0001047469-11-005028.txt : 20110512
0001047469-11-005028.hdr.sgml : 20110512
20110512144806
ACCESSION NUMBER: 0001047469-11-005028
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110512
DATE AS OF CHANGE: 20110512
EFFECTIVENESS DATE: 20110512
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP
CENTRAL INDEX KEY: 0001086619
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04731
FILM NUMBER: 11835370
BUSINESS ADDRESS:
STREET 1: TWO PORTLAND SQUARE
CITY: PORTLAND
STATE: ME
ZIP: 04101
13F-HR
1
a2202820z13f-hr.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31st, 2011
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Schroder Investment Management Group
------------------------------------
Address: 31 Gresham Street
-------------------------------
London, EC2V 7QA
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United Kingdom
-------------------------------
Form 13F File Number: 2804731
-------
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jennifer Grunberg
-------------------------------
Title: Authorized Signatory
-------------------------------
Phone: (212) 641-3903
-------------------------------
Signature, Place, and Date of Signing:
/s/ Jennifer Grunberg New York, NY 05/11/11
------------------------------- ----------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
--------------- ------------------------------------
[Repeat as necessary.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 7
------------------
Form 13F Information Table Entry Total: 2,855
------------------
Form 13F Information Table Value Total: $62,691,728,194.52
------------------
(billion)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-1732 Schroder Investment Management North America Inc.
--- ----------------- -------------------------------------------------
2 Schroder Investment Management North America Ltd.
--- ----------------- -------------------------------------------------
3 Schroder Investment Management Ltd.
--- ----------------- -------------------------------------------------
4 Schroder Investment Management (Hong Kong) Ltd.
--- ----------------- -------------------------------------------------
5 Schroder Investment Management (Japan) Ltd.
--- ----------------- -------------------------------------------------
6 Schroder Investment Management (Singapore) Ltd.
--- ----------------- -------------------------------------------------
7 Schroder & Co Limited
--- ----------------- -------------------------------------------------
FORM 13F INFORMATION TABLE
ITEM 6 - ITEM 8 -
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY
------------------------------ ----- --------- ----------------- -------- ------------------------ -------- -----------------------
CLASS MARKET
NAME OF ISSUE TITLE CUSIP VALUE SHARES SOLE SHARED OTHER MANAGERS SOLE SHARED NONE
------------------------------ ----- --------- ----------------- -------- ----------- ------ ----- -------- ----------- ------ ----
A B C A B C
1st SourceCorp CommonStock NPV COM 336901103 86,031.72 4293 4,293 3 4,293
3M Co Common Stock USD0.01 COM 88579Y101 5,744,172.50 61435 61,435 2 61,435
3M Co Common Stock USD0.01 COM 88579Y101 43,461,605.00 464830 464,830 3 464,830
3M Co Common Stock USD0.01 COM 88579Y101 37,400.00 400 400 7 400
AAON Inc Common Stock USD0.004 COM 000360206 65,800.00 2000 2,000 3 2,000
ABB Ltd ADR(Each Rep1 CHF1.54) COM 000375204 47,247.80 2000 2,000 4 2,000
Abbott Laboratories ComStk NPV COM 002824100 7,383,643.65 150533 150,533 2 150,533
Abbott Laboratories ComStk NPV COM 002824100 68,180,726.25 1390025 1,390,025 3 1,390,025
Abbott Laboratories ComStk NPV COM 002824100 318,825.00 6500 6,500 5 6,500
Abbott Laboratories ComStk NPV COM 002824100 873,776.70 17814 17,814 7 17,814
AboveNet Inc Com Stock USD0.01 COM 00374N107 36,697,788.00 565800 565,800 1 565,800
AboveNet Inc Com Stock USD0.01 COM 00374N107 272,412.00 4200 4,200 2 4,200
AboveNet Inc Com Stock USD0.01 COM 00374N107 201,066.00 3100 3,100 3 3,100
Accenture A NewCS USD0.0000225 COM G1151C101 4,345,488.44 79052 79,052 2 79,052
Accenture A NewCS USD0.0000225 COM G1151C101 47,228,300.05 859165 859,165 3 859,165
Accenture A NewCS USD0.0000225 COM G1151C101 192,395.00 3500 3,500 5 3,500
ACE Limited CHF30.57(US List.) COM H0023R105 6,482,940.00 100200 100,200 2 100,200
ACE Limited CHF30.57(US List.) COM H0023R105 74,303,421.00 1148430 1,148,430 3 1,148,430
ACE Limited CHF30.57(US List.) COM H0023R105 297,620.00 4600 4,600 5 4,600
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 397,114.00 36200 36,200 2 36,200
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 413,569.00 37700 37,700 3 37,700
Adecoagro SA USD1.50 (US List) COM L00849106 64,636.60 4795 4,795 3 4,795
Adobe Systems Inc NPV COM 00724F101 1,366,192.00 41200 41,200 2 41,200
Adobe Systems Inc NPV COM 00724F101 500,716.00 15100 15,100 3 15,100
Adobe Systems Inc NPV COM 00724F101 8,290.00 250 250 7 250
Adtran Inc Common StockUSD0.01 COM 00738A106 101,904.00 2400 2,400 3 2,400
Adv.AmericaCsh Com Stk USD0.01 COM 00739W107 180,200.00 34000 34,000 2 34,000
Adv.AmericaCsh Com Stk USD0.01 COM 00739W107 5,194,996.40 980188 980,188 3 980,188
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 2,815,098.00 42900 42,900 2 42,900
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 16,693,728.00 254400 254,400 3 254,400
AdvancedBatteryTechnCSUSD0.001 COM 00752H102 144,918.00 74700 74,700 3 74,700
Aecom Technology ComStkUSD0.01 COM 00766T100 35,308,609.00 1273300 1,273,300 1 1,273,300
Aecom Technology ComStkUSD0.01 COM 00766T100 1,233,985.00 44500 44,500 3 44,500
AEROFLEX HOLDING ComStk0.01 COM 007767106 12,940,026.00 710600 710,600 1 710,600
Aeropostale Inc Com StkUSD0.01 COM 007865108 830,528.00 34150 34,150 2 34,150
Aeropostale Inc Com StkUSD0.01 COM 007865108 6,903,232.00 283850 283,850 3 283,850
AES Corp Common Stock USD0.01 COM 00130H105 300,300.00 23100 23,100 2 23,100
Aetna Inc Common Stock NPV COM 00817Y108 202,608.59 5413 5,413 2 5,413
Aetna Inc Common Stock NPV COM 00817Y108 6,476,774.91 173037 173,037 3 173,037
AffiliatedManagers Com Stk NPV COM 008252108 514,039.00 4700 4,700 2 4,700
AffiliatedManagers Com Stk NPV COM 008252108 3,795,139.00 34700 34,700 3 34,700
AFLAC Inc. Com Stk USD0.10 COM 001055102 17,263,757.42 327089 327,089 1 327,089
AFLAC Inc. Com Stk USD0.10 COM 001055102 2,459,548.00 46600 46,600 2 46,600
AFLAC Inc. Com Stk USD0.10 COM 001055102 19,683,192.62 372929 372,929 3 372,929
AFLAC Inc. Com Stk USD0.10 COM 001055102 925,761.20 17540 17,540 4 17,540
AFLAC Inc. Com Stk USD0.10 COM 001055102 68,614.00 1300 1,300 5 1,300
AFLAC Inc. Com Stk USD0.10 COM 001055102 7,178.08 136 136 7 136
AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 30,132.00 400 400 2 400
AGCO Corp Common Stock USD0.01 COM 001084102 572,567.52 10416 10,416 3 10,416
Agilent Technologies USD0.01 COM 00846U101 521,597.44 11648 11,648 3 11,648
AGL Resources Inc Com Stk USD5 COM 001204106 7,118,372.16 178674 178,674 3 178,674
Agree Realty Cp REIT USD0.0001 COM 008492100 948,018.60 42228 42,228 3 42,228
Agrium Inc Com NPV(US Listing) COM 008916108 13,591,189.64 147314 147,314 2 147,314
Agrium Inc Com NPV(US Listing) COM 008916108 20,393,058.14 221039 221,039 3 221,039
Agrium Incorporated Common NPV COM 008916108 94,194.91 1100 1,100 2 1,100
Agrium Incorporated Common NPV COM 008916108 1,109,273.52 12954 12,954 3 12,954
Air Products&Chemicals ComUSD1 COM 009158106 7,579,629.00 84050 84,050 3 84,050
Aircastle Ltd ComStock USD0.01 COM G0129K104 568,086.62 47066 47,066 3 47,066
Airgas Inc Common StockUSD0.01 COM 009363102 88,220,372.40 1328220 1,328,220 1 1,328,220
Airgas Inc Common StockUSD0.01 COM 009363102 2,756,430.00 41500 41,500 3 41,500
AirmediaGrp ADR (EachRep2 Ord) COM 009411109 9,813,556.00 1883600 1,883,600 4 1,883,600
AirTransportSvcs ComStkUSD0.01 COM 00922R105 32,955.00 3900 3,900 3 3,900
Alaska Airgroup Com.Stk USD1 COM 011659109 342,468.00 5400 5,400 2 5,400
Alaska Airgroup Com.Stk USD1 COM 011659109 4,033,512.00 63600 63,600 3 63,600
AlaskaCommSysGp ComStk USD0.01 COM 01167P101 360,441.75 33900 33,900 3 33,900
Albemarle Corp Com Stk USD0.01 COM 012653101 1,051,952.00 17600 17,600 3 17,600
Albemarle Corp Com Stk USD0.01 COM 012653101 107,586.00 1800 1,800 5 1,800
Alcoa Inc Common Stock USD1 COM 013817101 31,999.92 1812 1,812 7 1,812
AlexionPharma.ComStk USD0.0001 COM 015351109 1,129,886.00 11450 11,450 3 11,450
Allegiant Travel ComStkUSD0.01 COM 01748X102 7,250,555.00 165500 165,500 1 165,500
Allergan Inc Common StkUSD0.01 COM 018490102 779,160.42 10971 10,971 3 10,971
Alliance Fin Corp Com Stk USD1 COM 019205103 68,734.35 2061 2,061 3 2,061
Alliance Resource Ptnrs LP NPV COM 01877R108 4,543,794.00 55800 55,800 2 55,800
Alliance Resource Ptnrs LP NPV COM 01877R108 59,709,198.94 733258 733,258 3 733,258
AllianceDataSyst ComStkUSD0.01 COM 18581108 68,712.00 800 800 3 800
Alliant Energy Com Stk USD0.01 COM 18802108 966,631.90 24830 24,830 3 24,830
AlliantTechsys Com Stk USD0.01 COM 18804104 3,469,897.00 49100 49,100 3 49,100
AlliantTechsys Com Stk USD0.01 COM 18804104 63,603.00 900 900 5 900
Allied Nevada Gold CS USD0.001 COM 19344100 1,941,572.04 54723 54,723 3 54,723
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 3,291,225.00 52500 52,500 2 52,500
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 38,642,617.52 616408 616,408 3 616,408
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 144,187.00 2300 2,300 5 2,300
Allstate Corp.Com Stk USD0.01 COM 20002101 22,715,199.92 714764 714,764 1 714,764
Allstate Corp.Com Stk USD0.01 COM 20002101 2,145,150.00 67500 67,500 2 67,500
Allstate Corp.Com Stk USD0.01 COM 20002101 33,093,658.08 1041336 1,041,336 3 1,041,336
Allstate Corp.Com Stk USD0.01 COM 20002101 1,254,356.60 39470 39,470 4 39,470
Allstate Corp.Com Stk USD0.01 COM 20002101 10,042.48 316 316 7 316
AlmostFamily Inc ComStkUSD0.10 COM 20409108 342,524.00 9100 9,100 2 9,100
AlmostFamily Inc ComStkUSD0.10 COM 20409108 2,540,700.00 67500 67,500 3 67,500
AlphaNatResInc ComStockUSD0.01 COM 02076X102 374,031.00 6300 6,300 3 6,300
Altera Corp Com Stk USD0.001 COM 21441100 1,060,882.00 24100 24,100 2 24,100
Altera Corp Com Stk USD0.001 COM 21441100 14,277,314.74 324337 324,337 3 324,337
Alterra Capital Holdings USD1 COM G0229R108 1,144,164.00 51400 51,400 2 51,400
Alterra Capital Holdings USD1 COM G0229R108 10,980,858.00 493300 493,300 3 493,300
Alterra Capital Holdings USD1 COM G0229R108 51,198.00 2300 2,300 5 2,300
Altisource Portolio ComStkUSD1 COM L0175J104 13,088,088.00 426600 426,600 1 426,600
Altria Group ComStockUSD0.3333 COM 02209S103 11,276,430.27 433209 433,209 1 433,209
Altria Group ComStockUSD0.3333 COM 02209S103 2,389,554.00 91800 91,800 2 91,800
Altria Group ComStockUSD0.3333 COM 02209S103 23,405,108.77 899159 899,159 3 899,159
Altria Group ComStockUSD0.3333 COM 02209S103 1,392,344.70 53490 53,490 4 53,490
Altria Group ComStockUSD0.3333 COM 02209S103 1,133,866.80 43560 43,560 7 43,560
Amazon Comm.Inc USD0.01 COM 23135106 20,718,192.34 115018 115,018 1 115,018
Amazon Comm.Inc USD0.01 COM 23135106 1,910,458.78 10606 10,606 2 10,606
Amazon Comm.Inc USD0.01 COM 23135106 7,167,372.70 39790 39,790 3 39,790
Amazon Comm.Inc USD0.01 COM 23135106 992,516.30 5510 5,510 4 5,510
Amazon Comm.Inc USD0.01 COM 23135106 8,285.98 46 46 7 46
Ambassadors Grp ComStk USD0.01 COM 23177108 18,493,455.00 1688900 1,688,900 1 1,688,900
Amcol Int'l Corp Com Stk USD1 COM 02341W103 29,111,418.00 809100 809,100 1 809,100
Amdocs Limited Ord USD0.01 COM G02602103 69,532,740.95 2410147 2,410,147 1 2,410,147
Amdocs Limited Ord USD0.01 COM G02602103 2,140,670.00 74200 74,200 3 74,200
Amdocs Limited Ord USD0.01 COM G02602103 426,980.00 14800 14,800 7 14,800
Amedisys Inc Com Stk USD0.001 COM 23436108 8,193,500.00 234100 234,100 1 234,100
Amedisys Inc Com Stk USD0.001 COM 23436108 241,500.00 6900 6,900 2 6,900
Amedisys Inc Com Stk USD0.001 COM 23436108 161,000.00 4600 4,600 3 4,600
Amer.Elec.Power Com.USD6.50 COM 25537101 4,287,080.00 122000 122,000 3 122,000
Amerco Inc Common StockUSD0.25 COM 23586100 1,008,800.00 10400 10,400 3 10,400
Ameren Corp Common Stk USD0.01 COM 23608102 690,522.00 24600 24,600 2 24,600
Ameren Corp Common Stk USD0.01 COM 23608102 15,710,021.11 559673 559,673 3 559,673
Ameresco Inc ClsA CS USD0.0001 COM 02361E108 3,734,543.68 264112 264,112 3 264,112
American Equity Com Stock USD1 COM 25676206 93,152.00 7100 7,100 2 7,100
American Equity Com Stock USD1 COM 25676206 188,928.00 14400 14,400 3 14,400
American Express ComStkUSD0.20 COM 25816109 1,691,700.40 37427 37,427 2 37,427
American Express ComStkUSD0.20 COM 25816109 10,957,203.20 242416 242,416 3 242,416
American Greetings Com.'A'USD1 COM 26375105 8,177,400.00 346500 346,500 1 346,500
American Greetings Com.'A'USD1 COM 26375105 191,160.00 8100 8,100 3 8,100
American Intl Grp Wts 19/01/21 COM 26874156 8,514.45 765 765 3 765
American Intl Grp Wts 19/01/21 COM 26874156 567.63 51 51 7 51
American Intl.Gp.Com USD2.50 COM 26874784 50,390.76 1434 1,434 3 1,434
American Intl.Gp.Com USD2.50 COM 26874784 3,338.30 95 95 7 95
AmericanFinancialGrp ComStkNPV COM 25932104 4,475,556.00 127800 127,800 2 127,800
AmericanFinancialGrp ComStkNPV COM 25932104 60,840,316.04 1737302 1,737,302 3 1,737,302
AmericanFinancialGrp ComStkNPV COM 25932104 80,546.00 2300 2,300 5 2,300
AmericanScience ComStkUSD0.667 COM 29429107 221,664.00 2400 2,400 2 2,400
AmericanScience ComStkUSD0.667 COM 29429107 230,900.00 2500 2,500 3 2,500
AMERICA'S CAR-MART INC COM 03062T105 64,450.00 2500 2,500 2 2,500
AMERICA'S CAR-MART INC COM 03062T105 64,450.00 2500 2,500 3 2,500
Amerigas Partners CommonStkNPV COM 30975106 797,796.00 16600 16,600 2 16,600
Amerigas Partners CommonStkNPV COM 30975106 11,387,817.00 236950 236,950 3 236,950
Amerigon Inc Cls A Com Stk NPV COM 03070L300 39,060.66 2558 2,558 3 2,558
AMERIGROUP CommonStock USD0.01 COM 03073T102 81,747,138.25 1272329 1,272,329 1 1,272,329
AMERIGROUP CommonStock USD0.01 COM 03073T102 1,002,300.00 15600 15,600 2 15,600
AMERIGROUP CommonStock USD0.01 COM 03073T102 22,500,350.00 350200 350,200 3 350,200
AMERIGROUP CommonStock USD0.01 COM 03073T102 96,375.00 1500 1,500 5 1,500
Ameriprise Fin.Com Stk USD0.01 COM 03076C106 232,104.00 3800 3,800 2 3,800
Ameriprise Fin.Com Stk USD0.01 COM 03076C106 1,149,892.08 18826 18,826 3 18,826
Amerisc.Berg ClsAComStkUSD0.01 COM 03073EAE5 3,307,216.00 83600 83,600 2 83,600
Amerisc.Berg ClsAComStkUSD0.01 COM 03073EAE5 30,014,172.00 758700 758,700 3 758,700
Amerisc.Berg ClsAComStkUSD0.01 COM 03073EAE5 102,856.00 2600 2,600 5 2,600
AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 16,581,740.00 285400 285,400 2 285,400
AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 246,756,219.50 4247095 4,247,095 3 4,247,095
Amgen Inc Common Stk USD0.0001 COM 31162100 15,177,020.60 283948 283,948 1 283,948
Amgen Inc Common Stk USD0.0001 COM 31162100 3,459,604.70 64726 64,726 2 64,726
Amgen Inc Common Stk USD0.0001 COM 31162100 26,059,494.05 487549 487,549 3 487,549
Amgen Inc Common Stk USD0.0001 COM 31162100 904,374.00 16920 16,920 4 16,920
Amgen Inc Common Stk USD0.0001 COM 31162100 7,108.85 133 133 7 133
AmkorTechnology ComStkUSD0.001 COM 31652100 889,680.00 132000 132,000 2 132,000
AmkorTechnology ComStkUSD0.001 COM 31652100 11,589,463.70 1719505 1,719,505 3 1,719,505
Ampco-Pittsburgh Com Stk USD1 COM 32037103 24,822.00 900 900 3 900
Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 11,041,170.00 203000 203,000 3 203,000
Amsurg Corp Common Stock NPV COM 03232P405 613,104.00 24100 24,100 2 24,100
Amsurg Corp Common Stock NPV COM 03232P405 1,417,008.00 55700 55,700 3 55,700
AmTrustFinancial CmStk USD0.01 COM 32359309 415,726.00 21800 21,800 3 21,800
AmTrustFinancial CmStk USD0.01 COM 32359309 66,745.00 3500 3,500 5 3,500
Anadarko Petrol.ComStk USD0.10 COM 32511107 606,208.00 7400 7,400 2 7,400
Anadarko Petrol.ComStk USD0.10 COM 32511107 2,835,251.20 34610 34,610 3 34,610
Anadigics Inc ComStock USD0.01 COM 32515108 7,877,481.00 1762300 1,762,300 1 1,762,300
AnalogDevices Com Stk USD0.166 COM 32654105 1,575,200.00 40000 40,000 2 40,000
AnalogDevices Com Stk USD0.166 COM 32654105 6,205,342.88 157576 157,576 3 157,576
Anaren Inc Com Stock USD0.01 COM 32744104 36,180.00 1800 1,800 2 1,800
Anaren Inc Com Stock USD0.01 COM 32744104 14,070.00 700 700 3 700
Andersons Inc (The) ComStk NPV COM 34164103 204,624.00 4200 4,200 3 4,200
Anheuser-Busch ADR(Rep1OrdNPV) COM 03524A108 114,282.83 1999 1,999 2 1,999
AnnalyCapitalMgmt REIT USD0.01 COM 35710409 18,184,767.15 1042107 1,042,107 1 1,042,107
AnnalyCapitalMgmt REIT USD0.01 COM 35710409 870,755.00 49900 49,900 2 49,900
AnnalyCapitalMgmt REIT USD0.01 COM 35710409 8,731,090.05 500349 500,349 3 500,349
AnnalyCapitalMgmt REIT USD0.01 COM 35710409 452,129.50 25910 25,910 4 25,910
AnnalyCapitalMgmt REIT USD0.01 COM 35710409 8,480.70 486 486 7 486
Anworth MtgeAsset REIT USD0.01 COM 37347101 103,514.00 14600 14,600 2 14,600
AOL Incorporated ComStkUSD0.01 COM 00184X105 447,822.90 22930 22,930 3 22,930
AON Corporation Com Stk USD1 COM 37389103 173,708.80 3280 3,280 4 3,280
Apache Corp CommonStk USD0.625 COM 37411105 9,177,492.00 70100 70,100 2 70,100
Apache Corp CommonStk USD0.625 COM 37411105 96,252,384.00 735200 735,200 3 735,200
Apache Corp CommonStk USD0.625 COM 37411105 144,012.00 1100 1,100 5 1,100
Apogee Enterpr.ComStk USD0.333 COM 37598109 5,930,224.00 449600 449,600 1 449,600
Apollo Commercial REIT USD0.01 COM 03762U105 107,910.00 6600 6,600 3 6,600
Apollo Grp Cls'A'Com Stk NPV COM 37604105 29,197.00 700 700 2 700
Apollo Grp Cls'A'Com Stk NPV COM 37604105 8,362,855.00 200500 200,500 3 200,500
Apollo Grp Cls'A'Com Stk NPV COM 37604105 70,907.00 1700 1,700 5 1,700
Apple Inc Common Stock NPV COM 37833100 70,119,709.00 201200 201,200 1 201,200
Apple Inc Common Stock NPV COM 37833100 16,846,504.04 48339 48,339 2 48,339
Apple Inc Common Stock NPV COM 37833100 78,323,575.55 224740 224,740 3 224,740
Apple Inc Common Stock NPV COM 37833100 3,861,463.10 11080 11,080 4 11,080
Apple Inc Common Stock NPV COM 37833100 174,253.75 500 500 5 500
Apple Inc Common Stock NPV COM 37833100 32,062.69 92 92 7 92
Applied MaterialsComStkUSD0.01 COM 38222105 1,799,424.00 115200 115,200 2 115,200
Applied MaterialsComStkUSD0.01 COM 38222105 12,605,340.00 807000 807,000 3 807,000
Applied MaterialsComStkUSD0.01 COM 38222105 320,210.00 20500 20,500 5 20,500
AppliedIndustrialTechComStkNPV COM 03820C105 58,171,274.36 1748986 1,748,986 1 1,748,986
AppliedIndustrialTechComStkNPV COM 03820C105 1,406,898.00 42300 42,300 3 42,300
ApproachResourcesComStkUSD0.01 COM 03834A103 13,770,414.00 410200 410,200 1 410,200
AptarGroup Inc CommStk USD0.01 COM 38336103 1,834,758.00 36600 36,600 2 36,600
AptarGroup Inc CommStk USD0.01 COM 38336103 3,844,971.00 76700 76,700 3 76,700
AptarGroup Inc CommStk USD0.01 COM 38336103 85,221.00 1700 1,700 5 1,700
AquaAmericaInc Com Stk USD0.50 COM 03836W103 77,826.00 3400 3,400 2 3,400
AquaAmericaInc Com Stk USD0.50 COM 03836W103 1,057,518.00 46200 46,200 3 46,200
Arbitron Common Stock USD0.50 COM 03875Q108 32,672,486.00 816200 816,200 1 816,200
Arbor RealtyTrust REIT USD0.01 COM 38923108 172,104.00 30300 30,300 3 30,300
Arch Capital Com Stk USD0.01 COM G0450A105 2,757,482.00 27800 27,800 2 27,800
Arch Capital Com Stk USD0.01 COM G0450A105 24,430,497.00 246300 246,300 3 246,300
Arch Capital Com Stk USD0.01 COM G0450A105 208,299.00 2100 2,100 5 2,100
Arch Chemicals Inc ComStk USD1 COM 03937R102 324,402.00 7800 7,800 2 7,800
Arch Chemicals Inc ComStk USD1 COM 03937R102 41,756.36 1004 1,004 3 1,004
Arch Coal Inc Com Stk USD0.01 COM 39380100 26,084,058.12 723753 723,753 2 723,753
Arch Coal Inc Com Stk USD0.01 COM 39380100 31,559,939.68 875692 875,692 3 875,692
Archer-Daniels-Midland Com NPV COM 39483102 129,636.00 3600 3,600 2 3,600
Archer-Daniels-Midland Com NPV COM 39483102 7,388,999.93 205193 205,193 3 205,193
AresCapitalCorp ComStkUSD0.001 COM 04010L103 496,561.75 29300 29,300 2 29,300
AresCapitalCorp ComStkUSD0.001 COM 04010L103 740,605.75 43700 43,700 3 43,700
Argo Group IntlHldgs CmStkUSD1 COM G0464B107 145,376.00 4400 4,400 2 4,400
Argo Group IntlHldgs CmStkUSD1 COM G0464B107 1,123,360.00 34000 34,000 3 34,000
Ariad Pharmaceuticals USD0.001 COM 04033A100 27,824.00 3700 3,700 3 3,700
Ariba Inc CommonStock USD0.002 COM 04033V203 29,783,736.00 872400 872,400 1 872,400
Arkansas Best ComStock USD0.01 COM 40790107 17,319,744.00 668200 668,200 1 668,200
Arling.AssetInv A CS USD0.01 COM 41356205 70,012.00 2300 2,300 2 2,300
Arling.AssetInv A CS USD0.01 COM 41356205 70,012.00 2300 2,300 3 2,300
ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 9,115,135.92 323576 323,576 1 323,576
ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 6,631,894.08 235424 235,424 3 235,424
ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 131,553.90 4670 4,670 4 4,670
ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 1,047,924.00 37200 37,200 5 37,200
ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 6,760.80 240 240 7 240
Arrow FinancialCorp ComStkUSD1 COM 42744102 22,933.98 927 927 3 927
ArrowElectronicsInc ComStkUSD1 COM 42735100 53,397,083.76 1275002 1,275,002 1 1,275,002
ArrowElectronicsInc ComStkUSD1 COM 42735100 1,067,940.00 25500 25,500 2 25,500
ArrowElectronicsInc ComStkUSD1 COM 42735100 19,130,700.24 456798 456,798 3 456,798
Ascena Retail Group CS USD0.01 COM 04351G101 42,133.00 1300 1,300 3 1,300
Ascena Retail Group CS USD0.01 COM 04351G101 42,133.00 1300 1,300 5 1,300
AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 63,830,695.00 2948300 2,948,300 4 2,948,300
ASM International NV EUR0.04 COM N07045102 1,161,265.11 29569 29,569 2 29,569
ASM International NV EUR0.04 COM N07045102 27,085,922.57 689682 689,682 3 689,682
ASM International NV EUR0.04 COM N07045102 49,444.78 1259 1,259 5 1,259
AspenInsur.Hldgs USD0.15144558 COM G05384105 1,366,976.00 49600 49,600 2 49,600
AspenInsur.Hldgs USD0.15144558 COM G05384105 25,746,414.20 934195 934,195 3 934,195
Assurant Inc Com Stock USD0.01 COM 04621X108 1,251,575.00 32500 32,500 2 32,500
Assurant Inc Com Stock USD0.01 COM 04621X108 17,990,139.05 467155 467,155 3 467,155
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 882,080.00 59200 59,200 2 59,200
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 5,119,640.00 343600 343,600 3 343,600
AT&T Incorporated Com Stk USD1 COM 00206R102 9,055,631.79 295839 295,839 2 295,839
AT&T Incorporated Com Stk USD1 COM 00206R102 74,458,947.44 2432504 2,432,504 3 2,432,504
AT&T Incorporated Com Stk USD1 COM 00206R102 2,158,005.00 70500 70,500 5 70,500
AT&T Incorporated Com Stk USD1 COM 00206R102 61,220.00 2000 2,000 7 2,000
AtlanticTele-NwrkComStkUSD0.01 COM 49079205 394,214.00 10600 10,600 3 10,600
AtlasAirWorldwideComStkUSD0.01 COM 49164205 11,754,792.00 168600 168,600 1 168,600
Atmel Corp Common Stock NPV COM 49513104 62,957,324.38 4619026 4,619,026 1 4,619,026
Atmel Corp Common Stock NPV COM 49513104 34,075.00 2500 2,500 2 2,500
Atmel Corp Common Stock NPV COM 49513104 8,496,942.00 623400 623,400 3 623,400
Atmel Corp Common Stock NPV COM 49513104 102,225.00 7500 7,500 5 7,500
Atmos Energy Corp Comm Stk NPV COM 49560105 586,520.00 17200 17,200 2 17,200
Atmos Energy Corp Comm Stk NPV COM 49560105 14,963,455.10 438811 438,811 3 438,811
Atrion Corp Common Stk USD0.10 COM 49904105 17,447.00 100 100 3 100
Atwood Oceanics Inc.ComStkUSD1 COM 50095108 1,573,977.00 33900 33,900 2 33,900
Atwood Oceanics Inc.ComStkUSD1 COM 50095108 6,922,713.00 149100 149,100 3 149,100
Atwood Oceanics Inc.ComStkUSD1 COM 50095108 88,217.00 1900 1,900 5 1,900
AU OptronicsCorp ADR(Rep10Ord) COM 2255107 2,029,058.00 231100 231,100 2 231,100
AU OptronicsCorp ADR(Rep10Ord) COM 2255107 372,272.00 42400 42,400 3 42,400
Aurizon Mines Ltd Com Stk NPV COM 05155P106 16,971.30 2600 2,600 3 2,600
Auto Data ProcessCmStk USD0.10 COM 53015103 923,580.00 18000 18,000 2 18,000
Auto Data ProcessCmStk USD0.10 COM 53015103 5,423,467.00 105700 105,700 3 105,700
Autodesk Common Stock USD0.01 COM 52769106 11,027.50 250 250 7 250
Autoliv Inc Common Stock USD1 COM 52800109 571,571.00 7700 7,700 2 7,700
Autoliv Inc Common Stock USD1 COM 52800109 1,959,672.00 26400 26,400 3 26,400
Autoliv Inc Common Stock USD1 COM 52800109 170,729.00 2300 2,300 5 2,300
Avery Dennison Com Stk USD1 COM 53611109 671,360.00 16000 16,000 2 16,000
Avery Dennison Com Stk USD1 COM 53611109 6,159,728.00 146800 146,800 3 146,800
Avista Corporation Com Stk NPV COM 05379B107 550,494.00 23800 23,800 2 23,800
Avista Corporation Com Stk NPV COM 05379B107 10,413,126.00 450200 450,200 3 450,200
Avnet Com.USD1 COM 53807103 1,101,107.00 32300 32,300 2 32,300
Avnet Com.USD1 COM 53807103 5,747,574.00 168600 168,600 3 168,600
Avon Products Com Stk USD0.25 COM 054303102 324,480.00 12000 12,000 2 12,000
Avon Products Com Stk USD0.25 COM 054303102 862,576.00 31900 31,900 3 31,900
AVX Corp. Com Stk USD0.01 COM 002444107 21,127.47 1417 1,417 3 1,417
Axis Capital Hldgs USD0.0125 COM G0692U109 4,151,988.00 118900 118,900 2 118,900
Axis Capital Hldgs USD0.0125 COM G0692U109 55,387,519.92 1586126 1,586,126 3 1,586,126
Axis Capital Hldgs USD0.0125 COM G0692U109 115,236.00 3300 3,300 5 3,300
AZZ Incorporated Com Stk USD1 COM 002474104 168,720.00 3700 3,700 2 3,700
AZZ Incorporated Com Stk USD1 COM 002474104 232,560.00 5100 5,100 3 5,100
BaiduIncADR(EchRp0.10ClsA Shs) COM 056752108 3,459,582.24 25104 25,104 2 25,104
BaiduIncADR(EchRp0.10ClsA Shs) COM 056752108 7,126,292.91 51711 51,711 3 51,711
BaiduIncADR(EchRp0.10ClsA Shs) COM 056752108 328,676.85 2385 2,385 7 2,385
Baker Hughes Common Stk USD1 COM 057224107 31,259,224.43 425701 425,701 1 425,701
Baker Hughes Common Stk USD1 COM 057224107 301,063.00 4100 4,100 2 4,100
Baker Hughes Common Stk USD1 COM 057224107 129,480,807.89 1763323 1,763,323 3 1,763,323
Baker Hughes Common Stk USD1 COM 057224107 2,813,837.60 38320 38,320 4 38,320
Baker Hughes Common Stk USD1 COM 057224107 3,142,804.00 42800 42,800 5 42,800
Baker Hughes Common Stk USD1 COM 057224107 1,176,862.61 16027 16,027 7 16,027
Ball Corp. Com Stk NPV COM 058498106 2,993,475.00 83500 83,500 2 83,500
Ball Corp. Com Stk NPV COM 058498106 5,117,372.40 142744 142,744 3 142,744
Bally Tech Inc Com Stk USD0.10 COM 05874B107 53,995,371.70 1426562 1,426,562 1 1,426,562
Bally Tech Inc Com Stk USD0.10 COM 05874B107 1,143,070.00 30200 30,200 3 30,200
BancFirst Corp Com Stock USD1 COM 05945F103 17,072.00 400 400 3 400
Banco Macro SA ADR(Rp10'B'Shs) COM 05961W105 944,708.00 23600 23,600 3 23,600
BancolombiaSAADR(Repr4PrfCOP10 COM 05968L102 24,819,124.72 396092 396,092 3 396,092
Bank of America ComStk USD0.01 COM 060505104 4,670,165.50 350350 350,350 2 350,350
Bank of America ComStk USD0.01 COM 060505104 23,737,477.48 1780756 1,780,756 3 1,780,756
Bank of America ComStk USD0.01 COM 060505104 29,326.00 2200 2,200 5 2,200
Bank of HawaiiCp ComStkUSD0.01 COM 062540109 31,226,460.00 653000 653,000 1 653,000
Bank of HawaiiCp ComStkUSD0.01 COM 062540109 1,807,596.00 37800 37,800 2 37,800
Bank of HawaiiCp ComStkUSD0.01 COM 062540109 13,506,519.90 282445 282,445 3 282,445
Bank of Montreal Common NPV COM 063671101 1,627,510.27 27000 27,000 2 27,000
Bank of Montreal Common NPV COM 063671101 21,104,227.01 350114 350,114 3 350,114
Bank Of Nova Scotia Cap.Stk. COM 064149107 9,113,818.54 160066 160,066 3 160,066
Banner Corp Common Stk USD0.01 COM 06652V109 91,806.36 38901 38,901 3 38,901
Bard (C.R) Com.USD0.25 COM 067383109 4,133,376.00 41600 41,600 2 41,600
Bard (C.R) Com.USD0.25 COM 067383109 40,849,081.92 411122 411,122 3 411,122
Bard (C.R) Com.USD0.25 COM 067383109 149,040.00 1500 1,500 5 1,500
Barnes&NobleInc ComStkUSD0.001 COM 067774109 544,967.00 59300 59,300 3 59,300
Barrick Gold Corp Common NPV COM 067901108 1,403,442.63 29100 29,100 3 29,100
Baxter Intl.Comon USD1 COM 071813109 20,474,970.76 380788 380,788 1 380,788
Baxter Intl.Comon USD1 COM 071813109 3,730,132.44 69372 69,372 2 69,372
Baxter Intl.Comon USD1 COM 071813109 43,619,191.86 811218 811,218 3 811,218
Baxter Intl.Comon USD1 COM 071813109 1,140,999.40 21220 21,220 4 21,220
Baxter Intl.Comon USD1 COM 071813109 2,097,567.70 39010 39,010 5 39,010
Baxter Intl.Comon USD1 COM 071813109 8,764.51 163 163 7 163
Baytex Energy Corp Common NPV COM 07317Q105 439,489.79 8100 8,100 2 8,100
Baytex Energy Corp Common NPV COM 07317Q105 2,040,100.76 37600 37,600 3 37,600
Baytex Energy Corp Common NPV COM 07317Q105 113,941.80 2100 2,100 5 2,100
BB&T Corp Common Stock USD5 COM 054937107 87,808.00 3200 3,200 2 3,200
BB&T Corp Common Stock USD5 COM 054937107 3,989,666.24 145396 145,396 3 145,396
BCE Incorporated Common NPV COM 05534B760 1,031,497.30 30600 30,600 2 30,600
BCE Incorporated Common NPV COM 05534B760 18,130,250.45 537845 537,845 3 537,845
BCE Incorporated Common NPV COM 05534B760 77,530.84 2300 2,300 5 2,300
BcoBradesco SponADR(Rp1PrfNPV) COM 059460303 67,244,877.75 3240717 3,240,717 2 3,240,717
BcoBradesco SponADR(Rp1PrfNPV) COM 059460303 475,348,573.75 22908365 22,908,365 3 22,908,365
BcoSantan.ChileADR(1039ComNPV) COM 05965X109 26,203,271.25 302055 302,055 3 302,055
Becton Dickinson Com.USD1 COM 075887109 4,315,404.00 54200 54,200 2 54,200
Becton Dickinson Com.USD1 COM 075887109 39,037,287.90 490295 490,295 3 490,295
Becton Dickinson Com.USD1 COM 075887109 127,392.00 1600 1,600 5 1,600
Bed Bath & Beyond CmSk USD0.01 COM 075896100 2,017,686.00 41800 41,800 2 41,800
Bed Bath & Beyond CmSk USD0.01 COM 075896100 25,945,125.00 537500 537,500 3 537,500
Bed Bath & Beyond CmSk USD0.01 COM 075896100 96,540.00 2000 2,000 5 2,000
Bemis Co Inc Com Stk USD0.10 COM 081437105 1,200,846.00 36600 36,600 2 36,600
Bemis Co Inc Com Stk USD0.10 COM 081437105 19,335,392.34 589314 589,314 3 589,314
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 52,901,832.84 1642404 1,642,404 1 1,642,404
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 74,083.00 2300 2,300 2 2,300
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 1,864,959.00 57900 57,900 3 57,900
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 48,315.00 1500 1,500 5 1,500
Berkshire Hills ComStk USD0.01 COM 084680107 156,225.00 7500 7,500 2 7,500
Berkshire Hills ComStk USD0.01 COM 084680107 250,064.15 12005 12,005 3 12,005
BerkshireHath.BComStkUSD0.0033 COM 084670702 4,875,629.00 58300 58,300 2 58,300
BerkshireHath.BComStkUSD0.0033 COM 084670702 9,011,968.80 107760 107,760 3 107,760
BerkshireHathawayCnvCls'A'USD5 COM 084670108 375,900.00 3 3 3 3
Best Buy Co Common Stk USD0.10 COM 086516101 1,898,392.00 66100 66,100 2 66,100
Best Buy Co Common Stk USD0.10 COM 086516101 30,940,056.00 1077300 1,077,300 3 1,077,300
Best Buy Co Common Stk USD0.10 COM 086516101 86,160.00 3000 3,000 5 3,000
BGC Partners 'A'ComStk USD0.01 COM 05541T101 611,552.00 65900 65,900 2 65,900
BGC Partners 'A'ComStk USD0.01 COM 05541T101 6,963,248.00 750350 750,350 3 750,350
Biglari HldgsInc ComStkUSD0.50 COM 08986R101 33,884.00 80 80 3 80
Biogen Idec Com Stk USD0.0005 COM 09062X103 1,234,296.00 16800 16,800 2 16,800
Biogen Idec Com Stk USD0.0005 COM 09062X103 19,102,200.00 260000 260,000 3 260,000
BioMarin Pharma.ComStkUSD0.001 COM 09061G101 514,310.58 20466 20,466 3 20,466
Bio-RadLab.'A'ComStk USD0.0001 COM 090572207 252,294.00 2100 2,100 2 2,100
Bio-RadLab.'A'ComStk USD0.0001 COM 090572207 215,651.30 1795 1,795 3 1,795
Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 154,836.00 6900 6,900 2 6,900
Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 199,716.00 8900 8,900 3 8,900
BJ'sWholesaleClubComStkUSD0.01 COM 05548J106 410,088.00 8400 8,400 2 8,400
BJ'sWholesaleClubComStkUSD0.01 COM 05548J106 1,770,115.56 36258 36,258 3 36,258
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 2,601,677.00 87100 87,100 2 87,100
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 10,959,303.00 366900 366,900 3 366,900
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 35,844.00 1200 1,200 5 1,200
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 477,920.00 16000 16,000 7 16,000
BkoftheOzarksIncComStk USD0.01 COM 063904106 157,356.00 3600 3,600 2 3,600
BkoftheOzarksIncComStk USD0.01 COM 063904106 179,211.00 4100 4,100 3 4,100
Blackbaud Inc Com.Stk USD0.001 COM 09227Q100 683,724.00 25100 25,100 3 25,100
Block (H&R) Com NPV COM 093671105 823,608.00 49200 49,200 3 49,200
BMB Munia Inc Com Stk USD0.001 COM 09656A105 78,090.00 82200 82,200 3 82,200
BMC Software Inc ComStkUSD0.01 COM 055921100 2,099,028.00 42200 42,200 2 42,200
BMC Software Inc ComStkUSD0.01 COM 055921100 24,365,636.40 489860 489,860 3 489,860
BMC Software Inc ComStkUSD0.01 COM 055921100 119,376.00 2400 2,400 5 2,400
Boeing Co.Com USD5 COM 097023105 1,190,273.00 16100 16,100 2 16,100
Boeing Co.Com USD5 COM 097023105 2,824,126.00 38200 38,200 3 38,200
BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 186,048.00 3600 3,600 3 3,600
Bolt Technology Corp ComStkNPV COM 097698104 14,894.00 1100 1,100 3 1,100
BONA FILM GROUP LTD-SPON ADR COM 09777B107 3,741,203.20 584563 584,563 4 584,563
Books-A-Million ComStk USD0.01 COM 098570104 74,934.72 18144 18,144 3 18,144
BorgWarnerInc CommonStkUSD0.01 COM 099724106 11,323,949.00 142100 142,100 1 142,100
BorgWarnerInc CommonStkUSD0.01 COM 099724106 478,140.00 6000 6,000 2 6,000
BorgWarnerInc CommonStkUSD0.01 COM 099724106 4,621,223.10 57990 57,990 3 57,990
BostonBeerCo Cls'A'CmSkUSD0.01 COM 100557107 1,102,178.00 11900 11,900 3 11,900
BostonScientific ComStkUSD0.01 COM 101137107 431,651.65 60035 60,035 3 60,035
BP Prudhoe Bay Units of BenInt COM 055630107 1,977,030.00 16500 16,500 2 16,500
BP Prudhoe Bay Units of BenInt COM 055630107 10,064,880.00 84000 84,000 3 84,000
BP Spon ADR(Rep 6 Ord USD0.25) COM 055622104 35,047.16 794 794 7 794
BridgepointEducation CSUSD0.01 COM 10807M105 189,810.00 11100 11,100 2 11,100
BridgepointEducation CSUSD0.01 COM 10807M105 1,585,170.00 92700 92,700 3 92,700
Brinker Intl. Com Stk USD0.10 COM 109641100 941,160.00 37200 37,200 2 37,200
Brinker Intl. Com Stk USD0.10 COM 109641100 10,613,350.00 419500 419,500 3 419,500
Bristol-MyersSquibb CS USD0.10 COM 110122108 6,633,163.53 250971 250,971 2 250,971
Bristol-MyersSquibb CS USD0.10 COM 110122108 89,045,973.75 3369125 3,369,125 3 3,369,125
Bristol-MyersSquibb CS USD0.10 COM 110122108 314,517.00 11900 11,900 5 11,900
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 16,757,410.78 425531 425,531 1 425,531
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 315,040.00 8000 8,000 2 8,000
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 195,246.04 4958 4,958 3 4,958
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 2,071,781.80 52610 52,610 4 52,610
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 7,482.20 190 190 7 190
Broadridge Fin.Com Stk USD0.01 COM 11133T103 973,401.00 42900 42,900 2 42,900
Broadridge Fin.Com Stk USD0.01 COM 11133T103 17,287,147.96 761884 761,884 3 761,884
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 23,592,015.00 3836100 3,836,100 1 3,836,100
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 1,014,750.00 165000 165,000 3 165,000
BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 50,246,000.00 1794500 1,794,500 1 1,794,500
BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 730,800.00 26100 26,100 3 26,100
BrookfieldProperties CommonNPV COM 112900105 1,079,867.22 65750 65,750 3 65,750
BROOKS AUTO COM STK USD0.01 COM 114340102 694,738.00 50600 50,600 2 50,600
BROOKS AUTO COM STK USD0.01 COM 114340102 2,237,990.00 163000 163,000 3 163,000
Brown & Brown Common StkUSD0.1 COM 115236101 14,239,020.00 551900 551,900 1 551,900
Brown-Forman 'B' Com.USD0.15 COM 115637209 1,550,410.00 22700 22,700 2 22,700
Brown-Forman 'B' Com.USD0.15 COM 115637209 10,403,797.50 152325 152,325 3 152,325
Bruker Corp Com Stock USD0.01 COM 116794108 691,969.80 33188 33,188 3 33,188
Buckeye Partners Units NPV COM 118230101 120,726.00 1900 1,900 2 1,900
Buckeye Partners Units NPV COM 118230101 1,817,244.00 28600 28,600 3 28,600
Buckeye Techno.Com Stk USD0.01 COM 118255108 473,802.00 17400 17,400 2 17,400
Buckeye Techno.Com Stk USD0.01 COM 118255108 4,435,767.00 162900 162,900 3 162,900
Buckle Inc.(The)ComStk USD0.01 COM 118440106 1,086,760.00 26900 26,900 2 26,900
Buckle Inc.(The)ComStk USD0.01 COM 118440106 15,347,960.00 379900 379,900 3 379,900
Buckle Inc.(The)ComStk USD0.01 COM 118440106 68,680.00 1700 1,700 5 1,700
BucyrusIntlCls'A'ComStkUSD0.01 COM 118759109 530,410.00 5800 5,800 3 5,800
Bunge Ltd Common Stock USD0.01 COM G16962105 2,936,598.00 40600 40,600 3 40,600
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 1,022,994.00 13800 13,800 2 13,800
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 7,719,008.64 104128 104,128 3 104,128
CA Inc Common Stock USD0.10 COM 12673P105 766,506.00 31700 31,700 2 31,700
CA Inc Common Stock USD0.10 COM 12673P105 8,151,078.00 337100 337,100 3 337,100
Cabot Corp Common Stock USD1 COM 127055101 87,132,731.67 1882323 1,882,323 1 1,882,323
Cabot Corp Common Stock USD1 COM 127055101 1,282,233.00 27700 27,700 2 27,700
Cabot Corp Common Stock USD1 COM 127055101 3,550,443.00 76700 76,700 3 76,700
CabotMicroelect.ComStkUSD0.001 COM 12709P103 33,993,850.00 650600 650,600 1 650,600
CabotMicroelect.ComStkUSD0.001 COM 12709P103 1,112,925.00 21300 21,300 3 21,300
CACI Intl Cls'A'ComStk USD0.10 COM 127190304 2,135,836.92 34831 34,831 3 34,831
CadenceDesignSyst.ComSkUSD0.01 COM 127387108 22,477,650.00 2305400 2,305,400 1 2,305,400
CAE Inc. Com NPV COM 124765108 1,632,154.12 132400 132,400 3 132,400
CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 580,650.00 35000 35,000 2 35,000
CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 2,742,327.00 165300 165,300 3 165,300
Calavo Growers ComStk USD0.001 COM 128246105 41,515.00 1900 1,900 2 1,900
Calavo Growers ComStk USD0.001 COM 128246105 30,590.00 1400 1,400 3 1,400
Callon Petroleum ComStkUSD0.01 COM 13123X102 31,080.00 4000 4,000 3 4,000
Cal-MaineFoodsIncComStkUSD0.01 COM 128030202 339,250.00 11500 11,500 2 11,500
Cal-MaineFoodsIncComStkUSD0.01 COM 128030202 5,300,825.50 179689 179,689 3 179,689
Calpine Corp Com Stk USD0.001 COM 131347304 28,723,176.48 1809904 1,809,904 1 1,809,904
Calpine Corp Com Stk USD0.001 COM 131347304 17,054,219.40 1074620 1,074,620 3 1,074,620
Calpine Corp Com Stk USD0.001 COM 131347304 2,301,784.80 145040 145,040 4 145,040
Calpine Corp Com Stk USD0.001 COM 131347304 2,507,460.00 158000 158,000 5 158,000
Calpine Corp Com Stk USD0.001 COM 131347304 396,829.35 25005 25,005 7 25,005
Cambrex Corp Com Stk USD0.10 COM 132011107 13,750.00 2500 2,500 3 2,500
Cameco Corp Com NPV (US List.) COM 13321L108 3,454.60 115 115 7 115
Cameco Corporation Common NPV COM 13321L108 19,536.33 700 700 2 700
Cameco Corporation Common NPV COM 13321L108 6,986,915.53 250346 250,346 3 250,346
CampbellSoupCoCapStkUSD0.0375 COM 134429109 807,884.00 24400 24,400 2 24,400
CampbellSoupCoCapStkUSD0.0375 COM 134429109 6,300,833.00 190300 190,300 3 190,300
CampbellSoupCoCapStkUSD0.0375 COM 134429109 99,330.00 3000 3,000 5 3,000
Canadian Imp.Bk.Com.NPV COM 136069101 2,672,452.90 33400 33,400 3 33,400
Canadian Nat'l Railway CmSkNPV COM 136375102 6,613,880.86 94468 94,468 3 94,468
CanadianNaturalRes. Common NPV COM 136385101 256,281.33 5596 5,596 2 5,596
CanadianNaturalRes. Common NPV COM 136385101 11,265,020.68 245976 245,976 3 245,976
CanonADR(EachRp1OrdJPY50)(MGT) COM 138006309 76,209.30 1758 1,758 2 1,758
Capella EducationComStkUSD0.01 COM 139594105 8,977,137.00 180300 180,300 1 180,300
Capella EducationComStkUSD0.01 COM 139594105 313,677.00 6300 6,300 2 6,300
Capella EducationComStkUSD0.01 COM 139594105 24,895.00 500 500 3 500
Capital Gold Corp CS USD0.0001 COM 14018Y205 33,436.00 5200 5,200 3 5,200
Capital One Fin.ComStk USD0.01 COM 14040H105 701,460.00 13500 13,500 2 13,500
Capital One Fin.ComStk USD0.01 COM 14040H105 1,499,097.96 28851 28,851 3 28,851
CapitalSourceInc ComStkUSD0.01 COM 14055X102 7.04 1 1 3 1
Capstead Mortgage REIT USD0.01 COM 14067E506 883,098.00 69100 69,100 2 69,100
Capstead Mortgage REIT USD0.01 COM 14067E506 6,916,536.00 541200 541,200 3 541,200
Carbo Ceramics Com Stk USD0.01 COM 140781105 705,600.00 5000 5,000 2 5,000
Carbo Ceramics Com Stk USD0.01 COM 140781105 3,767,904.00 26700 26,700 3 26,700
Cardinal Health Corp ComStkNPV COM 14149Y108 1,575,279.00 38300 38,300 2 38,300
Cardinal Health Corp ComStkNPV COM 14149Y108 20,652,935.94 502138 502,138 3 502,138
Career Education ComStkUSD0.01 COM 141665109 1,001,952.00 44100 44,100 2 44,100
Career Education ComStkUSD0.01 COM 141665109 6,079,872.00 267600 267,600 3 267,600
Career Education ComStkUSD0.01 COM 141665109 74,976.00 3300 3,300 5 3,300
CareFusion Corp ComStk USD0.01 COM 14170T101 38,219,460.00 1355300 1,355,300 1 1,355,300
CareFusion Corp ComStk USD0.01 COM 14170T101 719,100.00 25500 25,500 3 25,500
Carlisle Companies ComStk USD1 COM 142339100 71,280.00 1600 1,600 3 1,600
CarnivalCpComStkUSD0.01-Paired COM 143658300 7,815,658.20 203745 203,745 1 203,745
CarnivalCpComStkUSD0.01-Paired COM 143658300 6,406.12 167 167 7 167
CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 13,774,890.00 373000 373,000 1 373,000
Carter Hldgs Com Stock USD0.01 COM 146229109 31,221,015.00 1090500 1,090,500 1 1,090,500
Carter Hldgs Com Stock USD0.01 COM 146229109 1,022,091.00 35700 35,700 3 35,700
Cash America Com Stock USD0.10 COM 14754D100 13,635,405.00 296100 296,100 1 296,100
Cash America Com Stock USD0.10 COM 14754D100 1,013,100.00 22000 22,000 2 22,000
Cash America Com Stock USD0.10 COM 14754D100 5,244,634.50 113890 113,890 3 113,890
Caterpillar Common Stk USD1 COM 149123101 36,607,648.70 328762 328,762 1 328,762
Caterpillar Common Stk USD1 COM 149123101 1,704,545.80 15308 15,308 2 15,308
Caterpillar Common Stk USD1 COM 149123101 12,456,279.10 111866 111,866 3 111,866
Caterpillar Common Stk USD1 COM 149123101 4,460,681.00 40060 40,060 4 40,060
Caterpillar Common Stk USD1 COM 149123101 15,477.65 139 139 7 139
CBL & Associates ComStkUSD0.01 COM 124830100 351,884.00 20200 20,200 2 20,200
CBL & Associates ComStkUSD0.01 COM 124830100 101,036.00 5800 5,800 3 5,800
CBRichardEllis'A'CmStk USD0.01 COM 12497T101 301,710.00 11300 11,300 2 11,300
CBRichardEllis'A'CmStk USD0.01 COM 12497T101 333,750.00 12500 12,500 3 12,500
CEC Entertain. Com Stk USD0.10 COM 125137109 15,092.00 400 400 3 400
Celanese 'A'USD0.0001(US List) COM 150870103 25,246,929.33 569009 569,009 1 569,009
Celanese 'A'USD0.0001(US List) COM 150870103 50,465,195.64 1137372 1,137,372 3 1,137,372
Celanese 'A'USD0.0001(US List) COM 150870103 3,367,549.89 75897 75,897 4 75,897
Celanese 'A'USD0.0001(US List) COM 150870103 843,030.00 19000 19,000 5 19,000
Celanese 'A'USD0.0001(US List) COM 150870103 718,616.52 16196 16,196 7 16,196
Celgene Corp Com Stk USD0.01 COM 151020104 667,870.00 11600 11,600 2 11,600
Celgene Corp Com Stk USD0.01 COM 151020104 2,827,105.23 49103 49,103 3 49,103
Cellcom Israel Limited ILS0.01 COM M2196U109 97,630,667.18 30273 30,273 2 30,273
Cellcom Israel Limited ILS0.01 COM M2196U109 1,309,540,298.46 406058 406,058 3 406,058
Cellcom Israel Limited ILS0.01 COM M2196U109 13,580,508.69 4211 4,211 5 4,211
Cellcom Israel Ltd ILS0.01(US) COM M2196U109 1,145,952.00 34600 34,600 3 34,600
CemexSAB SpnADR(EachRepr10CPO) COM 151290889 21,490,518.29 2406553 2,406,553 3 2,406,553
Cenovus Energy Inc Common NPV COM 15135U109 4,072,584.92 111100 111,100 3 111,100
Centene Corp Com Stk USD0.001 COM 15135B101 62,730,730.32 1902084 1,902,084 1 1,902,084
Centene Corp Com Stk USD0.001 COM 15135B101 1,732,637.28 52536 52,536 3 52,536
CenterPoint Energy CommStk NPV COM 15189T107 47,412.00 2700 2,700 2 2,700
CenterPoint Energy CommStk NPV COM 15189T107 3,125,680.00 178000 178,000 3 178,000
Central Vermont CommonStk USD6 COM 155771108 181,662.00 7800 7,800 3 7,800
CenturyLink Inc Comm Stk USD1 COM 156700106 882,355.80 21236 21,236 2 21,236
CenturyLink Inc Comm Stk USD1 COM 156700106 31,320,680.85 753807 753,807 3 753,807
Cephalon Inc CommStock USD0.01 COM 156708109 1,932,432.00 25400 25,400 2 25,400
Cephalon Inc CommStock USD0.01 COM 156708109 21,888,216.00 287700 287,700 3 287,700
Cepheid Inc Common Stock NPV COM 15670R107 11,412,546.00 407300 407,300 1 407,300
CFIndustriesHldgsComStkUSD0.01 COM 125269100 1,105,536.78 8082 8,082 2 8,082
CFIndustriesHldgsComStkUSD0.01 COM 125269100 7,496,092.00 54800 54,800 3 54,800
CGI Group Cls'A'Sub Voting NPV COM 39945C109 1,725,910.67 88700 88,700 2 88,700
CGI Group Cls'A'Sub Voting NPV COM 39945C109 19,180,743.86 985759 985,759 3 985,759
CGI Group Cls'A'Sub Voting NPV COM 39945C109 91,451.86 4700 4,700 5 4,700
CH Energy Grp Inc CmStkUSD0.10 COM 12541M102 151,620.00 3000 3,000 3 3,000
CharmCommIncADR(EachRep2.0) COM 16112R101 10,935,474.20 1101700 1,101,700 3 1,101,700
CharmCommIncADR(EachRep2.0) COM 16112R101 2,273,054.00 229000 229,000 4 229,000
CheckPointSoftwareTech ILS1 COM M22465104 189,243,677.30 3707026 3,707,026 2 3,707,026
CheckPointSoftwareTech ILS1 COM M22465104 55,431,111.00 1085820 1,085,820 3 1,085,820
CheckPointSoftwareTech ILS1 COM M22465104 1,709,154.00 33480 33,480 4 33,480
CheckPointSoftwareTech ILS1 COM M22465104 2,261,515.00 44300 44,300 5 44,300
CheckPointSoftwareTech ILS1 COM M22465104 932,581.40 18268 18,268 7 18,268
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 338,552.00 10100 10,100 2 10,100
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 244,696.00 7300 7,300 3 7,300
ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 99,888.00 2400 2,400 3 2,400
Chevron Corp Com Stock USD0.75 COM 166764100 13,787,849.79 128271 128,271 2 128,271
Chevron Corp Com Stock USD0.75 COM 166764100 95,313,210.33 886717 886,717 3 886,717
Chevron Corp Com Stock USD0.75 COM 166764100 139,737.00 1300 1,300 5 1,300
Chevron Corp Com Stock USD0.75 COM 166764100 1,666,095.00 15500 15,500 7 15,500
Childrens Place ComStk USD0.10 COM 168905107 23,649,318.00 474600 474,600 1 474,600
Chimera Inv Corp REIT USD0.01 COM 16934Q109 264,528.00 66800 66,800 2 66,800
Chimera Inv Corp REIT USD0.01 COM 16934Q109 1,013,217.48 255863 255,863 3 255,863
China Info Tech Inc CS USD0.01 COM 16950L109 6,210.00 2300 2,300 4 2,300
China Integrated ComStkUSD0.01 COM 16948P105 10,200.00 4000 4,000 4 4,000
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 89,000.00 10000 10,000 2 10,000
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 81,880.00 9200 9,200 3 9,200
China-BioticsIncUSD0.001 COM 16937B109 265,793.00 33100 33,100 2 33,100
China-BioticsIncUSD0.001 COM 16937B109 3,342,086.00 416200 416,200 3 416,200
China-BioticsIncUSD0.001 COM 16937B109 9,636.00 1200 1,200 4 1,200
ChinacastEducationCS USD0.0001 COM 16946T109 57,822.00 9200 9,200 2 9,200
ChinacastEducationCS USD0.0001 COM 16946T109 85,476.00 13600 13,600 3 13,600
ChinacastEducationCS USD0.0001 COM 16946T109 31,425.00 5000 5,000 4 5,000
ChinaFireNSecGrpIncUSD0.001 COM 16938R103 9,872.00 1600 1,600 3 1,600
ChinaFireNSecGrpIncUSD0.001 COM 16938R103 6,170.00 1000 1,000 4 1,000
ChinaGreenAgriInUSD0.001 COM 16943W105 1,689,120.00 244800 244,800 3 244,800
ChinaMingYangWindPwrADSUS0.001 COM 16951C108 5,970,889.40 579698 579,698 4 579,698
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 2,363,375.00 51100 51,100 2 51,100
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 17,988,660.00 388944 388,944 3 388,944
ChinaSkyOneMed ComStk USD0.001 COM 16941P102 76,590.00 23000 23,000 2 23,000
ChinaSkyOneMed ComStk USD0.001 COM 16941P102 315,351.00 94700 94,700 3 94,700
ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 58,660.00 2000 2,000 4 2,000
Chubb Corp Com USD1 COM 171232101 1,829,735.64 29844 29,844 2 29,844
Chubb Corp Com USD1 COM 171232101 36,661,050.22 597962 597,962 3 597,962
Chubb Corp Com USD1 COM 171232101 122,620.00 2000 2,000 5 2,000
Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 25,661,506.40 823540 823,540 2 823,540
Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 64,078,203.00 2056425 2,056,425 3 2,056,425
Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 3,367,367.72 108067 108,067 4 108,067
Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 19,504,165.76 625936 625,936 6 625,936
Church & Dwight Comm Stk USD1 COM 171340102 95,208.00 1200 1,200 2 1,200
Church & Dwight Comm Stk USD1 COM 171340102 761,664.00 9600 9,600 3 9,600
CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 214,812,952.85 5124257 5,124,257 2 5,124,257
CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 133,598,319.78 3186922 3,186,922 3 3,186,922
CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 335,240.64 7997 7,997 7 7,997
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 34,928,686.38 1812594 1,812,594 2 1,812,594
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 140,277,622.22 7279586 7,279,586 3 7,279,586
CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 476,476.00 28600 28,600 2 28,600
CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 1,276,156.00 76600 76,600 3 76,600
Cigna Corp Common Stk USD0.25 COM 125509109 2,121,012.00 47900 47,900 2 47,900
Cigna Corp Common Stk USD0.25 COM 125509109 36,911,808.00 833600 833,600 3 833,600
Cigna Corp Common Stk USD0.25 COM 125509109 137,268.00 3100 3,100 5 3,100
Cimarex Energy ComStockUSD0.01 COM 171798101 48,573,660.00 421500 421,500 1 421,500
Cimarex Energy ComStockUSD0.01 COM 171798101 1,394,404.00 12100 12,100 2 12,100
Cimarex Energy ComStockUSD0.01 COM 171798101 41,590,116.00 360900 360,900 3 360,900
Cimarex Energy ComStockUSD0.01 COM 171798101 161,336.00 1400 1,400 5 1,400
Cincinnati Fin.Com Stock USD2 COM 172062101 1,009,932.00 30800 30,800 2 30,800
Cincinnati Fin.Com Stock USD2 COM 172062101 13,404,322.47 408793 408,793 3 408,793
CinemarkHoldingsComStkUSD0.001 COM 17243V102 936,540.00 48400 48,400 2 48,400
CinemarkHoldingsComStkUSD0.001 COM 17243V102 15,901,830.00 821800 821,800 3 821,800
Cirrus Logic Inc CmStkUSD0.001 COM 172755100 288,111.00 13700 13,700 2 13,700
Cirrus Logic Inc CmStkUSD0.001 COM 172755100 256,250.55 12185 12,185 3 12,185
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 3,172,492.75 184985 184,985 2 184,985
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 31,428,078.15 1832541 1,832,541 3 1,832,541
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 120,050.00 7000 7,000 7 7,000
Citi Trends Inc ComStk USD0.01 COM 17306X102 5,142,303.00 230700 230,700 1 230,700
Citigroup Inc Com Stk USD0.01 COM 172967101 35,552,526.36 8043558 8,043,558 1 8,043,558
Citigroup Inc Com Stk USD0.01 COM 172967101 6,916,955.24 1564922 1,564,922 2 1,564,922
Citigroup Inc Com Stk USD0.01 COM 172967101 103,818,502.58 23488349 23,488,349 3 23,488,349
Citigroup Inc Com Stk USD0.01 COM 172967101 2,647,049.60 598880 598,880 4 598,880
Citigroup Inc Com Stk USD0.01 COM 172967101 2,502,162.00 566100 566,100 5 566,100
Citigroup Inc Com Stk USD0.01 COM 172967101 1,582,368.84 358002 358,002 7 358,002
Citizens NrthnCorp ComStk USD1 COM 172922106 23,534.00 1400 1,400 3 1,400
Citrix Systems Com StkUSD0.001 COM 177376100 27,182,771.10 370035 370,035 1 370,035
Citrix Systems Com StkUSD0.001 COM 177376100 881,520.00 12000 12,000 3 12,000
City Holding Co. ComStkUSD2.50 COM 177835105 176,800.00 5000 5,000 2 5,000
City Holding Co. ComStkUSD2.50 COM 177835105 339,456.00 9600 9,600 3 9,600
Clean Harbors Com.StockUSD0.01 COM 184496107 453,836.00 4600 4,600 2 4,600
Clean Harbors Com.StockUSD0.01 COM 184496107 3,630,688.00 36800 36,800 3 36,800
Clean Harbors Com.StockUSD0.01 COM 184496107 59,196.00 600 600 5 600
ClearChan.Out.'A'ComStkUSD0.01 COM 18451C109 20,467,485.00 1406700 1,406,700 1 1,406,700
Clearwater CommonStk USD0.0001 COM 18538R103 40,700.00 500 500 3 500
Cleco Corporation Com Stk USD1 COM 12561W105 56,726,289.90 1654310 1,654,310 1 1,654,310
Cleco Corporation Com Stk USD1 COM 12561W105 774,954.00 22600 22,600 3 22,600
CliffsNaturalRes CmStk USD0.25 COM 18683K101 4,039,308.00 41100 41,100 2 41,100
CliffsNaturalRes CmStk USD0.25 COM 18683K101 19,223,568.00 195600 195,600 3 195,600
CliffsNaturalRes CmStk USD0.25 COM 18683K101 137,592.00 1400 1,400 5 1,400
Clorox Co. Com Stk USD1 COM 189054109 504,504.00 7200 7,200 2 7,200
Clorox Co. Com Stk USD1 COM 189054109 14,980,966.00 213800 213,800 3 213,800
Cloud Peak Engy ComStk USD0.01 COM 18911Q102 796,671.00 36900 36,900 2 36,900
Cloud Peak Engy ComStk USD0.01 COM 18911Q102 11,276,457.00 522300 522,300 3 522,300
Cloud Peak Engy ComStk USD0.01 COM 18911Q102 43,180.00 2000 2,000 5 2,000
CMS Energy Common USD0.01 COM 125896100 563,668.00 28700 28,700 2 28,700
CMS Energy Common USD0.01 COM 125896100 2,494,280.00 127000 127,000 3 127,000
CNA Financial Cp ComStkUSD2.50 COM 126117100 543,720.00 18400 18,400 2 18,400
CNA Financial Cp ComStkUSD2.50 COM 126117100 3,324,375.00 112500 112,500 3 112,500
CNB FinancialCorp ComStock NPV COM 126128107 13,247.63 913 913 3 913
CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 609,812.00 81200 81,200 2 81,200
CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 7,642,927.00 1017700 1,017,700 3 1,017,700
CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 2,656,920.00 10500 10,500 2 10,500
CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 18,675,111.12 73803 73,803 3 73,803
CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 50,608.00 200 200 4 200
Coach Inc Common Stock USD0.01 COM 189754104 1,394,672.00 26800 26,800 2 26,800
Coach Inc Common Stock USD0.01 COM 189754104 17,216,549.32 330833 330,833 3 330,833
Coach Inc Common Stock USD0.01 COM 189754104 198,584.64 3816 3,816 7 3,816
Coca-Cola Co Comm Stk USD0.25 COM 191216100 9,298,081.72 140158 140,158 2 140,158
Coca-Cola Co Comm Stk USD0.25 COM 191216100 58,781,751.12 886068 886,068 3 886,068
Coca-Cola Co Comm Stk USD0.25 COM 191216100 185,752.00 2800 2,800 5 2,800
Coca-Cola Co Comm Stk USD0.25 COM 191216100 716,472.00 10800 10,800 7 10,800
CocaColaFemsaADS SerL Rep10NPV COM 191241108 53,893.00 700 700 2 700
Coeur d'AleneMines ComStk USD1 COM 192108504 1,001,003.18 28781 28,781 3 28,781
Cogent Comm Group CS USD0.001 COM 19239V302 146,775.00 10300 10,300 2 10,300
Cogent Comm Group CS USD0.001 COM 19239V302 18,525.00 1300 1,300 3 1,300
CognizantTech.'A'ComStkUSD0.01 COM 192446102 30,190,771.60 370894 370,894 1 370,894
CognizantTech.'A'ComStkUSD0.01 COM 192446102 952,380.00 11700 11,700 2 11,700
CognizantTech.'A'ComStkUSD0.01 COM 192446102 25,685,363.00 315545 315,545 3 315,545
CognizantTech.'A'ComStkUSD0.01 COM 192446102 4,355,225.60 53504 53,504 4 53,504
CognizantTech.'A'ComStkUSD0.01 COM 192446102 2,043,140.00 25100 25,100 5 25,100
CognizantTech.'A'ComStkUSD0.01 COM 192446102 363,369.60 4464 4,464 7 4,464
Cogo Group Inc Com Stk USD0.01 COM 192448108 54,876.00 6800 6,800 2 6,800
Cogo Group Inc Com Stk USD0.01 COM 192448108 79,893.00 9900 9,900 3 9,900
Coinstar Inc ComStock USD0.001 COM 19259P300 298,480.00 6500 6,500 2 6,500
Coinstar Inc ComStock USD0.001 COM 19259P300 197,456.00 4300 4,300 3 4,300
Colgate-Palmolive Com USD1 COM 194162103 3,286,205.16 40691 40,691 2 40,691
Colgate-Palmolive Com USD1 COM 194162103 34,812,890.16 431066 431,066 3 431,066
Colgate-Palmolive Com USD1 COM 194162103 129,216.00 1600 1,600 5 1,600
Colgate-Palmolive Com USD1 COM 194162103 235,819.20 2920 2,920 7 2,920
Collective Brands CmStkUSD0.01 COM 19421W100 15,667,080.00 726000 726,000 1 726,000
ColumbusMcKinnon ComStkUSD0.01 COM 199333105 6,165,640.00 334000 334,000 1 334,000
Comcast Cp.Com Stk.USD1Class A COM 20030N101 30,101,370.96 1217693 1,217,693 1 1,217,693
Comcast Cp.Com Stk.USD1Class A COM 20030N101 2,395,368.00 96900 96,900 2 96,900
Comcast Cp.Com Stk.USD1Class A COM 20030N101 17,785,248.96 719468 719,468 3 719,468
Comcast Cp.Com Stk.USD1Class A COM 20030N101 3,888,950.40 157320 157,320 4 157,320
Comcast Cp.Com Stk.USD1Class A COM 20030N101 2,645,040.00 107000 107,000 5 107,000
Comcast Cp.Com Stk.USD1Class A COM 20030N101 337,353.84 13647 13,647 7 13,647
Comerica Common Stk USD5 COM 200340107 62,630,439.84 1705622 1,705,622 1 1,705,622
Comerica Common Stk USD5 COM 200340107 2,078,352.00 56600 56,600 3 56,600
CommerceBancshares Com StkUSD5 COM 200525103 2,117,640.60 52365 52,365 2 52,365
CommerceBancshares Com StkUSD5 COM 200525103 17,659,743.60 436690 436,690 3 436,690
CommerceBancshares Com StkUSD5 COM 200525103 93,012.00 2300 2,300 5 2,300
Common Stock USD0.01 COM 257559203 1,284,920.00 14000 14,000 2 14,000
Common Stock USD0.01 COM 257559203 22,981,712.00 250400 250,400 3 250,400
CommonWealth REIT USD0.01 COM 203233101 181,790.00 7000 7,000 2 7,000
CommonWealth REIT USD0.01 COM 203233101 175,141.68 6744 6,744 3 6,744
Commun.HealthSys.ComStkUSD0.01 COM 203668108 718,780.26 17974 17,974 3 17,974
Community Bank Sys.ComStk USD1 COM 203607106 368,904.00 15200 15,200 2 15,200
Community Bank Sys.ComStk USD1 COM 203607106 1,255,244.40 51720 51,720 3 51,720
Community Tst Bancp ComStkUSD5 COM 204149108 63,641.00 2300 2,300 3 2,300
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 15,357,184.15 542465 542,465 2 542,465
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 163,081,028.95 5760545 5,760,545 3 5,760,545
Compass Diversified LP NPV COM 20451Q104 13,183,456.00 894400 894,400 1 894,400
CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 33,054,930.32 769256 769,256 3 769,256
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 258,456.00 4400 4,400 2 4,400
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 5,159,427.90 87835 87,835 3 87,835
Computer Sciences Com Stk USD1 COM 205363104 828,410.00 17000 17,000 2 17,000
Computer Sciences Com Stk USD1 COM 205363104 14,993,928.62 307694 307,694 3 307,694
ComputerProg&SysComStkUSD0.001 COM 205306103 244,264.00 3800 3,800 2 3,800
ComputerProg&SysComStkUSD0.001 COM 205306103 147,844.00 2300 2,300 3 2,300
comScore Inc Com Stk USD0.001 COM 20564W105 28,629,750.00 970500 970,500 1 970,500
Comtech Telecomm.ComStkUSD0.10 COM 205826209 46,274.00 1700 1,700 3 1,700
Conagra Foods Inc Com Stk USD5 COM 205887102 579,500.00 24400 24,400 2 24,400
Conagra Foods Inc Com Stk USD5 COM 205887102 11,280,917.50 474986 474,986 3 474,986
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 48,341,761.70 450529 450,529 1 450,529
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 1,952,860.00 18200 18,200 3 18,200
Concord Medical Svcs Hldg ADR COM 206277105 10,161,965.70 1798578 1,798,578 2 1,798,578
Concord Medical Svcs Hldg ADR COM 206277105 589,046.40 104256 104,256 3 104,256
Concord Medical Svcs Hldg ADR COM 206277105 1,681,377.85 297589 297,589 6 297,589
ConocoPhillips CommStk USD1.25 COM 20825C104 39,069,029.34 489219 489,219 1 489,219
ConocoPhillips CommStk USD1.25 COM 20825C104 6,816,769.74 85359 85,359 2 85,359
ConocoPhillips CommStk USD1.25 COM 20825C104 118,820,020.44 1487854 1,487,854 3 1,487,854
ConocoPhillips CommStk USD1.25 COM 20825C104 4,801,342.92 60122 60,122 4 60,122
ConocoPhillips CommStk USD1.25 COM 20825C104 2,906,904.00 36400 36,400 5 36,400
ConocoPhillips CommStk USD1.25 COM 20825C104 1,418,473.32 17762 17,762 7 17,762
Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 291,720.00 15600 15,600 2 15,600
Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 6,386,835.40 341542 341,542 3 341,542
Consol Energy Comm Stk USD0.01 COM 20854P109 841,991.00 15700 15,700 2 15,700
Consol Energy Comm Stk USD0.01 COM 20854P109 599,583.40 11180 11,180 3 11,180
Consolid.Edison ComStk USD0.10 COM 209115104 1,560,147.20 30760 30,760 2 30,760
Consolid.Edison ComStk USD0.10 COM 209115104 21,401,506.88 421954 421,954 3 421,954
ConsolidatedGrap.ComStkUSD0.01 COM 209341106 38,241.00 700 700 3 700
ContangoOil And Gas CS USD0.04 COM 21075N204 316,200.00 5000 5,000 2 5,000
ContangoOil And Gas CS USD0.04 COM 21075N204 312,974.76 4949 4,949 3 4,949
Continental Res.ComStk USD0.01 COM 212015101 185,822.00 2600 2,600 2 2,600
Continucare Corp CS USD0.0001 COM 212172100 27,820.00 5200 5,200 2 5,200
Continucare Corp CS USD0.0001 COM 212172100 67,945.00 12700 12,700 3 12,700
Cooper Companies ComStkUSD0.10 COM 216648402 46,489,830.00 669400 669,400 1 669,400
Cooper Tire&Rubber ComStk USD1 COM 216831107 280,675.00 10900 10,900 2 10,900
Cooper Tire&Rubber ComStk USD1 COM 216831107 1,294,014.75 50253 50,253 3 50,253
Cooper Tire&Rubber ComStk USD1 COM 216831107 41,200.00 1600 1,600 5 1,600
CooperInds PLC A ComStkUSD0.01 COM G24140108 3,653,870.00 56300 56,300 3 56,300
Copart Inc Common Stock NPV COM 217204106 441,966.00 10200 10,200 2 10,200
Copart Inc Common Stock NPV COM 217204106 333,641.00 7700 7,700 3 7,700
CorinthianColl.ComStkUSD0.0001 COM 218868107 2,586,584.00 585200 585,200 3 585,200
Corning Inc Common StkUSD0.50 COM 219350105 802,507.00 38900 38,900 2 38,900
Corning Inc Common StkUSD0.50 COM 219350105 6,520,936.70 316090 316,090 3 316,090
Corning Inc Common StkUSD0.50 COM 219350105 158,851.00 7700 7,700 5 7,700
CornProductsIntl ComStkUSD0.01 COM 219023108 207,280.00 4000 4,000 3 4,000
CorVel Corp CommStockUSD0.0001 COM 221006109 63,816.00 1200 1,200 2 1,200
CorVel Corp CommStockUSD0.0001 COM 221006109 53,180.00 1000 1,000 3 1,000
CostcoWholesaleCom Stk USD0.01 COM 22160K105 1,647,720.36 22473 22,473 2 22,473
CostcoWholesaleCom Stk USD0.01 COM 22160K105 6,965,400.00 95000 95,000 3 95,000
Courier Corp Common Stock USD1 COM 222660102 13,960.00 1000 1,000 3 1,000
Covance Inc CommonStockUSD0.01 COM 222816100 27,360.00 500 500 2 500
Covance Inc CommonStockUSD0.01 COM 222816100 1,603,296.00 29300 29,300 3 29,300
Covidien PLC USD0.20(US List.) COM G2554F113 9,830.60 190 190 7 190
CPFL Energia ADR(1Repr3ComShs) COM 126153105 410,827.00 4700 4,700 3 4,700
Credicorp ComStkUSD5(PeruLst.) COM G2519Y108 856,170.00 8100 8,100 3 8,100
CredicorpComStkUSD5(USListing) COM G2519Y108 12,369,148.40 117880 117,880 2 117,880
CredicorpComStkUSD5(USListing) COM G2519Y108 39,253,788.35 374095 374,095 3 374,095
CreditAcceptance CmStk USD0.01 COM 225310101 340,608.00 4800 4,800 2 4,800
CreditAcceptance CmStk USD0.01 COM 225310101 354,800.00 5000 5,000 3 5,000
CreXus Inv Corp REIT USD0.01 COM 226553105 18,272.00 1600 1,600 3 1,600
Crimson Expln Com Stk USD0.001 COM 22662K207 1,593,060.48 390456 390,456 3 390,456
Crown Holdings Common Stk USD5 COM 228368106 134,615,689.38 3489261 3,489,261 1 3,489,261
Crown Holdings Common Stk USD5 COM 228368106 4,185,930.00 108500 108,500 3 108,500
CSX Corp Com USD1 COM 126408103 1,585,047.60 20166 20,166 2 20,166
CSX Corp Com USD1 COM 126408103 8,991,840.00 114400 114,400 3 114,400
CTC Media Inc Common Stock NPV COM 12642X106 424,260.00 18000 18,000 2 18,000
CTC Media Inc Common Stock NPV COM 12642X106 2,208,509.00 93700 93,700 3 93,700
Ctrip.comIntlADR (Rep0.25 Ord) COM 22943F100 7,338,170.34 176866 176,866 3 176,866
Cullen Frost Bankers CmSk USD5 COM 229899109 59,935,459.22 1015511 1,015,511 1 1,015,511
Cullen Frost Bankers CmSk USD5 COM 229899109 1,741,090.00 29500 29,500 2 29,500
Cullen Frost Bankers CmSk USD5 COM 229899109 24,139,180.00 409000 409,000 3 409,000
Cullen Frost Bankers CmSk USD5 COM 229899109 70,824.00 1200 1,200 5 1,200
Cummins Inc Common Stk USD2.50 COM 231021106 2,751,462.00 25100 25,100 2 25,100
Cummins Inc Common Stk USD2.50 COM 231021106 14,866,774.02 135621 135,621 3 135,621
Cummins Inc Common Stk USD2.50 COM 231021106 1,446,984.00 13200 13,200 5 13,200
Cummins Inc Common Stk USD2.50 COM 231021106 241,164.00 2200 2,200 7 2,200
Curtiss-Wright Corp CmStk USD1 COM 231561101 45,682.00 1300 1,300 5 1,300
CVB Financial Corp Com Stk NPV COM 126600105 14,795,721.99 1589229 1,589,229 1 1,589,229
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 1,380,247.44 40217 40,217 2 40,217
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 11,663,789.28 339854 339,854 3 339,854
Cyberonics Inc Com Stk USD0.01 COM 23251P102 12,724.00 400 400 3 400
Cytec Industries ComStkUSD0.01 COM 232820100 37,064,029.00 681700 681,700 1 681,700
Cytec Industries ComStkUSD0.01 COM 232820100 842,735.00 15500 15,500 3 15,500
Danaher Corp Com Stock USD0.01 COM 235851102 19,940,447.10 384209 384,209 1 384,209
Danaher Corp Com Stock USD0.01 COM 235851102 275,070.00 5300 5,300 2 5,300
Danaher Corp Com Stock USD0.01 COM 235851102 37,338,987.90 719441 719,441 3 719,441
Danaher Corp Com Stock USD0.01 COM 235851102 2,163,762.90 41691 41,691 4 41,691
Danaher Corp Com Stock USD0.01 COM 235851102 2,231,700.00 43000 43,000 5 43,000
Danaher Corp Com Stock USD0.01 COM 235851102 428,590.20 8258 8,258 7 8,258
Darden Restaurants CmSkUSD0.01 COM 237194105 668,168.00 13600 13,600 2 13,600
Darden Restaurants CmSkUSD0.01 COM 237194105 15,724,744.32 320064 320,064 3 320,064
DaVita Inc Com Stk USD0.001 COM 23918K108 85,365,659.12 998312 998,312 1 998,312
DaVita Inc Com Stk USD0.001 COM 23918K108 20,052,351.53 234503 234,503 3 234,503
DaVita Inc Com Stk USD0.001 COM 23918K108 1,712,936.32 20032 20,032 4 20,032
DaVita Inc Com Stk USD0.001 COM 23918K108 1,573,384.00 18400 18,400 5 18,400
DaVita Inc Com Stk USD0.001 COM 23918K108 732,820.70 8570 8,570 7 8,570
Dean Foods Common StockUSD0.01 COM 242370104 34,193,000.00 3419300 3,419,300 1 3,419,300
Dean Foods Common StockUSD0.01 COM 242370104 1,026,000.00 102600 102,600 3 102,600
Deckers Outdoor ComStk USD0.01 COM 243537107 137,840.00 1600 1,600 2 1,600
Deckers Outdoor ComStk USD0.01 COM 243537107 4,255,810.00 49400 49,400 3 49,400
Deere & Company CommonStk USD1 COM 244199105 1,182,058.00 12200 12,200 2 12,200
Deere & Company CommonStk USD1 COM 244199105 8,585,810.46 88614 88,614 3 88,614
Dell Inc Common Stock USD0.01 COM 24702R101 3,083,360.49 212499 212,499 2 212,499
Dell Inc Common Stock USD0.01 COM 24702R101 47,888,194.58 3300358 3,300,358 3 3,300,358
Dell Inc Common Stock USD0.01 COM 24702R101 117,531.00 8100 8,100 5 8,100
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 1,391,163.00 45300 45,300 2 45,300
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 14,592,808.51 475181 475,181 3 475,181
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 52,207.00 1700 1,700 5 1,700
Deluxe Corp Common Stock USD1 COM 248019101 6,814,198.08 256752 256,752 3 256,752
DenburyResourcesComStkUSD0.001 COM 247916208 165,920.00 6800 6,800 3 6,800
Dendreon Corp Com Stk USD0.001 COM 24823Q107 753,765.34 20138 20,138 3 20,138
Dentsply Intl Inc. ComStk USD1 COM 249030107 77,059,380.51 2083249 2,083,249 1 2,083,249
Dentsply Intl Inc. ComStk USD1 COM 249030107 2,899,942.02 78398 78,398 3 78,398
DesarrolladoraADR(Rep6 OrdNPV) COM 25030W100 5,605,733.75 205715 205,715 2 205,715
DestinationMaternityCS USD0.01 COM 25065D100 36,912.00 1600 1,600 2 1,600
DestinationMaternityCS USD0.01 COM 25065D100 253,770.00 11000 11,000 3 11,000
Devon Energy Com Stk USD0.10 COM 25179M103 33,172,560.75 361475 361,475 2 361,475
Devon Energy Com Stk USD0.10 COM 25179M103 170,133,779.55 1853915 1,853,915 3 1,853,915
DeVry Inc Common Stock USD0.01 COM 251893103 67,983,915.00 1234500 1,234,500 1 1,234,500
DeVry Inc Common Stock USD0.01 COM 251893103 1,751,226.00 31800 31,800 2 31,800
DeVry Inc Common Stock USD0.01 COM 251893103 15,540,754.00 282200 282,200 3 282,200
DeVry Inc Common Stock USD0.01 COM 251893103 82,605.00 1500 1,500 5 1,500
DHT Holdings Inc CmStk USD0.01 COM Y2065G105 131,313.00 27300 27,300 2 27,300
DHT Holdings Inc CmStk USD0.01 COM Y2065G105 841,269.00 174900 174,900 3 174,900
DiageoSponADR(Repr4OrdGBP0.28) COM 25243Q205 106,708.00 1400 1,400 2 1,400
DiamondFoodsIncComStk USD0.001 COM 252603105 8,861,040.00 158800 158,800 1 158,800
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 2,615,779.80 34000 34,000 2 34,000
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 45,580,424.62 592456 592,456 3 592,456
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 284,658.39 3700 3,700 5 3,700
Dick's Sporting CommStkUSD0.01 COM 253393102 31,768,108.00 794600 794,600 1 794,600
Dick's Sporting CommStkUSD0.01 COM 253393102 1,111,444.00 27800 27,800 3 27,800
Diebold Inc Com Stock USD1.25 COM 253651103 893,592.00 25200 25,200 3 25,200
Digital River Com Stk USD0.01 COM 25388B104 86,616,613.28 2314096 2,314,096 1 2,314,096
DigitalRealty Tst REIT USD0.01 COM 253868103 27,102,251.70 466155 466,155 1 466,155
DigitalRealty Tst REIT USD0.01 COM 253868103 939,891.24 16166 16,166 3 16,166
Dionex Corp Common StkUSD0.001 COM 254546104 200,685.00 1700 1,700 2 1,700
Dionex Corp Common StkUSD0.001 COM 254546104 2,089,485.00 17700 17,700 3 17,700
DIRECTV Class A ComStk USD0.01 COM 25490A101 1,687,420.80 36056 36,056 2 36,056
DIRECTV Class A ComStk USD0.01 COM 25490A101 9,949,680.00 212600 212,600 3 212,600
DiscoverFin SvcsComStk USD0.01 COM 254709108 854,282.16 35418 35,418 2 35,418
DiscoverFin SvcsComStk USD0.01 COM 254709108 2,871,075.96 119033 119,033 3 119,033
Dolan Co(The) ComStk USD0.001 COM 25659P402 100,762.00 8300 8,300 2 8,300
Dolan Co(The) ComStk USD0.001 COM 25659P402 120,186.00 9900 9,900 3 9,900
Dollar Tree Inc ComStk USD0.01 COM 256746108 2,720,480.00 49000 49,000 2 49,000
Dollar Tree Inc ComStk USD0.01 COM 256746108 23,608,325.44 425222 425,222 3 425,222
Dollar Tree Inc ComStk USD0.01 COM 256746108 116,592.00 2100 2,100 5 2,100
DominionRes(Virginia)ComStkNPV COM 25746U109 290,550.00 6500 6,500 2 6,500
DominionRes(Virginia)ComStkNPV COM 25746U109 537,562.20 12026 12,026 3 12,026
DominionRes(Virginia)ComStkNPV COM 25746U109 14,840.40 332 332 7 332
Donaldson Common Stock USD5 COM 257651109 655,803.00 10700 10,700 2 10,700
Donaldson Common Stock USD5 COM 257651109 682,770.60 11140 11,140 3 11,140
Donnelley(R.R) Common USD1.25 COM 257867101 484,352.00 25600 25,600 2 25,600
Donnelley(R.R) Common USD1.25 COM 257867101 7,172,704.44 379107 379,107 3 379,107
Dorchester Min. LP Com Uts NPV COM 25820R105 134,504.00 4600 4,600 3 4,600
Dorman Products ComStk USD0.01 COM 258278100 37,881.00 900 900 2 900
Dorman Products ComStk USD0.01 COM 258278100 113,643.00 2700 2,700 3 2,700
DoubleEaglePetroleumCS USD0.10 COM 258570209 23,660.00 2600 2,600 3 2,600
Dover Corp Common Stock USD1 COM 260003108 51,190,554.68 778682 778,682 1 778,682
Dover Corp Common Stock USD1 COM 260003108 1,216,190.00 18500 18,500 2 18,500
Dover Corp Common Stock USD1 COM 260003108 8,263,518.00 125700 125,700 3 125,700
Dover Corp Common Stock USD1 COM 260003108 151,202.00 2300 2,300 5 2,300
Dow Chemical Com USD2.50 COM 260543103 792,750.00 21000 21,000 2 21,000
Dow Chemical Com USD2.50 COM 260543103 854,282.50 22630 22,630 3 22,630
DPL Incorporated ComStkUSD0.01 COM 233293109 2,910,942.00 106200 106,200 2 106,200
DPL Incorporated ComStkUSD0.01 COM 233293109 36,457,931.36 1330096 1,330,096 3 1,330,096
DPL Incorporated ComStkUSD0.01 COM 233293109 158,978.00 5800 5,800 5 5,800
DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 38,063,004.00 1362800 1,362,800 1 1,362,800
DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 726,180.00 26000 26,000 3 26,000
Dresser-Rand Grp ComStkUSD0.01 COM 261608103 16,086.00 300 300 2 300
Dril-Quip Com Stk USD0.01 COM 262037104 505,792.00 6400 6,400 2 6,400
Dril-Quip Com Stk USD0.01 COM 262037104 4,196,493.00 53100 53,100 3 53,100
DSW Inc Class 'A' Com Stk NPV COM 23334L102 31,968.00 800 800 3 800
DSW Inc Class 'A' Com Stk NPV COM 23334L102 31,968.00 800 800 5 800
DTE Energy Company NPV COM 233331107 587,520.00 12000 12,000 2 12,000
DTE Energy Company NPV COM 233331107 15,643,111.68 319508 319,508 3 319,508
Ducommun Inc Com Stk USD0.01 COM 264147109 253,340.00 10600 10,600 2 10,600
Ducommun Inc Com Stk USD0.01 COM 264147109 934,131.50 39085 39,085 3 39,085
Duke Engy Corp CommonStock NPV COM 26441C105 390,225.00 21500 21,500 2 21,500
Duke Engy Corp CommonStock NPV COM 26441C105 5,625,029.85 309919 309,919 3 309,919
DukeRealtyCp CommonStkUSD0.01 COM 264411505 308,220.00 22000 22,000 2 22,000
DukeRealtyCp CommonStkUSD0.01 COM 264411505 266,190.00 19000 19,000 3 19,000
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 6,018.00 75 75 7 75
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 4,403,097.00 80100 80,100 2 80,100
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 17,435,219.69 317177 317,177 3 317,177
DvrDwnsGmng&EntIncComStkUSD0.1 COM 260095104 14,719.00 4100 4,100 3 4,100
DycomIndustries ComStkUSD0.333 COM 267475101 15,994,416.00 922400 922,400 1 922,400
Dynex Capital Inc REIT USD0.01 COM 26817Q506 111,666.00 11100 11,100 2 11,100
Dynex Capital Inc REIT USD0.01 COM 26817Q506 123,738.00 12300 12,300 3 12,300
EarthLink Inc Com Stk USD0.01 COM 270321102 526,176.00 67200 67,200 2 67,200
EarthLink Inc Com Stk USD0.01 COM 270321102 7,854,774.12 1003164 1,003,164 3 1,003,164
Eastman Chemical ComStkUSD0.01 COM 277432100 109,252.00 1100 1,100 2 1,100
Eastman Chemical ComStkUSD0.01 COM 277432100 5,700,968.00 57400 57,400 3 57,400
Eastman Chemical ComStkUSD0.01 COM 277432100 99,320.00 1000 1,000 5 1,000
Eaton Corp Com Stk USD0.50 COM 278058102 36,752,728.32 662928 662,928 1 662,928
Eaton Corp Com Stk USD0.50 COM 278058102 914,760.00 16500 16,500 2 16,500
Eaton Corp Com Stk USD0.50 COM 278058102 4,480,439.04 80816 80,816 3 80,816
Eaton Corp Com Stk USD0.50 COM 278058102 1,959,804.00 35350 35,350 4 35,350
Eaton Corp Com Stk USD0.50 COM 278058102 1,768,536.00 31900 31,900 5 31,900
Eaton Corp Com Stk USD0.50 COM 278058102 16,354.80 295 295 7 295
eBay Inc Common Stock USD0.001 COM 278642103 434,560.00 14000 14,000 2 14,000
eBay Inc Common Stock USD0.001 COM 278642103 4,758,742.40 153310 153,310 3 153,310
Ecolab Common Stk USD1 COM 278865100 239,794.00 4700 4,700 2 4,700
Ecolab Common Stk USD1 COM 278865100 3,557,471.54 69727 69,727 3 69,727
Ecolab Common Stk USD1 COM 278865100 6,734.64 132 132 7 132
Ecopetrol SpnADR(EachRep20Ord) COM 279158109 27,727,218.00 665400 665,400 3 665,400
Edison Intl Common Stock NPV COM 281020107 422,504.73 11547 11,547 2 11,547
Edison Intl Common Stock NPV COM 281020107 6,080,782.33 166187 166,187 3 166,187
EdwardsLifesciences ComStkUSD1 COM 28176E108 760,728.00 8744 8,744 3 8,744
E-House ADS(Rep 1Ord USD0.001) COM 26852W103 8,887,700.00 756400 756,400 3 756,400
Elan Corp ADR(Rep1Ord Elan Sh) COM 284131208 526,595.20 76540 76,540 3 76,540
ELDORADO GOLD CORP COM 284902103 81,300.00 5000 5,000 7 5,000
EldoradoGoldCorpLtdCommonNPV COM 284902103 60,527.00 4000 4,000 3 4,000
Eli Lilly And Co ComSk NPV COM 532457108 8,017,388.37 227961 227,961 2 227,961
Eli Lilly And Co ComSk NPV COM 532457108 151,290,472.47 4301691 4,301,691 3 4,301,691
Eli Lilly And Co ComSk NPV COM 532457108 320,047.00 9100 9,100 5 9,100
Eli Lilly And Co ComSk NPV COM 532457108 446,659.00 12700 12,700 7 12,700
EMC Corp Massac.ComStk USD0.01 COM 268648102 1,205,824.00 45400 45,400 2 45,400
EMC Corp Massac.ComStk USD0.01 COM 268648102 3,253,600.00 122500 122,500 3 122,500
EMC Insurance Grp Com Stk USD1 COM 268664109 261,484.73 10531 10,531 3 10,531
Emdeon Inc Cls A ComStkUSD0.01 COM 29084T104 18,255,852.00 1133200 1,133,200 1 1,133,200
Emdeon Inc Cls A ComStkUSD0.01 COM 29084T104 649,233.00 40300 40,300 3 40,300
EMERGENCY MEDICAL SERVICES-A C COM 29100P102 70,610,336.00 1110400 1,110,400 1 1,110,400
EMERGENCY MEDICAL SERVICES-A C COM 29100P102 922,055.00 14500 14,500 3 14,500
EmergentBiosolutionsCSUSD0.001 COM 29089Q105 53,152.00 2200 2,200 2 2,200
EmergentBiosolutionsCSUSD0.001 COM 29089Q105 120,800.00 5000 5,000 3 5,000
Emerson Electric Com.USD1 COM 291011104 3,474,890.53 59471 59,471 2 59,471
Emerson Electric Com.USD1 COM 291011104 33,304,632.56 569992 569,992 3 569,992
Emerson Electric Com.USD1 COM 291011104 560,928.00 9600 9,600 7 9,600
EmployersHldgsIncComStkUSD0.01 COM 292218104 10,679,154.00 516900 516,900 1 516,900
EmpresaNac.Elec.ADS(Rep30CmSh) COM 29244T101 29,495,174.76 530298 530,298 3 530,298
Enbridge Energy 'A'Units USD50 COM 29250R106 158,319.00 4900 4,900 2 4,900
Enbridge Energy 'A'Units USD50 COM 29250R106 584,811.00 18100 18,100 3 18,100
Enbridge Inc Common NPV COM 29250N105 2,204,031.03 38755 38,755 3 38,755
EnCanaCorpComNPV(CanadianList) COM 292505104 198,967.69 6200 6,200 2 6,200
EnCanaCorpComNPV(CanadianList) COM 292505104 8,305,296.50 258800 258,800 3 258,800
Endeavour Intl ComStk USD0.001 COM 29259G200 4,642,091.30 365519 365,519 3 365,519
EnduranceSpec.HldgsComStk USD1 COM G30397106 2,079,732.00 42600 42,600 2 42,600
EnduranceSpec.HldgsComStk USD1 COM G30397106 38,198,476.70 782435 782,435 3 782,435
EnduranceSpec.HldgsComStk USD1 COM G30397106 68,348.00 1400 1,400 5 1,400
Energen Corp Com Stock USD0.01 COM 29265N108 125,015,345.76 1980598 1,980,598 1 1,980,598
Energen Corp Com Stock USD0.01 COM 29265N108 587,016.00 9300 9,300 2 9,300
Energen Corp Com Stock USD0.01 COM 29265N108 10,604,160.00 168000 168,000 3 168,000
Energen Corp Com Stock USD0.01 COM 29265N108 132,552.00 2100 2,100 5 2,100
EnergizerHldgsCommStockUSD0.01 COM 29266R108 71,160.00 1000 1,000 2 1,000
EnergizerHldgsCommStockUSD0.01 COM 29266R108 2,405,208.00 33800 33,800 3 33,800
EnergyTransfer Partners LP NPV COM 29273R109 351,968.00 6800 6,800 3 6,800
Enerplus Corp Com NPV (USList) COM 292766102 174,130.00 5500 5,500 2 5,500
Enerplus Corp Com NPV (USList) COM 292766102 1,417,608.16 44776 44,776 3 44,776
Enerplus Corporation Com NPV COM 292766102 1,407,902.71 47900 47,900 2 47,900
Enerplus Corporation Com NPV COM 292766102 12,473,959.26 424392 424,392 3 424,392
Enerplus Corporation Com NPV COM 292766102 99,934.64 3400 3,400 5 3,400
Enersis SponADR(Rep50ComShNPV) COM 29274F104 10,410.00 500 500 2 500
Enersis SponADR(Rep50ComShNPV) COM 29274F104 29,148.00 1400 1,400 3 1,400
EnPro Industries ComStkUSD0.01 COM 29355X107 19,260,496.00 530300 530,300 1 530,300
Ensco PLC ADR (EachRepres1Ord) COM 29358Q109 737,575.68 12752 12,752 2 12,752
Ensco PLC ADR (EachRepres1Ord) COM 29358Q109 3,539,808.00 61200 61,200 3 61,200
EnsignGroupInc ComStk USD0.001 COM 29358P101 1,139,901.00 35700 35,700 3 35,700
Entegris Inc CommonStk USD0.01 COM 29362U104 248,474.00 28300 28,300 2 28,300
Entegris Inc CommonStk USD0.01 COM 29362U104 4,346,978.00 495100 495,100 3 495,100
Entergy Corp CommStock USD0.01 COM 29364G103 907,335.00 13500 13,500 2 13,500
Entergy Corp CommStock USD0.01 COM 29364G103 32,685,970.46 486326 486,326 3 486,326
EnterpriseProdPtnrsLP UnitsNPV COM 293792107 2,562,371.42 59507 59,507 3 59,507
Entertain.Prop.TstREIT USD0.01 COM 29380T105 1,648,064.00 35200 35,200 3 35,200
EOG Resources Com Stk USD0.01 COM 26875P101 28,117,208.56 237256 237,256 1 237,256
EOG Resources Com Stk USD0.01 COM 26875P101 142,212.00 1200 1,200 2 1,200
EOG Resources Com Stk USD0.01 COM 26875P101 105,431,947.46 889646 889,646 3 889,646
EOG Resources Com Stk USD0.01 COM 26875P101 2,681,525.77 22627 22,627 4 22,627
EOG Resources Com Stk USD0.01 COM 26875P101 2,962,750.00 25000 25,000 5 25,000
EOG Resources Com Stk USD0.01 COM 26875P101 475,343.61 4011 4,011 7 4,011
Epoch Holding Corp CS USD0.01 COM 29428R103 20,514.00 1300 1,300 3 1,300
Equifax Common Stk USD2.50 COM 294429105 602,175.00 15500 15,500 2 15,500
Equifax Common Stk USD2.50 COM 294429105 5,054,385.00 130100 130,100 3 130,100
eResearchTechnol.ComStkUSD0.01 COM 29481V108 65,669.00 9700 9,700 3 9,700
Erie Indemnity Cls'A'ComStkNPV COM 29530P102 803,543.00 11300 11,300 2 11,300
Erie Indemnity Cls'A'ComStkNPV COM 29530P102 1,969,747.00 27700 27,700 3 27,700
ESCO Techno.Inc ComStk USD0.01 COM 296315104 4,555,110.00 119400 119,400 1 119,400
ESCO Techno.Inc ComStk USD0.01 COM 296315104 137,340.00 3600 3,600 2 3,600
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 19,264,002.12 199917 199,917 1 199,917
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 975,355.92 10122 10,122 3 10,122
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 677,410.80 7030 7,030 4 7,030
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 6,359.76 66 66 7 66
EuronetWorldwide ComStkUSD0.02 COM 298736109 262,888.00 13600 13,600 2 13,600
EuronetWorldwide ComStkUSD0.02 COM 298736109 222,295.00 11500 11,500 3 11,500
Everest Re Group ComStkUSD0.01 COM G3223R108 1,049,342.00 11900 11,900 3 11,900
EvolutionPetroleum CS USD0.001 COM 30049A107 1,352,956.80 173456 173,456 3 173,456
EXCO Resources ComStk USD0.001 COM 269279402 60,960,780.22 2950667 2,950,667 3 2,950,667
Exelon Corp Common Stock NPV COM 30161N101 3,253,753.52 78898 78,898 2 78,898
Exelon Corp Common Stock NPV COM 30161N101 34,075,952.16 826284 826,284 3 826,284
Exelon Corp Common Stock NPV COM 30161N101 115,472.00 2800 2,800 5 2,800
EXFO Inc Com NPV (US Listing) COM 302046107 9,750,653.00 892100 892,100 1 892,100
ExideTechnologiesComStkUSD0.01 COM 302051206 227,868.00 20400 20,400 2 20,400
ExideTechnologiesComStkUSD0.01 COM 302051206 69,254.00 6200 6,200 3 6,200
ExlserviceHldgs CmStk USD0.001 COM 302081104 74,025.00 3500 3,500 3 3,500
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 501,500.00 10000 10,000 2 10,000
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 1,646,223.90 32826 32,826 3 32,826
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 24,974.70 498 498 7 498
Expedia Inc Com Stock USD0.001 COM 30212P105 1,612,530.92 71162 71,162 3 71,162
Exponent Incorp ComStkUSD0.001 COM 30214U102 66,915.00 1500 1,500 2 1,500
Exponent Incorp ComStkUSD0.001 COM 30214U102 36,847.86 826 826 3 826
Express Scripts ComStk USD0.01 COM 302182100 412,848.64 7424 7,424 2 7,424
Express Scripts ComStk USD0.01 COM 302182100 6,476,340.60 116460 116,460 3 116,460
Exxon MobilCorp.CommonStockNPV COM 30231G102 36,830,179.01 437777 437,777 1 437,777
Exxon MobilCorp.CommonStockNPV COM 30231G102 18,364,737.70 218290 218,290 2 218,290
Exxon MobilCorp.CommonStockNPV COM 30231G102 93,119,711.15 1106855 1,106,855 3 1,106,855
Exxon MobilCorp.CommonStockNPV COM 30231G102 2,142,791.10 25470 25,470 4 25,470
Exxon MobilCorp.CommonStockNPV COM 30231G102 185,086.00 2200 2,200 5 2,200
Exxon MobilCorp.CommonStockNPV COM 30231G102 273,759.02 3254 3,254 7 3,254
Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 1,060,982.00 33800 33,800 2 33,800
Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 6,896,383.00 219700 219,700 3 219,700
F5 Networks Inc Com Stock NPV COM 315616102 256,425.00 2500 2,500 3 2,500
FactSetResearchSysCmStkUSD0.01 COM 303075105 869,259.00 8300 8,300 2 8,300
FactSetResearchSysCmStkUSD0.01 COM 303075105 4,000,686.00 38200 38,200 3 38,200
FamilyDollar Stores CS USD0.10 COM 307000109 2,648,112.00 51600 51,600 2 51,600
FamilyDollar Stores CS USD0.10 COM 307000109 17,402,612.00 339100 339,100 3 339,100
Fastenal Co Com Stk USD0.01 COM 311900104 434,361.00 6700 6,700 2 6,700
Fastenal Co Com Stk USD0.01 COM 311900104 5,705,040.00 88000 88,000 3 88,000
FBL Financial Grp Com Stk NPV COM 30239F106 49,152.00 1600 1,600 2 1,600
FBL Financial Grp Com Stk NPV COM 30239F106 49,152.00 1600 1,600 3 1,600
FederatedInvestors'B'ComStkNPV COM 314211103 3,234,075.00 120900 120,900 2 120,900
FederatedInvestors'B'ComStkNPV COM 314211103 43,962,769.00 1643468 1,643,468 3 1,643,468
FederatedInvestors'B'ComStkNPV COM 314211103 131,075.00 4900 4,900 5 4,900
FedEx Corp Common Stk USD0.10 COM 31428X106 37,892,895.25 405055 405,055 1 405,055
FedEx Corp Common Stk USD0.10 COM 31428X106 355,490.00 3800 3,800 2 3,800
FedEx Corp Common Stk USD0.10 COM 31428X106 59,192,172.15 632733 632,733 3 632,733
FedEx Corp Common Stk USD0.10 COM 31428X106 3,081,537.00 32940 32,940 4 32,940
FedEx Corp Common Stk USD0.10 COM 31428X106 2,722,305.00 29100 29,100 5 29,100
FedEx Corp Common Stk USD0.10 COM 31428X106 1,289,960.95 13789 13,789 7 13,789
FEI Company Common Stock NPV COM 30241L109 13,137,312.00 389600 389,600 1 389,600
FerrellgasPtnrsLtdPtnrshipUSD1 COM 315293100 26,104.00 1004 1,004 3 1,004
Fidel.NatlFin'A'CmStkUSD0.0001 COM 31620R105 231,732.00 16400 16,400 3 16,400
Fifth Third Bancorp CommStkNPV COM 316773100 930,295.00 67000 67,000 3 67,000
FinancialInstit.ComStk USD0.01 COM 317585404 129,875.76 7413 7,413 3 7,413
FinishLineClass'A'CmStkUSD0.01 COM 317923100 47,640.00 2400 2,400 3 2,400
First Cash Fin Com Stk USD0.01 COM 31942D107 590,580.00 15300 15,300 2 15,300
First Cash Fin Com Stk USD0.01 COM 31942D107 420,740.00 10900 10,900 3 10,900
First Community Com Stock USD1 COM 31983A103 42,540.00 3000 3,000 3 3,000
First Fin.Bancorp Com Stk NPV COM 320209109 247,012.00 14800 14,800 2 14,800
First Fin.Bancorp Com Stk NPV COM 320209109 160,224.00 9600 9,600 3 9,600
FirstBancorp Inc ComStkUSD0.01 COM 31866P102 6,100.00 400 400 3 400
FirstCitizensBancShsACmStkUSD1 COM 31946M103 220,638.00 1100 1,100 2 1,100
FirstCitizensBancShsACmStkUSD1 COM 31946M103 40,116.00 200 200 3 200
FirstCitizensBancShsACmStkUSD1 COM 31946M103 40,116.00 200 200 5 200
FirstDefianceFin ComStkUSD0.01 COM 32006W106 21,510.00 1500 1,500 2 1,500
FirstDefianceFin ComStkUSD0.01 COM 32006W106 81,738.00 5700 5,700 3 5,700
FirstEnergy Corp ComStkUSD0.10 COM 337932107 1,057,065.00 28500 28,500 2 28,500
FirstEnergy Corp ComStkUSD0.10 COM 337932107 13,525,610.30 364670 364,670 3 364,670
FirstFncl Hldgs ComStk USD0.01 COM 320239106 54,288.00 4800 4,800 2 4,800
FirstInterstateBancsyACmStkNPV COM 32055Y201 149,600.00 11000 11,000 3 11,000
FirstMajesticSilver Cp Com NPV COM 32076V103 1,683,501.05 85345 85,345 3 85,345
FirstMerit Corp CommonStockNPV COM 337915102 3,233,058.00 189400 189,400 3 189,400
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 72,357.00 8900 8,900 2 8,900
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 165,852.00 20400 20,400 3 20,400
Flexsteel Inds Com Stk USD1 COM 339382103 12,048.00 800 800 3 800
FLIR Systems Inc ComStkUSD0.01 COM 302445101 211,121.00 6100 6,100 3 6,100
Flowers Foods Com Stk USD0.01 COM 343498101 509,201.00 18700 18,700 2 18,700
Flowers Foods Com Stk USD0.01 COM 343498101 3,278,492.00 120400 120,400 3 120,400
Flowers Foods Com Stk USD0.01 COM 343498101 65,352.00 2400 2,400 5 2,400
Flowserve Corp Com Stk USD1.25 COM 34354P105 2,138,080.00 16600 16,600 2 16,600
Flowserve Corp Com Stk USD1.25 COM 34354P105 19,616,111.20 152299 152,299 3 152,299
FLUIDIGM CORP COM STK USD0.001 COM 34385P108 2,667,384.00 186400 186,400 1 186,400
Fluor Corp Comm Stock USD0.01 COM 343412102 1,473,200.00 20000 20,000 3 20,000
Flushing Fin Cp ComStk USD0.01 COM 343873105 64,070.00 4300 4,300 2 4,300
Flushing Fin Cp ComStk USD0.01 COM 343873105 70,030.00 4700 4,700 3 4,700
FMC Corp Common Stock USD0.10 COM 302491303 110,409.00 1300 1,300 2 1,300
FMC Corp Common Stock USD0.10 COM 302491303 8,603,409.00 101300 101,300 3 101,300
FMC Techno. Common Stk USD0.01 COM 30249U101 321,232.00 6800 6,800 2 6,800
FMC Techno. Common Stk USD0.01 COM 30249U101 4,213,808.00 89200 89,200 3 89,200
FNB Corp Common Stock USD0.01 COM 302520101 475,354.00 45100 45,100 2 45,100
FNB Corp Common Stock USD0.01 COM 302520101 8,711,331.08 826502 826,502 3 826,502
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 93,920.00 1600 1,600 2 1,600
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 18,916,662.00 322260 322,260 3 322,260
Foot Locker Inc Com StkUSD0.01 COM 344849104 672,452.00 34100 34,100 2 34,100
Foot Locker Inc Com StkUSD0.01 COM 344849104 11,459,607.52 581116 581,116 3 581,116
Foot Locker Inc Com StkUSD0.01 COM 344849104 39,440.00 2000 2,000 5 2,000
Force Protection CmStkUSD0.001 COM 345203202 145,530.00 29700 29,700 2 29,700
Force Protection CmStkUSD0.001 COM 345203202 148,470.00 30300 30,300 3 30,300
Ford Motor Co Com Stk USD0.01 COM 345370860 210,723.03 14133 14,133 1 14,133
Ford Motor Co Com Stk USD0.01 COM 345370860 1,268,841.00 85100 85,100 2 85,100
Ford Motor Co Com Stk USD0.01 COM 345370860 1,042,805.40 69940 69,940 3 69,940
Forest Oil Corp ComStk USD0.10 COM 346091705 355,602.00 9400 9,400 2 9,400
Forest Oil Corp ComStk USD0.10 COM 346091705 2,221,604.58 58726 58,726 3 58,726
Forrester Res. Com Stk USD0.01 COM 346563109 23,843,183.00 622700 622,700 1 622,700
Fossil Inc. Common Stk USD0.01 COM 349882100 1,498,400.00 16000 16,000 2 16,000
Fossil Inc. Common Stk USD0.01 COM 349882100 2,506,354.95 26763 26,763 3 26,763
FranklinResourcesComStkUSD0.10 COM 354613101 19,201,406.04 153513 153,513 1 153,513
FranklinResourcesComStkUSD0.10 COM 354613101 3,502,240.00 28000 28,000 2 28,000
FranklinResourcesComStkUSD0.10 COM 354613101 59,423,506.72 475084 475,084 3 475,084
FranklinResourcesComStkUSD0.10 COM 354613101 3,244,575.20 25940 25,940 4 25,940
FranklinResourcesComStkUSD0.10 COM 354613101 187,620.00 1500 1,500 5 1,500
FranklinResourcesComStkUSD0.10 COM 354613101 1,042,666.88 8336 8,336 7 8,336
FranklinStProps REIT USD0.0001 COM 35471R106 26,733.00 1900 1,900 5 1,900
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 6,599,340.00 118800 118,800 2 118,800
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 47,249,663.45 850579 850,579 3 850,579
FreseniusKabiPharmNPVConValRts COM 35802M115 147.26 7363 7,363 2 7,363
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 688,967.52 83816 83,816 2 83,816
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 6,458,001.90 785645 785,645 3 785,645
Frontline CmStkUSD2.50(US Lst) COM G3682E127 2,660,719.09 107417 107,417 3 107,417
Frst of LongIslandCmStkUSD0.10 COM 320734106 36,075.00 1300 1,300 3 1,300
Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 114,500.00 22900 22,900 2 22,900
Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 426,500.00 85300 85,300 3 85,300
FstFinancial BkshsCmStkUSD0.01 COM 32020R109 35,959.00 700 700 3 700
FstFinancial BkshsCmStkUSD0.01 COM 32020R109 35,959.00 700 700 5 700
FTI Consulting Com Stk USD0.01 COM 302941109 27,306,292.00 712400 712,400 1 712,400
Fuel Tech Inc Comm Stk USD0.01 COM 359523107 197,615.60 22204 22,204 7 22,204
FuelSystemsSol. CmStk USD0.001 COM 35952W103 187,116.00 6200 6,200 2 6,200
FuelSystemsSol. CmStk USD0.001 COM 35952W103 133,727.58 4431 4,431 3 4,431
FuriexPharm Inc ComStkUSD0.001 COM 36106P101 10,840,420.40 642205 642,205 1 642,205
FuriexPharm Inc ComStkUSD0.001 COM 36106P101 213,228.16 12632 12,632 3 12,632
FX Energy Inc Com Stk USD0.001 COM 302695101 3,063,881.48 366493 366,493 3 366,493
Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 963,997.00 31700 31,700 3 31,700
GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 1,153,024.00 51200 51,200 3 51,200
Gammon Gold Com NPV (US List) COM 36467T106 2,017,717.35 193083 193,083 3 193,083
Gap Inc (The) Com Stk USD0.05 COM 364760108 1,085,414.00 47900 47,900 2 47,900
Gap Inc (The) Com Stk USD0.05 COM 364760108 11,613,250.00 512500 512,500 3 512,500
Gap Inc (The) Com Stk USD0.05 COM 364760108 115,566.00 5100 5,100 5 5,100
GarminLimited ComStockUSD0.005 COM H2906T109 2,034,579.68 60088 60,088 2 60,088
GarminLimited ComStockUSD0.005 COM H2906T109 43,132,798.02 1273857 1,273,857 3 1,273,857
GarminLimited ComStockUSD0.005 COM H2906T109 101,580.00 3000 3,000 5 3,000
Gartner Common Stock USD0.0005 COM 366651107 46,716,237.00 1121100 1,121,100 1 1,121,100
Gartner Common Stock USD0.0005 COM 366651107 979,245.00 23500 23,500 3 23,500
GascoEnergyInc ComStkUSD0.0001 COM 367220100 7,144.00 15200 15,200 3 15,200
GastarExplorationComNPV(USLst) COM 367299203 1,362,486.42 280347 280,347 3 280,347
Gen.Electric Com Stock USD0.06 COM 369604103 7,295,974.45 363889 363,889 2 363,889
Gen.Electric Com Stock USD0.06 COM 369604103 34,391,785.05 1715301 1,715,301 3 1,715,301
Gen.Electric Com Stock USD0.06 COM 369604103 2,049,631.30 102226 102,226 7 102,226
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 1,911,565.00 52300 52,300 2 52,300
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 26,965,932.10 737782 737,782 3 737,782
General Comm Cls'A' ComStk NPV COM 369385109 56,888.00 5200 5,200 2 5,200
General Comm Cls'A' ComStk NPV COM 369385109 135,995.14 12431 12,431 3 12,431
General Dynamics Corp Com USD1 COM 369550108 5,607,790.32 73247 73,247 2 73,247
General Dynamics Corp Com USD1 COM 369550108 55,973,551.92 731107 731,107 3 731,107
General Dynamics Corp Com USD1 COM 369550108 313,896.00 4100 4,100 5 4,100
General Motors Co CS USD0.01 COM 37045V100 27,296,842.76 879692 879,692 1 879,692
General Motors Co CS USD0.01 COM 37045V100 26,430,733.40 851780 851,780 3 851,780
General Motors Co CS USD0.01 COM 37045V100 2,342,020.28 75476 75,476 4 75,476
General Motors Co CS USD0.01 COM 37045V100 1,467,656.94 47298 47,298 5 47,298
General Motors Co CS USD0.01 COM 37045V100 573,620.58 18486 18,486 7 18,486
Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 7,682,400.00 132000 132,000 1 132,000
Genpact Limited ComStk USD0.01 COM G3922B107 7,497,744.00 517800 517,800 1 517,800
Gen-Probe Inc ComStk USD0.0001 COM 36866T103 24,828,037.30 374198 374,198 1 374,198
Gen-Probe Inc ComStk USD0.0001 COM 36866T103 1,791,450.00 27000 27,000 3 27,000
GENSTEEL HOLDINGS INC USD0.001 COM 370853103 12,000.00 5000 5,000 4 5,000
Gentex Corp Common Stk USD0.06 COM 371901109 93,775.00 3100 3,100 2 3,100
Gentex Corp Common Stk USD0.06 COM 371901109 130,075.00 4300 4,300 3 4,300
GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 243,861.00 8700 8,700 2 8,700
GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 280,300.00 10000 10,000 3 10,000
Genuine Parts Co.Com.USD1 COM 372460105 96,552.00 1800 1,800 3 1,800
Genzyme Corp CommonStk USD0.01 COM 372917104 170,587.20 2240 2,240 3 2,240
Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 29,103,537.50 2328283 2,328,283 2 2,328,283
Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 165,934,037.50 13274723 13,274,723 3 13,274,723
Getty Realty Corp REIT USD0.01 COM 374297109 212,784.00 9300 9,300 2 9,300
Getty Realty Corp REIT USD0.01 COM 374297109 10,799.36 472 472 3 472
G-III Apparel GrpComStkUSD0.01 COM 36237H101 19,949.67 531 531 3 531
Gilead Sciences ComStkUSD0.001 COM 375558103 4,204,614.94 99002 99,002 2 99,002
Gilead Sciences ComStkUSD0.001 COM 375558103 38,482,236.88 906104 906,104 3 906,104
GladstoneCapCp ComStk USD0.001 COM 376535100 145,899.00 12900 12,900 2 12,900
GladstoneCapCp ComStk USD0.001 COM 376535100 2,841,524.40 251240 251,240 3 251,240
Glatfelter CommonStock USD0.01 COM 377316104 455,544.00 34200 34,200 2 34,200
Glatfelter CommonStock USD0.01 COM 377316104 7,455,576.96 559728 559,728 3 559,728
GlbCshAccessHldgsCmStkUSD0.001 COM 378967103 91,233.00 27900 27,900 2 27,900
GlbCshAccessHldgsCmStkUSD0.001 COM 378967103 480,690.00 147000 147,000 3 147,000
Global Sources Ltd CS USD0.01 COM G39300101 106,996.00 9200 9,200 3 9,200
Goldcorp Inc Com NPV(US List.) COM 380956409 14,101,915.80 283171 283,171 2 283,171
Goldcorp Inc Com NPV(US List.) COM 380956409 19,209,105.00 385725 385,725 3 385,725
Goldcorp Inc ComNPV(Can.List.) COM 380956409 4,228,731.96 91400 91,400 3 91,400
GoldenStarResourcesLtd Com NPV COM 38119T104 114,966.85 42000 42,000 3 42,000
GoldFields SponADR(EchRep1Ord) COM 38059T106 11,297,685.06 647061 647,061 2 647,061
GoldFields SponADR(EchRep1Ord) COM 38059T106 14,267,788.20 817170 817,170 3 817,170
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 6,458,667.80 40723 40,723 2 40,723
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 97,129,812.00 612420 612,420 3 612,420
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 717,506.40 4524 4,524 4 4,524
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 2,267,980.00 14300 14,300 5 14,300
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 952,710.20 6007 6,007 7 6,007
Goodrich Corp Common Stk USD5 COM 382388106 161,480.64 1888 1,888 1 1,888
Goodrich Corp Common Stk USD5 COM 382388106 786,876.00 9200 9,200 2 9,200
Goodrich Corp Common Stk USD5 COM 382388106 11,479,323.42 134214 134,214 3 134,214
Goodrich Corp Common Stk USD5 COM 382388106 797,994.90 9330 9,330 4 9,330
Goodrich Corp Common Stk USD5 COM 382388106 1,941,531.00 22700 22,700 5 22,700
Goodrich Corp Common Stk USD5 COM 382388106 697,753.74 8158 8,158 7 8,158
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 43,535,244.96 74196 74,196 1 74,196
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 6,013,703.24 10249 10,249 2 10,249
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 86,410,384.92 147267 147,267 3 147,267
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3,727,099.52 6352 6,352 4 6,352
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 2,464,392.00 4200 4,200 5 4,200
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 1,285,004.40 2190 2,190 7 2,190
GpoTelevisaADR(Rep20OrdPtgCts) COM 40049J206 16,729,239.23 681991 681,991 3 681,991
Graco Inc Common Stock USD1 COM 384109104 86,431.00 1900 1,900 3 1,900
GRAFTECH INTERNATIONAL LTD COM 384313102 28,704,582.00 1391400 1,391,400 1 1,391,400
GRAFTECH INTERNATIONAL LTD COM 384313102 175,355.00 8500 8,500 3 8,500
Graham Packaging ComStkUSD0.01 COM 384701108 11,439,309.00 656300 656,300 1 656,300
Grainger (W.W) Com.USD0.50 COM 384802104 2,592,789.76 18832 18,832 2 18,832
Grainger (W.W) Com.USD0.50 COM 384802104 27,469,775.92 199519 199,519 3 199,519
Grainger (W.W) Com.USD0.50 COM 384802104 96,376.00 700 700 5 700
Gramercy Capital REIT USD0.001 COM 384871109 75,472.00 17800 17,800 3 17,800
GranTierra Engy ComStkUSD0.001 COM 38500T101 249,363.00 30900 30,900 3 30,900
Great Lakes D&D ComStkUSD0.01 COM 390607109 151,837.00 19900 19,900 2 19,900
Great Lakes D&D ComStkUSD0.01 COM 390607109 148,785.00 19500 19,500 3 19,500
Great Northern IronOreProp.NPV COM 391064102 387,056.70 3100 3,100 3 3,100
Great Plains Energy ComStk NPV COM 391164100 660,660.00 33000 33,000 3 33,000
Great Southern Com Stk USD0.01 COM 390905107 34,320.00 1600 1,600 2 1,600
Great Southern Com Stk USD0.01 COM 390905107 326,297.40 15212 15,212 3 15,212
Greenhill&Co Inc CmStk USD0.01 COM 395259104 4,598,721.00 69900 69,900 1 69,900
Greenhill&Co Inc CmStk USD0.01 COM 395259104 157,896.00 2400 2,400 2 2,400
Greenhill&Co Inc CmStk USD0.01 COM 395259104 335,529.00 5100 5,100 3 5,100
GreenPlainsRenewableCSUSD0.001 COM 393222104 75,726.00 6300 6,300 3 6,300
GrupoAero.delSurADSRep10'B'NPV COM 40051E202 23,895,882.00 406600 406,600 3 406,600
GrupoFinGaliciaADS(Repr10ClsB) COM 399909100 140,459.00 11300 11,300 3 11,300
GSI Technology ComStk USD0.001 COM 36241U106 130,896.00 14400 14,400 2 14,400
GSI Technology ComStk USD0.001 COM 36241U106 95,445.00 10500 10,500 3 10,500
GT Solar Intl Com Stk USD0.01 COM 3623E0209 281,688.00 26400 26,400 2 26,400
GT Solar Intl Com Stk USD0.01 COM 3623E0209 239,008.00 22400 22,400 3 22,400
Guess? Inc CommonStock USD0.01 COM 401617105 491,875.00 12500 12,500 2 12,500
Guess? Inc CommonStock USD0.01 COM 401617105 7,090,870.00 180200 180,200 3 180,200
Gulf Island Fabr. Com Stk NPV COM 402307102 70,774.00 2200 2,200 2 2,200
Gulf Island Fabr. Com Stk NPV COM 402307102 122,246.00 3800 3,800 3 3,800
Hackett Group Com.Stk USD0.001 COM 404609109 22,272.00 5800 5,800 3 5,800
Haemonetics Corp CmStk USD0.01 COM 405024100 28,916,248.00 441200 441,200 1 441,200
Halliburton Co Com Stk USD2.50 COM 406216101 3,037,100.08 60937 60,937 2 60,937
Halliburton Co Com Stk USD2.50 COM 406216101 104,919,031.28 2105117 2,105,117 3 2,105,117
Halliburton Co Com Stk USD2.50 COM 406216101 1,531,334.00 30725 30,725 4 30,725
Halliburton Co Com Stk USD2.50 COM 406216101 583,476.88 11707 11,707 7 11,707
Hanesbrands Inc ComStk USD0.01 COM 410345102 2,136.16 79 79 7 79
Hansen Natural ComStk USD0.005 COM 411310105 819,128.00 13600 13,600 3 13,600
HarleysvilleGrp CommonStk USD1 COM 412824104 178,902.00 5400 5,400 3 5,400
Harman IntIndInc Cm Sk USD0.01 COM 413086109 78,774,228.62 1682491 1,682,491 1 1,682,491
Harman IntIndInc Cm Sk USD0.01 COM 413086109 1,690,202.00 36100 36,100 3 36,100
Harris Corp.Com.USD1 COM 413875105 3,891,963.20 78467 78,467 2 78,467
Harris Corp.Com.USD1 COM 413875105 51,138,294.40 1031014 1,031,014 3 1,031,014
Harris Corp.Com.USD1 COM 413875105 228,160.00 4600 4,600 5 4,600
HartfordFinancialServCmStkUSD1 COM 416515104 1,403,053.00 52100 52,100 2 52,100
HartfordFinancialServCmStkUSD1 COM 416515104 24,103,642.64 895048 895,048 3 895,048
HartfordFinancialServCmStkUSD1 COM 416515104 53,860.00 2000 2,000 5 2,000
Harvard Bioscience CS USD0.01 COM 416906105 13,064.00 2300 2,300 3 2,300
Hasbro Inc. Com Stk USD0.50 COM 418056107 660,444.00 14100 14,100 2 14,100
Hasbro Inc. Com Stk USD0.50 COM 418056107 6,707,488.00 143200 143,200 3 143,200
Hatteras Fin Cp REIT USD0.001 COM 41902R103 241,832.00 8600 8,600 2 8,600
HawaiianHldgsInc CmStk USD0.01 COM 419879101 16,465,597.00 2739700 2,739,700 1 2,739,700
Hawkins Inc Com Stk USD0.05 COM 420261109 250,588.00 6100 6,100 3 6,100
HCC Insurance Hldg ComStk USD1 COM 404132102 70,040,250.83 2236993 2,236,993 1 2,236,993
HCC Insurance Hldg ComStk USD1 COM 404132102 1,524,797.00 48700 48,700 2 48,700
HCC Insurance Hldg ComStk USD1 COM 404132102 21,187,477.00 676700 676,700 3 676,700
HCC Insurance Hldg ComStk USD1 COM 404132102 78,275.00 2500 2,500 5 2,500
HCP Incorporated REIT USD1 COM 40414L109 72,086.00 1900 1,900 3 1,900
HCP Incorporated REIT USD1 COM 40414L109 72,086.00 1900 1,900 5 1,900
HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 11,878,806.00 69900 69,900 2 69,900
HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 14,509,477.20 85380 85,380 3 85,380
HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 1,247,359.60 7340 7,340 4 7,340
HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 530,722.62 3123 3,123 6 3,123
Health Care REIT IncComStkUSD1 COM 42217K106 47,317,818.12 902323 902,323 1 902,323
Health Care REIT IncComStkUSD1 COM 42217K106 1,008,106.56 19224 19,224 3 19,224
Health Net 'A'Com Stk USD0.001 COM 42222G108 35,970.00 1100 1,100 5 1,100
Healthcare Serv. ComStkUSD0.01 COM 421906108 17,366,188.00 988400 988,400 1 988,400
Healthcare Serv. ComStkUSD0.01 COM 421906108 226,653.00 12900 12,900 2 12,900
Healthcare Serv. ComStkUSD0.01 COM 421906108 43,925.00 2500 2,500 3 2,500
Healthcare Serv. ComStkUSD0.01 COM 421906108 43,925.00 2500 2,500 5 2,500
Healthspring Inc ComStkUSD0.01 COM 42224N101 3,146,554.00 84200 84,200 2 84,200
Healthspring Inc ComStkUSD0.01 COM 42224N101 17,063,142.00 456600 456,600 3 456,600
Healthspring Inc ComStkUSD0.01 COM 42224N101 52,318.00 1400 1,400 5 1,400
Healthways Inc ComStk USD0.001 COM 422245100 158,311.00 10300 10,300 2 10,300
Healthways Inc ComStk USD0.001 COM 422245100 642,466.00 41800 41,800 3 41,800
Heartland Fin USA Com Stk USD1 COM 42234Q102 11,900.00 700 700 3 700
Hecla Mining CommStock USD0.25 COM 422704106 236,080.00 26000 26,000 2 26,000
Hecla Mining CommStock USD0.25 COM 422704106 1,438,453.60 158420 158,420 3 158,420
Heinz(H.J.)Co.Common USD0.25 COM 423074103 969,809.30 19865 19,865 2 19,865
Heinz(H.J.)Co.Common USD0.25 COM 423074103 7,377,776.04 151122 151,122 3 151,122
HelixEnergySol.Grp Com Stk NPV COM 42330P107 50,060,600.00 2910500 2,910,500 1 2,910,500
Henry Schein Inc Com Stk NPV COM 806407102 119,289.00 1700 1,700 2 1,700
Henry Schein Inc Com Stk NPV COM 806407102 2,287,542.00 32600 32,600 3 32,600
Henry Schein Inc Com Stk NPV COM 806407102 112,272.00 1600 1,600 5 1,600
Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 901,474.00 26600 26,600 2 26,600
Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 11,549,712.00 340800 340,800 3 340,800
Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 91,503.00 2700 2,700 5 2,700
Herbalife Limited USD0.002 COM G4412G101 2,050,272.00 25200 25,200 2 25,200
Herbalife Limited USD0.002 COM G4412G101 16,296,408.00 200300 200,300 3 200,300
HerculesTechGthCpCmStkUSD0.001 COM 427096508 324,940.00 29540 29,540 2 29,540
HerculesTechGthCpCmStkUSD0.001 COM 427096508 716,639.00 65149 65,149 3 65,149
Hershey Company CommonStk USD1 COM 427866108 1,203,852.50 22150 22,150 2 22,150
Hershey Company CommonStk USD1 COM 427866108 13,761,420.00 253200 253,200 3 253,200
Hess Corporation Com Stk USD1 COM 42809H107 1,653,074.00 19400 19,400 2 19,400
Hess Corporation Com Stk USD1 COM 42809H107 50,095,640.68 587908 587,908 3 587,908
Hess Corporation Com Stk USD1 COM 42809H107 33,487.53 393 393 7 393
Hewlett-Packard ComStk USD0.01 COM 428236103 25,462,568.21 621493 621,493 1 621,493
Hewlett-Packard ComStk USD0.01 COM 428236103 6,191,919.01 151133 151,133 2 151,133
Hewlett-Packard ComStk USD0.01 COM 428236103 84,089,327.17 2052461 2,052,461 3 2,052,461
Hewlett-Packard ComStk USD0.01 COM 428236103 2,631,707.95 64235 64,235 4 64,235
Hewlett-Packard ComStk USD0.01 COM 428236103 2,073,082.00 50600 50,600 5 50,600
Hewlett-Packard ComStk USD0.01 COM 428236103 544,573.24 13292 13,292 7 13,292
Hexcel Corp Common Stk USD0.01 COM 428291108 5,505,146.79 279591 279,591 3 279,591
HickoryTech Corp Com Stk NPV COM 429060106 13,575.00 1500 1,500 2 1,500
HickoryTech Corp Com Stk NPV COM 429060106 264,133.30 29186 29,186 3 29,186
Hillenbrand Inc Common Stk NPV COM 431571108 19,350.00 900 900 3 900
Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 603,882.00 15900 15,900 3 15,900
Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 49,374.00 1300 1,300 5 1,300
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 35,550.00 15000 15,000 2 15,000
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 366,674.55 154715 154,715 3 154,715
HI-TECH PHARMACAL CO INC COM 42840B101 140,910.00 7000 7,000 2 7,000
HI-TECH PHARMACAL CO INC COM 42840B101 469,029.00 23300 23,300 3 23,300
HittiteMicrowave CmStk USD0.01 COM 43365Y104 95,655.00 1500 1,500 2 1,500
HittiteMicrowave CmStk USD0.01 COM 43365Y104 599,948.16 9408 9,408 3 9,408
HMS Hldgs Corp Com Stk USD0.01 COM 40425J101 7,808,490.00 95400 95,400 1 95,400
Holly Corp Common Stk USD0.01 COM 435758305 48,608.00 800 800 3 800
Home Depot Common USD0.05 COM 437076102 1,645,204.58 44393 44,393 2 44,393
Home Depot Common USD0.05 COM 437076102 4,492,339.08 121218 121,218 3 121,218
Home Inns&HotelsADR(Rp2OrdShs) COM 43713W107 13,034,358.00 329400 329,400 1 329,400
HOME PROPERTIES REIT USD0.01 COM 437306103 35,487,900.00 602000 602,000 1 602,000
HondaMotorADR(ConvInto1OrdNPV) COM 438128308 116,656.10 3110 3,110 2 3,110
Honeywell Intl Inc ComStk USD1 COM 438516106 2,537,137.61 42491 42,491 2 42,491
Honeywell Intl Inc ComStk USD1 COM 438516106 18,710,725.60 313360 313,360 3 313,360
HoraceMannEducat. CmSkUSD0.001 COM 440327104 871,920.00 51900 51,900 2 51,900
HoraceMannEducat. CmSkUSD0.001 COM 440327104 10,719,878.40 638088 638,088 3 638,088
HorizonLines 'A'ComStk USD0.01 COM 44044K101 7,905.00 9300 9,300 3 9,300
Hormel Foods Com Stk USD0.0586 COM 440452100 2,692,851.84 96726 96,726 2 96,726
Hormel Foods Com Stk USD0.0586 COM 440452100 28,107,264.00 1009600 1,009,600 3 1,009,600
Hormel Foods Com Stk USD0.0586 COM 440452100 141,984.00 5100 5,100 5 5,100
HornbeckOffshore ComStkUSD0.01 COM 440543106 345,520.00 11200 11,200 2 11,200
HornbeckOffshore ComStkUSD0.01 COM 440543106 2,304,495.00 74700 74,700 3 74,700
HospiraInc CommonStock USD0.01 COM 441060100 60,229,051.20 1091106 1,091,106 1 1,091,106
HospiraInc CommonStock USD0.01 COM 441060100 5,669,150.40 102702 102,702 3 102,702
HospiraInc CommonStock USD0.01 COM 441060100 1,295,544.00 23470 23,470 4 23,470
HospiraInc CommonStock USD0.01 COM 441060100 42,669.60 773 773 7 773
HospitalityProTst REIT USD0.01 COM 44106M102 8,100,185.00 349900 349,900 3 349,900
HQ Sust.Maritime CmStkUSD0.001 COM 40426A208 30,600.00 10000 10,000 3 10,000
HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 12,173.00 235 235 7 235
HUANENG POWER INTL-SPONS ADR COM 443304100 23,490.00 1000 1,000 4 1,000
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 1,377,982.00 19400 19,400 2 19,400
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 15,055,234.68 211956 211,956 3 211,956
HudsonCityBancp ComStk USD0.01 COM 443683107 923,472.00 95400 95,400 2 95,400
HudsonCityBancp ComStk USD0.01 COM 443683107 15,775,679.92 1629719 1,629,719 3 1,629,719
HudsonCityBancp ComStk USD0.01 COM 443683107 29,040.00 3000 3,000 5 3,000
Humana Inc Com Stk USD0.166 COM 444859102 1,937,338.00 27700 27,700 2 27,700
Humana Inc Com Stk USD0.166 COM 444859102 37,700,527.54 539041 539,041 3 539,041
Humana Inc Com Stk USD0.166 COM 444859102 118,898.00 1700 1,700 5 1,700
HumanGenomeScien.ComStkUSD0.01 COM 444903108 12,336,030.00 449400 449,400 1 449,400
HumanGenomeScien.ComStkUSD0.01 COM 444903108 1,004,999.40 36612 36,612 3 36,612
Huntington BancsharesComStkNPV COM 446150104 504,640.00 76000 76,000 2 76,000
Huntington BancsharesComStkNPV COM 446150104 416,992.00 62800 62,800 3 62,800
IAC/InterActiveCpComStkUSD0.01 COM 44919P508 407,979.00 13200 13,200 2 13,200
IAC/InterActiveCpComStkUSD0.01 COM 44919P508 349,254.75 11300 11,300 3 11,300
IAM Gold Corp Com Stk NPV COM 450913108 10,226.61 500 500 3 500
IAMGOLD Corp Common NPV COM 450913108 1,892,376.78 85939 85,939 3 85,939
IBERIABANK CorpCommonStockUSD1 COM 450828108 17,588,025.00 292500 292,500 1 292,500
Icahn Enterprises LP NPV COM 451100101 275,724.00 6900 6,900 3 6,900
ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 7,947,885.00 159500 159,500 3 159,500
ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 20,928.60 420 420 4 420
ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 142,563.63 2861 2,861 6 2,861
ICU Medical ComStk USD0.10 COM 44930G107 52,536.00 1200 1,200 3 1,200
IDACORP Inc Common Stock NPV COM 451107106 53,340.00 1400 1,400 2 1,400
IDACORP Inc Common Stock NPV COM 451107106 396,240.00 10400 10,400 3 10,400
Idex Corp Common Stock USD0.01 COM 45167R104 77,120,427.15 1766791 1,766,791 1 1,766,791
Idex Corp Common Stock USD0.01 COM 45167R104 1,977,345.00 45300 45,300 3 45,300
IDEXX Laborator. ComStkUSD0.10 COM 45168D104 416,988.00 5400 5,400 2 5,400
IDEXX Laborator. ComStkUSD0.10 COM 45168D104 5,760,612.00 74600 74,600 3 74,600
IESI-BFC Ltd Com NPV(US List.) COM 44951D108 27,085,012.00 1067600 1,067,600 1 1,067,600
iGate Corp CommonStock USD0.01 COM 45169U105 170,807.00 9100 9,100 2 9,100
iGate Corp CommonStock USD0.01 COM 45169U105 135,144.00 7200 7,200 3 7,200
IHS Inc Class'A'ComStk USD0.01 COM 451734107 44,375.00 500 500 2 500
IHS Inc Class'A'ComStk USD0.01 COM 451734107 78,543.75 885 885 3 885
II-VI Incorporated Com Stk NPV COM 902104108 363,175.00 7300 7,300 3 7,300
Illinois Tool Works Common NPV COM 452308109 1,783,504.00 33200 33,200 2 33,200
Illinois Tool Works Common NPV COM 452308109 46,201,778.56 860048 860,048 3 860,048
Illinois Tool Works Common NPV COM 452308109 2,002,950.20 37285 37,285 4 37,285
Illinois Tool Works Common NPV COM 452308109 1,821,108.00 33900 33,900 5 33,900
Illinois Tool Works Common NPV COM 452308109 921,405.44 17152 17,152 7 17,152
Illumina IncCommonStockUSD0.01 COM 452327109 42,042.00 600 600 3 600
Immucor Inc Common Stk USD0.10 COM 452526106 332,304.00 16800 16,800 2 16,800
Immucor Inc Common Stk USD0.10 COM 452526106 33,626.00 1700 1,700 3 1,700
ImpaxLaboratoriesComStkUSD0.01 COM 45256B101 511,545.00 20100 20,100 2 20,100
ImpaxLaboratoriesComStkUSD0.01 COM 45256B101 4,008,375.00 157500 157,500 3 157,500
Infinity Prop.&Cas. ComStk NPV COM 45665Q103 2,516,427.00 42300 42,300 1 42,300
Informatica CommonStk USD0.001 COM 45666Q102 15,912,731.00 304900 304,900 1 304,900
InfosysTech.SpoADR(Rp1OrdINR5) COM 456788108 8,761,740.00 122200 122,200 2 122,200
InfosysTech.SpoADR(Rp1OrdINR5) COM 456788108 64,966,222.80 906084 906,084 3 906,084
InfosysTech.SpoADR(Rp1OrdINR5) COM 456788108 11,343,441.90 158207 158,207 6 158,207
ING GroepSpADR(Rep1OrdEUR0.24) COM 456837103 98,718.57 7767 7,767 2 7,767
Ingles Markets'A'ComStkUSD0.05 COM 457030104 37,639.00 1900 1,900 2 1,900
Ingles Markets'A'ComStkUSD0.05 COM 457030104 2,445,485.07 123447 123,447 3 123,447
Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 5,842,134.00 277800 277,800 3 277,800
Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 58,884.00 2800 2,800 5 2,800
InnophosHldgsIncComStkUSD0.001 COM 45774N108 33,817,074.00 733400 733,400 1 733,400
Innospec Inc Com.Stock USD0.01 COM 45768S105 328,982.00 10300 10,300 2 10,300
Innospec Inc Com.Stock USD0.01 COM 45768S105 1,047,632.00 32800 32,800 3 32,800
IntegratedDevTechComStUSD0.001 COM 458118106 69,119,237.50 9372100 9,372,100 1 9,372,100
IntegratedSil. ComStkUSD0.0001 COM 45812P107 460,719.00 49700 49,700 2 49,700
IntegratedSil. ComStkUSD0.0001 COM 45812P107 4,203,945.00 453500 453,500 3 453,500
Integrys Engy Grp Com Stk USD1 COM 45822P105 1,116,271.00 22100 22,100 2 22,100
Integrys Engy Grp Com Stk USD1 COM 45822P105 14,135,375.03 279853 279,853 3 279,853
Intel Cp.Common Stk USD0.001 COM 458140100 10,105,619.32 500774 500,774 2 500,774
Intel Cp.Common Stk USD0.001 COM 458140100 76,263,993.66 3779187 3,779,187 3 3,779,187
Intel Cp.Common Stk USD0.001 COM 458140100 282,520.00 14000 14,000 5 14,000
Intel Cp.Common Stk USD0.001 COM 458140100 1,122,008.00 55600 55,600 7 55,600
InterParfumsIncComStk USD0.001 COM 458334109 37,020.00 2000 2,000 2 2,000
InterParfumsIncComStk USD0.001 COM 458334109 70,338.00 3800 3,800 3 3,800
Interpublic Group Com.USD0.10 COM 460690100 20,539,380.00 1634000 1,634,000 1 1,634,000
Interpublic Group Com.USD0.10 COM 460690100 678,780.00 54000 54,000 3 54,000
IntervalLeisureGrpCmStkUSD0.01 COM 46113M108 71,940.00 4400 4,400 2 4,400
IntervalLeisureGrpCmStkUSD0.01 COM 46113M108 29,430.00 1800 1,800 3 1,800
Intevac Inc Common Stock NPV COM 461148108 38,471.00 3100 3,100 2 3,100
Intevac Inc Common Stock NPV COM 461148108 167,535.00 13500 13,500 3 13,500
Intl Bancshares Cp ComStk USD1 COM 459044103 847,308.00 46200 46,200 3 46,200
Intl Shipholding Cp ComStkUSD1 COM 460321201 211,650.00 8500 8,500 2 8,500
Intl Shipholding Cp ComStkUSD1 COM 460321201 2,524,038.30 101367 101,367 3 101,367
Intl.BusinessMachComStkUSD0.20 COM 459200101 12,033,587.58 73794 73,794 2 73,794
Intl.BusinessMachComStkUSD0.20 COM 459200101 81,328,553.38 498734 498,734 3 498,734
Intl.BusinessMachComStkUSD0.20 COM 459200101 309,833.00 1900 1,900 5 1,900
Intl.BusinessMachComStkUSD0.20 COM 459200101 130,456.00 800 800 7 800
Intl.Flavors ComStock USD0.125 COM 459506101 548,240.00 8800 8,800 3 8,800
Intuit Inc Com Stock USD0.01 COM 461202103 1,088,755.00 20500 20,500 2 20,500
Intuit Inc Com Stock USD0.01 COM 461202103 11,880,707.00 223700 223,700 3 223,700
IntuitiveSurg. ComStk USD0.001 COM 46120E602 133,384.00 400 400 2 400
Invesco Limited Ord USD0.10 COM G491BT108 51,120.00 2000 2,000 7 2,000
Invesco Mortgage ComStkUSD0.01 COM 46131B100 32,050,891.00 1466860 1,466,860 1 1,466,860
Invesco Mortgage ComStkUSD0.01 COM 46131B100 1,217,700.50 55730 55,730 3 55,730
InvestorsRealEstateTstREIT NPV COM 461730103 11,590,950.00 1220100 1,220,100 1 1,220,100
IPC the Hospital ComStkUSD0.01 COM 44984A105 16,792,618.00 369800 369,800 1 369,800
IPC the Hospital ComStkUSD0.01 COM 44984A105 254,296.00 5600 5,600 2 5,600
Iron Mountain Comm Stk USD0.01 COM 462846106 17,735,235.93 567891 567,891 1 567,891
Iron Mountain Comm Stk USD0.01 COM 462846106 833,841.00 26700 26,700 3 26,700
Ishares Inc MSCI Brazil Idx Fd COM 464286400 4,209,413.08 54308 54,308 3 54,308
Ishares MSCI Japan Idx Fd ETF COM 464286848 175,777.92 17041 17,041 2 17,041
Ishares MSCI Japan Idx Fd ETF COM 464286848 563,199.00 54600 54,600 3 54,600
Ishares MSCI MalaysiaFreeIdxFd COM 464286830 606,390.00 41000 41,000 3 41,000
Ishares MSCI MalaysiaFreeIdxFd COM 464286830 615,264.00 41600 41,600 4 41,600
Ishares MSCI Taiwan Index Fd COM 464286731 2,257,613.75 151900 151,900 3 151,900
ISHARES S&P GLOBAL INFRASTR COM 464288372 481,936.50 13050 13,050 7 13,050
IShares Silver Trust ETF COM 46428Q109 29,252,263.19 795547 795,547 2 795,547
IShares Silver Trust ETF COM 46428Q109 34,453,416.46 936998 936,998 3 936,998
Ishares Trust S&P 500 Index Fd COM 464287200 25,646,456.16 192816 192,816 2 192,816
Ishares Trust S&P 500 Index Fd COM 464287200 760,152.15 5715 5,715 3 5,715
Ishares Trust S&P 500 Index Fd COM 464287200 1,491,042.10 11210 11,210 7 11,210
Ishares Tst Comex Gold ETF USD COM 464285105 76,400,111.32 5449366 5,449,366 2 5,449,366
Ishares Tst MSCI EAFE Index Fd COM 464287465 303,704.40 5055 5,055 2 5,055
Ishares Tst MSCI EmgMkts IdxFd COM 464287234 332,902.80 6840 6,840 7 6,840
iShares Tst MSCI EMU Index Fd COM 464286608 310,229.92 8008 8,008 2 8,008
Ishares Tst RussellMidcapIdxFd COM 464287499 15,149,610.00 139000 139,000 1 139,000
iShares Tst S&P Glb 100 Idx Fd COM 464287572 44,111.25 675 675 7 675
Ishares Tst S&PGblFinSectIdxFd COM 464287333 101,807.50 2110 2,110 7 2,110
IsharesMSCI PacificExJpnIdxETF COM 464286665 173,819.38 3598 3,598 2 3,598
IsharesMSCI ThailandInvestable COM 464286624 712,662.27 10667 10,667 4 10,667
IsharesTst Russell2000IdxFdETF COM 464287655 30,006,605.00 356500 356,500 1 356,500
IsharesTst S&PMidcap400IndexFd COM 464287507 341,931.44 3464 3,464 2 3,464
IsharesTst S&PMidcap400IndexFd COM 464287507 523,163.00 5300 5,300 7 5,300
iShs S&P Wrld ex-US Prop IdxFd COM 464288422 810,381.43 23717 23,717 2 23,717
iShs Tst DJ US Real Est Idx Fd COM 464287739 18,519,197.40 311771 311,771 2 311,771
iShsMSCI AllCountryAsia ex-Jap COM 464288182 214,698.82 3409 3,409 2 3,409
Itau Unibanco ADR (Rep1PrefSh) COM 465562106 103,330,344.00 4296480 4,296,480 2 4,296,480
Itau Unibanco ADR (Rep1PrefSh) COM 465562106 680,894,172.40 28311608 28,311,608 3 28,311,608
Itau Unibanco ADR (Rep1PrefSh) COM 465562106 210,966.60 8772 8,772 7 8,772
Itron Incorporated Com Stk NPV COM 465741106 33,186,720.00 588000 588,000 1 588,000
Itron Incorporated Com Stk NPV COM 465741106 1,078,004.00 19100 19,100 3 19,100
ITT Corporation Com.Stock USD1 COM 450911102 13,259,040.00 220800 220,800 1 220,800
ITT Corporation Com.Stock USD1 COM 450911102 2,930,440.00 48800 48,800 2 48,800
ITT Corporation Com.Stock USD1 COM 450911102 33,147,600.00 552000 552,000 3 552,000
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 1,919,190.00 26600 26,600 2 26,600
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 27,979,770.00 387800 387,800 3 387,800
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 50,505.00 700 700 5 700
J&J Snack Foods Corp CmStk NPV COM 466032109 174,159.00 3700 3,700 3 3,700
J.M.Smucker Co Com StkUSD0.001 COM 832696405 21,845,340.00 306000 306,000 1 306,000
J.M.Smucker Co Com StkUSD0.001 COM 832696405 4,419,041.00 61900 61,900 3 61,900
J2 Gbl Commun. Com Stk USD0.01 COM 46626E205 917,683.25 31100 31,100 2 31,100
J2 Gbl Commun. Com Stk USD0.01 COM 46626E205 5,992,973.25 203100 203,100 3 203,100
J2 Gbl Commun. Com Stk USD0.01 COM 46626E205 64,916.50 2200 2,200 5 2,200
Jaguar Mining Com NPV(US List) COM 47009M103 5,660,568.00 1084400 1,084,400 1 1,084,400
James River Coal ComStkUSD0.01 COM 470355207 814,529.00 33700 33,700 2 33,700
James River Coal ComStkUSD0.01 COM 470355207 15,389,039.00 636700 636,700 3 636,700
Jarden Corp CommonStockUSD0.01 COM 471109108 16,657,431.00 468300 468,300 1 468,300
JB Hunt Transp.Com Stk USD0.01 COM 445658107 4,710,054.00 103700 103,700 3 103,700
JB Hunt Transp.Com Stk USD0.01 COM 445658107 40,878.00 900 900 5 900
JDA SoftwareGrp ComStk USD0.01 COM 46612K108 15,323,664.00 506400 506,400 1 506,400
Johnson & Johnson Com.USD1 COM 478160104 32,512,134.00 548728 548,728 1 548,728
Johnson & Johnson Com.USD1 COM 478160104 10,101,177.00 170484 170,484 2 170,484
Johnson & Johnson Com.USD1 COM 478160104 96,090,050.25 1621773 1,621,773 3 1,621,773
Johnson & Johnson Com.USD1 COM 478160104 1,819,567.50 30710 30,710 4 30,710
Johnson & Johnson Com.USD1 COM 478160104 2,571,450.00 43400 43,400 5 43,400
Johnson & Johnson Com.USD1 COM 478160104 2,296,233.75 38755 38,755 7 38,755
JohnsonControlsCmStkUSD0.01388 COM 478366107 137,181.00 3300 3,300 2 3,300
JohnsonControlsCmStkUSD0.01388 COM 478366107 189,850.19 4567 4,567 3 4,567
Jones Grp Inc Com Stk USD0.01 COM 48020T101 2,061,125.00 149900 149,900 3 149,900
Jones Lang Common Stk USD0.01 COM 48020Q107 528,622.00 5300 5,300 2 5,300
Jones Lang Common Stk USD0.01 COM 48020Q107 1,216,828.00 12200 12,200 3 12,200
JosABankClothiersComStkUSD0.01 COM 480838101 1,236,384.00 24300 24,300 2 24,300
JosABankClothiersComStkUSD0.01 COM 480838101 6,417,748.80 126135 126,135 3 126,135
JosABankClothiersComStkUSD0.01 COM 480838101 61,056.00 1200 1,200 5 1,200
Journal Commun. ComStkUSD0.125 COM 481130102 222,600.00 37100 37,100 2 37,100
Journal Commun. ComStkUSD0.125 COM 481130102 376,800.00 62800 62,800 3 62,800
Joy Global Inc Common Stk USD1 COM 481165108 1,788,461.00 18100 18,100 2 18,100
Joy Global Inc Common Stk USD1 COM 481165108 15,216,740.00 154000 154,000 3 154,000
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 67,621,692.80 1466848 1,466,848 1 1,466,848
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 10,923,994.30 236963 236,963 2 236,963
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 141,707,988.60 3073926 3,073,926 3 3,073,926
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 5,336,075.00 115750 115,750 4 115,750
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3,895,450.00 84500 84,500 5 84,500
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 953,762.90 20689 20,689 7 20,689
Kaiser Aluminum ComStk USD0.01 COM 483007704 10,051,925.00 204100 204,100 1 204,100
Kaiser Aluminum ComStk USD0.01 COM 483007704 241,325.00 4900 4,900 2 4,900
Kaiser Aluminum ComStk USD0.01 COM 483007704 168,730.50 3426 3,426 3 3,426
KansasCitySouth. ComStkUSD0.01 COM 485170302 18,807,030.00 345400 345,400 1 345,400
KansasCitySouth. ComStkUSD0.01 COM 485170302 598,950.00 11000 11,000 3 11,000
KapStone Paper ComStkUSD0.0001 COM 48562P103 32,813,587.00 1911100 1,911,100 1 1,911,100
Kellogg Co Common USD0.25 COM 487836108 2,479,679.26 45937 45,937 2 45,937
Kellogg Co Common USD0.25 COM 487836108 17,555,807.44 325228 325,228 3 325,228
Kellogg Co Common USD0.25 COM 487836108 12,955.20 240 240 7 240
Kelly Svcs Inc. 'A'ComStk USD1 COM 488152208 3,269,526.00 150600 150,600 1 150,600
Kemet Corp Common StockUSD0.01 COM 488360207 262,491.00 17700 17,700 2 17,700
Kemet Corp Common StockUSD0.01 COM 488360207 3,229,974.00 217800 217,800 3 217,800
Kenexa Corp Common Stk USD0.01 COM 488879107 27,772,094.00 1006600 1,006,600 1 1,006,600
Kennametal Inc Cap Stk USD1.25 COM 489170100 25,734,384.00 659856 659,856 1 659,856
Kennametal Inc Cap Stk USD1.25 COM 489170100 432,900.00 11100 11,100 2 11,100
Kennametal Inc Cap Stk USD1.25 COM 489170100 1,185,600.00 30400 30,400 3 30,400
Keycorp Common Stk USD1 COM 493267108 389,832.00 43900 43,900 3 43,900
Keycorp Common Stk USD1 COM 493267108 54,168.00 6100 6,100 5 6,100
Kimberly-Clark Common USD1.25 COM 494368103 3,961,758.46 60698 60,698 2 60,698
Kimberly-Clark Common USD1.25 COM 494368103 52,854,144.79 809777 809,777 3 809,777
Kimberly-Clark Common USD1.25 COM 494368103 137,067.00 2100 2,100 5 2,100
Kimberly-Clark Common USD1.25 COM 494368103 482,998.00 7400 7,400 7 7,400
KinderMorganEgyUnitsofPart.NPV COM 494550106 918,716.00 12400 12,400 3 12,400
KinderMorganEgyUnitsofPart.NPV COM 494550106 37,045.00 500 500 4 500
Kindred Health Com Stk USD0.25 COM 494580103 1,972,488.00 82600 82,600 1 82,600
Kinetic Concepts CmStkUSD0.001 COM 49460W208 614,946.00 11300 11,300 3 11,300
Kinross Gold ComNPV(Can.List.) COM 496902404 463,333.03 31682 31,682 3 31,682
KKR And Company LP Com Stk NPV COM 48248M102 29,203,236.00 1779600 1,779,600 1 1,779,600
KKR And Company LP Com Stk NPV COM 48248M102 3,116,948.22 189942 189,942 3 189,942
KKR Finan.Holdings LLC USD0.01 COM 48248A306 300,553.00 30700 30,700 3 30,700
KLA-TencorCorp ComStk USD0.001 COM 482480100 2,900,716.00 61300 61,300 2 61,300
KLA-TencorCorp ComStk USD0.001 COM 482480100 4,443,348.00 93900 93,900 3 93,900
KnightCapital 'A'ComStkUSD0.01 COM 499005106 17,327,540.00 1293100 1,293,100 1 1,293,100
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 2,301,824.00 73400 73,400 2 73,400
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 28,477,357.44 908079 908,079 3 908,079
Kraft Foods Cls'A'Com Stk NPV COM 50075N104 560,371.84 17869 17,869 7 17,869
KratosDefense&SecCmStkUSD0.001 COM 50077B207 7,465,500.00 525000 525,000 1 525,000
Kroger Co.Com.USD1 COM 501044101 1,186,515.00 49500 49,500 2 49,500
Kroger Co.Com.USD1 COM 501044101 29,631,210.63 1236179 1,236,179 3 1,236,179
Kroger Co.Com.USD1 COM 501044101 98,277.00 4100 4,100 5 4,100
KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 3,450,501.81 176677 176,677 3 176,677
KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 8,504,143.20 435440 435,440 6 435,440
Kulicke & Soffa Com NPV COM 501242101 214,115.00 22900 22,900 2 22,900
Kulicke & Soffa Com NPV COM 501242101 3,227,769.60 345216 345,216 3 345,216
L-3CommunicationsComStkUSD0.01 COM 502424104 3,030,597.00 38700 38,700 2 38,700
L-3CommunicationsComStkUSD0.01 COM 502424104 38,677,074.07 493897 493,897 3 493,897
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 3,123,207.00 33900 33,900 2 33,900
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 39,551,409.00 429300 429,300 3 429,300
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 128,982.00 1400 1,400 5 1,400
Laclede Group Inc Com.Stk USD1 COM 505597104 361,950.00 9500 9,500 2 9,500
Laclede Group Inc Com.Stk USD1 COM 505597104 1,592,656.20 41802 41,802 3 41,802
Lakeland Bancorp Inc ComStkNPV COM 511637100 14,168.70 1365 1,365 3 1,365
Lakeland Fin Corp Com Stk NPV COM 511656100 23,814.00 1050 1,050 3 1,050
Lam Research Cp. Com Stk NPV COM 512807108 5,365,702.00 94700 94,700 2 94,700
Lam Research Cp. Com Stk NPV COM 512807108 70,026,094.00 1235900 1,235,900 3 1,235,900
Lam Research Cp. Com Stk NPV COM 512807108 271,968.00 4800 4,800 5 4,800
LamarAdvert.ClsAComStkUSD0.001 COM 512815101 22,932,352.00 620800 620,800 1 620,800
LamarAdvert.ClsAComStkUSD0.001 COM 512815101 502,384.00 13600 13,600 3 13,600
LaSalleHotel Prop.REIT USD0.01 COM 517942108 16,758,171.00 620673 620,673 1 620,673
LaSalleHotel Prop.REIT USD0.01 COM 517942108 597,456.00 22128 22,128 3 22,128
Lazard Ltd LP Class'A' USD0.01 COM G54050102 93,607,515.54 2251263 2,251,263 1 2,251,263
Lazard Ltd LP Class'A' USD0.01 COM G54050102 1,925,154.00 46300 46,300 3 46,300
LEAR CORP ComStkUSD0.01 COM 521865204 4,456,944.00 91200 91,200 3 91,200
Leggett & Platt Com StkUSD0.01 COM 524660107 592,900.00 24200 24,200 3 24,200
LenderProcessingCmStkUSD0.0001 COM 52602E102 366,966.00 11400 11,400 2 11,400
LenderProcessingCmStkUSD0.0001 COM 52602E102 16,719,486.00 519400 519,400 3 519,400
Lexicon Pharm.Com Stk USD0.001 COM 528872104 6,977,544.00 4153300 4,153,300 1 4,153,300
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 1,514,936.00 40900 40,900 2 40,900
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 24,766,425.60 668640 668,640 3 668,640
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 140,752.00 3800 3,800 5 3,800
LHC Group Inc ComStock USD0.01 COM 50187A107 624,000.00 20800 20,800 2 20,800
LHC Group Inc ComStock USD0.01 COM 50187A107 6,678,000.00 222600 222,600 3 222,600
Liberty Property REIT USD0.001 COM 531172104 388,220.00 11800 11,800 3 11,800
LibertyMediaCpStarzA CSUSD0.01 COM 53071M708 18,073,040.00 232900 232,900 1 232,900
LibertyMediaCpStarzA CSUSD0.01 COM 53071M708 574,240.00 7400 7,400 3 7,400
Life Techn.Corp ComStk USD0.01 COM 53217V109 63,045,900.94 1202707 1,202,707 1 1,202,707
Life Techn.Corp ComStk USD0.01 COM 53217V109 2,164,946.00 41300 41,300 3 41,300
Life Time FitnessCmStk USD0.02 COM 53217R207 34,030,189.83 912093 912,093 1 912,093
Life Time FitnessCmStk USD0.02 COM 53217R207 1,123,031.00 30100 30,100 3 30,100
LifePartnersHldgsComStkUSD0.01 COM 53215T106 225,120.00 28000 28,000 2 28,000
LifePartnersHldgsComStkUSD0.01 COM 53215T106 3,193,142.28 397157 397,157 3 397,157
LifePointHospit. ComStkUSD0.01 COM 53219L109 18,486,830.25 459900 459,900 1 459,900
LifePointHospit. ComStkUSD0.01 COM 53219L109 2,890,200.25 71900 71,900 3 71,900
Limited Brands Com Stk USD0.50 COM 532716107 522,792.00 15900 15,900 2 15,900
Limited Brands Com Stk USD0.50 COM 532716107 6,695,485.92 203634 203,634 3 203,634
Limited Brands Com Stk USD0.50 COM 532716107 121,656.00 3700 3,700 5 3,700
Lincare Hldgs Com Stk USD0.01 COM 532791100 1,391,054.00 46900 46,900 2 46,900
Lincare Hldgs Com Stk USD0.01 COM 532791100 10,730,988.00 361800 361,800 3 361,800
Lincare Hldgs Com Stk USD0.01 COM 532791100 139,402.00 4700 4,700 5 4,700
Lincoln Education. Com Stk NPV COM 533535100 330,512.00 20800 20,800 2 20,800
Lincoln Education. Com Stk NPV COM 533535100 5,361,286.00 337400 337,400 3 337,400
Lincoln Electric Com Stk NPV COM 533900106 432,744.00 5700 5,700 2 5,700
Lincoln Electric Com Stk NPV COM 533900106 136,656.00 1800 1,800 3 1,800
LincolnNationalCrpCmStkUSD1.25 COM 534187109 384,512.00 12800 12,800 3 12,800
Lindsay Corp Common Stock USD1 COM 535555106 23,706.00 300 300 3 300
Linear Tech Corp Com Stk NPV COM 535678106 2,626,503.00 78100 78,100 2 78,100
Linear Tech Corp Com Stk NPV COM 535678106 22,663,257.00 673900 673,900 3 673,900
LiquiditySvcsIncComStkUSD0.001 COM 53635B107 180,386.00 10100 10,100 2 10,100
LiquiditySvcsIncComStkUSD0.001 COM 53635B107 201,818.00 11300 11,300 3 11,300
Lithia Motors Cls'A' ComStkNPV COM 536797103 8,244,990.00 565500 565,500 1 565,500
Littelfuse Inc ComStockUSD0.01 COM 537008104 491,060.00 8600 8,600 2 8,600
Littelfuse Inc ComStockUSD0.01 COM 537008104 559,580.00 9800 9,800 3 9,800
Littelfuse Inc ComStockUSD0.01 COM 537008104 62,810.00 1100 1,100 5 1,100
LKQ Corp Common Stock USD0.01 COM 501889208 21,261,020.00 882200 882,200 1 882,200
Lloyds Bkg Grp ADR(Rep4Ord25p) COM 539439109 75,857.40 20502 20,502 2 20,502
Lockheed Martin ComStk USD0.01 COM 539830109 5,306,400.00 66000 66,000 2 66,000
Lockheed Martin ComStk USD0.01 COM 539830109 54,415,041.60 676804 676,804 3 676,804
Lockheed Martin ComStk USD0.01 COM 539830109 313,560.00 3900 3,900 5 3,900
Lockheed Martin ComStk USD0.01 COM 539830109 311,148.00 3870 3,870 7 3,870
Loews Corp Com Stock USD0.01 COM 540424108 2,016,612.00 46800 46,800 2 46,800
Loews Corp Com Stock USD0.01 COM 540424108 817,115.67 18963 18,963 3 18,963
LongtopFinancialTchADR(Rp1Ord) COM 54318P108 35,768,528.00 1138400 1,138,400 4 1,138,400
Lorillard Inc ComStock USD0.01 COM 544147101 3,387,391.53 35653 35,653 2 35,653
Lorillard Inc ComStock USD0.01 COM 544147101 54,637,020.66 575066 575,066 3 575,066
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 729,468.00 27600 27,600 2 27,600
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 9,879,216.84 373788 373,788 3 373,788
Lubrizol Inc.Common NPV COM 549271104 1,714,688.00 12800 12,800 2 12,800
Lubrizol Inc.Common NPV COM 549271104 19,397,408.00 144800 144,800 3 144,800
LululemonAthleticComStkUSD0.01 COM 550021109 106,860.00 1200 1,200 2 1,200
LululemonAthleticComStkUSD0.01 COM 550021109 89,050.00 1000 1,000 3 1,000
LyondellBasellInd A CS USD0.01 COM N53745100 18,354,403.55 464081 464,081 1 464,081
LyondellBasellInd A CS USD0.01 COM N53745100 1,076,155.50 27210 27,210 4 27,210
LyondellBasellInd A CS USD0.01 COM N53745100 8,305.50 210 210 7 210
M & F Worldwide ComStk USD0.01 COM 552541104 131,603.68 5239 5,239 3 5,239
Mack-Cali Realty ComStkUSD0.01 COM 554489104 54,240.00 1600 1,600 3 1,600
Magellan Health ComStk USD0.01 COM 559079207 377,916.00 7700 7,700 2 7,700
Magellan Health ComStk USD0.01 COM 559079207 358,284.00 7300 7,300 3 7,300
Magellan Health ComStk USD0.01 COM 559079207 73,620.00 1500 1,500 5 1,500
MagnaIntl Inc SubVtgComNPV(US) COM 559222401 24,732,148.11 516221 516,221 1 516,221
MagnaIntl Inc SubVtgComNPV(US) COM 559222401 948,618.00 19800 19,800 3 19,800
Main Street Capital CS USD0.01 COM 56035L104 177,120.00 9600 9,600 3 9,600
MainSource Financial ComStkNPV COM 56062Y102 27,027.00 2700 2,700 3 2,700
Manpower Inc. USD0.01 Comm.Stk COM 56418H100 25,320,769.92 402684 402,684 1 402,684
Manpower Inc. USD0.01 Comm.Stk COM 56418H100 622,512.00 9900 9,900 3 9,900
ManTech Intl 'A'ComStk USD0.01 COM 564563104 839,520.00 19800 19,800 2 19,800
ManTech Intl 'A'ComStk USD0.01 COM 564563104 7,035,347.20 165928 165,928 3 165,928
ManTech Intl 'A'ComStk USD0.01 COM 564563104 33,920.00 800 800 5 800
ManulifeFinComNPV(CanadianList COM 56501R106 80,439.28 4900 4,900 3 4,900
Marathon Oil Corp Com Stk USD1 COM 565849106 27,297,278.88 512048 512,048 1 512,048
Marathon Oil Corp Com Stk USD1 COM 565849106 1,604,631.00 30100 30,100 2 30,100
Marathon Oil Corp Com Stk USD1 COM 565849106 122,273,361.99 2293629 2,293,629 3 2,293,629
Marathon Oil Corp Com Stk USD1 COM 565849106 1,447,366.50 27150 27,150 4 27,150
Marathon Oil Corp Com Stk USD1 COM 565849106 143,937.00 2700 2,700 5 2,700
Marathon Oil Corp Com Stk USD1 COM 565849106 542,056.08 10168 10,168 7 10,168
MARKET VECTORS AGRIBUSINESS COM 57060U605 70,050.00 1250 1,250 7 1,250
Market Vectors Gold Miners ETF COM 57060U100 7,931,817.70 131977 131,977 7 131,977
MarketAxess Hldgs CS USD0.003 COM 57060D108 195,939.00 8100 8,100 2 8,100
MarketAxess Hldgs CS USD0.003 COM 57060D108 229,805.00 9500 9,500 3 9,500
MarketVectorsETF Tst RussiaETF COM 57060U506 2,352,095.00 56500 56,500 3 56,500
MarkWst EnergyPrtnrsLP USD0.01 COM 570759100 92,093.00 1900 1,900 3 1,900
Marriott Intl Cls A ComStkUSD1 COM 571903202 28,713.06 807 807 7 807
Marvell Tech.CommonStkUSD0.002 COM G5876H105 227,030.00 14600 14,600 2 14,600
Marvell Tech.CommonStkUSD0.002 COM G5876H105 270,958.75 17425 17,425 3 17,425
Masco Corporation Com Stk USD1 COM 574599106 8,352.00 600 600 7 600
Masimo Corp Com Stock USD0.001 COM 574795100 81,753,359.00 2469890 2,469,890 1 2,469,890
Masimo Corp Com Stock USD0.001 COM 574795100 1,803,950.00 54500 54,500 3 54,500
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 327,236.00 1300 1,300 2 1,300
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 371,790.44 1477 1,477 3 1,477
MaterialSciences ComStkUSD0.02 COM 576674105 92,288.00 12800 12,800 3 12,800
Materion Corp Common Stock NPV COM 576690101 277,603.20 6804 6,804 3 6,804
Matrix Service Com Stk USD0.01 COM 576853105 31,970.00 2300 2,300 3 2,300
Mattel Inc Common Stock USD1 COM 577081102 4,754,151.00 190700 190,700 2 190,700
Mattel Inc Common Stock USD1 COM 577081102 33,942,195.00 1361500 1,361,500 3 1,361,500
Mattel Inc Common Stock USD1 COM 577081102 256,779.00 10300 10,300 5 10,300
Matthews Intl Cls'A'ComStkUSD1 COM 577128101 8,762,415.00 227300 227,300 1 227,300
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 92,160.00 3600 3,600 3 3,600
MAXIMUS Inc.Common Stock NPV COM 577933104 40,585.00 500 500 3 500
MB Financial Com Stock USD0.01 COM 55264U108 7,939,648.00 378800 378,800 1 378,800
McCormick&CoInc ComStkN/VtgNPV COM 579780206 2,004,650.96 41912 41,912 2 41,912
McCormick&CoInc ComStkN/VtgNPV COM 579780206 13,856,351.00 289700 289,700 3 289,700
McDermott Intl.Com USD1 COM 580037109 731,232.00 28800 28,800 3 28,800
McDonald's Corp ComStk USD0.01 COM 580135101 7,432,547.29 97681 97,681 2 97,681
McDonald's Corp ComStk USD0.01 COM 580135101 62,652,962.54 823406 823,406 3 823,406
McDonald's Corp ComStk USD0.01 COM 580135101 182,616.00 2400 2,400 5 2,400
McDonald's Corp ComStk USD0.01 COM 580135101 699,951.91 9199 9,199 7 9,199
McGrath Rentcorp Com Stock NPV COM 580589109 515,403.00 18900 18,900 2 18,900
McGrath Rentcorp Com Stock NPV COM 580589109 2,108,380.05 77315 77,315 3 77,315
McGraw-Hill Common USD1 COM 580645109 70,920.00 1800 1,800 2 1,800
McGraw-Hill Common USD1 COM 580645109 8,284,401.60 210264 210,264 3 210,264
McKesson HBOC Com Stk USD0.01 COM 58155Q103 806,310.00 10200 10,200 2 10,200
McKesson HBOC Com Stk USD0.01 COM 58155Q103 7,573,780.50 95810 95,810 3 95,810
MDU Resources Grp Com Stk USD1 COM 552690109 326,174.00 14200 14,200 2 14,200
MDU Resources Grp Com Stk USD1 COM 552690109 1,224,301.00 53300 53,300 3 53,300
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 2,852,704.92 49244 49,244 3 49,244
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 1,685,763.00 29100 29,100 5 29,100
Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 84,870.00 8200 8,200 2 8,200
Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 472,084.20 45612 45,612 3 45,612
Mechel OAO ADR (EachRep1OrdSh) COM 583840103 16,533,798.94 536986 536,986 2 536,986
Mechel OAO ADR (EachRep1OrdSh) COM 583840103 96,103,903.30 3121270 3,121,270 3 3,121,270
Medallion Fin. Com Stk USD0.01 COM 583928106 13,185.00 1500 1,500 3 1,500
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 26,622,142.56 474041 474,041 1 474,041
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 432,432.00 7700 7,700 2 7,700
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 41,847,680.16 745151 745,151 3 745,151
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 2,329,516.80 41480 41,480 4 41,480
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 2,645,136.00 47100 47,100 5 47,100
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 1,037,162.88 18468 18,468 7 18,468
Medicines CompanyCmStkUSD0.001 COM 584688105 213,399.00 13100 13,100 2 13,100
Medicines CompanyCmStkUSD0.001 COM 584688105 161,271.00 9900 9,900 3 9,900
MedicisPharm. ClsACmSkUSD0.001 COM 584690309 5,254,560.00 164000 164,000 3 164,000
MEDICSIGHT INC COM 55302P103 8,938.66 30280 30,280 7 30,280
Mednax Inc Common Stk USD0.01 COM 58502B106 1,811,792.00 27200 27,200 3 27,200
Medtronic Inc Com Stk USD0.10 COM 585055106 3,081,223.05 78303 78,303 2 78,303
Medtronic Inc Com Stk USD0.10 COM 585055106 46,782,585.40 1188884 1,188,884 3 1,188,884
Medtronic Inc Com Stk USD0.10 COM 585055106 322,670.00 8200 8,200 5 8,200
MercadoLibreIncComStk USD0.001 COM 58733R102 16,326.00 200 200 3 200
Merchants Bancsh.ComStkUSD0.01 COM 588448100 18,536.00 700 700 3 700
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 4,166,093.07 126207 126,207 2 126,207
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 150,320,145.76 4553776 4,553,776 3 4,553,776
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 607,384.00 18400 18,400 7 18,400
MercuryGeneral Corp ComStk NPV COM 589400100 203,476.00 5200 5,200 2 5,200
MercuryGeneral Corp ComStk NPV COM 589400100 1,729,546.00 44200 44,200 3 44,200
Meredith Corp Com Stk USD1 COM 589433101 8,025,472.00 236600 236,600 1 236,600
Meredith Corp Com Stk USD1 COM 589433101 468,096.00 13800 13,800 3 13,800
Meridian Bioscience ComStk NPV COM 589584101 597,351.00 24900 24,900 3 24,900
Methode Electr.Com Stk USD0.50 COM 591520200 10,849,048.00 898100 898,100 1 898,100
Metlife Inc Common Stk USD0.01 COM 59156R108 26,361,849.15 589355 589,355 1 589,355
Metlife Inc Common Stk USD0.01 COM 59156R108 2,223,081.00 49700 49,700 2 49,700
Metlife Inc Common Stk USD0.01 COM 59156R108 8,020,670.49 179313 179,313 3 179,313
Metlife Inc Common Stk USD0.01 COM 59156R108 1,590,151.50 35550 35,550 4 35,550
Metlife Inc Common Stk USD0.01 COM 59156R108 1,274,805.00 28500 28,500 5 28,500
Metlife Inc Common Stk USD0.01 COM 59156R108 12,748.05 285 285 7 285
MetropolitanHealth CS USD0.001 COM 592142103 25,542.00 5400 5,400 2 5,400
MetropolitanHealth CS USD0.001 COM 592142103 498,069.00 105300 105,300 3 105,300
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 17,200.00 100 100 2 100
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 2,356,400.00 13700 13,700 3 13,700
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1,892,000.00 11000 11,000 7 11,000
MFA Financial Inc REIT USD0.01 COM 55272X102 2,844,580.00 346900 346,900 3 346,900
MGE Energy Inc ComStock USD1 COM 55277P104 76,931.00 1900 1,900 2 1,900
MGE Energy Inc ComStock USD1 COM 55277P104 583,056.00 14400 14,400 3 14,400
Michael Baker Corp ComStk USD1 COM 57149106 8,084,367.00 278100 278,100 1 278,100
Micrel Inc Common Stock NPV COM 594793101 288,472.00 21400 21,400 2 21,400
Micrel Inc Common Stock NPV COM 594793101 149,628.00 11100 11,100 3 11,100
Microchip Tech.Com StkUSD0.001 COM 595017104 912,240.00 24000 24,000 2 24,000
Microchip Tech.Com StkUSD0.001 COM 595017104 1,030,071.00 27100 27,100 3 27,100
Micron Technology Com USD0.10 COM 595112103 2,597,955.00 226500 226,500 2 226,500
Micron Technology Com USD0.10 COM 595112103 17,972,343.00 1566900 1,566,900 3 1,566,900
Micron Technology Com USD0.10 COM 595112103 103,230.00 9000 9,000 5 9,000
Microsoft Com Stk USD0.0000125 COM 594918104 42,567,909.18 1676562 1,676,562 1 1,676,562
Microsoft Com Stk USD0.0000125 COM 594918104 11,144,940.50 438950 438,950 2 438,950
Microsoft Com Stk USD0.0000125 COM 594918104 151,463,029.40 5965460 5,965,460 3 5,965,460
Microsoft Com Stk USD0.0000125 COM 594918104 4,115,719.00 162100 162,100 4 162,100
Microsoft Com Stk USD0.0000125 COM 594918104 4,178,940.10 164590 164,590 5 164,590
Microsoft Com Stk USD0.0000125 COM 594918104 1,953,354.26 76934 76,934 7 76,934
MicroStrategyCl'A'CStkUSD0.001 COM 594972408 3,160,280.00 23500 23,500 3 23,500
Millicom Intl Cellular USD1.50 COM L6388F110 980,934.00 10200 10,200 3 10,200
Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 28,969,920.00 1149600 1,149,600 4 1,149,600
Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 25,847,312.40 1025687 1,025,687 6 1,025,687
Mindspeed Tech.Com Stk USD0.01 COM 602682205 151,434.00 17900 17,900 2 17,900
MitchamIndustriesComStkUSD0.01 COM 606501104 28,665.00 2100 2,100 3 2,100
Mitel Networks Corp ComStk NPV COM 60671Q104 8,939,580.00 1898000 1,898,000 1 1,898,000
MKS Instruments Common Stk NPV COM 55306N104 4,242,420.00 127400 127,400 3 127,400
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 19,203,596.50 904550 904,550 2 904,550
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 168,412,155.12 7932744 7,932,744 3 7,932,744
Molex Com.USD0.05 COM 608554101 45,302,990.56 1803463 1,803,463 1 1,803,463
Molex Com.USD0.05 COM 608554101 1,612,704.00 64200 64,200 3 64,200
MonroMufflerBrakeComStkUSD0.01 COM 610236101 29,682.00 900 900 3 900
Monsanto Co. Com Stk USD0.01 COM 61166W101 18,677,837.06 258481 258,481 1 258,481
Monsanto Co. Com Stk USD0.01 COM 61166W101 1,130,146.40 15640 15,640 2 15,640
Monsanto Co. Com Stk USD0.01 COM 61166W101 13,586,252.94 188019 188,019 3 188,019
Monsanto Co. Com Stk USD0.01 COM 61166W101 1,773,260.40 24540 24,540 4 24,540
Monsanto Co. Com Stk USD0.01 COM 61166W101 1,727,014.00 23900 23,900 5 23,900
Monsanto Co. Com Stk USD0.01 COM 61166W101 240,264.50 3325 3,325 7 3,325
MonsterWorldwideComStkUSD0.001 COM 611742107 33,618,562.50 2114375 2,114,375 1 2,114,375
MonsterWorldwideComStkUSD0.001 COM 611742107 554,910.00 34900 34,900 3 34,900
MontpelierReHldCmStkUSD0.00166 COM G62185106 835,791.00 47300 47,300 2 47,300
MontpelierReHldCmStkUSD0.00166 COM G62185106 14,530,588.77 822331 822,331 3 822,331
Morgan Stanley ComStockUSD0.01 COM 617446448 7,329,956.00 268300 268,300 2 268,300
Morgan Stanley ComStockUSD0.01 COM 617446448 67,465,537.92 2469456 2,469,456 3 2,469,456
Morgan Stanley ComStockUSD0.01 COM 617446448 289,592.00 10600 10,600 5 10,600
Mosaic Co (The) ComStk USD0.01 COM 61945A107 858,375.00 10900 10,900 2 10,900
Mosaic Co (The) ComStk USD0.01 COM 61945A107 6,835,500.00 86800 86,800 3 86,800
Mosaic Co (The) ComStk USD0.01 COM 61945A107 39,375.00 500 500 5 500
MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 1,287,236.00 18800 18,800 3 18,800
Murphy Oil Corp Com Stock USD1 COM 626717102 5,544,678.40 75520 75,520 2 75,520
Murphy Oil Corp Com Stock USD1 COM 626717102 38,883,232.00 529600 529,600 3 529,600
MWI Veterinary Com Stk USD0.01 COM 55402X105 153,292.00 1900 1,900 2 1,900
MWI Veterinary Com Stk USD0.01 COM 55402X105 64,544.00 800 800 3 800
Mylan Inc Common Stock USD0.50 COM 628530107 683,629.54 30169 30,169 3 30,169
NamTaiElectronicsComStkUSD0.01 COM 629865205 33,540.00 5200 5,200 2 5,200
NamTaiElectronicsComStkUSD0.01 COM 629865205 76,110.00 11800 11,800 3 11,800
Nanometrics Common Stock NPV COM 630077105 186,327.00 10300 10,300 2 10,300
Nanometrics Common Stock NPV COM 630077105 136,145.34 7526 7,526 3 7,526
Nash Finch Co Com Stk USD1.667 COM 631158102 30,097,802.00 793300 793,300 1 793,300
Nash Finch Co Com Stk USD1.667 COM 631158102 2,250,183.46 59309 59,309 3 59,309
NationalBeverageCpCmStkUSD0.01 COM 635017106 27,460.00 2000 2,000 2 2,000
NationalBeverageCpCmStkUSD0.01 COM 635017106 19,222.00 1400 1,400 3 1,400
National-Oilwell ComStkUSD0.01 COM 637071101 3,107,384.00 39200 39,200 2 39,200
National-Oilwell ComStkUSD0.01 COM 637071101 85,509,024.62 1078706 1,078,706 3 1,078,706
National-Oilwell ComStkUSD0.01 COM 637071101 39,635.00 500 500 5 500
Natl Bankshares ComStk USD1.25 COM 634865109 17,346.00 600 600 3 600
Natl Presto Indust. ComStkUSD1 COM 637215104 676,080.00 6000 6,000 3 6,000
Natl Retail Prop. REIT USD0.01 COM 637417106 73,164.00 2800 2,800 3 2,800
NatlHealthInvest. REIT USD0.01 COM 63633D104 637,336.00 13300 13,300 2 13,300
NatlHealthInvest. REIT USD0.01 COM 63633D104 2,645,567.36 55208 55,208 3 55,208
NatlHealthInvest. REIT USD0.01 COM 63633D104 47,920.00 1000 1,000 5 1,000
NatlSemiconductor ComStkUSD0.5 COM 637640103 36,399,465.78 2538317 2,538,317 1 2,538,317
NatlSemiconductor ComStkUSD0.5 COM 637640103 1,141,464.00 79600 79,600 3 79,600
NatlWesternLife 'A'ComStk USD1 COM 638522102 81,125.00 500 500 3 500
NaturalResPtnrsLP ComStkUSD100 COM 63900P103 455,910.00 13000 13,000 2 13,000
NaturalResPtnrsLP ComStkUSD100 COM 63900P103 2,454,900.00 70000 70,000 3 70,000
Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 14,678,354.46 3177133 3,177,133 2 3,177,133
Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 3,991,130.22 863881 863,881 3 863,881
NBT Bancorp Inc ComStk USD0.01 COM 628778102 113,950.00 5000 5,000 2 5,000
NBT Bancorp Inc ComStk USD0.01 COM 628778102 529,001.48 23212 23,212 3 23,212
NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 26,807.00 1100 1,100 2 1,100
NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 17,253.96 708 708 3 708
NektarTherapeutComStkUSD0.0001 COM 640268108 9,333,632.00 985600 985,600 1 985,600
NektarTherapeutComStkUSD0.0001 COM 640268108 285,994.00 30200 30,200 3 30,200
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 85,137.00 3900 3,900 2 3,900
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 172,457.00 7900 7,900 3 7,900
Neogen Corp Com Stock USD0.16 COM 640491106 53,794.00 1300 1,300 3 1,300
NetScout Sys. Com Stk USD0.001 COM 64115T104 34,871,248.00 1276400 1,276,400 1 1,276,400
NeurocrineBiosc.ComStkUSD0.001 COM 64125C109 91,839.00 12100 12,100 3 12,100
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 54,508,524.32 2130904 2,130,904 1 2,130,904
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 43,486.00 1700 1,700 2 1,700
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 4,115,822.00 160900 160,900 3 160,900
New Gold Inc Com NPV (US List) COM 644535106 2,524,722.84 215604 215,604 3 215,604
New Gold Incorporated Com NPV COM 644535106 42,589.99 3900 3,900 3 3,900
New Jersey Res.Com Stk USD2.50 COM 646025106 339,305.00 7900 7,900 3 7,900
New Zealand Telecom A.D.S. COM 879278208 85,727.49 11119 11,119 2 11,119
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 2,683,153.00 35300 35,300 3 35,300
NewMarket Corp CommonStock NPV COM 651587107 1,977,750.00 12500 12,500 2 12,500
NewMarket Corp CommonStock NPV COM 651587107 17,720,640.00 112000 112,000 3 112,000
NewMarket Corp CommonStock NPV COM 651587107 47,466.00 300 300 5 300
NewmontMin.Cp Com Stk USD1.60 COM 651639106 4,759,376.00 87200 87,200 2 87,200
NewmontMin.Cp Com Stk USD1.60 COM 651639106 49,645,968.00 909600 909,600 3 909,600
NewparkResources ComStkUSD0.01 COM 651718504 188,640.00 24000 24,000 3 24,000
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 28,683,510.42 1631599 1,631,599 1 1,631,599
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 812,196.00 46200 46,200 2 46,200
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 3,277,826.16 186452 186,452 3 186,452
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 1,577,769.84 89748 89,748 4 89,748
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 3,039,582.00 172900 172,900 5 172,900
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 554,631.42 31549 31,549 7 31,549
News Corp Cls'B' ComStkUSD0.01 COM 65248E203 52,708,676.72 2830756 2,830,756 3 2,830,756
News Corp Cls'B' ComStkUSD0.01 COM 65248E203 1,013,859.00 54450 54,450 4 54,450
News Corp Cls'B' ComStkUSD0.01 COM 65248E203 384,298.18 20639 20,639 7 20,639
NewYorkCommunBancComStkUSD0.01 COM 649445103 3,786,844.00 219400 219,400 3 219,400
Nexen Incorporated Common NPV COM 65334H102 68,086,679.11 2943257 2,943,257 3 2,943,257
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 1,124,448.00 20400 20,400 2 20,400
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 20,796,279.92 377291 377,291 3 377,291
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 121,264.00 2200 2,200 5 2,200
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 11,024.00 200 200 7 200
NGP Capital Com Stock USD0.001 COM 62912R107 293,056.00 30400 30,400 2 30,400
NGP Capital Com Stock USD0.001 COM 62912R107 1,964,603.08 203797 203,797 3 203,797
NII Holdings Com Stk USD0.001 COM 62913F201 51,726,054.42 1241326 1,241,326 1 1,241,326
NII Holdings Com Stk USD0.001 COM 62913F201 3,783,636.00 90800 90,800 3 90,800
Nike Inc Comm Stk 'B'NPV COM 654106103 19,900,318.80 262884 262,884 1 262,884
Nike Inc Comm Stk 'B'NPV COM 654106103 2,955,328.00 39040 39,040 2 39,040
Nike Inc Comm Stk 'B'NPV COM 654106103 23,267,227.70 307361 307,361 3 307,361
Nike Inc Comm Stk 'B'NPV COM 654106103 1,280,844.00 16920 16,920 4 16,920
Nike Inc Comm Stk 'B'NPV COM 654106103 9,462.50 125 125 7 125
Nisource Inc NPV COM 65473P105 423,878.00 22100 22,100 3 22,100
NoahEduHgADR(USD0.00005) COM 65487R303 5,425.00 2500 2,500 4 2,500
Noble Corp CommonStock CHF3.80 COM H5833N103 1,026,450.00 22500 22,500 2 22,500
Noble Corp CommonStock CHF3.80 COM H5833N103 63,046,840.00 1382000 1,382,000 3 1,382,000
Noble Energy Com Stk USD3.333 COM 655044105 2,715,865.00 28100 28,100 2 28,100
Noble Energy Com Stk USD3.333 COM 655044105 11,083,048.80 114672 114,672 3 114,672
Nordson Corp Common Stock NPV COM 655663102 149,578.00 2600 2,600 3 2,600
Nordstrom Inc Common Stock NPV COM 655664100 142,628.64 3178 3,178 2 3,178
Nordstrom Inc Common Stock NPV COM 655664100 215,244.48 4796 4,796 3 4,796
Norfolk Southern Cp ComUSD1.00 COM 655844108 470,551.11 6793 6,793 2 6,793
Norfolk Southern Cp ComUSD1.00 COM 655844108 13,977,369.87 201781 201,781 3 201,781
North European Oil Rty Uts NPV COM 659310106 251,822.00 8300 8,300 2 8,300
North European Oil Rty Uts NPV COM 659310106 1,081,560.32 35648 35,648 3 35,648
NorthAmer.Engy Com NPV(USList) COM 656844107 3,534,061.59 286623 286,623 3 286,623
Northeast Utilities Com USD5 COM 664397106 36,164,093.00 1045205 1,045,205 1 1,045,205
Northeast Utilities Com USD5 COM 664397106 1,290,580.00 37300 37,300 3 37,300
Northern Trust ComStk USD1 2/3 COM 665859104 1,588,475.00 31300 31,300 2 31,300
Northern Trust ComStk USD1 2/3 COM 665859104 2,702,589.75 53253 53,253 3 53,253
Northrop Grumman Com Stk USD1 COM 666807102 1,266,742.00 20200 20,200 2 20,200
Northrop Grumman Com Stk USD1 COM 666807102 26,720,668.29 426099 426,099 3 426,099
Northrop Grumman Com Stk USD1 COM 666807102 125,420.00 2000 2,000 5 2,000
NorthStarRealtyFinREIT USD0.01 COM 66704R100 231,655.00 43300 43,300 2 43,300
NorthStarRealtyFinREIT USD0.01 COM 66704R100 1,676,048.00 313280 313,280 3 313,280
NorthWesternCorp CmStk USD0.01 COM 668074305 24,594,510.00 811700 811,700 1 811,700
NorthWesternCorp CmStk USD0.01 COM 668074305 524,190.00 17300 17,300 2 17,300
NorthWesternCorp CmStk USD0.01 COM 668074305 3,033,030.00 100100 100,100 3 100,100
NovartisADR(EchRep1CHF0.5)Regd COM 66987V109 150,223.40 2764 2,764 2 2,764
Novellus Systems Com Stk NPV COM 670008101 501,255.00 13500 13,500 2 13,500
Novellus Systems Com Stk NPV COM 670008101 263,623.00 7100 7,100 3 7,100
Novellus Systems Com Stk NPV COM 670008101 81,686.00 2200 2,200 5 2,200
NRG EnergyInc CommonStkUSD0.01 COM 629377508 320,946.00 14900 14,900 3 14,900
NTELOS HldgsCorp CmStk USD0.01 COM 67020Q107 301,760.00 16400 16,400 2 16,400
NTELOS HldgsCorp CmStk USD0.01 COM 67020Q107 1,535,277.60 83439 83,439 3 83,439
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 23,000.00 800 800 2 800
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 4,815,625.00 167500 167,500 3 167,500
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 66,125.00 2300 2,300 5 2,300
Nucor Corporation Com.USD0.40 COM 670346105 391,952.34 8517 8,517 3 8,517
NuStar Energy LP CommonStk NPV COM 67058H102 414,129.00 6100 6,100 2 6,100
NuStar Energy LP CommonStk NPV COM 67058H102 1,900,920.00 28000 28,000 3 28,000
NutriSystem Inc ComStkUSD0.001 COM 67069D108 273,861.00 18900 18,900 2 18,900
NutriSystem Inc ComStkUSD0.001 COM 67069D108 1,993,824.00 137600 137,600 3 137,600
NuVasive Inc Com Stk USD0.001 COM 670704105 243,072.00 9600 9,600 1 9,600
NV Energy Inc CommonStock USD1 COM 67073Y106 1,734,685.00 116500 116,500 3 116,500
NYSE Euronext Cmstk USD0.01 COM 629491101 212,884.01 6053 6,053 3 6,053
Occidental Petrol Com.USD0.20 COM 674599105 6,669,910.17 63833 63,833 2 63,833
Occidental Petrol Com.USD0.20 COM 674599105 36,850,906.26 352674 352,674 3 352,674
Occidental Petrol Com.USD0.20 COM 674599105 188,082.00 1800 1,800 5 1,800
Oceaneering Intl ComStkUSD0.25 COM 675232102 1,010,785.00 11300 11,300 2 11,300
Oceaneering Intl ComStkUSD0.25 COM 675232102 13,059,700.00 146000 146,000 3 146,000
Oceaneering Intl ComStkUSD0.25 COM 675232102 35,780.00 400 400 5 400
Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 32,809,846.00 2977300 2,977,300 1 2,977,300
Oil States Intl ComStk USD0.01 COM 678026105 464,454.00 6100 6,100 2 6,100
Oil States Intl ComStk USD0.01 COM 678026105 365,472.00 4800 4,800 3 4,800
Oil-DriCp of America CSUSD0.10 COM 677864100 12,780.00 600 600 2 600
Oil-DriCp of America CSUSD0.10 COM 677864100 59,640.00 2800 2,800 3 2,800
Old Natl Bancorp Com Stk NPV COM 680033107 11,883,120.00 1108500 1,108,500 1 1,108,500
Old Republic Intl. Common USD1 COM 680223104 182,736.00 14400 14,400 2 14,400
Old Republic Intl. Common USD1 COM 680223104 3,050,676.00 240400 240,400 3 240,400
Olin Corp. Common Stock USD1 COM 680665205 13,933,068.00 607900 607,900 1 607,900
Omnicom Gp.Common Stk.USD0.15 COM 681919106 903,832.38 18423 18,423 2 18,423
Omnicom Gp.Common Stk.USD0.15 COM 681919106 5,750,911.32 117222 117,222 3 117,222
ON Semiconductor ComStkUSD0.01 COM 682189105 2,139,620.00 217000 217,000 2 217,000
ON Semiconductor ComStkUSD0.01 COM 682189105 16,636,294.86 1687251 1,687,251 3 1,687,251
One Liberty Propert. REIT USD1 COM 682406103 682,264.44 45243 45,243 3 45,243
OneBeaconInsGrp ComStk USD0.01 COM G67742109 161,007.00 11900 11,900 2 11,900
OneBeaconInsGrp ComStk USD0.01 COM G67742109 1,238,319.72 91524 91,524 3 91,524
ONEOK Partn.LP Ltd Partn.Units COM 68268N103 412,573.50 5010 5,010 3 5,010
Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 22,138,774.00 629300 629,300 1 629,300
Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 401,052.00 11400 11,400 3 11,400
Open Text Corp Common NPV COM 683715106 392,058.79 6800 6,800 2 6,800
Open Text Corp Common NPV COM 683715106 317,106.37 5500 5,500 3 5,500
Oracle Corp.Com Stk USD0.01 COM 68389X105 5,970,409.28 178581 178,581 2 178,581
Oracle Corp.Com Stk USD0.01 COM 68389X105 45,251,022.48 1353504 1,353,504 3 1,353,504
Ormat Tech.Inc.ComStk USD0.001 COM 686688102 4,209,415.39 166183 166,183 3 166,183
Orrstown Fin Svcs Com Stk NPV COM 687380105 33,600.00 1200 1,200 3 1,200
Owens & Minor Inc Com Stk USD2 COM 690732102 3,189,536.00 98200 98,200 3 98,200
Pall Corporation ComStkUSD0.10 COM 696429307 1,745,583.00 30300 30,300 3 30,300
Pampa Energia ADR(EchRep25Ord) COM 697660207 209,716.00 14800 14,800 3 14,800
PanAmerican Silver Corp ComNPV COM 697900108 51,697.76 1500 1,500 3 1,500
PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 25,400.00 200 200 3 200
Panhandle Oil A CS USD0.01666 COM 698477106 25,320.00 800 800 3 800
Papa Johns Int'l Com Stk NPV COM 698813102 234,358.00 7400 7,400 2 7,400
Papa Johns Int'l Com Stk NPV COM 698813102 15,835.00 500 500 3 500
ParagonShipping'A'CmStUSD0.001 COM 69913R309 46,170.00 16200 16,200 2 16,200
ParagonShipping'A'CmStUSD0.001 COM 69913R309 999,041.85 350541 350,541 3 350,541
ParametricTech Cp CmStkUSD0.01 COM 699173209 135,017,635.48 6003452 6,003,452 1 6,003,452
Parexel Intl Cp Com StkUSD0.01 COM 699462107 16,247,250.00 652500 652,500 1 652,500
Parexel Intl Cp Com StkUSD0.01 COM 699462107 410,850.00 16500 16,500 3 16,500
Park National Corp Com Stk NPV COM 700658107 1,550,224.00 23200 23,200 3 23,200
Parker-Hannifin Com Stk USD0.5 COM 701094104 4,535,172.00 47900 47,900 2 47,900
Parker-Hannifin Com Stk USD0.5 COM 701094104 24,219,144.00 255800 255,800 3 255,800
Parker-Hannifin Com Stk USD0.5 COM 701094104 179,892.00 1900 1,900 5 1,900
Parker-Hannifin Com Stk USD0.5 COM 701094104 852,120.00 9000 9,000 7 9,000
PartnerCommsCo ADS(Repr 1 Ord) COM 70211M109 678,657.00 35700 35,700 3 35,700
Partnerre Holdings ComStk USD1 COM G6852T105 52,979,864.00 668600 668,600 1 668,600
Partnerre Holdings ComStk USD1 COM G6852T105 150,556.00 1900 1,900 2 1,900
Partnerre Holdings ComStk USD1 COM G6852T105 12,012,784.00 151600 151,600 3 151,600
Patterson Cos Com Stk USD0.01 COM 703395103 437,784.00 13600 13,600 2 13,600
Patterson Cos Com Stk USD0.01 COM 703395103 6,534,570.00 203000 203,000 3 203,000
Paychex Inc Com Stock USD0.01 COM 704326107 740,686.00 23600 23,600 2 23,600
Paychex Inc Com Stock USD0.01 COM 704326107 6,876,453.50 219100 219,100 3 219,100
PDL Biopharma Com Stk USD0.01 COM 69329Y104 146,160.00 25200 25,200 3 25,200
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 28,753,129.16 399571 399,571 2 399,571
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 34,968,026.52 485937 485,937 3 485,937
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 17,990.00 250 250 7 250
Peapack Gladstone Fin CS NPV COM 704699107 7,956.00 600 600 3 600
Pebblebrook Hotel REIT USD0.01 COM 70509V100 18,368,995.00 829300 829,300 1 829,300
Pengrowth Energy Corp Com NPV COM 70706P104 227,174.38 17700 17,700 2 17,700
Pengrowth Energy Corp Com NPV COM 70706P104 7,061,208.78 550165 550,165 3 550,165
Pengrowth Energy Corp Com NPV COM 70706P104 82,142.15 6400 6,400 5 6,400
PengrowthEngyCp Com NPV(USLst) COM 70706P104 295,782.21 21387 21,387 3 21,387
Penn Virginia Common Units NPV COM 707884102 2,253,838.20 81366 81,366 2 81,366
Penn Virginia Common Units NPV COM 707884102 32,832,283.70 1185281 1,185,281 3 1,185,281
Penns Woods Bancorp CS USD8.33 COM 708430103 7,786.00 200 200 3 200
Pennsylvania RealEst.REIT USD1 COM 709102107 184,083.00 12900 12,900 2 12,900
Pennsylvania RealEst.REIT USD1 COM 709102107 65,642.00 4600 4,600 3 4,600
PennVirginiaCorpComStk USD0.01 COM 707882106 14,361,728.00 846800 846,800 1 846,800
PennWest Petroleum Ltd Com NPV COM 707887105 108,909.21 4227 4,227 3 4,227
PenskeAutomotiveCmStkUSD0.0001 COM 70959W103 25,547,522.00 1276100 1,276,100 1 1,276,100
PenskeAutomotiveCmStkUSD0.0001 COM 70959W103 748,748.00 37400 37,400 3 37,400
People's Utd Fin.ComStkUSD0.01 COM 712704105 50,101,108.00 3982600 3,982,600 1 3,982,600
People's Utd Fin.ComStkUSD0.01 COM 712704105 1,681,946.00 133700 133,700 3 133,700
PepcoHoldingsInc ComStkUSD0.01 COM 713291102 290,399.15 15571 15,571 3 15,571
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 37,046,506.47 575167 575,167 1 575,167
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 6,416,781.84 99624 99,624 2 99,624
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 46,627,493.97 723917 723,917 3 723,917
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 2,470,509.96 38356 38,356 4 38,356
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 1,881,222.87 29207 29,207 7 29,207
PerfectWorld ADR(Rp5'B'OrdShs) COM 71372U104 1,083,447.75 51100 51,100 6 51,100
Perrigo Company CommonStockNPV COM 714290103 79,520.00 1000 1,000 3 1,000
PetMed Express ComStk USD0.001 COM 716382106 26,660.66 1681 1,681 3 1,681
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 68,550,547.12 1928828 1,928,828 2 1,928,828
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 564,617,938.20 15886830 15,886,830 3 15,886,830
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 253,787,034.28 6277196 6,277,196 2 6,277,196
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 420,831,099.26 10408882 10,408,882 3 10,408,882
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 1,947,270.52 48164 48,164 7 48,164
PetroQuestEnergyComStkUSD0.001 COM 716748108 127,296.00 13600 13,600 3 13,600
Petsmart Inc Com Stk USD0.0001 COM 716768106 1,646,190.00 40200 40,200 2 40,200
Petsmart Inc Com Stk USD0.0001 COM 716768106 24,811,605.00 605900 605,900 3 605,900
Petsmart Inc Com Stk USD0.0001 COM 716768106 98,280.00 2400 2,400 5 2,400
Pfizer Inc Com.Stk. USD0.05 COM 717081103 5,584,173.57 274947 274,947 2 274,947
Pfizer Inc Com.Stk. USD0.05 COM 717081103 214,146,020.01 10543871 10,543,871 3 10,543,871
Pfizer Inc Com.Stk. USD0.05 COM 717081103 1,589,216.88 78248 78,248 7 78,248
PG & E Corporation ComStk USD5 COM 69331C108 1,053,118.66 23837 23,837 2 23,837
PG & E Corporation ComStk USD5 COM 69331C108 5,403,214.00 122300 122,300 3 122,300
Pharmaceu.Prod.Dev CmSkUSD0.10 COM 717124101 86,317,244.20 3116146 3,116,146 1 3,116,146
Pharmaceu.Prod.Dev CmSkUSD0.10 COM 717124101 27,700.00 1000 1,000 2 1,000
Pharmaceu.Prod.Dev CmSkUSD0.10 COM 717124101 5,473,520.00 197600 197,600 3 197,600
PharmaceuticalResComStkUSD0.01 COM 69888P106 475,524.00 15300 15,300 2 15,300
Pharmasset Inc ComStk USD0.001 COM 71715N106 937,593.52 11912 11,912 3 11,912
PHH Corporation Common Stk NPV COM 693320202 22,264,179.00 1022700 1,022,700 1 1,022,700
PHH Corporation Common Stk NPV COM 693320202 731,472.00 33600 33,600 3 33,600
Philip Morris Intl Com Stk NPV COM 718172109 7,428,725.33 113191 113,191 2 113,191
Philip Morris Intl Com Stk NPV COM 718172109 40,499,747.96 617092 617,092 3 617,092
Philip Morris Intl Com Stk NPV COM 718172109 413,469.00 6300 6,300 7 6,300
Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 3,894,800.00 72800 72,800 2 72,800
Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 24,943,198.00 466228 466,228 3 466,228
Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 90,950.00 1700 1,700 5 1,700
Photronics Inc Com Stk USD0.01 COM 719405102 174,018.00 19400 19,400 2 19,400
Photronics Inc Com Stk USD0.01 COM 719405102 160,563.00 17900 17,900 3 17,900
Piedmont Natural Com Stock NPV COM 720186105 267,080.00 8800 8,800 2 8,800
Piedmont Natural Com Stock NPV COM 720186105 222,222.70 7322 7,322 3 7,322
PIKE ELECTRIC CORP COMMON STOC COM 721283109 16,735,208.00 1757900 1,757,900 1 1,757,900
Pinnacle Entmt Com Stk USD0.10 COM 723456109 19,472,514.00 1429700 1,429,700 1 1,429,700
PinnacleWestCap ComStk USD2.50 COM 723484101 154,044.00 3600 3,600 2 3,600
PinnacleWestCap ComStk USD2.50 COM 723484101 4,480,583.69 104711 104,711 3 104,711
Pitney Bowes Common Stk USD2 COM 724479100 488,110.00 19000 19,000 2 19,000
Pitney Bowes Common Stk USD2 COM 724479100 12,527,214.70 487630 487,630 3 487,630
PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 50,984.00 800 800 3 800
Plantronics Inc ComStk USD0.01 COM 727493108 29,296.00 800 800 2 800
Plantronics Inc ComStk USD0.01 COM 727493108 355,214.00 9700 9,700 3 9,700
PNC Financial Serv. ComStkUSD5 COM 693475105 3,735,307.00 59300 59,300 2 59,300
PNC Financial Serv. ComStkUSD5 COM 693475105 41,736,481.11 662589 662,589 3 662,589
PNC Financial Serv. ComStkUSD5 COM 693475105 1,649,015.21 26179 26,179 5 26,179
PolarisIndustriesComStkUSD0.01 COM 731068102 1,070,346.00 12300 12,300 2 12,300
PolarisIndustriesComStkUSD0.01 COM 731068102 1,810,016.00 20800 20,800 3 20,800
PoloRalphLaurenCl'A'CmStUSD.01 COM 731572103 714,449.70 5778 5,778 2 5,778
PoloRalphLaurenCl'A'CmStUSD.01 COM 731572103 3,091,250.00 25000 25,000 3 25,000
PoloRalphLaurenCl'A'CmStUSD.01 COM 731572103 49,460.00 400 400 5 400
Polycom Inc. Com Stk NPV COM 73172K104 2,193,617.95 42307 42,307 3 42,307
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 306,468.00 3600 3,600 2 3,600
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 1,685,574.00 19800 19,800 3 19,800
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 59,591.00 700 700 5 700
PortlandGen.ElectricComStk NPV COM 736508847 23,648,773.00 994900 994,900 1 994,900
PortlandGen.ElectricComStk NPV COM 736508847 796,295.00 33500 33,500 3 33,500
POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 2,788,676.00 24400 24,400 2 24,400
POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 726,884.40 6360 6,360 4 6,360
Potash Crp of Sask. Common NPV COM 73755L107 211,971.21 3597 3,597 1 3,597
PotashCorpSaskatchewan Com NPV COM 73755L107 78,124,512.36 1427532 1,427,532 2 1,427,532
PotashCorpSaskatchewan Com NPV COM 73755L107 14,175,546.02 259023 259,023 3 259,023
Power-One Inc Com Stk USD0.001 COM 73930R102 421,750.00 48200 48,200 2 48,200
Power-One Inc Com Stk USD0.001 COM 73930R102 1,807,750.00 206600 206,600 3 206,600
PowerShs ETFGlbLstdPrivEqPortf COM 73935X195 872,286.58 75262 75,262 2 75,262
PPG Inds.Common Stk USD1.666 COM 693506107 1,371,024.00 14400 14,400 3 14,400
PPG Inds.Common Stk USD1.666 COM 693506107 28,563.00 300 300 7 300
PPL Corp Common Stock USD0.01 COM 69351T106 511,060.00 20200 20,200 2 20,200
PPL Corp Common Stock USD0.01 COM 69351T106 11,750,585.00 464450 464,450 3 464,450
Praxair Inc Comm Stk USD0.01 COM 74005P104 1,534,160.00 15100 15,100 2 15,100
Praxair Inc Comm Stk USD0.01 COM 74005P104 8,956,446.40 88154 88,154 3 88,154
Precision Castparts ComStk NPV COM 740189105 31,517,125.20 214140 214,140 1 214,140
Precision Castparts ComStk NPV COM 740189105 1,015,542.00 6900 6,900 2 6,900
Precision Castparts ComStk NPV COM 740189105 4,932,443.34 33513 33,513 3 33,513
Precision Castparts ComStk NPV COM 740189105 1,692,570.00 11500 11,500 4 11,500
Precision Castparts ComStk NPV COM 740189105 13,246.20 90 90 7 90
PreformedLineProductsCmStkUSD2 COM 740444104 41,502.00 600 600 3 600
Pre-PaidLegalSvcsComStkUSD0.01 COM 740065107 99,000.00 1500 1,500 2 1,500
Pre-PaidLegalSvcsComStkUSD0.01 COM 740065107 1,788,600.00 27100 27,100 3 27,100
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 1,906,254.00 28700 28,700 2 28,700
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 16,996,878.00 255900 255,900 3 255,900
Priceline.comIncComStkUSD0.008 COM 741503403 1,114,168.00 2200 2,200 2 2,200
Priceline.comIncComStkUSD0.008 COM 741503403 536,319.96 1059 1,059 3 1,059
Primerica Inc Com Stk USD0.01 COM 74164M108 8,007,589.00 313900 313,900 1 313,900
Primerica Inc Com Stk USD0.01 COM 74164M108 234,692.00 9200 9,200 2 9,200
Primerica Inc Com Stk USD0.01 COM 74164M108 589,281.00 23100 23,100 3 23,100
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 780,273.00 24300 24,300 2 24,300
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 14,502,385.17 451647 451,647 3 451,647
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 842,887.50 26250 26,250 4 26,250
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 327,650.44 10204 10,204 7 10,204
ProAssurance CommonStk USD0.01 COM 74267C106 335,861.00 5300 5,300 2 5,300
ProAssurance CommonStk USD0.01 COM 74267C106 278,828.00 4400 4,400 3 4,400
Procter & Gamble Com NPV COM 742718109 43,101,889.60 699706 699,706 1 699,706
Procter & Gamble Com NPV COM 742718109 6,043,637.60 98111 98,111 2 98,111
Procter & Gamble Com NPV COM 742718109 31,181,673.60 506196 506,196 3 506,196
Procter & Gamble Com NPV COM 742718109 2,353,120.00 38200 38,200 4 38,200
Procter & Gamble Com NPV COM 742718109 1,417,847.20 23017 23,017 7 23,017
Progress Energy Inc ComStk NPV COM 743263105 715,170.00 15500 15,500 2 15,500
Progress Energy Inc ComStk NPV COM 743263105 4,707,894.90 102035 102,035 3 102,035
ProgressSoftware ComStkUSD0.01 COM 743312100 4,994,753.00 171700 171,700 1 171,700
Prospect Cap Com Stk USD0.001 COM 74348T102 909,645.00 74500 74,500 2 74,500
Prospect Cap Com Stk USD0.001 COM 74348T102 945,261.57 77417 77,417 3 77,417
Protective LifeCpComStkUSD0.50 COM 743674103 1,099,170.00 41400 41,400 2 41,400
Protective LifeCpComStkUSD0.50 COM 743674103 27,356,243.85 1030367 1,030,367 3 1,030,367
ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 32,956.00 2200 2,200 2 2,200
ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 92,876.00 6200 6,200 3 6,200
Provident NY BancpCmStkUSD0.01 COM 744028101 67,080.00 6500 6,500 3 6,500
ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 2,253,359.20 152254 152,254 3 152,254
Prudential ADR (EachRep2Ord5p) COM 74435K204 91,470.72 4026 4,026 2 4,026
PrudentialFinanclComStkUSD0.01 COM 744320102 1,551,816.00 25200 25,200 2 25,200
PrudentialFinanclComStkUSD0.01 COM 744320102 27,045,936.00 439200 439,200 3 439,200
PrudentialFinanclComStkUSD0.01 COM 744320102 123,160.00 2000 2,000 5 2,000
PS Business Cls'A'REIT USD0.01 COM 69360J107 776,396.00 13400 13,400 2 13,400
PS Business Cls'A'REIT USD0.01 COM 69360J107 4,437,914.30 76595 76,595 3 76,595
PS Business Cls'A'REIT USD0.01 COM 69360J107 40,558.00 700 700 5 700
PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 103,027.50 3800 3,800 3 3,800
Public Service Ent Com NPV COM 744573106 12,314,108.00 390800 390,800 3 390,800
Public Service Ent Com NPV COM 744573106 69,448.04 2204 2,204 7 2,204
Public Storage Com Stk USD0.10 COM 74460D109 44,364.00 400 400 2 400
Public Storage Com Stk USD0.10 COM 74460D109 5,722,956.00 51600 51,600 3 51,600
Public Storage Com Stk USD0.10 COM 74460D109 33,273.00 300 300 5 300
QAD Inc Cls B ComStk USD0.001 COM 74727D207 1,378.35 135 135 3 135
QEP Resources Inc CS USD0.01 COM 74733V100 28,594,767.38 705347 705,347 1 705,347
QEP Resources Inc CS USD0.01 COM 74733V100 114,129,951.22 2815243 2,815,243 3 2,815,243
QEP Resources Inc CS USD0.01 COM 74733V100 3,769,003.80 92970 92,970 4 92,970
QEP Resources Inc CS USD0.01 COM 74733V100 2,249,970.00 55500 55,500 5 55,500
QEP Resources Inc CS USD0.01 COM 74733V100 1,015,364.84 25046 25,046 7 25,046
QLogic Corp CommonStockUSD0.05 COM 747277101 22,959,335.00 1237700 1,237,700 1 1,237,700
QLogic Corp CommonStockUSD0.05 COM 747277101 365,435.00 19700 19,700 2 19,700
QLogic Corp CommonStockUSD0.05 COM 747277101 992,425.00 53500 53,500 3 53,500
QLogic Corp CommonStockUSD0.05 COM 747277101 70,490.00 3800 3,800 5 3,800
Quaker Chemical Com Stock USD1 COM 747316107 164,697.00 4100 4,100 3 4,100
Qualcomm Inc Com Stk USD0.0001 COM 747525103 2,668,959.91 48677 48,677 2 48,677
Qualcomm Inc Com Stk USD0.0001 COM 747525103 13,442,451.78 245166 245,166 3 245,166
Quality Systems ComStk USD0.01 COM 747582104 300,024.00 3600 3,600 2 3,600
Quality Systems ComStk USD0.01 COM 747582104 1,633,464.00 19600 19,600 3 19,600
QuantaServicesComStkUSD0.00001 COM 74762E102 12,448,650.00 555000 555,000 1 555,000
QuantaServicesComStkUSD0.00001 COM 74762E102 394,768.00 17600 17,600 3 17,600
Quest Software Inc Com Stk NPV COM 74834T103 474,980.00 18700 18,700 3 18,700
Questar Corp Common Stock NPV COM 748356102 69,800.00 4000 4,000 2 4,000
Questar Corp Common Stock NPV COM 748356102 3,531,880.00 202400 202,400 3 202,400
QuestDiagnostics ComStkUSD0.01 COM 74834L100 4,981,236.00 86300 86,300 2 86,300
QuestDiagnostics ComStkUSD0.01 COM 74834L100 61,911,741.84 1072622 1,072,622 3 1,072,622
QuicksilverRes. ComStk USD0.01 COM 74837R104 20,347,045.56 1421876 1,421,876 1 1,421,876
QuicksilverRes. ComStk USD0.01 COM 74837R104 54,169,217.10 3785410 3,785,410 3 3,785,410
QuicksilverRes. ComStk USD0.01 COM 74837R104 1,067,096.70 74570 74,570 4 74,570
QuicksilverRes. ComStk USD0.01 COM 74837R104 7,584.30 530 530 7 530
QuimicaMin.ChileADR(Rp10SrBNPV COM 833635105 23,543,357.22 426047 426,047 3 426,047
Radioshack Corp Com Stk USD1 COM 750438103 49,533.00 3300 3,300 3 3,300
Ralcorp Hldgs CommonStkUSD0.01 COM 751028101 574,812.00 8400 8,400 3 8,400
Range Resources ComStk USD0.01 COM 75281A109 30,052,006.06 514061 514,061 2 514,061
Range Resources ComStk USD0.01 COM 75281A109 96,832,910.16 1656396 1,656,396 3 1,656,396
Raven Industries ComStock USD1 COM 754212108 159,692.00 2600 2,600 2 2,600
Raven Industries ComStock USD1 COM 754212108 2,659,486.00 43300 43,300 3 43,300
Rayonier Inc Common Stock NPV COM 754907103 635,562.00 10200 10,200 2 10,200
Rayonier Inc Common Stock NPV COM 754907103 6,231,000.00 100000 100,000 3 100,000
Raytheon Company ComStkUSD0.01 COM 755111507 1,515,926.00 29800 29,800 2 29,800
Raytheon Company ComStkUSD0.01 COM 755111507 28,381,492.14 557922 557,922 3 557,922
RCMTechnologiesIncCmStkUSD0.05 COM 749360400 20,869.00 4100 4,100 3 4,100
Realty Income Corp REIT USD1 COM 756109104 629,100.00 18000 18,000 3 18,000
Redwood Trust Inc REIT USD0.01 COM 758075402 21,392,135.00 1375700 1,375,700 1 1,375,700
Regency Centers REIT USD0.01 COM 758849103 210,834.52 4849 4,849 3 4,849
Regeneron Pharm. CmStkUSD0.001 COM 75886F107 361,137.84 8036 8,036 3 8,036
RegionsFinancial ComStkUSD0.01 COM 7591EP100 133,584.00 18400 18,400 2 18,400
RegionsFinancial ComStkUSD0.01 COM 7591EP100 149,577.78 20603 20,603 3 20,603
RehabCare Group ComStk USD0.01 COM 759148109 29,584,488.00 802400 802,400 1 802,400
ReinsuranceGroup ComStkUSD0.01 COM 759351604 104,124,271.24 1658558 1,658,558 1 1,658,558
ReinsuranceGroup ComStkUSD0.01 COM 759351604 5,771,428.18 91931 91,931 3 91,931
ReinsuranceGroup ComStkUSD0.01 COM 759351604 1,341,608.60 21370 21,370 4 21,370
ReinsuranceGroup ComStkUSD0.01 COM 759351604 10,421.48 166 166 7 166
Reliance Steel&Alum.ComStk NPV COM 759509102 51,704,721.90 894855 894,855 1 894,855
Reliance Steel&Alum.ComStk NPV COM 759509102 1,727,622.00 29900 29,900 3 29,900
Renaissance Hldgs Com Stk NPV COM G7496G103 2,090,397.00 30300 30,300 2 30,300
Renaissance Hldgs Com Stk NPV COM G7496G103 26,703,752.33 387067 387,067 3 387,067
Renaissance Hldgs Com Stk NPV COM G7496G103 179,374.00 2600 2,600 5 2,600
RenaissanceLearn.ComStkUSD0.01 COM 75968L105 29,375.00 2500 2,500 2 2,500
RenaissanceLearn.ComStkUSD0.01 COM 75968L105 45,825.00 3900 3,900 3 3,900
Renasant Corp CommonStock USD5 COM 75970E107 144,160.20 8490 8,490 3 8,490
Rent-A-Center Com Stk USD0.01 COM 76009N100 80,968,299.04 2319344 2,319,344 1 2,319,344
Rent-A-Center Com Stk USD0.01 COM 76009N100 122,185.00 3500 3,500 2 3,500
Rent-A-Center Com Stk USD0.01 COM 76009N100 3,899,447.00 111700 111,700 3 111,700
Republic AirwaysComStkUSD0.001 COM 760276105 82,304.00 12800 12,800 3 12,800
Republic Services CmStkUSD0.01 COM 760759100 100,825,264.68 3356367 3,356,367 1 3,356,367
Republic Services CmStkUSD0.01 COM 760759100 3,184,240.00 106000 106,000 3 106,000
RepublicBancorpInc A ComStkNPV COM 760281204 253,240.00 13000 13,000 2 13,000
RepublicBancorpInc A ComStkNPV COM 760281204 371,288.80 19060 19,060 3 19,060
Research in Mot. ComNPV(CanLst COM 760975102 3,295,395.49 62796 62,796 2 62,796
Research in Mot. ComNPV(CanLst COM 760975102 48,552,454.08 925200 925,200 3 925,200
Research in Mot. ComNPV(CanLst COM 760975102 236,150.07 4500 4,500 5 4,500
ResMed Inc Com Stk USD0.004 COM 761152107 801,000.00 26700 26,700 3 26,700
RetailVenturesInc Com Stk NPV COM 76128Y102 20,700.00 1200 1,200 3 1,200
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 16,865,238.28 474676 474,676 1 474,676
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 387,277.00 10900 10,900 2 10,900
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 5,365,030.00 151000 151,000 3 151,000
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 117,249.00 3300 3,300 5 3,300
RF Micro Devices Com Stk NPV COM 749941100 39,742.00 6200 6,200 3 6,200
RioTintoSpoADR(EchRp1Ord)(BNY) COM 767204100 130,078.48 1829 1,829 2 1,829
RLI Corp Common Stock USD1 COM 749607107 11,339,755.00 196700 196,700 1 196,700
RLI Corp Common Stock USD1 COM 749607107 213,305.00 3700 3,700 2 3,700
RLI Corp Common Stock USD1 COM 749607107 2,006,220.00 34800 34,800 3 34,800
RLI Corp Common Stock USD1 COM 749607107 57,650.00 1000 1,000 5 1,000
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 26,595,725.00 383500 383,500 1 383,500
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 755,915.00 10900 10,900 3 10,900
Rockwell Automation ComStkUSD1 COM 773903109 31,957,626.00 337640 337,640 1 337,640
Rockwell Automation ComStkUSD1 COM 773903109 14,599,289.25 154245 154,245 3 154,245
Rockwell Automation ComStkUSD1 COM 773903109 4,839,454.50 51130 51,130 4 51,130
Rockwell Automation ComStkUSD1 COM 773903109 1,751,025.00 18500 18,500 5 18,500
Rockwell Automation ComStkUSD1 COM 773903109 437,756.25 4625 4,625 7 4,625
Rockwell Collins ComStkUSD0.01 COM 774341101 2,411,676.00 37200 37,200 2 37,200
Rockwell Collins ComStkUSD0.01 COM 774341101 25,015,044.48 385856 385,856 3 385,856
Rofin-SinarTechIncCmStkUSD0.01 COM 775043102 15,965,900.00 404200 404,200 1 404,200
RogersCommun.Inc ComStkClss'B' COM 775109200 4,698,338.82 139300 139,300 2 139,300
RogersCommun.Inc ComStkClss'B' COM 775109200 58,167,458.25 1724594 1,724,594 3 1,724,594
RogersCommun.Inc ComStkClss'B' COM 775109200 91,066.15 2700 2,700 5 2,700
Rollins Inc Common Stock USD1 COM 775711104 496,335.00 24450 24,450 2 24,450
Rollins Inc Common Stock USD1 COM 775711104 2,745,575.00 135250 135,250 3 135,250
Roper Indust. Comm Stk USD0.01 COM 776696106 2,334,420.00 27000 27,000 3 27,000
RosettaStone Inc CS USD0.00005 COM 777780107 142,668.00 10800 10,800 2 10,800
RosettaStone Inc CS USD0.00005 COM 777780107 93,791.00 7100 7,100 3 7,100
Ross Stores Inc.ComStk USD0.01 COM 778296103 62,438,310.48 877929 877,929 1 877,929
Ross Stores Inc.ComStk USD0.01 COM 778296103 4,205,041.12 59126 59,126 2 59,126
Ross Stores Inc.ComStk USD0.01 COM 778296103 41,007,792.00 576600 576,600 3 576,600
Ross Stores Inc.ComStk USD0.01 COM 778296103 142,240.00 2000 2,000 5 2,000
Rovi Corp CommonStock USD0.001 COM 779376102 11,869,311.40 221236 221,236 1 221,236
Rovi Corp CommonStock USD0.001 COM 779376102 417,987.15 7791 7,791 3 7,791
RowanCompaniesIncComStUSD0.125 COM 779382100 269,498.00 6100 6,100 2 6,100
RowanCompaniesIncComStUSD0.125 COM 779382100 477,144.00 10800 10,800 3 10,800
Roy.DutchShellADR(2'A'EUR0.07) COM 780259206 2,663,761.60 36560 36,560 7 36,560
Royal Bk of Canada Common NPV COM 780087102 987,562.58 17200 17,200 2 17,200
Royal Bk of Canada Common NPV COM 780087102 20,405,798.87 355400 355,400 3 355,400
Royal Bk of Canada Common NPV COM 780087102 34,449.86 600 600 5 600
Royal Bk of Canada Common NPV COM 780087102 340,364.59 5928 5,928 7 5,928
Royal Gold Inc Com Stk USD0.01 COM 780287108 15,767,160.00 300900 300,900 1 300,900
Royal Gold Inc Com Stk USD0.01 COM 780287108 377,280.00 7200 7,200 3 7,200
RPC Inc Common Stock USD0.10 COM 749660106 1,833,168.00 72400 72,400 2 72,400
RPC Inc Common Stock USD0.10 COM 749660106 13,379,088.00 528400 528,400 3 528,400
RPM International ComStock NPV COM 749685103 1,312,269.00 55300 55,300 2 55,300
RPM International ComStock NPV COM 749685103 15,510,639.90 653630 653,630 3 653,630
RTI Intl Mtls IncCmStk USD0.01 COM 74973W107 6,696,502.40 214976 214,976 3 214,976
Ruddick Corp Common Stock NPV COM 781258108 358,887.00 9300 9,300 3 9,300
Ruddick Corp Common Stock NPV COM 781258108 61,744.00 1600 1,600 5 1,600
Ryder System Common COM 783549108 36,882,036.40 728894 728,894 1 728,894
Ryder System Common COM 783549108 1,538,240.00 30400 30,400 3 30,400
Sabra Healthcare REIT USD0.01 COM 78573L106 5,472,554.04 310764 310,764 1 310,764
Safe Bulkers IncCmStk USD0.001 COM Y7388L103 41,676.00 4600 4,600 2 4,600
Safe Bulkers IncCmStk USD0.001 COM Y7388L103 318,006.00 35100 35,100 3 35,100
Safety Insurance ComStkUSD0.01 COM 78648T100 156,774.00 3400 3,400 2 3,400
Safety Insurance ComStkUSD0.01 COM 78648T100 5,643,956.22 122402 122,402 3 122,402
Safeway Inc.CommonStockUSD0.01 COM 786514208 807,422.00 34300 34,300 2 34,300
Safeway Inc.CommonStockUSD0.01 COM 786514208 22,621,657.52 960988 960,988 3 960,988
Safeway Inc.CommonStockUSD0.01 COM 786514208 84,744.00 3600 3,600 5 3,600
Safeway Inc.CommonStockUSD0.01 COM 786514208 282,480.00 12000 12,000 7 12,000
SAIC Inc CommonStock USD0.0001 COM 78390X101 17,975,249.64 1062367 1,062,367 1 1,062,367
SAIC Inc CommonStock USD0.0001 COM 78390X101 79,524.00 4700 4,700 2 4,700
SAIC Inc CommonStock USD0.0001 COM 78390X101 5,940,831.96 351113 351,113 3 351,113
SalixPharmaceut.ComStkUSD0.001 COM 795435106 24,682,138.00 704600 704,600 1 704,600
SalixPharmaceut.ComStkUSD0.001 COM 795435106 346,797.00 9900 9,900 3 9,900
SandersonFarmsInc ComStk USD1 COM 800013104 36,938,048.00 804400 804,400 1 804,400
Sandisk Corp. Com Stk USD0.001 COM 80004C101 2,806,881.00 60900 60,900 2 60,900
Sandisk Corp. Com Stk USD0.001 COM 80004C101 30,313,393.00 657700 657,700 3 657,700
Sandisk Corp. Com Stk USD0.001 COM 80004C101 101,398.00 2200 2,200 5 2,200
SandySpring Bancorp ComStkUSD1 COM 800363103 29,536.00 1600 1,600 2 1,600
SAP SponADR(Each1Rep 1/4thCom) COM 803054204 117,933.92 1922 1,922 2 1,922
Sapient Corp Com Stk USD0.01 COM 803062108 73,280.00 6400 6,400 3 6,400
Sara Lee Corp Com Stk USD1.333 COM 803111103 11,238.12 636 636 7 636
SBACommunicationsComStkUSD0.01 COM 78388J106 38,908,779.52 980564 980,564 1 980,564
SBACommunicationsComStkUSD0.01 COM 78388J106 511,872.00 12900 12,900 3 12,900
SBACommunicationsComStkUSD0.01 COM 78388J106 1,216,985.60 30670 30,670 4 30,670
SBACommunicationsComStkUSD0.01 COM 78388J106 9,285.12 234 234 7 234
SCANA Corp Common Stock NPV COM 80589M102 2,003,933.00 50900 50,900 3 50,900
ScanSource Inc CommonStock NPV COM 806037107 11,940,257.00 314300 314,300 1 314,300
Schlumberger Com Stk USD0.01 COM 806857108 4,278,022.72 45872 45,872 2 45,872
Schlumberger Com Stk USD0.01 COM 806857108 24,266,718.30 260205 260,205 3 260,205
Schlumberger Com Stk USD0.01 COM 806857108 2,606,617.00 27950 27,950 7 27,950
Schnitzer Steel 'A'ComStk USD1 COM 806882106 266,541.00 4100 4,100 2 4,100
Schnitzer Steel 'A'ComStk USD1 COM 806882106 1,495,230.00 23000 23,000 3 23,000
ScholasticCorp CommStk USD0.01 COM 807066105 170,352.00 6300 6,300 2 6,300
Sciclone Pharm ComStk USD0.001 COM 80862K104 108,676.00 26900 26,900 2 26,900
Sciclone Pharm ComStk USD0.001 COM 80862K104 534,088.00 132200 132,200 3 132,200
ScientificGames'A'CmStkUSD0.01 COM 80874P109 36,552,165.80 4182170 4,182,170 1 4,182,170
ScientificGames'A'CmStkUSD0.01 COM 80874P109 638,894.00 73100 73,100 3 73,100
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 399,165.00 6900 6,900 2 6,900
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 555,302.15 9599 9,599 3 9,599
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 408,383.77 8153 8,153 3 8,153
Seaboard Corp CommonStock USD1 COM 811543107 96,520.00 40 40 2 40
Seaboard Corp CommonStock USD1 COM 811543107 229,235.00 95 95 3 95
Seaboard Corp CommonStock USD1 COM 811543107 55,499.00 23 23 5 23
Seabright Hldgs CmStk USD0.01 COM 811656107 23,575.00 2300 2,300 3 2,300
Seacor Holdings ComStk USD0.01 COM 811904101 1,294,440.00 14000 14,000 2 14,000
Seacor Holdings ComStk USD0.01 COM 811904101 22,829,575.98 246913 246,913 3 246,913
Seacor Holdings ComStk USD0.01 COM 811904101 64,722.00 700 700 5 700
SeaCubeContainerLeasingUSD0.01 COM G79978105 51,232.00 3200 3,200 2 3,200
SeaCubeContainerLeasingUSD0.01 COM G79978105 73,646.00 4600 4,600 3 4,600
SeaDrill Limited USD2 COM G7945E105 864,969.82 23881 23,881 2 23,881
SeaDrill Limited USD2 COM G7945E105 35,995,073.80 993790 993,790 3 993,790
SeaDrill Limited USD2 COM G7945E105 68,419.58 1889 1,889 5 1,889
Seagate Techn.ComStkUSD0.00001 COM G7945M107 1,404,487.50 97500 97,500 2 97,500
Seagate Techn.ComStkUSD0.00001 COM G7945M107 22,779,087.46 1581332 1,581,332 3 1,581,332
Seagate Techn.ComStkUSD0.00001 COM G7945M107 92,192.00 6400 6,400 5 6,400
Seaspan Corp Com Stock USD0.01 COM Y75638109 16,182.40 832 832 7 832
Seattle Genet.Com Stk USD0.001 COM 812578102 12,188,196.00 782800 782,800 1 782,800
Seattle Genet.Com Stk USD0.001 COM 812578102 671,783.22 43146 43,146 3 43,146
SEI Investments ComStk USD0.01 COM 784117103 491,928.00 20600 20,600 2 20,600
SEI Investments ComStk USD0.01 COM 784117103 3,913,932.00 163900 163,900 3 163,900
Selective Ins.Grp Com Stk USD2 COM 816300107 313,130.00 18100 18,100 2 18,100
Selective Ins.Grp Com Stk USD2 COM 816300107 1,706,991.00 98670 98,670 3 98,670
SempraEnergyCorpCommonStockNPV COM 816851109 10,700.00 200 200 7 200
Seneca Foods Corp A CS USD0.25 COM 817070501 32,857.00 1100 1,100 2 1,100
Sensient Techno. ComStkUSD0.10 COM 81725T100 372,736.00 10400 10,400 2 10,400
Sensient Techno. ComStkUSD0.10 COM 81725T100 1,862,353.92 51963 51,963 3 51,963
ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 713,592.00 112200 112,200 6 112,200
Shaw Communications Cls'B'NPV COM 82028K200 880,340.58 45000 45,000 2 45,000
Shaw Communications Cls'B'NPV COM 82028K200 8,703,086.10 444872 444,872 3 444,872
Shaw Group Inc CommonStock NPV COM 820280105 55,611,405.00 1570500 1,570,500 1 1,570,500
Shaw Group Inc CommonStock NPV COM 820280105 1,296,006.00 36600 36,600 3 36,600
ShenandoahTelecomCo ComStk NPV COM 82312B106 30,702.00 1700 1,700 3 1,700
Sherwin Williams Com USD1.00 COM 824348106 957,486.00 11400 11,400 2 11,400
Sherwin Williams Com USD1.00 COM 824348106 5,534,941.00 65900 65,900 3 65,900
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 9,464,021.58 104494 104,494 2 104,494
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 3,359,241.30 37090 37,090 3 37,090
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 941,928.00 10400 10,400 4 10,400
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 590,878.68 6524 6,524 7 6,524
Shoe Carnival CommStockUSD0.01 COM 824889109 47,685.00 1700 1,700 2 1,700
Shoe Carnival CommStockUSD0.01 COM 824889109 89,760.00 3200 3,200 3 3,200
Siemens AG ADR(EachRep1OrdNPV) COM 826197501 93,803.22 683 683 2 683
Sierra Bancorp CommonStock NPV COM 82620P102 19,006.00 1700 1,700 3 1,700
Sigma-Aldrich Com.USD1 COM 826552101 693,676.00 10900 10,900 2 10,900
Sigma-Aldrich Com.USD1 COM 826552101 5,517,588.00 86700 86,700 3 86,700
Signet Jewelers Ltd OrdUSD0.18 COM G81276100 4,261,442,451.75 960253 960,253 3 960,253
SilganHldgsIncCommonStkUSD0.01 COM 827048109 73,492,004.14 1926901 1,926,901 1 1,926,901
SilganHldgsIncCommonStkUSD0.01 COM 827048109 1,487,460.00 39000 39,000 2 39,000
SilganHldgsIncCommonStkUSD0.01 COM 827048109 11,140,694.00 292100 292,100 3 292,100
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 3,397,500.00 562500 562,500 2 562,500
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 637,824.00 105600 105,600 3 105,600
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 1,082,814.96 179274 179,274 4 179,274
Silver Wheaton Com NPV(USList) COM 828336107 29,879,376.00 689100 689,100 2 689,100
Silver Wheaton Com NPV(USList) COM 828336107 37,142,696.32 856612 856,612 3 856,612
Silver Wheaton Corp Com NPV COM 828336107 137,064.38 3400 3,400 2 3,400
Silver Wheaton Corp Com NPV COM 828336107 2,072,090.87 51400 51,400 3 51,400
Silvercorp Metals Inc Com NPV COM 82835P103 153,953.36 11400 11,400 2 11,400
Silvercorp Metals Inc Com NPV COM 82835P103 791,374.31 58600 58,600 3 58,600
SimmonsFirst 'A'ComStk USD0.10 COM 828730200 13,712,958.00 506200 506,200 1 506,200
Simon Prop Grp ComStkUSD0.0001 COM 828806109 1,335,535.08 12463 12,463 2 12,463
Simon Prop Grp ComStkUSD0.0001 COM 828806109 6,237,033.48 58203 58,203 3 58,203
Sirona Dental Com.StockUSD0.01 COM 82966C103 22,642,224.00 451400 451,400 1 451,400
Sirona Dental Com.StockUSD0.01 COM 82966C103 361,152.00 7200 7,200 3 7,200
SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 124,146.00 6600 6,600 2 6,600
SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 14,981,036.40 796440 796,440 3 796,440
SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 821,056.50 43650 43,650 4 43,650
SkechersUSA ClsAComStkUSD0.001 COM 830566105 2,438,098.00 118700 118,700 3 118,700
Skywest Inc. Com Stk NPV COM 830879102 436,536.00 25800 25,800 2 25,800
Skywest Inc. Com Stk NPV COM 830879102 4,669,023.24 275947 275,947 3 275,947
SkyworksSolutionsComStkUSD0.25 COM 83088M102 748,440.00 23100 23,100 3 23,100
SLM Corp Common Stock USD0.20 COM 78442P106 17,798,031.00 1163270 1,163,270 1 1,163,270
SLM Corp Common Stock USD0.20 COM 78442P106 1,438,460.10 94017 94,017 3 94,017
SLM Corp Common Stock USD0.20 COM 78442P106 1,144,134.00 74780 74,780 4 74,780
SLM Corp Common Stock USD0.20 COM 78442P106 1,514,700.00 99000 99,000 5 99,000
SLM Corp Common Stock USD0.20 COM 78442P106 9,241.20 604 604 7 604
SM Energy Co Com Stock USD0.01 COM 78454L100 128,234,447.40 1728460 1,728,460 1 1,728,460
SM Energy Co Com Stock USD0.01 COM 78454L100 3,086,304.00 41600 41,600 3 41,600
SNAP-ON INCORPORATED COMMON ST COM 833034101 27,117,090.00 451500 451,500 1 451,500
SNAP-ON INCORPORATED COMMON ST COM 833034101 702,702.00 11700 11,700 3 11,700
Sonoco Products Common Stk NPV COM 835495102 14,622,428.00 403600 403,600 1 403,600
Sonoco Products Common Stk NPV COM 835495102 452,875.00 12500 12,500 2 12,500
Sonoco Products Common Stk NPV COM 835495102 4,574,472.26 126262 126,262 3 126,262
Sonoco Products Common Stk NPV COM 835495102 94,198.00 2600 2,600 5 2,600
Sony Corp ADR(Rep 1 Ord JPY50) COM 835699307 76,360.17 2399 2,399 2 2,399
Sothebys Common Stock USD0.10 COM 835898107 173,580.00 3300 3,300 3 3,300
Southern Union CommonStockUSD1 COM 844030106 14,078,178.00 491900 491,900 1 491,900
Southern Union CommonStockUSD1 COM 844030106 1,124,766.00 39300 39,300 3 39,300
Southern.Co Com.USD5 COM 842587107 1,303,666.88 34208 34,208 2 34,208
Southern.Co Com.USD5 COM 842587107 7,509,156.29 197039 197,039 3 197,039
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 15,495,130.87 384781 384,781 2 384,781
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 69,531,913.61 1726643 1,726,643 3 1,726,643
SouthsideBancshares CS USD1.25 COM 84470P109 24,457.20 1200 1,200 2 1,200
SouthsideBancshares CS USD1.25 COM 84470P109 101,497.38 4980 4,980 3 4,980
SouthwesternEnergyComStkUSD0.1 COM 845467109 29,707,309.50 691350 691,350 2 691,350
SouthwesternEnergyComStkUSD0.1 COM 845467109 101,652,023.47 2365651 2,365,651 3 2,365,651
Spartan Stores Inc Com Stk NPV COM 846822104 229,245.00 15500 15,500 2 15,500
Spartan Stores Inc Com Stk NPV COM 846822104 4,102,583.31 277389 277,389 3 277,389
SPDR Gold Trust Gold Shs NPV COM 78463V107 27,745,007.22 198377 198,377 2 198,377
SPDR Gold Trust Gold Shs NPV COM 78463V107 18,117,044.82 129537 129,537 3 129,537
SPDR Gold Trust Gold Shs NPV COM 78463V107 1,519,578.90 10865 10,865 4 10,865
SPDR Gold Trust Gold Shs NPV COM 78463V107 6,125,028.84 43794 43,794 6 43,794
SPDR GOLD TRUST NPV COM 78463V107 17,825,301.00 127725 127,725 6 127,725
SPDR S&P 500 ETF Trust COM 78462F103 894,186.96 6744 6,744 7 6,744
St.JudeMedicalIncComStkUSD0.10 COM 790849103 1,158,476.00 22600 22,600 2 22,600
St.JudeMedicalIncComStkUSD0.10 COM 790849103 27,168,620.16 530016 530,016 3 530,016
Stancorp Fin.Group Com Stk NPV COM 852891100 7,443,768.00 161400 161,400 1 161,400
Stancorp Fin.Group Com Stk NPV COM 852891100 1,282,136.00 27800 27,800 2 27,800
Stancorp Fin.Group Com Stk NPV COM 852891100 27,913,299.84 605232 605,232 3 605,232
StandardMotorProductsCmStkUSD2 COM 853666105 37,341.00 2700 2,700 3 2,700
StandardParking ComStkUSD0.001 COM 853790103 20,612,256.00 1160600 1,160,600 1 1,160,600
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 30,147,998.20 393577 393,577 1 393,577
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1,240,230.60 16191 16,191 3 16,191
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1,510,552.00 19720 19,720 4 19,720
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1,409,440.00 18400 18,400 5 18,400
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 12,639.00 165 165 7 165
StanleyTech.GroupInc ComStkNPV COM 85472N109 12,570,984.01 452600 452,600 1 452,600
StanleyTech.GroupInc ComStkNPV COM 85472N109 219,422.83 7900 7,900 3 7,900
Starbucks Corp ComStk USD0.001 COM 855244109 1,703,395.00 46100 46,100 2 46,100
Starbucks Corp ComStk USD0.001 COM 855244109 13,655,094.20 369556 369,556 3 369,556
Starwood Prop.Tst REIT USD0.01 COM 85571B105 37,910.00 1700 1,700 5 1,700
State Auto Fin Cp Com Stk NPV COM 855707105 38,262.00 2100 2,100 2 2,100
State Auto Fin Cp Com Stk NPV COM 855707105 32,796.00 1800 1,800 3 1,800
State Bancorp CommonStock USD5 COM 855716106 14,546.00 1400 1,400 3 1,400
State Street Corp Com Stk USD1 COM 857477103 24,621,951.90 547885 547,885 1 547,885
State Street Corp Com Stk USD1 COM 857477103 1,842,540.00 41000 41,000 2 41,000
State Street Corp Com Stk USD1 COM 857477103 17,568,708.78 390937 390,937 3 390,937
State Street Corp Com Stk USD1 COM 857477103 1,986,123.30 44195 44,195 4 44,195
State Street Corp Com Stk USD1 COM 857477103 2,058,252.00 45800 45,800 5 45,800
State Street Corp Com Stk USD1 COM 857477103 275,661.96 6134 6,134 7 6,134
Statoil SponADR(Rp1OrdNOK2.50) COM 85771P102 111,195.72 4023 4,023 2 4,023
Std Microsystems CmStk USD0.10 COM 853626109 18,339,642.00 743700 743,700 1 743,700
Steelcase Inc Cls'A'ComStk NPV COM 858155203 30,010,198.00 2637100 2,637,100 1 2,637,100
Steelcase Inc Cls'A'ComStk NPV COM 858155203 1,215,384.00 106800 106,800 3 106,800
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 249,804.00 5400 5,400 2 5,400
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 55,512.00 1200 1,200 3 1,200
Stepan Co Common Stock USD1 COM 858586100 572,750.00 7900 7,900 3 7,900
Steven Madden ComStk USD0.0001 COM 556269108 42,237.00 900 900 3 900
StillwaterMining ComStkUSD0.01 COM 86074Q102 27,417,401.00 1195700 1,195,700 1 1,195,700
StillwaterMining ComStkUSD0.01 COM 86074Q102 543,441.00 23700 23,700 3 23,700
Stoneridge Inc Common Stk NPV COM 86183P102 14,620.00 1000 1,000 3 1,000
STR HoldingsIncComStockUSD0.01 COM 78478V100 17,891,104.00 932800 932,800 1 932,800
StrayerEducation CmStk USD0.01 COM 863236105 1,030,871.00 7900 7,900 2 7,900
StrayerEducation CmStk USD0.01 COM 863236105 6,159,128.00 47200 47,200 3 47,200
StrayerEducation CmStk USD0.01 COM 863236105 52,196.00 400 400 5 400
Stryker Corp.Com.Stk.USD0.10 COM 863667101 4,152,579.20 68299 68,299 2 68,299
Stryker Corp.Com.Stk.USD0.10 COM 863667101 35,545,990.40 584638 584,638 3 584,638
Stryker Corp.Com.Stk.USD0.10 COM 863667101 152,000.00 2500 2,500 5 2,500
Sturm Ruger And Co ComStk USD1 COM 864159108 1,077,293.00 46900 46,900 3 46,900
Suburban Propane Com Stk NPV COM 864482104 1,258,389.00 22300 22,300 2 22,300
Suburban Propane Com Stk NPV COM 864482104 5,070,969.09 89863 89,863 3 89,863
Sumitomo Mitsui ADR(Rep0.2Ord) COM 86562M209 102,068.75 16331 16,331 2 16,331
Sun Life Fin.Inc Common NPV COM 866796105 46,660.54 1600 1,600 2 1,600
Sun Life Fin.Inc Common NPV COM 866796105 11,971,344.59 410500 410,500 3 410,500
Sun Life Fin.Inc Common NPV COM 866796105 93,321.08 3200 3,200 5 3,200
SuncorEnergy NewComNPV(CanLst) COM 867224107 158,476,506.78 3808185 3,808,185 2 3,808,185
SuncorEnergy NewComNPV(CanLst) COM 867224107 146,074,449.89 3510164 3,510,164 3 3,510,164
SuncorEnergy NewComNPV(CanLst) COM 867224107 1,114,025.73 26770 26,770 4 26,770
SuncorEnergy NewComNPV(CanLst) COM 867224107 2,642,533.96 63500 63,500 5 63,500
SuncorEnergy NewComNPV(CanLst) COM 867224107 733,750.53 17632 17,632 7 17,632
SuncorEngyIncNewComNPV(USList) COM 867224107 23,965,410.60 534465 534,465 1 534,465
SuncorEngyIncNewComNPV(USList) COM 867224107 28,761,721.20 641430 641,430 2 641,430
SuncorEngyIncNewComNPV(USList) COM 867224107 33,831,107.40 754485 754,485 3 754,485
SuncorEngyIncNewComNPV(USList) COM 867224107 2,392,572.72 53358 53,358 4 53,358
SuncorEngyIncNewComNPV(USList) COM 867224107 69,636.52 1553 1,553 7 1,553
Sunoco Inc Common Stock USD1 COM 86764P109 405,751.00 8900 8,900 3 8,900
Sunoco Logistics Partn.Uts NPV COM 86764L108 954,580.00 11000 11,000 2 11,000
Sunoco Logistics Partn.Uts NPV COM 86764L108 18,641,211.80 214810 214,810 3 214,810
Suntrust Banks Common Stk USD1 COM 867914103 1,136,296.00 39400 39,400 3 39,400
Superior Energy ComStkUSD0.001 COM 868157108 47,703,500.00 1163500 1,163,500 1 1,163,500
Supervalu Inc CommonStock USD1 COM 868536103 527,763.00 59100 59,100 2 59,100
Supervalu Inc CommonStock USD1 COM 868536103 9,083,229.87 1017159 1,017,159 3 1,017,159
Supervalu Inc CommonStock USD1 COM 868536103 4,089.94 458 458 7 458
SusserHldgsCorp ComStk USD0.01 COM 869233106 23,562.00 1800 1,800 2 1,800
SusserHldgsCorp ComStk USD0.01 COM 869233106 43,197.00 3300 3,300 3 3,300
SVB Fin.Group Com Stk USD0.001 COM 78486Q101 18,627,496.00 327200 327,200 1 327,200
Swift Energy Co ComStk USD0.01 COM 870738101 200,596.00 4700 4,700 3 4,700
Symantec Corp Com Stk USD0.01 COM 871503108 2,947,860.00 159000 159,000 2 159,000
Symantec Corp Com Stk USD0.01 COM 871503108 14,828,292.00 799800 799,800 3 799,800
SYNNEX Corp Com Stk USD0.001 COM 87162W100 572,775.00 17500 17,500 2 17,500
SYNNEX Corp Com Stk USD0.001 COM 87162W100 4,079,303.55 124635 124,635 3 124,635
Synopsys Inc Com Stk USD0.01 COM 871607107 39,533,970.00 1429800 1,429,800 1 1,429,800
Synopsys Inc Com Stk USD0.01 COM 871607107 1,363,587.40 49316 49,316 3 49,316
Syntel Inc Common Stock NPV COM 87162H103 459,624.00 8800 8,800 2 8,800
Syntel Inc Common Stock NPV COM 87162H103 2,653,284.00 50800 50,800 3 50,800
Sysco Corp.Common USD1 COM 871829107 991,660.00 35800 35,800 2 35,800
Sysco Corp.Common USD1 COM 871829107 38,466,214.40 1388672 1,388,672 3 1,388,672
Sysco Corp.Common USD1 COM 871829107 72,020.00 2600 2,600 5 2,600
TaiwanSemiManuADS Rep.5 ComShs COM 874039100 54,022,124.52 4435314 4,435,314 2 4,435,314
TaiwanSemiManuADS Rep.5 ComShs COM 874039100 30,889,978.14 2536123 2,536,123 3 2,536,123
TaiwanSemiManuADS Rep.5 ComShs COM 874039100 4,008,973.92 329144 329,144 4 329,144
TaiwanSemiManuADS Rep.5 ComShs COM 874039100 2,264,408.16 185912 185,912 6 185,912
TAL Intl Grp Com Stk USD0.001 COM 874083108 14,508.00 400 400 3 400
Talecris Biothera. CS USD0.01 COM 874227101 241,200.00 9000 9,000 3 9,000
TANGER FACTORY OUTLET CENTER COM 875465106 31,955,596.80 1217820 1,217,820 1 1,217,820
TANGER FACTORY OUTLET CENTER COM 875465106 1,106,750.72 42178 42,178 3 42,178
Target Corp CommonStk USD0.167 COM 87612E106 1,140,228.00 22800 22,800 2 22,800
Target Corp CommonStk USD0.167 COM 87612E106 8,766,753.00 175300 175,300 3 175,300
Taseko Mines LTD ComStkUSD0.01 COM 876511106 5,987,521.00 1009700 1,009,700 1 1,009,700
TasekoMines Limited Common NPV COM 876511106 8,159,637.37 1480100 1,480,100 1 1,480,100
Tata Mot.SpADR(EchRp1OrdINR10) COM 876568502 3,184,956.32 114608 114,608 2 114,608
Tata Mot.SpADR(EchRp1OrdINR10) COM 876568502 20,553,261.68 739592 739,592 3 739,592
Tata Mot.SpADR(EchRp1OrdINR10) COM 876568502 1,207,447.71 43449 43,449 7 43,449
TC PipelinesLP LtdPartn.UtsNPV COM 87233Q108 364,140.00 7000 7,000 2 7,000
TC PipelinesLP LtdPartn.UtsNPV COM 87233Q108 368,093.52 7076 7,076 3 7,076
TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 981,557.84 47032 47,032 3 47,032
TEAM HEALTH HOLDINGS LLC COMMO COM 87817A107 10,501,984.00 600800 600,800 1 600,800
TEAM HEALTH HOLDINGS LLC COMMO COM 87817A107 268,824.92 15379 15,379 3 15,379
Tech Data Corp ComStkUSD0.0015 COM 878237106 920,566.00 18100 18,100 2 18,100
Tech Data Corp ComStkUSD0.0015 COM 878237106 9,478,320.46 186361 186,361 3 186,361
Techne Corp Common Stk USD0.01 COM 878377100 9,922,374.00 138600 138,600 1 138,600
Techne Corp Common Stk USD0.01 COM 878377100 980,783.00 13700 13,700 2 13,700
Techne Corp Common Stk USD0.01 COM 878377100 12,649,953.00 176700 176,700 3 176,700
TeckResour.'B'Sub.VotingComNPV COM 878742204 63,022,295.38 1281322 1,281,322 2 1,281,322
TeckResour.'B'Sub.VotingComNPV COM 878742204 10,784,728.30 219267 219,267 3 219,267
TeckResour.'B'Sub.VotingComNPV COM 878742204 747,125.76 15190 15,190 4 15,190
TeckResour.'B'Sub.VotingComNPV COM 878742204 306,965.89 6241 6,241 7 6,241
TeckResour.'B'SubVtgComNPV(US) COM 878742204 75,871.62 1431 1,431 2 1,431
Teco Energy Common Stock USD1 COM 872375100 5,106,472.00 272200 272,200 3 272,200
TEConnectivityLtdCHF1.55 COM H8912P106 1,880,280.00 54000 54,000 2 54,000
TEConnectivityLtdCHF1.55 COM H8912P106 22,332,120.38 641359 641,359 3 641,359
TEConnectivityLtdCHF1.55 COM H8912P106 1,918,582.00 55100 55,100 5 55,100
TEConnectivityLtdCHF1.55 COM H8912P106 151,467.00 4350 4,350 7 4,350
Telec.DeSaoPauloADR(Rp1000Prf) COM 87929A102 206,892.00 8400 8,400 2 8,400
Telec.DeSaoPauloADR(Rp1000Prf) COM 87929A102 6,895,069.98 279946 279,946 3 279,946
TelecomArgent. ADR(Rep10'B'Sh) COM 879273209 1,428,480.00 57600 57,600 3 57,600
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 439,535.00 8500 8,500 2 8,500
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 646,375.00 12500 12,500 3 12,500
TelefonosDeMexico ADR(Cv20'L') COM 879403780 169,818.00 9300 9,300 2 9,300
TelefonosDeMexico ADR(Cv20'L') COM 879403780 5,859,634.00 320900 320,900 3 320,900
Telephone&DataSysComStkUSD0.01 COM 879433100 144,910.00 4300 4,300 3 4,300
TelNorteLesteParADR(Rep 1Pref) COM 879246106 12,270.44 700 700 2 700
TelNorteLesteParADR(Rep 1Pref) COM 879246106 5,983,504.77 341345 341,345 3 341,345
Telular Corp Com Stk USD0.01 COM 87970T208 73,326.00 10100 10,100 2 10,100
Telular Corp Com Stk USD0.01 COM 87970T208 303,468.00 41800 41,800 3 41,800
Tennant Company ComStkUSD0.375 COM 880345103 142,936.00 3400 3,400 2 3,400
Tennant Company ComStkUSD0.375 COM 880345103 218,608.00 5200 5,200 3 5,200
Teradata Corp ComStock USD0.01 COM 88076W103 1,353,690.00 26700 26,700 2 26,700
Teradata Corp ComStock USD0.01 COM 88076W103 11,837,436.00 233480 233,480 3 233,480
Teradyne Inc Comm Stk USD0.125 COM 880770102 4,457,843.00 250300 250,300 2 250,300
Teradyne Inc Comm Stk USD0.125 COM 880770102 45,278,363.00 2542300 2,542,300 3 2,542,300
Teradyne Inc Comm Stk USD0.125 COM 880770102 167,414.00 9400 9,400 5 9,400
Terex Corp CommonStock USD0.01 COM 880779103 33,302,108.40 899085 899,085 3 899,085
Terex Corp CommonStock USD0.01 COM 880779103 3,321,191.60 89665 89,665 4 89,665
Terex Corp CommonStock USD0.01 COM 880779103 234,833.60 6340 6,340 7 6,340
Terra Nitrogen Company LP NPV COM 881005201 573,277.60 4904 4,904 2 4,904
Terra Nitrogen Company LP NPV COM 881005201 6,725,841.50 57535 57,535 3 57,535
Tessco Technologies CS USD0.01 COM 872386107 106,133.50 9229 9,229 3 9,229
TetraTechnologiesComStkUSD0.01 COM 88162F105 326,480.00 21200 21,200 2 21,200
TetraTechnologiesComStkUSD0.01 COM 88162F105 1,190,666.40 77316 77,316 3 77,316
Teva Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 5,293,085.51 105503 105,503 2 105,503
Teva Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 1,960,794.11 39083 39,083 3 39,083
Texas Instruments Com USD1 COM 882508104 6,494,584.32 187922 187,922 2 187,922
Texas Instruments Com USD1 COM 882508104 57,781,693.44 1671924 1,671,924 3 1,671,924
Texas Instruments Com USD1 COM 882508104 179,712.00 5200 5,200 5 5,200
TexasCap Bancshs ComStkUSD0.01 COM 88224Q107 19,528,886.00 751400 751,400 1 751,400
TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 341,872.00 9200 9,200 2 9,200
TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 813,804.00 21900 21,900 3 21,900
TheCorpExecBoard ComStkUSD0.01 COM 21988R102 88,814.00 2200 2,200 3 2,200
TheMen'sWearhouseComStkUSD0.01 COM 587118100 57,721,686.00 2133100 2,133,100 1 2,133,100
TheMen'sWearhouseComStkUSD0.01 COM 587118100 1,104,048.00 40800 40,800 3 40,800
ThermoFisherScient.ComStk USD1 COM 883556102 30,542,278.80 549816 549,816 1 549,816
ThermoFisherScient.ComStk USD1 COM 883556102 272,195.00 4900 4,900 2 4,900
ThermoFisherScient.ComStk USD1 COM 883556102 6,584,841.45 118539 118,539 3 118,539
ThermoFisherScient.ComStk USD1 COM 883556102 1,664,278.00 29960 29,960 4 29,960
ThermoFisherScient.ComStk USD1 COM 883556102 1,249,875.00 22500 22,500 5 22,500
ThermoFisherScient.ComStk USD1 COM 883556102 13,554.20 244 244 7 244
ThomsonReutComNPV(Canad.List.) COM 884903105 113,337,387.10 3112155 3,112,155 3 3,112,155
ThomsonReutComNPV(Canad.List.) COM 884903105 180,449.48 4955 4,955 7 4,955
Tibco Software ComStk USD0.001 COM 88632Q103 27,473,450.00 1008200 1,008,200 1 1,008,200
Tibco Software ComStk USD0.001 COM 88632Q103 842,025.00 30900 30,900 3 30,900
TICC Cap Corp ComStock USD0.01 COM 87244T109 286,968.00 26400 26,400 2 26,400
TICC Cap Corp ComStock USD0.01 COM 87244T109 659,809.00 60700 60,700 3 60,700
Tidewater Inc Com Stk USD0.10 COM 886423102 335,160.00 5600 5,600 2 5,600
Tidewater Inc Com Stk USD0.10 COM 886423102 2,076,795.00 34700 34,700 3 34,700
Tiffany & Co Com Stk USD0.01 COM 886547108 92,160.00 1500 1,500 2 1,500
Tiffany & Co Com Stk USD0.01 COM 886547108 2,082,201.60 33890 33,890 3 33,890
Tim Hortons Inc CmStk USD0.001 COM 88706M103 1,014,944.00 22400 22,400 2 22,400
Tim Hortons Inc CmStk USD0.001 COM 88706M103 4,880,249.48 107708 107,708 3 107,708
TimberlandCo.ClsAComStkUSD0.01 COM 887100105 317,933.00 7700 7,700 2 7,700
TimberlandCo.ClsAComStkUSD0.01 COM 887100105 289,030.00 7000 7,000 3 7,000
TimeWarnerCable ComStk USD0.01 COM 88732J207 1,383,996.00 19400 19,400 2 19,400
TimeWarnerCable ComStk USD0.01 COM 88732J207 12,082,570.44 169366 169,366 3 169,366
TimeWarnerInc CommonStkUSD0.01 COM 887317303 1,172,566.50 32845 32,845 2 32,845
TimeWarnerInc CommonStkUSD0.01 COM 887317303 9,352,543.20 261976 261,976 3 261,976
Timken Co Common Stock NPV COM 887389104 538,690.00 10300 10,300 2 10,300
Timken Co Common Stock NPV COM 887389104 439,320.00 8400 8,400 3 8,400
TJX Corp Common Stk USD1 COM 872540109 16,407,170.25 329925 329,925 1 329,925
TJX Corp Common Stk USD1 COM 872540109 4,003,165.54 80498 80,498 2 80,498
TJX Corp Common Stk USD1 COM 872540109 38,613,604.45 776465 776,465 3 776,465
TJX Corp Common Stk USD1 COM 872540109 94,487.00 1900 1,900 5 1,900
TNS Inc Common Stock USD0.001 COM 872960109 10,036,375.29 644597 644,597 1 644,597
Tompkins Fin Cp ComStk USD0.10 COM 890110109 45,705.00 1100 1,100 3 1,100
Torchmark Common USD1 COM 891027104 352,344.00 5300 5,300 2 5,300
Torchmark Common USD1 COM 891027104 2,087,472.00 31400 31,400 3 31,400
Torchmark Common USD1 COM 891027104 79,776.00 1200 1,200 5 1,200
ToreadorResCorpCmStkUSD0.15625 COM 891050106 1,465,088.24 135908 135,908 3 135,908
Toro Com Stk USD1 COM 891092108 450,296.00 6800 6,800 2 6,800
Toro Com Stk USD1 COM 891092108 2,350,810.00 35500 35,500 3 35,500
Toronto Dom.Bk.Common NPV COM 891160509 276,319,133.42 3364855 3,364,855 2 3,364,855
Toronto Dom.Bk.Common NPV COM 891160509 43,072,002.63 524506 524,506 3 524,506
Toronto Dom.Bk.Common NPV COM 891160509 2,560,886.63 31185 31,185 4 31,185
Toronto Dom.Bk.Common NPV COM 891160509 41,059.59 500 500 5 500
Toronto Dom.Bk.Common NPV COM 891160509 440,076.69 5359 5,359 7 5,359
Toronto-Dominion Bk ComNPV(US) COM 891160509 84,869.22 958 958 2 958
TotalSpoADR(EachRep1OrdEUR2.5) COM 89151E109 93,832.83 1539 1,539 2 1,539
Tower Bancorp Inc CommonStkNPV COM 891709107 72,041.28 3232 3,232 3 3,232
TowersWatsonAndCo A CS USD0.01 COM 891894107 12,994,278.00 234300 234,300 1 234,300
TPC Group Inc Common Stock NPV COM 89236Y104 115,480.00 4000 4,000 2 4,000
TPC Group Inc Common Stock NPV COM 89236Y104 300,248.00 10400 10,400 3 10,400
Tractor Supply CommStkUSD0.008 COM 892356106 1,035,578.00 17300 17,300 2 17,300
Tractor Supply CommStkUSD0.008 COM 892356106 3,974,704.00 66400 66,400 3 66,400
TransAlta Corp Common NPV COM 89346D107 293,446.86 15000 15,000 2 15,000
TransAlta Corp Common NPV COM 89346D107 1,578,744.11 80700 80,700 3 80,700
Transatlantic Hldgs ComStkUSD1 COM 893521104 1,752,120.00 36000 36,000 2 36,000
Transatlantic Hldgs ComStkUSD1 COM 893521104 12,365,684.24 254072 254,072 3 254,072
TransAtlantic Petroleum ComNPV COM G89982105 51,011,639.27 17766043 17,766,043 3 17,766,043
TransCanada Corp Common NPV COM 89353D107 3,118,996.52 82900 82,900 3 82,900
Transocean Limited CHF15 COM H8817H100 189,059.31 16500 16,500 3 16,500
Transocean Ltd USD0.01 (Regd) COM H8817H100 358,570.00 4600 4,600 2 4,600
Transocean Ltd USD0.01 (Regd) COM H8817H100 1,005,555.00 12900 12,900 3 12,900
Transocean Ltd USD0.01 (Regd) COM H8817H100 252,480.05 3239 3,239 7 3,239
Travelers Co's CommonStock NPV COM 89417E109 2,247,213.88 37781 37,781 2 37,781
Travelers Co's CommonStock NPV COM 89417E109 37,136,219.04 624348 624,348 3 624,348
Travelers Co's CommonStock NPV COM 89417E109 875,961.96 14727 14,727 4 14,727
Travelers Co's CommonStock NPV COM 89417E109 1,384,099.60 23270 23,270 5 23,270
Travelers Co's CommonStock NPV COM 89417E109 296,924.16 4992 4,992 7 4,992
Travelzoo Inc Com Stk USD0.01 COM 89421Q106 312,973.00 4700 4,700 3 4,700
Trimble Navigation Com Stk NPV COM 896239100 9,059,901.48 179262 179,262 3 179,262
Trina Solar SpnADR(EchRp50Ord) COM 89628E104 466,860.00 15500 15,500 2 15,500
Trina Solar SpnADR(EchRp50Ord) COM 89628E104 4,114,392.00 136600 136,600 3 136,600
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 172,872.00 8400 8,400 2 8,400
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 47,334.00 2300 2,300 3 2,300
TriQuintSemicon.ComStkUSD0.001 COM 89674K103 72,296.00 5600 5,600 2 5,600
TriQuintSemicon.ComStkUSD0.001 COM 89674K103 608,061.00 47100 47,100 3 47,100
TrustCo Bank Common Stock USD1 COM 898349105 116,228.00 19600 19,600 3 19,600
Trustmark Corp Common Stk NPV COM 898402102 473,084.00 20200 20,200 2 20,200
Trustmark Corp Common Stk NPV COM 898402102 9,946,474.00 424700 424,700 3 424,700
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 1,613,844.00 29300 29,300 2 29,300
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 38,649,580.92 701699 701,699 3 701,699
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 71,604.00 1300 1,300 5 1,300
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 1,839,068.00 30800 30,800 2 30,800
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 22,462,902.00 376200 376,200 3 376,200
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 101,507.00 1700 1,700 5 1,700
TurkcellIlet.ADS(Rep2.5OrdShs) COM 900111204 129,258.00 8600 8,600 2 8,600
TurkcellIlet.ADS(Rep2.5OrdShs) COM 900111204 210,420.00 14000 14,000 3 14,000
Tutor Perini Corp Com Stk USD1 COM 901109108 31,668.00 1300 1,300 5 1,300
TW Telecom Inc Com Stk USD0.01 COM 87311L104 16,581,523.20 863621 863,621 1 863,621
TW Telecom Inc Com Stk USD0.01 COM 87311L104 545,280.00 28400 28,400 3 28,400
Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 67,155.00 1500 1,500 3 1,500
Tyson Foods Class'A'ComUSD0.10 COM 902494103 1,120,696.00 58400 58,400 2 58,400
Tyson Foods Class'A'ComUSD0.10 COM 902494103 11,778,822.00 613800 613,800 3 613,800
U.S.Bancorp Com Stk USD0.01 COM 902973304 1,272,630.93 48151 48,151 2 48,151
U.S.Bancorp Com Stk USD0.01 COM 902973304 4,367,848.23 165261 165,261 3 165,261
UBS AG CHF0.10 (Regd) COM H89231338 230,106.01 87982 87,982 2 87,982
UBS AG CHF0.10 (Regd) COM H89231338 25,437,199.28 9726020 9,726,020 3 9,726,020
UBS AG CHF0.10 (Regd) COM H89231338 297,315.94 113680 113,680 4 113,680
UBS AG CHF0.10 (Regd) COM H89231338 16,659.95 6370 6,370 5 6,370
UBS AG CHF0.10 (Regd) COM H89231338 326.92 125 125 7 125
UGI Corporation Comm Stock NPV COM 902681105 759,990.00 23100 23,100 2 23,100
UGI Corporation Comm Stock NPV COM 902681105 21,985,392.10 668249 668,249 3 668,249
UIL Holdings Corp Com Stk NPV COM 902748102 676,842.04 22177 22,177 3 22,177
Ultra Petrol.Com NPV(US List.) COM 903914109 56,203,903.00 1141196 1,141,196 3 1,141,196
Ultra Petrol.Com NPV(US List.) COM 903914109 161,293.75 3275 3,275 7 3,275
UltraparPart.SpnADR(EchRp1Prf) COM 90400P101 8,983,703.40 530012 530,012 2 530,012
UltraparPart.SpnADR(EchRp1Prf) COM 90400P101 18,182,875.20 1072736 1,072,736 3 1,072,736
Unifirst Corp Com Stk USD0.10 COM 904708104 26,505.00 500 500 5 500
Union Pacific Cp.ComStkUSD2.50 COM 907818108 2,350,087.00 23900 23,900 2 23,900
Union Pacific Cp.ComStkUSD2.50 COM 907818108 11,809,433.00 120100 120,100 3 120,100
Unisource Energy CommonStk NPV COM 909205106 32,751,845.00 906500 906,500 1 906,500
Unisource Energy CommonStk NPV COM 909205106 451,625.00 12500 12,500 2 12,500
Unisource Energy CommonStk NPV COM 909205106 4,640,501.07 128439 128,439 3 128,439
Unisys Corp Common Stk USD0.01 COM 909214306 986,552.00 31600 31,600 2 31,600
Unisys Corp Common Stk USD0.01 COM 909214306 12,716,842.60 407330 407,330 3 407,330
Unit Corporation ComStk USD0.2 COM 909218109 334,530.00 5400 5,400 2 5,400
United Online ComStk USD0.0001 COM 911268100 198,607.50 31500 31,500 2 31,500
United Online ComStk USD0.0001 COM 911268100 336,794.19 53417 53,417 3 53,417
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 23,823,473.60 527068 527,068 1 527,068
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 3,073,600.00 68000 68,000 2 68,000
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 52,187,603.60 1154593 1,154,593 3 1,154,593
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1,111,468.00 24590 24,590 4 24,590
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1,152,600.00 25500 25,500 5 25,500
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 9,944.00 220 220 7 220
UnitedNaturalFoodsCmStkUSD0.01 COM 911163103 58,266.00 1300 1,300 3 1,300
Unitrin Inc Common Stk USD0.10 COM 913275103 321,152.00 10400 10,400 2 10,400
Unitrin Inc Common Stk USD0.10 COM 913275103 4,419,669.12 143124 143,124 3 143,124
Universal Corp Com Stk NPV COM 913456109 474,586.00 10900 10,900 2 10,900
Universal Corp Com Stk NPV COM 913456109 11,952,905.58 274527 274,527 3 274,527
Universal Travel Grp ComStkNPV COM 91388Q202 198,592.00 46400 46,400 2 46,400
Universal Travel Grp ComStkNPV COM 91388Q202 1,260,460.00 294500 294,500 3 294,500
UniversalAmerFin ComStkUSD0.01 COM 91338E101 1,608,282.00 70200 70,200 3 70,200
UniversalHlthClsBComStkUSD0.01 COM 913903100 49,638,373.02 1004622 1,004,622 1 1,004,622
UniversalHlthClsBComStkUSD0.01 COM 913903100 395,280.00 8000 8,000 2 8,000
UniversalHlthClsBComStkUSD0.01 COM 913903100 2,128,039.29 43069 43,069 3 43,069
UniversalInsuranceCmStkUSD0.01 COM 91359V107 64,498.00 11900 11,900 2 11,900
UniversalInsuranceCmStkUSD0.01 COM 91359V107 970,890.02 179131 179,131 3 179,131
UnivestCp ofPennsyl ComStkUSD5 COM 915271100 30,124.00 1700 1,700 3 1,700
Unum Group CommonStock USD0.10 COM 91529Y106 14,768,958.75 562627 562,627 1 562,627
Unum Group CommonStock USD0.10 COM 91529Y106 1,674,750.00 63800 63,800 2 63,800
Unum Group CommonStock USD0.10 COM 91529Y106 22,106,385.00 842148 842,148 3 842,148
Unum Group CommonStock USD0.10 COM 91529Y106 818,737.50 31190 31,190 4 31,190
Unum Group CommonStock USD0.10 COM 91529Y106 44,625.00 1700 1,700 5 1,700
Unum Group CommonStock USD0.10 COM 91529Y106 7,035.00 268 268 7 268
UrbanOutfittersComStkUSD0.0001 COM 917047102 4,853,400.66 162702 162,702 1 162,702
UrbanOutfittersComStkUSD0.0001 COM 917047102 32,128,610.31 1077057 1,077,057 3 1,077,057
UrbanOutfittersComStkUSD0.0001 COM 917047102 1,412,003.05 47335 47,335 4 47,335
UrbanOutfittersComStkUSD0.0001 COM 917047102 1,324,452.00 44400 44,400 5 44,400
UrbanOutfittersComStkUSD0.0001 COM 917047102 610,948.23 20481 20,481 7 20,481
UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 58,962.00 3100 3,100 2 3,100
UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 58,962.00 3100 3,100 3 3,100
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 58,084.00 2600 2,600 2 2,600
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 233,743.42 10463 10,463 3 10,463
USA Mobility Com.Stk USD0.0001 COM 90341G103 389,512.00 26900 26,900 2 26,900
USA Mobility Com.Stk USD0.0001 COM 90341G103 4,959,400.00 342500 342,500 3 342,500
USGbl Inv.Inc'A'ComStkUSD0.025 COM 902952100 15,409.00 1900 1,900 3 1,900
Utd Bankshares Com Stk USD2.50 COM 909907107 121,992.00 4600 4,600 2 4,600
Utd Parcels Serv.Cls B USD0.01 COM 911312106 5,311,204.48 71464 71,464 2 71,464
Utd Parcels Serv.Cls B USD0.01 COM 911312106 28,853,327.92 388231 388,231 3 388,231
Utd Parcels Serv.Cls B USD0.01 COM 911312106 126,344.00 1700 1,700 5 1,700
Utd Technologies Com Stk USD1 COM 913017109 38,072,522.60 449764 449,764 1 449,764
Utd Technologies Com Stk USD1 COM 913017109 6,881,621.75 81295 81,295 2 81,295
Utd Technologies Com Stk USD1 COM 913017109 55,072,443.50 650590 650,590 3 650,590
Utd Technologies Com Stk USD1 COM 913017109 2,046,837.00 24180 24,180 4 24,180
Utd Technologies Com Stk USD1 COM 913017109 17,607.20 208 208 7 208
UtdFire&CasualtyComStkUSD3.333 COM 910331107 175,827.00 8700 8,700 2 8,700
UtdFire&CasualtyComStkUSD3.333 COM 910331107 294,520.33 14573 14,573 3 14,573
Vaalco Energy Inc CS USD0.10 COM 91851C201 148,216.00 19100 19,100 2 19,100
Vaalco Energy Inc CS USD0.10 COM 91851C201 4,227,648.00 544800 544,800 3 544,800
Vaalco Energy Inc CS USD0.10 COM 91851C201 25,608.00 3300 3,300 5 3,300
Valassis Comm IncComStkUSD0.01 COM 918866104 40,796.00 1400 1,400 2 1,400
Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 55,679,792.65 1669559 1,669,559 2 1,669,559
Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 361,531,908.95 10840537 10,840,537 3 10,840,537
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 292,236.00 9800 9,800 2 9,800
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 18,130,560.00 608000 608,000 3 608,000
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 140,154.00 4700 4,700 5 4,700
ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 73,303,798.32 2483191 2,483,191 2 2,483,191
ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 470,522,851.92 15939121 15,939,121 3 15,939,121
Validus Holdings Ltd USD0.175 COM G9319H102 1,006,566.00 30200 30,200 2 30,200
Validus Holdings Ltd USD0.175 COM G9319H102 29,966,236.41 899077 899,077 3 899,077
Valspar Corp Common StkUSD0.50 COM 920355104 105,570.00 2700 2,700 3 2,700
ValueClickInc Com Stk USD0.001 COM 92046N102 819,315.00 56700 56,700 2 56,700
ValueClickInc Com Stk USD0.001 COM 92046N102 732,615.00 50700 50,700 3 50,700
VANGUARD DIVIDEND APPREC ETF COM 921908844 376,080.25 6775 6,775 7 6,775
VarianMedicalSystemsComStkUSD1 COM 92220P105 1,454,260.00 21500 21,500 2 21,500
VarianMedicalSystemsComStkUSD1 COM 92220P105 7,301,399.80 107945 107,945 3 107,945
VarianSemiconEquipAssoc. USD1 COM 922207105 1,976,002.00 40600 40,600 2 40,600
VarianSemiconEquipAssoc. USD1 COM 922207105 17,331,387.00 356100 356,100 3 356,100
VarianSemiconEquipAssoc. USD1 COM 922207105 92,473.00 1900 1,900 5 1,900
VCA Antech Inc ComStk USD0.001 COM 918194101 8,046,849.00 319700 319,700 1 319,700
Vectren Corp. Common Stock NPV COM 92240G101 187,680.00 6900 6,900 2 6,900
Vectren Corp. Common Stock NPV COM 92240G101 12,267,716.80 451019 451,019 3 451,019
VeecoInstruments CmStk USD0.01 COM 922417100 2,760,612.00 54300 54,300 2 54,300
VeecoInstruments CmStk USD0.01 COM 922417100 36,121,820.00 710500 710,500 3 710,500
VeecoInstruments CmStk USD0.01 COM 922417100 106,764.00 2100 2,100 5 2,100
Ventas Inc. REIT USD0.25 COM 92276F100 1,938,510.00 35700 35,700 3 35,700
VeriFone Sys Inc ComStkUSD0.01 COM 92342Y109 21,227,185.00 386300 386,300 1 386,300
VeriFone Sys Inc ComStkUSD0.01 COM 92342Y109 752,815.00 13700 13,700 3 13,700
Verisign Inc Com Stk USD0.001 COM 92343E102 93,450,116.22 2580782 2,580,782 1 2,580,782
Verisign Inc Com Stk USD0.001 COM 92343E102 3,281,205.36 90616 90,616 3 90,616
VERISK ANALYTICS INC-CL A COMM COM 92345Y106 80,576,692.56 2459606 2,459,606 1 2,459,606
VERISK ANALYTICS INC-CL A COMM COM 92345Y106 2,748,564.00 83900 83,900 3 83,900
Verizon Communi. ComStkUSD0.10 COM 92343V104 4,529,606.20 117530 117,530 2 117,530
Verizon Communi. ComStkUSD0.10 COM 92343V104 51,044,649.86 1324459 1,324,459 3 1,324,459
Verizon Communi. ComStkUSD0.10 COM 92343V104 138,744.00 3600 3,600 5 3,600
Vertex Pharma Comm Stk USD0.01 COM 92532F100 478,581.05 9985 9,985 3 9,985
Vertro Inc Common Stk USD0.001 COM 92535G204 3,520.00 1000 1,000 3 1,000
VF Corporation Common Stk USD1 COM 918204108 876,917.00 8900 8,900 3 8,900
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 1,507,248.00 32400 32,400 2 32,400
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 8,675,980.00 186500 186,500 3 186,500
VillageSuperMkt Cls'A'CmStkNPV COM 927107409 34,920.00 1200 1,200 3 1,200
Virgin Media Inc ComStkUSD0.01 COM 92769L101 2,041,175.50 73450 73,450 3 73,450
Virgin Media Inc ComStkUSD0.01 COM 92769L101 1,250,550.00 45000 45,000 5 45,000
Virginia Commerce Com Stk USD1 COM 92778Q109 49,938.00 8700 8,700 3 8,700
VirginMedia USD0.01 (LdnList) COM 92769L101 25,777,802,135.97 9489707 9,489,707 3 9,489,707
VirginMedia USD0.01 (LdnList) COM 92769L101 152,607,127.28 56180 56,180 4 56,180
VirginMedia USD0.01 (LdnList) COM 92769L101 12,305,273.88 4530 4,530 7 4,530
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 28,620,732.06 388763 388,763 1 388,763
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 846,630.00 11500 11,500 2 11,500
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 50,062,041.72 680006 680,006 3 680,006
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 2,352,159.00 31950 31,950 4 31,950
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,354,608.00 18400 18,400 5 18,400
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,053,502.20 14310 14,310 7 14,310
Vishay Intertech.CommonUSD0.10 COM 928298108 2,813,564.00 158600 158,600 2 158,600
Vishay Intertech.CommonUSD0.10 COM 928298108 40,165,666.20 2264130 2,264,130 3 2,264,130
Vishay Intertech.CommonUSD0.10 COM 928298108 131,276.00 7400 7,400 5 7,400
VivoParticipac.ADR(Rep1PrefSh) COM 92855S200 20,048,185.44 496488 496,488 2 496,488
VivoParticipac.ADR(Rep1PrefSh) COM 92855S200 155,953,455.48 3862146 3,862,146 3 3,862,146
Vodafone ADR(10 USD0.11428571) COM 92857W209 139,178.75 4841 4,841 2 4,841
Volcano Corp Com.Stk USD0.001 COM 928645100 9,077,760.00 354600 354,600 1 354,600
VOLCOM INC ComStk USD0.01 COM 92864N101 10,499,098.00 566600 566,600 1 566,600
VornadoRealtyTstComStk USD0.04 COM 929042109 35,000.00 400 400 3 400
VornadoRealtyTstComStk USD0.04 COM 929042109 35,000.00 400 400 5 400
VSE Corp Common Stock USD0.05 COM 918284100 14,855.00 500 500 3 500
W&T Offshore ComStk USD0.00001 COM 92922P106 1,428,933.00 62700 62,700 2 62,700
W&T Offshore ComStk USD0.00001 COM 92922P106 2,381,555.00 104500 104,500 3 104,500
W.P. Carey & Co. CommonStk NPV COM 92930Y107 32,130.00 900 900 2 900
Wabash National ComStk USD0.01 COM 929566107 12,139,314.00 1048300 1,048,300 1 1,048,300
Wabtec Corp CommonStockUSD0.01 COM 929740108 30,496,368.00 449600 449,600 1 449,600
Wabtec Corp CommonStockUSD0.01 COM 929740108 746,130.00 11000 11,000 3 11,000
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 2,343,197.00 57700 57,700 2 57,700
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 24,041,120.00 592000 592,000 3 592,000
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 93,403.00 2300 2,300 5 2,300
Walgreen Co ComStk USD0.078125 COM 931422109 3,863,113.74 96241 96,241 2 96,241
Walgreen Co ComStk USD0.078125 COM 931422109 41,420,706.84 1031906 1,031,906 3 1,031,906
Walgreen Co ComStk USD0.078125 COM 931422109 180,630.00 4500 4,500 5 4,500
Walgreen Co ComStk USD0.078125 COM 931422109 590,058.00 14700 14,700 7 14,700
Wal-Mart Stores Com.USD0.10 COM 931142103 27,511,860.30 528566 528,566 1 528,566
Wal-Mart Stores Com.USD0.10 COM 931142103 8,641,497.15 166023 166,023 2 166,023
Wal-Mart Stores Com.USD0.10 COM 931142103 125,846,594.10 2417802 2,417,802 3 2,417,802
Wal-Mart Stores Com.USD0.10 COM 931142103 2,365,204.05 45441 45,441 4 45,441
Wal-Mart Stores Com.USD0.10 COM 931142103 2,685,780.00 51600 51,600 5 51,600
Wal-Mart Stores Com.USD0.10 COM 931142103 435,398.25 8365 8,365 7 8,365
Walt Disney Co Com Stk USD0.01 COM 254687106 33,200,931.18 770502 770,502 1 770,502
Walt Disney Co Com Stk USD0.01 COM 254687106 2,166,220.48 50272 50,272 2 50,272
Walt Disney Co Com Stk USD0.01 COM 254687106 6,132,654.98 142322 142,322 3 142,322
Walt Disney Co Com Stk USD0.01 COM 254687106 1,805,040.10 41890 41,890 4 41,890
Walt Disney Co Com Stk USD0.01 COM 254687106 15,167.68 352 352 7 352
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 24,504,433.34 180938 180,938 1 180,938
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 1,191,784.00 8800 8,800 2 8,800
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 64,543,229.40 476580 476,580 3 476,580
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 3,624,783.95 26765 26,765 4 26,765
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 1,760,590.00 13000 13,000 5 13,000
Walter EnergyInc ComStkUSD0.01 COM 93317Q105 610,924.73 4511 4,511 7 4,511
Walter Inv Mgmt REIT USD0.01 COM 93317W102 226,320.03 14031 14,031 3 14,031
Warnaco Group Comm Stk USD0.01 COM 934390402 400,330.00 7000 7,000 2 7,000
Warnaco Group Comm Stk USD0.01 COM 934390402 377,454.00 6600 6,600 3 6,600
WarrenResIncComStkUSD0.0001 COM 93564A100 35,770.00 7000 7,000 3 7,000
Washington Post 'B'ComStk USD1 COM 939640108 1,268,924.00 2900 2,900 3 2,900
WashingtonTrustBancCSUSD0.0625 COM 940610108 89,642.24 3776 3,776 3 3,776
Waste Management ComStkUSD0.01 COM 94106L109 1,131,402.00 30300 30,300 2 30,300
Waste Management ComStkUSD0.01 COM 94106L109 13,100,739.00 350850 350,850 3 350,850
Waste Management ComStkUSD0.01 COM 94106L109 507,824.00 13600 13,600 7 13,600
WasteConnections ComStkUSD0.01 COM 941053100 44,276,083.42 1537898 1,537,898 1 1,537,898
Waters Corp Common Stk USD0.01 COM 941848103 2,216,645.20 25508 25,508 2 25,508
Waters Corp Common Stk USD0.01 COM 941848103 16,893,360.00 194400 194,400 3 194,400
Waters Corp Common Stk USD0.01 COM 941848103 1,216,600.00 14000 14,000 7 14,000
Watson Pharm.Com Stk USD0.0033 COM 942683103 1,377,846.00 24600 24,600 3 24,600
WD-40 Company Com Stk USD0.001 COM 929236107 347,188.00 8200 8,200 3 8,200
Websense Inc Com Stk USD0.01 COM 947684106 12,798,884.00 557200 557,200 1 557,200
Websense Inc Com Stk USD0.01 COM 947684106 392,787.00 17100 17,100 3 17,100
Weingarten Realty REIT USD0.03 COM 948741103 171,184.86 6831 6,831 3 6,831
Weis Markets Common Stock NPV COM 948849104 157,794.00 3900 3,900 2 3,900
Weis Markets Common Stock NPV COM 948849104 865,844.00 21400 21,400 3 21,400
WellPoint Inc Com Stk USD0.01 COM 94973V107 125,622.00 1800 1,800 2 1,800
WellPoint Inc Com Stk USD0.01 COM 94973V107 51,236,049.34 734146 734,146 3 734,146
WellPoint Inc Com Stk USD0.01 COM 94973V107 1,290,766.05 18495 18,495 4 18,495
WellPoint Inc Com Stk USD0.01 COM 94973V107 3,391,794.00 48600 48,600 5 48,600
WellPoint Inc Com Stk USD0.01 COM 94973V107 1,487,085.32 21308 21,308 7 21,308
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 5,710,083.12 180072 180,072 2 180,072
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 24,742,964.19 780289 780,289 3 780,289
Wendys/ArbysGrpIncComStkUSD0.1 COM 950587105 10,259,188.00 2039600 2,039,600 1 2,039,600
WesBanco Inc Com Stk USD2.0833 COM 950810101 163,609.00 7900 7,900 2 7,900
West Bancorporation ComStk NPV COM 95123P106 19,183.92 2404 2,404 3 2,404
West Pharmaceut.ComStk USD0.25 COM 955306105 57,384,395.20 1281760 1,281,760 1 1,281,760
West Pharmaceut.ComStk USD0.25 COM 955306105 604,395.00 13500 13,500 3 13,500
Westamerica Bancorp CommStkNPV COM 957090103 20,563,411.00 400300 400,300 1 400,300
Westamerica Bancorp CommStkNPV COM 957090103 251,713.00 4900 4,900 2 4,900
Westar Energy CommonStock USD5 COM 95709T100 47,067,230.00 1781500 1,781,500 1 1,781,500
Westar Energy CommonStock USD5 COM 95709T100 480,844.00 18200 18,200 2 18,200
Westar Energy CommonStock USD5 COM 95709T100 8,827,899.54 334137 334,137 3 334,137
Westell Tech.'A'ComStk USD0.01 COM 957541105 74,200.00 21200 21,200 3 21,200
Western Digital ComStk USD0.01 COM 958102105 4,316,242.92 115748 115,748 2 115,748
Western Digital ComStk USD0.01 COM 958102105 48,887,749.35 1311015 1,311,015 3 1,311,015
Western Digital ComStk USD0.01 COM 958102105 205,095.00 5500 5,500 5 5,500
Western Union Co.CmStk USD0.01 COM 959802109 920,111.00 44300 44,300 2 44,300
Western Union Co.CmStk USD0.01 COM 959802109 1,030,192.00 49600 49,600 3 49,600
WGL Holdings Inc Com Stock NPV COM 92924F106 179,400.00 4600 4,600 2 4,600
WGL Holdings Inc Com Stock NPV COM 92924F106 16,000,725.00 410275 410,275 3 410,275
Whirlpool Corp CommonStockUSD1 COM 963320106 452,408.00 5300 5,300 3 5,300
WhiteMountainsIns. ComStk USD1 COM G9618E107 8,740.80 24 24 7 24
WhitingPetroleum CmStkUSD0.001 COM 966387102 88,140.00 1200 1,200 2 1,200
WhitingPetroleum CmStkUSD0.001 COM 966387102 6,845,540.00 93200 93,200 3 93,200
WhitingPetroleum CmStkUSD0.001 COM 966387102 95,485.00 1300 1,300 5 1,300
Whole Foods Market Com Stk NPV COM 966837106 481,070.00 7300 7,300 3 7,300
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 660,920.00 13000 13,000 2 13,000
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 7,636,168.00 150200 150,200 3 150,200
Williams-Sonoma ComStk USD0.01 COM 969904101 64,800.00 1600 1,600 3 1,600
Williams-Sonoma ComStk USD0.01 COM 969904101 64,800.00 1600 1,600 5 1,600
Willis Grp HldgsOrdUSD0.000115 COM G96666105 38,729,456.00 959600 959,600 1 959,600
Willis Grp HldgsOrdUSD0.000115 COM G96666105 2,118,900.00 52500 52,500 3 52,500
WilmingtonTstCpCommonStockUSD1 COM 971807102 12,656.00 2800 2,800 7 2,800
WimmBillDannFoodsADR(4Rep1Ord) COM 97263M109 2,479,189.84 74072 74,072 3 74,072
Windstream Corp Com Stock NPV COM 97381W104 1,523,704.00 118300 118,300 2 118,300
Windstream Corp Com Stock NPV COM 97381W104 17,146,757.60 1331270 1,331,270 3 1,331,270
WolverineWorldWide ComStk USD1 COM 978097103 357,888.00 9600 9,600 2 9,600
WolverineWorldWide ComStk USD1 COM 978097103 3,772,736.00 101200 101,200 3 101,200
World Acceptance Com Stk NPV COM 981419104 306,440.00 4700 4,700 2 4,700
World Acceptance Com Stk NPV COM 981419104 5,802,800.00 89000 89,000 3 89,000
World Wresting Com Stk USD0.01 COM 98156Q108 282,825.00 22500 22,500 3 22,500
WUXI PHARMATECH INC ADR (EACH COM 929352102 18,177,868.00 1175800 1,175,800 4 1,175,800
WUXI PHARMATECH INC ADR (EACH COM 929352102 14,943,465.94 966589 966,589 6 966,589
WyndhamWorldwide ComStkUSD0.01 COM 98310W108 3,333,688.00 104800 104,800 3 104,800
Xcel Energy Common Stk USD2.50 COM 98389B100 468,244.00 19600 19,600 2 19,600
Xcel Energy Common Stk USD2.50 COM 98389B100 8,870,357.00 371300 371,300 3 371,300
Xerox Corp Common Stock USD1 COM 984121103 604,920.00 56800 56,800 3 56,800
Xerox Corp Common Stock USD1 COM 984121103 25,560.00 2400 2,400 7 2,400
Xilinx Inc Common Stk USD0.01 COM 983919101 2,919,200.00 89000 89,000 2 89,000
Xilinx Inc Common Stk USD0.01 COM 983919101 5,074,160.00 154700 154,700 3 154,700
Xilinx Inc Common Stk USD0.01 COM 983919101 150,880.00 4600 4,600 5 4,600
XL Group PLC Com Stk USD0.01 COM G98290102 1,161,120.00 47200 47,200 2 47,200
XL Group PLC Com Stk USD0.01 COM G98290102 7,045,440.00 286400 286,400 3 286,400
XL Group PLC Com Stk USD0.01 COM G98290102 78,720.00 3200 3,200 5 3,200
XuedaEducation ADR(EchRep2Ord) COM 98418W109 8,558,217.16 895211 895,211 4 895,211
Xyratex Limited ComStk USD0.01 COM G98268108 315,828.00 28300 28,300 2 28,300
Xyratex Limited ComStk USD0.01 COM G98268108 3,087,972.00 276700 276,700 3 276,700
Yamana Gold Inc Common NPV COM 98462Y100 983,787.78 85800 85,800 3 85,800
YamanaGold Inc Com NPV(USList) COM 98462Y100 33,752,419.70 2741870 2,741,870 1 2,741,870
YamanaGold Inc Com NPV(USList) COM 98462Y100 11,520,215.02 935842 935,842 2 935,842
YamanaGold Inc Com NPV(USList) COM 98462Y100 15,912,262.99 1292629 1,292,629 3 1,292,629
YanzhouCoalADR(Rp50HCNY1Lv3BNY COM 984846105 72,540.00 2000 2,000 4 2,000
Yingli Green Engy ADR(Rep1Ord) COM 98584B103 19,350.00 1500 1,500 4 1,500
YPF Soc.Anon.ADR(Cnv1Class'D') COM 984245100 944,248.00 21200 21,200 3 21,200
Yum Brands Inc Common Stk NPV COM 988498101 19,267,397.24 374998 374,998 1 374,998
Yum Brands Inc Common Stk NPV COM 988498101 2,301,824.00 44800 44,800 2 44,800
Yum Brands Inc Common Stk NPV COM 988498101 31,629,887.66 615607 615,607 3 615,607
Yum Brands Inc Common Stk NPV COM 988498101 1,048,152.00 20400 20,400 4 20,400
Yum Brands Inc Common Stk NPV COM 988498101 1,479,744.00 28800 28,800 5 28,800
Yum Brands Inc Common Stk NPV COM 988498101 8,734.60 170 170 7 170
Zhongpin Inc ComStock USD0.001 COM 98952K107 195,435.00 12900 12,900 2 12,900
Zhongpin Inc ComStock USD0.001 COM 98952K107 137,865.00 9100 9,100 3 9,100
62,691,728,194.52