Schroder Investment Management Group

Schroder Investment Management as of Dec. 31, 2012

Portfolio Holdings for Schroder Investment Management

Schroder Investment Management holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing

                COLUMN 1            COLUMN 2     COLUMN 3    COLUMN 4        COLUMN 5        COLUMN 6  COLUMN 7          COLUMN 8
------------------------ -------------- --------- -------------- ------------------- ---------- -------- --------------------------
                                                       VALUE      SHRS OR   SH/ PUT/ INVESTMENT  OTHER         VOTING AUTHORITY
     NAME OF ISSUER      TITLE OF CLASS   CUSIP       (x$1000)    PRN AMT   PRN CALL DISCRETION MANAGERS    SOLE     SHARED  NONE
------------------------ -------------- --------- -------------- ---------- --- ---- ---------- -------- ---------- -------- ------
{S}                      {C}            {C}       {C}            {C}        {C} {C}  {C}        {C}      {C}       {C}      {C}
1st SourceCorp
 CommonStock NPV                COM     336901103         198810      9,000               9,000      2        9,000
1st SourceCorp
 CommonStock NPV                COM     336901103      470848.35     21,315              21,315      3       21,315
3M Co Common Stock
 USD0.01                        COM     88579Y101     33738533.1    363,366             363,366      1      363,366
3M Co Common Stock
 USD0.01                        COM     88579Y101      9108213.6     98,096              98,096      2       98,096
3M Co Common Stock
 USD0.01                        COM     88579Y101    87757456.05    945,153             945,153      3      945,153
3M Co Common Stock
 USD0.01                        COM     88579Y101        2297109     24,740              24,740      4       24,740
3M Co Common Stock
 USD0.01                        COM     88579Y101        1290615     13,900              13,900      5       13,900
3M Co Common Stock
 USD0.01                        COM     88579Y101      213462.15      2,299               2,299      7        2,299
3SBio Inc
 SponADR(EachRep7Ord)           COM     88575Y105          32736      2,400               2,400      3        2,400
Aaron's Inc Common Stk
 USD0.50                        COM       2535300         995456     35,200              35,200      2       35,200
Aaron's Inc Common Stk
 USD0.50                        COM       2535300       10016776    354,200             354,200      3      354,200
Abbott Laboratories
 ComStk NPV                     COM       2824100     12795097.5    195,345             195,345      2      195,345
Abbott Laboratories
 ComStk NPV                     COM       2824100    107269546.5  1,637,703           1,637,703      3    1,637,703
Abbott Laboratories
 ComStk NPV                     COM       2824100      1143040.5     17,451              17,451      7       17,451
ABM Industries Com Stk
 USD0.01                        COM        957100        9516150    477,000             477,000      1      477,000
ABM Industries Com Stk
 USD0.01                        COM        957100          77805      3,900               3,900      3        3,900
Accenture A NewCS
 USD0.0000225                   COM     G1151C101        6906158    103,852             103,852      2      103,852
Accenture A NewCS
 USD0.0000225                   COM     G1151C101     61713396.5    928,021             928,021      3      928,021
ACE Limited CHF30.57(US
 List.)                         COM     H0023R105     27419998.2    343,609             343,609      1      343,609
ACE Limited CHF30.57(US
 List.)                         COM     H0023R105        5921160     74,200              74,200      2       74,200
ACE Limited CHF30.57(US
 List.)                         COM     H0023R105       73211313    917,435             917,435      3      917,435
ACE Limited CHF30.57(US
 List.)                         COM     H0023R105        1163484     14,580              14,580      4       14,580
ACE Limited CHF30.57(US
 List.)                         COM     H0023R105      2692930.8     33,746              33,746      7       33,746
ActuateCorpCommonStockUSD0.001  COM     00508B102          62720     11,200              11,200      2       11,200
ActuateCorpCommonStockUSD0.001  COM     00508B102         168560     30,100              30,100      3       30,100
Adams Res Engy Com Stk
 USD0.10                        COM       6351308         108717      3,100               3,100      2        3,100
Adams Res Engy Com Stk
 USD0.10                        COM       6351308     1062305.37     30,291              30,291      3       30,291
Adobe Systems Inc NPV           COM     00724F101        1465752     38,900              38,900      3       38,900
ADT Corporation CmStk
 USD0.01                        COM     00101J106        11622.5        250                 250      3          250
Adtran Inc Common
 StockUSD0.01                   COM     00738A106       20180912  1,032,800           1,032,800      1    1,032,800
AdvanceAutoPartsCmStkUSD0.0001  COM     00751Y106         282165      3,900               3,900      2        3,900
AdvanceAutoPartsCmStkUSD0.0001  COM     00751Y106       10447340    144,400             144,400      3      144,400
Aeropostale Inc Com
 StkUSD0.01                     COM       7865108         120993      9,300               9,300      2        9,300
Aeropostale Inc Com
 StkUSD0.01                     COM       7865108        2011346    154,600             154,600      3      154,600
Aetna Inc Common Stock
 NPV                            COM     00817Y108     4682543.03    101,113             101,113      2      101,113
Aetna Inc Common Stock
 NPV                            COM     00817Y108    59345246.18  1,281,478           1,281,478      3    1,281,478
AFC Enterprises Com
 StkUSD0.01                     COM     00104Q107        6903546    264,200             264,200      1      264,200
AffiliatedManagers Com
 Stk NPV                        COM       8252108     7087057.95     54,453              54,453      1       54,453
AFLAC Inc. Com Stk
 USD0.10                        COM       1055102        9497856    178,800             178,800      2      178,800
AFLAC Inc. Com Stk
 USD0.10                        COM       1055102    107314086.4  2,020,220           2,020,220      3    2,020,220
AFP Provida ADS Repr1 Cm
 ShNPV                          COM     00709P108          41600        400                 400      2          400
AFP Provida ADS Repr1 Cm
 ShNPV                          COM     00709P108        1185600     11,400              11,400      3       11,400
AGCO Corp Common Stock
 USD0.01                        COM       1084102       23533392    479,100             479,100      1      479,100
AGCO Corp Common Stock
 USD0.01                        COM       1084102     3202574.88     65,199              65,199      3       65,199
Agilent Technologies
 USD0.01                        COM     00846U101         294768      7,200               7,200      2        7,200
Agilent Technologies
 USD0.01                        COM     00846U101      6721733.9    164,185             164,185      3      164,185
Agnico-EagleMinesComNPV(USLst)  COM       8474108    15130460.74    288,419             288,419      3      288,419
Agree Realty Cp REIT
 USD0.0001                      COM       8492100          61617      2,300               2,300      2        2,300
Agree Realty Cp REIT
 USD0.0001                      COM       8492100     1796966.04     67,076              67,076      3       67,076
Agrium Inc Com NPV(US
 Listing)                       COM       8916108    24638274.38    246,700             246,700      2      246,700
Agrium Inc Com NPV(US
 Listing)                       COM       8916108    20810203.62    208,370             208,370      3      208,370
Air Products^Chemicals
 ComUSD1                        COM       9158106     6347038.84     75,542              75,542      3       75,542
Aircastle Ltd ComStock
 USD0.01                        COM     G0129K104         916674     73,100              73,100      3       73,100
Airgas Inc Common
 StockUSD0.01                   COM       9363102    35163812.52    385,188             385,188      1      385,188
Airgas Inc Common
 StockUSD0.01                   COM       9363102         730320      8,000               8,000      7        8,000
AirmediaGrp ADR
 (EachRep2 Ord)                 COM       9411109        3005760  1,565,500           1,565,500      4    1,565,500
Alaska Airgroup Com.Stk
 USD1                           COM      11659109       13448389    312,100             312,100      1      312,100
Alaska Airgroup Com.Stk
 USD1                           COM      11659109         336102      7,800               7,800      2        7,800
Alaska Airgroup Com.Stk
 USD1                           COM      11659109        2999064     69,600              69,600      3       69,600
AlaskaCommSysGp ComStk
 USD0.01                        COM     01167P101           7954      4,100               4,100      3        4,100
Albemarle Corp Com Stk
 USD0.01                        COM      12653101          55908        900                 900      2          900
Albemarle Corp Com Stk
 USD0.01                        COM      12653101        2385408     38,400              38,400      3       38,400
Alcoa Inc Common Stock
 USD1                           COM      13817101         248248     28,600              28,600      2       28,600
Alcoa Inc Common Stock
 USD1                           COM      13817101         685720     79,000              79,000      3       79,000
Alere Inc Com Stk
 USD0.001                       COM     01449J105          92500      5,000               5,000      2        5,000
Alere Inc Com Stk
 USD0.001                       COM     01449J105         908350     49,100              49,100      3       49,100
AlexionPharma.ComStk
 USD0.0001                      COM      15351109      455763.88      4,862               4,862      3        4,862
Alleghany Corp Com Stock
 USD1                           COM      17175100         469588      1,400               1,400      2        1,400
Alleghany Corp Com Stock
 USD1                           COM      17175100        3387742     10,100              10,100      3       10,100
Allegiant Travel
 ComStkUSD0.01                  COM     01748X102       10490289    142,900             142,900      1      142,900
Allegiant Travel
 ComStkUSD0.01                  COM     01748X102         146820      2,000               2,000      2        2,000
Allegiant Travel
 ComStkUSD0.01                  COM     01748X102        1585656     21,600              21,600      3       21,600
Allergan Inc Common
 StkUSD0.01                     COM      18490102     1028660.22     11,214              11,214      3       11,214
Alliance Resource Ptnrs
 LP NPV                         COM     01877R108     3349969.68     57,700              57,700      2       57,700
Alliance Resource Ptnrs
 LP NPV                         COM     01877R108    36593280.59    630,284             630,284      3      630,284
Allied Nevada Gold CS
 USD0.001                       COM      19344100      6098914.6    202,420             202,420      3      202,420
AlliedWorldAssur.ComStkUSD0.03  COM     H01531104        4712240     59,800              59,800      2       59,800
AlliedWorldAssur.ComStkUSD0.03  COM     H01531104     54433148.8    690,776             690,776      3      690,776
Allstate Corp.Com Stk
 USD0.01                        COM      20002101    24955572.33    621,249             621,249      1      621,249
Allstate Corp.Com Stk
 USD0.01                        COM      20002101         819468     20,400              20,400      2       20,400
Allstate Corp.Com Stk
 USD0.01                        COM      20002101     6011119.14    149,642             149,642      3      149,642
Allstate Corp.Com Stk
 USD0.01                        COM      20002101      1113914.1     27,730              27,730      4       27,730
AlmostFamily Inc
 ComStkUSD0.10                  COM      20409108         370758     18,300              18,300      2       18,300
AlmostFamily Inc
 ComStkUSD0.10                  COM      20409108     6811047.32    336,182             336,182      3      336,182
Alnylam Pharm. Com Stk
 USD0.01                        COM     02043Q107      362901.25     19,885              19,885      3       19,885
Alpha And Omega
 ComStkUSD0.002                 COM     G6331P104          17640      2,100               2,100      2        2,100
Alpha And Omega
 ComStkUSD0.002                 COM     G6331P104         193200     23,000              23,000      3       23,000
Alterra Capital Holdings
 USD1                           COM     G0229R108    27175582.85    964,015             964,015      1      964,015
Alterra Capital Holdings
 USD1                           COM     G0229R108         343918     12,200              12,200      2       12,200
Alterra Capital Holdings
 USD1                           COM     G0229R108        3456094    122,600             122,600      3      122,600
Altisource Portolio
 ComStkUSD1                     COM     L0175J104        4523391     52,200              52,200      1       52,200
AltisourceResident B
 CSUSD0.01                      COM     02153W100      242304.48     15,297              15,297      1       15,297
Altria Group
 ComStockUSD0.3333              COM     02209S103        2480616     78,900              78,900      2       78,900
Altria Group
 ComStockUSD0.3333              COM     02209S103    11804588.16    375,464             375,464      3      375,464
Altria Group
 ComStockUSD0.3333              COM     02209S103      1044122.4     33,210              33,210      4       33,210
Altria Group
 ComStockUSD0.3333              COM     02209S103      2845477.2     90,505              90,505      7       90,505
Amazon Comm.Inc USD0.01         COM      23135106    38459374.48    153,304             153,304      1      153,304
Amazon Comm.Inc USD0.01         COM      23135106     2660727.22     10,606              10,606      2       10,606
Amazon Comm.Inc USD0.01         COM      23135106    24237052.44     96,612              96,612      3       96,612
Amazon Comm.Inc USD0.01         COM      23135106      2338108.4      9,320               9,320      4        9,320
Amazon Comm.Inc USD0.01         COM      23135106         953306      3,800               3,800      5        3,800
Amazon Comm.Inc USD0.01         COM      23135106      191915.55        765                 765      7          765
Amdocs Limited Ord
 USD0.01                        COM     G02602103    45293204.55  1,332,545           1,332,545      1    1,332,545
Amdocs Limited Ord
 USD0.01                        COM     G02602103         503052     14,800              14,800      7       14,800
Amerco Inc Common
 StockUSD0.25                   COM      23586100         621369      4,900               4,900      2        4,900
Amerco Inc Common
 StockUSD0.25                   COM      23586100        2815182     22,200              22,200      3       22,200
Ameresco Inc ClsA CS
 USD0.0001                      COM     02361E108     3508536.69    357,649             357,649      3      357,649
American Cap.Ltd
 ComStkUSD0.01                  COM     02503Y103       213964.9     17,800              17,800      2       17,800
American Cap.Ltd
 ComStkUSD0.01                  COM     02503Y103    18587299.15  1,546,300           1,546,300      3    1,546,300
American Equity Com
 Stock USD1                     COM      25676206          98901      8,100               8,100      2        8,100
American Equity Com
 Stock USD1                     COM      25676206     2070254.34    169,554             169,554      3      169,554
American Express
 ComStkUSD0.20                  COM      25816109     1731699.96     30,127              30,127      2       30,127
American Express
 ComStkUSD0.20                  COM      25816109    29152016.64    507,168             507,168      3      507,168
American Express
 ComStkUSD0.20                  COM      25816109      649926.36     11,307              11,307      4       11,307
American Express
 ComStkUSD0.20                  COM      25816109        1477236     25,700              25,700      5       25,700
American Express
 ComStkUSD0.20                  COM      25816109      177095.88      3,081               3,081      7        3,081
American Intl Grp Wts
 19/01/21                       COM      26874156          10557        765                 765      3          765
American Intl.Gp.Com
 USD2.50                        COM      26874784      7161840.5    202,885             202,885      1      202,885
American Intl.Gp.Com
 USD2.50                        COM      26874784        2919310     82,700              82,700      2       82,700
American Intl.Gp.Com
 USD2.50                        COM      26874784     21880528.5    619,845             619,845      3      619,845
American Intl.Gp.Com
 USD2.50                        COM      26874784         374886     10,620              10,620      4       10,620
American Natl Ins.
 ComStk USD1                    COM      28591105          81948      1,200               1,200      3        1,200
American States Water CS
 NPV                            COM      29899101         235102      4,900               4,900      2        4,900
American States Water CS
 NPV                            COM      29899101         196718      4,100               4,100      3        4,100
AmericanCapAgency REIT
 USD0.01                        COM     02503X105         442170     15,300              15,300      2       15,300
AmericanCapAgency REIT
 USD0.01                        COM     02503X105     11948184.8    413,432             413,432      3      413,432
AmericanEagleOut.ComStkUSD0.01  COM     02553E106         155876      7,600               7,600      2        7,600
AmericanEagleOut.ComStkUSD0.01  COM     02553E106         133315      6,500               6,500      3        6,500
AmericanFinancialGrp
 ComStkNPV                      COM      25932104        3181360     80,500              80,500      2       80,500
AmericanFinancialGrp
 ComStkNPV                      COM      25932104       53272960  1,348,000           1,348,000      3    1,348,000
AmericanNatlBankshs
 CmStk USD1                     COM      27745108          12114        600                 600      2          600
AmericanNatlBankshs
 CmStk USD1                     COM      27745108          28266      1,400               1,400      3        1,400
AmericanPublicEducat.CSUSD0.01  COM     02913V103         205884      5,700               5,700      2        5,700
AmericanPublicEducat.CSUSD0.01  COM     02913V103        2383920     66,000              66,000      3       66,000
AmericanSoftwareA
 CmStkUSD0.10                   COM      29683109          98552     12,700              12,700      2       12,700
AmericanSoftwareA
 CmStkUSD0.10                   COM      29683109         197880     25,500              25,500      3       25,500
Ameriprise Fin.Com Stk
 USD0.01                        COM     03076C106          56367        900                 900      2          900
Ameriprise Fin.Com Stk
 USD0.01                        COM     03076C106        3739011     59,700              59,700      3       59,700
AmerisafeIncCmStkUSD0.01        COM     03071H100        8333050    305,800             305,800      1      305,800
Amerisc.Berg
 ClsAComStkUSD0.01              COM     03073E105        3653028     84,600              84,600      2       84,600
Amerisc.Berg
 ClsAComStkUSD0.01              COM     03073E105    44744713.66  1,036,237           1,036,237      3    1,036,237
AmerMovilSAB
 ADR(Rep20Sr'L'Sh)              COM     02364W105    46992758.28  2,030,802           2,030,802      2    2,030,802
AmerMovilSAB
 ADR(Rep20Sr'L'Sh)              COM     02364W105    200765578.8  8,676,127           8,676,127      3    8,676,127
Ametek Inc CommonStock
 USD0.01                        COM      31100100          48841      1,300               1,300      3        1,300
Amgen Inc Common Stk
 USD0.0001                      COM      31162100      2941661.2     34,126              34,126      2       34,126
Amgen Inc Common Stk
 USD0.0001                      COM      31162100     30849773.2    357,886             357,886      3      357,886
AmkorTechnology
 ComStkUSD0.001                 COM      31652100       277772.4     65,500              65,500      3       65,500
Amphenol
 Corp.Cl'A'ComUSD0.001          COM      32095101          51760        800                 800      2          800
Amphenol
 Corp.Cl'A'ComUSD0.001          COM      32095101        2575060     39,800              39,800      3       39,800
Amsurg Corp Common Stock
 NPV                            COM     03232P405        3484161    116,100             116,100      2      116,100
Amsurg Corp Common Stock
 NPV                            COM     03232P405    36805344.36  1,226,436           1,226,436      3    1,226,436
AmTrustFinancial CmStk
 USD0.01                        COM      32359309       756555.3     26,370              26,370      2       26,370
AmTrustFinancial CmStk
 USD0.01                        COM      32359309     6047765.93    210,797             210,797      3      210,797
Anadarko Petrol.ComStk
 USD0.10                        COM      32511107         549894      7,400               7,400      2        7,400
Anadarko Petrol.ComStk
 USD0.10                        COM      32511107      334989.48      4,508               4,508      3        4,508
Anadigics Inc ComStock
 USD0.01                        COM      32515108        5533668  2,195,900           2,195,900      1    2,195,900
AnalogDevices Com Stk
 USD0.166                       COM      32654105        1896906     45,100              45,100      2       45,100
AnalogDevices Com Stk
 USD0.166                       COM      32654105    17264620.56    410,476             410,476      3      410,476
Ancestry.com Inc CmStk
 USD0.01                        COM      32803108     3191058.25     99,565              99,565      1       99,565
AngloGoldAshSpADR(Rp1OrdLv1BNY  COM      35128206        1662610     53,000              53,000      2       53,000
AngloGoldAshSpADR(Rp1OrdLv1BNY  COM      35128206         401536     12,800              12,800      3       12,800
Anheuser-Busch
 ADR(Rep1OrdNPV)                COM     03524A108       10838.84        124                 124      3          124
Anika Therapeutics CS
 USD0.01                        COM      35255108          75544      7,600               7,600      2        7,600
Anika Therapeutics CS
 USD0.01                        COM      35255108      1371123.6    137,940             137,940      3      137,940
AnnalyCapitalMgmt REIT
 USD0.01                        COM      35710409         352404     25,100              25,100      2       25,100
AnnalyCapitalMgmt REIT
 USD0.01                        COM      35710409        6414876    456,900             456,900      3      456,900
ANNIncorporatedComStkUSD0.0068  COM      35623107          77832      2,300               2,300      2        2,300
ANNIncorporatedComStkUSD0.0068  COM      35623107         145512      4,300               4,300      3        4,300
Anworth MtgeAsset REIT
 USD0.01                        COM      37347101          84388     14,600              14,600      2       14,600
Anworth MtgeAsset REIT
 USD0.01                        COM      37347101      487404.28     84,326              84,326      3       84,326
Apache Corp CommonStk
 USD0.625                       COM      37411105       22713661    289,346             289,346      1      289,346
Apache Corp CommonStk
 USD0.625                       COM      37411105      8224209.5    104,767             104,767      2      104,767
Apache Corp CommonStk
 USD0.625                       COM      37411105      158787759  2,022,774           2,022,774      3    2,022,774
Apache Corp CommonStk
 USD0.625                       COM      37411105      2089748.5     26,621              26,621      4       26,621
Apache Corp CommonStk
 USD0.625                       COM      37411105        1624950     20,700              20,700      5       20,700
Apache Corp CommonStk
 USD0.625                       COM      37411105       392107.5      4,995               4,995      7        4,995
ApartmentIn^Mg'A'ComStkUSD0.01  COM     03748R101    39624878.04  1,464,334           1,464,334      1    1,464,334
Apollo Commercial REIT
 USD0.01                        COM     03762U105         488523     30,100              30,100      3       30,100
Apollo Grp Cls'A'Com Stk
 NPV                            COM      37604105        1071104     51,200              51,200      2       51,200
Apollo Grp Cls'A'Com Stk
 NPV                            COM      37604105    12644131.68    604,404             604,404      3      604,404
Apple Inc Common Stock
 NPV                            COM      37833100    91021788.47    171,038             171,038      1      171,038
Apple Inc Common Stock
 NPV                            COM      37833100    31979866.08     60,093              60,093      2       60,093
Apple Inc Common Stock
 NPV                            COM      37833100    303712670.5    570,703             570,703      3      570,703
Apple Inc Common Stock
 NPV                            COM      37833100    6086461.457     11,437              11,437      4       11,437
Apple Inc Common Stock
 NPV                            COM      37833100     2926950.95      5,500               5,500      5        5,500
Apple Inc Common Stock
 NPV                            COM      37833100    4704940.609      8,841               8,841      7        8,841
Applied
 MaterialsComStkUSD0.01         COM      38222105         920920     80,500              80,500      2       80,500
Applied
 MaterialsComStkUSD0.01         COM      38222105        5995704    524,100             524,100      3      524,100
AppliedIndustrialTechComStkNPV  COM     03820C105    65684945.55  1,563,555           1,563,555      1    1,563,555
AppliedIndustrialTechComStkNPV  COM     03820C105         247859      5,900               5,900      2        5,900
AppliedIndustrialTechComStkNPV  COM     03820C105         882210     21,000              21,000      3       21,000
AptarGroup Inc CommStk
 USD0.01                        COM      38336103         496288     10,400              10,400      2       10,400
AptarGroup Inc CommStk
 USD0.01                        COM      38336103        2720040     57,000              57,000      3       57,000
Arbitron Common Stock
 USD0.50                        COM     03875Q108    10113081.96    216,647             216,647      1      216,647
Arbitron Common Stock
 USD0.50                        COM     03875Q108         261408      5,600               5,600      2        5,600
Arbitron Common Stock
 USD0.50                        COM     03875Q108        5069448    108,600             108,600      3      108,600
Arbor RealtyTrust REIT
 USD0.01                        COM      38923108          35940      6,000               6,000      3        6,000
Arch Capital Com Stk
 USD0.01                        COM     G0450A105        5502500    125,000             125,000      2      125,000
Arch Capital Com Stk
 USD0.01                        COM     G0450A105       37126468    843,400             843,400      3      843,400
Arch Coal Inc Com Stk
 USD0.01                        COM      39380100          45384      6,200               6,200      2        6,200
Arch Coal Inc Com Stk
 USD0.01                        COM      39380100         373320     51,000              51,000      3       51,000
Archer-Daniels-Midland
 Com NPV                        COM      39483102      724492.89     26,451              26,451      2       26,451
Archer-Daniels-Midland
 Com NPV                        COM      39483102     2706104.61     98,799              98,799      3       98,799
Arctic Cat Inc Com Stk
 USD0.01                        COM      39670104          96831      2,900               2,900      2        2,900
Arctic Cat Inc Com Stk
 USD0.01                        COM      39670104         734580     22,000              22,000      3       22,000
Argan Inc Common Stock
 USD0.15                        COM     04010E109         199800     11,100              11,100      2       11,100
Argan Inc Common Stock
 USD0.15                        COM     04010E109        3504600    194,700             194,700      3      194,700
Arling.AssetInv A CS
 USD0.01                        COM      41356205         151621      7,300               7,300      2        7,300
Arling.AssetInv A CS
 USD0.01                        COM      41356205     1105628.64     53,232              53,232      3       53,232
ARM HldgsADR(EchRep3
 Ord0.05p)                      COM      42068106    21139555.32    558,804             558,804      1      558,804
ARM HldgsADR(EchRep3
 Ord0.05p)                      COM      42068106      200196.36      5,292               5,292      3        5,292
ARM HldgsADR(EchRep3
 Ord0.05p)                      COM      42068106       113868.3      3,010               3,010      4        3,010
ARMOURResidentialREITUSD0.0001  COM      42315101         901918    139,400             139,400      3      139,400
ArmstrongWorldIndsCmStkUSD0.01  COM     04247X102       43171230    851,000             851,000      1      851,000
Arrow FinancialCorp
 ComStkUSD1                     COM      42744102        63622.5      2,550               2,550      2        2,550
Arrow FinancialCorp
 ComStkUSD1                     COM      42744102      355312.95     14,241              14,241      3       14,241
ArrowElectronicsInc
 ComStkUSD1                     COM      42735100    43257623.36  1,135,967           1,135,967      1    1,135,967
ArrowElectronicsInc
 ComStkUSD1                     COM      42735100         643552     16,900              16,900      2       16,900
ArrowElectronicsInc
 ComStkUSD1                     COM      42735100     8110697.28    212,991             212,991      3      212,991
AsburyAutomotive
 ComStkUSD0.01                  COM      43436104       33243937  1,037,900           1,037,900      1    1,037,900
AsiaInfo-Linkage
 ComStkUSD0.01                  COM     04518A104       34615840  3,190,400           3,190,400      4    3,190,400
AspenInsur.Hldgs
 USD0.15144558                  COM     G05384105        1235080     38,500              38,500      3       38,500
AssistedLiving Cls A
 CSUSD0.01                      COM     04544X300          28275      2,900               2,900      2        2,900
AssistedLiving Cls A
 CSUSD0.01                      COM     04544X300          28275      2,900               2,900      3        2,900
Assurant Inc Com Stock
 USD0.01                        COM     04621X108        2189570     63,100              63,100      2       63,100
Assurant Inc Com Stock
 USD0.01                        COM     04621X108     29455372.6    848,858             848,858      3      848,858
AssuredGuarantyLtdCmStkUSD0.01  COM     G0585R106         415516     29,200              29,200      2       29,200
AssuredGuarantyLtdCmStkUSD0.01  COM     G0585R106    12026669.49    845,163             845,163      3      845,163
ASTA FundingInc ComStk
 USD0.01                        COM      46220109           4755        500                 500      3          500
Astronic Corp Com Stk
 USD0.01                        COM      46433108          50336      2,200               2,200      2        2,200
Astronic Corp Com Stk
 USD0.01                        COM      46433108          34320      1,500               1,500      3        1,500
AT^T Incorporated Com
 Stk USD1                       COM     00206R102     8625950.77    255,887             255,887      2      255,887
AT^T Incorporated Com
 Stk USD1                       COM     00206R102    50112240.99  1,486,569           1,486,569      3    1,486,569
AT^T Incorporated Com
 Stk USD1                       COM     00206R102       534303.5     15,850              15,850      7       15,850
AtlanticTele-NwrkComStkUSD0.01  COM      49079205          84433      2,300               2,300      3        2,300
Atmel Corp Common Stock
 NPV                            COM      49513104     29093672.1  4,441,782           4,441,782      1    4,441,782
Atrion Corp Common Stk
 USD0.10                        COM      49904105          39200        200                 200      2          200
Atrion Corp Common Stk
 USD0.10                        COM      49904105         548800      2,800               2,800      3        2,800
Aurizon Mines Ltd Com
 Stk NPV                        COM     05155P106    59595.25962     17,300              17,300      2       17,300
Aurizon Mines Ltd Com
 Stk NPV                        COM     05155P106    675872.2507    196,200             196,200      3      196,200
Auto Data ProcessCmStk
 USD0.10                        COM      53015103     7843929.26    137,782             137,782      2      137,782
Auto Data ProcessCmStk
 USD0.10                        COM      53015103    62136590.08  1,091,456           1,091,456      3    1,091,456
Autodesk Common Stock
 USD0.01                        COM      52769106       11916485    337,100             337,100      1      337,100
Autoliv Inc Common Stock
 USD1                           COM      52800109        8140712    120,800             120,800      1      120,800
Autoliv Inc Common Stock
 USD1                           COM      52800109         431296      6,400               6,400      2        6,400
Autoliv Inc Common Stock
 USD1                           COM      52800109    17284726.32    256,488             256,488      3      256,488
AutoZone Inc CommonStk
 USD0.01                        COM      53332102     5074019.88     14,316              14,316      3       14,316
Avago Technologies Com
 Stk NPV                        COM     Y0486S104      288022.28      9,100               9,100      2        9,100
Avago Technologies Com
 Stk NPV                        COM     Y0486S104     8567871.56    270,700             270,700      3      270,700
Avnet Com.USD1                  COM      53807103       19382252    633,200             633,200      1      633,200
Avnet Com.USD1                  COM      53807103         492821     16,100              16,100      2       16,100
Avnet Com.USD1                  COM      53807103     6153773.18    201,038             201,038      3      201,038
Aware Inc Com Stk
 USD0.01                        COM     05453N100          13700      2,500               2,500      3        2,500
Axis Capital Hldgs
 USD0.0125                      COM     G0692U109        5594360    161,500             161,500      2      161,500
Axis Capital Hldgs
 USD0.0125                      COM     G0692U109    64773024.24  1,869,891           1,869,891      3    1,869,891
AXTIncorporated
 ComStkUSD0.001                 COM     00246W103          51423     18,300              18,300      2       18,300
AXTIncorporated
 ComStkUSD0.001                 COM     00246W103      800633.63    284,923             284,923      3      284,923
AZZ Incorporated Com Stk
 USD1                           COM       2474104        6944301    180,700             180,700      1      180,700
AZZ Incorporated Com Stk
 USD1                           COM       2474104     1771008.12     46,084              46,084      3       46,084
BaiduIncADR(EchRp0.10ClsA
 Shs)                           COM      56752108    26948725.32    268,708             268,708      3      268,708
BaiduIncADR(EchRp0.10ClsA
 Shs)                           COM      56752108    170531210.5  1,700,381           1,700,381      4    1,700,381
BaiduIncADR(EchRp0.10ClsA
 Shs)                           COM      56752108    44876866.59    447,471             447,471      6      447,471
Baker Hughes Common
 Stock USD1                     COM      57224107    18904152.17    462,796             462,796      1      462,796
Baker Hughes Common
 Stock USD1                     COM      57224107    2907620.981     71,182              71,182      2       71,182
Baker Hughes Common
 Stock USD1                     COM      57224107    87542462.32  2,143,143           2,143,143      3    2,143,143
Baker Hughes Common
 Stock USD1                     COM      57224107    1816619.762     44,473              44,473      4       44,473
Baker Hughes Common
 Stock USD1                     COM      57224107     1997452.53     48,900              48,900      5       48,900
Baker Hughes Common
 Stock USD1                     COM      57224107    894891.4116     21,908              21,908      7       21,908
Ball Corp. Com Stk NPV          COM      58498106    21602122.75    482,729             482,729      1      482,729
Ball Corp. Com Stk NPV          COM      58498106        3230234     72,184              72,184      2       72,184
Ball Corp. Com Stk NPV          COM      58498106     70569586.5  1,576,974           1,576,974      3    1,576,974
Ball Corp. Com Stk NPV          COM      58498106      2075057.5     46,370              46,370      4       46,370
Ball Corp. Com Stk NPV          COM      58498106        1597575     35,700              35,700      5       35,700
Ball Corp. Com Stk NPV          COM      58498106     1191021.25     26,615              26,615      7       26,615
BallantyneStrong
 ComStkUSD0.01                  COM      58516105          93720     28,400              28,400      2       28,400
BallantyneStrong
 ComStkUSD0.01                  COM      58516105      1235483.7    374,389             374,389      3      374,389
Bally Tech Inc Com Stk
 USD0.10                        COM     05874B107     39186079.5    876,450             876,450      1      876,450
BancFirst Corp Com Stock
 USD1                           COM     05945F103          12708        300                 300      2          300
BancFirst Corp Com Stock
 USD1                           COM     05945F103          76248      1,800               1,800      3        1,800
BancolombiaSAADR(Repr4PrfCOP10  COM     05968L102     4205059.64     63,158              63,158      3       63,158
BancorpSouth Inc
 ComStkUSD2.50                  COM      59692103          31988      2,200               2,200      3        2,200
Bank of America ComStk
 USD0.01                        COM      60505104     14874151.5  1,281,150           1,281,150      2    1,281,150
Bank of America ComStk
 USD0.01                        COM      60505104    143491832.9 12,359,331          12,359,331      3   12,359,331
Bank of America ComStk
 USD0.01                        COM      60505104      281217.42     24,222              24,222      7       24,222
Bank of HawaiiCp
 ComStkUSD0.01                  COM      62540109       25368395    575,900             575,900      1      575,900
Bank of HawaiiCp
 ComStkUSD0.01                  COM      62540109          26430        600                 600      2          600
Bank of HawaiiCp
 ComStkUSD0.01                  COM      62540109         290730      6,600               6,600      3        6,600
Bank of Kentucky Fin
 ComStkNPV                      COM      62896105          96447      3,900               3,900      3        3,900
Bank of Montreal Common
 NPV                            COM      63671101    122245.6563      2,000               2,000      2        2,000
Bank of Montreal Common
 NPV                            COM      63671101    7426423.622    121,500             121,500      3      121,500
Bank Of Nova Scotia
 Cap.Stk.                       COM      64149107    51937.33052        900                 900      2          900
Bank Of Nova Scotia
 Cap.Stk.                       COM      64149107    8922833.384    154,620             154,620      3      154,620
BankUnited Inc Com Stk
 USD0.01                        COM     06652K103         139308      5,700               5,700      3        5,700
Bard (C.R) Com.USD0.25          COM      67383109        5815530     59,500              59,500      2       59,500
Bard (C.R) Com.USD0.25          COM      67383109       40464360    414,000             414,000      3      414,000
Barrick Gold Corp Common
 NPV                            COM      67901108    3327815.627     95,161              95,161      3       95,161
Basic Engy Svcs ComStk
 USD0.01                        COM     06985P100          79870      7,000               7,000      2        7,000
Basic Engy Svcs ComStk
 USD0.01                        COM     06985P100         658357     57,700              57,700      3       57,700
Baxter Intl.Comon USD1          COM      71813109    24521947.56    367,866             367,866      1      367,866
Baxter Intl.Comon USD1          COM      71813109     9384794.76    140,786             140,786      2      140,786
Baxter Intl.Comon USD1          COM      71813109    87417724.02  1,311,397           1,311,397      3    1,311,397
Baxter Intl.Comon USD1          COM      71813109      1327200.6     19,910              19,910      4       19,910
Baytex Energy Corp
 Common NPV                     COM     07317Q105    353052.1241      8,200               8,200      2        8,200
Baytex Energy Corp
 Common NPV                     COM     07317Q105    6669240.735    154,900             154,900      3      154,900
BB^T Corp Common Stock
 USD5                           COM      54937107          32021      1,100               1,100      2        1,100
BB^T Corp Common Stock
 USD5                           COM      54937107         311477     10,700              10,700      3       10,700
BCE Incorporated Common
 NPV                            COM     05534B760    620804.4592     14,500              14,500      2       14,500
BCE Incorporated Common
 NPV                            COM     05534B760    6599408.286    154,141             154,141      3      154,141
BcoBradesco
 SponADR(Rp1PrfNPV)             COM      59460303    51163265.52  2,945,496           2,945,496      2    2,945,496
BcoBradesco
 SponADR(Rp1PrfNPV)             COM      59460303      316499100 18,221,019          18,221,019      3   18,221,019
BcoSantan.ChileADR(Rep400Com)   COM     05965X109     6146859.95    215,755             215,755      3      215,755
Becton Dickinson
 Com.USD1                       COM      75887109        7396774     94,600              94,600      2       94,600
Becton Dickinson
 Com.USD1                       COM      75887109       89425903  1,143,700           1,143,700      3    1,143,700
Bed Bath & Beyond CmSk
 USD0.01                        COM      75896100        3393737     60,700              60,700      2       60,700
Bed Bath & Beyond CmSk
 USD0.01                        COM      75896100       28184231    504,100             504,100      3      504,100
Bellatrix Exploration
 Com NPV                        COM      78314101    3576477.724    833,981             833,981      3      833,981
Belo(A.H.)Cp.Common
 'A'USD0.01                     COM      80555105         238537     31,100              31,100      2       31,100
Belo(A.H.)Cp.Common
 'A'USD0.01                     COM      80555105        2097745    273,500             273,500      3      273,500
Bemis Co Inc Com Stk
 USD0.10                        COM      81437105         421596     12,600              12,600      2       12,600
Bemis Co Inc Com Stk
 USD0.10                        COM      81437105         287756      8,600               8,600      3        8,600
Berkley(W.R.)CorpComStkUSD0.20  COM      84423102    10623772.26    281,499             281,499      1      281,499
Berkley(W.R.)CorpComStkUSD0.20  COM      84423102        1479408     39,200              39,200      3       39,200
BerkshireHath.BComStkUSD0.0033  COM      84670702        5444790     60,700              60,700      2       60,700
BerkshireHath.BComStkUSD0.0033  COM      84670702       11845782    132,060             132,060      3      132,060
BerkshireHathawayCnvCls'A'USD5  COM      84670108         402180          3                   3      3            3
BerryPlasticGrp
 ComStkUSD0.01                  COM     08579W103    52417149.84  3,259,773           3,259,773      1    3,259,773
Best Buy Co Common Stk
 USD0.10                        COM      86516101        1014360     85,600              85,600      2       85,600
Best Buy Co Common Stk
 USD0.10                        COM      86516101     10310424.3    870,078             870,078      3      870,078
BGC Partners 'A'ComStk
 USD0.01                        COM     05541T101          66432     19,200              19,200      2       19,200
BGC Partners 'A'ComStk
 USD0.01                        COM     05541T101       15210.16      4,396               4,396      3        4,396
BHPBillitonADR(EachRep2OrdNPV)  COM      88606108       25408.08        324                 324      3          324
Big Lots Inc Common
 StkUSD0.01                     COM      89302103         378518     13,300              13,300      2       13,300
Big Lots Inc Common
 StkUSD0.01                     COM      89302103        5196796    182,600             182,600      3      182,600
Biogen Idec Com Stk
 USD0.0005                      COM     09062X103        1405152      9,600               9,600      2        9,600
Biogen Idec Com Stk
 USD0.0005                      COM     09062X103     8856409.59     60,507              60,507      3       60,507
BioMarin
 Pharma.ComStkUSD0.001          COM     09061G101         981294     19,945              19,945      3       19,945
Bio-RadLab.'A'ComStk
 USD0.0001                      COM      90572207          21010        200                 200      2          200
Bio-RadLab.'A'ComStk
 USD0.0001                      COM      90572207        1008480      9,600               9,600      3        9,600
Bio-ReferenceLabs
 CmStkUSD0.01                   COM     09057G602      695704.14     24,300              24,300      2       24,300
Bio-ReferenceLabs
 CmStkUSD0.01                   COM     09057G602      9175850.9    320,500             320,500      3      320,500
Bk of Marin Bancorp
 ComStk NPV                     COM      63425102          37460      1,000               1,000      3        1,000
Bk ofNY MellonCp
 ComStkUSD0.01                  COM      64058100         349520     13,600              13,600      2       13,600
Bk ofNY MellonCp
 ComStkUSD0.01                  COM      64058100       234178.4      9,112               9,112      3        9,112
Bk ofNY MellonCp
 ComStkUSD0.01                  COM      64058100         411200     16,000              16,000      7       16,000
BlackRock Inc Com Stk
 USD0.01                        COM     09247X101         806169      3,900               3,900      2        3,900
BlackRock Inc Com Stk
 USD0.01                        COM     09247X101        1178247      5,700               5,700      3        5,700
Block (H^R) Com NPV             COM      93671105        2529234    136,200             136,200      2      136,200
Block (H^R) Com NPV             COM      93671105    28048443.69  1,510,417           1,510,417      3    1,510,417
Blyth Industries
 ComStkUSD0.02                  COM     09643P207          17105      1,100               1,100      2        1,100
Blyth Industries
 ComStkUSD0.02                  COM     09643P207         942330     60,600              60,600      3       60,600
BMC Software Inc
 ComStkUSD0.01                  COM      55921100        2908108     73,400              73,400      2       73,400
BMC Software Inc
 ComStkUSD0.01                  COM      55921100     34061908.3    859,715             859,715      3      859,715
BodyCentralCorp CS
 USD0.001                       COM     09689U102         149685     15,000              15,000      2       15,000
BodyCentralCorp CS
 USD0.001                       COM     09689U102    2669542.164    267,516             267,516      3      267,516
Boeing Co.Com USD5              COM      97023105        1183152     15,700              15,700      2       15,700
Boeing Co.Com USD5              COM      97023105        4589424     60,900              60,900      3       60,900
Boise Inc Common Stk
 USD0.0001                      COM     09746Y105          68370      8,600               8,600      2        8,600
Boise Inc Common Stk
 USD0.0001                      COM     09746Y105          44520      5,600               5,600      3        5,600
BOK
 FinancialCpCmStkUSD0.00006     COM     05561Q201        2047696     37,600              37,600      2       37,600
BOK
 FinancialCpCmStkUSD0.00006     COM     05561Q201        7368438    135,300             135,300      3      135,300
BONA FILM GROUP LTD-SPON
 ADR                            COM     09777B107     2517519.72    511,691             511,691      4      511,691
BoozAllenHamilton A CS
 USD0.01                        COM      99502106        2945472    211,600             211,600      2      211,600
BoozAllenHamilton A CS
 USD0.01                        COM      99502106       33968976  2,440,300           2,440,300      3    2,440,300
BorgWarnerInc
 CommonStkUSD0.01               COM      99724106     3179068.56     44,388              44,388      2       44,388
BorgWarnerInc
 CommonStkUSD0.01               COM      99724106    78559405.04  1,096,892           1,096,892      3    1,096,892
BorgWarnerInc
 CommonStkUSD0.01               COM      99724106      917953.54     12,817              12,817      4       12,817
BorgWarnerInc
 CommonStkUSD0.01               COM      99724106        1589964     22,200              22,200      5       22,200
BorgWarnerInc
 CommonStkUSD0.01               COM      99724106      443972.38      6,199               6,199      7        6,199
BostonBeerCo
 Cls'A'CmSkUSD0.01              COM     100557107         968040      7,200               7,200      3        7,200
BP Prudhoe Bay Units of
 BenInt                         COM      55630107        1130910     16,500              16,500      2       16,500
BP Prudhoe Bay Units of
 BenInt                         COM      55630107        6641526     96,900              96,900      3       96,900
BP Spon ADR(Rep 6 Ord
 USD0.25)                       COM      55622104     16434.8472        397                 397      7          397
BrasilFoods
 ADR(EachRep1Share)             COM     10552T107       19872954    941,400             941,400      2      941,400
BrasilFoods
 ADR(EachRep1Share)             COM     10552T107    152545757.5  7,226,232           7,226,232      3    7,226,232
BRE Prop.Class'A' REIT
 USD0.01                        COM     05564E106       13510614    265,800             265,800      3      265,800
Bridge Bancorp Com Stk
 USD0.01                        COM     108035106          65088      3,200               3,200      3        3,200
BridgepointEducation
 CSUSD0.01                      COM     10807M105         903310     87,700              87,700      2       87,700
BridgepointEducation
 CSUSD0.01                      COM     10807M105     11001182.8  1,068,076           1,068,076      3    1,068,076
Bristol-MyersSquibb CS
 USD0.10                        COM     110122108    13388558.62    410,818             410,818      2      410,818
Bristol-MyersSquibb CS
 USD0.10                        COM     110122108    114546940.9  3,514,788           3,514,788      3    3,514,788
Bristol-MyersSquibb CS
 USD0.10                        COM     110122108      1675777.8     51,420              51,420      7       51,420
Bristow Group. Com Stk
 USD0.01                        COM     110394103          32196        600                 600      2          600
Bristow Group. Com Stk
 USD0.01                        COM     110394103          10732        200                 200      3          200
BroadcomCp
 Cls'A'CmStUSD0.0001            COM     111320107        1926.18         58                  58      3           58
Broadridge Fin.Com Stk
 USD0.01                        COM     11133T103         334048     14,600              14,600      2       14,600
Broadridge Fin.Com Stk
 USD0.01                        COM     11133T103        3195764    139,675             139,675      3      139,675
BrookfieldOfficePropert.ComNPV  COM     112900105    355994.7775     20,900              20,900      2       20,900
BrookfieldOfficePropert.ComNPV  COM     112900105     2673367.48    156,950             156,950      3      156,950
Brown & Brown Common
 StkUSD0.1                      COM     115236101    18628470.96    731,676             731,676      1      731,676
Bruker Corp Com Stock
 USD0.01                        COM     116794108      236187.45     15,500              15,500      2       15,500
Bruker Corp Com Stock
 USD0.01                        COM     116794108     1391220.27     91,300              91,300      3       91,300
Buckeye Techno.Com Stk
 USD0.01                        COM     118255108         588555     20,500              20,500      2       20,500
Buckeye Techno.Com Stk
 USD0.01                        COM     118255108        6689430    233,000             233,000      3      233,000
Buckle Inc.(The)ComStk
 USD0.01                        COM     118440106        1468656     32,900              32,900      2       32,900
Buckle Inc.(The)ComStk
 USD0.01                        COM     118440106       15382944    344,600             344,600      3      344,600
Buffalo Wild Wings Com
 Stk NPV                        COM     119848109          14564        200                 200      3          200
C^J Energy Services CS
 USD0.01                        COM     12467B304        1436480     67,000              67,000      2       67,000
C^J Energy Services CS
 USD0.01                        COM     12467B304    13215058.56    616,374             616,374      3      616,374
C.H.RobinsonWorld.ComStkUSD0.1  COM     12541W209         233914      3,700               3,700      2        3,700
C.H.RobinsonWorld.ComStkUSD0.1  COM     12541W209      311421.72      4,926               4,926      3        4,926
CA Inc Common Stock
 USD0.10                        COM     12673P105        5875254    267,300             267,300      2      267,300
CA Inc Common Stock
 USD0.10                        COM     12673P105    67946598.16  3,091,292           3,091,292      3    3,091,292
Cabot Corp Common Stock
 USD1                           COM     127055101    36885648.32    927,008             927,008      1      927,008
CabotMicroelect.ComStkUSD0.001  COM     12709P103       15340320    432,000             432,000      1      432,000
CACI Intl Cls'A'ComStk
 USD0.10                        COM     127190304         996043     18,100              18,100      2       18,100
CACI Intl Cls'A'ComStk
 USD0.10                        COM     127190304    15339997.71    278,757             278,757      3      278,757
CadenceDesignSyst.ComSkUSD0.01  COM     127387108       10482409    775,900             775,900      1      775,900
CalamosAssetMgmt
 ACmStkUSD0.01                  COM     12811R104         476707     45,100              45,100      2       45,100
CalamosAssetMgmt
 ACmStkUSD0.01                  COM     12811R104     3782421.65    357,845             357,845      3      357,845
CallawayGolfCo Com Stk
 USD0.01                        COM     131193104       10024950  1,542,300           1,542,300      1    1,542,300
Calpine Corp Com Stk
 USD0.001                       COM     131347304    26437184.13  1,458,201           1,458,201      1    1,458,201
Calpine Corp Com Stk
 USD0.001                       COM     131347304    17588547.55    970,135             970,135      3      970,135
Calpine Corp Com Stk
 USD0.001                       COM     131347304      1972362.7    108,790             108,790      4      108,790
Calpine Corp Com Stk
 USD0.001                       COM     131347304        1983422    109,400             109,400      5      109,400
Calpine Corp Com Stk
 USD0.001                       COM     131347304      227404.59     12,543              12,543      7       12,543
Cambrex Corp Com Stk
 USD0.10                        COM     132011107          70556      6,200               6,200      2        6,200
Cambrex Corp Com Stk
 USD0.10                        COM     132011107         121766     10,700              10,700      3       10,700
Camden Property REIT
 USD0.01                        COM     133131102       21281520    312,000             312,000      3      312,000
Cameco Corp Com NPV (US
 List.)                         COM     13321L108         2267.8        115                 115      7          115
Canadian Imp.Bk.Com.NPV         COM     136069101    64252.28482        800                 800      3          800
Canadian Nat'l Railway
 CmSkNPV                        COM     136375102    2939331.124     32,400              32,400      2       32,400
Canadian Nat'l Railway
 CmSkNPV                        COM     136375102    32003146.97    352,768             352,768      3      352,768
CanadianNaturalRes.
 Common NPV                     COM     136385101    109301.9986      3,800               3,800      3        3,800
CanadianPac Railway
 ComNPV(US)                     COM     13645T100      672013.06      6,613               6,613      1        6,613
CanadianPac Railway
 ComNPV(US)                     COM     13645T100      182204.66      1,793               1,793      3        1,793
Capella
 EducationComStkUSD0.01         COM     139594105         640821     22,700              22,700      2       22,700
Capella
 EducationComStkUSD0.01         COM     139594105     5677109.46    201,102             201,102      3      201,102
Capital One Fin.ComStk
 USD0.01                        COM     14040H105    22780682.85    393,245             393,245      1      393,245
Capital One Fin.ComStk
 USD0.01                        COM     14040H105     7064795.22    121,954             121,954      2      121,954
Capital One Fin.ComStk
 USD0.01                        COM     14040H105    115757985.3  1,998,239           1,998,239      3    1,998,239
Capital One Fin.ComStk
 USD0.01                        COM     14040H105      1999743.6     34,520              34,520      4       34,520
Capital One Fin.ComStk
 USD0.01                        COM     14040H105        2114445     36,500              36,500      5       36,500
Capital One Fin.ComStk
 USD0.01                        COM     14040H105      467321.31      8,067               8,067      7        8,067
Capital Southwest Com
 Stk USD1                       COM     140501107          79704        800                 800      2          800
Capital Southwest Com
 Stk USD1                       COM     140501107         577854      5,800               5,800      3        5,800
CapitalSourceInc
 ComStkUSD0.01                  COM     14055X102          19708      2,600               2,600      2        2,600
CapitalSourceInc
 ComStkUSD0.01                  COM     14055X102        1463698    193,100             193,100      3      193,100
Capstead Mortgage REIT
 USD0.01                        COM     14067E506         906130     79,000              79,000      2       79,000
Capstead Mortgage REIT
 USD0.01                        COM     14067E506    10834619.35    944,605             944,605      3      944,605
Carbo Ceramics Com Stk
 USD0.01                        COM     140781105         180182      2,300               2,300      3        2,300
Cardinal Health Corp
 ComStkNPV                      COM     14149Y108      703395.58     17,081              17,081      3       17,081
Career Education
 ComStkUSD0.01                  COM     141665109       64988.65     18,500              18,500      2       18,500
Career Education
 ComStkUSD0.01                  COM     141665109      840988.26    239,400             239,400      3      239,400
CareFusion Corp ComStk
 USD0.01                        COM     14170T101       44707694  1,564,300           1,564,300      1    1,564,300
Carlisle Companies
 ComStk USD1                    COM     142339100          35256        600                 600      2          600
Carlisle Companies
 ComStk USD1                    COM     142339100        1151696     19,600              19,600      3       19,600
CarnivalCpComStkUSD0.01-Paired  COM     143658300     3036429.83     82,579              82,579      7       82,579
CARRIZO OIL & GAS
 COMSTKUSD1                     COM     144577103      7863932.6    375,905             375,905      1      375,905
Casey's Gen Stores Com
 Stk NPV                        COM     147528103     36494461.8    687,278             687,278      1      687,278
Cash America Com Stock
 USD0.10                        COM     14754D100        1229770     31,000              31,000      2       31,000
Cash America Com Stock
 USD0.10                        COM     14754D100       10524451    265,300             265,300      3      265,300
Cass Information
 ComStkUSD0.50                  COM     14808P109          37136        880                 880      2          880
Cass Information
 ComStkUSD0.50                  COM     14808P109         157828      3,740               3,740      3        3,740
Caterpillar Common Stk
 USD1                           COM     149123101     29882821.8    333,482             333,482      1      333,482
Caterpillar Common Stk
 USD1                           COM     149123101    5244964.722     58,532              58,532      2       58,532
Caterpillar Common Stk
 USD1                           COM     149123101    93103321.11  1,039,001           1,039,001      3    1,039,001
Caterpillar Common Stk
 USD1                           COM     149123101    2194153.731     24,486              24,486      4       24,486
Caterpillar Common Stk
 USD1                           COM     149123101     2195408.25     24,500              24,500      5       24,500
Caterpillar Common Stk
 USD1                           COM     149123101     321156.864      3,584               3,584      7        3,584
Cato Corp 'A'ComStk
 USD0.03333                     COM     149205106         663806     24,200              24,200      2       24,200
Cato Corp 'A'ComStk
 USD0.03333                     COM     149205106    10307563.11    375,777             375,777      3      375,777
CBL & Associates
 ComStkUSD0.01                  COM     124830100       17519.46        826                 826      3          826
CBOE Holdings Inc
 CmStkUSD0.01                   COM     12503M108        1384620     47,000              47,000      2       47,000
CBOE Holdings Inc
 CmStkUSD0.01                   COM     12503M108       13192188    447,800             447,800      3      447,800
CEC Entertain. Com Stk
 USD0.10                        COM     125137109         189183      5,700               5,700      2        5,700
CEC Entertain. Com Stk
 USD0.10                        COM     125137109     4210981.25    126,875             126,875      3      126,875
Celanese A USD0.0001 (US
 List)                          COM     150870103       17522555    393,500             393,500      1      393,500
Celanese A USD0.0001 (US
 List)                          COM     150870103     3331111.18     74,806              74,806      2       74,806
Celanese A USD0.0001 (US
 List)                          COM     150870103    73094347.39  1,641,463           1,641,463      3    1,641,463
Celanese A USD0.0001 (US
 List)                          COM     150870103     1393699.94     31,298              31,298      4       31,298
Celanese A USD0.0001 (US
 List)                          COM     150870103        2021662     45,400              45,400      5       45,400
Celanese A USD0.0001 (US
 List)                          COM     150870103     1033185.06     23,202              23,202      7       23,202
CelesticaIncSubOrdVotingShsNPV  COM     15101Q108    525194.3356     64,800              64,800      2       64,800
CelesticaIncSubOrdVotingShsNPV  COM     15101Q108    5004745.405    617,500             617,500      3      617,500
Celgene Corp Com Stk
 USD0.01                        COM     151020104        2495346     31,800              31,800      2       31,800
Celgene Corp Com Stk
 USD0.01                        COM     151020104    21970658.36    279,988             279,988      3      279,988
Cellcom Israel Limited
 ILS0.01                        COM     M2196U109    474377.3085     57,638              57,638      2       57,638
Cellcom Israel Limited
 ILS0.01                        COM     M2196U109    2820610.045    342,711             342,711      3      342,711
CemexSAB
 SpnADR(EachRepr10CPO)          COM     151290889     27788096.7  2,815,410           2,815,410      3    2,815,410
Cenovus Energy Inc
 Common NPV                     COM     15135U109    13373.50608        400                 400      3          400
Centene Corp Com Stk
 USD0.001                       COM     15135B101        4797000    117,000             117,000      1      117,000
Central Pacific Fin
 CmStk NPV                      COM     154760409          62360      4,000               4,000      3        4,000
Cepheid Inc Common Stock
 NPV                            COM     15670R107       11878088    350,800             350,800      1      350,800
CFIndustriesHldgsComStkUSD0.01  COM     125269100     7350735.12     36,182              36,182      2       36,182
CFIndustriesHldgsComStkUSD0.01  COM     125269100     82869979.8    407,905             407,905      3      407,905
Changyou.com ADR(Rep2
 'A' Shs)                       COM     15911M107         900828     34,200              34,200      2       34,200
Changyou.com ADR(Rep2
 'A' Shs)                       COM     15911M107         740154     28,100              28,100      3       28,100
CharmCommIncADR(EachRep2.0)     COM     16112R101        5195844  1,286,100           1,286,100      3    1,286,100
CheckPointSoftwareTech
 ILS1                           COM     M22465104    286760928.8  6,019,331           6,019,331      2    6,019,331
CheckPointSoftwareTech
 ILS1                           COM     M22465104    90907981.92  1,908,228           1,908,228      3    1,908,228
CheckPointSoftwareTech
 ILS1                           COM     M22465104       285125.4      5,985               5,985      4        5,985
CheckPointSoftwareTech
 ILS1                           COM     M22465104        2429640     51,000              51,000      5       51,000
CheckPointSoftwareTech
 ILS1                           COM     M22465104      524611.68     11,012              11,012      7       11,012
CheesecakeFactoryComStkUSD0.01  COM     163072101          71962      2,200               2,200      2        2,200
CheesecakeFactoryComStkUSD0.01  COM     163072101        2934087     89,700              89,700      3       89,700
Chefs' Warehouse
 ComStkUSD0.01                  COM     163086101       11803746    746,600             746,600      1      746,600
Chemed Corp Common Stock
 USD1                           COM     16359R103        3566680     52,000              52,000      2       52,000
Chemed Corp Common Stock
 USD1                           COM     16359R103    37500828.01    546,739             546,739      3      546,739
ChemoCentryx Inc
 CmStkUSD0.001                  COM     16383L106      166441.16     15,214              15,214      3       15,214
ChesapeakeEnergyCom
 StkUSD0.01                     COM     165167107         309132     18,600              18,600      2       18,600
ChesapeakeEnergyCom
 StkUSD0.01                     COM     165167107        3649752    219,600             219,600      3      219,600
ChesapeakeUtil.ComStkUSD0.4867  COM     165303108          63560      1,400               1,400      3        1,400
Chevron Corp Com Stock
 USD0.75                        COM     166764100    23840652.54    220,461             220,461      2      220,461
Chevron Corp Com Stock
 USD0.75                        COM     166764100    210490725.1  1,946,465           1,946,465      3    1,946,465
Chevron Corp Com Stock
 USD0.75                        COM     166764100        1849194     17,100              17,100      7       17,100
Chico's FAS Common Stk
 USD0.01                        COM     168615102          20306      1,100               1,100      2        1,100
Chico's FAS Common Stk
 USD0.01                        COM     168615102        2433028    131,800             131,800      3      131,800
Childrens Place ComStk
 USD0.10                        COM     168905107     29919666.6    675,540             675,540      1      675,540
Chimera Inv Corp REIT
 USD0.01                        COM     16934Q109         651978    249,800             249,800      2      249,800
Chimera Inv Corp REIT
 USD0.01                        COM     16934Q109     7765958.43  2,975,463           2,975,463      3    2,975,463
China Lodging Group
 Spons ADS                      COM     16949N109        7947005    466,100             466,100      3      466,100
China Lodging Group
 Spons ADS                      COM     16949N109       44800580  2,627,600           2,627,600      4    2,627,600
China Lodging Group
 Spons ADS                      COM     16949N109       54667415  3,206,300           3,206,300      6    3,206,300
ChinaAutomotiveComStkUSD0.0001  COM     16936R105        81669.6     17,100              17,100      2       17,100
ChinaAutomotiveComStkUSD0.0001  COM     16936R105     691665.096    144,821             144,821      3      144,821
ChinaGreenAgriInUSD0.001        COM     16943W105          91184     27,800              27,800      2       27,800
ChinaGreenAgriInUSD0.001        COM     16943W105     2155137.12    657,054             657,054      3      657,054
ChinaMobileLtdSpADR(Rp5HKD0.1)  COM     16941M109        14973.6        255                 255      3          255
ChinaTechfaithADR(EachRp15Ord)  COM     169424108          70056     55,600              55,600      3       55,600
ChinaYuchaiInt'l
 ComStkUSD0.10                  COM     G21082105         171893     10,900              10,900      2       10,900
ChinaYuchaiInt'l
 ComStkUSD0.10                  COM     G21082105          23655      1,500               1,500      3        1,500
Chubb Corp Com USD1             COM     171232101          37660        500                 500      2          500
Chubb Corp Com USD1             COM     171232101      128872.52      1,711               1,711      3        1,711
Chunghwa Tel
 ADR(Rp10OrdTWD10)              COM     17133Q502      2309722.8     71,420              71,420      2       71,420
Chunghwa Tel
 ADR(Rp10OrdTWD10)              COM     17133Q502        6649104    205,600             205,600      3      205,600
Chunghwa Tel
 ADR(Rp10OrdTWD10)              COM     17133Q502      310496.34      9,601               9,601      4        9,601
Church & Dwight Comm Stk
 USD1                           COM     171340102         551771     10,300              10,300      2       10,300
Church & Dwight Comm Stk
 USD1                           COM     171340102         557128     10,400              10,400      3       10,400
CHURCHILL DOWNS INC             COM     171484108        6372555     95,900              95,900      1       95,900
CiaBrasileira
 ADR(EchRep1Pref)               COM     20440T201    87832894.96  1,978,664           1,978,664      2    1,978,664
CiaBrasileira
 ADR(EchRep1Pref)               COM     20440T201      681075.77     15,343              15,343      3       15,343
CiaEnerg.ADR(Rp1PrefShs)(Lvl2)  COM     204409601      958514.46     88,261              88,261      2       88,261
CiaEnerg.ADR(Rp1PrefShs)(Lvl2)  COM     204409601    14638541.52  1,347,932           1,347,932      3    1,347,932
Cigna Corp Common Stk
 USD0.25                        COM     125509109        3474900     65,000              65,000      2       65,000
Cigna Corp Common Stk
 USD0.25                        COM     125509109    49380574.32    923,692             923,692      3      923,692
Cintas Corp Comm Stk NPV        COM     172908105          89980      2,200               2,200      3        2,200
CiscoSysComStkUSD0.001(US
 Lst)                           COM     17275R102     11457270.4    583,085             583,085      2      583,085
CiscoSysComStkUSD0.001(US
 Lst)                           COM     17275R102    100167060.8  5,097,716           5,097,716      3    5,097,716
CiscoSysComStkUSD0.001(US
 Lst)                           COM     17275R102      337969.68     17,200              17,200      7       17,200
CIT Group Inc Com Stk
 USD0.01                        COM     125581801       18288312    473,300             473,300      1      473,300
Citigroup Inc Com Stk
 USD0.01                        COM     172967424     40460187.8  1,022,755           1,022,755      1    1,022,755
Citigroup Inc Com Stk
 USD0.01                        COM     172967424    12874485.52    325,442             325,442      2      325,442
Citigroup Inc Com Stk
 USD0.01                        COM     172967424    163077475.9  4,122,282           4,122,282      3    4,122,282
Citigroup Inc Com Stk
 USD0.01                        COM     172967424     3062814.32     77,422              77,422      4       77,422
Citigroup Inc Com Stk
 USD0.01                        COM     172967424      3180228.4     80,390              80,390      5       80,390
Citigroup Inc Com Stk
 USD0.01                        COM     172967424     1493548.24     37,754              37,754      7       37,754
Citizens NrthnCorp
 ComStk USD1                    COM     172922106         100170      5,300               5,300      2        5,300
Citizens NrthnCorp
 ComStk USD1                    COM     172922106         997920     52,800              52,800      3       52,800
City Holding Co.
 ComStkUSD2.50                  COM     177835105          13940        400                 400      2          400
City Holding Co.
 ComStkUSD2.50                  COM     177835105         453050     13,000              13,000      3       13,000
Clean Harbors
 Com.StockUSD0.01               COM     184496107    15593519.67    283,467             283,467      1      283,467
Cleco Corporation Com
 Stk USD1                       COM     12561W105     49548784.1  1,238,410           1,238,410      1    1,238,410
CliffsNaturalRes CmStk
 USD0.25                        COM     18683K101        1106959     28,700              28,700      2       28,700
CliffsNaturalRes CmStk
 USD0.25                        COM     18683K101    15758892.03    408,579             408,579      3      408,579
Clorox Co. Com Stk USD1         COM     189054109     5139824.34     70,197              70,197      3       70,197
Cloud Peak Engy ComStk
 USD0.01                        COM     18911Q102         228094     11,800              11,800      2       11,800
Cloud Peak Engy ComStk
 USD0.01                        COM     18911Q102        3699762    191,400             191,400      3      191,400
CNA Financial Cp
 ComStkUSD2.50                  COM     126117100        3058692    109,200             109,200      2      109,200
CNA Financial Cp
 ComStkUSD2.50                  COM     126117100    12969358.26    463,026             463,026      3      463,026
CNB FinancialCorp
 ComStock NPV                   COM     126128107       77198.94      4,713               4,713      3        4,713
CNH Global NV EUR2.25(US
 List)                          COM     N20935206         604350     15,000              15,000      3       15,000
CNO Fin Grp Inc ComStk
 USD0.01                        COM     12621E103        1305267    139,900             139,900      2      139,900
CNO Fin Grp Inc ComStk
 USD0.01                        COM     12621E103    16344424.62  1,751,814           1,751,814      3    1,751,814
Coach Inc Common Stock
 USD0.01                        COM     189754104        1248975     22,500              22,500      2       22,500
Coach Inc Common Stock
 USD0.01                        COM     189754104    21186279.66    381,666             381,666      3      381,666
Coach Inc Common Stock
 USD0.01                        COM     189754104      386238.58      6,958               6,958      7        6,958
Coca-Cola Co Comm Stk
 USD0.25                        COM     191216100    43562313.75  1,201,719           1,201,719      1    1,201,719
Coca-Cola Co Comm Stk
 USD0.25                        COM     191216100     12158177.5    335,398             335,398      2      335,398
Coca-Cola Co Comm Stk
 USD0.25                        COM     191216100    76265396.25  2,103,873           2,103,873      3    2,103,873
Coca-Cola Co Comm Stk
 USD0.25                        COM     191216100      2269612.5     62,610              62,610      4       62,610
Coca-Cola Co Comm Stk
 USD0.25                        COM     191216100     5146811.25    141,981             141,981      7      141,981
CocaColaFemsaADS SerL
 Rep10NPV                       COM     191241108         312984      2,100               2,100      2        2,100
CocaColaFemsaADS SerL
 Rep10NPV                       COM     191241108        4486104     30,100              30,100      3       30,100
CognizantTech. A
 ComStkUSD0.01                  COM     192446102    16140696.67    218,465             218,465      1      218,465
CognizantTech. A
 ComStkUSD0.01                  COM     192446102       81270.53      1,100               1,100      2        1,100
CognizantTech. A
 ComStkUSD0.01                  COM     192446102    16583103.88    224,453             224,453      3      224,453
CognizantTech. A
 ComStkUSD0.01                  COM     192446102    1442182.496     19,520              19,520      4       19,520
CognizantTech. A
 ComStkUSD0.01                  COM     192446102     1662351.75     22,500              22,500      5       22,500
CognizantTech. A
 ComStkUSD0.01                  COM     192446102    202880.7958      2,746               2,746      7        2,746
Cogo Group Inc Com Stk
 USD0.01                        COM     G22538105          14824      6,800               6,800      2        6,800
Cogo Group Inc Com Stk
 USD0.01                        COM     G22538105       64809.22     29,729              29,729      3       29,729
Coinstar Inc ComStock
 USD0.001                       COM     19259P300        2272837     43,700              43,700      2       43,700
Coinstar Inc ComStock
 USD0.001                       COM     19259P300       26192236    503,600             503,600      3      503,600
Coleman Cable Inc CS
 USD0.001                       COM     193459302          26883      2,900               2,900      3        2,900
Colgate-Palmolive Com
 USD1                           COM     194162103     8751775.18     83,717              83,717      2       83,717
Colgate-Palmolive Com
 USD1                           COM     194162103    70565754.48    675,012             675,012      3      675,012
Colgate-Palmolive Com
 USD1                           COM     194162103       463634.9      4,435               4,435      7        4,435
CollectorsUniverse CS
 USD0.001                       COM     19421R200          51153      5,100               5,100      3        5,100
Colonial Props. REIT
 USD0.01                        COM     195872106    21254409.67    994,591             994,591      1      994,591
Colony Fin Inc REIT
 USD0.01                        COM     19624R106          29250      1,500               1,500      2        1,500
Colony Fin Inc REIT
 USD0.01                        COM     19624R106        1926600     98,800              98,800      3       98,800
Columbia Bkng System
 ComStkNPV                      COM     197236102     1168414.26     65,129              65,129      3       65,129
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101     40730992.8  1,090,230           1,090,230      1    1,090,230
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101     6294524.88    168,483             168,483      2      168,483
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101    73661441.76  1,971,666           1,971,666      3    1,971,666
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101     2787354.88     74,608              74,608      4       74,608
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101        1894152     50,700              50,700      5       50,700
Comcast Corp Cls A
 ComStk USD1                    COM     20030N101      491321.36     13,151              13,151      7       13,151
Comerica Common Stk USD5        COM     200340107        8634764    284,600             284,600      1      284,600
Comerica Common Stk USD5        COM     200340107        2138970     70,500              70,500      2       70,500
Comerica Common Stk USD5        COM     200340107       15570488    513,200             513,200      3      513,200
CommerceBancshares Com
 StkUSD5                        COM     200525103     2439439.74     69,579              69,579      2       69,579
CommerceBancshares Com
 StkUSD5                        COM     200525103    20826902.16    594,036             594,036      3      594,036
CommonWealth REIT
 USD0.01                        COM     203233101         110880      7,000               7,000      2        7,000
CommonWealth REIT
 USD0.01                        COM     203233101       10992.96        694                 694      3          694
Commun.HealthSys.ComStkUSD0.01  COM     203668108       21548.74        701                 701      2          701
Commun.HealthSys.ComStkUSD0.01  COM     203668108        3550470    115,500             115,500      3      115,500
Commun.Systems Inc CS
 USD0.05                        COM     203900105          39520      3,800               3,800      3        3,800
Community Bank
 Sys.ComStk USD1                COM     203607106        1151856     42,100              42,100      2       42,100
Community Bank
 Sys.ComStk USD1                COM     203607106     7635710.88    279,083             279,083      3      279,083
Community Tst Bancp
 ComStkUSD5                     COM     204149108          13112        400                 400      2          400
Community Tst Bancp
 ComStkUSD5                     COM     204149108      1537054.2     46,890              46,890      3       46,890
Comp.deBebidasSpnADR(1PrefNPV)  COM     20441W203    47779875.13  1,137,887           1,137,887      2    1,137,887
Comp.deBebidasSpnADR(1PrefNPV)  COM     20441W203    242405918.6  5,772,944           5,772,944      3    5,772,944
Compass Diversified LP
 NPV                            COM     20451Q104       14699703    999,300             999,300      1      999,300
CompdeMinasBueSpADR(Rp1CmPEN4)  COM     204448104     3545712.55     98,629              98,629      3       98,629
CompParaDeEnergADR1000Pr'B'Shs  COM     20441B407        2282545    148,700             148,700      2      148,700
CompParaDeEnergADR1000Pr'B'Shs  COM     20441B407      3418383.6    222,696             222,696      3      222,696
Computer Sciences Com
 Stk USD1                       COM     205363104         712890     17,800              17,800      2       17,800
Computer Sciences Com
 Stk USD1                       COM     205363104        4369455    109,100             109,100      3      109,100
ComputerProg^SysComStkUSD0.001  COM     205306103         246666      4,900               4,900      2        4,900
ComputerProg^SysComStkUSD0.001  COM     205306103        1067208     21,200              21,200      3       21,200
comScore Inc Com Stk
 USD0.001                       COM     20564W105        5653934    410,300             410,300      1      410,300
Comtech
 Telecomm.ComStkUSD0.10         COM     205826209         807084     31,800              31,800      3       31,800
Comverse Inc Com Stk
 USD0.01                        COM     20585P105      2736312.3     95,910              95,910      1       95,910
Comverse Techno.
 ComStkUSD0.10                  COM     205862402     8174776.32  2,128,848           2,128,848      1    2,128,848
ConchoResourcsIncCmStkUSD0.001  COM     20605P101       16812872    208,700             208,700      1      208,700
ConocoPhillips CommStk
 USD0.01                        COM     20825C104     9408645.54    162,246             162,246      2      162,246
ConocoPhillips CommStk
 USD0.01                        COM     20825C104    95554878.18  1,647,782           1,647,782      3    1,647,782
ConocoPhillips CommStk
 USD0.01                        COM     20825C104     3121543.71     53,829              53,829      7       53,829
Consolid.Edison ComStk
 USD0.10                        COM     209115104        6720.34        121                 121      3          121
ContangoOil And Gas CS
 USD0.04                        COM     21075N204         546444     12,900              12,900      2       12,900
ContangoOil And Gas CS
 USD0.04                        COM     21075N204     1685419.68     39,788              39,788      3       39,788
Cooper Companies
 ComStkUSD0.10                  COM     216648402       25182304    272,300             272,300      1      272,300
Cooper Tire^Rubber
 ComStk USD1                    COM     216831107        1714336     67,600              67,600      2       67,600
Cooper Tire^Rubber
 ComStk USD1                    COM     216831107    16807416.08    662,753             662,753      3      662,753
Core Laboratories NV
 EUR0.02                        COM     N22717107          21862        200                 200      2          200
Core-Mark Hldg Co
 CmStkUSD0.01                   COM     218681104       12973900    274,000             274,000      1      274,000
Corning Inc Common
 StkUSD0.50                     COM     219350105        2739802    217,100             217,100      2      217,100
Corning Inc Common
 StkUSD0.50                     COM     219350105     31408529.8  2,488,790           2,488,790      3    2,488,790
CorVel Corp
 CommStockUSD0.0001             COM     221006109          53796      1,200               1,200      2        1,200
CorVel Corp
 CommStockUSD0.0001             COM     221006109          85177      1,900               1,900      3        1,900
Cosan Ltd Class A Shs
 USD0.01                        COM     G25343107      393542.85     22,735              22,735      3       22,735
CostcoWholesaleCom Stk
 USD0.01                        COM     22160K105     1033999.29     10,473              10,473      2       10,473
CostcoWholesaleCom Stk
 USD0.01                        COM     22160K105        3465423     35,100              35,100      3       35,100
Courier Corp Common
 Stock USD1                     COM     222660102          27500      2,500               2,500      2        2,500
Courier Corp Common
 Stock USD1                     COM     222660102         114257     10,387              10,387      3       10,387
CoventryHlthCare
 CmStkUSD0.01                   COM     222862104       24880650    555,000             555,000      1      555,000
Covidien
 USD0.20(PostCons)(US)          COM     G2554F113     9536222.92    165,158             165,158      3      165,158
CPFL Energia
 ADR(1Repr2ComShs)              COM     126153105         251520     12,000              12,000      3       12,000
CrackerBarrelOld
 ComStkUSD0.01                  COM     22410J106          25704        400                 400      2          400
Crawford & Co
 'B'ComStock USD1               COM     224633107          48678      6,100               6,100      3        6,100
Crawford And Co A Com
 Stk USD1                       COM     224633206          10716      1,900               1,900      3        1,900
CredicorpComStkUSD5(USListing)  COM     G2519Y108        1333696      9,100               9,100      2        9,100
CredicorpComStkUSD5(USListing)  COM     G2519Y108     5111133.44     34,874              34,874      3       34,874
CreditAcceptance CmStk
 USD0.01                        COM     225310101         213528      2,100               2,100      2        2,100
CreditAcceptance CmStk
 USD0.01                        COM     225310101        1077808     10,600              10,600      3       10,600
CreditSuisSpADR(EchRp1OrdCHF1)  COM     225401108       21711.04        884                 884      3          884
CreXus Inv Corp REIT
 USD0.01                        COM     226553105        1990625    162,500             162,500      2      162,500
CreXus Inv Corp REIT
 USD0.01                        COM     226553105     13945522.5  1,138,410           1,138,410      3    1,138,410
Crocs Inc Comm Stock
 USD0.001                       COM     227046109         582795     40,500              40,500      2       40,500
Crocs Inc Comm Stock
 USD0.001                       COM     227046109        6017898    418,200             418,200      3      418,200
Crown Holdings Common
 Stk USD5                       COM     228368106    44092306.35  1,197,835           1,197,835      1    1,197,835
CSG Systems Intl
 ComStkUSD0.01                  COM     126349109      590853.25     32,500              32,500      2       32,500
CSG Systems Intl
 ComStkUSD0.01                  COM     126349109    8548755.703    470,226             470,226      3      470,226
CSS Industries Com Stk
 USD0.10                        COM     125906107          13134        600                 600      2          600
CSS Industries Com Stk
 USD0.10                        COM     125906107          85371      3,900               3,900      3        3,900
CSX Corp Com USD1               COM     126408103     2661281.05    134,885             134,885      2      134,885
CSX Corp Com USD1               COM     126408103    22184747.41  1,124,417           1,124,417      3    1,124,417
CTC Media Inc Common
 Stock NPV                      COM     12642X106         588946     75,700              75,700      2       75,700
CTC Media Inc Common
 Stock NPV                      COM     12642X106      5976245.9    768,155             768,155      3      768,155
Ctrip.comIntlADR
 (Rep0.25 Ord)                  COM     22943F100         811228     35,800              35,800      2       35,800
Ctrip.comIntlADR
 (Rep0.25 Ord)                  COM     22943F100         256058     11,300              11,300      3       11,300
Cubic Corp. Common Stock
 NPV                            COM     229669106        1746108     36,400              36,400      3       36,400
Cubist
 Pharm.IncComStkUSD0.001        COM     229678107          29435        700                 700      2          700
Cubist
 Pharm.IncComStkUSD0.001        COM     229678107         243890      5,800               5,800      3        5,800
Cullen Frost Bankers
 CmSk USD5                      COM     229899109    17602745.85    324,355             324,355      1      324,355
Cullen Frost Bankers
 CmSk USD5                      COM     229899109        2007990     37,000              37,000      2       37,000
Cullen Frost Bankers
 CmSk USD5                      COM     229899109       13773726    253,800             253,800      3      253,800
Cummins Inc Common Stk
 USD2.50                        COM     231021106     19061365.4    175,924             175,924      1      175,924
Cummins Inc Common Stk
 USD2.50                        COM     231021106        5016605     46,300              46,300      2       46,300
Cummins Inc Common Stk
 USD2.50                        COM     231021106    50570953.95    466,737             466,737      3      466,737
Cummins Inc Common Stk
 USD2.50                        COM     231021106         821293      7,580               7,580      4        7,580
Cummins Inc Common Stk
 USD2.50                        COM     231021106         238370      2,200               2,200      7        2,200
CVB Financial Corp Com
 Stk NPV                        COM     126600105        1032720     99,300              99,300      2       99,300
CVB Financial Corp Com
 Stk NPV                        COM     126600105        7063680    679,200             679,200      3      679,200
CVS CaremarkCorp
 ComStkUSD0.01                  COM     126650100     1828451.95     37,817              37,817      2       37,817
CVS CaremarkCorp
 ComStkUSD0.01                  COM     126650100      8604269.3    177,958             177,958      3      177,958
CYS Investments REIT
 USD0.01                        COM     12673A108         115738      9,800               9,800      3        9,800
Dana Holding Cp ComStk
 USD0.01                        COM     235825205         123319      7,900               7,900      3        7,900
Danaher Corp Com Stock
 USD0.01                        COM     235851102     24352052.4    435,636             435,636      1      435,636
Danaher Corp Com Stock
 USD0.01                        COM     235851102      3549370.5     63,495              63,495      2       63,495
Danaher Corp Com Stock
 USD0.01                        COM     235851102     82602926.9  1,477,691           1,477,691      3    1,477,691
Danaher Corp Com Stock
 USD0.01                        COM     235851102        2217553     39,670              39,670      4       39,670
Danaher Corp Com Stock
 USD0.01                        COM     235851102        1939730     34,700              34,700      5       34,700
Danaher Corp Com Stock
 USD0.01                        COM     235851102       478783.5      8,565               8,565      7        8,565
Darden Restaurants
 CmSkUSD0.01                    COM     237194105         189294      4,200               4,200      2        4,200
Darden Restaurants
 CmSkUSD0.01                    COM     237194105        1924489     42,700              42,700      3       42,700
Darling Intl Com Stk
 USD0.01                        COM     237266101        1252724     78,100              78,100      2       78,100
Darling Intl Com Stk
 USD0.01                        COM     237266101    22061303.72  1,375,393           1,375,393      3    1,375,393
Datalink Corp CmStk
 USD0.001                       COM     237934104          44460      5,200               5,200      2        5,200
Datalink Corp CmStk
 USD0.001                       COM     237934104          31635      3,700               3,700      3        3,700
DaVitaHlthCareCom Stk
 USD0.001                       COM     23918K108    38866327.08    351,636             351,636      1      351,636
DaVitaHlthCareCom Stk
 USD0.001                       COM     23918K108        1867957     16,900              16,900      2       16,900
DaVitaHlthCareCom Stk
 USD0.001                       COM     23918K108    33974600.87    307,379             307,379      3      307,379
DaVitaHlthCareCom Stk
 USD0.001                       COM     23918K108      1135143.1     10,270              10,270      4       10,270
Dawson Geop.
 ComStkUSD0.33 1/3              COM     239359102          31656      1,200               1,200      2        1,200
Dawson Geop.
 ComStkUSD0.33 1/3              COM     239359102         113434      4,300               4,300      3        4,300
DDR Corporation REIT
 USD0.10                        COM     23317H102       17418618  1,112,300           1,112,300      3    1,112,300
Deckers Outdoor ComStk
 USD0.01                        COM     243537107         463105     11,500              11,500      2       11,500
Deckers Outdoor ComStk
 USD0.01                        COM     243537107        5025696    124,800             124,800      3      124,800
Deere & Company
 CommonStk USD1                 COM     244199105     2710649.72     31,366              31,366      2       31,366
Deere & Company
 CommonStk USD1                 COM     244199105      4017233.7     46,485              46,485      3       46,485
Deere & Company
 CommonStk USD1                 COM     244199105     4672556.56     54,068              54,068      7       54,068
Delek US Hldgs Com Stk
 USD0.01                        COM     246647101        1268532     50,100              50,100      2       50,100
Delek US Hldgs Com Stk
 USD0.01                        COM     246647101    14930165.88    589,659             589,659      3      589,659
Dell Inc Common Stock
 USD0.01                        COM     24702R101     4194907.86    413,699             413,699      2      413,699
Dell Inc Common Stock
 USD0.01                        COM     24702R101    138278439.8 13,636,927          13,636,927      3   13,636,927
Delphi Auto USD0.01(US
 List)                          COM     G27823106        5370300    140,400             140,400      2      140,400
Delphi Auto USD0.01(US
 List)                          COM     G27823106    40152363.75  1,049,735           1,049,735      3    1,049,735
Deluxe Corp Common Stock
 USD1                           COM     248019101        2408328     74,700              74,700      2       74,700
Deluxe Corp Common Stock
 USD1                           COM     248019101    25210906.24    781,976             781,976      3      781,976
DenburyResourcesComStkUSD0.001  COM     247916208       29032020  1,792,100           1,792,100      1    1,792,100
DenburyResourcesComStkUSD0.001  COM     247916208         113400      7,000               7,000      2        7,000
DenburyResourcesComStkUSD0.001  COM     247916208         392040     24,200              24,200      3       24,200
Dendreon Corp Com Stk
 USD0.001                       COM     24823Q107      430468.46     81,374              81,374      3       81,374
Dentsply Intl Inc.
 ComStk USD1                    COM     249030107    35729725.18    902,038             902,038      1      902,038
Dentsply Intl Inc.
 ComStk USD1                    COM     249030107     1202321.94     30,354              30,354      3       30,354
Dentsply Intl Inc.
 ComStk USD1                    COM     249030107       690798.4     17,440              17,440      4       17,440
DestinationMaternityCS
 USD0.01                        COM     25065D100       34509.44      1,600               1,600      2        1,600
DestinationMaternityCS
 USD0.01                        COM     25065D100       77646.24      3,600               3,600      3        3,600
Devon Energy Com Stk
 USD0.10                        COM     25179M103          62448      1,200               1,200      2        1,200
Devon Energy Com Stk
 USD0.10                        COM     25179M103    29568139.24    568,181             568,181      3      568,181
DeVry Inc Common Stock
 USD0.01                        COM     251893103        1188873     50,100              50,100      2       50,100
DeVry Inc Common Stock
 USD0.01                        COM     251893103    16832661.93    709,341             709,341      3      709,341
DiageoSponADR(Repr4OrdGBP0.28)  COM     25243Q205       20634.66        177                 177      3          177
DiamondHillInvGrp'A'ComStk
 NPV                            COM     25264R207          20358        300                 300      3          300
DiamondO/ShDrillComStkUSD0.01   COM     25271C102         625232      9,200               9,200      2        9,200
DiamondO/ShDrillComStkUSD0.01   COM     25271C102    14051817.36    206,766             206,766      3      206,766
DiamondRock Hospi.REIT
 USD0.01                        COM     252784301        9943200  1,104,800           1,104,800      3    1,104,800
Dice Holdings ComStock
 USD0.01                        COM     253017107         231336     25,200              25,200      2       25,200
Dice Holdings ComStock
 USD0.01                        COM     253017107        1999404    217,800             217,800      3      217,800
Diebold Inc Com Stock
 USD1.25                        COM     253651103         198965      6,500               6,500      2        6,500
Diebold Inc Com Stock
 USD1.25                        COM     253651103        1398877     45,700              45,700      3       45,700
Digimarc Corp ComStck
 USD0.001                       COM     25381B101          60030      2,900               2,900      3        2,900
Dillard
 IncComStkCls'A'USD NPV         COM     254067101         628275      7,500               7,500      3        7,500
DIRECTV Common Stock
 USD0.01                        COM     25490A309     3724680.96     74,256              74,256      2       74,256
DIRECTV Common Stock
 USD0.01                        COM     25490A309    50403877.92  1,004,862           1,004,862      3    1,004,862
DiscoverFin SvcsComStk
 USD0.01                        COM     254709108      6338313.9    164,418             164,418      2      164,418
DiscoverFin SvcsComStk
 USD0.01                        COM     254709108     81990992.7  2,126,874           2,126,874      3    2,126,874
DiscoveryCommun'A'CmStkUSD0.01  COM     25470F104         742716     11,700              11,700      2       11,700
DiscoveryCommun'A'CmStkUSD0.01  COM     25470F104        3243828     51,100              51,100      3       51,100
Dolby
 Lab.Cls'A'ComStkUSD0.001       COM     25659T107         569002     19,400              19,400      2       19,400
Dolby
 Lab.Cls'A'ComStkUSD0.001       COM     25659T107        5842536    199,200             199,200      3      199,200
Dollar General ComStk
 USD0.875                       COM     256677105    25372340.03    575,467             575,467      1      575,467
Dollar General ComStk
 USD0.875                       COM     256677105     2904384.66     65,874              65,874      2       65,874
Dollar General ComStk
 USD0.875                       COM     256677105    75347517.32  1,708,948           1,708,948      3    1,708,948
Dollar General ComStk
 USD0.875                       COM     256677105     3722254.16     84,424              84,424      4       84,424
Dollar General ComStk
 USD0.875                       COM     256677105        2332361     52,900              52,900      5       52,900
Dollar General ComStk
 USD0.875                       COM     256677105      497555.65     11,285              11,285      7       11,285
Dollar Tree Inc ComStk
 USD0.01                        COM     256746108         178464      4,400               4,400      2        4,400
Dollar Tree Inc ComStk
 USD0.01                        COM     256746108     4288976.64    105,744             105,744      3      105,744
DominionRes(Virginia)ComStkNPV  COM     25746U109      4970106.4     95,948              95,948      2       95,948
DominionRes(Virginia)ComStkNPV  COM     25746U109       81832086  1,579,770           1,579,770      3    1,579,770
DominionRes(Virginia)ComStkNPV  COM     25746U109        1063454     20,530              20,530      4       20,530
DominionRes(Virginia)ComStkNPV  COM     25746U109        2185960     42,200              42,200      5       42,200
DominionRes(Virginia)ComStkNPV  COM     25746U109         387205      7,475               7,475      7        7,475
Domino's Pizza Com.Stk
 USD0.01                        COM     25754A201    45422606.45  1,042,999           1,042,999      1    1,042,999
Domstar Corp Com Stk
 USD0.01                        COM     257559203         551232      6,600               6,600      2        6,600
Domstar Corp Com Stk
 USD0.01                        COM     257559203       10492200    125,625             125,625      3      125,625
Donaldson Common Stock
 USD5                           COM     257651109          26272        800                 800      3          800
Donnelley(R.R) Common
 USD1.25                        COM     257867101         145638     16,200              16,200      2       16,200
Donnelley(R.R) Common
 USD1.25                        COM     257867101      790382.82     87,918              87,918      3       87,918
Doral Fin.Corp Com Stk
 USD0.01                        COM     25811P886       14844.05     20,500              20,500      2       20,500
Doral Fin.Corp Com Stk
 USD0.01                        COM     25811P886       93843.36    129,600             129,600      3      129,600
Dorchester Min. LP Com
 Uts NPV                        COM     25820R105       428920.8     21,100              21,100      2       21,100
Dorchester Min. LP Com
 Uts NPV                        COM     25820R105    1166359.656     57,377              57,377      3       57,377
Dorman Products ComStk
 USD0.01                        COM     258278100         130758      3,700               3,700      2        3,700
Dorman Products ComStk
 USD0.01                        COM     258278100         141360      4,000               4,000      3        4,000
Dover Corp Common Stock
 USD1                           COM     260003108    14750712.22    224,482             224,482      1      224,482
Dover Corp Common Stock
 USD1                           COM     260003108        2983234     45,400              45,400      2       45,400
Dover Corp Common Stock
 USD1                           COM     260003108       42501228    646,800             646,800      3      646,800
Dow Chemical Com USD2.50        COM     260543103      607792.72     18,800              18,800      2       18,800
Dow Chemical Com USD2.50        COM     260543103     615228.482     19,030              19,030      3       19,030
DRDGOLD LtdADR
 (EchReps10 Ord)                COM     26152H301       165692.7     21,300              21,300      2       21,300
DRDGOLD LtdADR
 (EchReps10 Ord)                COM     26152H301          54453      7,000               7,000      3        7,000
Dresser-Rand Grp
 ComStkUSD0.01                  COM     261608103       37669940    671,000             671,000      1      671,000
DrReddy'sLabADR(EachRep1/2Ord)  COM     256135203     7778275.08    233,652             233,652      2      233,652
DrReddy'sLabADR(EachRep1/2Ord)  COM     256135203    34767376.91  1,044,379           1,044,379      3    1,044,379
DSW Inc Class 'A' Com
 Stk NPV                        COM     23334L102         459830      7,000               7,000      2        7,000
DSW Inc Class 'A' Com
 Stk NPV                        COM     23334L102     4150688.34     63,186              63,186      3       63,186
Duff And Phelps Cp A
 CSUSD0.01                      COM     26433B107          15620      1,000               1,000      2        1,000
Duff And Phelps Cp A
 CSUSD0.01                      COM     26433B107         542014     34,700              34,700      3       34,700
Duke Engy Corp ComStk
 USD0.001                       COM     26441C204      1955852.8     30,656              30,656      2       30,656
Duke Engy Corp ComStk
 USD0.001                       COM     26441C204      7382744.6    115,717             115,717      3      115,717
Dun^Brad.ComStkUSD0.01(Sep00Nw  COM     26483E100          62920        800                 800      2          800
Dun^Brad.ComStkUSD0.01(Sep00Nw  COM     26483E100        3751605     47,700              47,700      3       47,700
Dun^Brad.ComStkUSD0.01(Sep00Nw  COM     26483E100         2988.7         38                  38      7           38
DuPont(EI)DeNemoursCmStkUSD0.3  COM     263534109    1562193.262     34,732              34,732      2       34,732
DuPont(EI)DeNemoursCmStkUSD0.3  COM     263534109    8281306.485    184,117             184,117      3      184,117
DvrDwnsGmng^EntIncComStkUSD0.1  COM     260095104           9020      4,100               4,100      3        4,100
DynamicsResearch
 ComStkUSD0.10                  COM     268057106           2340        400                 400      3          400
Dynavax Techn.Com Stk
 USD0.001                       COM     268158102      376385.25    132,065             132,065      3      132,065
Dynex Capital Inc REIT
 USD0.01                        COM     26817Q506         184080     19,500              19,500      2       19,500
Dynex Capital Inc REIT
 USD0.01                        COM     26817Q506         114224     12,100              12,100      3       12,100
East West Banc.ComStk
 USD0.001                       COM     27579R104          27937      1,300               1,300      2        1,300
East West Banc.ComStk
 USD0.001                       COM     27579R104        2722783    126,700             126,700      3      126,700
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103    35038531.08    646,706             646,706      1      646,706
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103     3021456.06     55,767              55,767      2       55,767
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103     65332411.2  1,205,840           1,205,840      3    1,205,840
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103      2778350.4     51,280              51,280      4       51,280
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103        1197378     22,100              22,100      5       22,100
Eaton Corp PLC Com Stk
 USD0.50                        COM     G29183103      342255.06      6,317               6,317      7        6,317
Eaton Vance
 CpComStkUSD0.00781             COM     278265103          41405      1,300               1,300      2        1,300
Eaton Vance
 CpComStkUSD0.00781             COM     278265103        7210840    226,400             226,400      3      226,400
eBay Inc Common Stock
 USD0.001                       COM     278642103     2055207.31     40,300              40,300      2       40,300
eBay Inc Common Stock
 USD0.001                       COM     278642103    30752633.05    603,020             603,020      3      603,020
eBay Inc Common Stock
 USD0.001                       COM     278642103     479888.357      9,410               9,410      4        9,410
eBay Inc Common Stock
 USD0.001                       COM     278642103    118008.6778      2,314               2,314      7        2,314
Ebix Inc.Common Stock
 USD0.10                        COM     278715206        1149356     71,300              71,300      2       71,300
Ebix Inc.Common Stock
 USD0.10                        COM     278715206       11848200    735,000             735,000      3      735,000
Ecolab Common Stk USD1          COM     278865100      6687059.5     93,005              93,005      3       93,005
Ecopetrol
 SpnADR(EachRep20Ord)           COM     279158109       41160366    689,800             689,800      2      689,800
Ecopetrol
 SpnADR(EachRep20Ord)           COM     279158109    117833332.5  1,974,750           1,974,750      3    1,974,750
Edison Intl Common Stock
 NPV                            COM     281020107     7450656.06    164,874             164,874      3      164,874
El Paso Electric Co
 ComStk NPV                     COM     283677854         271235      8,500               8,500      2        8,500
El Paso Electric Co
 ComStk NPV                     COM     283677854         232943      7,300               7,300      3        7,300
EldoradoGoldCorpLtdCommonNPV    COM     284902103    14140.80546      1,100               1,100      2        1,100
EldoradoGoldCorpLtdCommonNPV    COM     284902103    12837100.33    998,586             998,586      3      998,586
Electro Rent Corp Com
 Stk NPV                        COM     285218103        3191350    207,500             207,500      1      207,500
Electro Rent Corp Com
 Stk NPV                        COM     285218103          78438      5,100               5,100      2        5,100
Electro Rent Corp Com
 Stk NPV                        COM     285218103         401418     26,100              26,100      3       26,100
Eli Lilly And Co ComSk
 NPV                            COM     532457108    15699443.76    318,318             318,318      2      318,318
Eli Lilly And Co ComSk
 NPV                            COM     532457108    201486058.9  4,085,281           4,085,281      3    4,085,281
Eli Lilly And Co ComSk
 NPV                            COM     532457108         725004     14,700              14,700      7       14,700
ElizabethArdenIncComStkUSD0.01  COM     28660G106       23666258    525,800             525,800      1      525,800
EMC Corp Massac.ComStk
 USD0.01                        COM     268648102        1586310     62,700              62,700      2       62,700
EMC Corp Massac.ComStk
 USD0.01                        COM     268648102        6557760    259,200             259,200      3      259,200
EMC Insurance Grp Com
 Stk USD1                       COM     268664109          11940        500                 500      2          500
EMC Insurance Grp Com
 Stk USD1                       COM     268664109         124176      5,200               5,200      3        5,200
Emcor Group Inc ComStk
 USD0.01                        COM     29084Q100          17305        500                 500      2          500
Emerson Electric
 Com.USD1                       COM     291011104     6759973.28    127,643             127,643      2      127,643
Emerson Electric
 Com.USD1                       COM     291011104    58475307.36  1,104,141           1,104,141      3    1,104,141
Emerson Electric
 Com.USD1                       COM     291011104      4409979.2     83,270              83,270      7       83,270
Emerson Radio ComStock
 USD0.01                        COM     291087203           5017      2,900               2,900      3        2,900
EmpresaNac.Elec.ADS(Rep30CmSh)  COM     29244T101     5793649.38    118,698             118,698      3      118,698
Enbridge Inc Common NPV         COM     29250N105    39317.26424        910                 910      3          910
Encore Capital Com Stk
 USD0.01                        COM     292554102         443990     14,500              14,500      2       14,500
Encore Capital Com Stk
 USD0.01                        COM     292554102     5198143.06    169,763             169,763      3      169,763
Endeavour Intl ComStk
 USD0.001                       COM     29259G200      1895077.1    365,845             365,845      3      365,845
EnduranceSpec.HldgsComStk
 USD1                           COM     G30397106         301644      7,600               7,600      2        7,600
EnduranceSpec.HldgsComStk
 USD1                           COM     G30397106        1674918     42,200              42,200      3       42,200
Energen Corp Com Stock
 USD0.01                        COM     29265N108       29863107    662,300             662,300      1      662,300
Energen Corp Com Stock
 USD0.01                        COM     29265N108         175851      3,900               3,900      2        3,900
Energen Corp Com Stock
 USD0.01                        COM     29265N108        4418820     98,000              98,000      3       98,000
EnergizerHldgsCommStockUSD0.01  COM     29266R108        1095726     13,700              13,700      2       13,700
EnergizerHldgsCommStockUSD0.01  COM     29266R108        4270932     53,400              53,400      3       53,400
Enerplus Corporation Com
 NPV                            COM     292766102    410695.9928     31,700              31,700      3       31,700
Enersis
 SponADR(Rep50ComShNPV)         COM     29274F104        2157248    118,400             118,400      2      118,400
Enersis
 SponADR(Rep50ComShNPV)         COM     29274F104        6027176    330,800             330,800      3      330,800
EnerSys Common Stock
 USD0.01                        COM     29275Y102       20986251    557,700             557,700      1      557,700
EnerSys Common Stock
 USD0.01                        COM     29275Y102         477901     12,700              12,700      2       12,700
EnerSys Common Stock
 USD0.01                        COM     29275Y102       12463056    331,200             331,200      3      331,200
EngilityHldgsInc
 ComStkUSD0.01                  COM     29285W104         635.58         33                  33      3           33
Ennis Inc Common Stock
 USD2.50                        COM     293389102         157794     10,200              10,200      3       10,200
EnPro Industries
 ComStkUSD0.01                  COM     29355X107     21693278.2    530,398             530,398      1      530,398
Ensco PLC Cls A ComStk
 USD0.10                        COM     G3157S106     9213060.48    155,416             155,416      3      155,416
EnsignGroupInc ComStk
 USD0.001                       COM     29358P101         621735     22,900              22,900      2       22,900
EnsignGroupInc ComStk
 USD0.001                       COM     29358P101     11883880.8    437,712             437,712      3      437,712
Entegris Inc CommonStk
 USD0.01                        COM     29362U104         380970     41,500              41,500      3       41,500
EOG Resources Com Stk
 USD0.01                        COM     26875P101    25186768.43    208,517             208,517      1      208,517
EOG Resources Com Stk
 USD0.01                        COM     26875P101      858092.16      7,104               7,104      2        7,104
EOG Resources Com Stk
 USD0.01                        COM     26875P101    33532028.74    277,606             277,606      3      277,606
EOG Resources Com Stk
 USD0.01                        COM     26875P101      1281581.9     10,610              10,610      4       10,610
EPAM Systems Inc
 CmStkUSD0.001                  COM     29414B104         861560     47,600              47,600      3       47,600
Epoch Holding Corp CS
 USD0.01                        COM     29428R103          83700      3,000               3,000      3        3,000
EPR Properties REIT
 USD0.01                        COM     26884U109         336603      7,300               7,300      2        7,300
EPR Properties REIT
 USD0.01                        COM     26884U109       12671028    274,800             274,800      3      274,800
EqtyLifestyleProp REIT
 USD0.01                        COM     29472R108    19504477.53    289,857             289,857      1      289,857
Equifax Common Stk
 USD2.50                        COM     294429105         806388     14,900              14,900      2       14,900
Equifax Common Stk
 USD2.50                        COM     294429105    23618671.56    436,413             436,413      3      436,413
Equity Residential SBI
 USD0.01                        COM     29476L107       28057317    495,100             495,100      3      495,100
Erie Indemnity
 Cls'A'ComStkNPV                COM     29530P102       15719862    227,100             227,100      1      227,100
EsteeLauder
 Cl'A'ComStkUSD0.01             COM     518439104    31434162.08    525,128             525,128      1      525,128
EsteeLauder
 Cl'A'ComStkUSD0.01             COM     518439104    10709792.04    178,914             178,914      3      178,914
EsteeLauder
 Cl'A'ComStkUSD0.01             COM     518439104      2075346.2     34,670              34,670      4       34,670
EsteeLauder
 Cl'A'ComStkUSD0.01             COM     518439104      116786.86      1,951               1,951      7        1,951
EverbankFinCorpComStkUSD0.01    COM     29977G102     3663595.74    245,714             245,714      1      245,714
EXCO Resources ComStk
 USD0.001                       COM     269279402     8807810.62  1,301,006           1,301,006      2    1,301,006
EXCO Resources ComStk
 USD0.001                       COM     269279402    25159229.14  3,716,282           3,716,282      3    3,716,282
Exelis Inc Common Stk
 USD0.01                        COM     30162A108         145383     12,900              12,900      3       12,900
Exelon Corp Common Stock
 NPV                            COM     30161N101      966490.52     32,498              32,498      2       32,498
Exelon Corp Common Stock
 NPV                            COM     30161N101     3585335.44    120,556             120,556      3      120,556
EXFO Inc Com NPV (US
 Listing)                       COM     302046107        2715924    508,600             508,600      1      508,600
ExlserviceHldgs CmStk
 USD0.001                       COM     302081104          63600      2,400               2,400      3        2,400
Expedi.IntlOfWashComStkUSD0.01  COM     302130109          71190      1,800               1,800      2        1,800
Expedi.IntlOfWashComStkUSD0.01  COM     302130109        19695.9        498                 498      7          498
Express Inc Com Stk
 USD0.01                        COM     30219E103        1238889     82,100              82,100      2       82,100
Express Inc Com Stk
 USD0.01                        COM     30219E103    13951082.25    924,525             924,525      3      924,525
ExpressScriptsHldgUSD0.01       COM     30219G108        3013686     55,809              55,809      2       55,809
ExpressScriptsHldgUSD0.01       COM     30219G108       61809966  1,144,629           1,144,629      3    1,144,629
ExpressScriptsHldgUSD0.01       COM     30219G108        2034720     37,680              37,680      4       37,680
ExpressScriptsHldgUSD0.01       COM     30219G108        1992600     36,900              36,900      5       36,900
ExpressScriptsHldgUSD0.01       COM     30219G108         402570      7,455               7,455      7        7,455
Exxon
 MobilCorp.CommonStockNPV       COM     30231G102    33160161.15    383,133             383,133      1      383,133
Exxon
 MobilCorp.CommonStockNPV       COM     30231G102     30576210.9    353,278             353,278      2      353,278
Exxon
 MobilCorp.CommonStockNPV       COM     30231G102    247220294.9  2,856,387           2,856,387      3    2,856,387
Exxon
 MobilCorp.CommonStockNPV       COM     30231G102        1649643     19,060              19,060      4       19,060
Exxon
 MobilCorp.CommonStockNPV       COM     30231G102      324475.95      3,749               3,749      7        3,749
Ezcorp Inc Cls A
 ComStkUSD0.01                  COM     302301106         897039     45,100              45,100      2       45,100
Ezcorp Inc Cls A
 ComStkUSD0.01                  COM     302301106        7812792    392,800             392,800      3      392,800
Facebook Inc A CS
 USD0.000006                    COM     30303M102    8005954.634    300,753             300,753      1      300,753
Facebook Inc A CS
 USD0.000006                    COM     30303M102     360696.935     13,550              13,550      4       13,550
FactSetResearchSysCmStkUSD0.01  COM     303075105         361046      4,100               4,100      2        4,100
FactSetResearchSysCmStkUSD0.01  COM     303075105          52836        600                 600      3          600
FairchildSemiClsAComStkUSD0.01  COM     303726103       16721280  1,161,200           1,161,200      1    1,161,200
Fastenal Co Com Stk
 USD0.01                        COM     311900104        3204855     68,700              68,700      3       68,700
FBL Financial Grp Com
 Stk NPV                        COM     30239F106         420783     12,300              12,300      2       12,300
FBL Financial Grp Com
 Stk NPV                        COM     30239F106      5921066.8    173,080             173,080      3      173,080
FederatedInvestors'B'ComStkNPV  COM     314211103         374255     18,500              18,500      2       18,500
FederatedInvestors'B'ComStkNPV  COM     314211103        3168018    156,600             156,600      3      156,600
FedEx Corp Common Stk
 USD0.10                        COM     31428X106      4439706.6     48,405              48,405      2       48,405
FedEx Corp Common Stk
 USD0.10                        COM     31428X106     90197906.6    983,405             983,405      3      983,405
FedEx Corp Common Stk
 USD0.10                        COM     31428X106      739171.48      8,059               8,059      4        8,059
FedEx Corp Common Stk
 USD0.10                        COM     31428X106        2669052     29,100              29,100      5       29,100
FedEx Corp Common Stk
 USD0.10                        COM     31428X106      461535.04      5,032               5,032      7        5,032
Feihe Intl
 IncComStockUSD0.001            COM     31429Y103          92400     14,000              14,000      3       14,000
FidelityNatlInfo CmStk
 USD0.01                        COM     31620M106         309809      8,900               8,900      2        8,900
FidelityNatlInfo CmStk
 USD0.01                        COM     31620M106         497783     14,300              14,300      3       14,300
Fifth And Pacific Cos CS
 USD1                           COM     316645100       19036050  1,529,000           1,529,000      1    1,529,000
Fifth Third Bancorp
 CommStkNPV                     COM     316773100         469680     30,900              30,900      2       30,900
Fifth Third Bancorp
 CommStkNPV                     COM     316773100       39633544  2,607,470           2,607,470      3    2,607,470
FinancialInstit.ComStk
 USD0.01                        COM     317585404           7452        400                 400      2          400
FinancialInstit.ComStk
 USD0.01                        COM     317585404      573822.63     30,801              30,801      3       30,801
FinishLineClass'A'CmStkUSD0.01  COM     317923100    26769575.55  1,414,135           1,414,135      1    1,414,135
FinishLineClass'A'CmStkUSD0.01  COM     317923100         484608     25,600              25,600      2       25,600
FinishLineClass'A'CmStkUSD0.01  COM     317923100        1514400     80,000              80,000      3       80,000
First Busey
 CorpComStkUSD0.001             COM     319383105          14880      3,200               3,200      3        3,200
First Cash Fin Com Stk
 USD0.01                        COM     31942D107         208404      4,200               4,200      2        4,200
First Cash Fin Com Stk
 USD0.01                        COM     31942D107         143898      2,900               2,900      3        2,900
First Fin.Bancorp Com
 Stk NPV                        COM     320209109          13158        900                 900      2          900
First Fin.Bancorp Com
 Stk NPV                        COM     320209109         662286     45,300              45,300      3       45,300
First Fin.Corp Com Stock
 NPV                            COM     320218100           9072        300                 300      2          300
First Fin.Corp Com Stock
 NPV                            COM     320218100          51408      1,700               1,700      3        1,700
First Solar Inc
 ComStkUSD0.001                 COM     336433107      135764.64      4,400               4,400      2        4,400
First Solar Inc
 ComStkUSD0.001                 COM     336433107      111080.16      3,600               3,600      3        3,600
FirstCitizensBancShsACmStkUSD1  COM     31946M103          32700        200                 200      2          200
FirstCitizensBancShsACmStkUSD1  COM     31946M103         719400      4,400               4,400      3        4,400
FirstDefianceFin
 ComStkUSD0.01                  COM     32006W106          28785      1,500               1,500      2        1,500
FirstDefianceFin
 ComStkUSD0.01                  COM     32006W106          23028      1,200               1,200      3        1,200
FirstEnergy Corp
 ComStkUSD0.10                  COM     337932107          37584        900                 900      2          900
FirstEnergy Corp
 ComStkUSD0.10                  COM     337932107     5579303.04    133,604             133,604      3      133,604
FirstFncl Hldgs ComStk
 USD0.01                        COM     320239106          62784      4,800               4,800      2        4,800
FirstHorizonNatlComStkUSD0.625  COM     320517105    23351022.19  2,356,309           2,356,309      1    2,356,309
FirstInterstateBancsyACmStkNPV  COM     32055Y201          33946      2,200               2,200      2        2,200
FirstInterstateBancsyACmStkNPV  COM     32055Y201         336374     21,800              21,800      3       21,800
FirstMajesticSilver Cp
 Com NPV                        COM     32076V103    5150224.184    255,637             255,637      3      255,637
FirstMerit Corp
 CommonStockNPV                 COM     337915102       14316291  1,008,900           1,008,900      1    1,008,900
FirstMerit Corp
 CommonStockNPV                 COM     337915102          32637      2,300               2,300      3        2,300
FirstRepublic Bk
 ComStkUSD0.01                  COM     33616C100    21991806.98    670,891             670,891      1      670,891
FirstRepublic Bk
 ComStkUSD0.01                  COM     33616C100          75394      2,300               2,300      2        2,300
FirstRepublic Bk
 ComStkUSD0.01                  COM     33616C100        2940366     89,700              89,700      3       89,700
FleetCor Techno
 ComStkUSD0.001                 COM     339041105         295075      5,500               5,500      2        5,500
FleetCor Techno
 ComStkUSD0.001                 COM     339041105        4034480     75,200              75,200      3       75,200
FlextronicsIntl
 ComStkUSD0.01                  COM     Y2573F102          33534      5,400               5,400      2        5,400
FlextronicsIntl
 ComStkUSD0.01                  COM     Y2573F102         845181    136,100             136,100      3      136,100
FLIR Systems Inc
 ComStkUSD0.01                  COM     302445101      553429.36     24,800              24,800      2       24,800
FLIR Systems Inc
 ComStkUSD0.01                  COM     302445101      3079566.6    138,000             138,000      3      138,000
Flowserve Corp Com Stk
 USD1.25                        COM     34354P105         880800      6,000               6,000      2        6,000
Flowserve Corp Com Stk
 USD1.25                        COM     34354P105        1409280      9,600               9,600      3        9,600
Fluidigm Corp Com Stk
 USD0.001                       COM     34385P108        5052861    353,100             353,100      1      353,100
Fluor Corp Comm Stock
 USD0.01                        COM     343412102         593274     10,100              10,100      2       10,100
Fluor Corp Comm Stock
 USD0.01                        COM     343412102     2415212.58     41,117              41,117      3       41,117
Flushing Fin Cp ComStk
 USD0.01                        COM     343873105          67496      4,400               4,400      3        4,400
FocusMediaADR(EachRep10OrdShs)  COM     34415V109         154020      6,000               6,000      2        6,000
FocusMediaADR(EachRep10OrdShs)  COM     34415V109         213061      8,300               8,300      3        8,300
FomeEcoADR(Rp10Ut)1B^2D-B^2D-L  COM     344419106     62654230.9    622,187             622,187      2      622,187
FomeEcoADR(Rp10Ut)1B^2D-B^2D-L  COM     344419106    157057459.9  1,559,657           1,559,657      3    1,559,657
Fonar Corp CmStk
 USD0.0001                      COM     344437405       144968.4     33,480              33,480      2       33,480
Fonar Corp CmStk
 USD0.0001                      COM     344437405        1723340    398,000             398,000      3      398,000
Foot Locker Inc Com
 StkUSD0.01                     COM     344849104         407924     12,700              12,700      2       12,700
Foot Locker Inc Com
 StkUSD0.01                     COM     344849104         645612     20,100              20,100      3       20,100
Ford Motor Co Com Stk
 USD0.01                        COM     345370860        1096865     84,700              84,700      2       84,700
Ford Motor Co Com Stk
 USD0.01                        COM     345370860        4029263    311,140             311,140      3      311,140
Forest Labs.Common
 USD0.10                        COM     345838106         240176      6,800               6,800      3        6,800
Forum Energy Techno CS
 USD0.01                        COM     34984V100       18265500    738,000             738,000      3      738,000
ForwardAir Corp ComStk
 USD0.01                        COM     349853101         563661     16,100              16,100      2       16,100
ForwardAir Corp ComStk
 USD0.01                        COM     349853101        6046227    172,700             172,700      3      172,700
Fossil Inc. Common Stk
 USD0.01                        COM     349882100          18620        200                 200      2          200
Fossil Inc. Common Stk
 USD0.01                        COM     349882100        2206470     23,700              23,700      3       23,700
Franco-Nevada Corp
 Common NPV                     COM     351858105    9313014.884    163,314             163,314      3      163,314
FranklinElecCoIncCmStk
 USD0.10                        COM     353514102    2360516.258     38,054              38,054      3       38,054
FranklinResourcesComStkUSD0.10  COM     354613101        2966520     23,600              23,600      2       23,600
FranklinResourcesComStkUSD0.10  COM     354613101       24874773    197,890             197,890      3      197,890
FreeportMcMornC^G
 ComStUSD0.10                   COM     35671D857        4357080    127,400             127,400      2      127,400
FreeportMcMornC^G
 ComStUSD0.10                   COM     35671D857     51078452.4  1,493,522           1,493,522      3    1,493,522
FreightCarAmericaComStkUSD0.01  COM     357023100          56050      2,500               2,500      3        2,500
Fresh Del Monte ComStk
 USD0.01                        COM     G36738105         339915     12,900              12,900      2       12,900
Fresh Del Monte ComStk
 USD0.01                        COM     G36738105        3425500    130,000             130,000      3      130,000
Frst of
 LongIslandCmStkUSD0.10         COM     320734106          22656        800                 800      2          800
Frst of
 LongIslandCmStkUSD0.10         COM     320734106         118944      4,200               4,200      3        4,200
Fst
 BancorpPuertoRicoCmStkUSD1     COM     318672706          13740      3,000               3,000      2        3,000
Fst
 BancorpPuertoRicoCmStkUSD1     COM     318672706          34808      7,600               7,600      3        7,600
FstFinancial
 BkshsCmStkUSD0.01              COM     32020R109        1010359     25,900              25,900      2       25,900
FstFinancial
 BkshsCmStkUSD0.01              COM     32020R109        2414719     61,900              61,900      3       61,900
Fuel Tech Inc Comm Stk
 USD0.01                        COM     359523107        83386.8     19,854              19,854      7       19,854
FushiCopperweld
 ComStkUSD0.006                 COM     36113E107          53865      5,700               5,700      3        5,700
FutureFuel Cp ComStk
 USD0.0001                      COM     36116M106         329152     27,800              27,800      2       27,800
FutureFuel Cp ComStk
 USD0.0001                      COM     36116M106        4049280    342,000             342,000      3      342,000
FX Energy Inc Com Stk
 USD0.001                       COM     302695101    1521789.113    370,274             370,274      3      370,274
Gain Cap Hldgs
 ComStkUSD.00001                COM     36268W100          29039      7,100               7,100      3        7,100
Gallagher(ArthurJ.)
 ComStkUSD1                     COM     363576109         554400     16,000              16,000      2       16,000
Gallagher(ArthurJ.)
 ComStkUSD1                     COM     363576109      4339427.4    125,236             125,236      3      125,236
GameStop
 Cls'A'Com.StkUSD0.001          COM     36467W109         434057     17,300              17,300      2       17,300
GameStop
 Cls'A'Com.StkUSD0.001          COM     36467W109     9115297.36    363,304             363,304      3      363,304
Gannett Co.Com.USD1             COM     364730101         369205     20,500              20,500      2       20,500
Gannett Co.Com.USD1             COM     364730101        9905500    550,000             550,000      3      550,000
Gap Inc (The) Com Stk
 USD0.05                        COM     364760108         568032     18,300              18,300      2       18,300
Gap Inc (The) Com Stk
 USD0.05                        COM     364760108        3942080    127,000             127,000      3      127,000
GardnerDenverInc
 ComStkUSD0.01                  COM     365558105        1116550     16,300              16,300      3       16,300
GarminLimited
 ComStockUSD0.005               COM     H2906T109          44825      1,100               1,100      2        1,100
GarminLimited
 ComStockUSD0.005               COM     H2906T109        5252675    128,900             128,900      3      128,900
Gartner Common Stock
 USD0.0005                      COM     366651107       17901780    389,000             389,000      1      389,000
GastarExplorationComNPV(USLst)  COM     367299203     2162159.89  1,786,909           1,786,909      3    1,786,909
GblGeophysicalSvcsCmStkUSD0.01  COM     37946S107          19635      5,100               5,100      2        5,100
GblGeophysicalSvcsCmStkUSD0.01  COM     37946S107          46970     12,200              12,200      3       12,200
Gen.Electric Com Stock
 USD0.06                        COM     369604103     8502818.11    405,089             405,089      2      405,089
Gen.Electric Com Stock
 USD0.06                        COM     369604103    55432658.92  2,640,908           2,640,908      3    2,640,908
Gen.Electric Com Stock
 USD0.06                        COM     369604103     2547451.35    121,365             121,365      7      121,365
Gen.Mills Inc Comm Stk
 USD0.10                        COM     370334104      4396483.4    108,770             108,770      2      108,770
Gen.Mills Inc Comm Stk
 USD0.10                        COM     370334104    14475331.66    358,123             358,123      3      358,123
Gen.Mills Inc Comm Stk
 USD0.10                        COM     370334104     3004903.64     74,342              74,342      7       74,342
Generac Holdings
 ComStkUSD0.01                  COM     368736104         446030     13,000              13,000      2       13,000
Generac Holdings
 ComStkUSD0.01                  COM     368736104        4889175    142,500             142,500      3      142,500
General Dynamics Corp
 Com USD1                       COM     369550108    11078905.26    159,938             159,938      2      159,938
General Dynamics Corp
 Com USD1                       COM     369550108    91698309.87  1,323,781           1,323,781      3    1,323,781
General Motors Co CS
 USD0.01                        COM     37045V100         611196     21,200              21,200      3       21,200
Genesco Inc Common Stock
 USD1                           COM     371532102          11000        200                 200      2          200
Genesco Inc Common Stock
 USD1                           COM     371532102          27500        500                 500      3          500
Genesee^Wyoming'A'CmStkUSD0.01  COM     371559105    17320829.28    227,666             227,666      1      227,666
Genpact Limited ComStk
 USD0.01                        COM     G3922B107       19641600  1,267,200           1,267,200      1    1,267,200
Gentex Corp Common Stk
 USD0.06                        COM     371901109       69085.25      3,665               3,665      3        3,665
Genuine Parts
 Co.Com.USD1                    COM     372460105         604010      9,500               9,500      2        9,500
Genuine Parts
 Co.Com.USD1                    COM     372460105        5359794     84,300              84,300      3       84,300
GenworthFin.'A'ComStk
 USD0.001                       COM     37247D106        1000332    133,200             133,200      2      133,200
GenworthFin.'A'ComStk
 USD0.001                       COM     37247D106    12496444.74  1,663,974           1,663,974      3    1,663,974
Gerdau SA
 ADR(EachRep1PrefNPV)           COM     373737105    21530897.17  2,394,983           2,394,983      2    2,394,983
Gerdau SA
 ADR(EachRep1PrefNPV)           COM     373737105    127531384.8 14,185,916          14,185,916      3   14,185,916
GiantInteractiveADR(EchRp1Ord)  COM     374511103        2118556    391,600             391,600      2      391,600
GiantInteractiveADR(EchRp1Ord)  COM     374511103       11357754  2,099,400           2,099,400      3    2,099,400
Gilead Sciences
 ComStkUSD0.001                 COM     375558103     22638024.5    308,210             308,210      1      308,210
Gilead Sciences
 ComStkUSD0.001                 COM     375558103        9006439    122,620             122,620      2      122,620
Gilead Sciences
 ComStkUSD0.001                 COM     375558103    122748832.1  1,671,189           1,671,189      3    1,671,189
Gilead Sciences
 ComStkUSD0.001                 COM     375558103     2171402.35     29,563              29,563      4       29,563
Gilead Sciences
 ComStkUSD0.001                 COM     375558103        1446965     19,700              19,700      5       19,700
Gilead Sciences
 ComStkUSD0.001                 COM     375558103       532512.5      7,250               7,250      7        7,250
Glacier Bancorp ComStk
 USD0.01                        COM     37637Q105         167694     11,400              11,400      3       11,400
Glatfelter CommonStock
 USD0.01                        COM     377316104         143336      8,200               8,200      3        8,200
GlbSpecialtyMetals
 CSUSD0.0001                    COM     37954N206     5019726.25    365,071             365,071      1      365,071
Global Payments
 ComStkUSD0.001                 COM     37940X102         561720     12,400              12,400      3       12,400
Global Sources Ltd CS
 USD0.01                        COM     G39300101          20736      3,200               3,200      2        3,200
Global Sources Ltd CS
 USD0.01                        COM     G39300101         226800     35,000              35,000      3       35,000
Globecomm Systems CS
 USD0.001                       COM     37956X103          47460      4,200               4,200      2        4,200
Globecomm Systems CS
 USD0.001                       COM     37956X103          40680      3,600               3,600      3        3,600
Gold Resources Cp CS
 USD0.001                       COM     38068T105         152559      9,900               9,900      2        9,900
Gold Resources Cp CS
 USD0.001                       COM     38068T105        3880238    251,800             251,800      3      251,800
Goldcorp Inc Com NPV(US
 List.)                         COM     380956409     20960067.3    571,119             571,119      3      571,119
GoldFields
 SponADR(EchRep1Ord)            COM     38059T106        3431003    274,700             274,700      2      274,700
GoldFields
 SponADR(EchRep1Ord)            COM     38059T106         724420     58,000              58,000      3       58,000
GoldmanSachsGroupComStkUSD0.01  COM     38141G104    11610893.88     91,023              91,023      2       91,023
GoldmanSachsGroupComStkUSD0.01  COM     38141G104    120088045.4    941,424             941,424      3      941,424
GoldmanSachsGroupComStkUSD0.01  COM     38141G104        1964424     15,400              15,400      5       15,400
GoldmanSachsGroupComStkUSD0.01  COM     38141G104      262646.04      2,059               2,059      7        2,059
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508    47400826.42     67,009              67,009      1       67,009
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508    12551043.34     17,743              17,743      2       17,743
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508    156685377.4    221,501             221,501      3      221,501
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508     5288372.88      7,476               7,476      4        7,476
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508        3961328      5,600               5,600      5        5,600
GoogleInc
 Cls'A'ComStkUSD0.001           COM     38259P508     2086063.62      2,949               2,949      7        2,949
GordmansStores ComStk
 USD0.001                       COM     38269P100         235814     15,700              15,700      2       15,700
GordmansStores ComStk
 USD0.001                       COM     38269P100        2237980    149,000             149,000      3      149,000
Grainger (W.W)
 Com.USD0.50                    COM     384802104      836192.84      4,132               4,132      2        4,132
Grainger (W.W)
 Com.USD0.50                    COM     384802104        4310481     21,300              21,300      3       21,300
GrandCanyonEducIncComStUSD0.01  COM     38526M106         729917     31,100              31,100      2       31,100
GrandCanyonEducIncComStUSD0.01  COM     38526M106        6235979    265,700             265,700      3      265,700
GranTierraEngyCSUSD0.01(CnLst)  COM     38500T101    22795260.12  4,126,771           4,126,771      3    4,126,771
GrayTelevision Inc
 CommStk NPV                    COM     389375106          44220     20,100              20,100      3       20,100
Great Lakes D^D
 ComStkUSD0.01                  COM     390607109    5534653.791    619,789             619,789      1      619,789
Great Northern
 IronOreProp.NPV                COM     391064102      295665.92      4,400               4,400      2        4,400
Great Northern
 IronOreProp.NPV                COM     391064102      1243140.8     18,500              18,500      3       18,500
Great Southern Com Stk
 USD0.01                        COM     390905107           5090        200                 200      2          200
Great Southern Com Stk
 USD0.01                        COM     390905107         307945     12,100              12,100      3       12,100
Green Dot Crp ClA CSt
 USD0.001                       COM     39304D102         107360      8,800               8,800      2        8,800
Green Dot Crp ClA CSt
 USD0.001                       COM     39304D102         999180     81,900              81,900      3       81,900
Greenhill^Co Inc CmStk
 USD0.01                        COM     395259104          10398        200                 200      2          200
GreenMtnCoffee Com Stk
 USD0.10                        COM     393122106          33072        800                 800      2          800
GreenMtnCoffee Com Stk
 USD0.10                        COM     393122106        3228654     78,100              78,100      3       78,100
GreenPlainsRenewableCSUSD0.001  COM     393222104         126560     16,000              16,000      2       16,000
GreenPlainsRenewableCSUSD0.001  COM     393222104         603533     76,300              76,300      3       76,300
Grifols Spon ADR
 (EachRep1Ord)                  COM     398438408       166470.6      6,420               6,420      3        6,420
Grp 1 Automotive CmStk
 USD0.01                        COM     398905109    21942290.35    353,965             353,965      1      353,965
Grp Simec ADR(EchRp3 B
 OrdNPV)                        COM     400491106       67863.84      4,800               4,800      3        4,800
GrpFinSantMex
 ADR(Rep5OrdSerB)               COM     40053C105       96707860  5,977,000           5,977,000      2    5,977,000
GrpFinSantMex
 ADR(Rep5OrdSerB)               COM     40053C105    37492975.56  2,317,242           2,317,242      3    2,317,242
GrpFinSantMex
 ADR(Rep5OrdSerB)               COM     40053C105      362804.14     22,423              22,423      7       22,423
GrupoAero.delSurADSRep10'B'NPV  COM     40051E202        1060200      9,300               9,300      2        9,300
GrupoAero.delSurADSRep10'B'NPV  COM     40051E202       16506516    144,794             144,794      3      144,794
GT AdvancedTechn
 ComStkUSD0.01                  COM     36191U106         543279    179,300             179,300      2      179,300
GT AdvancedTechn
 ComStkUSD0.01                  COM     36191U106     6402180.93  2,112,931           2,112,931      3    2,112,931
Guess? Inc CommonStock
 USD0.01                        COM     401617105        1585284     64,600              64,600      2       64,600
Guess? Inc CommonStock
 USD0.01                        COM     401617105    16562806.74    674,931             674,931      3      674,931
Gyrodyne Co America REIT
 USD1                           COM     403820103         396330      5,500               5,500      3        5,500
Hackett Group Com.Stk
 USD0.001                       COM     404609109          47080     11,000              11,000      2       11,000
Hackett Group Com.Stk
 USD0.001                       COM     404609109          41088      9,600               9,600      3        9,600
Haemonetics Corp CmStk
 USD0.01                        COM     405024100       22363984    547,600             547,600      1      547,600
Haemonetics Corp CmStk
 USD0.01                        COM     405024100          57176      1,400               1,400      3        1,400
Halliburton Co Com Stk
 USD2.50                        COM     406216101     1760066.53     50,737              50,737      2       50,737
Halliburton Co Com Stk
 USD2.50                        COM     406216101    17095613.59    492,811             492,811      3      492,811
Halliburton Co Com Stk
 USD2.50                        COM     406216101        1255778     36,200              36,200      5       36,200
Hanesbrands Inc ComStk
 USD0.01                        COM     410345102       16881966    471,300             471,300      1      471,300
Hanesbrands Inc ComStk
 USD0.01                        COM     410345102         1432.8         40                  40      7           40
Hanmi Fin Corp ComStk
 USD0.001                       COM     410495204         103284      7,600               7,600      2        7,600
Hanmi Fin Corp ComStk
 USD0.001                       COM     410495204         400905     29,500              29,500      3       29,500
Harman IntIndInc Cm Sk
 USD0.01                        COM     413086109       43287408    969,700             969,700      1      969,700
Harman IntIndInc Cm Sk
 USD0.01                        COM     413086109         339264      7,600               7,600      2        7,600
Harman IntIndInc Cm Sk
 USD0.01                        COM     413086109        1075824     24,100              24,100      3       24,100
Harris Corp.Com.USD1            COM     413875105     3352144.32     68,467              68,467      2       68,467
Harris Corp.Com.USD1            COM     413875105    38921829.12    794,972             794,972      3      794,972
HarrisTeeterSupermkt
 CmStk NPV                      COM     414585109       12007584    311,400             311,400      1      311,400
HartfordFinancialServCmStkUSD1  COM     416515104         857208     38,200              38,200      2       38,200
HartfordFinancialServCmStkUSD1  COM     416515104    10102757.28    450,212             450,212      3      450,212
Harvard Bioscience CS
 USD0.01                        COM     416906105           3504        800                 800      3          800
Hasbro Inc. Com Stk
 USD0.50                        COM     418056107         495420     13,800              13,800      2       13,800
Hasbro Inc. Com Stk
 USD0.50                        COM     418056107        5399360    150,400             150,400      3      150,400
Hatteras Fin Cp REIT
 USD0.001                       COM     41902R103         287796     11,600              11,600      2       11,600
Hatteras Fin Cp REIT
 USD0.001                       COM     41902R103        1471233     59,300              59,300      3       59,300
HawaiianHldgsInc CmStk
 USD0.01                        COM     419879101       10475208  1,594,400           1,594,400      1    1,594,400
HawaiianHldgsInc CmStk
 USD0.01                        COM     419879101         521001     79,300              79,300      2       79,300
HawaiianHldgsInc CmStk
 USD0.01                        COM     419879101        6545691    996,300             996,300      3      996,300
Hawkins Inc Com Stk
 USD0.05                        COM     420261109           7728        200                 200      2          200
Hawkins Inc Com Stk
 USD0.05                        COM     420261109         127512      3,300               3,300      3        3,300
Haynes Intl Inc
 ComStkUSD0.001                 COM     420877201         736554     14,200              14,200      3       14,200
HCA HOLDINGS INC
 ComStkUSD0.01                  COM     40412C101      442050.84     14,652              14,652      3       14,652
HCC Insurance Hldg
 ComStk USD1                    COM     404132102    23087874.75    620,475             620,475      1      620,475
HCC Insurance Hldg
 ComStk USD1                    COM     404132102        2020503     54,300              54,300      2       54,300
HCC Insurance Hldg
 ComStk USD1                    COM     404132102    23846475.02    640,862             640,862      3      640,862
HCP Incorporated REIT
 USD1                           COM     40414L109          40644        900                 900      2          900
HCP Incorporated REIT
 USD1                           COM     40414L109       15259564    337,900             337,900      3      337,900
HDFC Bank ADR(Each Rep 3
 Ord)                           COM     40415F101       21858496    536,800             536,800      2      536,800
HDFC Bank ADR(Each Rep 3
 Ord)                           COM     40415F101    94547808.72  2,321,901           2,321,901      3    2,321,901
HDFC Bank ADR(Each Rep 3
 Ord)                           COM     40415F101      1138531.2     27,960              27,960      4       27,960
HDFC Bank ADR(Each Rep 3
 Ord)                           COM     40415F101         342048      8,400               8,400      6        8,400
Health Care REIT
 IncComStkUSD1                  COM     42217K106       17933454    292,600             292,600      1      292,600
Health Care REIT
 IncComStkUSD1                  COM     42217K106       22211496    362,400             362,400      3      362,400
Healthcare Serv.
 ComStkUSD0.01                  COM     421906108        7765789    334,300             334,300      1      334,300
Healthcare Serv.
 ComStkUSD0.01                  COM     421906108          48783      2,100               2,100      2        2,100
Healthcare Serv.
 ComStkUSD0.01                  COM     421906108     2437245.14    104,918             104,918      3      104,918
HealthManage.ClsAComStkUSD0.01  COM     421933102          25164      2,700               2,700      2        2,700
Healthsouth Corp
 ComStkUSD0.01                  COM     421924309       20354262    964,200             964,200      1      964,200
Heartland
 ExpressComStkUSD0.01           COM     422347104          13070      1,000               1,000      2        1,000
Heinz(H.J.)Co.Common
 USD0.25                        COM     423074103       453653.2      7,865               7,865      2        7,865
Heinz(H.J.)Co.Common
 USD0.25                        COM     423074103     1455151.04     25,228              25,228      3       25,228
HelixEnergySol.Grp Com
 Stk NPV                        COM     42330P107       13849440    671,000             671,000      1      671,000
HelixEnergySol.Grp Com
 Stk NPV                        COM     42330P107         218784     10,600              10,600      2       10,600
HelixEnergySol.Grp Com
 Stk NPV                        COM     42330P107        2057808     99,700              99,700      3       99,700
Helmerich &
 PayneComStkUSD0.10             COM     423452101        2302011     41,100              41,100      2       41,100
Helmerich &
 PayneComStkUSD0.10             COM     423452101    20645061.96    368,596             368,596      3      368,596
Henry Schein Inc Com Stk
 NPV                            COM     806407102    27034067.62    336,161             336,161      1      336,161
Henry Schein Inc Com Stk
 NPV                            COM     806407102         120630      1,500               1,500      3        1,500
Henry(Jack)&Ass.ComStk;
 USD0.01                        COM     426281101         706680     18,000              18,000      2       18,000
Henry(Jack)&Ass.ComStk;
 USD0.01                        COM     426281101        5841888    148,800             148,800      3      148,800
Herbalife Limited
 USD0.002                       COM     G4412G101        3643164    110,600             110,600      2      110,600
Herbalife Limited
 USD0.002                       COM     G4412G101    41883144.12  1,271,498           1,271,498      3    1,271,498
Hershey Company
 CommonStk USD1                 COM     427866108         274436      3,800               3,800      2        3,800
Hershey Company
 CommonStk USD1                 COM     427866108         881084     12,200              12,200      3       12,200
Hess Corporation Com Stk
 USD1                           COM     42809H107         423.68          8                   8      3            8
Hewlett-Packard ComStk
 USD0.01                        COM     428236103     2122295.25    148,933             148,933      2      148,933
Hewlett-Packard ComStk
 USD0.01                        COM     428236103    112922742.8  7,924,403           7,924,403      3    7,924,403
Hewlett-Packard ComStk
 USD0.01                        COM     428236103          41325      2,900               2,900      7        2,900
Hexcel Corp Common Stk
 USD0.01                        COM     428291108    39819138.16  1,476,971           1,476,971      1    1,476,971
Hexcel Corp Common Stk
 USD0.01                        COM     428291108          16176        600                 600      2          600
Hexcel Corp Common Stk
 USD0.01                        COM     428291108     4990242.08    185,098             185,098      3      185,098
HFF Inc Cls A Com Stk
 USD0.01                        COM     40418F108       11473000    770,000             770,000      1      770,000
hhgregg Inc Com Stk
 USD0.0001                      COM     42833L108         317304     45,200              45,200      2       45,200
hhgregg Inc Com Stk
 USD0.0001                      COM     42833L108     4284046.26    610,263             610,263      3      610,263
HickoryTech Corp Com Stk
 NPV                            COM     429060106          14595      1,500               1,500      2        1,500
HickoryTech Corp Com Stk
 NPV                            COM     429060106        18195.1      1,870               1,870      3        1,870
Higher One Hldgs CS
 USD0.001                       COM     42983D104          72726      6,900               6,900      2        6,900
Higher One Hldgs CS
 USD0.001                       COM     42983D104          62186      5,900               5,900      3        5,900
HighwoodsPropert. REIT
 USD0.01                        COM     431284108       16688205    498,900             498,900      3      498,900
Hillenbrand Inc Common
 Stk NPV                        COM     431571108        7298508    322,800             322,800      1      322,800
Hillenbrand Inc Common
 Stk NPV                        COM     431571108         244188     10,800              10,800      2       10,800
Hillenbrand Inc Common
 Stk NPV                        COM     431571108     2431117.64    107,524             107,524      3      107,524
Hill-Rom Hldgs Inc Com
 Stk NPV                        COM     431475102         433200     15,200              15,200      2       15,200
Hill-Rom Hldgs Inc Com
 Stk NPV                        COM     431475102        3112200    109,200             109,200      3      109,200
Hillshire Brands
 ComStkUSD0.01                  COM     432589109        1772.82         63                  63      7           63
HimaxTechno.ADR(EchRep1OrdNPV)  COM     43289P106         200400     83,500              83,500      2       83,500
HimaxTechno.ADR(EchRep1OrdNPV)  COM     43289P106          66000     27,500              27,500      3       27,500
HI-TECH PHARMACAL CO INC        COM     42840B101         517704     14,800              14,800      2       14,800
HI-TECH PHARMACAL CO INC        COM     42840B101      7705919.1    220,295             220,295      3      220,295
HittiteMicrowave CmStk
 USD0.01                        COM     43365Y104     8703108.22    140,237             140,237      1      140,237
HMS Hldgs Corp Com Stk
 USD0.01                        COM     40425J101    10964367.36    423,008             423,008      1      423,008
HollyfrontierCorpComStkUSD0.01  COM     436106108        6032880    129,600             129,600      2      129,600
HollyfrontierCorpComStkUSD0.01  COM     436106108     67551870.4  1,451,168           1,451,168      3    1,451,168
HollysysAutoTechLtdUSD0.0001    COM     G45667105       36830480  3,100,000           3,100,000      4    3,100,000
HollysysAutoTechLtdUSD0.0001    COM     G45667105     4791526.64    403,300             403,300      6      403,300
Home Depot Common
 USD0.05                        COM     437076102     39131876.5    632,690             632,690      1      632,690
Home Depot Common
 USD0.05                        COM     437076102     6068660.15     98,119              98,119      2       98,119
Home Depot Common
 USD0.05                        COM     437076102     75524045.4  1,221,084           1,221,084      3    1,221,084
Home Depot Common
 USD0.05                        COM     437076102     2556569.75     41,335              41,335      4       41,335
Home Depot Common
 USD0.05                        COM     437076102        1744170     28,200              28,200      5       28,200
Home Depot Common
 USD0.05                        COM     437076102       523745.8      8,468               8,468      7        8,468
Home
 Inns^HotelsADR(Rp2OrdShs)      COM     43713W107        4970800    172,000             172,000      1      172,000
Home
 Inns^HotelsADR(Rp2OrdShs)      COM     43713W107        6779940    234,600             234,600      4      234,600
HomeInnsHTL Mgt
 CONB2%15/12/15                 COM     43713WAB3      619136744  7,127,000           7,127,000      6    7,127,000
Homeowners Choice Comm
 Stk NPV                        COM     43741E103         446985     21,500              21,500      2       21,500
Homeowners Choice Comm
 Stk NPV                        COM     43741E103     5572094.22    268,018             268,018      3      268,018
HondaMotorADR(ConvInto1OrdNPV)  COM     438128308       24528.16        664                 664      3          664
Honeywell Intl Inc
 ComStk USD1                    COM     438516106     1135541.77     17,891              17,891      2       17,891
Honeywell Intl Inc
 ComStk USD1                    COM     438516106     6850444.04    107,932             107,932      3      107,932
HoraceMannEducat.
 CmSkUSD0.001                   COM     440327104        1055884     52,900              52,900      2       52,900
HoraceMannEducat.
 CmSkUSD0.001                   COM     440327104    17605698.04    882,049             882,049      3      882,049
Hormel Foods Com Stk
 USD0.0586                      COM     440452100     5106767.46    163,626             163,626      2      163,626
Hormel Foods Com Stk
 USD0.0586                      COM     440452100       41865094  1,341,400           1,341,400      3    1,341,400
HospiraInc CommonStock
 USD0.01                        COM     441060100       18337.88        587                 587      7          587
HospitalityProTst REIT
 USD0.01                        COM     44106M102     7534167.16    321,698             321,698      3      321,698
HSBCHldgs
 SpnADR(EchRp5USD0.5)           COM     404280406       20962.65        395                 395      3          395
HSBCHldgs
 SpnADR(EchRp5USD0.5)           COM     404280406       12471.45        235                 235      7          235
HSN Inc Common Stock
 USD0.01                        COM     404303109          22032        400                 400      2          400
Hubbell
 IncCls'B'ComStkUSD0.01         COM     443510201        3469830     41,000              41,000      2       41,000
Hubbell
 IncCls'B'ComStkUSD0.01         COM     443510201       37888851    447,700             447,700      3      447,700
HudBay Minerals Inc Com
 NPV                            COM     443628102    679270.8647     67,500              67,500      2       67,500
HudBay Minerals Inc Com
 NPV                            COM     443628102    6467664.959    642,700             642,700      3      642,700
Hudson Valley Hldg CS
 USD0.20                        COM     444172100          79407      5,100               5,100      3        5,100
HudsonPacificProp REIT
 USD0.01                        COM     444097109     8185727.16    388,686             388,686      1      388,686
Humana Inc Com Stk
 USD0.166                       COM     444859102        2278516     33,200              33,200      2       33,200
Humana Inc Com Stk
 USD0.166                       COM     444859102    33087140.67    482,109             482,109      3      482,109
Huntington
 BancsharesComStkNPV            COM     446150104       18049833  2,824,700           2,824,700      1    2,824,700
Huntington
 BancsharesComStkNPV            COM     446150104        1223685    191,500             191,500      2      191,500
Huntington
 BancsharesComStkNPV            COM     446150104    20876717.88  3,267,092           3,267,092      3    3,267,092
Huntington Ingalls CS
 USD0.01                        COM     446413106      1415484.4     32,660              32,660      3       32,660
Huntsman Corp Com Stk
 USD0.01                        COM     447011107          33390      2,100               2,100      3        2,100
HyattHotelsCorpA
 ComStkUSD0.01                  COM     448579102      428319.85     11,105              11,105      3       11,105
Hyster-YaleMaterialsACSUSD0.01  COM     449172105         244000      5,000               5,000      2        5,000
Hyster-YaleMaterialsACSUSD0.01  COM     449172105      2395689.6     49,092              49,092      3       49,092
IAM Gold Corp Com Stk
 NPV                            COM     450913108    2453705.936    214,500             214,500      2      214,500
IAM Gold Corp Com Stk
 NPV                            COM     450913108    21307787.88  1,862,701           1,862,701      3    1,862,701
Icahn Enterprises LP NPV        COM     451100101        51181.5      1,145               1,145      3        1,145
ICICI Bk Spon
 ADR(Rp2OrdINR10)               COM     45104G104    28792325.03    660,223             660,223      2      660,223
ICICI Bk Spon
 ADR(Rp2OrdINR10)               COM     45104G104    112394919.1  2,577,274           2,577,274      3    2,577,274
Iconix Brand Grp
 CmStkUSD0.001                  COM     451055107         234360     10,500              10,500      2       10,500
Iconix Brand Grp
 CmStkUSD0.001                  COM     451055107     3344138.64    149,827             149,827      3      149,827
ICU Medical ComStk
 USD0.10                        COM     44930G107         481347      7,900               7,900      2        7,900
ICU Medical ComStk
 USD0.10                        COM     44930G107     4915954.26     80,682              80,682      3       80,682
IDACORP Inc Common Stock
 NPV                            COM     451107106       40688310    938,600             938,600      1      938,600
Idex Corp Common Stock
 USD0.01                        COM     45167R104    67228219.08  1,444,836           1,444,836      1    1,444,836
Idex Corp Common Stock
 USD0.01                        COM     45167R104          41877        900                 900      2          900
Ignite Rest Grp ComStk
 USD0.01                        COM     451730105       15926300  1,225,100           1,225,100      1    1,225,100
Illinois Tool Works
 Common NPV                     COM     452308109     3865326.84     63,564              63,564      2       63,564
Illinois Tool Works
 Common NPV                     COM     452308109    16675135.77    274,217             274,217      3      274,217
Illinois Tool Works
 Common NPV                     COM     452308109     4835672.01     79,521              79,521      7       79,521
Imperial Oil Common NPV         COM     453038408     1639420.97     38,202              38,202      3       38,202
Infinity Prop.&Cas.;
 ComStk NPV                     COM     45665Q103        3610880     62,000              62,000      1       62,000
InfosysLtd
 SponADR(Rp1OrdINR5)            COM     456788108        9619020    227,400             227,400      2      227,400
InfosysLtd
 SponADR(Rp1OrdINR5)            COM     456788108     27237054.6    643,902             643,902      3      643,902
InfosysLtd
 SponADR(Rp1OrdINR5)            COM     456788108         633654     14,980              14,980      4       14,980
ING
 GroepSpADR(Rep1OrdEUR0.24)     COM     456837103       15383.29      1,621               1,621      3        1,621
Ingles
 Markets'A'ComStkUSD0.05        COM     457030104          32794      1,900               1,900      2        1,900
Ingles
 Markets'A'ComStkUSD0.05        COM     457030104     1967570.96    113,996             113,996      3      113,996
Ingram
 MicroCls'A'CmStkUSD0.01        COM     457153104         697104     41,200              41,200      2       41,200
Ingram
 MicroCls'A'CmStkUSD0.01        COM     457153104        8011620    473,500             473,500      3      473,500
Ingredion Inc
 CommStockUSD0.01               COM     457187102         289935      4,500               4,500      3        4,500
InnophosHldgsIncComStkUSD0.001  COM     45774N108       27328050    587,700             587,700      1      587,700
InnophosHldgsIncComStkUSD0.001  COM     45774N108         199950      4,300               4,300      2        4,300
InnophosHldgsIncComStkUSD0.001  COM     45774N108         971850     20,900              20,900      3       20,900
Innospec Inc Com.Stock
 USD0.01                        COM     45768S105         131062      3,800               3,800      2        3,800
Innospec Inc Com.Stock
 USD0.01                        COM     45768S105        1141619     33,100              33,100      3       33,100
Insperity Inc ComStock
 USD0.01                        COM     45778Q107         153032      4,700               4,700      2        4,700
Insperity Inc ComStock
 USD0.01                        COM     45778Q107         156288      4,800               4,800      3        4,800
IntegratedDevTechComStUSD0.001  COM     458118106       38662260  5,296,200           5,296,200      1    5,296,200
IntegratedSil.
 ComStkUSD0.0001                COM     45812P107         201600     22,400              22,400      2       22,400
IntegratedSil.
 ComStkUSD0.0001                COM     45812P107        2861163    317,907             317,907      3      317,907
Intel Cp.Common Stk
 USD0.001                       COM     458140100    18970131.94    919,987             919,987      2      919,987
Intel Cp.Common Stk
 USD0.001                       COM     458140100    184860877.5  8,965,125           8,965,125      3    8,965,125
Intel Cp.Common Stk
 USD0.001                       COM     458140100     6920876.18    335,639             335,639      7      335,639
Inter.BrksGrp 'A'CmStk
 USD0.01                        COM     45841N107      425444.89     31,100              31,100      2       31,100
Inter.BrksGrp 'A'CmStk
 USD0.01                        COM     45841N107    4364613.135    319,053             319,053      3      319,053
IntercntlExchange
 CmStkUSD0.01                   COM     45865V100          37143        300                 300      2          300
IntercntlExchange
 CmStkUSD0.01                   COM     45865V100        3640014     29,400              29,400      3       29,400
InterDigital Inc.CmStk
 USD0.01                        COM     45867G101         632786     15,400              15,400      2       15,400
InterDigital Inc.CmStk
 USD0.01                        COM     45867G101        6323751    153,900             153,900      3      153,900
InterParfumsIncComStk
 USD0.001                       COM     458334109        1585990     81,500              81,500      1       81,500
IntersectionsInc CmStk
 USD0.01                        COM     460981301         316632     33,400              33,400      2       33,400
IntersectionsInc CmStk
 USD0.01                        COM     460981301     3408600.36    359,557             359,557      3      359,557
Intervest Bancshs Com
 Stk USD1                       COM     460927106           3501        900                 900      3          900
Intl Bancshares Cp
 ComStk USD1                    COM     459044103         155574      8,600               8,600      2        8,600
Intl Bancshares Cp
 ComStk USD1                    COM     459044103        3147660    174,000             174,000      3      174,000
Intl Shipholding Cp
 ComStkUSD1                     COM     460321201     1520576.64     92,268              92,268      3       92,268
Intl.BusinessMachComStkUSD0.20  COM     459200101    49038907.05    256,011             256,011      1      256,011
Intl.BusinessMachComStkUSD0.20  COM     459200101    16850461.95     87,969              87,969      2       87,969
Intl.BusinessMachComStkUSD0.20  COM     459200101    128936902.2    673,124             673,124      3      673,124
Intl.BusinessMachComStkUSD0.20  COM     459200101      3629872.5     18,950              18,950      4       18,950
Intl.BusinessMachComStkUSD0.20  COM     459200101      290198.25      1,515               1,515      7        1,515
Intl.Paper Co.Com.USD1          COM     460146103        1091616     27,400              27,400      2       27,400
Intl.Paper Co.Com.USD1          COM     460146103    13138395.36    329,779             329,779      3      329,779
Intuit Inc Com Stock
 USD0.01                        COM     461202103         297377      5,000               5,000      2        5,000
Intuit Inc Com Stock
 USD0.01                        COM     461202103     1094347.36     18,400              18,400      3       18,400
IntuitiveSurg. ComStk
 USD0.001                       COM     46120E602          98074        200                 200      2          200
IntuitiveSurg. ComStk
 USD0.001                       COM     46120E602      479091.49        977                 977      3          977
Invesco Mortgage
 ComStkUSD0.01                  COM     46131B100         234549     11,900              11,900      2       11,900
Invesco Mortgage
 ComStkUSD0.01                  COM     46131B100        1391526     70,600              70,600      3       70,600
Iridium Commun CS
 USD0.001                       COM     46269C102         145824     21,700              21,700      2       21,700
Iridium Commun CS
 USD0.001                       COM     46269C102         699552    104,100             104,100      3      104,100
ISHARES DJ US HOME
 CONSTRUCT                      COM     464288752      3553081.4    167,915             167,915      7      167,915
Ishares FTSE China 25
 Index Fd                       COM     464287184        30337.5        750                 750      7          750
iShares iBoxx $
 InvGradeCpBdFd                 COM     464287242    541603144.7  4,476,429           4,476,429      3    4,476,429
iShares iBoxx $
 InvGradeCpBdFd                 COM     464287242     3846151.11     31,789              31,789      6       31,789
Ishares Inc MSCI Brazil
 Idx Fd                         COM     464286400     4583835.48     81,942              81,942      2       81,942
Ishares Inc MSCI Brazil
 Idx Fd                         COM     464286400      1480172.4     26,460              26,460      3       26,460
Ishares Inc MSCI
 HongKongIdxFd                  COM     464286871      1986568.9    102,295             102,295      3      102,295
Ishares MSCI Canada Idx
 Fd ETF                         COM     464286509      1313301.2     46,243              46,243      3       46,243
Ishares MSCI
 MalaysiaFreeIdxFd              COM     464286830       767544.9     50,730              50,730      4       50,730
Ishares MSCI Taiwan
 Index Fd                       COM     464286731      1264480.8     92,840              92,840      3       92,840
iShares MSCIPoland
 InvMktIdxFd                    COM     46429B606      2006014.5     67,725              67,725      3       67,725
ISHARES S^P CONSUMER
 STAPLES                        COM     464288737      180467.13      2,451               2,451      7        2,451
ISHARES S^P GLOBAL
 INFRASTR                       COM     464288372       466015.5     13,050              13,050      7       13,050
ISHARES S^P NA TEC SEC
 IND F                          COM     464287549       15377507    227,950             227,950      4      227,950
Ishares Trust Core S^P
 500 ETF                        COM     464287200    289836456.4  2,024,846           2,024,846      2    2,024,846
Ishares Trust Core S^P
 500 ETF                        COM     464287200    123100256.9    859,999             859,999      3      859,999
Ishares Trust Core S^P
 500 ETF                        COM     464287200      1611756.4     11,260              11,260      7       11,260
iShares Trust JPM USD EM
 Bd Fd                          COM     464288281     8832653.07     71,933              71,933      2       71,933
Ishares Tst Comex Gold
 ETF USD                        COM     464285105    151765088.5  9,322,638           9,322,638      2    9,322,638
Ishares Tst Comex Gold
 ETF USD                        COM     464285105    31902559.87  1,959,713           1,959,713      3    1,959,713
Ishares Tst
 RussellMidcapIdxFd             COM     464287499        2126280     18,800              18,800      1       18,800
iShares Tst S^P Glb 100
 Idx Fd                         COM     464287572          70356      1,100               1,100      7        1,100
IsharesMSCI
 PacificExJpnIdxETF             COM     464286665        23098.6        490                 490      7          490
IsharesMSCI
 ThailandInvestable             COM     464286624       44627.09        541                 541      4          541
IsharesTst Core S^P
 Mid-capETF                     COM     464287507         539010      5,300               5,300      7        5,300
IsharesTst
 Russell2000IdxFdETF            COM     464287655    23775343.02    281,973             281,973      1      281,973
IsharesTstMSCIEmgMktsIndexFund  COM     464287234        2224596     50,160              50,160      2       50,160
IsharesTstMSCIEmgMktsIndexFund  COM     464287234     15811395.9    356,514             356,514      3      356,514
IsharesTstMSCIEmgMktsIndexFund  COM     464287234      263217.25      5,935               5,935      7        5,935
IsharesTstS^PGlobalEnSectIdxFd  COM     464287341          38250      1,000               1,000      7        1,000
iShs Tst DJ US Real Est
 Idx Fd                         COM     464287739    47992965.07    742,121             742,121      2      742,121
iShs Tst S^P
 IndiaNifty50IdxFd              COM     464289529        1218099     48,900              48,900      3       48,900
iShsCoreTotalUS Bond
 MarketETF                      COM     464287226    13702495.56    123,357             123,357      2      123,357
iShsFTSENAREIT
 MtgPlusCpdIdxFd                COM     464288539      241726.61     17,683              17,683      3       17,683
iShsMSCI AllCountryAsia
 ex-Jap                         COM     464288182      496082.44      8,197               8,197      3        8,197
Itau Unibanco ADR
 (Rep1PrefSh)                   COM     465562106    73700176.72  4,477,532           4,477,532      2    4,477,532
Itau Unibanco ADR
 (Rep1PrefSh)                   COM     465562106    409019461.5 24,849,299          24,849,299      3   24,849,299
ITT Educat.Svs Com Stk
 USD0.01                        COM     45068B109         424095     24,500              24,500      2       24,500
ITT Educat.Svs Com Stk
 USD0.01                        COM     45068B109     5186872.26    299,646             299,646      3      299,646
IturanLocationCntrl
 ILS0.33333                     COM     M6158M104    27743.04106      2,071               2,071      2        2,071
IturanLocationCntrl
 ILS0.33333                     COM     M6158M104    56718.51079      4,234               4,234      3        4,234
IXYS Corp Common Stock
 USD0.01                        COM     46600W106         191940     21,000              21,000      2       21,000
IXYS Corp Common Stock
 USD0.01                        COM     46600W106        1101370    120,500             120,500      3      120,500
J^J Snack Foods Corp
 CmStk NPV                      COM     466032109      236367.47      3,700               3,700      3        3,700
J2 Global Inc Com Stk
 USD0.01                        COM     48123V102        2417400     79,000              79,000      2       79,000
J2 Global Inc Com Stk
 USD0.01                        COM     48123V102     30065601.6    982,536             982,536      3      982,536
Jabil Circuit Com Stk
 USD0.001                       COM     466313103         187113      9,700               9,700      2        9,700
Jabil Circuit Com Stk
 USD0.001                       COM     466313103        3159702    163,800             163,800      3      163,800
Jack in the Box ComStk
 USD0.01                        COM     466367109     15462475.6    540,646             540,646      1      540,646
James River Coal
 ComStkUSD0.01                  COM     470355207      236827.38     73,778              73,778      3       73,778
Jazz Pharmaceuticals
 USD0.0001                      COM     G50871105       10650.02        200                 200      2          200
Jazz Pharmaceuticals
 USD0.0001                      COM     G50871105     1815828.41     34,100              34,100      3       34,100
JB Hunt Transp.Com Stk
 USD0.01                        COM     445658107         203014      3,400               3,400      3        3,400
JDS Uniphase ComStock
 USD0.001                       COM     46612J507       24205500  1,793,000           1,793,000      1    1,793,000
JefferiesGroup
 COMstkUSD0.0001                COM     472319102         116991      6,300               6,300      2        6,300
JefferiesGroup
 COMstkUSD0.0001                COM     472319102          83565      4,500               4,500      3        4,500
JetBlue Airways ComStk
 USD0.01                        COM     477143101         176748     30,900              30,900      3       30,900
Johnson and Johnson
 Com.USD1                       COM     478160104     17270607.1    246,371             246,371      2      246,371
Johnson and Johnson
 Com.USD1                       COM     478160104    130870320.9  1,866,909           1,866,909      3    1,866,909
Johnson and Johnson
 Com.USD1                       COM     478160104      6971515.1     99,451              99,451      7       99,451
JohnsonControlsCmStkUSD0.01388  COM     478366107          33737      1,100               1,100      2        1,100
JohnsonControlsCmStkUSD0.01388  COM     478366107       41925.89      1,367               1,367      3        1,367
Jones Grp Inc Com Stk
 USD0.01                        COM     48020T101          59724      5,400               5,400      3        5,400
JosABankClothiersComStkUSD0.01  COM     480838101         336382      7,900               7,900      2        7,900
JosABankClothiersComStkUSD0.01  COM     480838101      7208155.3    169,285             169,285      3      169,285
Joy Global Inc Common
 Stk USD1                       COM     481165108        2257812     35,400              35,400      2       35,400
Joy Global Inc Common
 Stk USD1                       COM     481165108       21277008    333,600             333,600      3      333,600
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100     45080990.6  1,025,288           1,025,288      1    1,025,288
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100    20278065.26    461,189             461,189      2      461,189
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100    253060549.6  5,755,418           5,755,418      3    5,755,418
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100    3786794.768     86,124              86,124      4       86,124
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100     3337254.69     75,900              75,900      5       75,900
JPMorganChaseNCo
 CommonStkUSD1                  COM     46625H100    3453640.898     78,547              78,547      7       78,547
JuniperNetworkComStkUSD0.00001  COM     48203R104    25295305.28  1,285,984           1,285,984      1    1,285,984
JuniperNetworkComStkUSD0.00001  COM     48203R104      204390.97     10,391              10,391      3       10,391
JuniperNetworkComStkUSD0.00001  COM     48203R104      1277566.5     64,950              64,950      4       64,950
Kadant Inc Common
 StockUSD0.01                   COM     48282T104         111342      4,200               4,200      2        4,200
Kadant Inc Common
 StockUSD0.01                   COM     48282T104        1017984     38,400              38,400      3       38,400
Kaiser Aluminum ComStk
 USD0.01                        COM     483007704       15243599    247,100             247,100      1      247,100
KansasCitySouth.
 ComStkUSD0.01                  COM     485170302     13230327.8    158,485             158,485      1      158,485
KapStone Paper
 ComStkUSD0.0001                COM     48562P103        8742860    394,000             394,000      1      394,000
KapStone Paper
 ComStkUSD0.0001                COM     48562P103         330631     14,900              14,900      2       14,900
KapStone Paper
 ComStkUSD0.0001                COM     48562P103      6746203.8    304,020             304,020      3      304,020
KB Fin.Grp
 ADR(Rep1OrdKRW5000)            COM     48241A105         180577      5,030               5,030      4        5,030
KBW Inc Common Stock
 USD0.01                        COM     482423100      9285921.9    606,923             606,923      1      606,923
Kellogg Co Common
 USD0.25                        COM     487836108       185980.5      3,330               3,330      7        3,330
Kemet Corp Common
 StockUSD0.01                   COM     488360207         148888     29,600              29,600      3       29,600
Kennametal Inc Cap Stk
 USD1.25                        COM     489170100       12176000    304,400             304,400      1      304,400
Kennametal Inc Cap Stk
 USD1.25                        COM     489170100          40000      1,000               1,000      2        1,000
Kennametal Inc Cap Stk
 USD1.25                        COM     489170100        2236000     55,900              55,900      3       55,900
Key Energy Ser.Com Stk
 USD0.10                        COM     492914106         289815     41,700              41,700      3       41,700
Keycorp Common Stk USD1         COM     493267108    20905773.82  2,482,871           2,482,871      1    2,482,871
Keycorp Common Stk USD1         COM     493267108        4941698    586,900             586,900      2      586,900
Keycorp Common Stk USD1         COM     493267108     53411470.1  6,343,405           6,343,405      3    6,343,405
Keycorp Common Stk USD1         COM     493267108       986487.2    117,160             117,160      4      117,160
Kilroy RealtyCorp REIT
 USD0.01                        COM     49427F108       19165902    404,600             404,600      3      404,600
Kimberly-Clark Common
 USD1.25                        COM     494368103     4604643.34     54,538              54,538      2       54,538
Kimberly-Clark Common
 USD1.25                        COM     494368103    57057540.71    675,797             675,797      3      675,797
Kimberly-Clark Common
 USD1.25                        COM     494368103         624782      7,400               7,400      7        7,400
Kimco Realty Corp REIT
 USD0.01                        COM     49446R109       13479564    697,700             697,700      3      697,700
Kindred Health Com Stk
 USD0.25                        COM     494580103           1082        100                 100      3          100
Kinross Gold ComNPV (US
 List.)                         COM     496902404     7464026.88    767,904             767,904      3      767,904
Kirklands Inc Common
 Stock NPV                      COM     497498105          13767      1,300               1,300      3        1,300
KLA-TencorCorp ComStk
 USD0.001                       COM     482480100        4021392     84,200              84,200      2       84,200
KLA-TencorCorp ComStk
 USD0.001                       COM     482480100    50396304.24  1,055,199           1,055,199      3    1,055,199
KnightCapital
 'A'ComStkUSD0.01               COM     499005106           4563      1,300               1,300      3        1,300
Knoll Inc Common Stock
 USD0.01                        COM     498904200         142848      9,300               9,300      2        9,300
Knoll Inc Common Stock
 USD0.01                        COM     498904200         121344      7,900               7,900      3        7,900
Kohls Corp Com Stk
 USD0.01                        COM     500255104        1001434     23,300              23,300      2       23,300
Kohls Corp Com Stk
 USD0.01                        COM     500255104    24774832.46    576,427             576,427      3      576,427
Kraft Foods Group ComStk
 NPV                            COM     50076Q106    31126397.56    684,548             684,548      1      684,548
Kraft Foods Group ComStk
 NPV                            COM     50076Q106     1322949.65     29,095              29,095      2       29,095
Kraft Foods Group ComStk
 NPV                            COM     50076Q106    12298907.48    270,484             270,484      3      270,484
Kraft Foods Group ComStk
 NPV                            COM     50076Q106     1493644.03     32,849              32,849      4       32,849
Kraft Foods Group ComStk
 NPV                            COM     50076Q106      431555.77      9,491               9,491      7        9,491
Kronos Worldwide
 ComStkUSD0.01                  COM     50105F105        1593150     81,700              81,700      2       81,700
Kronos Worldwide
 ComStkUSD0.01                  COM     50105F105     18143677.5    930,445             930,445      3      930,445
KT Corp
 ADR(Repr1/2OrdKRW5000)         COM     48268K101         220968     13,200              13,200      3       13,200
Kulicke & Soffa Com NPV         COM     501242101        1182214     98,600              98,600      2       98,600
Kulicke & Soffa Com NPV         COM     501242101    14171916.22  1,181,978           1,181,978      3    1,181,978
L-3CommunicationsComStkUSD0.01  COM     502424104        1754598     22,900              22,900      2       22,900
L-3CommunicationsComStkUSD0.01  COM     502424104    37165833.54    485,067             485,067      3      485,067
Laborat.Cp
 ofAmerComStkUSD0.01            COM     50540R409        8428126     97,300              97,300      2       97,300
Laborat.Cp
 ofAmerComStkUSD0.01            COM     50540R409       75662570    873,500             873,500      3      873,500
Lakeland Fin Corp Com
 Stk NPV                        COM     511656100        8519448    329,700             329,700      1      329,700
Lakeland Fin Corp Com
 Stk NPV                        COM     511656100          18088        700                 700      2          700
Lakeland Fin Corp Com
 Stk NPV                        COM     511656100         228684      8,850               8,850      3        8,850
LamarAdvert.ClsAComStkUSD0.001  COM     512815101       19630750    506,600             506,600      1      506,600
Lancaster Colony
 CommStock NPV                  COM     513847103         837199     12,100              12,100      2       12,100
Lancaster Colony
 CommStock NPV                  COM     513847103        6891324     99,600              99,600      3       99,600
LandauerInc
 CommonStockUSD0.10             COM     51476K103         612100     10,000              10,000      3       10,000
Landstar Common Stock
 NPV                            COM     515098101         823622     15,700              15,700      2       15,700
Landstar Common Stock
 NPV                            COM     515098101        6846030    130,500             130,500      3      130,500
Laredo Petroleum
 ComStkUSD0.01                  COM     516806106    22442473.04  1,235,819           1,235,819      1    1,235,819
LaSalleHotel Prop.REIT
 USD0.01                        COM     517942108     6822496.12    268,708             268,708      1      268,708
LatamAirlines
 SponADR(Rep1Ord)               COM     51817R106    10475647.72    444,637             444,637      3      444,637
LeapfrogEnterp.ComStkUSD0.0001  COM     52186N106          88889     10,300              10,300      2       10,300
LeapfrogEnterp.ComStkUSD0.0001  COM     52186N106         378857     43,900              43,900      3       43,900
LEAR CORP ComStkUSD0.01         COM     521865204         154572      3,300               3,300      2        3,300
LEAR CORP ComStkUSD0.01         COM     521865204         163940      3,500               3,500      3        3,500
Lexicon Pharm.Com Stk
 USD0.001                       COM     528872104        8032466  3,634,600           3,634,600      1    3,634,600
LexmarkInt'lGrp.
 ComStkUSD0.01                  COM     529771107        1287045     55,500              55,500      2       55,500
LexmarkInt'lGrp.
 ComStkUSD0.01                  COM     529771107    16086740.67    693,693             693,693      3      693,693
LG Display ADR
 (Rep1/2KRW5000)                COM     50186V102        1003464     69,300              69,300      3       69,300
LHC Group Inc ComStock
 USD0.01                        COM     50187A107          17040        800                 800      2          800
LHC Group Inc ComStock
 USD0.01                        COM     50187A107         615570     28,900              28,900      3       28,900
Lib.Media-Lib. A
 ComStkUSD0.01                  COM     530322106    13717602.45    118,245             118,245      1      118,245
Life Techn.Corp ComStk
 USD0.01                        COM     53217V109    39072203.12    796,904             796,904      1      796,904
Life Techn.Corp ComStk
 USD0.01                        COM     53217V109       850180.2     17,340              17,340      3       17,340
Life Time FitnessCmStk
 USD0.02                        COM     53217R207       29117557    591,700             591,700      1      591,700
LifePointHospit.
 ComStkUSD0.01                  COM     53219L109       22495225    595,900             595,900      1      595,900
Limited Brands Com Stk
 USD0.50                        COM     532716107         108238      2,300               2,300      2        2,300
Limited Brands Com Stk
 USD0.50                        COM     532716107    14058986.76    298,746             298,746      3      298,746
Lincoln Education. Com
 Stk NPV                        COM     533535100          96707     17,300              17,300      2       17,300
Lincoln Education. Com
 Stk NPV                        COM     533535100        1717248    307,200             307,200      3      307,200
Lincoln Electric Com Stk
 NPV                            COM     533900106          38944        800                 800      2          800
Lincoln Electric Com Stk
 NPV                            COM     533900106        2706608     55,600              55,600      3       55,600
LincolnNationalCrpCmStkUSD1.25  COM     534187109        1437450     55,500              55,500      2       55,500
LincolnNationalCrpCmStkUSD1.25  COM     534187109     23861695.9    921,301             921,301      3      921,301
Linear Tech Cp ComStk
 USD0.001                       COM     535678106       22545390    657,300             657,300      1      657,300
Linear Tech Cp ComStk
 USD0.001                       COM     535678106        1149050     33,500              33,500      2       33,500
Linear Tech Cp ComStk
 USD0.001                       COM     535678106       14140175    412,250             412,250      3      412,250
Littelfuse Inc
 ComStockUSD0.01                COM     537008104        1178661     19,100              19,100      2       19,100
Littelfuse Inc
 ComStockUSD0.01                COM     537008104       10052559    162,900             162,900      3      162,900
LKQ Corp Common Stock
 USD0.01                        COM     501889208       13503789    639,990             639,990      1      639,990
Lockheed Martin ComStk
 USD0.01                        COM     539830109    11434177.26    123,894             123,894      2      123,894
Lockheed Martin ComStk
 USD0.01                        COM     539830109    100862910.4  1,092,891           1,092,891      3    1,092,891
Lockheed Martin ComStk
 USD0.01                        COM     539830109     1851983.43     20,067              20,067      7       20,067
Loews Corp Com Stock
 USD0.01                        COM     540424108         419725     10,300              10,300      2       10,300
Loews Corp Com Stock
 USD0.01                        COM     540424108         680525     16,700              16,700      3       16,700
Logitech Intl
 CHF0.25(Rgd)(US)               COM     H50430232          51272      6,800               6,800      3        6,800
Lorillard Inc ComStock
 USD0.01                        COM     544147101    10716489.51     91,853              91,853      2       91,853
Lorillard Inc ComStock
 USD0.01                        COM     544147101    104173359.6    892,889             892,889      3      892,889
Lowe's Cos Inc
 Com.Stk.USD0.50                COM     548661107      2028724.8     57,115              57,115      2       57,115
Lowe's Cos Inc
 Com.Stk.USD0.50                COM     548661107    22021476.48    619,974             619,974      3      619,974
Lowe's Cos Inc
 Com.Stk.USD0.50                COM     548661107       592473.6     16,680              16,680      4       16,680
Lowe's Cos Inc
 Com.Stk.USD0.50                COM     548661107         816960     23,000              23,000      5       23,000
Lowe's Cos Inc
 Com.Stk.USD0.50                COM     548661107      160692.48      4,524               4,524      7        4,524
LSB Industries Inc CS
 USD0.10                        COM     502160104      323597.12      9,136               9,136      3        9,136
LTC PropertiesInc REIT
 USD0.01                        COM     502175102         204102      5,800               5,800      3        5,800
Lumos Networks Com Stk
 USD0.01                        COM     550283105          22545      2,250               2,250      2        2,250
Lumos Networks Com Stk
 USD0.01                        COM     550283105      467192.52     46,626              46,626      3       46,626
LyondellBasellInd A CS
 USD0.01                        COM     N53745100     30566556.9    535,410             535,410      1      535,410
LyondellBasellInd A CS
 USD0.01                        COM     N53745100        7273266    127,400             127,400      2      127,400
LyondellBasellInd A CS
 USD0.01                        COM     N53745100    63767417.67  1,116,963           1,116,963      3    1,116,963
LyondellBasellInd A CS
 USD0.01                        COM     N53745100      1577967.6     27,640              27,640      4       27,640
M & T Bank Corp ComStk
 USD0.50                        COM     55261F104       14081.21        143                 143      7          143
Macerich Company REIT
 USD0.01                        COM     554382101       24381060    418,200             418,200      3      418,200
Mack-Cali Realty
 ComStkUSD0.01                  COM     554489104        5754644    220,400             220,400      3      220,400
MA-ComTechSOLUTION.CmStkUSD.01  COM     55405Y100       11622708    776,400             776,400      1      776,400
Macy's Inc CommonStock
 USD0.01                        COM     55616P104         831126     21,300              21,300      2       21,300
Macy's Inc CommonStock
 USD0.01                        COM     55616P104        4538026    116,300             116,300      3      116,300
Madison Square ClsA CS
 USD0.01                        COM     55826P100        6617020    149,200             149,200      1      149,200
Magellan Health ComStk
 USD0.01                        COM     559079207        1274000     26,000              26,000      2       26,000
Magellan Health ComStk
 USD0.01                        COM     559079207       19141899    390,651             390,651      3      390,651
MagicSoftwareEnterpris
 ILS0.10                        COM     559166103          32900      7,000               7,000      2        7,000
Magna Intl Inc Sub Vtg
 Com NPV                        COM     559222401    538861.1027     10,800              10,800      2       10,800
Magna Intl Inc Sub Vtg
 Com NPV                        COM     559222401    15588902.44    312,437             312,437      3      312,437
Main Street Capital CS
 USD0.01                        COM     56035L104         201366      6,600               6,600      2        6,600
Main Street Capital CS
 USD0.01                        COM     56035L104      5779814.4    189,440             189,440      3      189,440
MainSource Financial
 ComStkNPV                      COM     56062Y102         164710     13,000              13,000      3       13,000
Manhattan Assoc.
 ComStkUSD0.01                  COM     562750109         567196      9,400               9,400      2        9,400
Manhattan Assoc.
 ComStkUSD0.01                  COM     562750109        1834336     30,400              30,400      3       30,400
Mannkind Corp ComStock
 USD0.01                        COM     56400P201      693140.91    300,061             300,061      3      300,061
Manpower Group Com Stk
 USD0.01                        COM     56418H100       11174452    263,300             263,300      1      263,300
ManTech Intl 'A'ComStk
 USD0.01                        COM     564563104         526582     20,300              20,300      2       20,300
ManTech Intl 'A'ComStk
 USD0.01                        COM     564563104    10230891.64    394,406             394,406      3      394,406
Manulife
 Fin.CpComNPV(HKList.)          COM     56501R106    133404.7234     10,000              10,000      4       10,000
Marathon Oil Corp Com
 Stk USD1                       COM     565849106         873810     28,500              28,500      2       28,500
Marathon Oil Corp Com
 Stk USD1                       COM     565849106    11188631.16    364,926             364,926      3      364,926
Marathon Oil Corp Com
 Stk USD1                       COM     565849106     1903648.74     62,089              62,089      7       62,089
Marathon Petroleum CS
 USD0.01                        COM     56585A102        8901900    141,300             141,300      2      141,300
Marathon Petroleum CS
 USD0.01                        COM     56585A102       95572008  1,517,016           1,517,016      3    1,517,016
MARKET VECTORS
 AGRIBUSINESS                   COM     57060U605          65950      1,250               1,250      7        1,250
Market Vectors Gold
 Miners ETF                     COM     57060U100        48245.6      1,040               1,040      7        1,040
Market Vectors Vietnam
 ETF                            COM     57060U761        1076400     59,800              59,800      3       59,800
MarketAxess Hldgs CS
 USD0.003                       COM     57060D108          28240        800                 800      3          800
MarketVectorsEMLocalCurrencyBd  COM     57060U522        4088952    148,960             148,960      2      148,960
MarketVectorsPfdSecsEx-Fin
 ETF                            COM     57061R791      501041.97     24,453              24,453      3       24,453
Marriott Intl Cls A
 ComStkUSD1                     COM     571903202       30076.89        807                 807      7          807
MarriottVacationsWrldCSUSD0.01  COM     57164Y107          16668        400                 400      3          400
MarriottVacationsWrldCSUSD0.01  COM     57164Y107         3333.6         80                  80      7           80
Marsh & McLennan Com
 USD1                           COM     571748102        2523204     73,200              73,200      2       73,200
Marsh & McLennan Com
 USD1                           COM     571748102    14348034.09    416,247             416,247      3      416,247
MartenTransportLtd
 CmSkUSD0.01                    COM     573075108          12873        700                 700      2          700
MartenTransportLtd
 CmSkUSD0.01                    COM     573075108          16551        900                 900      3          900
MartinMariet.Mat.ComStkUSD0.01  COM     573284106       10512220    111,500             111,500      1      111,500
Marvell
 Tech.CommonStkUSD0.002         COM     G5876H105      307849.44     42,400              42,400      2       42,400
Marvell
 Tech.CommonStkUSD0.002         COM     G5876H105      5006183.7    689,500             689,500      3      689,500
Masco Corporation Com
 Stk USD1                       COM     574599106           4998        300                 300      7          300
Masimo Corp Com Stock
 USD0.001                       COM     574795100    19125508.05    910,305             910,305      1      910,305
Masimo Corp Com Stock
 USD0.001                       COM     574795100         109252      5,200               5,200      2        5,200
Masimo Corp Com Stock
 USD0.001                       COM     574795100          77737      3,700               3,700      3        3,700
MasterCardCl'A'ComStkUSD0.0001  COM     57636Q104        1621224      3,300               3,300      2        3,300
MasterCardCl'A'ComStkUSD0.0001  COM     57636Q104     5392780.56     10,977              10,977      3       10,977
Mattel Inc Common Stock
 USD1                           COM     577081102        3610732     98,600              98,600      2       98,600
Mattel Inc Common Stock
 USD1                           COM     577081102       42918640  1,172,000           1,172,000      3    1,172,000
MaximInteg.Prod.ComStkUSD0.001  COM     57772K101        1496460     50,900              50,900      2       50,900
MaximInteg.Prod.ComStkUSD0.001  COM     57772K101       14979300    509,500             509,500      3      509,500
MAXIMUS Inc.Common Stock
 NPV                            COM     577933104         733352     11,600              11,600      2       11,600
MAXIMUS Inc.Common Stock
 NPV                            COM     577933104     7925638.52    125,366             125,366      3      125,366
Maxygen Common Stock
 USD0.0001                      COM     577776107          82902     33,700              33,700      2       33,700
Maxygen Common Stock
 USD0.0001                      COM     577776107         488556    198,600             198,600      3      198,600
MB Financial Com Stock
 USD0.01                        COM     55264U108     10022611.5    507,474             507,474      1      507,474
MB Financial Com Stock
 USD0.01                        COM     55264U108         154050      7,800               7,800      3        7,800
McCormick^CoInc
 ComStkN/VtgNPV                 COM     579780206        8805258    138,600             138,600      1      138,600
McCormick^CoInc
 ComStkN/VtgNPV                 COM     579780206      750416.36     11,812              11,812      2       11,812
McCormick^CoInc
 ComStkN/VtgNPV                 COM     579780206        4663102     73,400              73,400      3       73,400
McDermott Intl.Com USD1         COM     580037109         267786     24,300              24,300      3       24,300
McDonald's Corp ComStk
 USD0.01                        COM     580135101     6753269.39     76,559              76,559      2       76,559
McDonald's Corp ComStk
 USD0.01                        COM     580135101    63233073.87    716,847             716,847      3      716,847
McDonald's Corp ComStk
 USD0.01                        COM     580135101       763016.5      8,650               8,650      4        8,650
McDonald's Corp ComStk
 USD0.01                        COM     580135101        1596601     18,100              18,100      5       18,100
McDonald's Corp ComStk
 USD0.01                        COM     580135101     6811840.83     77,223              77,223      7       77,223
MCG Capital Corp
 ComStkUSD0.01                  COM     58047P107          10120      2,200               2,200      3        2,200
McGraw-Hill Common USD1         COM     580645109        2667896     48,800              48,800      2       48,800
McGraw-Hill Common USD1         COM     580645109    24779942.88    453,264             453,264      3      453,264
McKesson HBOC Com Stk
 USD0.01                        COM     58155Q103           9696        100                 100      2          100
McKesson HBOC Com Stk
 USD0.01                        COM     58155Q103        8212512     84,700              84,700      3       84,700
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106    17232409.37    261,533             261,533      1      261,533
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106     3055187.52     46,368              46,368      2       46,368
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106    69562840.38  1,055,742           1,055,742      3    1,055,742
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106      1462099.1     22,190              22,190      4       22,190
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106        2253438     34,200              34,200      5       34,200
MeadJohnson
 Nutr.ComStkUSD0.01             COM     582839106      406277.74      6,166               6,166      7        6,166
Meadowbrook Ins.
 ComStkUSD0.01                  COM     58319P108          47396      8,200               8,200      2        8,200
Meadowbrook Ins.
 ComStkUSD0.01                  COM     58319P108      361041.92     62,464              62,464      3       62,464
Medallion Fin. Com Stk
 USD0.01                        COM     583928106          91572      7,800               7,800      3        7,800
MedAssets IncComStk
 USD0.01                        COM     584045108        5456958    325,400             325,400      1      325,400
Medifast Inc Com Stk
 USD0.001                       COM     58470H101      309264.41     11,719              11,719      3       11,719
Medivation Inc Com Stk
 USD0.01                        COM     58501N101       706519.6     13,810              13,810      3       13,810
Mednax Inc Common Stk
 USD0.01                        COM     58502B106        1725584     21,700              21,700      2       21,700
Mednax Inc Common Stk
 USD0.01                        COM     58502B106       17645488    221,900             221,900      3      221,900
Medtronic Inc Com Stk
 USD0.10                        COM     585055106     13582337.3    331,115             331,115      2      331,115
Medtronic Inc Com Stk
 USD0.10                        COM     585055106    156270407.3  3,809,615           3,809,615      3    3,809,615
Merck And Co Inc
 NewCSUSD0.01                   COM     58933Y105    40920307.86    999,519             999,519      1      999,519
Merck And Co Inc
 NewCSUSD0.01                   COM     58933Y105    18611610.58    454,607             454,607      2      454,607
Merck And Co Inc
 NewCSUSD0.01                   COM     58933Y105    302673882.5  7,393,109           7,393,109      3    7,393,109
Merck And Co Inc
 NewCSUSD0.01                   COM     58933Y105        2100222     51,300              51,300      4       51,300
Merck And Co Inc
 NewCSUSD0.01                   COM     58933Y105         734873     17,950              17,950      7       17,950
Meredith Corp Com Stk
 USD1                           COM     589433101         182585      5,300               5,300      2        5,300
Meredith Corp Com Stk
 USD1                           COM     589433101     5358525.25    155,545             155,545      3      155,545
Meridian Bioscience
 ComStk NPV                     COM     589584101         431325     21,300              21,300      2       21,300
Meridian Bioscience
 ComStk NPV                     COM     589584101        1836675     90,700              90,700      3       90,700
MeritageHomesCorpComStkUSD0.01  COM     59001A102      1417357.8     37,948              37,948      3       37,948
Metals USA Hldgs
 ComStkUSD0.01                  COM     59132A104         117183      6,700               6,700      3        6,700
Metlife Inc Common Stk
 USD0.01                        COM     59156R108    20924212.68    635,222             635,222      1      635,222
Metlife Inc Common Stk
 USD0.01                        COM     59156R108        4413960    134,000             134,000      2      134,000
Metlife Inc Common Stk
 USD0.01                        COM     59156R108    48219087.24  1,463,846           1,463,846      3    1,463,846
Metlife Inc Common Stk
 USD0.01                        COM     59156R108      1196710.2     36,330              36,330      4       36,330
Metlife Inc Common Stk
 USD0.01                        COM     59156R108         938790     28,500              28,500      5       28,500
MetroPCSCommun.ComStkUSD0.0001  COM     591708102        1072526    107,900             107,900      2      107,900
MetroPCSCommun.ComStkUSD0.0001  COM     591708102    15235197.04  1,532,716           1,532,716      3    1,532,716
Mettler-ToledoIntlCmStkUSD0.01  COM     592688105        1121140      5,800               5,800      3        5,800
Mettler-ToledoIntlCmStkUSD0.01  COM     592688105        1855680      9,600               9,600      7        9,600
MFA Financial Inc REIT
 USD0.01                        COM     55272X102        12246.1      1,510               1,510      4        1,510
Michael Kors Hldgs Com
 Stk NPV                        COM     G60754101    21187247.76    415,192             415,192      1      415,192
Michael Kors Hldgs Com
 Stk NPV                        COM     G60754101       190852.2      3,740               3,740      3        3,740
Michael Kors Hldgs Com
 Stk NPV                        COM     G60754101         959364     18,800              18,800      4       18,800
Microfinancial Com.Stk
 USD0.01                        COM     595072109          13104      1,800               1,800      2        1,800
Microfinancial Com.Stk
 USD0.01                        COM     595072109           8008      1,100               1,100      3        1,100
Micros Systems ComStk
 USD0.025                       COM     594901100    13967555.72    329,113             329,113      1      329,113
Micros Systems ComStk
 USD0.025                       COM     594901100       641692.8     15,120              15,120      4       15,120
Microsoft Com Stk
 USD0.0000125                   COM     594918104    53294772.54  1,995,334           1,995,334      1    1,995,334
Microsoft Com Stk
 USD0.0000125                   COM     594918104    26423265.18    989,276             989,276      2      989,276
Microsoft Com Stk
 USD0.0000125                   COM     594918104      326268414 12,215,353          12,215,353      3   12,215,353
Microsoft Com Stk
 USD0.0000125                   COM     594918104    3898574.522    145,961             145,961      4      145,961
Microsoft Com Stk
 USD0.0000125                   COM     594918104    3506716.513    131,290             131,290      5      131,290
Microsoft Com Stk
 USD0.0000125                   COM     594918104    5938741.537    222,344             222,344      7      222,344
Mid-Amer.AptCmntys
 CmSkUSD0.01                    COM     59522J103    12680316.25    195,835             195,835      1      195,835
Midstates Petroleum CS
 USD0.01                        COM     59804T100     1998279.14    290,026             290,026      3      290,026
Miller Inds Inc ComStk
 USD0.01                        COM     600551204         179950     11,800              11,800      2       11,800
Miller Inds Inc ComStk
 USD0.01                        COM     600551204     2856248.75    187,295             187,295      3      187,295
Mindray ADR(EachRp1
 Cls'A' Sh)                     COM     602675100     54318591.3  1,661,119           1,661,119      2    1,661,119
Mindray ADR(EachRp1
 Cls'A' Sh)                     COM     602675100     76059317.1  2,325,973           2,325,973      3    2,325,973
Mindray ADR(EachRp1
 Cls'A' Sh)                     COM     602675100       38066070  1,164,100           1,164,100      4    1,164,100
Mindray ADR(EachRp1
 Cls'A' Sh)                     COM     602675100     30426532.5    930,475             930,475      6      930,475
Mineral Tech.Inc
 ComStkUSD0.10                  COM     603158106       10622712    266,100             266,100      1      266,100
MitchamIndustriesComStkUSD0.01  COM     606501104         318942     23,400              23,400      2       23,400
MitchamIndustriesComStkUSD0.01  COM     606501104     1357657.04     99,608              99,608      3       99,608
MobileTeleSystemsADR(Rp2ComSh)  COM     607409109       38323885  2,054,900           2,054,900      2    2,054,900
MobileTeleSystemsADR(Rp2ComSh)  COM     607409109    235003260.2 12,600,711          12,600,711      3   12,600,711
Molex Com.USD0.05               COM     608554101    22100787.12    808,664             808,664      1      808,664
Molex Com.USD0.05               COM     608554101         368955     13,500              13,500      2       13,500
Molex Com.USD0.05               COM     608554101        2817723    103,100             103,100      3      103,100
Mondelez Intl Inc
 CmStkUSD0.01                   COM     609207105    5370981.545    211,014             211,014      2      211,014
Mondelez Intl Inc
 CmStkUSD0.01                   COM     609207105    76115300.19  2,990,402           2,990,402      3    2,990,402
Mondelez Intl Inc
 CmStkUSD0.01                   COM     609207105     882844.242     34,685              34,685      4       34,685
Mondelez Intl Inc
 CmStkUSD0.01                   COM     609207105     1738453.56     68,300              68,300      5       68,300
Mondelez Intl Inc
 CmStkUSD0.01                   COM     609207105    1192609.686     46,855              46,855      7       46,855
MonolithicPower
 ComStkUSD0.001                 COM     609839105     7372095.52    330,884             330,884      1      330,884
Monsanto Co. Com Stk
 USD0.01                        COM     61166W101     2421430.95     25,583              25,583      2       25,583
Monsanto Co. Com Stk
 USD0.01                        COM     61166W101     9229226.85     97,509              97,509      3       97,509
Monsanto Co. Com Stk
 USD0.01                        COM     61166W101      2226357.3     23,522              23,522      7       23,522
MontpelierReHldCmStkUSD0.00166  COM     G62185106          96012      4,200               4,200      2        4,200
MontpelierReHldCmStkUSD0.00166  COM     G62185106        1741932     76,200              76,200      3       76,200
Moody's Corp Common
 StkUSD0.01                     COM     615369105         402560      8,000               8,000      2        8,000
Moody's Corp Common
 StkUSD0.01                     COM     615369105        8695296    172,800             172,800      3      172,800
Morgan Stanley
 ComStockUSD0.01                COM     617446448    14457262.96    756,133             756,133      2      756,133
Morgan Stanley
 ComStockUSD0.01                COM     617446448    201439677.8 10,535,548          10,535,548      3   10,535,548
Morgan Stanley
 ComStockUSD0.01                COM     617446448      1056762.4     55,270              55,270      4       55,270
Morgan Stanley
 ComStockUSD0.01                COM     617446448        1835520     96,000              96,000      5       96,000
Morgan Stanley
 ComStockUSD0.01                COM     617446448      433010.64     22,647              22,647      7       22,647
Mosaic Co (The) ComStk
 USD0.01                        COM     61945C103        4269902     75,400              75,400      2       75,400
Mosaic Co (The) ComStk
 USD0.01                        COM     61945C103    37248099.35    657,745             657,745      3      657,745
MRC Global Inc
 ComStkUSD0.01                  COM     55345K103       51020748  1,836,600           1,836,600      1    1,836,600
MSC
 Ind.Dir.ClsAComStkUSD0.001     COM     553530106         927174     12,300              12,300      2       12,300
MSC
 Ind.Dir.ClsAComStkUSD0.001     COM     553530106        8073198    107,100             107,100      3      107,100
MTS Systems Corp
 ComStkUSD0.25                  COM     553777103       11082368    217,600             217,600      1      217,600
MTS Systems Corp
 ComStkUSD0.25                  COM     553777103         662090     13,000              13,000      2       13,000
MTS Systems Corp
 ComStkUSD0.25                  COM     553777103        5948624    116,800             116,800      3      116,800
MultiFinelineElcCmStkUSD0.0001  COM     62541B101          46483      2,300               2,300      2        2,300
MultiFinelineElcCmStkUSD0.0001  COM     62541B101          54567      2,700               2,700      3        2,700
Murphy Oil Corp Com
 Stock USD1                     COM     626717102        1090956     18,320              18,320      2       18,320
Murphy Oil Corp Com
 Stock USD1                     COM     626717102    19883566.35    333,897             333,897      3      333,897
Mylan Inc Common Stock
 USD0.50                        COM     628530107      883533.15     32,187              32,187      3       32,187
MYR Group Inc Com Stk
 USD0.01                        COM     55405W104       10392975    467,100             467,100      1      467,100
Myriad Genetics ComStk
 USD0.01                        COM     62855J104       15467100    567,600             567,600      1      567,600
Myriad Genetics ComStk
 USD0.01                        COM     62855J104          24525        900                 900      2          900
Myriad Genetics ComStk
 USD0.01                        COM     62855J104     4380355.75    160,747             160,747      3      160,747
NaborsIndustriesComStkUSD0.001  COM     G6359F103         981155     67,900              67,900      2       67,900
NaborsIndustriesComStkUSD0.001  COM     G6359F103       13913905    962,900             962,900      3      962,900
Nacco Indus.Cls'A'Com
 Stk USD1                       COM     629579103         151725      2,500               2,500      2        2,500
Nacco Indus.Cls'A'Com
 Stk USD1                       COM     629579103     1483627.74     24,446              24,446      3       24,446
Nanometrics Common Stock
 NPV                            COM     630077105        8424164    584,200             584,200      1      584,200
Nasdaq OMX Group
 ComStkUSD0.01                  COM     631103108          39984      1,600               1,600      2        1,600
Nash Finch Co Com Stk
 USD1.667                       COM     631158102     1469128.64     69,038              69,038      3       69,038
National CineMedia CS
 USD0.01                        COM     635309107      749214.99     53,023              53,023      3       53,023
NationalBeverageCpCmStkUSD0.01  COM     635017106          39393      2,700               2,700      2        2,700
NationalBeverageCpCmStkUSD0.01  COM     635017106          53983      3,700               3,700      3        3,700
National-Oilwell
 ComStkUSD0.01                  COM     637071101         519460      7,600               7,600      2        7,600
National-Oilwell
 ComStkUSD0.01                  COM     637071101      1282519.4     18,764              18,764      3       18,764
Natl Bankshares ComStk
 USD1.25                        COM     634865109          32390      1,000               1,000      2        1,000
Natl Bankshares ComStk
 USD1.25                        COM     634865109         372485     11,500              11,500      3       11,500
Natl Healthcare Com
 StkUSD0.01                     COM     635906100      1303864.6     27,730              27,730      3       27,730
Natl Instruments
 ComStkUSD0.01                  COM     636518102     6065943.63    235,023             235,023      3      235,023
Natl Interstate ComStk
 USD0.01                        COM     63654U100          14410        500                 500      2          500
Natl Interstate ComStk
 USD0.01                        COM     63654U100          25938        900                 900      3          900
Natl Penn Bcshs Inc
 ComStk NPV                     COM     637138108          23300      2,500               2,500      2        2,500
Natl Penn Bcshs Inc
 ComStk NPV                     COM     637138108          20504      2,200               2,200      3        2,200
Natl Presto Indust.
 ComStkUSD1                     COM     637215104         241850      3,500               3,500      2        3,500
Natl Presto Indust.
 ComStkUSD1                     COM     637215104        1140150     16,500              16,500      3       16,500
Natl Research Corp CS
 USD0.001                       COM     637372103          21680        400                 400      3          400
NatlHealthInvest. REIT
 USD0.01                        COM     63633D104          39571        700                 700      3          700
NatlWesternLife
 'A'ComStk USD1                 COM     638522102         110418        700                 700      2          700
NatlWesternLife
 'A'ComStk USD1                 COM     638522102     1468874.88      9,312               9,312      3        9,312
NaturalResPtnrsLP
 ComStkUSD100                   COM     63900P103         346698     18,700              18,700      2       18,700
NaturalResPtnrsLP
 ComStkUSD100                   COM     63900P103     3833497.26    206,769             206,769      3      206,769
NaturesSunshineProd
 ComStk NPV                     COM     639027101          26064      1,800               1,800      2        1,800
NaturesSunshineProd
 ComStk NPV                     COM     639027101         486528     33,600              33,600      3       33,600
Natuzzi S.p.A. ADR(Repr
 1EUR1)                         COM     63905A101     4042266.24  2,105,347           2,105,347      2    2,105,347
Natuzzi S.p.A. ADR(Repr
 1EUR1)                         COM     63905A101      686858.88    357,739             357,739      3      357,739
NavigatorsGrpInc
 ComStkUSD0.10                  COM     638904102          97033      1,900               1,900      3        1,900
NBT Bancorp Inc ComStk
 USD0.01                        COM     628778102         401346     19,800              19,800      3       19,800
NCI Inc
 Class'A'ComStkUSD0.019         COM     62886K104        8789.06      1,874               1,874      3        1,874
NelnetIncClass'A'ComStkUSD0.01  COM     64031N108          14895        500                 500      2          500
NelnetIncClass'A'ComStkUSD0.01  COM     64031N108         411102     13,800              13,800      3       13,800
Net 1 UEPS Com Stock
 USD0.001                       COM     64107N206          47523      9,300               9,300      2        9,300
Net 1 UEPS Com Stock
 USD0.001                       COM     64107N206          51100     10,000              10,000      3       10,000
NetEase Inc ADR(Repr 1
 HKD0.1)                        COM     64110W102        2692149     63,300              63,300      2       63,300
NetEase Inc ADR(Repr 1
 HKD0.1)                        COM     64110W102        1054744     24,800              24,800      3       24,800
Netgear Inc Com Stock
 USD0.001                       COM     64111Q104         398243     10,100              10,100      2       10,100
Netgear Inc Com Stock
 USD0.001                       COM     64111Q104        3753736     95,200              95,200      3       95,200
NetScout Sys. Com Stk
 USD0.001                       COM     64115T104       12927426    497,400             497,400      1      497,400
NeuStar Inc 'A'ComStk
 USD0.001                       COM     64126X201        1379497     32,900              32,900      2       32,900
NeuStar Inc 'A'ComStk
 USD0.001                       COM     64126X201    14266976.01    340,257             340,257      3      340,257
Neutral Tandem Inc CS
 USD0.001                       COM     64128B108         666915    259,500             259,500      3      259,500
Nevsun Resources Ltd Com
 NPV                            COM     64156L101    1778623.079    416,700             416,700      2      416,700
Nevsun Resources Ltd Com
 NPV                            COM     64156L101    15787548.46  3,698,744           3,698,744      3    3,698,744
New Gold Inc Com NPV (US
 List)                          COM     644535106    12977820.79  1,176,593           1,176,593      3    1,176,593
Newcastle Inv Cp REIT
 USD0.01                        COM     65105M108         746480     86,000              86,000      3       86,000
Newell Rubbermaid Com
 Stk USD1                       COM     651229106         173706      7,800               7,800      3        7,800
NewfieldExplor.Co.ComStUSD0.01  COM     651290108         514176     19,200              19,200      2       19,200
NewfieldExplor.Co.ComStUSD0.01  COM     651290108        5803226    216,700             216,700      3      216,700
NewMarket Corp
 CommonStock NPV                COM     651587107        1442100      5,500               5,500      2        5,500
NewMarket Corp
 CommonStock NPV                COM     651587107     11933246.4     45,512              45,512      3       45,512
NewmontMin.Cp Com Stk
 USD1.60                        COM     651639106        1667196     35,900              35,900      2       35,900
NewmontMin.Cp Com Stk
 USD1.60                        COM     651639106     38415864.6    827,215             827,215      3      827,215
NewOrientalADR(EachRep4OrdShs)  COM     647581107        1564115     80,500              80,500      2       80,500
NewOrientalADR(EachRep4OrdShs)  COM     647581107        1602975     82,500              82,500      3       82,500
NewOrientalADR(EachRep4OrdShs)  COM     647581107          29145      1,500               1,500      7        1,500
Newport Corp CommStk
 USD0.1167                      COM     651824104         112980      8,400               8,400      2        8,400
News Corp Cls'A'
 ComStkUSD0.01                  COM     65248E104        1048461     41,100              41,100      2       41,100
News Corp Cls'A'
 ComStkUSD0.01                  COM     65248E104       820656.7     32,170              32,170      3       32,170
News Corp Cls'B'
 ComStkUSD0.01                  COM     65248E203       14353.28        547                 547      3          547
NextEra Engy Inc
 ComStkUSD0.01                  COM     65339F101      1572688.7     22,730              22,730      2       22,730
NextEra Engy Inc
 ComStkUSD0.01                  COM     65339F101     5566543.07     80,453              80,453      3       80,453
NGP Capital Com Stock
 USD0.001                       COM     62912R107          71478      9,900               9,900      3        9,900
Nicholas Fin Inc Com Stk
 NPV                            COM     65373J209          17360      1,400               1,400      2        1,400
Nicholas Fin Inc Com Stk
 NPV                            COM     65373J209          37200      3,000               3,000      3        3,000
NII Holdings Com Stk
 USD0.001                       COM     62913F201    12192207.31  1,709,987           1,709,987      1    1,709,987
NII Holdings Com Stk
 USD0.001                       COM     62913F201          56327      7,900               7,900      2        7,900
NII Holdings Com Stk
 USD0.001                       COM     62913F201        1479475    207,500             207,500      3      207,500
Nike Inc Class B Com
 Stock NPV                      COM     654106103      1686494.4     32,684              32,684      2       32,684
Nike Inc Class B Com
 Stock NPV                      COM     654106103     12354897.6    239,436             239,436      3      239,436
Nippon Tel^Tel ADR
 (Rep0.5Ord)                    COM     654624105       19263.48        916                 916      3          916
Noble Corp CommonStock
 CHF3.15                        COM     H5833N103      162853.14      4,677               4,677      3        4,677
Noble Energy Com Stk
 USD0.01                        COM     655044105       37847.28        372                 372      3          372
Nordstrom Inc Common
 Stock NPV                      COM     655664100     21678360.5    405,203             405,203      1      405,203
Nordstrom Inc Common
 Stock NPV                      COM     655664100       111547.5      2,085               2,085      3        2,085
Nordstrom Inc Common
 Stock NPV                      COM     655664100        1060370     19,820              19,820      4       19,820
Norfolk Southern Cp
 ComUSD1.00                     COM     655844108     2704325.04     43,731              43,731      2       43,731
Norfolk Southern Cp
 ComUSD1.00                     COM     655844108    39334383.28    636,067             636,067      3      636,067
Norfolk Southern Cp
 ComUSD1.00                     COM     655844108     5714881.76     92,414              92,414      7       92,414
North European Oil Rty
 Uts NPV                        COM     659310106          74085      3,300               3,300      2        3,300
North European Oil Rty
 Uts NPV                        COM     659310106      328241.45     14,621              14,621      3       14,621
Northern Trust ComStk
 USD1 2/3                       COM     665859104        2648448     52,800              52,800      2       52,800
Northern Trust ComStk
 USD1 2/3                       COM     665859104    12146394.48    242,153             242,153      3      242,153
Northrim BanCorp Com Stk
 USD1                           COM     666762109          29445      1,300               1,300      2        1,300
Northrim BanCorp Com Stk
 USD1                           COM     666762109         231030     10,200              10,200      3       10,200
Northrop Grumman Com Stk
 USD1                           COM     666807102        9467958    140,100             140,100      2      140,100
Northrop Grumman Com Stk
 USD1                           COM     666807102    103824235.3  1,536,316           1,536,316      3    1,536,316
NorthwestBancshs
 ComStkUSD0.01                  COM     667340103          14568      1,200               1,200      3        1,200
NorthWesternCorp CmStk
 USD0.01                        COM     668074305    33574359.25    966,725             966,725      1      966,725
NorthwestNat.GasComStkUSD3.167  COM     667655104         260780      5,900               5,900      2        5,900
NorthwestNat.GasComStkUSD3.167  COM     667655104         256360      5,800               5,800      3        5,800
NovartisADR(EchRep1CHF0.5)Regd  COM     66987V109          17724        280                 280      3          280
Nu Skin
 Ent.ClsAComStkUSD0.001         COM     67018T105        3375255     91,100              91,100      2       91,100
Nu Skin
 Ent.ClsAComStkUSD0.001         COM     67018T105       37705785  1,017,700           1,017,700      3    1,017,700
Nutraceutical Intl CS
 USD0.01                        COM     67060Y101          19848      1,200               1,200      2        1,200
Nutraceutical Intl CS
 USD0.01                        COM     67060Y101          16540      1,000               1,000      3        1,000
NV Energy Inc
 CommonStock USD1               COM     67073Y106         335590     18,500              18,500      2       18,500
NV Energy Inc
 CommonStock USD1               COM     67073Y106         112468      6,200               6,200      3        6,200
Nvidia Corp. Com Stk
 USD0.001                       COM     67066G104         495304     40,400              40,400      2       40,400
Nvidia Corp. Com Stk
 USD0.001                       COM     67066G104        1199028     97,800              97,800      3       97,800
NVR Inc Common Stock
 USD0.01                        COM     62944T105         184000        200                 200      3          200
Obagi
 Med.Prod.Com.StkUSD0.001       COM     67423R108         148131     10,900              10,900      2       10,900
Obagi
 Med.Prod.Com.StkUSD0.001       COM     67423R108         756963     55,700              55,700      3       55,700
Occidental Petrol
 Com.USD0.20                    COM     674599105    26433820.84    345,044             345,044      1      345,044
Occidental Petrol
 Com.USD0.20                    COM     674599105     9810140.33    128,053             128,053      2      128,053
Occidental Petrol
 Com.USD0.20                    COM     674599105    124890924.4  1,630,217           1,630,217      3    1,630,217
Occidental Petrol
 Com.USD0.20                    COM     674599105      2345032.1     30,610              30,610      4       30,610
Occidental Petrol
 Com.USD0.20                    COM     674599105        1225760     16,000              16,000      5       16,000
Oceaneering Intl
 ComStkUSD0.25                  COM     675232102          10758        200                 200      2          200
Ocwen Fin.Corp Com Stk
 USD0.01                        COM     675746309        8730516    252,400             252,400      1      252,400
Oil States Intl ComStk
 USD0.01                        COM     678026105    48897017.68    683,492             683,492      1      683,492
Old Natl Bancorp Com Stk
 NPV                            COM     680033107    19703998.21  1,659,983           1,659,983      1    1,659,983
Old Natl Bancorp Com Stk
 NPV                            COM     680033107         929421     78,300              78,300      3       78,300
Old Republic Intl.
 Common USD1                    COM     680223104          17040      1,600               1,600      3        1,600
Omega Protein Corp CS
 USD0.01                        COM     68210P107         123012     20,100              20,100      3       20,100
OmegaHealthcareInv REIT
 USD0.1                         COM     681936100         286200     12,000              12,000      2       12,000
OmegaHealthcareInv REIT
 USD0.1                         COM     681936100         193185      8,100               8,100      3        8,100
Omnicom Gp.Common
 Stk.USD0.15                    COM     681919106        1873500     37,500              37,500      2       37,500
Omnicom Gp.Common
 Stk.USD0.15                    COM     681919106    32410350.96    648,726             648,726      3      648,726
OneBeaconInsGrp ComStk
 USD0.01                        COM     G67742109           9730        700                 700      3          700
Onyx
 Pharmaceut.ComStkUSD0.001      COM     683399109       10898979    144,300             144,300      1      144,300
Oracle Corp.Com Stk
 USD0.01                        COM     68389X105    13310706.92    399,481             399,481      2      399,481
Oracle Corp.Com Stk
 USD0.01                        COM     68389X105    128147953.6  3,845,977           3,845,977      3    3,845,977
Oracle Corp.Com Stk
 USD0.01                        COM     68389X105      538751.08     16,169              16,169      4       16,169
Oracle Corp.Com Stk
 USD0.01                        COM     68389X105        1752632     52,600              52,600      5       52,600
Oracle Corp.Com Stk
 USD0.01                        COM     68389X105       222244.4      6,670               6,670      7        6,670
OrchidsPaperPrdcts CS
 USD0.001                       COM     68572N104          30330      1,500               1,500      2        1,500
OrchidsPaperPrdcts CS
 USD0.001                       COM     68572N104          93012      4,600               4,600      3        4,600
O'Reilly Auto. Com Stk
 USD0.01                        COM     67103H107    26007449.32    290,846             290,846      1      290,846
O'Reilly Auto. Com Stk
 USD0.01                        COM     67103H107          35768        400                 400      2          400
O'Reilly Auto. Com Stk
 USD0.01                        COM     67103H107      700516.28      7,834               7,834      3        7,834
O'Reilly Auto. Com Stk
 USD0.01                        COM     67103H107      1199122.2     13,410              13,410      4       13,410
Oriental Fin Grp
 CommonStkUSD1                  COM     68618W100         292365     21,900              21,900      2       21,900
Oriental Fin Grp
 CommonStkUSD1                  COM     68618W100     3055080.75    228,845             228,845      3      228,845
Orrstown Fin Svcs Com
 Stk NPV                        COM     687380105           2892        300                 300      3          300
Orthofix Intl NV
 ComStkUSD0.10                  COM     N6748L102         165186      4,200               4,200      2        4,200
Orthofix Intl NV
 ComStkUSD0.10                  COM     N6748L102        1349019     34,300              34,300      3       34,300
Owens & Minor Inc Com
 Stk USD2                       COM     690732102         205272      7,200               7,200      2        7,200
Owens & Minor Inc Com
 Stk USD2                       COM     690732102          54169      1,900               1,900      3        1,900
OwensCorning Inc
 ComStkUSD0.01                  COM     690742101     7103966.49    192,051             192,051      3      192,051
Pack.Cp of Amer.ComStk
 USD0.01                        COM     695156109       24313040    632,000             632,000      1      632,000
PanAmerican Silver Corp
 ComNPV                         COM     697900108    1168159.084     62,400              62,400      2       62,400
PanAmerican Silver Corp
 ComNPV                         COM     697900108    8478513.609    452,900             452,900      3      452,900
PaneraBread
 'A'ComStkUSD0.0001             COM     69840W108          15883        100                 100      3          100
Papa Johns Int'l Com Stk
 NPV                            COM     698813102         247185      4,500               4,500      2        4,500
Papa Johns Int'l Com Stk
 NPV                            COM     698813102        1675365     30,500              30,500      3       30,500
ParametricTech Cp
 CmStkUSD0.01                   COM     699173209    71276857.03  3,166,453           3,166,453      1    3,166,453
Parexel Intl Cp Com
 StkUSD0.01                     COM     699462107    58274013.38  1,969,382           1,969,382      1    1,969,382
Parexel Intl Cp Com
 StkUSD0.01                     COM     699462107          11836        400                 400      2          400
Park National Corp Com
 Stk NPV                        COM     700658107         232668      3,600               3,600      2        3,600
Park National Corp Com
 Stk NPV                        COM     700658107         252057      3,900               3,900      3        3,900
ParkerDrilling CmStk
 USD0.1666                      COM     701081101         103960     22,600              22,600      2       22,600
ParkerDrilling CmStk
 USD0.1666                      COM     701081101        2035040    442,400             442,400      3      442,400
Parker-Hannifin Com Stk
 USD0.5                         COM     701094104        5775574     67,900              67,900      2       67,900
Parker-Hannifin Com Stk
 USD0.5                         COM     701094104       61498380    723,000             723,000      3      723,000
Parker-Hannifin Com Stk
 USD0.5                         COM     701094104         765540      9,000               9,000      7        9,000
Partnerre Holdings
 ComStk USD1                    COM     G6852T105    32849176.35    408,115             408,115      1      408,115
Partnerre Holdings
 ComStk USD1                    COM     G6852T105         193176      2,400               2,400      2        2,400
Partnerre Holdings
 ComStk USD1                    COM     G6852T105        3791079     47,100              47,100      3       47,100
Patterson-UTI
 En.ComStkUSD0.01               COM     703481101         924048     49,600              49,600      2       49,600
Patterson-UTI
 En.ComStkUSD0.01               COM     703481101    21429958.59  1,150,293           1,150,293      3    1,150,293
Paychex Inc Com Stock
 USD0.01                        COM     704326107        2727470     87,700              87,700      2       87,700
Paychex Inc Com Stock
 USD0.01                        COM     704326107       14299780    459,800             459,800      3      459,800
PC ConnectionInc CmStk
 USD0.01                        COM     69318J100          42550      3,700               3,700      2        3,700
PC ConnectionInc CmStk
 USD0.01                        COM     69318J100          12650      1,100               1,100      3        1,100
PC Mall Inc Com Stock
 USD0.001                       COM     69323K100          20493      3,300               3,300      3        3,300
PDC Energy Inc Com Stk
 USD0.01                        COM     69327R101        8319105    250,500             250,500      1      250,500
PDL Biopharma Com Stk
 USD0.01                        COM     69329Y104        1458688    207,200             207,200      2      207,200
PDL Biopharma Com Stk
 USD0.01                        COM     69329Y104    17417438.72  2,474,068           2,474,068      3    2,474,068
PeabodyEnergyCorpComStkUSD0.01  COM     704549104         367218     13,800              13,800      2       13,800
PeabodyEnergyCorpComStkUSD0.01  COM     704549104      505563.39     18,999              18,999      3       18,999
PeabodyEnergyCorpComStkUSD0.01  COM     704549104        19957.5        750                 750      7          750
Pebblebrook Hotel REIT
 USD0.01                        COM     70509V100         270270     11,700              11,700      3       11,700
Pengrowth Energy Corp
 Com NPV                        COM     70706P104    329602.2898     66,300              66,300      3       66,300
Penns Woods Bancorp CS
 USD8.33                        COM     708430103          86043      2,300               2,300      3        2,300
PennWest Petroleum Ltd
 Com NPV                        COM     707887105    559979.5119     51,627              51,627      3       51,627
PennymacMortgInvTstREITUSD0.01  COM     70931T103    18983230.38    750,622             750,622      1      750,622
PennymacMortgInvTstREITUSD0.01  COM     70931T103         141624      5,600               5,600      3        5,600
Pentair Inc ComStk
 USD0.166666                    COM     H6169Q108        5848.85        119                 119      3          119
Pepsico Inc CapStk
 USD0.01 2/3                    COM     713448108    24419656.08    356,856             356,856      1      356,856
Pepsico Inc CapStk
 USD0.01 2/3                    COM     713448108     7206568.59    105,313             105,313      2      105,313
Pepsico Inc CapStk
 USD0.01 2/3                    COM     713448108     68328723.6    998,520             998,520      3      998,520
Pepsico Inc CapStk
 USD0.01 2/3                    COM     713448108      1166047.2     17,040              17,040      4       17,040
Pepsico Inc CapStk
 USD0.01 2/3                    COM     713448108     1715882.25     25,075              25,075      7       25,075
PetMed Express ComStk
 USD0.001                       COM     716382106         357420     32,200              32,200      2       32,200
PetMed Express ComStk
 USD0.001                       COM     716382106      4081203.6    367,676             367,676      3      367,676
PetrolBras-Pet.SponADRRp2PfNPV  COM     71654V101    23288497.23  1,206,033           1,206,033      2    1,206,033
PetrolBras-Pet.SponADRRp2PfNPV  COM     71654V101    151539936.6  7,847,744           7,847,744      3    7,847,744
PetrolBras-Pet.SponADRRp2PfNPV  COM     71654V101         270340     14,000              14,000      7       14,000
PetrolBras-PetrobADS(Rp2ComSh)  COM     71654V408     8951079.39    459,737             459,737      2      459,737
PetrolBras-PetrobADS(Rp2ComSh)  COM     71654V408    54642379.77  2,806,491           2,806,491      3    2,806,491
PetrolBras-PetrobADS(Rp2ComSh)  COM     71654V408      482369.25     24,775              24,775      7       24,775
PetroQuestEnergyComStkUSD0.001  COM     716748108       10339065  2,088,700           2,088,700      1    2,088,700
Petsmart Inc Com Stk
 USD0.0001                      COM     716768106        1770006     25,900              25,900      2       25,900
Petsmart Inc Com Stk
 USD0.0001                      COM     716768106       13750008    201,200             201,200      3      201,200
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103    55159211.79  2,199,392           2,199,392      1    2,199,392
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103    21829574.46    870,422             870,422      2      870,422
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103    426656650.6 17,012,303          17,012,303      3   17,012,303
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103    4002530.884    159,595             159,595      4      159,595
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103        3009516    120,000             120,000      5      120,000
Pfizer Inc Com.Stk.
 USD0.05                        COM     717081103    2966028.494    118,266             118,266      7      118,266
PharMerica Corp ComStk
 USD0.01                        COM     71714F104          17088      1,200               1,200      2        1,200
PharMerica Corp ComStk
 USD0.01                        COM     71714F104         633680     44,500              44,500      3       44,500
Philip Morris Intl Com
 Stk NPV                        COM     718172109    49744388.16    594,744             594,744      1      594,744
Philip Morris Intl Com
 Stk NPV                        COM     718172109    13792821.48    164,907             164,907      2      164,907
Philip Morris Intl Com
 Stk NPV                        COM     718172109    93475729.44  1,117,596           1,117,596      3    1,117,596
Philip Morris Intl Com
 Stk NPV                        COM     718172109      1742221.2     20,830              20,830      4       20,830
Philip Morris Intl Com
 Stk NPV                        COM     718172109         526932      6,300               6,300      7        6,300
Phillips 66 Common Stk
 USD0.01                        COM     718546104      3784914.9     71,279              71,279      2       71,279
Phillips 66 Common Stk
 USD0.01                        COM     718546104     38878917.3    732,183             732,183      3      732,183
PhoenixNwMediaADR(EchRep8ClsA)  COM     71910C103       13610324  3,739,100           3,739,100      4    3,739,100
Photomedex Inc Com Stk
 USD0.01                        COM     719358301       116237.6      8,000               8,000      2        8,000
Photomedex Inc Com Stk
 USD0.01                        COM     719358301      100254.93      6,900               6,900      3        6,900
Photronics Inc Com Stk
 USD0.01                        COM     719405102          98936     16,600              16,600      2       16,600
Photronics Inc Com Stk
 USD0.01                        COM     719405102     3274203.48    549,363             549,363      3      549,363
Piedmont Office A REIT
 USD0.01                        COM     720190206       13342560    739,200             739,200      3      739,200
Pier1ImportsInc
 ComStkUSD0.001                 COM     720279108          54000      2,700               2,700      2        2,700
Pier1ImportsInc
 ComStkUSD0.001                 COM     720279108        4536600    226,830             226,830      3      226,830
PinnacleWestCap ComStk
 USD2.50                        COM     723484101         519996     10,200              10,200      2       10,200
PinnacleWestCap ComStk
 USD2.50                        COM     723484101         214116      4,200               4,200      3        4,200
Pitney Bowes Common Stk
 USD2                           COM     724479100         735224     69,100              69,100      2       69,100
Pitney Bowes Common Stk
 USD2                           COM     724479100    14677603.36  1,379,474           1,379,474      3    1,379,474
PlainsAllAmerPipLtdPtShUSD0.10  COM     726503105        2017704     44,600              44,600      3       44,600
Plantronics Inc ComStk
 USD0.01                        COM     727493108         199098      5,400               5,400      2        5,400
Plantronics Inc ComStk
 USD0.01                        COM     727493108        1036047     28,100              28,100      3       28,100
Platinum Under. ComStk
 USD0.01                        COM     G7127P100         202400      4,400               4,400      3        4,400
PlumCreekTimberCoComStkUSD0.01  COM     729251108     12353495.4    278,420             278,420      2      278,420
PlumCreekTimberCoComStkUSD0.01  COM     729251108     10434049.2    235,160             235,160      3      235,160
PLX Technology Inc CS
 USD0.001                       COM     693417107     4501566.63  1,240,101           1,240,101      1    1,240,101
PMC-Sierra Inc ComStk
 USD0.001                       COM     69344F106        9679659  1,857,900           1,857,900      1    1,857,900
PNC Financial Serv.
 ComStkUSD5                     COM     693475105        7842695    134,500             134,500      2      134,500
PNC Financial Serv.
 ComStkUSD5                     COM     693475105       94712933  1,624,300           1,624,300      3    1,624,300
PNC Financial Serv.
 ComStkUSD5                     COM     693475105     1409877.49     24,179              24,179      5       24,179
PNM Resources Inc Com
 Stk NPV                        COM     69349H107         145621      7,100               7,100      3        7,100
PolarisIndustriesComStkUSD0.01  COM     731068102         437580      5,200               5,200      2        5,200
PolarisIndustriesComStkUSD0.01  COM     731068102        1312740     15,600              15,600      3       15,600
Polycom Inc. Com Stk NPV        COM     73172K104     6146567.96    587,626             587,626      3      587,626
Popular Inc Common Stk
 USD0.01                        COM     733174700         320166     15,400              15,400      2       15,400
Popular Inc Common Stk
 USD0.01                        COM     733174700        2629935    126,500             126,500      3      126,500
PortfolioRecoveryComStkUSD0.01  COM     73640Q105        1720446     16,100              16,100      2       16,100
PortfolioRecoveryComStkUSD0.01  COM     73640Q105       12705654    118,900             118,900      3      118,900
PortlandGen.ElectricComStk
 NPV                            COM     736508847       12451536    455,100             455,100      1      455,100
PortlandGen.ElectricComStk
 NPV                            COM     736508847        1471968     53,800              53,800      2       53,800
PortlandGen.ElectricComStk
 NPV                            COM     736508847    19929735.36    728,426             728,426      3      728,426
POSCO ADR(Rep 1/4 Ord
 KRW5000)                       COM     693483109         123225      1,500               1,500      3        1,500
POSCO ADR(Rep 1/4 Ord
 KRW5000)                       COM     693483109       263701.5      3,210               3,210      4        3,210
PotashCorpSaskatchewan
 Com NPV                        COM     73755L107    829358.2404     20,400              20,400      2       20,400
PotashCorpSaskatchewan
 Com NPV                        COM     73755L107    13383565.33    329,200             329,200      3      329,200
Power-One Inc Com Stk
 USD0.001                       COM     73930R102      298666.14     72,700              72,700      2       72,700
Power-One Inc Com Stk
 USD0.001                       COM     73930R102    5111664.824  1,244,259           1,244,259      3    1,244,259
PowerShares KBW Bank
 Portfolio                      COM     73937B746     4702960.48    179,024             179,024      2      179,024
PowerShares KBW Bank
 Portfolio                      COM     73937B746      526056.75     20,025              20,025      3       20,025
POWERSHARES S^P 500 LOW
 VOLA                           COM     73937B779      179006.56      6,467               6,467      7        6,467
Pozen Inc CommonStock
 USD0.001                       COM     73941U102         356211     71,100              71,100      2       71,100
Pozen Inc CommonStock
 USD0.001                       COM     73941U102     3081976.65    615,165             615,165      3      615,165
PPG Inds.Common Stk
 USD1.666                       COM     693506107         676750      5,000               5,000      3        5,000
PPG Inds.Common Stk
 USD1.666                       COM     693506107        20302.5        150                 150      7          150
PPL Corp Common Stock
 USD0.01                        COM     69351T106         498162     17,400              17,400      2       17,400
PPL Corp Common Stock
 USD0.01                        COM     69351T106         853174     29,800              29,800      3       29,800
Praxair Inc Comm Stk
 USD0.01                        COM     74005P104     1408949.85     12,873              12,873      2       12,873
Praxair Inc Comm Stk
 USD0.01                        COM     74005P104      4107877.4     37,532              37,532      3       37,532
Precision Castparts
 ComStk NPV                     COM     740189105     31798882.5    167,875             167,875      1      167,875
Precision Castparts
 ComStk NPV                     COM     740189105          94710        500                 500      2          500
Precision Castparts
 ComStk NPV                     COM     740189105    13914035.52     73,456              73,456      3       73,456
Precision Castparts
 ComStk NPV                     COM     740189105      2401845.6     12,680              12,680      4       12,680
Precision Castparts
 ComStk NPV                     COM     740189105        1572186      8,300               8,300      5        8,300
Precision Castparts
 ComStk NPV                     COM     740189105      229008.78      1,209               1,209      7        1,209
PrecisionDrilling Corp
 Com NPV                        COM     74022D308    1734133.534    210,058             210,058      3      210,058
PreformedLineProductsCmStkUSD2  COM     740444104          95072      1,600               1,600      3        1,600
Pretium Resource
 ComStkUSD0.01                  COM     74139C102       16393610  1,241,000           1,241,000      1    1,241,000
Price T.Rowe Grp
 ComStkUSD0.20                  COM     74144T108     2155376.01     33,100              33,100      2       33,100
Price T.Rowe Grp
 ComStkUSD0.20                  COM     74144T108    19308001.56    296,512             296,512      3      296,512
Priceline.comIncComStkUSD0.008  COM     741503403        1054663      1,700               1,700      2        1,700
Priceline.comIncComStkUSD0.008  COM     741503403     1649617.01      2,659               2,659      3        2,659
Primerica Inc Com Stk
 USD0.01                        COM     74164M108       11169722    372,200             372,200      1      372,200
Primerica Inc Com Stk
 USD0.01                        COM     74164M108        2034678     67,800              67,800      2       67,800
Primerica Inc Com Stk
 USD0.01                        COM     74164M108    18657397.06    621,706             621,706      3      621,706
PrimorisServicesCmStkUSD0.0001  COM     74164F103    10234379.75    680,500             680,500      1      680,500
PrimorisServicesCmStkUSD0.0001  COM     74164F103        18047.4      1,200               1,200      2        1,200
PrimorisServicesCmStkUSD0.0001  COM     74164F103    2522455.019    167,722             167,722      3      167,722
PrincipalFin.Grp
 ComStkUSD0.01                  COM     74251V102        2783552     97,600              97,600      2       97,600
PrincipalFin.Grp
 ComStkUSD0.01                  COM     74251V102    36354329.92  1,274,696           1,274,696      3    1,274,696
PrivateBancorp Inc Com
 Stk NPV                        COM     742962103          22980      1,500               1,500      3        1,500
ProAssurance CommonStk
 USD0.01                        COM     74267C106        1164444     27,600              27,600      2       27,600
ProAssurance CommonStk
 USD0.01                        COM     74267C106    10226813.81    242,399             242,399      3      242,399
Procter And Gamble
 ComStk NPV                     COM     742718109     8273890.08    121,872             121,872      2      121,872
Procter And Gamble
 ComStk NPV                     COM     742718109    51713646.03    761,727             761,727      3      761,727
Procter And Gamble
 ComStk NPV                     COM     742718109      2046883.5     30,150              30,150      4       30,150
Procter And Gamble
 ComStk NPV                     COM     742718109      4907768.1     72,290              72,290      7       72,290
ProLogis Inc REIT
 USD0.01                        COM     74340W103       23357249    640,100             640,100      3      640,100
Protective
 LifeCpComStkUSD0.50            COM     743674103        2657940     93,000              93,000      2       93,000
Protective
 LifeCpComStkUSD0.50            COM     743674103    30428440.08  1,064,676           1,064,676      3    1,064,676
Prudential ADR
 (EachRep2Ord5p)                COM     74435K204          23982        840                 840      3          840
PrudentialFinanclComStkUSD0.01  COM     744320102        2890486     54,200              54,200      2       54,200
PrudentialFinanclComStkUSD0.01  COM     744320102    67930047.44  1,273,768           1,273,768      3    1,273,768
PrudentialFinanclComStkUSD0.01  COM     744320102       663958.5     12,450              12,450      4       12,450
PrudentialFinanclComStkUSD0.01  COM     744320102      202707.33      3,801               3,801      7        3,801
PS Business Cls'A'REIT
 USD0.01                        COM     69360J107         155952      2,400               2,400      3        2,400
Public Service Ent Com
 NPV                            COM     744573106        1089360     35,600              35,600      2       35,600
Public Service Ent Com
 NPV                            COM     744573106      3947430.6    129,001             129,001      3      129,001
Public Service Ent Com
 NPV                            COM     744573106          61200      2,000               2,000      7        2,000
Public Storage Com Stk
 USD0.10                        COM     74460D109          57984        400                 400      2          400
Public Storage Com Stk
 USD0.10                        COM     74460D109       23135616    159,600             159,600      3      159,600
PumaBiotechnologyCmStUSD0.0001  COM     74587V107        1933125    103,100             103,100      1      103,100
QAD Inc Cls B ComStk
 USD0.001                       COM     74727D207        1815.75        135                 135      3          135
QEP Resources Inc CS
 USD0.01                        COM     74733V100     3019916.82     99,766              99,766      3       99,766
Qiagen NV
 EUR0.01(U.S.Listing)           COM     N72482107    805905.5694     44,403              44,403      3       44,403
QLogic Corp Com Stock
 USD0.001                       COM     747277101        1112139    114,300             114,300      2      114,300
QLogic Corp Com Stock
 USD0.001                       COM     747277101    13583157.84  1,396,008           1,396,008      3    1,396,008
Quaker Chemical Com
 Stock USD1                     COM     747316107        8563740    159,000             159,000      1      159,000
Qualcomm Inc Com Stk
 USD0.0001                      COM     747525103     5646234.99     91,275              91,275      2       91,275
Qualcomm Inc Com Stk
 USD0.0001                      COM     747525103    34879226.16    563,845             563,845      3      563,845
Quality Systems ComStk
 USD0.01                        COM     747582104        2650872    152,700             152,700      2      152,700
Quality Systems ComStk
 USD0.01                        COM     747582104       27401024  1,578,400           1,578,400      3    1,578,400
QuantaServicesComStkUSD0.00001  COM     74762E102       22271369    816,100             816,100      1      816,100
QuantaServicesComStkUSD0.00001  COM     74762E102      7073022.2    259,180             259,180      3      259,180
Questar Corp Common
 Stock NPV                      COM     748356102       30303936  1,533,600           1,533,600      1    1,533,600
Questcor
 Pharmaceut.ComStk NPV          COM     74835Y101        2543744     95,200              95,200      2       95,200
Questcor
 Pharmaceut.ComStk NPV          COM     74835Y101       30351248  1,135,900           1,135,900      3    1,135,900
QuestDiagnostics
 ComStkUSD0.01                  COM     74834L100       10354579    177,700             177,700      2      177,700
QuestDiagnostics
 ComStkUSD0.01                  COM     74834L100    114780712.2  1,969,808           1,969,808      3    1,969,808
QuimicaMin.ChileADR(Rp10SrBNPV  COM     833635105    11196339.44    194,246             194,246      3      194,246
RAIT FinancialTst REIT
 USD0.01                        COM     749227609         426575     75,500              75,500      3       75,500
RalphLaurenCorp A
 ComStkUSD.01                   COM     751212101          44976        300                 300      2          300
RalphLaurenCorp A
 ComStkUSD.01                   COM     751212101      2745784.8     18,315              18,315      3       18,315
RandgoldResources
 ADR(Rep1Ord)                   COM     752344309    6641072.937     66,938              66,938      3       66,938
Raven Industries
 ComStock USD1                  COM     754212108         179248      6,800               6,800      3        6,800
Raymond James
 FinComStkUSD0.01               COM     754730109       16070863    417,100             417,100      1      417,100
Rayonier Inc Common
 Stock NPV                      COM     754907103          15549        300                 300      3          300
Raytheon Company
 ComStkUSD0.01                  COM     755111507       10337776    179,600             179,600      2      179,600
Raytheon Company
 ComStkUSD0.01                  COM     755111507    88468223.44  1,536,974           1,536,974      3    1,536,974
Realty Income Corp REIT
 USD1                           COM     756109104       12521394    311,400             311,400      3      311,400
Red Robin
 Gourm.ComStkUSD0.001           COM     75689M101        8180222    231,800             231,800      1      231,800
Redwood Trust Inc REIT
 USD0.01                        COM     758075402    17343209.37  1,026,833           1,026,833      1    1,026,833
Regal-Beloit CommonStk
 USD0.01                        COM     758750103       20238984    287,200             287,200      1      287,200
Regency Centers REIT
 USD0.01                        COM     758849103       14602488    309,900             309,900      3      309,900
Regeneron Pharm.
 CmStkUSD0.001                  COM     75886F107      373274.74      2,182               2,182      3        2,182
RegionsFinancial
 ComStkUSD0.01                  COM     7591EP100        3634161    509,700             509,700      3      509,700
ReinsuranceGroup
 ComStkUSD0.01                  COM     759351604    50237671.92    938,671             938,671      1      938,671
ReinsuranceGroup
 ComStkUSD0.01                  COM     759351604      3243847.2     60,610              60,610      3       60,610
Reliance
 Steel^Alum.ComStk NPV          COM     759509102       28764720    463,200             463,200      1      463,200
Reliance
 Steel^Alum.ComStk NPV          COM     759509102        2428110     39,100              39,100      3       39,100
Renaissance Hldgs Com
 Stk NPV                        COM     G7496G103        3396668     41,800              41,800      2       41,800
Renaissance Hldgs Com
 Stk NPV                        COM     G7496G103    15287606.32    188,132             188,132      3      188,132
Renasant Corp
 CommonStock USD5               COM     05564E106         112926      5,900               5,900      2        5,900
Renasant Corp
 CommonStock USD5               COM     05564E106      286028.16     14,944              14,944      3       14,944
Rent-A-Center Com Stk
 USD0.01                        COM     76009N100       48148668  1,401,300           1,401,300      1    1,401,300
Rent-A-Center Com Stk
 USD0.01                        COM     76009N100         481040     14,000              14,000      2       14,000
Rent-A-Center Com Stk
 USD0.01                        COM     76009N100    10520963.28    306,198             306,198      3      306,198
Republic Services
 CmStkUSD0.01                   COM     760759100       27212374    927,800             927,800      1      927,800
RepublicBancorpInc A
 ComStkNPV                      COM     760281204         240882     11,400              11,400      2       11,400
RepublicBancorpInc A
 ComStkNPV                      COM     760281204     1223236.83     57,891              57,891      3       57,891
Research in Mot.
 ComNPV(CanLst                  COM     760975102    955187.3054     80,600              80,600      2       80,600
Research in Mot.
 ComNPV(CanLst                  COM     760975102    12352337.65  1,042,307           1,042,307      3    1,042,307
ResMed Inc Com Stk
 USD0.004                       COM     761152107         540410     13,000              13,000      2       13,000
ResMed Inc Com Stk
 USD0.004                       COM     761152107         835557     20,100              20,100      3       20,100
ResoluteForestProdCmStUSD0.001  COM     76117W109         182712     13,800              13,800      3       13,800
Resource Capital REIT
 USD0.001                       COM     76120W302          94080     16,800              16,800      2       16,800
Resource Capital REIT
 USD0.001                       COM     76120W302          67760     12,100              12,100      3       12,100
ReynoldsAmeri.ComStk
 USD0.0001                      COM     761713106       12076845    291,500             291,500      2      291,500
ReynoldsAmeri.ComStk
 USD0.0001                      COM     761713106      100367158  2,422,572           2,422,572      3    2,422,572
RG Barry Corp
 CommonStock USD1               COM      68798107         174291     12,300              12,300      2       12,300
RG Barry Corp
 CommonStock USD1               COM      68798107        1809509    127,700             127,700      3      127,700
RLI Corp Common Stock
 USD1                           COM     749607107        3304126     51,100              51,100      3       51,100
RoadrunnerTransport CS
 USD0.01                        COM     76973Q105       12734280    702,000             702,000      1      702,000
Robert Half Intl Com Stk
 USD1                           COM     770323103          28638        900                 900      2          900
Robert Half Intl Com Stk
 USD1                           COM     770323103         677766     21,300              21,300      3       21,300
Rock-Tenn Cls'A'ComStk
 USD0.01                        COM     772739207    33306452.29    476,419             476,419      1      476,419
Rock-Tenn Cls'A'ComStk
 USD0.01                        COM     772739207      170650.31      2,441               2,441      3        2,441
Rock-Tenn Cls'A'ComStk
 USD0.01                        COM     772739207       976642.7     13,970              13,970      4       13,970
Rockwell Automation
 ComStkUSD1                     COM     773903109         176379      2,100               2,100      2        2,100
Rockwell Automation
 ComStkUSD1                     COM     773903109        9306092    110,800             110,800      3      110,800
Rockwell Collins
 ComStkUSD0.01                  COM     774341101        3583272     61,600              61,600      2       61,600
Rockwell Collins
 ComStkUSD0.01                  COM     774341101    30036777.54    516,362             516,362      3      516,362
RockwoodHldgsInc
 ComStkUSD0.01                  COM     774415103          29676        600                 600      2          600
RogersCommun.Inc
 ComStkClss'B'                  COM     775109200    1669064.979     36,800              36,800      2       36,800
RogersCommun.Inc
 ComStkClss'B'                  COM     775109200    16263677.57    358,586             358,586      3      358,586
Rollins Inc Common Stock
 USD1                           COM     775711104       13832304    627,600             627,600      1      627,600
Roper Indust. Comm Stk
 USD0.01                        COM     776696106         200664      1,800               1,800      3        1,800
Ross Stores Inc.ComStk
 USD0.01                        COM     778296103    60109946.55  1,111,295           1,111,295      1    1,111,295
Ross Stores Inc.ComStk
 USD0.01                        COM     778296103     3134623.68     57,952              57,952      2       57,952
Ross Stores Inc.ComStk
 USD0.01                        COM     778296103       28716381    530,900             530,900      3      530,900
Roy.DutchShellADR(2'A'EUR0.07)  COM     780259206        2493232     36,160              36,160      7       36,160
Royal Bk of Canada
 Common NPV                     COM     780087102    96221.75354      1,600               1,600      2        1,600
Royal Bk of Canada
 Common NPV                     COM     780087102    11203820.43    186,300             186,300      3      186,300
Royal Bk of Canada
 Common NPV                     COM     780087102    356501.5969      5,928               5,928      7        5,928
Royal Gold Inc Com Stk
 USD0.01                        COM     780287108       24326640    299,000             299,000      1      299,000
Royal Gold Inc Com Stk
 USD0.01                        COM     780287108     3763469.52     46,257              46,257      3       46,257
RoyalCari.CruisesComStkUSD0.01  COM     V7780T103         733210     21,565              21,565      3       21,565
RPC Inc Common Stock
 USD0.10                        COM     749660106        1743588    142,450             142,450      2      142,450
RPC Inc Common Stock
 USD0.10                        COM     749660106       16529508  1,350,450           1,350,450      3    1,350,450
RPX Corp Common Stk
 USD0.0001                      COM     74972G103         110288     12,200              12,200      2       12,200
RPX Corp Common Stk
 USD0.0001                      COM     74972G103        2436280    269,500             269,500      3      269,500
RudolphTechnol.ComStkUSD0.001   COM     781270103           1344        100                 100      2          100
Rue21 Inc Common Stk
 USD0.001                       COM     781295100           8517        300                 300      2          300
Rue21 Inc Common Stk
 USD0.001                       COM     781295100        1039074     36,600              36,600      3       36,600
Ryder System Common             COM     783549108    26123076.42    523,194             523,194      1      523,194
Safe Bulkers IncCmStk
 USD0.001                       COM     Y7388L103          15456      4,600               4,600      2        4,600
Safe Bulkers IncCmStk
 USD0.001                       COM     Y7388L103      117072.48     34,843              34,843      3       34,843
Safeway
 Inc.CommonStockUSD0.01         COM     786514208         452250     25,000              25,000      2       25,000
Safeway
 Inc.CommonStockUSD0.01         COM     786514208        4043115    223,500             223,500      3      223,500
Safeway
 Inc.CommonStockUSD0.01         COM     786514208         217080     12,000              12,000      7       12,000
SalixPharmaceut.ComStkUSD0.001  COM     795435106    30337586.32    749,600             749,600      1      749,600
Sally Beauty Co.ComStk
 USD0.01                        COM     79546E104        9472783    401,900             401,900      1      401,900
Sandisk Corp. Com Stk
 USD0.001                       COM     80004C101      4921720.5    113,143             113,143      1      113,143
Sandisk Corp. Com Stk
 USD0.001                       COM     80004C101         883050     20,300              20,300      4       20,300
Sanofi ADR (Repr 1/2 Ord
 EUR2)                          COM     80105N105       20562.92        434                 434      3          434
Sapient Corp Com Stk
 USD0.01                        COM     803062108       18371232  1,739,700           1,739,700      1    1,739,700
Sapient Corp Com Stk
 USD0.01                        COM     803062108           9504        900                 900      2          900
SBACommunicationsComStkUSD0.01  COM     78388J106    41793804.78    588,811             588,811      1      588,811
SBACommunicationsComStkUSD0.01  COM     78388J106      1024241.4     14,430              14,430      4       14,430
ScanSource Inc
 CommonStock NPV                COM     806037107       11100438    349,400             349,400      1      349,400
Schlumberger Com Stk
 USD0.01                        COM     806857108    36139774.29    521,508             521,508      1      521,508
Schlumberger Com Stk
 USD0.01                        COM     806857108    6312894.564     91,097              91,097      2       91,097
Schlumberger Com Stk
 USD0.01                        COM     806857108    152671260.6  2,203,093           2,203,093      3    2,203,093
Schlumberger Com Stk
 USD0.01                        COM     806857108    2840549.614     40,990              40,990      4       40,990
Schlumberger Com Stk
 USD0.01                        COM     806857108     1857202.48     26,800              26,800      5       26,800
Schlumberger Com Stk
 USD0.01                        COM     806857108    5146114.036     74,260              74,260      7       74,260
Schnitzer Steel
 'A'ComStk USD1                 COM     806882106         124353      4,100               4,100      2        4,100
Schnitzer Steel
 'A'ComStk USD1                 COM     806882106         749151     24,700              24,700      3       24,700
ScholasticCorp CommStk
 USD0.01                        COM     807066105         520256     17,600              17,600      2       17,600
ScholasticCorp CommStk
 USD0.01                        COM     807066105        7573272    256,200             256,200      3      256,200
Schulman (A) Inc Comm
 Stk USD1                       COM     808194104      112850.79      3,900               3,900      2        3,900
Schulman (A) Inc Comm
 Stk USD1                       COM     808194104       95489.13      3,300               3,300      3        3,300
Schweitzer-Maud.
 ComStkUSD0.10                  COM     808541106        1026489     26,300              26,300      2       26,300
Schweitzer-Maud.
 ComStkUSD0.10                  COM     808541106       11794866    302,200             302,200      3      302,200
Sciclone Pharm ComStk
 USD0.001                       COM     80862K104      511154.14    118,600             118,600      2      118,600
Sciclone Pharm ComStk
 USD0.001                       COM     80862K104     8495657.64  1,971,196           1,971,196      3    1,971,196
ScrippsNtwksCls'A'CmStkUSD0.01  COM     811065101         758752     13,100              13,100      2       13,100
ScrippsNtwksCls'A'CmStkUSD0.01  COM     811065101        6741888    116,400             116,400      3      116,400
Seaboard Corp
 CommonStock USD1               COM     811543107     3830238.32      1,514               1,514      3        1,514
SeaCubeContainerLeasingUSD0.01  COM     G79978105         231855     12,300              12,300      2       12,300
SeaCubeContainerLeasingUSD0.01  COM     G79978105     2121963.35    112,571             112,571      3      112,571
SeaDrill Limited USD2           COM     G7945E105    675407.8793     18,489              18,489      2       18,489
SeaDrill Limited USD2           COM     G7945E105    2301588.698     63,005              63,005      3       63,005
Seagate
 Techn.ComStkUSD0.00001         COM     G7945M107        4407858    144,900             144,900      2      144,900
Seagate
 Techn.ComStkUSD0.00001         COM     G7945M107    67570242.48  2,221,244           2,221,244      3    2,221,244
Seaspan Corp Com Stock
 USD0.01                        COM     Y75638109         288540     18,000              18,000      3       18,000
Seaspan Corp Com Stock
 USD0.01                        COM     Y75638109       13336.96        832                 832      7          832
SEI Investments ComStk
 USD0.01                        COM     784117103          49014      2,100               2,100      3        2,100
SelectComfortCorp
 CmStkUSD0.01                   COM     81616X103          10468        400                 400      2          400
SelectComfortCorp
 CmStkUSD0.01                   COM     81616X103         225062      8,600               8,600      3        8,600
SelectMedicalHldComStkUSD0.001  COM     81619Q105        1006181    106,700             106,700      2      106,700
SelectMedicalHldComStkUSD0.001  COM     81619Q105        9920360  1,052,000           1,052,000      3    1,052,000
Shaw Communications
 Cls'B'NPV                      COM     82028K200    331119.2126     14,435              14,435      3       14,435
Sherwin Williams Com
 USD1.00                        COM     824348106      2215777.1     14,405              14,405      7       14,405
ShinhanFinSpADR(Rp1OrdKRW5000)  COM     824596100          95264      2,600               2,600      3        2,600
ShinhanFinSpADR(Rp1OrdKRW5000)  COM     824596100       160849.6      4,390               4,390      4        4,390
ShipFinanceIntlCommonStockUSD1  COM     G81075106          23282      1,400               1,400      3        1,400
Shire PLC ADR (Each Rep
 3 Ord)                         COM     82481R106       21477.94        233                 233      3          233
Sigma-Aldrich Com.USD1          COM     826552101         566566      7,700               7,700      2        7,700
Sigma-Aldrich Com.USD1          COM     826552101         492986      6,700               6,700      3        6,700
Signet Jewelers Ltd
 OrdUSD0.18                     COM     G81276100    16472185.34    308,153             308,153      3      308,153
SilganHldgsIncCommonStkUSD0.01  COM     827048109     23280469.9    560,435             560,435      1      560,435
SiliconMotionTech.ADR(Rep4Ord)  COM     82706C108         162108     11,400              11,400      2       11,400
SiliconMotionTech.ADR(Rep4Ord)  COM     82706C108          69678      4,900               4,900      3        4,900
SiliconPrecSpnADR(Rp5OrdTWD10)  COM     827084864        2886270    540,500             540,500      2      540,500
SiliconPrecSpnADR(Rp5OrdTWD10)  COM     827084864       10860492  2,033,800           2,033,800      3    2,033,800
SiliconPrecSpnADR(Rp5OrdTWD10)  COM     827084864      289823.16     54,274              54,274      4       54,274
Silver Wheaton Com
 NPV(USList)                    COM     828336107     7803165.92    216,274             216,274      3      216,274
Silvercorp Metals Inc
 Com NPV                        COM     82835P103    58391.08165     11,400              11,400      2       11,400
Silvercorp Metals Inc
 Com NPV                        COM     82835P103      26122.326      5,100               5,100      3        5,100
SimmonsFirst 'A'ComStk
 USD0.10                        COM     828730200       10455928    412,300             412,300      1      412,300
SimmonsFirst 'A'ComStk
 USD0.10                        COM     828730200          30432      1,200               1,200      3        1,200
Simon Prop Grp
 ComStkUSD0.0001                COM     828806109     1195634.67      7,563               7,563      2        7,563
Simon Prop Grp
 ComStkUSD0.0001                COM     828806109    39586210.27    250,403             250,403      3      250,403
SINA Corp CommonStock
 USD0.133                       COM     G81477104       58918104  1,173,200           1,173,200      4    1,173,200
SINA Corp CommonStock
 USD0.133                       COM     G81477104     1968774.66     39,203              39,203      6       39,203
Sirona Dental
 Com.StockUSD0.01               COM     82966C103       46823744    726,400             726,400      1      726,400
SIX FLAGS CORP
 ComStkUSD0.01                  COM     83001A102       25055280    409,400             409,400      1      409,400
SK
 TelecomADR(Rp1/9KRW500)(US)    COM     78440P108         104478      6,600               6,600      2        6,600
SK
 TelecomADR(Rp1/9KRW500)(US)    COM     78440P108    11057286.66    698,502             698,502      3      698,502
SK
 TelecomADR(Rp1/9KRW500)(US)    COM     78440P108       647288.7     40,890              40,890      4       40,890
SK
 TelecomADR(Rp1/9KRW500)(US)    COM     78440P108      227382.12     14,364              14,364      7       14,364
Skullcandy Inc
 ComStkUSD0.0001                COM     83083J104         976866    125,400             125,400      3      125,400
SLM Corp Common Stock
 USD0.20                        COM     78442P106    13041856.98    761,346             761,346      1      761,346
SLM Corp Common Stock
 USD0.20                        COM     78442P106          47964      2,800               2,800      3        2,800
SLM Corp Common Stock
 USD0.20                        COM     78442P106         649227     37,900              37,900      4       37,900
SM Energy Co Com Stock
 USD0.01                        COM     78454L100    13450496.83    257,623             257,623      1      257,623
Smith And
 WessonHldgCSUSD0.001           COM     831756101          91152     10,800              10,800      2       10,800
Smith And
 WessonHldgCSUSD0.001           COM     831756101         914052    108,300             108,300      3      108,300
SNAP-ON INCORPORATED
 COMMON ST                      COM     833034101       25245204    319,600             319,600      1      319,600
Sohu.comInc CommonStk
 USD0.001                       COM     83408W103        1448604     30,600              30,600      2       30,600
Sohu.comInc CommonStk
 USD0.001                       COM     83408W103    19567089.54    413,331             413,331      3      413,331
Sohu.comInc CommonStk
 USD0.001                       COM     83408W103     28679992.2    605,830             605,830      4      605,830
Sonoco Products Common
 Stk NPV                        COM     835495102         356760     12,000              12,000      3       12,000
SouFun Hldgs ADR
 (EachRep1Ord)                  COM     836034108        1255000     50,200              50,200      2       50,200
SouFun Hldgs ADR
 (EachRep1Ord)                  COM     836034108         292500     11,700              11,700      3       11,700
Southern.Co Com.USD5            COM     842587107     2744463.48     64,108              64,108      2       64,108
Southern.Co Com.USD5            COM     842587107     8879393.34    207,414             207,414      3      207,414
Southern.Co Com.USD5            COM     842587107     2024955.81     47,301              47,301      7       47,301
SouthernCopperCorpCmStkUSD0.01  COM     84265V105     4592910.18    121,313             121,313      2      121,313
SouthernCopperCorpCmStkUSD0.01  COM     84265V105    43931116.02  1,160,357           1,160,357      3    1,160,357
SouthsideBancshares CS
 USD1.25                        COM     84470P109      238988.88     11,348              11,348      2       11,348
SouthsideBancshares CS
 USD1.25                        COM     84470P109     2535118.56    120,376             120,376      3      120,376
Southwest Airlines
 Comm.USD1                      COM     844741108         594944     58,100              58,100      2       58,100
Southwest Airlines
 Comm.USD1                      COM     844741108          56320      5,500               5,500      3        5,500
SouthwesternEnergyComStkUSD0.1  COM     845467109    31954794.04    956,444             956,444      3      956,444
Spartan Stores Inc Com
 Stk NPV                        COM     846822104         193536     12,600              12,600      2       12,600
Spartan Stores Inc Com
 Stk NPV                        COM     846822104         393216     25,600              25,600      3       25,600
SPDR BarclaysHighYieldBd
 ETF                            COM     78464A417    108423390.8  2,663,311           2,663,311      2    2,663,311
SPDR GOLD TRUST                 COM     78463V107    202715.8312      1,260               1,260      4        1,260
SPDR Idx S^P Intl
 Dividend ETF                   COM     78463X772        1924400     40,000              40,000      2       40,000
SPDR S^P 500 ETF Trust          COM     78462F103    219320371.8  1,540,063           1,540,063      2    1,540,063
SPDR S^P 500 ETF Trust          COM     78462F103     6538755.15     45,915              45,915      3       45,915
SPDR S^P 500 ETF Trust          COM     78462F103      642411.51      4,511               4,511      7        4,511
SPDR S^P DIVIDEND ETF           COM     78464A763          58160      1,000               1,000      7        1,000
SPDR S^P HOMEBUILDERS
 ETF                            COM     78464A888       30028208  1,128,880           1,128,880      4    1,128,880
SPDR S^P METALS & MINING
 ETF                            COM     78464A755     9424543.03    208,831             208,831      7      208,831
SPDR S^P Regional
 Banking ETF                    COM     78464A698        6024738    215,400             215,400      3      215,400
Spectra Energy ComStk
 USD0.001                       COM     847560109      781589.48     28,546              28,546      2       28,546
Spectra Energy ComStk
 USD0.001                       COM     847560109     2945567.78    107,581             107,581      3      107,581
Spectrum Pharm ComStk
 USD0.001                       COM     84763A108       761766.6     68,100              68,100      2       68,100
Spectrum Pharm ComStk
 USD0.001                       COM     84763A108      7523703.6    672,600             672,600      3      672,600
SpiritAirlinesIncComSTKUSD0.01  COM     848577102    39686178.15  2,238,300           2,238,300      1    2,238,300
SpiritAirlinesIncComSTKUSD0.01  COM     848577102      1195035.7     67,400              67,400      2       67,400
SpiritAirlinesIncComSTKUSD0.01  COM     848577102    16339560.01    921,551             921,551      3      921,551
St.JudeMedicalIncComStkUSD0.10  COM     790849103        3866980    107,000             107,000      2      107,000
St.JudeMedicalIncComStkUSD0.10  COM     790849103    30779932.04    851,686             851,686      3      851,686
Stancorp Fin.Group Com
 Stk NPV                        COM     852891100        1796830     49,000              49,000      2       49,000
Stancorp Fin.Group Com
 Stk NPV                        COM     852891100     29121480.5    794,150             794,150      3      794,150
StandardMotorProductsCmStkUSD2  COM     853666105         226644     10,200              10,200      2       10,200
StandardMotorProductsCmStkUSD2  COM     853666105        1082114     48,700              48,700      3       48,700
StandardParking
 ComStkUSD0.001                 COM     853790103       20514471    932,900             932,900      1      932,900
StanleyTech.GroupInc
 ComStkNPV                      COM     85472N109    7992316.963    200,200             200,200      1      200,200
Staples Inc Com Stk
 USD0.0006                      COM     855030102         531240     46,600              46,600      2       46,600
Staples Inc Com Stk
 USD0.0006                      COM     855030102        9181560    805,400             805,400      3      805,400
Starbucks Corp ComStk
 USD0.001                       COM     855244109         799087     14,900              14,900      2       14,900
Starbucks Corp ComStk
 USD0.001                       COM     855244109     1220404.28     22,756              22,756      3       22,756
Starwood Prop.Tst REIT
 USD0.01                        COM     85571B105         461496     20,100              20,100      2       20,100
Starwood Prop.Tst REIT
 USD0.01                        COM     85571B105        9764888    425,300             425,300      3      425,300
State Auto Fin Cp Com
 Stk NPV                        COM     855707105          31374      2,100               2,100      2        2,100
State Auto Fin Cp Com
 Stk NPV                        COM     855707105           5976        400                 400      3          400
State Street Corp Com
 Stk USD1                       COM     857477103     18588224.1    395,410             395,410      1      395,410
State Street Corp Com
 Stk USD1                       COM     857477103     8225574.75    174,975             174,975      2      174,975
State Street Corp Com
 Stk USD1                       COM     857477103    123074013.4  2,618,039           2,618,039      3    2,618,039
State Street Corp Com
 Stk USD1                       COM     857477103      1673085.9     35,590              35,590      4       35,590
State Street Corp Com
 Stk USD1                       COM     857477103        1861596     39,600              39,600      5       39,600
State Street Corp Com
 Stk USD1                       COM     857477103      445936.86      9,486               9,486      7        9,486
Statoil
 SponADR(Rp1OrdNOK2.50)         COM     85771P102       33628.72      1,343               1,343      3        1,343
Steel Dynamics Com Stk
 USD0.01                        COM     858119100     1207443.66     87,942              87,942      3       87,942
Steelcase Inc
 Cls'A'ComStk NPV               COM     858155203         150332     11,800              11,800      2       11,800
Steelcase Inc
 Cls'A'ComStk NPV               COM     858155203         141414     11,100              11,100      3       11,100
SteinerLeisureLtdComStkUSD0.01  COM     P8744Y102      149787.04      3,100               3,100      2        3,100
SteinerLeisureLtdComStkUSD0.01  COM     P8744Y102        48318.4      1,000               1,000      3        1,000
StellarOne Corp ComStk
 USD1                           COM     85856G100          12726        900                 900      3          900
Stepan Co Common Stock
 USD1                           COM     858586100          22216        400                 400      2          400
Stepan Co Common Stock
 USD1                           COM     858586100         849762     15,300              15,300      3       15,300
Steris Corp Common Stock
 NPV                            COM     859152100        2698521     77,700              77,700      2       77,700
Steris Corp Common Stock
 NPV                            COM     859152100       18045708    519,600             519,600      3      519,600
Sterling Bancorp/NY
 CmStk USD1                     COM     859158107          25508      2,800               2,800      3        2,800
Sterling Financial
 ComStk USD1                    COM     859319303         489060     23,400              23,400      2       23,400
Sterling Financial
 ComStk USD1                    COM     859319303        3887400    186,000             186,000      3      186,000
Steven Madden ComStk
 USD0.0001                      COM     556269108         338160      8,000               8,000      3        8,000
Stone Energy CommStock
 USD0.01                        COM     861642106      447582.24     21,812              21,812      3       21,812
StrayerEducation CmStk
 USD0.01                        COM     863236105         668423     11,900              11,900      2       11,900
StrayerEducation CmStk
 USD0.01                        COM     863236105     6281097.91    111,823             111,823      3      111,823
Stryker
 Corp.Com.Stk.USD0.10           COM     863667101     6622201.18    120,799             120,799      2      120,799
Stryker
 Corp.Com.Stk.USD0.10           COM     863667101    46377555.54    845,997             845,997      3      845,997
Sturm Ruger And Co
 ComStk USD1                    COM     864159108         930700     20,500              20,500      2       20,500
Sturm Ruger And Co
 ComStk USD1                    COM     864159108        8126600    179,000             179,000      3      179,000
Sumitomo Mitsui
 ADR(Rep0.2Ord)                 COM     86562M209          28626      3,900               3,900      3        3,900
Sumitomo Mitsui
 ADR(Rep0.2Ord)                 COM     86562M209      151578.34     20,651              20,651      7       20,651
SuncorEnergy
 NewComNPV(CanLst)              COM     867224107    206990732.8  6,300,846           6,300,846      2    6,300,846
SuncorEnergy
 NewComNPV(CanLst)              COM     867224107      128219225  3,903,023           3,903,023      3    3,903,023
SuncorEnergy
 NewComNPV(CanLst)              COM     867224107    2463844.531     75,000              75,000      5       75,000
SuncorEnergy
 NewComNPV(CanLst)              COM     867224107    536132.5701     16,320              16,320      7       16,320
Sunoco Logistics
 Partn.Uts NPV                  COM     86764L108      759128.45     15,265              15,265      3       15,265
Superior Energy
 ComStkUSD0.001                 COM     868157108         128464      6,200               6,200      3        6,200
Superior Inds. Com Stk
 USD0.50                        COM     868168105       706166.4     34,616              34,616      3       34,616
SusquehannaBancshs
 ComStk USD2                    COM     869099101    17583249.68  1,677,791           1,677,791      1    1,677,791
SVB Fin.Group Com Stk
 USD0.001                       COM     78486Q101     9375030.97    167,501             167,501      1      167,501
SVB Fin.Group Com Stk
 USD0.001                       COM     78486Q101          27985        500                 500      3          500
Swift Energy Co ComStk
 USD0.01                        COM     870738101         193914     12,600              12,600      3       12,600
SwiftTransport Co A CS
 USD0.01                        COM     87074U101        5188368    568,900             568,900      1      568,900
SY Bancorp Inc Common
 Stk NPV                        COM     785060104          11210        500                 500      2          500
Symantec Corp Com Stk
 USD0.01                        COM     871503108        2683732    142,600             142,600      2      142,600
Symantec Corp Com Stk
 USD0.01                        COM     871503108       20869498  1,108,900           1,108,900      3    1,108,900
Symetra Fin Corp CmStk
 USD0.01                        COM     87151Q106        3875828    298,600             298,600      2      298,600
Symetra Fin Corp CmStk
 USD0.01                        COM     87151Q106    43177217.16  3,326,442           3,326,442      3    3,326,442
Synaptics Inc Common
 Stock NPV                      COM     87157D109        1096902     36,600              36,600      3       36,600
Syngenta AG ADR (Repr
 0.2 Ord)                       COM     87160A100        19634.4        243                 243      3          243
SYNNEX Corp Com Stk
 USD0.001                       COM     87162W100         831996     24,200              24,200      2       24,200
SYNNEX Corp Com Stk
 USD0.001                       COM     87162W100    10223614.98    297,371             297,371      3      297,371
Synopsys Inc Com Stk
 USD0.01                        COM     871607107     22278030.9    699,788             699,788      1      699,788
Syntel Inc Common Stock
 NPV                            COM     87162H103         536283     10,000              10,000      2       10,000
Syntel Inc Common Stock
 NPV                            COM     87162H103     3491202.33     65,100              65,100      3       65,100
Sysco Corp.Common USD1          COM     871829107        1092270     34,500              34,500      2       34,500
Sysco Corp.Common USD1          COM     871829107        1218910     38,500              38,500      3       38,500
TaiwanSemiManuADS Rep.5
 ComShs                         COM     874039100       18112380  1,055,500           1,055,500      2    1,055,500
TaiwanSemiManuADS Rep.5
 ComShs                         COM     874039100    60036902.64  3,498,654           3,498,654      3    3,498,654
TaiwanSemiManuADS Rep.5
 ComShs                         COM     874039100     1674798.84     97,599              97,599      4       97,599
TaiwanSemiManuADS Rep.5
 ComShs                         COM     874039100        2918487    170,075             170,075      6      170,075
TaiwanSemiManuADS Rep.5
 ComShs                         COM     874039100       19665.36      1,146               1,146      7        1,146
TAL Intl Grp Com Stk
 USD0.001                       COM     874083108         276488      7,600               7,600      2        7,600
TAL Intl Grp Com Stk
 USD0.001                       COM     874083108     4115451.12    113,124             113,124      3      113,124
TANGER FACTORY OUTLET
 CENTER                         COM     875465106        7554951    220,905             220,905      1      220,905
Target Corp CommonStk
 USD0.167                       COM     87612E106     2179763.63     36,839              36,839      2       36,839
Target Corp CommonStk
 USD0.167                       COM     87612E106     7529086.65    127,245             127,245      3      127,245
Tata
 Mot.SpnADR(EchRp5OrdINR2)      COM     876568502    12273032.48    427,334             427,334      2      427,334
Tata
 Mot.SpnADR(EchRp5OrdINR2)      COM     876568502    50644733.12  1,763,396           1,763,396      3    1,763,396
Taubman Centers REIT
 USD0.01                        COM     876664103       14508096    184,300             184,300      3      184,300
TD AmeritradeHldg
 CmStkUSD0.01                   COM     87236Y108      483472.41     28,761              28,761      3       28,761
TE Connectivity CHF0.77
 (US)                           COM     H84989104         111360      3,000               3,000      2        3,000
TE Connectivity CHF0.77
 (US)                           COM     H84989104        2973312     80,100              80,100      3       80,100
Tech Data Corp
 ComStkUSD0.0015                COM     878237106         669291     14,700              14,700      2       14,700
Tech Data Corp
 ComStkUSD0.0015                COM     878237106     8302441.03    182,351             182,351      3      182,351
Techne Corp Common Stk
 USD0.01                        COM     878377100     6236981.76     91,264              91,264      1       91,264
Techne Corp Common Stk
 USD0.01                        COM     878377100     1949945.22     28,533              28,533      3       28,533
TeckResour.'B'Sub.VotingComNPV  COM     878742204    3136848.448     86,400              86,400      2       86,400
TeckResour.'B'Sub.VotingComNPV  COM     878742204    19484258.21    536,666             536,666      3      536,666
Teekay Corp Com Stk
 USD0.001                       COM     Y8564W103        3563742    111,020             111,020      1      111,020
TelecomArgent.
 ADR(Rep10'B'Sh)                COM     879273209     1212061.04    106,508             106,508      3      106,508
TeledyneTechno.IncCmStkUSD0.01  COM     879360105          65.07          1                   1      3            1
TELEFBrasil
 ADR(EchRep1PrefSh)             COM     87936R106        4460724    185,400             185,400      2      185,400
TELEFBrasil
 ADR(EchRep1PrefSh)             COM     87936R106      9655398.3    401,305             401,305      3      401,305
Telenav Inc Com Stock
 USD0.001                       COM     879455103      201307.68     25,200              25,200      2       25,200
Telenav Inc Com Stock
 USD0.001                       COM     879455103    2194517.329    274,713             274,713      3      274,713
Telular Corp Com Stk
 USD0.01                        COM     87970T208          35986      3,800               3,800      2        3,800
Telular Corp Com Stk
 USD0.01                        COM     87970T208          65343      6,900               6,900      3        6,900
Tempur-Pedic Intl
 CmStkUSD0.01                   COM     88023U101        1171428     37,200              37,200      2       37,200
Tempur-Pedic Intl
 CmStkUSD0.01                   COM     88023U101     7829169.76    248,624             248,624      3      248,624
Teradyne Inc Comm Stk
 USD0.125                       COM     880770102         430695     25,500              25,500      2       25,500
Teradyne Inc Comm Stk
 USD0.125                       COM     880770102        2373045    140,500             140,500      3      140,500
Terra Nitrogen Company
 LP NPV                         COM     881005201        4410254     20,600              20,600      2       20,600
Terra Nitrogen Company
 LP NPV                         COM     881005201    42955231.69    200,641             200,641      3      200,641
Tesco Corp Com NPV(US
 Listing)                       COM     88157K101     3030822.05    266,095             266,095      3      266,095
Tesoro Corp Com Stk
 USD0.1666                      COM     881609101         775280     17,600              17,600      2       17,600
Tesoro Corp Com Stk
 USD0.1666                      COM     881609101       11893500    270,000             270,000      3      270,000
Tessco Technologies CS
 USD0.01                        COM     872386107         429516     19,400              19,400      2       19,400
Tessco Technologies CS
 USD0.01                        COM     872386107     6338704.14    286,301             286,301      3      286,301
Teva
 Pharm.ADR(Cnv1OrdILS0.10)      COM     881624209      2889742.6     77,390              77,390      3       77,390
Texas Instruments Com
 Stk USD1                       COM     882508104     2420663.96     78,364              78,364      2       78,364
Texas Instruments Com
 Stk USD1                       COM     882508104    11040889.14    357,426             357,426      3      357,426
TextainerGrpHldgs
 CmStkUSD0.01                   COM     G8766E109     1004140.28     31,918              31,918      3       31,918
TGC Industries ComStk
 USD0.01                        COM     872417308          27027      3,300               3,300      2        3,300
TGC Industries ComStk
 USD0.01                        COM     872417308      181203.75     22,125              22,125      3       22,125
TheMen'sWearhouseComStkUSD0.01  COM     587118100         202540      6,500               6,500      2        6,500
TheMen'sWearhouseComStkUSD0.01  COM     587118100        1367924     43,900              43,900      3       43,900
ThermoFisherScient.ComStk
 USD1                           COM     883556102         261498      4,100               4,100      2        4,100
ThermoFisherScient.ComStk
 USD1                           COM     883556102     1093125.42     17,139              17,139      3       17,139
Thermon Group Com Stk
 USD0.001                       COM     88362T103       12637077    560,900             560,900      1      560,900
ThomsonReutComNPV(Canad.List.)  COM     884903105    69948.37803      2,420               2,420      7        2,420
TICC Cap Corp ComStock
 USD0.01                        COM     87244T109          12144      1,200               1,200      3        1,200
Tiffany & Co Com Stk
 USD0.01                        COM     886547108          51606        900                 900      2          900
Tiffany & Co Com Stk
 USD0.01                        COM     886547108        1089460     19,000              19,000      3       19,000
Tim Hortons Inc CmStk
 USD0.001                       COM     88706M103        1406548     28,600              28,600      2       28,600
Tim Hortons Inc CmStk
 USD0.001                       COM     88706M103       12181886    247,700             247,700      3      247,700
Tim Partic
 SpnADR(EachRep5Ord)            COM     88706P205         392436     19,800              19,800      2       19,800
TimeWarnerCable ComStk
 USD0.01                        COM     88732J207        1127404     11,600              11,600      2       11,600
TimeWarnerCable ComStk
 USD0.01                        COM     88732J207    11806544.01    121,479             121,479      3      121,479
TimeWarnerInc
 CommonStkUSD0.01               COM     887317303      982667.35     20,545              20,545      2       20,545
TimeWarnerInc
 CommonStkUSD0.01               COM     887317303     2312915.31     48,357              48,357      3       48,357
Timken Co Common Stock
 NPV                            COM     887389104        3879013     81,100              81,100      2       81,100
Timken Co Common Stock
 NPV                            COM     887389104    44253655.24    925,228             925,228      3      925,228
TJX Corp Common Stk USD1        COM     872540109        3828990     90,200              90,200      2       90,200
TJX Corp Common Stk USD1        COM     872540109     31920192.6    751,948             751,948      3      751,948
TNS Inc Common Stock
 USD0.001                       COM     872960109    14284234.53    689,061             689,061      1      689,061
Tompkins Fin Cp ComStk
 USD0.10                        COM     890110109          99100      2,500               2,500      2        2,500
Tompkins Fin Cp ComStk
 USD0.10                        COM     890110109        1482536     37,400              37,400      3       37,400
Torchmark Corp Common
 Stk USD1                       COM     891027104       12586812    243,600             243,600      1      243,600
Toro Com Stk USD1               COM     891092108          30086        700                 700      2          700
Toro Com Stk USD1               COM     891092108         137536      3,200               3,200      3        3,200
Toronto Dom.Bk.Common
 NPV                            COM     891160509    230645329.9  2,742,132           2,742,132      2    2,742,132
Toronto Dom.Bk.Common
 NPV                            COM     891160509    47236783.17    561,596             561,596      3      561,596
Toronto Dom.Bk.Common
 NPV                            COM     891160509    738836.9991      8,784               8,784      4        8,784
Toronto Dom.Bk.Common
 NPV                            COM     891160509    1791578.789     21,300              21,300      5       21,300
Toronto Dom.Bk.Common
 NPV                            COM     891160509    577258.4614      6,863               6,863      7        6,863
Total System
 Ser.ComStkUSD0.10              COM     891906109         848232     39,600              39,600      2       39,600
Total System
 Ser.ComStkUSD0.10              COM     891906109     9964776.78    465,209             465,209      3      465,209
TotalSpoADR(EachRep1OrdEUR2.5)  COM     89151E109       18307.52        352                 352      3          352
TowersWatsonAndCo A CS
 USD0.01                        COM     891894107       34136333    607,300             607,300      1      607,300
TowersWatsonAndCo A CS
 USD0.01                        COM     891894107         455301      8,100               8,100      2        8,100
TowersWatsonAndCo A CS
 USD0.01                        COM     891894107        4131435     73,500              73,500      3       73,500
Tractor Supply
 CommStkUSD0.008                COM     892356106     5865866.96     66,386              66,386      3       66,386
TransAtlantic Petroleum
 ComNPV                         COM     G89982105    26805228.23 32,950,575          32,950,575      3   32,950,575
TransCanada Corp Common
 NPV                            COM     89353D107    28333.83549        600                 600      3          600
TransDigm Group
 CommStkUSD0.01                 COM     893641100    11564827.96     84,811              84,811      1       84,811
TransDigm Group
 CommStkUSD0.01                 COM     893641100       739071.2      5,420               5,420      4        5,420
Transglobe Energy Corp
 Com NPV                        COM     893662106    595950.5875     63,600              63,600      2       63,600
Transglobe Energy Corp
 Com NPV                        COM     893662106    5140542.332    548,600             548,600      3      548,600
Travelers Co's
 CommonStock NPV                COM     89417E109      278733.42      3,881               3,881      2        3,881
Travelers Co's
 CommonStock NPV                COM     89417E109      232553.16      3,238               3,238      3        3,238
Travelers Co's
 CommonStock NPV                COM     89417E109        4237.38         59                  59      7           59
Travelzoo Inc Com Stk
 USD0.01                        COM     89421Q106          66465      3,500               3,500      2        3,500
Travelzoo Inc Com Stk
 USD0.01                        COM     89421Q106         558306     29,400              29,400      3       29,400
TriCo Bancshares Com
 Stock NPV                      COM     896095106          11725        700                 700      3          700
Trimble Navigation Com
 Stk NPV                        COM     896239100     7176349.88    120,046             120,046      3      120,046
Triple-S Mgmt Cls B
 ComStkUSD1                     COM     896749108         543018     29,400              29,400      2       29,400
Triple-S Mgmt Cls B
 ComStkUSD1                     COM     896749108     3558448.67    192,661             192,661      3      192,661
TriusTherapeutics CS
 USD0.0001                      COM     89685K100      470629.24     98,458              98,458      3       98,458
TrueReligionAppar.CSUSD0.00001  COM     89784N104         386384     15,200              15,200      2       15,200
TrueReligionAppar.CSUSD0.00001  COM     89784N104        4547638    178,900             178,900      3      178,900
TrustCo Bank Common
 Stock USD1                     COM     898349105         673200    127,500             127,500      2      127,500
TrustCo Bank Common
 Stock USD1                     COM     898349105      5438347.2  1,029,990           1,029,990      3    1,029,990
Trustmark Corp Common
 Stk NPV                        COM     898402102         554762     24,700              24,700      2       24,700
Trustmark Corp Common
 Stk NPV                        COM     898402102        7133296    317,600             317,600      3      317,600
TRW
 AutoHldgsCorpComStkUSD0.01     COM     87264S106         906009     16,900              16,900      2       16,900
TRW
 AutoHldgsCorpComStkUSD0.01     COM     87264S106        9976821    186,100             186,100      3      186,100
TupperwareBrandsCpCmStkUSD0.01  COM     899896104        1890950     29,500              29,500      2       29,500
TupperwareBrandsCpCmStkUSD0.01  COM     899896104       12922560    201,600             201,600      3      201,600
Tutor Perini Corp Com
 Stk USD1                       COM     901109108          70281      5,130               5,130      3        5,130
Twin Disc Inc Common
 Stock NPV                      COM     901476101          66234      3,800               3,800      2        3,800
Twin Disc Inc Common
 Stock NPV                      COM     901476101         224847     12,900              12,900      3       12,900
Two Harbors Inv REIT
 USD0.0001                      COM     90187B101        4737808    427,600             427,600      3      427,600
Tyco Intl Ltd CommonStk
 CHF6.7                         COM     H89128104          14625        500                 500      3          500
Tyson Foods
 Class'A'ComUSD0.10             COM     902494103          91180      4,700               4,700      3        4,700
U.S.Bancorp Com Stk
 USD0.01                        COM     902973304     1355884.94     42,451              42,451      2       42,451
U.S.Bancorp Com Stk
 USD0.01                        COM     902973304     4441608.34    139,061             139,061      3      139,061
UbiquitiNetworksComStkUSD0.001  COM     90347A100        1882914    155,100             155,100      3      155,100
UBS AG CHF0.10 (Regd)           COM     H89231338    37306.06872      2,393               2,393      2        2,393
UBS AG CHF0.10 (Regd)           COM     H89231338    103212968.3  6,620,602           6,620,602      3    6,620,602
UDR Incorporated REIT
 USD0.01                        COM     902653104       15174018    638,100             638,100      3      638,100
UFP Tech.Inc ComStk
 USD0.01                        COM     902673102          32256      1,800               1,800      3        1,800
UGI Corporation Comm
 Stock NPV                      COM     902681105         304203      9,300               9,300      2        9,300
UltraCleanHldgs
 ComStkUSD0.001                 COM     90385V107      171835.27     34,997              34,997      3       34,997
UltraparPart.SpnADR(EchRp1Ord)  COM     90400P101    12695411.36    569,812             569,812      2      569,812
UltraparPart.SpnADR(EchRp1Ord)  COM     90400P101    46070940.48  2,067,816           2,067,816      3    2,067,816
Umpqua Hldgs Corp
 ComStock NPV                   COM     904214103          30654      2,600               2,600      3        2,600
UnileverSpoADR(EachRep1Ord)JPM  COM     904767704        19747.2        510                 510      3          510
Unilife Corp Com Stock
 USD0.01                        COM     90478E103     4202117.31  1,851,153           1,851,153      1    1,851,153
Union Fst Mkt Bnksh CS
 USD1.33                        COM     90662P104          11039        700                 700      3          700
Union Pacific
 Cp.ComStkUSD2.50               COM     907818108        7518056     59,800              59,800      2       59,800
Union Pacific
 Cp.ComStkUSD2.50               COM     907818108    59177284.04    470,707             470,707      3      470,707
Unisys Corp Common Stk
 USD0.01                        COM     909214306         269880     15,600              15,600      2       15,600
Unisys Corp Common Stk
 USD0.01                        COM     909214306      2822529.6    163,152             163,152      3      163,152
Unit Corporation ComStk
 USD0.2                         COM     909218109         387430      8,600               8,600      2        8,600
Unit Corporation ComStk
 USD0.2                         COM     909218109        3437315     76,300              76,300      3       76,300
United Online ComStk
 USD0.0001                      COM     911268100         233103     41,700              41,700      2       41,700
United Online ComStk
 USD0.0001                      COM     911268100      2340029.9    418,610             418,610      3      418,610
UNITED STATIONERS INC           COM     913004107          24792        800                 800      2          800
UNITED STATIONERS INC           COM     913004107         793344     25,600              25,600      3       25,600
UnitedHealthGrp
 ComStkUSD0.01                  COM     91324P102       17584608    324,200             324,200      1      324,200
UnitedHealthGrp
 ComStkUSD0.01                  COM     91324P102       11287344    208,100             208,100      2      208,100
UnitedHealthGrp
 ComStkUSD0.01                  COM     91324P102    114536546.9  2,111,662           2,111,662      3    2,111,662
UnitedHealthGrp
 ComStkUSD0.01                  COM     91324P102       834211.2     15,380              15,380      4       15,380
UnitedHealthGrp
 ComStkUSD0.01                  COM     91324P102        1247520     23,000              23,000      5       23,000
Unitil Corp Common Stock
 NPV                            COM     913259107           2592        100                 100      3          100
Universal Corp Com Stk
 NPV                            COM     913456109    13468113.68    269,848             269,848      1      269,848
Universal Corp Com Stk
 NPV                            COM     913456109         848470     17,000              17,000      2       17,000
Universal Corp Com Stk
 NPV                            COM     913456109    10768831.15    215,765             215,765      3      215,765
UniversalAmerFin
 ComStkUSD0.01                  COM     91338E101          56694      6,600               6,600      2        6,600
UniversalAmerFin
 ComStkUSD0.01                  COM     91338E101          39514      4,600               4,600      3        4,600
UniversalHlthClsBComStkUSD0.01  COM     913903100     33229311.1    687,266             687,266      1      687,266
UniversalHlthClsBComStkUSD0.01  COM     913903100        1112050     23,000              23,000      2       23,000
UniversalHlthClsBComStkUSD0.01  COM     913903100     24520509.1    507,146             507,146      3      507,146
UniversalInsuranceCmStkUSD0.01  COM     91359V107         278130     63,500              63,500      2       63,500
UniversalInsuranceCmStkUSD0.01  COM     91359V107      1415002.8    323,060             323,060      3      323,060
UniversalTecInstCmStkUSD0.0001  COM     913915104         102408     10,200              10,200      2       10,200
UniversalTecInstCmStkUSD0.0001  COM     913915104          70280      7,000               7,000      3        7,000
UnivestCp ofPennsyl
 ComStkUSD5                     COM     915271100          75240      4,400               4,400      2        4,400
UnivestCp ofPennsyl
 ComStkUSD5                     COM     915271100       580014.9     33,919              33,919      3       33,919
UNS Energy Corp Com
 Stock NPV                      COM     903119105       10282608    242,400             242,400      1      242,400
Unum Group CommonStock
 USD0.10                        COM     91529Y106        5594334    268,700             268,700      1      268,700
Unum Group CommonStock
 USD0.10                        COM     91529Y106        1430334     68,700              68,700      2       68,700
Unum Group CommonStock
 USD0.10                        COM     91529Y106    27081219.42  1,300,731           1,300,731      3    1,300,731
URS Corp Common Stock
 USD0.01                        COM     903236107         113854      2,900               2,900      2        2,900
URS Corp Common Stock
 USD0.01                        COM     903236107        1856998     47,300              47,300      3       47,300
UrstadtBiddlePrpClAREITUSD0.01  COM     917286205          39360      2,000               2,000      3        2,000
US Airways Grp Com Stk
 USD0.01                        COM     90341W108         238950     17,700              17,700      3       17,700
US Ecology Inc Com Stk
 USD0.01                        COM     91732J102         141240      6,000               6,000      2        6,000
US Ecology Inc Com Stk
 USD0.01                        COM     91732J102          65912      2,800               2,800      3        2,800
US
 PhysicalTherapyCmStkUSD0.01    COM     90337L108         402084     14,600              14,600      2       14,600
US
 PhysicalTherapyCmStkUSD0.01    COM     90337L108     5959738.62    216,403             216,403      3      216,403
USA Mobility Com.Stk
 USD0.0001                      COM     90341G103         330544     28,300              28,300      2       28,300
USA Mobility Com.Stk
 USD0.0001                      COM     90341G103     5212632.16    446,287             446,287      3      446,287
USANAHealthScien.CmStkUSD0.001  COM     90328M107        1020830     31,000              31,000      2       31,000
USANAHealthScien.CmStkUSD0.001  COM     90328M107    12643012.48    383,936             383,936      3      383,936
UtahMedicalProdComStockUSD0.01  COM     917488108          43260      1,200               1,200      3        1,200
Utd Bankshares Com Stk
 USD2.50                        COM     909907107        1165886     47,900              47,900      2       47,900
Utd Bankshares Com Stk
 USD2.50                        COM     909907107        9185916    377,400             377,400      3      377,400
Utd Fire Grp Com Stk
 USD0.001                       COM     910340108          39312      1,800               1,800      2        1,800
Utd Fire Grp Com Stk
 USD0.001                       COM     910340108          61152      2,800               2,800      3        2,800
Utd Parcels Serv.Cls B
 USD0.01                        COM     911312106     2187126.72     29,664              29,664      2       29,664
Utd Parcels Serv.Cls B
 USD0.01                        COM     911312106    23300965.63    316,031             316,031      3      316,031
Utd States Steel Comm
 Stk USD1                       COM     912909108         221805      9,300               9,300      2        9,300
Utd States Steel Comm
 Stk USD1                       COM     912909108        2890620    121,200             121,200      3      121,200
Utd Technologies Com Stk
 USD1                           COM     913017109     2835003.69     34,569              34,569      2       34,569
Utd Technologies Com Stk
 USD1                           COM     913017109    12126408.65    147,865             147,865      3      147,865
Utd Therapeutics
 ComStkUSD0.01                  COM     91307C102        4033210     75,500              75,500      2       75,500
Utd Therapeutics
 ComStkUSD0.01                  COM     91307C102    45205125.82    846,221             846,221      3      846,221
UtdMicroelec.ADR(Rep5OrdTWD10)  COM     910873405       12332.03      6,197               6,197      7        6,197
Vaalco Energy Inc CS
 USD0.10                        COM     91851C201        1083845    125,300             125,300      2      125,300
Vaalco Energy Inc CS
 USD0.10                        COM     91851C201     12387595.8  1,432,092           1,432,092      3    1,432,092
Valassis Comm
 IncComStkUSD0.01               COM     918866104         144368      5,600               5,600      2        5,600
Valassis Comm
 IncComStkUSD0.01               COM     918866104        2608936    101,200             101,200      3      101,200
Vale Rio
 DoceSpnADR(Rp1OrdNPV)          COM     91912E105       65217040  3,111,500           3,111,500      2    3,111,500
Vale Rio
 DoceSpnADR(Rp1OrdNPV)          COM     91912E105    339124227.4 16,179,591          16,179,591      3   16,179,591
Valeant Pharm Com NPV(US
 List)                          COM     91911K102      454072.69      7,597               7,597      3        7,597
ValeroEnergyCorp
 ComStkUSD0.01                  COM     91913Y100        1804948     52,900              52,900      2       52,900
ValeroEnergyCorp
 ComStkUSD0.01                  COM     91913Y100    21635799.08    634,109             634,109      3      634,109
ValeSA
 SpnsADR(1Rps1Prf'A'Shs)        COM     91912E204    39760121.68  1,959,592           1,959,592      2    1,959,592
ValeSA
 SpnsADR(1Rps1Prf'A'Shs)        COM     91912E204      219939684 10,839,807          10,839,807      3   10,839,807
Validus Holdings Ltd
 USD0.175                       COM     G9319H102         712348     20,600              20,600      2       20,600
Validus Holdings Ltd
 USD0.175                       COM     G9319H102    14719461.12    425,664             425,664      3      425,664
ValmontIndustriesIncComStkUSD1  COM     920253101          27310        200                 200      2          200
ValmontIndustriesIncComStkUSD1  COM     920253101         942195      6,900               6,900      3        6,900
ValueClickInc Com Stk
 USD0.001                       COM     92046N102         432843     22,300              22,300      2       22,300
ValueClickInc Com Stk
 USD0.001                       COM     92046N102     2734441.98    140,878             140,878      3      140,878
Vanguard Index Funds
 Value ETF                      COM     922908744      2841098.4     48,318              48,318      3       48,318
Vanguard MSCI EAFE ETF          COM     921943858    12464338.77    353,799             353,799      2      353,799
Vanguard MSCI Emrg
 Markets ETF                    COM     922042858     9930100.94    222,998             222,998      2      222,998
Vanguard MSCI Emrg
 Markets ETF                    COM     922042858     3202241.36     71,912              71,912      3       71,912
Vanguard Total Stock Mkt
 ETF                            COM     922908769     8314788.48    113,466             113,466      2      113,466
Vantiv Inc Cl A CS
 USD0.00001                     COM     92210H105     65378101.4  3,201,670           3,201,670      1    3,201,670
Vantiv Inc Cl A CS
 USD0.00001                     COM     92210H105       211142.8     10,340              10,340      3       10,340
Vantiv Inc Cl A CS
 USD0.00001                     COM     92210H105      1045708.2     51,210              51,210      4       51,210
VarianMedicalSystemsComStkUSD1  COM     92220P105         505728      7,200               7,200      2        7,200
VarianMedicalSystemsComStkUSD1  COM     92220P105     10433800.8    148,545             148,545      3      148,545
Vector Grp Ltd Com Stk
 USD0.10                        COM     92240M108        1561.35        105                 105      2          105
Vector Grp Ltd Com Stk
 USD0.10                        COM     92240M108      328210.64     22,072              22,072      3       22,072
Vectren Corp. Common
 Stock NPV                      COM     92240G101         352800     12,000              12,000      2       12,000
Vectren Corp. Common
 Stock NPV                      COM     92240G101         299880     10,200              10,200      3       10,200
VeecoInstruments CmStk
 USD0.01                        COM     922417100     2435372.67     82,583              82,583      3       82,583
Ventas Inc. REIT USD0.25        COM     92276F100          64720      1,000               1,000      2        1,000
Ventas Inc. REIT USD0.25        COM     92276F100       19856096    306,800             306,800      3      306,800
Vera Bradley Inc Com
 Stock NPV                      COM     92335C106          90360      3,600               3,600      2        3,600
Vera Bradley Inc Com
 Stock NPV                      COM     92335C106          75300      3,000               3,000      3        3,000
Verastem Inc Com Stk
 USD0.0001                      COM     92337C104      307720.32     35,008              35,008      3       35,008
Verisign Inc Com Stk
 USD0.001                       COM     92343E102    45354803.52  1,168,336           1,168,336      1    1,168,336
VERISK ANALYTICS INC-CL
 A COMM                         COM     92345Y106    27497193.66    539,478             539,478      1      539,478
Verizon Communi.
 ComStkUSD0.10                  COM     92343V104      7050846.5    162,950             162,950      2      162,950
Verizon Communi.
 ComStkUSD0.10                  COM     92343V104    35596714.55    822,665             822,665      3      822,665
Verizon Communi.
 ComStkUSD0.10                  COM     92343V104      1545604.4     35,720              35,720      4       35,720
Verizon Communi.
 ComStkUSD0.10                  COM     92343V104      713479.03     16,489              16,489      7       16,489
VF Corporation Common
 Stk USD1                       COM     918204108        4393227     29,100              29,100      3       29,100
ViacomNew'B'NonVtgComUSD0.001   COM     92553P201        5680098    107,700             107,700      2      107,700
ViacomNew'B'NonVtgComUSD0.001   COM     92553P201     61389623.7  1,164,005           1,164,005      3    1,164,005
VillageSuperMkt
 Cls'A'CmStkNPV                 COM     927107409          42718      1,300               1,300      3        1,300
Virginia Commerce Com
 Stk USD1                       COM     92778Q109          32220      3,600               3,600      3        3,600
VirginMedia USD0.01
 (LdnList)                      COM     92769L101    395825928.9 10,890,441          10,890,441      3   10,890,441
VirginMedia USD0.01
 (LdnList)                      COM     92769L101     1936524.47     53,280              53,280      4       53,280
VirginMedia USD0.01
 (LdnList)                      COM     92769L101    171772.0467      4,726               4,726      7        4,726
VisaInc ComStk
 Cls'A'USD0.0001                COM     92826C839        2167594     14,300              14,300      2       14,300
VisaInc ComStk
 Cls'A'USD0.0001                COM     92826C839    19023138.42    125,499             125,499      3      125,499
VisaInc ComStk
 Cls'A'USD0.0001                COM     92826C839     1614175.42     10,649              10,649      4       10,649
VisaInc ComStk
 Cls'A'USD0.0001                COM     92826C839        1349062      8,900               8,900      5        8,900
VisaInc ComStk
 Cls'A'USD0.0001                COM     92826C839      927821.18      6,121               6,121      7        6,121
Vishay
 Intertech.CommonUSD0.10        COM     928298108         226419     21,300              21,300      2       21,300
Vishay
 Intertech.CommonUSD0.10        COM     928298108        4883422    459,400             459,400      3      459,400
Vivus Inc CommonStock
 USD0.001                       COM     928551100     3838415.24    286,022             286,022      1      286,022
Vodafone ADR(10
 USD0.11428571)                 COM     92857W209       20731.37        823                 823      3          823
Volcano Corp Com.Stk
 USD0.001                       COM     928645100     6933855.63    293,683             293,683      1      293,683
Volterra Semi.Com Stk
 USD0.001                       COM     928708106         726291     42,300              42,300      3       42,300
VonageHldgsCorp
 ComStkUSD0.001                 COM     92886T201         622836    262,800             262,800      2      262,800
VonageHldgsCorp
 ComStkUSD0.001                 COM     92886T201     6595667.34  2,782,982           2,782,982      3    2,782,982
VornadoRealtyTstComStk
 USD0.04                        COM     929042109       22030008    275,100             275,100      3      275,100
VSE Corp Common Stock
 USD0.05                        COM     918284100          49020      2,000               2,000      2        2,000
VSE Corp Common Stock
 USD0.05                        COM     918284100      128800.05      5,255               5,255      3        5,255
W^T Offshore ComStk
 USD0.00001                     COM     92922P106         487312     30,400              30,400      2       30,400
W^T Offshore ComStk
 USD0.00001                     COM     92922P106        6038501    376,700             376,700      3      376,700
Wabash National ComStk
 USD0.01                        COM     929566107      3714925.5    414,150             414,150      1      414,150
Wabtec Corp
 CommonStockUSD0.01             COM     929740108         393930      4,500               4,500      2        4,500
Wabtec Corp
 CommonStockUSD0.01             COM     929740108         446454      5,100               5,100      3        5,100
Waddell^ReedFin'A'CmStkUSD0.01  COM     930059100        2914434     83,700              83,700      2       83,700
Waddell^ReedFin'A'CmStkUSD0.01  COM     930059100    26112980.44    749,942             749,942      3      749,942
Walgreen Co ComStk
 USD0.078125                    COM     931422109    10122086.96    273,496             273,496      2      273,496
Walgreen Co ComStk
 USD0.078125                    COM     931422109    108865951.3  2,941,528           2,941,528      3    2,941,528
Walgreen Co ComStk
 USD0.078125                    COM     931422109         544047     14,700              14,700      7       14,700
Wal-Mart Stores
 Com.USD0.10                    COM     931142103     7410937.91    108,617             108,617      2      108,617
Wal-Mart Stores
 Com.USD0.10                    COM     931142103    45913809.21    672,927             672,927      3      672,927
Wal-Mart Stores
 Com.USD0.10                    COM     931142103       89449.53      1,311               1,311      7        1,311
Walt Disney Co Com Stk
 USD0.01                        COM     254687106    31482914.06    632,314             632,314      1      632,314
Walt Disney Co Com Stk
 USD0.01                        COM     254687106     2737055.88     54,972              54,972      2       54,972
Walt Disney Co Com Stk
 USD0.01                        COM     254687106    13577633.42    272,698             272,698      3      272,698
Walt Disney Co Com Stk
 USD0.01                        COM     254687106      1627635.1     32,690              32,690      4       32,690
WarnerChilcott ClsA CS
 USD0.01                        COM     G94368100        1336440    111,000             111,000      2      111,000
WarnerChilcott ClsA CS
 USD0.01                        COM     G94368100     23937386.2  1,988,155           1,988,155      3    1,988,155
Washington Fed Common
 Stk USD1                       COM     938824109          28679      1,700               1,700      2        1,700
Washington Fed Common
 Stk USD1                       COM     938824109         441994     26,200              26,200      3       26,200
Washington Post
 'B'ComStk USD1                 COM     939640108         109563        300                 300      3          300
WashingtonBanking Co
 ComStkNPV                      COM     937303105           5448        400                 400      2          400
WashingtonBanking Co
 ComStkNPV                      COM     937303105         155268     11,400              11,400      3       11,400
WashingtonTrustBancCSUSD0.0625  COM     940610108          10524        400                 400      2          400
Waste Management
 ComStkUSD0.01                  COM     94106L109         222684      6,600               6,600      2        6,600
Waste Management
 ComStkUSD0.01                  COM     94106L109         276668      8,200               8,200      3        8,200
Waste Management
 ComStkUSD0.01                  COM     94106L109         683235     20,250              20,250      7       20,250
WasteConnections
 ComStkUSD0.01                  COM     941053100    99010714.62  2,930,178           2,930,178      1    2,930,178
Waters Corp Common Stk
 USD0.01                        COM     941848103      384024.96      4,408               4,408      2        4,408
Waters Corp Common Stk
 USD0.01                        COM     941848103        5105232     58,600              58,600      3       58,600
Waters Corp Common Stk
 USD0.01                        COM     941848103        1219680     14,000              14,000      7       14,000
Watson Pharm.Com Stk
 USD0.0033                      COM     942683103         692816      8,056               8,056      3        8,056
WD-40 Company Com Stk
 USD0.001                       COM     929236107         146041      3,100               3,100      3        3,100
Websense Inc Com Stk
 USD0.01                        COM     947684106        4710528    313,200             313,200      1      313,200
Websense Inc Com Stk
 USD0.01                        COM     947684106          16544      1,100               1,100      3        1,100
Weingarten Realty REIT
 USD0.03                        COM     948741103        9832621    367,300             367,300      3      367,300
Weis Markets Common
 Stock NPV                      COM     948849104         250688      6,400               6,400      2        6,400
Weis Markets Common
 Stock NPV                      COM     948849104          54838      1,400               1,400      3        1,400
WellCare Health ComStk
 USD0.01                        COM     94946T106      2317157.1     47,590              47,590      3       47,590
WellPoint Inc Com Stk
 USD0.01                        COM     94973V107        2138292     35,100              35,100      2       35,100
WellPoint Inc Com Stk
 USD0.01                        COM     94973V107    21738449.12    356,836             356,836      3      356,836
WellPoint Inc Com Stk
 USD0.01                        COM     94973V107         182760      3,000               3,000      7        3,000
Wells Fargo^Co
 ComStkUSD1.6667                COM     949746101    44692469.16  1,307,562           1,307,562      1    1,307,562
Wells Fargo^Co
 ComStkUSD1.6667                COM     949746101    14699860.96    430,072             430,072      2      430,072
Wells Fargo^Co
 ComStkUSD1.6667                COM     949746101    107604245.5  3,148,164           3,148,164      3    3,148,164
Wells Fargo^Co
 ComStkUSD1.6667                COM     949746101        3568392    104,400             104,400      4      104,400
Wendy's Co (The)
 ComStkUSD0.10                  COM     95058W100       14267790  3,035,700           3,035,700      1    3,035,700
WesBanco Inc Com Stk
 USD2.0833                      COM     950810101          15554        700                 700      2          700
WesBanco Inc Com Stk
 USD2.0833                      COM     950810101         217756      9,800               9,800      3        9,800
West Pharmaceut.ComStk
 USD0.25                        COM     955306105    13154180.25    240,259             240,259      1      240,259
Westamerica Bancorp
 CommStkNPV                     COM     957090103         847541     19,900              19,900      2       19,900
Westamerica Bancorp
 CommStkNPV                     COM     957090103        1908032     44,800              44,800      3       44,800
Westell Tech.'A'ComStk
 USD0.01                        COM     957541105          19055     10,300              10,300      3       10,300
Western Digital ComStk
 USD0.01                        COM     958102105        4758880    112,000             112,000      2      112,000
Western Digital ComStk
 USD0.01                        COM     958102105       55678896  1,310,400           1,310,400      3    1,310,400
Western Refining
 ComStkUSD0.01                  COM     959319104        2742887     97,300              97,300      2       97,300
Western Refining
 ComStkUSD0.01                  COM     959319104    25992223.03    922,037             922,037      3      922,037
Western Union Co.CmStk
 USD0.01                        COM     959802109        5328315    391,500             391,500      2      391,500
Western Union Co.CmStk
 USD0.01                        COM     959802109       57577105  4,230,500           4,230,500      3    4,230,500
WestlakeChemical CmStk
 USD0.01                        COM     960413102          31720        400                 400      2          400
Westwood Hldgs Com Stk
 USD0.01                        COM     961765104          12270        300                 300      3          300
Weyerhaeuser Co REIT
 USD1.25                        COM     962166104     12135918.6    436,230             436,230      2      436,230
Weyerhaeuser Co REIT
 USD1.25                        COM     962166104     10250835.4    368,470             368,470      3      368,470
Wiley(John)&SonsClA;'ComStkUSD1  COM     968223206          23358        600                 600      2          600
Wiley(John)&SonsClA;'ComStkUSD1  COM     968223206      962154.95     24,715              24,715      3       24,715
Williams Cos Common
 Stock USD1                     COM     969457100           6548        200                 200      3          200
Williams-Sonoma ComStk
 USD0.01                        COM     969904101         639042     14,600              14,600      2       14,600
Williams-Sonoma ComStk
 USD0.01                        COM     969904101        8088696    184,800             184,800      3      184,800
Willis Grp
 HldgsOrdUSD0.000115            COM     G96666105    22792319.27    679,759             679,759      1      679,759
Willis Grp
 HldgsOrdUSD0.000115            COM     G96666105        1988329     59,300              59,300      2       59,300
Willis Grp
 HldgsOrdUSD0.000115            COM     G96666105       16865590    503,000             503,000      3      503,000
Wilshire Bancorp Com
 Stock NPV                      COM     97186T108         116226     19,800              19,800      2       19,800
Wilshire Bancorp Com
 Stock NPV                      COM     97186T108         758404    129,200             129,200      3      129,200
Wintrust Financial Cp
 CmStkNPV                       COM     97650W108          25690        700                 700      3          700
Wipro ADR (Each Repr1Ord
 INR2)                          COM     97651M109        1450656    165,600             165,600      2      165,600
Wipro ADR (Each Repr1Ord
 INR2)                          COM     97651M109         472164     53,900              53,900      3       53,900
WolverineWorldWide
 ComStk USD1                    COM     978097103       18604920    454,000             454,000      1      454,000
WolverineWorldWide
 ComStk USD1                    COM     978097103         118842      2,900               2,900      3        2,900
WooriFinanceADR(EachRep
 3 Ord)                         COM     981063100          13340        400                 400      3          400
World Acceptance Com Stk
 NPV                            COM     981419104         961824     12,900              12,900      2       12,900
World Acceptance Com Stk
 NPV                            COM     981419104       14106752    189,200             189,200      3      189,200
World Wresting Com Stk
 USD0.01                        COM     98156Q108           6312        800                 800      3          800
WPP PLC
 SpnADR(EachRep5Ord10p)         COM     92933H101          22599        310                 310      3          310
WPX Energy Inc Common
 Stk USD1                       COM     98212B103    24615076.32  1,654,239           1,654,239      3    1,654,239
Wright Medical Com Stk
 USD0.01                        COM     98235T107        6968680    332,000             332,000      1      332,000
WusconsinEner.Crp
 CmStkUSD0.01                   COM     976657106         195305      5,300               5,300      2        5,300
WuXi
 PharmaTechADR(EchRep8Com)      COM     929352102        1549800     98,400              98,400      2       98,400
WuXi
 PharmaTechADR(EchRep8Com)      COM     929352102         373275     23,700              23,700      3       23,700
WuXi
 PharmaTechADR(EchRep8Com)      COM     929352102     23984887.5  1,522,850           1,522,850      4    1,522,850
WuXi
 PharmaTechADR(EchRep8Com)      COM     929352102       59879673  3,801,884           3,801,884      6    3,801,884
WyndhamWorldwide
 ComStkUSD0.01                  COM     98310W108          21284        400                 400      3          400
Xcel Energy Common Stk
 USD2.50                        COM     98389B100         4540.7        170                 170      3          170
Xerox Corp Common Stock
 USD1                           COM     984121103          53196      7,800               7,800      2        7,800
Xerox Corp Common Stock
 USD1                           COM     984121103         872960    128,000             128,000      3      128,000
Xilinx Inc Common Stk
 USD0.01                        COM     983919101        2510270     70,000              70,000      2       70,000
Xilinx Inc Common Stk
 USD0.01                        COM     983919101     18844955.5    525,500             525,500      3      525,500
XL Group PLC Com Stk
 USD0.01                        COM     G98290102         478646     19,100              19,100      2       19,100
XL Group PLC Com Stk
 USD0.01                        COM     G98290102        4282754    170,900             170,900      3      170,900
XuedaEducation
 ADR(EchRep2Ord)                COM     98418W109     1475176.85    602,113             602,113      4      602,113
Xyratex Limited ComStk
 USD0.01                        COM     G98268108         183338     21,800              21,800      2       21,800
Xyratex Limited ComStk
 USD0.01                        COM     G98268108        2270700    270,000             270,000      3      270,000
Yamana Gold Inc Common
 NPV                            COM     98462Y100    2933290.148    170,700             170,700      3      170,700
Yandex NV Class 'A'
 USD0.01                        COM     N97284108        2957442    137,300             137,300      3      137,300
YoungInnovations
 ComStkUSD0.01                  COM     987520103         181286      4,600               4,600      3        4,600
Yum Brands Inc Common
 Stk NPV                        COM     988498101     15760969.6    237,364             237,364      1      237,364
Yum Brands Inc Common
 Stk NPV                        COM     988498101      2820406.4     42,476              42,476      2       42,476
Yum Brands Inc Common
 Stk NPV                        COM     988498101     38834903.2    584,863             584,863      3      584,863
Yum Brands Inc Common
 Stk NPV                        COM     988498101         651384      9,810               9,810      4        9,810
Yum Brands Inc Common
 Stk NPV                        COM     988498101        1646720     24,800              24,800      5       24,800
Yum Brands Inc Common
 Stk NPV                        COM     988498101          37184        560                 560      7          560
Zagg Inc Common Stock
 USD0.001                       COM     98884U108          56672      7,700               7,700      2        7,700
Zagg Inc Common Stock
 USD0.001                       COM     98884U108          52256      7,100               7,100      3        7,100
ZebraTechClass'A'ComStkUSD0.01  COM     989207105       15059661    383,100             383,100      1      383,100
ZebraTechClass'A'ComStkUSD0.01  COM     989207105         271239      6,900               6,900      2        6,900
ZebraTechClass'A'ComStkUSD0.01  COM     989207105        5385470    137,000             137,000      3      137,000
Zhongpin Inc ComStock
 USD0.001                       COM     98952K107          87312      6,800               6,800      2        6,800
Zhongpin Inc ComStock
 USD0.001                       COM     98952K107      368328.24     28,686              28,686      3       28,686
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102     20255307.6    303,860             303,860      1      303,860
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102        3512982     52,700              52,700      2       52,700
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102    43259140.32    648,952             648,952      3      648,952
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102      1654501.2     24,820              24,820      4       24,820
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102        1466520     22,000              22,000      5       22,000
Zimmer Hldgs Com Stk
 USD0.01                        COM     98956P102      181248.54      2,719               2,719      7        2,719
Zions Bancorp Common
 Stock NPV                      COM     989701107       23788240  1,111,600           1,111,600      1    1,111,600
Zions Bancorp Common
 Stock NPV                      COM     989701107         457960     21,400              21,400      2       21,400
Zions Bancorp Common
 Stock NPV                      COM     989701107        3488200    163,000             163,000      3      163,000
Zix Corporation ComStk
 USD0.01                        COM     98974P100          47151     16,900              16,900      3       16,900
Zumiez Inc Common Stock
 NPV                            COM     989817101          91227      4,700               4,700      3        4,700
Zygo Corp Common Stock
 USD0.10                        COM     989855101          65940      4,200               4,200      2        4,200
Zygo Corp Common Stock
 USD0.10                        COM     989855101         615440     39,200              39,200      3       39,200
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