLst COM 760975102 2586998.723 177,996 177,996 2 177,996
Research in Mot.
ComNPV(CanLst COM 760975102 38413812.04 2,643,026 2,643,026 3 2,643,026
ResMed Inc Com Stk USD0.004 COM 761152107 160020 6,300 6,300 3 6,300
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 31175218.62 752,661 752,661 1 752,661
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 230088.1 5,555 5,555 3 5,555
RioTintoSpoADR(EchRp1Ord)(BNY) COM 767204100 79005.8 1,615 1,615 2 1,615
RLI Corp Common Stock USD1 COM 749607107 9231362 126,700 126,700 1 126,700
RLI Corp Common Stock USD1 COM 749607107 1143902 15,700 15,700 2 15,700
RLI Corp Common Stock USD1 COM 749607107 3504566 48,100 48,100 3 48,100
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 28411883.9 492,407 492,407 1 492,407
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 34620 600 600 3 600
Rockwell Automation
ComStkUSD1 COM 773903109 154077 2,100 2,100 2 2,100
Rockwell Automation
ComStkUSD1 COM 773903109 5088429.61 69,353 69,353 3 69,353
Rockwell Collins
ComStkUSD0.01 COM 774341101 3084109 55,700 55,700 2 55,700
Rockwell Collins
ComStkUSD0.01 COM 774341101 24460361.94 441,762 441,762 3 441,762
Rofin-SinarTechIncCmStkUSD0.01 COM 775043102 6875565 300,900 300,900 1 300,900
RogersCommun.Inc
ComStkClss'B' COM 775109200 2628743.985 68,200 68,200 2 68,200
RogersCommun.Inc
ComStkClss'B' COM 775109200 44096717.81 1,144,043 1,144,043 3 1,144,043
Roper Indust. Comm Stk
USD0.01 COM 776696106 156366 1,800 1,800 3 1,800
Ross Stores Inc.ComStk
USD0.01 COM 778296103 43412856.34 913,378 913,378 1 913,378
Ross Stores Inc.ComStk
USD0.01 COM 778296103 1447383.56 30,452 30,452 2 30,452
Ross Stores Inc.ComStk
USD0.01 COM 778296103 9924264 208,800 208,800 3 208,800
Rovi Corp CommonStock
USD0.001 COM 779376102 11925232.8 485,160 485,160 1 485,160
RowanCompaniesIncComStUSD0.125 COM 779382100 185013 6,100 6,100 2 6,100
RowanCompaniesIncComStUSD0.125 COM 779382100 136485 4,500 4,500 3 4,500
Roy.DutchShellADR(2'A'EUR0.07) COM 780259206 2672170.4 36,560 36,560 7 36,560
Royal Bk of Canada Common NPV COM 780087102 469621.9189 9,200 9,200 2 9,200
Royal Bk of Canada Common NPV COM 780087102 39141966.02 766,800 766,800 3 766,800
Royal Bk of Canada Common NPV COM 780087102 302599.8625 5,928 5,928 7 5,928
Royal Gold Inc Com Stk
USD0.01 COM 780287108 16466406 244,200 244,200 1 244,200
Royal Gold Inc Com Stk
USD0.01 COM 780287108 3638320.51 53,957 53,957 3 53,957
RPC Inc Common Stock USD0.10 COM 749660106 1472775 80,700 80,700 2 80,700
RPC Inc Common Stock USD0.10 COM 749660106 16680500 914,000 914,000 3 914,000
RPM International ComStock
NPV COM 749685103 289690 11,800 11,800 3 11,800
RTI Biologics Inc CS USD0.001 COM 74975N105 33300 7,500 7,500 2 7,500
RTI Biologics Inc CS USD0.001 COM 74975N105 46620 10,500 10,500 3 10,500
RTI Intl Mtls IncCmStk
USD0.01 COM 74973W107 2148340.81 92,561 92,561 3 92,561
Ruddick Corp Common Stock NPV COM 781258108 2417688 56,700 56,700 2 56,700
Ruddick Corp Common Stock NPV COM 781258108 20296640 476,000 476,000 3 476,000
Rue21 Inc Common Stk USD0.001 COM 781295100 166320 7,700 7,700 2 7,700
Rue21 Inc Common Stk USD0.001 COM 781295100 131760 6,100 6,100 3 6,100
RuthsHospitality
ComStkUSD0.01 COM 783332109 46718 9,400 9,400 2 9,400
RuthsHospitality
ComStkUSD0.01 COM 783332109 226135 45,500 45,500 3 45,500
Ryder System Common COM 783549108 27977891.16 526,494 526,494 1 526,494
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 27554 4,600 4,600 2 4,600
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 210249 35,100 35,100 3 35,100
Safety Insurance
ComStkUSD0.01 COM 78648T100 910800 22,500 22,500 3 22,500
Safeway
Inc.CommonStockUSD0.01 COM 786514208 17996669.2 855,355 855,355 3 855,355
Safeway
Inc.CommonStockUSD0.01 COM 786514208 252480 12,000 12,000 7 12,000
SAIC Inc CommonStock
USD0.0001 COM 78390X101 589920 48,000 48,000 2 48,000
SAIC Inc CommonStock
USD0.0001 COM 78390X101 24296260.77 1,976,913 1,976,913 3 1,976,913
SalixPharmaceut.ComStkUSD0.001 COM 795435106 36916275 771,500 771,500 1 771,500
SandersonFarmsInc ComStk USD1 COM 800013104 2085408 41,600 41,600 1 41,600
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 9842 200 200 2 200
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 1265041.47 25,707 25,707 3 25,707
SandySpring Bancorp
ComStkUSD1 COM 800363103 17550 1,000 1,000 3 1,000
Sanofi Contingent Value
Rights COM 80105N113 8103.6 6,753 6,753 3 6,753
SAP SponADR(Each1Rep
1/4thCom) COM 803054204 73282.8 1,384 1,384 2 1,384
Sapient Corp Com Stk USD0.01 COM 803062108 8653680 686,800 686,800 1 686,800
Sara Lee Corp Com Stk
USD1.333 COM 803111103 12033.12 636 636 7 636
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 184671 5,100 5,100 3 5,100
SBACommunicationsComStkUSD0.01 COM 78388J106 57918629.04 1,348,199 1,348,199 1 1,348,199
SBACommunicationsComStkUSD0.01 COM 78388J106 132016.08 3,073 3,073 3 3,073
SBACommunicationsComStkUSD0.01 COM 78388J106 1006123.2 23,420 23,420 4 23,420
SBACommunicationsComStkUSD0.01 COM 78388J106 8935.68 208 208 7 208
SCANA Corp Common Stock NPV COM 80589M102 306408 6,800 6,800 2 6,800
SCANA Corp Common Stock NPV COM 80589M102 527202 11,700 11,700 3 11,700
ScanSource Inc CommonStock
NPV COM 806037107 17211600 478,100 478,100 1 478,100
Schlumberger Com Stk USD0.01 COM 806857108 24368772.78 356,738 356,738 1 356,738
Schlumberger Com Stk USD0.01 COM 806857108 3659503.32 53,572 53,572 2 53,572
Schlumberger Com Stk USD0.01 COM 806857108 73109119.05 1,070,255 1,070,255 3 1,070,255
Schlumberger Com Stk USD0.01 COM 806857108 1263735 18,500 18,500 4 18,500
Schlumberger Com Stk USD0.01 COM 806857108 2247262.38 32,898 32,898 7 32,898
Schnitzer Steel 'A'ComStk
USD1 COM 806882106 173348 4,100 4,100 2 4,100
Schnitzer Steel 'A'ComStk
USD1 COM 806882106 959756 22,700 22,700 3 22,700
ScholasticCorp CommStk
USD0.01 COM 807066105 9737253 324,900 324,900 1 324,900
Sciclone Pharm ComStk
USD0.001 COM 80862K104 126126 29,400 29,400 2 29,400
Sciclone Pharm ComStk
USD0.001 COM 80862K104 56199 13,100 13,100 3 13,100
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 322161 6,900 6,900 2 6,900
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 182044.31 3,899 3,899 3 3,899
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 135744 3,200 3,200 2 3,200
Seaboard Corp CommonStock
USD1 COM 811543107 857156 421 421 2 421
Seaboard Corp CommonStock
USD1 COM 811543107 9310628 4,573 4,573 3 4,573
Seacor Holdings ComStk
USD0.01 COM 811904101 756160 8,500 8,500 3 8,500
SeaCubeContainerLeasingUSD0.01 COM G79978105 47392 3,200 3,200 2 3,200
SeaCubeContainerLeasingUSD0.01 COM G79978105 56278 3,800 3,800 3 3,800
SeaDrill Limited USD2 COM G7945E105 2254289.544 67,268 67,268 2 67,268
SeaDrill Limited USD2 COM G7945E105 54605998.66 1,629,443 1,629,443 3 1,629,443
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 382120 23,300 23,300 2 23,300
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 21277392.8 1,297,402 1,297,402 3 1,297,402
Seaspan Corp Com Stock
USD0.01 COM Y75638109 11381.76 832 832 7 832
Seattle Genet.Com Stk
USD0.001 COM 812578102 197705.02 11,828 11,828 3 11,828
Selective Ins.Grp Com Stk
USD2 COM 816300107 159570 9,000 9,000 2 9,000
Selective Ins.Grp Com Stk
USD2 COM 816300107 927279 52,300 52,300 3 52,300
SelectMedicalHldComStkUSD0.001 COM 81619Q105 12720 1,500 1,500 3 1,500
SempraEnergyCorpCommonStockNPV COM 816851109 11000 200 200 7 200
SeniorHousingProp.REIT
USD0.01 COM 81721M109 127908 5,700 5,700 2 5,700
SeniorHousingProp.REIT
USD0.01 COM 81721M109 163812 7,300 7,300 3 7,300
Sensient Techno.
ComStkUSD0.10 COM 81725T100 242560 6,400 6,400 2 6,400
Sensient Techno.
ComStkUSD0.10 COM 81725T100 189500 5,000 5,000 3 5,000
ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 2252160 576,000 576,000 2 576,000
ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 1103402 282,200 282,200 3 282,200
ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 2487933 636,300 636,300 6 636,300
Shaw Communications Cls'B'NPV COM 82028K200 220735.5396 11,100 11,100 2 11,100
Shaw Communications Cls'B'NPV COM 82028K200 2369983.797 119,178 119,178 3 119,178
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 2264572 33,200 33,200 2 33,200
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 341050 5,000 5,000 3 5,000
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 495545.65 7,265 7,265 4 7,265
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 280138.47 4,107 4,107 7 4,107
Sierra Bancorp CommonStock
NPV COM 82620P102 14960 1,700 1,700 3 1,700
Signet Jewelers Ltd
OrdUSD0.18 COM G81276100 30352042.96 697,760 697,760 3 697,760
SilganHldgsIncCommonStkUSD0.01 COM 827048109 81557757.12 2,110,708 2,110,708 1 2,110,708
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 1635000 375,000 375,000 2 375,000
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 5951400 1,365,000 1,365,000 3 1,365,000
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 359673.84 82,494 82,494 4 82,494
Silver Wheaton Com
NPV(USList) COM 828336107 2055754.56 70,986 70,986 3 70,986
Silvercorp Metals Inc Com NPV COM 82835P103 73216.14455 11,400 11,400 2 11,400
Silvercorp Metals Inc Com NPV COM 82835P103 356447.0195 55,500 55,500 3 55,500
SimmonsFirst 'A'ComStk
USD0.10 COM 828730200 12893498 474,200 474,200 1 474,200
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 1606979.22 12,463 12,463 2 12,463
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 6305552.82 48,903 48,903 3 48,903
Sirona Dental
Com.StockUSD0.01 COM 82966C103 21509136 488,400 488,400 1 488,400
SIX FLAGS CORP ComStkUSD0.01 COM 83001A102 25824488 626,200 626,200 1 626,200
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 89826 6,600 6,600 2 6,600
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 9939927.4 730,340 730,340 3 730,340
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 654504.9 48,090 48,090 4 48,090
SkyworksSolutionsComStkUSD0.25 COM 83088M102 11169092 688,600 688,600 1 688,600
SLM Corp Common Stock USD0.20 COM 78442P106 12716399 948,985 948,985 1 948,985
SLM Corp Common Stock USD0.20 COM 78442P106 10052130.6 750,159 750,159 3 750,159
SLM Corp Common Stock USD0.20 COM 78442P106 1992044 148,660 148,660 4 148,660
SLM Corp Common Stock USD0.20 COM 78442P106 3912.8 292 292 7 292
SM Energy Co Com Stock
USD0.01 COM 78454L100 62109634.3 849,653 849,653 1 849,653
SNAP-ON INCORPORATED COMMON
ST COM 833034101 23634478 466,900 466,900 1 466,900
SNAP-ON INCORPORATED COMMON
ST COM 833034101 151860 3,000 3,000 3 3,000
Sohu.comInc CommonStk
USD0.001 COM 83408W103 1725000 34,500 34,500 2 34,500
Sohu.comInc CommonStk
USD0.001 COM 83408W103 14615000 292,300 292,300 3 292,300
Sonoco Products Common Stk
NPV COM 835495102 17524832 531,700 531,700 1 531,700
Sonoco Products Common Stk
NPV COM 835495102 214240 6,500 6,500 3 6,500
Southern Union
CommonStockUSD1 COM 844030106 33467133.05 794,755 794,755 1 794,755
Southern.Co Com.USD5 COM 842587107 22422181.65 484,385 484,385 1 484,385
Southern.Co Com.USD5 COM 842587107 1583488.32 34,208 34,208 2 34,208
Southern.Co Com.USD5 COM 842587107 22369457.34 483,246 483,246 3 483,246
Southern.Co Com.USD5 COM 842587107 1115589 24,100 24,100 4 24,100
Southern.Co Com.USD5 COM 842587107 8100.75 175 175 7 175
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 39234 1,300 1,300 2 1,300
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 7415226 245,700 245,700 3 245,700
SouthsideBancshares CS
USD1.25 COM 84470P109 27291.6 1,260 1,260 2 1,260
SouthsideBancshares CS
USD1.25 COM 84470P109 489429.36 22,596 22,596 3 22,596
SouthwesternEnergyComStkUSD0.1 COM 845467109 105402 3,300 3,300 2 3,300
SouthwesternEnergyComStkUSD0.1 COM 845467109 26665524.22 834,863 834,863 3 834,863
Spartan Stores Inc Com Stk
NPV COM 846822104 658600 35,600 35,600 2 35,600
Spartan Stores Inc Com Stk
NPV COM 846822104 8143496.5 440,189 440,189 3 440,189
SPDR BARCLAYS CAPITAL HIGH COM 78464A417 27755786.15 721,867 721,867 2 721,867
SPDR GOLD TRUST COM 78463V107 235600 200 200 4 200
SPDR Gold Trust Gold Shs NPV COM 78463V107 156669468.1 1,030,788 1,030,788 2 1,030,788
SPDR Gold Trust Gold Shs NPV COM 78463V107 136607244.1 898,791 898,791 3 898,791
SPDR Gold Trust Gold Shs NPV COM 78463V107 1651371.35 10,865 10,865 4 10,865
SPDR Gold Trust Gold Shs NPV COM 78463V107 3225683.77 21,223 21,223 6 21,223
SPDR Idx S^P Intl Dividend
ETF COM 78463X772 7438400 160,000 160,000 2 160,000
SPDR S^P 500 ETF Trust COM 78462F103 12826978.5 102,207 102,207 3 102,207
SPDR S^P 500 ETF Trust COM 78462F103 729029.5 5,809 5,809 7 5,809
SPDRBarclaysCapitalConvSecsETF COM 78464A359 2893600 80,000 80,000 2 80,000
Spectra Energy ComStk
USD0.001 COM 847560109 9225 300 300 2 300
Spectra Energy ComStk
USD0.001 COM 847560109 172200 5,600 5,600 3 5,600
Spectrum Pharm ComStk
USD0.001 COM 84763A108 223839 15,300 15,300 3 15,300
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 12441000 797,500 797,500 1 797,500
St.JudeMedicalIncComStkUSD0.10 COM 790849103 5011230 146,100 146,100 2 146,100
St.JudeMedicalIncComStkUSD0.10 COM 790849103 37046366.7 1,080,069 1,080,069 3 1,080,069
Stancorp Fin.Group Com Stk
NPV COM 852891100 749700 20,400 20,400 2 20,400
Stancorp Fin.Group Com Stk
NPV COM 852891100 24383514.75 663,497 663,497 3 663,497
StandardMotorProductsCmStkUSD2 COM 853666105 240600 12,000 12,000 2 12,000
StandardMotorProductsCmStkUSD2 COM 853666105 1573925 78,500 78,500 3 78,500
StandardParking
ComStkUSD0.001 COM 853790103 19628408 1,098,400 1,098,400 1 1,098,400
StandardParking
ComStkUSD0.001 COM 853790103 69693 3,900 3,900 3 3,900
StandexIntlCorp ComStk
USD1.50 COM 854231107 140097 4,100 4,100 2 4,100
StandexIntlCorp ComStk
USD1.50 COM 854231107 471546 13,800 13,800 3 13,800
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 25011256.4 369,989 369,989 1 369,989
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 5274084.4 78,019 78,019 3 78,019
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1961076 29,010 29,010 4 29,010
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1879280 27,800 27,800 5 27,800
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 11694.8 173 173 7 173
StanleyTech.GroupInc
ComStkNPV COM 85472N109 12475946.18 460,800 460,800 1 460,800
StanleyTech.GroupInc
ComStkNPV COM 85472N109 452144.7511 16,700 16,700 3 16,700
Staples Inc Com Stk USD0.0006 COM 855030102 222240 16,000 16,000 3 16,000
Starbucks Corp ComStk
USD0.001 COM 855244109 1058230 23,000 23,000 2 23,000
Starbucks Corp ComStk
USD0.001 COM 855244109 3867416.56 84,056 84,056 3 84,056
StarGasPartners
CommonStockNPV COM 85512C105 10714 2,200 2,200 3 2,200
Starwood Prop.Tst REIT
USD0.01 COM 85571B105 3624258 195,800 195,800 3 195,800
State Auto Fin Cp Com Stk NPV COM 855707105 28539 2,100 2,100 2 2,100
State Auto Fin Cp Com Stk NPV COM 855707105 5436 400 400 3 400
State Street Corp Com Stk
USD1 COM 857477103 15992670.02 396,742 396,742 1 396,742
State Street Corp Com Stk
USD1 COM 857477103 2475034 61,400 61,400 2 61,400
State Street Corp Com Stk
USD1 COM 857477103 13938633.66 345,786 345,786 3 345,786
State Street Corp Com Stk
USD1 COM 857477103 871905.3 21,630 21,630 4 21,630
State Street Corp Com Stk
USD1 COM 857477103 653022 16,200 16,200 5 16,200
State Street Corp Com Stk
USD1 COM 857477103 6731.77 167 167 7 167
Statoil
SponADR(Rp1OrdNOK2.50) COM 85771P102 95909.45 3,745 3,745 2 3,745
Std Microsystems CmStk
USD0.10 COM 853626109 16822656 652,800 652,800 1 652,800
Steelcase Inc Cls'A'ComStk
NPV COM 858155203 10925170 1,464,500 1,464,500 1 1,464,500
Stein Mart Inc Com Stk
USD0.01 COM 858375108 96702 14,200 14,200 2 14,200
Stein Mart Inc Com Stk
USD0.01 COM 858375108 248565 36,500 36,500 3 36,500
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 140709 3,100 3,100 2 3,100
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 22695 500 500 3 500
StillwaterMining
ComStkUSD0.01 COM 86074Q102 153762 14,700 14,700 3 14,700
StrayerEducation CmStk
USD0.01 COM 863236105 1613354 16,600 16,600 2 16,600
StrayerEducation CmStk
USD0.01 COM 863236105 27456175 282,500 282,500 3 282,500
Stryker Corp.Com.Stk.USD0.10 COM 863667101 4225300.29 84,999 84,999 2 84,999
Stryker Corp.Com.Stk.USD0.10 COM 863667101 32728914.87 658,397 658,397 3 658,397
Suburban Propane Com Stk NPV COM 864482104 138069 2,900 2,900 2 2,900
Suburban Propane Com Stk NPV COM 864482104 2435870.43 51,163 51,163 3 51,163
SuccessFactors Inc CS USD0.01 COM 864596101 20517102 514,600 514,600 1 514,600
Sumitomo Mitsui
ADR(Rep0.2Ord) COM 86562M209 103417.19 18,769 18,769 2 18,769
Sun Life Fin.Inc Common NPV COM 866796105 291397.4271 15,700 15,700 2 15,700
Sun Life Fin.Inc Common NPV COM 866796105 8287881.076 446,537 446,537 3 446,537
SUNCOKE ENERGY ComStkUSD0.01 COM 86722A103 8750560 781,300 781,300 1 781,300
SuncorEnergy
NewComNPV(CanLst) COM 867224107 122187245.1 4,234,965 4,234,965 2 4,234,965
SuncorEnergy
NewComNPV(CanLst) COM 867224107 73808745.87 2,558,184 2,558,184 3 2,558,184
SuncorEnergy
NewComNPV(CanLst) COM 867224107 1953280.958 67,700 67,700 5 67,700
SuncorEnergy
NewComNPV(CanLst) COM 867224107 283269.017 9,818 9,818 7 9,818
SuncorEngyIncNewComNPV(USList) COM 867224107 17768390.28 616,316 616,316 1 616,316
SuncorEngyIncNewComNPV(USList) COM 867224107 95081.34 3,298 3,298 2 3,298
SuncorEngyIncNewComNPV(USList) COM 867224107 54342676.05 1,884,935 1,884,935 3 1,884,935
SuncorEngyIncNewComNPV(USList) COM 867224107 2047420.11 71,017 71,017 4 71,017
SuncorEngyIncNewComNPV(USList) COM 867224107 44772.99 1,553 1,553 7 1,553
Sunoco Logistics Partn.Uts
NPV COM 86764L108 35460 900 900 2 900
Sunoco Logistics Partn.Uts
NPV COM 86764L108 9244185.6 234,624 234,624 3 234,624
Suntrust Banks Common Stk
USD1 COM 867914103 60180 3,400 3,400 3 3,400
Suntrust Banks Common Stk
USD1 COM 867914103 2849.7 161 161 7 161
Superior Energy
ComStkUSD0.001 COM 868157108 338436 11,900 11,900 2 11,900
Superior Energy
ComStkUSD0.001 COM 868157108 9541620 335,500 335,500 3 335,500
Superior Inds. Com Stk
USD0.50 COM 868168105 339070 20,500 20,500 2 20,500
Superior Inds. Com Stk
USD0.50 COM 868168105 5177020 313,000 313,000 3 313,000
Supervalu Inc CommonStock
USD1 COM 868536103 699944 86,200 86,200 3 86,200
Supervalu Inc CommonStock
USD1 COM 868536103 3718.96 458 458 7 458
SureWest Comms CommonStk NPV COM 868733106 36090 3,000 3,000 3 3,000
SusserHldgsCorp ComStk
USD0.01 COM 869233106 56550 2,500 2,500 2 2,500
SusserHldgsCorp ComStk
USD0.01 COM 869233106 113100 5,000 5,000 3 5,000
SVB Fin.Group Com Stk
USD0.001 COM 78486Q101 12857224 269,600 269,600 1 269,600
SVB Fin.Group Com Stk
USD0.001 COM 78486Q101 100149 2,100 2,100 3 2,100
Swift Energy Co ComStk
USD0.01 COM 870738101 27904108 938,900 938,900 1 938,900
SwiftTransport Co A CS
USD0.01 COM 87074U101 5830624 707,600 707,600 1 707,600
Symantec Corp Com Stk USD0.01 COM 871503108 37560 2,400 2,400 3 2,400
Synaptics Inc Common Stock
NPV COM 87157D109 1335645 44,300 44,300 3 44,300
SYNNEX Corp Com Stk USD0.001 COM 87162W100 347244 11,400 11,400 2 11,400
SYNNEX Corp Com Stk USD0.001 COM 87162W100 6531690.1 214,435 214,435 3 214,435
Synopsys Inc Com Stk USD0.01 COM 871607107 42924918.4 1,578,122 1,578,122 1 1,578,122
Syntel Inc Common Stock NPV COM 87162H103 411576 8,800 8,800 2 8,800
Syntel Inc Common Stock NPV COM 87162H103 46770 1,000 1,000 3 1,000
Sysco Corp.Common USD1 COM 871829107 2387462 81,400 81,400 3 81,400
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 26567359.9 2,057,890 2,057,890 2 2,057,890
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 44408760.43 3,439,873 3,439,873 3 3,439,873
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 2036410.49 157,739 157,739 4 157,739
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 2195668.25 170,075 170,075 6 170,075
Take-TwoInterSoftComStkUSD0.01 COM 874054109 199185 14,700 14,700 2 14,700
Take-TwoInterSoftComStkUSD0.01 COM 874054109 157180 11,600 11,600 3 11,600
TAL Intl Grp Com Stk USD0.001 COM 874083108 270626 9,400 9,400 3 9,400
TANGER FACTORY OUTLET CENTER COM 875465106 19352020.96 660,028 660,028 1 660,028
Target Corp CommonStk
USD0.167 COM 87612E106 752934 14,700 14,700 2 14,700
Target Corp CommonStk
USD0.167 COM 87612E106 4287114 83,700 83,700 3 83,700
TasekoMines Limited Common
NPV COM 876511106 43015.81066 15,700 15,700 2 15,700
Tata
Mot.SpnADR(EchRp5OrdINR2) COM 876568502 226460 13,400 13,400 7 13,400
TC PipelinesLP
LtdPartn.UtsNPV COM 87233Q108 246636 5,200 5,200 2 5,200
TC PipelinesLP
LtdPartn.UtsNPV COM 87233Q108 526473 11,100 11,100 3 11,100
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 1500835 95,900 95,900 2 95,900
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 13403614.65 856,461 856,461 3 856,461
TE Connectivity Ltd CHF1.37 COM H84989104 88455.51 2,871 2,871 3 2,871
TEAM HEALTH HOLDINGS LLC
COMMO COM 87817A107 7501593 339,900 339,900 1 339,900
Team Inc Common Stock USD0.30 COM 878155100 107100 3,600 3,600 2 3,600
Team Inc Common Stock USD0.30 COM 878155100 821100 27,600 27,600 3 27,600
Tech Data Corp
ComStkUSD0.0015 COM 878237106 316224 6,400 6,400 2 6,400
Tech Data Corp
ComStkUSD0.0015 COM 878237106 6782066.01 137,261 137,261 3 137,261
Techne Corp Common Stk
USD0.01 COM 878377100 6102444 89,400 89,400 1 89,400
Techne Corp Common Stk
USD0.01 COM 878377100 191128 2,800 2,800 2 2,800
Techne Corp Common Stk
USD0.01 COM 878377100 2027322 29,700 29,700 3 29,700
TeckResour.'B'Sub.VotingComNPV COM 878742204 42479805.56 1,204,600 1,204,600 2 1,204,600
TeckResour.'B'Sub.VotingComNPV COM 878742204 1747998.507 49,568 49,568 3 49,568
TeekayTankers'A'ComStk
USD0.01 COM Y8565N102 17248 4,900 4,900 3 4,900
TelecomArgent.
ADR(Rep10'B'Sh) COM 879273209 480972 26,900 26,900 3 26,900
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 673448.3 12,278 12,278 3 12,278
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 21183401.01 775,097 775,097 2 775,097
TELEFBrasil
ADR(EchRep1PrefSh) COM 87936R106 164019355.2 6,001,440 6,001,440 3 6,001,440
Telenav Inc Com Stock
USD0.001 COM 879455103 149171 19,100 19,100 2 19,100
Telenav Inc Com Stock
USD0.001 COM 879455103 1446412 185,200 185,200 3 185,200
Telephone^DataSysComStkUSD0.01 COM 879433100 111327 4,300 4,300 3 4,300
Telular Corp Com Stk USD0.01 COM 87970T208 28500 3,800 3,800 2 3,800
Telular Corp Com Stk USD0.01 COM 87970T208 339000 45,200 45,200 3 45,200
Teradata Corp ComStock
USD0.01 COM 88076W103 354123 7,300 7,300 2 7,300
Teradata Corp ComStock
USD0.01 COM 88076W103 2148022.8 44,280 44,280 3 44,280
Teradyne Inc Comm Stk
USD0.125 COM 880770102 737383 54,100 54,100 2 54,100
Teradyne Inc Comm Stk
USD0.125 COM 880770102 6227805.97 456,919 456,919 3 456,919
Terex Corp CommonStock
USD0.01 COM 880779103 94570 7,000 7,000 7 7,000
Terra Nitrogen Company LP NPV COM 881005201 218296 1,300 1,300 2 1,300
Terra Nitrogen Company LP NPV COM 881005201 5159509.92 30,726 30,726 3 30,726
Tesco Corp Com NPV(US
Listing) COM 88157K101 2239567.84 177,181 177,181 3 177,181
Tesoro Corp Com Stk USD0.1666 COM 881609101 60736 2,600 2,600 3 2,600
Tessco Technologies CS
USD0.01 COM 872386107 122016.78 8,829 8,829 3 8,829
TetraTechnologiesComStkUSD0.01 COM 88162F105 99004 10,600 10,600 2 10,600
TetraTechnologiesComStkUSD0.01 COM 88162F105 74869.44 8,016 8,016 3 8,016
Teva
Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 912136 22,600 22,600 2 22,600
Teva
Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 19087374.08 472,928 472,928 3 472,928
Texas Instruments Com USD1 COM 882508104 16088660.35 552,685 552,685 1 552,685
Texas Instruments Com USD1 COM 882508104 2664205.42 91,522 91,522 2 91,522
Texas Instruments Com USD1 COM 882508104 21171877.66 727,306 727,306 3 727,306
Texas Instruments Com USD1 COM 882508104 909687.5 31,250 31,250 4 31,250
Texas Instruments Com USD1 COM 882508104 6869.96 236 236 7 236
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 267904 9,200 9,200 2 9,200
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 2444332.8 83,940 83,940 3 83,940
TGC Industries ComStk USD0.01 COM 872417308 23562 3,300 3,300 3 3,300
TheMen'sWearhouseComStkUSD0.01 COM 587118100 20732677 639,700 639,700 1 639,700
Theravance Inc Com Stk
USD0.01 COM 88338T104 539659.9 24,419 24,419 3 24,419
ThermoFisherScient.ComStk
USD1 COM 883556102 15294881.61 340,113 340,113 1 340,113
ThermoFisherScient.ComStk
USD1 COM 883556102 179880 4,000 4,000 2 4,000
ThermoFisherScient.ComStk
USD1 COM 883556102 755046.3 16,790 16,790 3 16,790
ThermoFisherScient.ComStk
USD1 COM 883556102 921435.3 20,490 20,490 4 20,490
ThermoFisherScient.ComStk
USD1 COM 883556102 7195.2 160 160 7 160
Thermon Group Com Stk
USD0.001 COM 88362T103 9638140 547,000 547,000 1 547,000
Thompson Creek
MtlsCoIncComNPV COM 884768102 90896.59236 13,000 13,000 3 13,000
ThomsonReutComNPV(Canad.List.) COM 884903105 83450.43 3,129 3,129 7 3,129
TICC Cap Corp ComStock
USD0.01 COM 87244T109 31140 3,600 3,600 3 3,600
Tidewater Inc Com Stk USD0.10 COM 886423102 162690 3,300 3,300 2 3,300
Tidewater Inc Com Stk USD0.10 COM 886423102 335240 6,800 6,800 3 6,800
Tiffany & Co Com Stk USD0.01 COM 886547108 291544 4,400 4,400 2 4,400
Tiffany & Co Com Stk USD0.01 COM 886547108 1431216 21,600 21,600 3 21,600
Tim Hortons Inc CmStk
USD0.001 COM 88706M103 150102 3,100 3,100 2 3,100
Tim Hortons Inc CmStk
USD0.001 COM 88706M103 2184129.36 45,108 45,108 3 45,108
Tim Partic
SpnADR(EachRep5Ord) COM 88706P205 26923280.4 1,043,538 1,043,538 3 1,043,538
TimeWarnerCable ComStk
USD0.01 COM 88732J207 921765 14,500 14,500 2 14,500
TimeWarnerCable ComStk
USD0.01 COM 88732J207 11856758.55 186,515 186,515 3 186,515
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 944880.3 26,145 26,145 2 26,145
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 1653657.98 45,757 45,757 3 45,757
Titan Machinery CS USD0.00001 COM 88830R101 158629 7,300 7,300 2 7,300
Titan Machinery CS USD0.00001 COM 88830R101 132553 6,100 6,100 3 6,100
TJX Corp Common Stk USD1 COM 872540109 20921816.9 324,118 324,118 1 324,118
TJX Corp Common Stk USD1 COM 872540109 2149385.9 33,298 33,298 2 33,298
TJX Corp Common Stk USD1 COM 872540109 8599157.35 133,217 133,217 3 133,217
TJX Corp Common Stk USD1 COM 872540109 674547.5 10,450 10,450 4 10,450
TJX Corp Common Stk USD1 COM 872540109 7423.25 115 115 7 115
TNS Inc Common Stock USD0.001 COM 872960109 9820370.84 554,197 554,197 1 554,197
Tompkins Fin Cp ComStk
USD0.10 COM 890110109 46212 1,200 1,200 2 1,200
Tompkins Fin Cp ComStk
USD0.10 COM 890110109 142487 3,700 3,700 3 3,700
Torchmark Corp Common Stk
USD1 COM 891027104 344950.5 7,950 7,950 2 7,950
Torchmark Corp Common Stk
USD1 COM 891027104 366645.5 8,450 8,450 3 8,450
Toro Com Stk USD1 COM 891092108 97056 1,600 1,600 3 1,600
Toronto Dom.Bk.Common NPV COM 891160509 264737088.3 3,533,645 3,533,645 2 3,533,645
Toronto Dom.Bk.Common NPV COM 891160509 43878999.25 585,686 585,686 3 585,686
Toronto Dom.Bk.Common NPV COM 891160509 1350339.743 18,024 18,024 4 18,024
Toronto Dom.Bk.Common NPV COM 891160509 1086325.248 14,500 14,500 5 14,500
Toronto Dom.Bk.Common NPV COM 891160509 745743.553 9,954 9,954 7 9,954
Toronto-Dominion Bk
ComNPV(US) COM 891160509 81393.28 1,088 1,088 2 1,088
TotalSpoADR(EachRep1OrdEUR2.5) COM 89151E109 70327.36 1,376 1,376 2 1,376
Tower Group Inc ComStk
USD0.01 COM 891777104 1329203 65,900 65,900 3 65,900
TowersWatsonAndCo A CS
USD0.01 COM 891894107 28412813 474,100 474,100 1 474,100
TowneBank CommonStock
USD1.667 COM 89214P109 22032 1,800 1,800 2 1,800
Tractor Supply
CommStkUSD0.008 COM 892356106 119255 1,700 1,700 2 1,700
Tractor Supply
CommStkUSD0.008 COM 892356106 743590 10,600 10,600 3 10,600
Transatlantic Hldgs
ComStkUSD1 COM 893521104 164190 3,000 3,000 2 3,000
Transatlantic Hldgs
ComStkUSD1 COM 893521104 140765.56 2,572 2,572 3 2,572
TransAtlantic Petroleum
ComNPV COM G89982105 39970.6177 29,928 29,928 2 29,928
TransAtlantic Petroleum
ComNPV COM G89982105 43080592.99 32,256,594 32,256,594 3 32,256,594
TransCanada Corp Common NPV COM 89353D107 997038.2009 22,800 22,800 3 22,800
TransDigm Group
CommStkUSD0.01 COM 893641100 19429833.28 203,071 203,071 1 203,071
TransDigm Group
CommStkUSD0.01 COM 893641100 1008467.2 10,540 10,540 4 10,540
TransDigm Group
CommStkUSD0.01 COM 893641100 7654.4 80 80 7 80
Transglobe Energy Corp Com
NPV COM 893662106 288469.017 36,400 36,400 2 36,400
Transglobe Energy Corp Com
NPV COM 893662106 1319508.004 166,500 166,500 3 166,500
Transocean Ltd USD0.01 (Regd) COM H8817H100 124345.21 3,239 3,239 7 3,239
Travelers Co's CommonStock
NPV COM 89417E109 921927.77 15,581 15,581 2 15,581
Travelers Co's CommonStock
NPV COM 89417E109 9845059.62 166,386 166,386 3 166,386
Travelers Co's CommonStock
NPV COM 89417E109 594303.48 10,044 10,044 4 10,044
Travelers Co's CommonStock
NPV COM 89417E109 1240794.9 20,970 20,970 5 20,970
Travelers Co's CommonStock
NPV COM 89417E109 295376.64 4,992 4,992 7 4,992
Trimble Navigation Com Stk
NPV COM 896239100 5982256 137,840 137,840 3 137,840
Trina Solar
SpnADR(EchRp50Ord) COM 89628E104 92184 13,800 13,800 2 13,800
Trina Solar
SpnADR(EchRp50Ord) COM 89628E104 190380 28,500 28,500 3 28,500
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 168168 8,400 8,400 2 8,400
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 226226 11,300 11,300 3 11,300
TrueReligionAppar.CSUSD0.00001 COM 89784N104 100282 2,900 2,900 2 2,900
TrueReligionAppar.CSUSD0.00001 COM 89784N104 79534 2,300 2,300 3 2,300
TrustCo Bank Common Stock
USD1 COM 898349105 171666 30,600 30,600 2 30,600
TrustCo Bank Common Stock
USD1 COM 898349105 397496.55 70,855 70,855 3 70,855
Trustmark Corp Common Stk NPV COM 898402102 1071189 44,100 44,100 2 44,100
Trustmark Corp Common Stk NPV COM 898402102 6803629 280,100 280,100 3 280,100
TRW
AutoHldgsCorpComStkUSD0.01 COM 87264S106 5313800 163,000 163,000 3 163,000
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 2389919 42,700 42,700 2 42,700
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 14658543 261,900 261,900 3 261,900
Tutor Perini Corp Com Stk
USD1 COM 901109108 98720 8,000 8,000 2 8,000
Tutor Perini Corp Com Stk
USD1 COM 901109108 661818.88 53,632 53,632 3 53,632
Tyco Intl Ltd CommonStk
CHF6.7 COM H89128104 23355 500 500 3 500
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 408672 19,800 19,800 2 19,800
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 3545952 171,800 171,800 3 171,800
U.S.Bancorp Com Stk USD0.01 COM 902973304 1102314.55 40,751 40,751 2 40,751
U.S.Bancorp Com Stk USD0.01 COM 902973304 3269290.05 120,861 120,861 3 120,861
UBS AG CHF0.10 (Regd) COM H89231338 880124.607 73,614 73,614 2 73,614
UBS AG CHF0.10 (Regd) COM H89231338 70545501.1 5,900,456 5,900,456 3 5,900,456
UGI Corporation Comm Stock
NPV COM 902681105 558600 19,000 19,000 2 19,000
UGI Corporation Comm Stock
NPV COM 902681105 10698689.4 363,901 363,901 3 363,901
UIL Holdings Corp Com Stk NPV COM 902748102 1385690.49 39,177 39,177 3 39,177
Ultra Petrol.Com NPV(US
List.) COM 903914109 28310427.95 955,465 955,465 3 955,465
Ultra Petrol.Com NPV(US
List.) COM 903914109 97038.25 3,275 3,275 7 3,275
UltraCleanHldgs
ComStkUSD0.001 COM 90385V107 50713 8,300 8,300 2 8,300
UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 9529006.4 554,012 554,012 2 554,012
UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 31118859.2 1,809,236 1,809,236 3 1,809,236
UMB FINANCIAL CORP COM 902788108 26060100 699,600 699,600 1 699,600
Union Fst Mkt Bnksh CS
USD1.33 COM 90662P104 29238 2,200 2,200 3 2,200
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 3771464 35,600 35,600 2 35,600
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 34960200 330,000 330,000 3 330,000
Unisource Energy CommonStk
NPV COM 909205106 20523828 555,900 555,900 1 555,900
Unisource Energy CommonStk
NPV COM 909205106 505804 13,700 13,700 3 13,700
Unit Corporation ComStk
USD0.2 COM 909218109 106720 2,300 2,300 2 2,300
United Online ComStk
USD0.0001 COM 911268100 226848 41,700 41,700 2 41,700
United Online ComStk
USD0.0001 COM 911268100 3417500.48 628,217 628,217 3 628,217
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 27173501.04 536,178 536,178 1 536,178
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 7541184 148,800 148,800 2 148,800
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 90420519.28 1,784,146 1,784,146 3 1,784,146
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1438298.4 28,380 28,380 4 28,380
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1165640 23,000 23,000 5 23,000
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 10490.76 207 207 7 207
Unitil Corp Common Stock NPV COM 913259107 337722 11,900 11,900 2 11,900
Unitil Corp Common Stock NPV COM 913259107 1092630 38,500 38,500 3 38,500
Universal Corp Com Stk NPV COM 913456109 330912 7,200 7,200 2 7,200
Universal Corp Com Stk NPV COM 913456109 8016664.92 174,427 174,427 3 174,427
Universal Travel Grp
ComStkNPV COM 91388Q202 0 46,400 46,400 2 46,400
Universal Travel Grp
ComStkNPV COM 91388Q202 0 294,500 294,500 3 294,500
UniversalHlthClsBComStkUSD0.01 COM 913903100 31378789.38 807,483 807,483 1 807,483
UniversalHlthClsBComStkUSD0.01 COM 913903100 893780 23,000 23,000 2 23,000
UniversalHlthClsBComStkUSD0.01 COM 913903100 22472738 578,300 578,300 3 578,300
UniversalInsuranceCmStkUSD0.01 COM 91359V107 42602 11,900 11,900 2 11,900
UniversalInsuranceCmStkUSD0.01 COM 91359V107 875374.44 244,518 244,518 3 244,518
UniversalTecInstCmStkUSD0.0001 COM 913915104 130356 10,200 10,200 2 10,200
UniversalTecInstCmStkUSD0.0001 COM 913915104 108630 8,500 8,500 3 8,500
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 57096 3,900 3,900 2 3,900
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 345782.16 23,619 23,619 3 23,619
Unum Group CommonStock
USD0.10 COM 91529Y106 1337945 63,500 63,500 2 63,500
Unum Group CommonStock
USD0.10 COM 91529Y106 32592677.32 1,546,876 1,546,876 3 1,546,876
URS Corp Common Stock USD0.01 COM 903236107 263400 7,500 7,500 3 7,500
UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 75936 4,200 4,200 2 4,200
UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 101248 5,600 5,600 3 5,600
US Ecology Inc Com Stk
USD0.01 COM 91732J102 112680 6,000 6,000 2 6,000
US Ecology Inc Com Stk
USD0.01 COM 91732J102 176532 9,400 9,400 3 9,400
US
PhysicalTherapyCmStkUSD0.01 COM 90337L108 51168 2,600 2,600 2 2,600
US
PhysicalTherapyCmStkUSD0.01 COM 90337L108 394839.84 20,063 20,063 3 20,063
USA Mobility Com.Stk
USD0.0001 COM 90341G103 459097 33,100 33,100 2 33,100
USA Mobility Com.Stk
USD0.0001 COM 90341G103 5459051.69 393,587 393,587 3 393,587
USANAHealthScien.CmStkUSD0.001 COM 90328M107 406958 13,400 13,400 2 13,400
USANAHealthScien.CmStkUSD0.001 COM 90328M107 2855114.07 94,011 94,011 3 94,011
USGbl
Inv.Inc'A'ComStkUSD0.025 COM 902952100 14472 2,400 2,400 3 2,400
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 4637611.16 63,364 63,364 2 63,364
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 25377241.89 346,731 346,731 3 346,731
Utd Technologies Com Stk USD1 COM 913017109 31129908.08 425,912 425,912 1 425,912
Utd Technologies Com Stk USD1 COM 913017109 6358464.55 86,995 86,995 2 86,995
Utd Technologies Com Stk USD1 COM 913017109 110819204.2 1,516,202 1,516,202 3 1,516,202
Utd Technologies Com Stk USD1 COM 913017109 2318780.25 31,725 31,725 4 31,725
Utd Technologies Com Stk USD1 COM 913017109 1242530 17,000 17,000 5 17,000
Utd Technologies Com Stk USD1 COM 913017109 61468.69 841 841 7 841
Utd Therapeutics
ComStkUSD0.01 COM 91307C102 311850 6,600 6,600 3 6,600
Vaalco Energy Inc CS USD0.10 COM 91851C201 594336 98,400 98,400 2 98,400
Vaalco Energy Inc CS USD0.10 COM 91851C201 9717212.4 1,608,810 1,608,810 3 1,608,810
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 36326840.55 1,693,559 1,693,559 2 1,693,559
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 215254246.4 10,035,163 10,035,163 3 10,035,163
Valeant Pharm Com NPV(US
List) COM 91911K102 575734.39 12,331 12,331 3 12,331
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 642025 30,500 30,500 2 30,500
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 9972227 473,740 473,740 3 473,740
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 46770075.2 2,270,392 2,270,392 2 2,270,392
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 298742044.6 14,502,041 14,502,041 3 14,502,041
Validus Holdings Ltd USD0.175 COM G9319H102 381150 12,100 12,100 2 12,100
Validus Holdings Ltd USD0.175 COM G9319H102 17343175.5 550,577 550,577 3 550,577
ValmontIndustriesIncComStkUSD1 COM 920253101 1552509 17,100 17,100 3 17,100
ValueClickInc Com Stk
USD0.001 COM 92046N102 154755 9,500 9,500 2 9,500
ValueClickInc Com Stk
USD0.001 COM 92046N102 1352070 83,000 83,000 3 83,000
VanguardIdxFdsVanguardREIT
ETF COM 922908553 1378370 23,765 23,765 2 23,765
VarianMedicalSystemsComStkUSD1 COM 92220P105 1389591 20,700 20,700 2 20,700
VarianMedicalSystemsComStkUSD1 COM 92220P105 3755587.85 55,945 55,945 3 55,945
Vector Group Ltd ComStk
USD0.1 COM 92240M108 481296 27,100 27,100 2 27,100
Vector Group Ltd ComStk
USD0.1 COM 92240M108 5541120 312,000 312,000 3 312,000
Vectren Corp. Common Stock
NPV COM 92240G101 253932 8,400 8,400 2 8,400
Vectren Corp. Common Stock
NPV COM 92240G101 4694084.17 155,279 155,279 3 155,279
Verisign Inc Com Stk USD0.001 COM 92343E102 50186099.92 1,404,986 1,404,986 1 1,404,986
VERISK ANALYTICS INC-CL A
COMM COM 92345Y106 34981160.48 871,696 871,696 1 871,696
Verizon Communi.
ComStkUSD0.10 COM 92343V104 5806567.6 144,730 144,730 2 144,730
Verizon Communi.
ComStkUSD0.10 COM 92343V104 69803303.56 1,739,863 1,739,863 3 1,739,863
Vertex Pharma Comm Stk
USD0.01 COM 92532F100 730022.22 21,982 21,982 3 21,982
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 413231 9,100 9,100 2 9,100
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 3634934.27 80,047 80,047 3 80,047
VillageSuperMkt
Cls'A'CmStkNPV COM 927107409 51210 1,800 1,800 3 1,800
Virgin Media Inc
ComStkUSD0.01 COM 92769L101 303424.96 14,192 14,192 3 14,192
Virginia Commerce Com Stk
USD1 COM 92778Q109 145324 18,800 18,800 3 18,800
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1472185 14,500 14,500 2 14,500
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 9482191.29 93,393 93,393 3 93,393
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1677174.07 16,519 16,519 4 16,519
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 485719.52 4,784 4,784 7 4,784
Vishay
Intertech.CommonUSD0.10 COM 928298108 622108 69,200 69,200 2 69,200
Vishay
Intertech.CommonUSD0.10 COM 928298108 14524396.83 1,615,617 1,615,617 3 1,615,617
VistaPrint NV ComStk USD0.001 COM N93540107 299880 9,800 9,800 2 9,800
VistaPrint NV ComStk USD0.001 COM N93540107 1884960 61,600 61,600 3 61,600
Vodafone ADR(10
USD0.11428571) COM 92857W209 65954.59 2,353 2,353 2 2,353
Volcano Corp Com.Stk USD0.001 COM 928645100 6896721 289,900 289,900 1 289,900
VOXX Intl Corp Cls A
CSUSD0.01 COM 91829F104 23499.45 2,781 2,781 3 2,781
VSE Corp Common Stock USD0.05 COM 918284100 88743.4 3,655 3,655 3 3,655
W^T Offshore ComStk
USD0.00001 COM 92922P106 195132 9,200 9,200 2 9,200
W^T Offshore ComStk
USD0.00001 COM 92922P106 663873 31,300 31,300 3 31,300
W.P. Carey & Co. CommonStk
NPV COM 92930Y107 73692 1,800 1,800 2 1,800
W.P. Carey & Co. CommonStk
NPV COM 92930Y107 515844 12,600 12,600 3 12,600
Wabash National ComStk
USD0.01 COM 929566107 2678928 341,700 341,700 1 341,700
Wabtec Corp
CommonStockUSD0.01 COM 929740108 11492785 164,300 164,300 1 164,300
Waddell^ReedFin'A'CmStkUSD0.01 COM 930059100 1193914 48,200 48,200 2 48,200
Waddell^ReedFin'A'CmStkUSD0.01 COM 930059100 10933478 441,400 441,400 3 441,400
Walgreen Co ComStk
USD0.078125 COM 931422109 7446467.46 225,241 225,241 2 225,241
Walgreen Co ComStk
USD0.078125 COM 931422109 66297135.48 2,005,358 2,005,358 3 2,005,358
Walgreen Co ComStk
USD0.078125 COM 931422109 485982 14,700 14,700 7 14,700
Wal-Mart Stores Com.USD0.10 COM 931142103 10477302.48 175,323 175,323 2 175,323
Wal-Mart Stores Com.USD0.10 COM 931142103 188036513.3 3,146,528 3,146,528 3 3,146,528
Wal-Mart Stores Com.USD0.10 COM 931142103 1092054.24 18,274 18,274 4 18,274
Wal-Mart Stores Com.USD0.10 COM 931142103 2820672 47,200 47,200 5 47,200
Wal-Mart Stores Com.USD0.10 COM 931142103 522362.16 8,741 8,741 7 8,741
Walt Disney Co Com Stk
USD0.01 COM 254687106 31264537.5 833,721 833,721 1 833,721
Walt Disney Co Com Stk
USD0.01 COM 254687106 1885200 50,272 50,272 2 50,272
Walt Disney Co Com Stk
USD0.01 COM 254687106 6351937.5 169,385 169,385 3 169,385
Walt Disney Co Com Stk
USD0.01 COM 254687106 1460625 38,950 38,950 4 38,950
Walt Disney Co Com Stk
USD0.01 COM 254687106 11887.5 317 317 7 317
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 9623407.92 158,907 158,907 1 158,907
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 67948.32 1,122 1,122 2 1,122
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 1237422.48 20,433 20,433 3 20,433
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 413019.2 6,820 6,820 4 6,820
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 2906.88 48 48 7 48
Warnaco Group Comm Stk
USD0.01 COM 934390402 2031624 40,600 40,600 3 40,600
WarrenResIncComStkUSD0.0001 COM 93564A100 13476.84 4,134 4,134 3 4,134
Washington Fed Common Stk
USD1 COM 938824109 6995 500 500 3 500
WashingtonBanking Co
ComStkNPV COM 937303105 13101 1,100 1,100 3 1,100
Waste Management
ComStkUSD0.01 COM 94106L109 588780 18,000 18,000 7 18,000
WasteConnections
ComStkUSD0.01 COM 941053100 62816803.72 1,895,498 1,895,498 1 1,895,498
Waters Corp Common Stk
USD0.01 COM 941848103 489322.4 6,608 6,608 2 6,608
Waters Corp Common Stk
USD0.01 COM 941848103 2436245 32,900 32,900 3 32,900
Waters Corp Common Stk
USD0.01 COM 941848103 1036700 14,000 14,000 7 14,000
WD-40 Company Com Stk
USD0.001 COM 929236107 121230 3,000 3,000 3 3,000
Websense Inc Com Stk USD0.01 COM 947684106 11232381 599,700 599,700 1 599,700
Weis Markets Common Stock NPV COM 948849104 59910 1,500 1,500 2 1,500
Weis Markets Common Stock NPV COM 948849104 231652 5,800 5,800 3 5,800
WellCare Health ComStk
USD0.01 COM 94946T106 372750 7,100 7,100 2 7,100
WellCare Health ComStk
USD0.01 COM 94946T106 11445000 218,000 218,000 3 218,000
WellPoint Inc Com Stk USD0.01 COM 94973V107 1278625 19,300 19,300 2 19,300
WellPoint Inc Com Stk USD0.01 COM 94973V107 27878331.25 420,805 420,805 3 420,805
WellPoint Inc Com Stk USD0.01 COM 94973V107 198750 3,000 3,000 7 3,000
Wells Fargo^Co
ComStkUSD1.6667 COM 949746101 29336931 1,064,475 1,064,475 1 1,064,475
Wells Fargo^Co
ComStkUSD1.6667 COM 949746101 8851500.32 321,172 321,172 2 321,172
Wells Fargo^Co
ComStkUSD1.6667 COM 949746101 63566836.84 2,306,489 2,306,489 3 2,306,489
Wells Fargo^Co
ComStkUSD1.6667 COM 949746101 1514146.4 54,940 54,940 4 54,940
Wells Fargo^Co
ComStkUSD1.6667 COM 949746101 11327.16 411 411 7 411
Wendy's Co (The)
ComStkUSD0.10 COM 95058W100 17689072 3,300,200 3,300,200 1 3,300,200
WernerEnterprisesComStkUSD0.01 COM 950755108 279560 11,600 11,600 3 11,600
WesBanco Inc Com Stk
USD2.0833 COM 950810101 120714 6,200 6,200 2 6,200
WesBanco Inc Com Stk
USD2.0833 COM 950810101 387453 19,900 19,900 3 19,900
West Bancorporation ComStk
NPV COM 95123P106 14370 1,500 1,500 3 1,500
West Pharmaceut.ComStk
USD0.25 COM 955306105 36172422 953,160 953,160 1 953,160
Westamerica Bancorp
CommStkNPV COM 957090103 19482820 443,800 443,800 1 443,800
Westamerica Bancorp
CommStkNPV COM 957090103 210720 4,800 4,800 2 4,800
Westamerica Bancorp
CommStkNPV COM 957090103 188770 4,300 4,300 3 4,300
Westar Energy CommonStock
USD5 COM 95709T100 106486 3,700 3,700 2 3,700
Westar Energy CommonStock
USD5 COM 95709T100 4109784 142,800 142,800 3 142,800
Westell Tech.'A'ComStk
USD0.01 COM 957541105 22866 10,300 10,300 3 10,300
Western Digital ComStk
USD0.01 COM 958102105 479725 15,500 15,500 2 15,500
Western Digital ComStk
USD0.01 COM 958102105 3537585 114,300 114,300 3 114,300
Western Union Co.CmStk
USD0.01 COM 959802109 602580 33,000 33,000 3 33,000
WestlakeChemical CmStk
USD0.01 COM 960413102 724320 18,000 18,000 3 18,000
Westmoreland Coal CS USD2.50 COM 960878106 16575 1,300 1,300 3 1,300
Westwood Hldgs Com Stk
USD0.01 COM 961765104 18275 500 500 3 500
WhitingPetroleum
CmStkUSD0.001 COM 966387102 130732 2,800 2,800 3 2,800
Wiley(John)&SonsClA;'ComStkUSD1 COM 968223206 341880 7,700 7,700 2 7,700
Wiley(John)&SonsClA;'ComStkUSD1 COM 968223206 905760 20,400 20,400 3 20,400
Williams Cos Common Stock
USD1 COM 969457100 6604 200 200 3 200
Williams-Sonoma ComStk
USD0.01 COM 969904101 10729950 278,700 278,700 1 278,700
Williams-Sonoma ComStk
USD0.01 COM 969904101 196350 5,100 5,100 2 5,100
Williams-Sonoma ComStk
USD0.01 COM 969904101 589050 15,300 15,300 3 15,300
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 42674723.2 1,099,864 1,099,864 1 1,099,864
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 252200 6,500 6,500 3 6,500
Windstream Corp Com Stock NPV COM 97381W104 324024 27,600 27,600 2 27,600
Windstream Corp Com Stock NPV COM 97381W104 6880027.42 586,033 586,033 3 586,033
WinnDixieStores
ComStkUSD0.001 COM 974280307 2432234 259,300 259,300 1 259,300
WolverineWorldWide ComStk
USD1 COM 978097103 8289864 232,600 232,600 1 232,600
WolverineWorldWide ComStk
USD1 COM 978097103 3047220 85,500 85,500 3 85,500
Woodward Inc ComStk
USD0.00875 COM 980745103 20465 500 500 3 500
World Wresting Com Stk
USD0.01 COM 98156Q108 26096 2,800 2,800 3 2,800
WUXI PHARMATECH INC ADR (EACH COM 929352102 14442528 1,308,200 1,308,200 4 1,308,200
WUXI PHARMATECH INC ADR (EACH COM 929352102 28776234.72 2,606,543 2,606,543 6 2,606,543
WyndhamWorldwide
ComStkUSD0.01 COM 98310W108 389649 10,300 10,300 3 10,300
Xcel Energy Common Stk
USD2.50 COM 98389B100 541744 19,600 19,600 2 19,600
Xcel Energy Common Stk
USD2.50 COM 98389B100 3333384 120,600 120,600 3 120,600
Xerox Corp Common Stock USD1 COM 984121103 19104 2,400 2,400 7 2,400
Xilinx Inc Common Stk USD0.01 COM 983919101 2083900 65,000 65,000 2 65,000
Xilinx Inc Common Stk USD0.01 COM 983919101 19261648 600,800 600,800 3 600,800
XL Group PLC Com Stk USD0.01 COM G98290102 322251 16,300 16,300 2 16,300
XL Group PLC Com Stk USD0.01 COM G98290102 193746 9,800 9,800 3 9,800
XuedaEducation
ADR(EchRep2Ord) COM 98418W109 2495744.37 715,113 715,113 4 715,113
Xylem Inc Common Stock
USD0.01 COM 98419M100 336539 13,100 13,100 2 13,100
Xylem Inc Common Stock
USD0.01 COM 98419M100 1525986 59,400 59,400 3 59,400
Xyratex Limited ComStk
USD0.01 COM G98268108 169164 12,700 12,700 2 12,700
Xyratex Limited ComStk
USD0.01 COM G98268108 150516 11,300 11,300 3 11,300
Yamana Gold Inc Common NPV COM 98462Y100 239541.1961 16,240 16,240 2 16,240
Yamana Gold Inc Common NPV COM 98462Y100 2495122.459 169,160 169,160 3 169,160
YamanaGold Inc Com
NPV(USList) COM 98462Y100 29282605.3 1,993,370 1,993,370 1 1,993,370
YamanaGold Inc Com
NPV(USList) COM 98462Y100 4201398.76 286,004 286,004 3 286,004
York Water Co (The) ComStk
NPV COM 987184108 38808 2,200 2,200 3 2,200
YPF
Soc.Anon.ADR(Cnv1Class'D') COM 984245100 11791200 340,000 340,000 3 340,000
Yum Brands Inc Common Stk NPV COM 988498101 21587923.35 365,835 365,835 1 365,835
Yum Brands Inc Common Stk NPV COM 988498101 1262814 21,400 21,400 2 21,400
Yum Brands Inc Common Stk NPV COM 988498101 25318181.49 429,049 429,049 3 429,049
Yum Brands Inc Common Stk NPV COM 988498101 1014381.9 17,190 17,190 4 17,190
Yum Brands Inc Common Stk NPV COM 988498101 1463448 24,800 24,800 5 24,800
Yum Brands Inc Common Stk NPV COM 988498101 42251.16 716 716 7 716
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 10644550 297,500 297,500 1 297,500
Zhongpin Inc ComStock
USD0.001 COM 98952K107 233448 27,400 27,400 2 27,400
Zhongpin Inc ComStock
USD0.001 COM 98952K107 261564 30,700 30,700 3 30,700
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 2875010.98 53,819 53,819 3 53,819
Zipcar Inc Com Stk USD0.001 COM 98974X103 2339736.74 174,347 174,347 3 174,347
Zumiez Inc Common Stock NPV COM 989817101 97160 3,500 3,500 2 3,500
Zumiez Inc Common Stock NPV COM 989817101 77728 2,800 2,800 3 2,800
Zygo Corp Common Stock
USD0.10 COM 989855101 45890 2,600 2,600 3 2,600
27806195397