The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1st SourceCorp CommonStock NPV COM 336901103 73,656 3,100 SH   SOLE 2 3,100 0 0
1st SourceCorp CommonStock NPV COM 336901103 553,964 23,315 SH   SOLE 3 23,315 0 0
3M Co Common Stock USD0.01 COM 88579Y101 27,230,228 249,019 SH   SOLE 1 249,019 0 0
3M Co Common Stock USD0.01 COM 88579Y101 10,609,902 97,027 SH   SOLE 2 97,027 0 0
3M Co Common Stock USD0.01 COM 88579Y101 96,568,188 883,111 SH   SOLE 3 883,111 0 0
3M Co Common Stock USD0.01 COM 88579Y101 1,899,410 17,370 SH   SOLE 4 17,370 0 0
3M Co Common Stock USD0.01 COM 88579Y101 21,870 200 SH   SOLE 7 200 0 0
Aaron's Inc Common Stk USD0.50 COM 2535300 134,448 4,800 SH   SOLE 3 4,800 0 0
Abbott Laboratories ComStk NPV COM 2824100 16,109,677 461,860 SH   SOLE 2 461,860 0 0
Abbott Laboratories ComStk NPV COM 2824100 169,441,006 4,857,827 SH   SOLE 3 4,857,827 0 0
Abbott Laboratories ComStk NPV COM 2824100 838,899 24,051 SH   SOLE 7 24,051 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 15,149,208 366,454 SH   SOLE 2 366,454 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 178,527,575 4,318,519 SH   SOLE 3 4,318,519 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 721,424 17,451 SH   SOLE 7 17,451 0 0
Abercro.&FitchCl'A'CmSkUSD0.01 COM 2896207 280,550 6,200 SH   SOLE 2 6,200 0 0
Abercro.&FitchCl'A'CmSkUSD0.01 COM 2896207 230,775 5,100 SH   SOLE 3 5,100 0 0
ABM Industries Com Stk USD0.01 COM 957100 22,600,671 922,100 SH   SOLE 1 922,100 0 0
ABM Industries Com Stk USD0.01 COM 957100 95,589 3,900 SH   SOLE 3 3,900 0 0
AcaciaResearch ComStk USD0.001 COM 3881307 84,930 3,800 SH   SOLE 3 3,800 0 0
Accenture A NewCS USD0.0000225 COM G1151C101 7,660,286 106,452 SH   SOLE 2 106,452 0 0
Accenture A NewCS USD0.0000225 COM G1151C101 80,999,687 1,125,621 SH   SOLE 3 1,125,621 0 0
AccessNatlCorp ComStk USD0.835 COM 4337101 71,390 5,500 SH   SOLE 3 5,500 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 30,875,879 345,059 SH   SOLE 1 345,059 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 7,963,720 89,000 SH   SOLE 2 89,000 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 116,331,516 1,300,084 SH   SOLE 3 1,300,084 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 1,371,728 15,330 SH   SOLE 4 15,330 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 6,745,092 75,381 SH   SOLE 7 75,381 0 0
Actavis Inc Com Stk USD0.0033 COM 00507K103 1,592,265 12,615 SH   SOLE 3 12,615 0 0
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 2,418,496 169,600 SH   SOLE 3 169,600 0 0
ActuateCorpCommonStockUSD0.001 COM 00508B102 74,368 11,200 SH   SOLE 2 11,200 0 0
ActuateCorpCommonStockUSD0.001 COM 00508B102 140,104 21,100 SH   SOLE 3 21,100 0 0
Acuity Brands Inc CmStkUSD0.01 COM 00508Y102 4,295,502 56,879 SH   SOLE 3 56,879 0 0
Adams Res Engy Com Stk USD0.10 COM 6351308 213,559 3,100 SH   SOLE 2 3,100 0 0
Adams Res Engy Com Stk USD0.10 COM 6351308 2,086,747 30,291 SH   SOLE 3 30,291 0 0
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 154,223 1,900 SH   SOLE 2 1,900 0 0
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 14,213,354 175,106 SH   SOLE 3 175,106 0 0
Aeropostale Inc Com StkUSD0.01 COM 7865108 17,301,060 1,253,700 SH   SOLE 1 1,253,700 0 0
Aeropostale Inc Com StkUSD0.01 COM 7865108 132,480 9,600 SH   SOLE 2 9,600 0 0
Aeropostale Inc Com StkUSD0.01 COM 7865108 1,822,980 132,100 SH   SOLE 3 132,100 0 0
AES Corp Common Stock USD0.01 COM 00130H105 220,616 18,400 SH   SOLE 3 18,400 0 0
Aetna Inc Common Stock NPV COM 00817Y108 5,643,178 88,813 SH   SOLE 2 88,813 0 0
Aetna Inc Common Stock NPV COM 00817Y108 65,314,482 1,027,927 SH   SOLE 3 1,027,927 0 0
AffiliatedManagers Com Stk NPV COM 8252108 19,009,335 115,953 SH   SOLE 1 115,953 0 0
AFLAC Inc. Com Stk USD0.10 COM 1055102 11,048,612 190,100 SH   SOLE 2 190,100 0 0
AFLAC Inc. Com Stk USD0.10 COM 1055102 135,888,919 2,338,075 SH   SOLE 3 2,338,075 0 0
AG MortgageInvTrstREIT USD0.01 REIT 1228105 569,943 30,300 SH   SOLE 2 30,300 0 0
AG MortgageInvTrstREIT USD0.01 REIT 1228105 6,873,174 365,400 SH   SOLE 3 365,400 0 0
AGCO Corp Common Stock USD0.01 COM 1084102 9,787,050 195,000 SH   SOLE 1 195,000 0 0
AGCO Corp Common Stock USD0.01 COM 1084102 1,395,282 27,800 SH   SOLE 3 27,800 0 0
Agilent Technologies USD0.01 COM 00846U101 136,832 3,200 SH   SOLE 2 3,200 0 0
Agilent Technologies USD0.01 COM 00846U101 2,125,172 49,700 SH   SOLE 3 49,700 0 0
Agnico Eagle Mines Common NPV COM 8474108 852,173 31,000 SH   SOLE 3 31,000 0 0
Agnico EagleMinesComNPV(USLst) COM 8474108 5,159,399 187,342 SH   SOLE 3 187,342 0 0
Agree Realty Cp REIT USD0.0001 REIT 8492100 22,789 772 SH   SOLE 3 772 0 0
Agrium Inc ComNPV (CanListing) COM 8916108 1,754,542 20,300 SH   SOLE 2 20,300 0 0
Agrium Inc ComNPV (CanListing) COM 8916108 25,853,305 299,122 SH   SOLE 3 299,122 0 0
Agrium Inc ComStk NPV(US List) COM 8916108 356,536 4,100 SH   SOLE 3 4,100 0 0
Air Products&Chemicals ComUSD1 COM 9158106 750,874 8,200 SH   SOLE 2 8,200 0 0
Air Products&Chemicals ComUSD1 COM 9158106 10,880,164 118,818 SH   SOLE 3 118,818 0 0
Aircastle Ltd ComStock USD0.01 COM G0129K104 70,356 4,400 SH   SOLE 2 4,400 0 0
Aircastle Ltd ComStock USD0.01 COM G0129K104 1,667,757 104,300 SH   SOLE 3 104,300 0 0
Airgas Inc Common StockUSD0.01 COM 9363102 26,423,710 276,804 SH   SOLE 1 276,804 0 0
Airgas Inc Common StockUSD0.01 COM 9363102 2,172,670 22,760 SH   SOLE 7 22,760 0 0
AirmediaGrp ADR (EachRep2 Ord) ADR 9411109 2,880,520 1,565,500 SH   SOLE 4 1,565,500 0 0
AirTransportSvcs ComStkUSD0.01 COM 00922R105 42,304 6,400 SH   SOLE 3 6,400 0 0
Alamos Gold Inc Common NPV COM 11527108 30,191 2,500 SH   SOLE 2 2,500 0 0
Alamos Gold Inc Common NPV COM 11527108 9,229,897 764,292 SH   SOLE 3 764,292 0 0
Alaska Airgroup Com.Stk USD1 COM 11659109 27,008,800 519,400 SH   SOLE 1 519,400 0 0
Alaska Airgroup Com.Stk USD1 COM 11659109 2,906,800 55,900 SH   SOLE 2 55,900 0 0
Alaska Airgroup Com.Stk USD1 COM 11659109 27,076,400 520,700 SH   SOLE 3 520,700 0 0
Albemarle Corp Com Stk USD0.01 COM 12653101 56,061 900 SH   SOLE 2 900 0 0
Albemarle Corp Com Stk USD0.01 COM 12653101 5,232,360 84,000 SH   SOLE 3 84,000 0 0
Alcoa Inc Common Stock USD1 COM 13817101 373,014 47,700 SH   SOLE 3 47,700 0 0
AlexionPharma.ComStk USD0.0001 COM 15351109 1,208,067 13,097 SH   SOLE 3 13,097 0 0
Alleghany Corp Com Stock USD1 COM 17175100 153,324 400 SH   SOLE 3 400 0 0
Allegiant Travel ComStkUSD0.01 COM 01748X102 19,162,992 180,800 SH   SOLE 1 180,800 0 0
Allegiant Travel ComStkUSD0.01 COM 01748X102 1,388,469 13,100 SH   SOLE 2 13,100 0 0
Allegiant Travel ComStkUSD0.01 COM 01748X102 15,856,104 149,600 SH   SOLE 3 149,600 0 0
Allergan Inc Common StkUSD0.01 COM 18490102 1,105,566 13,124 SH   SOLE 3 13,124 0 0
Alliance Resource Ptnrs LP NPV PART 01877R108 3,058,279 43,300 SH   SOLE 2 43,300 0 0
Alliance Resource Ptnrs LP NPV PART 01877R108 40,681,750 575,984 SH   SOLE 3 575,984 0 0
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 5,042,201 55,100 SH   SOLE 2 55,100 0 0
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 65,637,927 717,276 SH   SOLE 3 717,276 0 0
Allstate Corp.Com Stk USD0.01 COM 20002101 35,859,024 745,200 SH   SOLE 1 745,200 0 0
Allstate Corp.Com Stk USD0.01 COM 20002101 976,836 20,300 SH   SOLE 2 20,300 0 0
Allstate Corp.Com Stk USD0.01 COM 20002101 7,847,506 163,082 SH   SOLE 3 163,082 0 0
Allstate Corp.Com Stk USD0.01 COM 20002101 1,632,712 33,930 SH   SOLE 4 33,930 0 0
AlmostFamily Inc ComStkUSD0.10 COM 20409108 349,347 18,300 SH   SOLE 2 18,300 0 0
AlmostFamily Inc ComStkUSD0.10 COM 20409108 5,857,098 306,815 SH   SOLE 3 306,815 0 0
Alnylam Pharm. Com Stk USD0.01 COM 02043Q107 957,745 30,895 SH   SOLE 3 30,895 0 0
Alpha And Omega ComStkUSD0.002 COM G6331P104 196,348 25,700 SH   SOLE 2 25,700 0 0
Alpha And Omega ComStkUSD0.002 COM G6331P104 742,608 97,200 SH   SOLE 3 97,200 0 0
Altera Corp Com Stk USD0.001 COM 21441100 211,136 6,400 SH   SOLE 3 6,400 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 3,205,084 91,600 SH   SOLE 2 91,600 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 26,115,766 746,378 SH   SOLE 3 746,378 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 629,120 17,980 SH   SOLE 4 17,980 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 3,291,439 94,068 SH   SOLE 7 94,068 0 0
Amazon Comm.Inc USD0.01 COM 23135106 54,977,899 197,983 SH   SOLE 1 197,983 0 0
Amazon Comm.Inc USD0.01 COM 23135106 2,945,180 10,606 SH   SOLE 2 10,606 0 0
Amazon Comm.Inc USD0.01 COM 23135106 32,872,109 118,377 SH   SOLE 3 118,377 0 0
Amazon Comm.Inc USD0.01 COM 23135106 3,302,567 11,893 SH   SOLE 4 11,893 0 0
Amazon Comm.Inc USD0.01 COM 23135106 1,416,219 5,100 SH   SOLE 5 5,100 0 0
Amazon Comm.Inc USD0.01 COM 23135106 542,051 1,952 SH   SOLE 7 1,952 0 0
Amdocs Limited Ord USD0.01 COM G02602103 40,748,743 1,098,645 SH   SOLE 1 1,098,645 0 0
Amdocs Limited Ord USD0.01 COM G02602103 152,069 4,100 SH   SOLE 3 4,100 0 0
Amdocs Limited Ord USD0.01 COM G02602103 548,932 14,800 SH   SOLE 7 14,800 0 0
Amedisys Inc Com Stk USD0.001 COM 23436108 380,611 32,800 SH   SOLE 2 32,800 0 0
Amedisys Inc Com Stk USD0.001 COM 23436108 3,281,611 282,800 SH   SOLE 3 282,800 0 0
Amer.Elec.Power Com.USD6.50 COM 25537101 1,915,241 42,770 SH   SOLE 2 42,770 0 0
Amer.Elec.Power Com.USD6.50 COM 25537101 6,624,350 147,931 SH   SOLE 3 147,931 0 0
Amerco Inc Common StockUSD0.25 COM 23586100 534,270 3,300 SH   SOLE 2 3,300 0 0
Amerco Inc Common StockUSD0.25 COM 23586100 6,006,490 37,100 SH   SOLE 3 37,100 0 0
Ameren Corp Common Stk USD0.01 COM 23608102 65,436 1,900 SH   SOLE 2 1,900 0 0
Ameren Corp Common Stk USD0.01 COM 23608102 3,536,988 102,700 SH   SOLE 3 102,700 0 0
American Cap.Ltd ComStkUSD0.01 COM 02503Y103 918,575 72,500 SH   SOLE 2 72,500 0 0
American Cap.Ltd ComStkUSD0.01 COM 02503Y103 20,867,490 1,647,000 SH   SOLE 3 1,647,000 0 0
American Equity Com Stock USD1 COM 25676206 748,890 47,700 SH   SOLE 2 47,700 0 0
American Equity Com Stock USD1 COM 25676206 18,272,508 1,163,854 SH   SOLE 3 1,163,854 0 0
American Express ComStkUSD0.20 COM 25816109 2,252,295 30,127 SH   SOLE 2 30,127 0 0
American Express ComStkUSD0.20 COM 25816109 37,253,132 498,303 SH   SOLE 3 498,303 0 0
American Express ComStkUSD0.20 COM 25816109 671,494 8,982 SH   SOLE 4 8,982 0 0
American Express ComStkUSD0.20 COM 25816109 2,339,988 31,300 SH   SOLE 5 31,300 0 0
American Express ComStkUSD0.20 COM 25816109 385,463 5,156 SH   SOLE 7 5,156 0 0
American Intl Grp Wts 19/01/21 WARR 26874156 13,954 765 SH   SOLE 3 765 0 0
American Intl.Gp.Com USD2.50 COM 26874784 20,695,385 462,984 SH   SOLE 1 462,984 0 0
American Intl.Gp.Com USD2.50 COM 26874784 5,279,070 118,100 SH   SOLE 2 118,100 0 0
American Intl.Gp.Com USD2.50 COM 26874784 48,532,802 1,085,745 SH   SOLE 3 1,085,745 0 0
American Intl.Gp.Com USD2.50 COM 26874784 775,098 17,340 SH   SOLE 4 17,340 0 0
American Natl Ins. ComStk USD1 COM 28591105 99,470 1,000 SH   SOLE 3 1,000 0 0
American States Water CS NPV COM 29899101 262,983 4,900 SH   SOLE 2 4,900 0 0
American States Water CS NPV COM 29899101 418,626 7,800 SH   SOLE 3 7,800 0 0
AmericanCapAgency REIT USD0.01 REIT 02503X105 352,053 15,300 SH   SOLE 2 15,300 0 0
AmericanCapAgency REIT USD0.01 REIT 02503X105 9,135,706 397,032 SH   SOLE 3 397,032 0 0
AmericanCapMortgageREITUSD0.01 REIT 02504A104 762,140 42,400 SH   SOLE 2 42,400 0 0
AmericanCapMortgageREITUSD0.01 REIT 02504A104 4,448,813 247,500 SH   SOLE 3 247,500 0 0
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 452,848 24,800 SH   SOLE 2 24,800 0 0
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 7,716,676 422,600 SH   SOLE 3 422,600 0 0
AmericanFinancialGrp ComStkNPV COM 25932104 5,786,053 118,300 SH   SOLE 2 118,300 0 0
AmericanFinancialGrp ComStkNPV COM 25932104 72,915,028 1,490,800 SH   SOLE 3 1,490,800 0 0
AmericanNatlBankshs CmStk USD1 COM 27745108 13,944 600 SH   SOLE 2 600 0 0
AmericanNatlBankshs CmStk USD1 COM 27745108 255,640 11,000 SH   SOLE 3 11,000 0 0
AmericanPublicEducat.CSUSD0.01 COM 02913V103 234,108 6,300 SH   SOLE 2 6,300 0 0
AmericanPublicEducat.CSUSD0.01 COM 02913V103 3,006,244 80,900 SH   SOLE 3 80,900 0 0
AmericanSoftwareA CmStkUSD0.10 COM 29683109 110,363 12,700 SH   SOLE 2 12,700 0 0
AmericanSoftwareA CmStkUSD0.10 COM 29683109 169,455 19,500 SH   SOLE 3 19,500 0 0
Ameriprise Fin.Com Stk USD0.01 COM 03076C106 1,285,992 15,900 SH   SOLE 3 15,900 0 0
AmerisafeIncCmStkUSD0.01 COM 03071H100 12,171,642 375,900 SH   SOLE 1 375,900 0 0
Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 329,397 5,900 SH   SOLE 2 5,900 0 0
Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 3,695,946 66,200 SH   SOLE 3 66,200 0 0
AmeristarCasinos ComStkUSD0.01 COM 03070Q101 9,448,626 359,400 SH   SOLE 1 359,400 0 0
AmerMovilSAB ADR(Rep20Sr'L'Sh) ADR 02364W105 39,911,294 1,835,002 SH   SOLE 2 1,835,002 0 0
AmerMovilSAB ADR(Rep20Sr'L'Sh) ADR 02364W105 146,243,237 6,723,827 SH   SOLE 3 6,723,827 0 0
Ametek Inc CommonStock USD0.01 COM 31100100 23,302,562 550,888 SH   SOLE 1 550,888 0 0
Ametek Inc CommonStock USD0.01 COM 31100100 400,581 9,470 SH   SOLE 3 9,470 0 0
Ametek Inc CommonStock USD0.01 COM 31100100 1,084,149 25,630 SH   SOLE 4 25,630 0 0
Amgen Inc Common Stk USD0.0001 COM 31162100 7,954,561 80,626 SH   SOLE 2 80,626 0 0
Amgen Inc Common Stk USD0.0001 COM 31162100 79,511,081 805,910 SH   SOLE 3 805,910 0 0
AmkorTechnology ComStkUSD0.001 COM 31652100 228,603 54,300 SH   SOLE 3 54,300 0 0
Ampco-Pittsburgh Com Stk USD1 COM 32037103 20,647 1,100 SH   SOLE 3 1,100 0 0
Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 1,730,268 22,200 SH   SOLE 2 22,200 0 0
Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 16,827,246 215,900 SH   SOLE 3 215,900 0 0
Amsurg Corp Common Stock NPV COM 03232P405 3,882,060 110,600 SH   SOLE 2 110,600 0 0
Amsurg Corp Common Stock NPV COM 03232P405 43,251,484 1,232,236 SH   SOLE 3 1,232,236 0 0
AmTrustFinancial CmStk USD0.01 COM 32359309 305,592 8,560 SH   SOLE 2 8,560 0 0
AmTrustFinancial CmStk USD0.01 COM 32359309 7,655,865 214,450 SH   SOLE 3 214,450 0 0
Anadarko Petrol.ComStk USD0.10 COM 32511107 635,882 7,400 SH   SOLE 2 7,400 0 0
Anadarko Petrol.ComStk USD0.10 COM 32511107 387,372 4,508 SH   SOLE 3 4,508 0 0
AnalogDevices Com Stk USD0.166 COM 32654105 3,158,706 70,100 SH   SOLE 2 70,100 0 0
AnalogDevices Com Stk USD0.166 COM 32654105 18,883,565 419,076 SH   SOLE 3 419,076 0 0
Anika Therapeutics CS USD0.01 COM 35255108 129,200 7,600 SH   SOLE 2 7,600 0 0
Anika Therapeutics CS USD0.01 COM 35255108 2,089,521 122,913 SH   SOLE 3 122,913 0 0
AnnalyCapitalMgmt REIT USD0.01 REIT 35710409 363,273 28,900 SH   SOLE 2 28,900 0 0
AnnalyCapitalMgmt REIT USD0.01 REIT 35710409 4,761,516 378,800 SH   SOLE 3 378,800 0 0
ANNIncorporatedComStkUSD0.0068 COM 35623107 89,640 2,700 SH   SOLE 2 2,700 0 0
ANNIncorporatedComStkUSD0.0068 COM 35623107 3,336,600 100,500 SH   SOLE 3 100,500 0 0
Anworth MtgeAsset REIT USD0.01 REIT 37347101 81,760 14,600 SH   SOLE 2 14,600 0 0
Anworth MtgeAsset REIT USD0.01 REIT 37347101 718,995 128,392 SH   SOLE 3 128,392 0 0
AOL Incorporated ComStkUSD0.01 COM 00184X105 423,168 11,600 SH   SOLE 2 11,600 0 0
AOL Incorporated ComStkUSD0.01 COM 00184X105 8,131,392 222,900 SH   SOLE 3 222,900 0 0
Apache Corp CommonStk USD0.625 COM 37411105 9,712,460 115,859 SH   SOLE 1 115,859 0 0
Apache Corp CommonStk USD0.625 COM 37411105 8,799,384 104,967 SH   SOLE 2 104,967 0 0
Apache Corp CommonStk USD0.625 COM 37411105 166,029,758 1,980,553 SH   SOLE 3 1,980,553 0 0
Apache Corp CommonStk USD0.625 COM 37411105 2,173,796 25,931 SH   SOLE 4 25,931 0 0
Apache Corp CommonStk USD0.625 COM 37411105 1,735,281 20,700 SH   SOLE 5 20,700 0 0
Apache Corp CommonStk USD0.625 COM 37411105 624,114 7,445 SH   SOLE 7 7,445 0 0
ApartmentIn&Mg'A'ComStkUSD0.01 REIT 03748R101 44,805,411 1,491,525 SH   SOLE 1 1,491,525 0 0
Apollo Commercial REIT USD0.01 REIT 03762U105 20,644 1,300 SH   SOLE 2 1,300 0 0
Apollo Commercial REIT USD0.01 REIT 03762U105 2,172,384 136,800 SH   SOLE 3 136,800 0 0
Apollo Grp Cls'A'Com Stk NPV COM 37604105 907,264 51,200 SH   SOLE 2 51,200 0 0
Apollo Grp Cls'A'Com Stk NPV COM 37604105 26,688,163 1,506,104 SH   SOLE 3 1,506,104 0 0
Apollo Invest.Com Stk USD0.001 COM 03761U106 119,970 15,500 SH   SOLE 2 15,500 0 0
Apollo Invest.Com Stk USD0.001 COM 03761U106 2,564,262 331,300 SH   SOLE 3 331,300 0 0
ApolloResidentMtg REIT USD0.01 REIT 03763V102 852,016 51,700 SH   SOLE 2 51,700 0 0
ApolloResidentMtg REIT USD0.01 REIT 03763V102 12,277,600 745,000 SH   SOLE 3 745,000 0 0
Apple Inc Common Stock NPV COM 37833100 68,832,453 173,587 SH   SOLE 1 173,587 0 0
Apple Inc Common Stock NPV COM 37833100 25,115,814 63,339 SH   SOLE 2 63,339 0 0
Apple Inc Common Stock NPV COM 37833100 207,240,457 522,635 SH   SOLE 3 522,635 0 0
Apple Inc Common Stock NPV COM 37833100 4,514,098 11,384 SH   SOLE 4 11,384 0 0
Apple Inc Common Stock NPV COM 37833100 4,189,736 10,566 SH   SOLE 7 10,566 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 69,066,228 1,429,055 SH   SOLE 1 1,429,055 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 57,996 1,200 SH   SOLE 2 1,200 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 3,779,406 78,200 SH   SOLE 3 78,200 0 0
AptarGroup Inc CommStk USD0.01 COM 38336103 574,184 10,400 SH   SOLE 2 10,400 0 0
AptarGroup Inc CommStk USD0.01 COM 38336103 1,076,595 19,500 SH   SOLE 3 19,500 0 0
Arbor RealtyTrust REIT USD0.01 REIT 38923108 37,680 6,000 SH   SOLE 3 6,000 0 0
Arch Capital Com Stk USD0.01 COM G0450A105 5,069,026 98,600 SH   SOLE 2 98,600 0 0
Arch Capital Com Stk USD0.01 COM G0450A105 25,972,332 505,200 SH   SOLE 3 505,200 0 0
Arch Coal Inc Com Stk USD0.01 COM 39380100 42,714 11,300 SH   SOLE 2 11,300 0 0
Arch Coal Inc Com Stk USD0.01 COM 39380100 192,780 51,000 SH   SOLE 3 51,000 0 0
Archer-Daniels-Midland Com NPV COM 39483102 3,391 100 SH   SOLE 3 100 0 0
Argan Inc Common Stock USD0.15 COM 04010E109 332,280 21,300 SH   SOLE 2 21,300 0 0
Argan Inc Common Stock USD0.15 COM 04010E109 3,463,200 222,000 SH   SOLE 3 222,000 0 0
Argo Group IntlHldgs CmStkUSD1 COM G0464B107 97,497 2,300 SH   SOLE 2 2,300 0 0
Argo Group IntlHldgs CmStkUSD1 COM G0464B107 317,925 7,500 SH   SOLE 3 7,500 0 0
Arling.AssetInv A CS USD0.01 COM 41356205 312,858 11,700 SH   SOLE 2 11,700 0 0
Arling.AssetInv A CS USD0.01 COM 41356205 4,616,180 172,632 SH   SOLE 3 172,632 0 0
ARMOURResidentialREITUSD0.0001 REIT 42315101 30,615 6,500 SH   SOLE 2 6,500 0 0
ARMOURResidentialREITUSD0.0001 REIT 42315101 2,111,493 448,300 SH   SOLE 3 448,300 0 0
ArmstrongWorldIndsCmStkUSD0.01 COM 04247X102 35,723,025 747,500 SH   SOLE 1 747,500 0 0
Arrow FinancialCorp ComStkUSD1 COM 42744102 53,015 2,142 SH   SOLE 2 2,142 0 0
Arrow FinancialCorp ComStkUSD1 COM 42744102 477,898 19,309 SH   SOLE 3 19,309 0 0
ArrowElectronicsInc ComStkUSD1 COM 42735100 31,591,765 792,767 SH   SOLE 1 792,767 0 0
AsburyAutomotive ComStkUSD0.01 COM 43436104 23,719,150 591,500 SH   SOLE 1 591,500 0 0
AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 32,601,654 2,825,100 SH   SOLE 4 2,825,100 0 0
AspenInsur.Hldgs USD0.15144558 COM G05384105 2,503,575 67,500 SH   SOLE 2 67,500 0 0
AspenInsur.Hldgs USD0.15144558 COM G05384105 27,928,770 753,000 SH   SOLE 3 753,000 0 0
Assurant Inc Com Stock USD0.01 COM 04621X108 1,629,120 32,000 SH   SOLE 2 32,000 0 0
Assurant Inc Com Stock USD0.01 COM 04621X108 23,083,561 453,419 SH   SOLE 3 453,419 0 0
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 167,656 7,600 SH   SOLE 2 7,600 0 0
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 311,046 14,100 SH   SOLE 3 14,100 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 9,695,210 273,876 SH   SOLE 2 273,876 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 63,412,374 1,791,310 SH   SOLE 3 1,791,310 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 561,090 15,850 SH   SOLE 7 15,850 0 0
AtlanticTele-NwrkComStkUSD0.01 COM 49079205 114,218 2,300 SH   SOLE 3 2,300 0 0
AtlasAirWorldwideComStkUSD0.01 COM 49164205 411,344 9,400 SH   SOLE 2 9,400 0 0
AtlasAirWorldwideComStkUSD0.01 COM 49164205 3,426,408 78,300 SH   SOLE 3 78,300 0 0
Atmel Corp Common Stock NPV COM 49513104 35,474,088 4,832,982 SH   SOLE 1 4,832,982 0 0
Atrion Corp Common Stk USD0.10 COM 49904105 87,484 400 SH   SOLE 2 400 0 0
Atrion Corp Common Stk USD0.10 COM 49904105 481,162 2,200 SH   SOLE 3 2,200 0 0
AuRico Gold Com NPV (US List) COM 05155C105 97,080 22,215 SH   SOLE 3 22,215 0 0
Auto Data ProcessCmStk USD0.10 COM 53015103 7,371,601 107,052 SH   SOLE 2 107,052 0 0
Auto Data ProcessCmStk USD0.10 COM 53015103 68,418,401 993,587 SH   SOLE 3 993,587 0 0
Autoliv Inc Common Stock USD1 COM 52800109 10,881,034 140,600 SH   SOLE 1 140,600 0 0
Autoliv Inc Common Stock USD1 COM 52800109 572,686 7,400 SH   SOLE 2 7,400 0 0
Autoliv Inc Common Stock USD1 COM 52800109 20,968,821 270,950 SH   SOLE 3 270,950 0 0
AutoZone Inc CommonStk USD0.01 COM 53332102 211,845 500 SH   SOLE 2 500 0 0
AutoZone Inc CommonStk USD0.01 COM 53332102 9,666,911 22,816 SH   SOLE 3 22,816 0 0
Avago Technologies Com Stk NPV COM Y0486S104 250,446 6,700 SH   SOLE 2 6,700 0 0
Avago Technologies Com Stk NPV COM Y0486S104 6,829,326 182,700 SH   SOLE 3 182,700 0 0
Avnet Com.USD1 COM 53807103 35,306,880 1,050,800 SH   SOLE 1 1,050,800 0 0
Avnet Com.USD1 COM 53807103 540,960 16,100 SH   SOLE 2 16,100 0 0
Avnet Com.USD1 COM 53807103 5,515,037 164,138 SH   SOLE 3 164,138 0 0
Aware Inc Com Stk USD0.01 COM 05453N100 3,640 700 SH   SOLE 3 700 0 0
Axis Capital Hldgs USD0.0125 COM G0692U109 5,882,730 128,500 SH   SOLE 2 128,500 0 0
Axis Capital Hldgs USD0.0125 COM G0692U109 78,916,296 1,723,816 SH   SOLE 3 1,723,816 0 0
AXTIncorporated ComStkUSD0.001 COM 00246W103 74,790 27,700 SH   SOLE 2 27,700 0 0
AXTIncorporated ComStkUSD0.001 COM 00246W103 807,362 299,023 SH   SOLE 3 299,023 0 0
AZZ Incorporated Com Stk USD1 COM 2474104 204,368 5,300 SH   SOLE 2 5,300 0 0
AZZ Incorporated Com Stk USD1 COM 2474104 2,393,959 62,084 SH   SOLE 3 62,084 0 0
B2Gold Corporation Common NPV COM 11777Q209 1,718,336 809,267 SH   SOLE 3 809,267 0 0
Babcock And Wilcox CS USD0.01 COM 05615F102 186,186 6,200 SH   SOLE 3 6,200 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 56752108 10,748,395 113,617 SH   SOLE 2 113,617 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 56752108 93,271,139 985,932 SH   SOLE 3 985,932 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 56752108 177,541,276 1,876,718 SH   SOLE 4 1,876,718 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 56752108 43,301,700 457,725 SH   SOLE 6 457,725 0 0
Baker Hughes Common Stock USD1 COM 57224107 15,170,312 328,860 SH   SOLE 1 328,860 0 0
Baker Hughes Common Stock USD1 COM 57224107 73,808 1,600 SH   SOLE 2 1,600 0 0
Baker Hughes Common Stock USD1 COM 57224107 43,845,135 950,469 SH   SOLE 3 950,469 0 0
Baker Hughes Common Stock USD1 COM 57224107 1,963,062 42,555 SH   SOLE 4 42,555 0 0
Baker Hughes Common Stock USD1 COM 57224107 2,255,757 48,900 SH   SOLE 5 48,900 0 0
Baker Hughes Common Stock USD1 COM 57224107 905,809 19,636 SH   SOLE 7 19,636 0 0
Ball Corp. Com Stk NPV COM 58498106 18,660,890 449,227 SH   SOLE 1 449,227 0 0
Ball Corp. Com Stk NPV COM 58498106 4,522,875 108,880 SH   SOLE 2 108,880 0 0
Ball Corp. Com Stk NPV COM 58498106 87,546,173 2,107,515 SH   SOLE 3 2,107,515 0 0
Ball Corp. Com Stk NPV COM 58498106 2,204,528 53,070 SH   SOLE 4 53,070 0 0
Ball Corp. Com Stk NPV COM 58498106 1,715,602 41,300 SH   SOLE 5 41,300 0 0
Ball Corp. Com Stk NPV COM 58498106 3,402,749 81,915 SH   SOLE 7 81,915 0 0
BallantyneStrong ComStkUSD0.01 COM 58516105 119,848 28,400 SH   SOLE 2 28,400 0 0
BallantyneStrong ComStkUSD0.01 COM 58516105 1,571,060 372,289 SH   SOLE 3 372,289 0 0
Bally Tech Inc Com Stk USD0.10 COM 05874B107 51,965,641 921,050 SH   SOLE 1 921,050 0 0
BancFirst Corp Com Stock USD1 COM 05945F103 32,585 700 SH   SOLE 2 700 0 0
BancFirst Corp Com Stock USD1 COM 05945F103 214,130 4,600 SH   SOLE 3 4,600 0 0
BancolombiaSAADR(Repr4PrfCOP10 ADR 05968L102 2,184,177 38,658 SH   SOLE 3 38,658 0 0
BancorpSouth Inc ComStkUSD2.50 COM 59692103 38,940 2,200 SH   SOLE 3 2,200 0 0
Bank of America ComStk USD0.01 COM 60505104 15,094,425 1,173,750 SH   SOLE 2 1,173,750 0 0
Bank of America ComStk USD0.01 COM 60505104 151,323,607 11,766,999 SH   SOLE 3 11,766,999 0 0
Bank of America ComStk USD0.01 COM 60505104 311,495 24,222 SH   SOLE 7 24,222 0 0
Bank of HawaiiCp ComStkUSD0.01 COM 62540109 4,865,944 96,700 SH   SOLE 1 96,700 0 0
Bank of HawaiiCp ComStkUSD0.01 COM 62540109 30,192 600 SH   SOLE 2 600 0 0
Bank of HawaiiCp ComStkUSD0.01 COM 62540109 50,320 1,000 SH   SOLE 3 1,000 0 0
Bank of Kentucky Fin ComStkNPV COM 62896105 110,916 3,900 SH   SOLE 3 3,900 0 0
Bank of Montreal Common NPV COM 63671101 312,242 5,400 SH   SOLE 2 5,400 0 0
Bank of Montreal Common NPV COM 63671101 19,772,107 341,944 SH   SOLE 3 341,944 0 0
Bank Of Nova Scotia Cap.Stk. COM 64149107 47,962 900 SH   SOLE 2 900 0 0
Bank Of Nova Scotia Cap.Stk. COM 64149107 9,058,883 169,987 SH   SOLE 3 169,987 0 0
BankUnited Inc Com Stk USD0.01 COM 06652K103 447,372 17,200 SH   SOLE 2 17,200 0 0
BankUnited Inc Com Stk USD0.01 COM 06652K103 702,270 27,000 SH   SOLE 3 27,000 0 0
BarclaysSpoADR(Rep4OrdGBP0.25) ADR 06738E204 15,357 897 SH   SOLE 3 897 0 0
Bard (C.R) Com.USD0.25 COM 67383109 6,705,556 61,700 SH   SOLE 2 61,700 0 0
Bard (C.R) Com.USD0.25 COM 67383109 79,575,496 732,200 SH   SOLE 3 732,200 0 0
Barrick Gold Corp Common NPV COM 67901108 2,473,596 157,200 SH   SOLE 3 157,200 0 0
BarrickGoldCorpComNPV(US List) COM 67901108 5,420,541 344,380 SH   SOLE 3 344,380 0 0
Basic Engy Svcs ComStk USD0.01 COM 06985P100 72,540 6,000 SH   SOLE 2 6,000 0 0
Basic Engy Svcs ComStk USD0.01 COM 06985P100 1,333,527 110,300 SH   SOLE 3 110,300 0 0
Baxter Intl.Comon USD1 COM 71813109 11,574,532 167,093 SH   SOLE 2 167,093 0 0
Baxter Intl.Comon USD1 COM 71813109 124,402,132 1,795,902 SH   SOLE 3 1,795,902 0 0
Baytex Energy Corp Common NPV COM 07317Q105 502,962 14,000 SH   SOLE 2 14,000 0 0
Baytex Energy Corp Common NPV COM 07317Q105 7,979,136 222,100 SH   SOLE 3 222,100 0 0
BB&T Corp Common Stock USD5 COM 54937107 37,268 1,100 SH   SOLE 2 1,100 0 0
BB&T Corp Common Stock USD5 COM 54937107 362,516 10,700 SH   SOLE 3 10,700 0 0
BBX Capital Corp A CS USD0.01 COM 05540P100 45,185 3,500 SH   SOLE 3 3,500 0 0
BCE Incorporated Common NPV COM 05534B760 1,132,209 27,700 SH   SOLE 2 27,700 0 0
BCE Incorporated Common NPV COM 05534B760 9,012,303 220,490 SH   SOLE 3 220,490 0 0
BcoBradesco SponADR(Rp1PrfNPV) ADR 59460303 46,802,564 3,597,430 SH   SOLE 2 3,597,430 0 0
BcoBradesco SponADR(Rp1PrfNPV) ADR 59460303 248,250,731 19,081,532 SH   SOLE 3 19,081,532 0 0
BcoSantan.ChileADR(Rep400Com) ADR 05965X109 4,629,730 189,355 SH   SOLE 3 189,355 0 0
Becton Dickinson Com.USD1 COM 75887109 7,184,941 72,700 SH   SOLE 2 72,700 0 0
Becton Dickinson Com.USD1 COM 75887109 95,328,750 964,573 SH   SOLE 3 964,573 0 0
Bed Bath & Beyond CmSk USD0.01 COM 75896100 3,703,590 52,200 SH   SOLE 2 52,200 0 0
Bed Bath & Beyond CmSk USD0.01 COM 75896100 41,534,130 585,400 SH   SOLE 3 585,400 0 0
Belden Inc Common StockUSD0.01 COM 77454106 8,752,729 175,300 SH   SOLE 1 175,300 0 0
Bellatrix Exploration Com NPV COM 78314101 3,362,719 550,000 SH   SOLE 3 550,000 0 0
Belo(A.H.)Cp.Common 'A'USD0.01 COM 80555105 313,875 22,500 SH   SOLE 2 22,500 0 0
Belo(A.H.)Cp.Common 'A'USD0.01 COM 80555105 2,448,225 175,500 SH   SOLE 3 175,500 0 0
Bemis Co Inc Com Stk USD0.10 COM 81437105 493,164 12,600 SH   SOLE 2 12,600 0 0
Bemis Co Inc Com Stk USD0.10 COM 81437105 336,604 8,600 SH   SOLE 3 8,600 0 0
Benchmark Electr.ComStkUSD0.10 COM 08160H101 144,720 7,200 SH   SOLE 2 7,200 0 0
Benchmark Electr.ComStkUSD0.10 COM 08160H101 992,940 49,400 SH   SOLE 3 49,400 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 10,619,473 259,899 SH   SOLE 1 259,899 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 245,160 6,000 SH   SOLE 2 6,000 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 1,601,712 39,200 SH   SOLE 3 39,200 0 0
BerkshireHath.BComStkUSD0.0033 COM 84670702 6,961,424 62,200 SH   SOLE 2 62,200 0 0
BerkshireHath.BComStkUSD0.0033 COM 84670702 17,421,467 155,660 SH   SOLE 3 155,660 0 0
BerkshireHathawayCnvCls'A'USD5 COM 84670108 505,800 3 SH   SOLE 3 3 0 0
BerryPlasticGrp ComStkUSD0.01 COM 08579W103 64,689,774 2,931,118 SH   SOLE 1 2,931,118 0 0
Best Buy Co Common Stk USD0.10 COM 86516101 901,890 33,000 SH   SOLE 2 33,000 0 0
Best Buy Co Common Stk USD0.10 COM 86516101 18,788,172 687,456 SH   SOLE 3 687,456 0 0
BGC Partners 'A'ComStk USD0.01 COM 05541T101 113,088 19,200 SH   SOLE 2 19,200 0 0
BGC Partners 'A'ComStk USD0.01 COM 05541T101 124,255 21,096 SH   SOLE 3 21,096 0 0
BHPBillitonADR(EachRep2OrdNPV) ADR 88606108 16,202 281 SH   SOLE 3 281 0 0
Big Lots Inc Common StkUSD0.01 COM 89302103 40,989 1,300 SH   SOLE 2 1,300 0 0
Big Lots Inc Common StkUSD0.01 COM 89302103 1,056,255 33,500 SH   SOLE 3 33,500 0 0
Biogen Idec Com Stk USD0.0005 COM 09062X103 2,238,080 10,400 SH   SOLE 2 10,400 0 0
Biogen Idec Com Stk USD0.0005 COM 09062X103 12,328,162 57,287 SH   SOLE 3 57,287 0 0
BioMarin Pharma.ComStkUSD0.001 COM 09061G101 760,517 13,644 SH   SOLE 3 13,644 0 0
Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 22,440 200 SH   SOLE 2 200 0 0
Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 1,077,120 9,600 SH   SOLE 3 9,600 0 0
Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 1,175,875 40,900 SH   SOLE 2 40,900 0 0
Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 13,981,125 486,300 SH   SOLE 3 486,300 0 0
Bk of Marin Bancorp ComStk NPV COM 63425102 40,000 1,000 SH   SOLE 3 1,000 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 381,480 13,600 SH   SOLE 2 13,600 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 255,592 9,112 SH   SOLE 3 9,112 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 448,800 16,000 SH   SOLE 7 16,000 0 0
Black Box Corp ComStk USD0.001 COM 91826107 681,108 26,900 SH   SOLE 3 26,900 0 0
BlackRock Inc Com Stk USD0.01 COM 09247X101 1,001,715 3,900 SH   SOLE 2 3,900 0 0
BlackRock Inc Com Stk USD0.01 COM 09247X101 1,412,675 5,500 SH   SOLE 3 5,500 0 0
Blackstone Mtge REIT A USD0.01 REIT 09257W100 11,868,054 480,488 SH   SOLE 1 480,488 0 0
Block (H&R) Com NPV COM 93671105 466,200 16,800 SH   SOLE 2 16,800 0 0
Block (H&R) Com NPV COM 93671105 4,478,545 161,389 SH   SOLE 3 161,389 0 0
Blyth Industries ComStkUSD0.02 COM 09643P207 171,708 12,300 SH   SOLE 2 12,300 0 0
Blyth Industries ComStkUSD0.02 COM 09643P207 3,198,236 229,100 SH   SOLE 3 229,100 0 0
BMC Software Inc ComStkUSD0.01 COM 55921100 1,417,082 31,400 SH   SOLE 2 31,400 0 0
BMC Software Inc ComStkUSD0.01 COM 55921100 26,254,513 581,753 SH   SOLE 3 581,753 0 0
Boeing Co.Com USD5 COM 97023105 2,181,972 21,300 SH   SOLE 2 21,300 0 0
Boeing Co.Com USD5 COM 97023105 13,347,932 130,300 SH   SOLE 3 130,300 0 0
Boise Inc Common Stk USD0.0001 COM 09746Y105 73,444 8,600 SH   SOLE 2 8,600 0 0
Boise Inc Common Stk USD0.0001 COM 09746Y105 47,824 5,600 SH   SOLE 3 5,600 0 0
BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 1,255,380 19,600 SH   SOLE 2 19,600 0 0
BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 12,099,045 188,900 SH   SOLE 3 188,900 0 0
Bona Film Spon ADR (Rep0.5Ord) ADR 09777B107 2,026,296 511,691 SH   SOLE 4 511,691 0 0
BoozAllenHamilton A CS USD0.01 COM 99502106 794,266 45,700 SH   SOLE 2 45,700 0 0
BoozAllenHamilton A CS USD0.01 COM 99502106 17,176,654 988,300 SH   SOLE 3 988,300 0 0
BorgWarnerInc CommonStkUSD0.01 COM 99724106 5,788,160 67,187 SH   SOLE 2 67,187 0 0
BorgWarnerInc CommonStkUSD0.01 COM 99724106 110,219,793 1,279,394 SH   SOLE 3 1,279,394 0 0
BorgWarnerInc CommonStkUSD0.01 COM 99724106 981,507 11,393 SH   SOLE 4 11,393 0 0
BorgWarnerInc CommonStkUSD0.01 COM 99724106 1,912,530 22,200 SH   SOLE 5 22,200 0 0
BorgWarnerInc CommonStkUSD0.01 COM 99724106 701,950 8,148 SH   SOLE 7 8,148 0 0
BostonBeerCo Cls'A'CmSkUSD0.01 COM 100557107 716,688 4,200 SH   SOLE 3 4,200 0 0
BostonScientific ComStkUSD0.01 COM 101137107 1,649,847 177,977 SH   SOLE 3 177,977 0 0
BP Prudhoe Bay Units of BenInt UTEC 55630107 548,739 5,700 SH   SOLE 2 5,700 0 0
BP Prudhoe Bay Units of BenInt UTEC 55630107 6,738,900 70,000 SH   SOLE 3 70,000 0 0
BP SprADR(Rp6OrdUSD0.25)USList ADR 55622104 16,571 397 SH   SOLE 7 397 0 0
BrasilFoods ADR(EachRep1Share) ADR 10552T107 25,586,516 1,178,559 SH   SOLE 2 1,178,559 0 0
BrasilFoods ADR(EachRep1Share) ADR 10552T107 146,174,255 6,733,038 SH   SOLE 3 6,733,038 0 0
BravoBrioRestaurant ComStk NPV COM 10567B109 12,474 700 SH   SOLE 3 700 0 0
BridgepointEducation CSUSD0.01 COM 10807M105 627,270 51,500 SH   SOLE 2 51,500 0 0
BridgepointEducation CSUSD0.01 COM 10807M105 12,027,458 987,476 SH   SOLE 3 987,476 0 0
Brinker Intl. Com Stk USD0.10 COM 109641100 70,193,286 1,780,200 SH   SOLE 1 1,780,200 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 16,793,295 375,773 SH   SOLE 2 375,773 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 192,335,794 4,303,777 SH   SOLE 3 4,303,777 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 723,084 16,180 SH   SOLE 4 16,180 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 2,306,004 51,600 SH   SOLE 5 51,600 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 3,238,952 72,476 SH   SOLE 7 72,476 0 0
Broadridge Fin.Com Stk USD0.01 COM 11133T103 388,068 14,600 SH   SOLE 2 14,600 0 0
Broadridge Fin.Com Stk USD0.01 COM 11133T103 4,424,906 166,475 SH   SOLE 3 166,475 0 0
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 1,012,032 175,700 SH   SOLE 2 175,700 0 0
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 12,432,960 2,158,500 SH   SOLE 3 2,158,500 0 0
BrookfieldOfficePropert.ComNPV COM 112900105 346,501 20,900 SH   SOLE 2 20,900 0 0
BrookfieldOfficePropert.ComNPV COM 112900105 1,293,990 78,050 SH   SOLE 3 78,050 0 0
Brown & Brown Common StkUSD0.1 COM 115236101 31,004,434 961,676 SH   SOLE 1 961,676 0 0
Bruker Corp Com Stock USD0.01 COM 116794108 30,685 1,900 SH   SOLE 2 1,900 0 0
Bruker Corp Com Stock USD0.01 COM 116794108 985,150 61,000 SH   SOLE 3 61,000 0 0
Buckle Inc.(The)ComStk USD0.01 COM 118440106 1,586,610 30,500 SH   SOLE 2 30,500 0 0
Buckle Inc.(The)ComStk USD0.01 COM 118440106 17,093,772 328,600 SH   SOLE 3 328,600 0 0
C&J Energy Services CS USD0.01 COM 12467B304 1,425,632 73,600 SH   SOLE 2 73,600 0 0
C&J Energy Services CS USD0.01 COM 12467B304 24,078,343 1,243,074 SH   SOLE 3 1,243,074 0 0
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 1,081,152 19,200 SH   SOLE 2 19,200 0 0
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 8,402,916 149,226 SH   SOLE 3 149,226 0 0
CA Inc Common Stock USD0.10 COM 12673P105 6,050,268 211,400 SH   SOLE 2 211,400 0 0
CA Inc Common Stock USD0.10 COM 12673P105 72,829,085 2,544,692 SH   SOLE 3 2,544,692 0 0
CabotMicroelect.ComStkUSD0.001 COM 12709P103 13,926,919 421,900 SH   SOLE 1 421,900 0 0
CACI Intl Cls'A'ComStk USD0.10 COM 127190304 1,231,706 19,400 SH   SOLE 2 19,400 0 0
CACI Intl Cls'A'ComStk USD0.10 COM 127190304 14,311,408 225,412 SH   SOLE 3 225,412 0 0
CadenceDesignSyst.ComSkUSD0.01 COM 127387108 11,365,352 784,900 SH   SOLE 1 784,900 0 0
CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 633,150 60,300 SH   SOLE 2 60,300 0 0
CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 7,397,723 704,545 SH   SOLE 3 704,545 0 0
CallawayGolfCo Com Stk USD0.01 COM 131193104 14,554,302 2,211,900 SH   SOLE 1 2,211,900 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 23,156,729 1,090,755 SH   SOLE 1 1,090,755 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 59,538,028 2,804,429 SH   SOLE 3 2,804,429 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 2,332,116 109,850 SH   SOLE 4 109,850 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 2,322,562 109,400 SH   SOLE 5 109,400 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 515,889 24,300 SH   SOLE 7 24,300 0 0
Cambrex Corp Com Stk USD0.10 COM 132011107 86,614 6,200 SH   SOLE 2 6,200 0 0
Cambrex Corp Com Stk USD0.10 COM 132011107 62,865 4,500 SH   SOLE 3 4,500 0 0
Cameco Corporation Common NPV COM 13321L108 2,289,824 111,269 SH   SOLE 3 111,269 0 0
CampbellSoupCoCapStkUSD0.0375 COM 134429109 767,342 17,132 SH   SOLE 3 17,132 0 0
Canadian Imp.Bk.Com.NPV COM 136069101 777,849 10,994 SH   SOLE 3 10,994 0 0
Canadian Nat'l Railway CmSkNPV COM 136375102 3,339,078 34,400 SH   SOLE 2 34,400 0 0
Canadian Nat'l Railway CmSkNPV COM 136375102 50,053,939 515,668 SH   SOLE 3 515,668 0 0
Canadian Pacific RailwayComNPV COM 13645T100 119,306,645 986,925 SH   SOLE 2 986,925 0 0
Canadian Pacific RailwayComNPV COM 13645T100 86,141,108 712,574 SH   SOLE 3 712,574 0 0
Canadian Pacific RailwayComNPV COM 13645T100 903,028 7,470 SH   SOLE 4 7,470 0 0
Canadian Pacific RailwayComNPV COM 13645T100 1,934,196 16,000 SH   SOLE 5 16,000 0 0
Canadian Pacific RailwayComNPV COM 13645T100 600,205 4,965 SH   SOLE 7 4,965 0 0
CanadianNaturalRes. Common NPV COM 136385101 106,801 3,800 SH   SOLE 3 3,800 0 0
CanadianPac Railway ComNPV(US) COM 13645T100 47,576,712 391,965 SH   SOLE 1 391,965 0 0
CanadianPac Railway ComNPV(US) COM 13645T100 470,105 3,873 SH   SOLE 3 3,873 0 0
CanadianPac Railway ComNPV(US) COM 13645T100 3,194,600 26,319 SH   SOLE 4 26,319 0 0
CanadianPac Railway ComNPV(US) COM 13645T100 66,759 550 SH   SOLE 7 550 0 0
Capella EducationComStkUSD0.01 COM 139594105 603,925 14,500 SH   SOLE 2 14,500 0 0
Capella EducationComStkUSD0.01 COM 139594105 7,540,857 181,053 SH   SOLE 3 181,053 0 0
Capital One Fin.ComStk USD0.01 COM 14040H105 9,531,103 151,745 SH   SOLE 2 151,745 0 0
Capital One Fin.ComStk USD0.01 COM 14040H105 145,699,855 2,319,692 SH   SOLE 3 2,319,692 0 0
Capital One Fin.ComStk USD0.01 COM 14040H105 1,056,464 16,820 SH   SOLE 4 16,820 0 0
Capital One Fin.ComStk USD0.01 COM 14040H105 2,600,334 41,400 SH   SOLE 5 41,400 0 0
Capital One Fin.ComStk USD0.01 COM 14040H105 718,986 11,447 SH   SOLE 7 11,447 0 0
Capital Southwest Com Stk USD1 COM 140501107 689,150 5,000 SH   SOLE 2 5,000 0 0
Capital Southwest Com Stk USD1 COM 140501107 4,322,211 31,359 SH   SOLE 3 31,359 0 0
Capstead Mortgage REIT USD0.01 REIT 14067E506 873,620 72,200 SH   SOLE 2 72,200 0 0
Capstead Mortgage REIT USD0.01 REIT 14067E506 10,582,721 874,605 SH   SOLE 3 874,605 0 0
Carbo Ceramics Com Stk USD0.01 COM 140781105 424,809 6,300 SH   SOLE 3 6,300 0 0
Cardinal Health Corp ComStkNPV COM 14149Y108 651,360 13,800 SH   SOLE 2 13,800 0 0
Cardinal Health Corp ComStkNPV COM 14149Y108 5,930,019 125,636 SH   SOLE 3 125,636 0 0
Career Education ComStkUSD0.01 COM 141665109 558,830 192,700 SH   SOLE 3 192,700 0 0
CareFusion Corp ComStk USD0.01 COM 14170T101 39,657,970 1,076,200 SH   SOLE 1 1,076,200 0 0
Carlisle Companies ComStk USD1 COM 142339100 13,795,434 221,400 SH   SOLE 1 221,400 0 0
Carlisle Companies ComStk USD1 COM 142339100 454,863 7,300 SH   SOLE 2 7,300 0 0
Carlisle Companies ComStk USD1 COM 142339100 9,963,369 159,900 SH   SOLE 3 159,900 0 0
CarnivalCpComStkUSD0.01-Paired COM 143658300 3,657,680 106,669 SH   SOLE 7 106,669 0 0
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Carter Hldgs Com Stock USD0.01 COM 146229109 103,698 1,400 SH   SOLE 3 1,400 0 0
Casey's Gen Stores Com Stk NPV COM 147528103 41,232,340 685,378 SH   SOLE 1 685,378 0 0
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Cash America Com Stock USD0.10 COM 14754D100 8,973,804 197,400 SH   SOLE 3 197,400 0 0
Cass Information ComStkUSD0.50 COM 14808P109 172,414 3,740 SH   SOLE 3 3,740 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 7,570,602 91,776 SH   SOLE 2 91,776 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 99,482,775 1,205,998 SH   SOLE 3 1,205,998 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 476,462 5,776 SH   SOLE 4 5,776 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 2,021,005 24,500 SH   SOLE 5 24,500 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 401,231 4,864 SH   SOLE 7 4,864 0 0
Cato Corp 'A'ComStk USD0.03333 COM 149205106 304,512 12,200 SH   SOLE 2 12,200 0 0
Cato Corp 'A'ComStk USD0.03333 COM 149205106 6,963,565 278,989 SH   SOLE 3 278,989 0 0
CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 2,942,984 63,100 SH   SOLE 2 63,100 0 0
CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 41,442,345 888,558 SH   SOLE 3 888,558 0 0
CEC Entertain. Com Stk USD0.10 COM 125137109 4,020,894 97,975 SH   SOLE 3 97,975 0 0
Celanese A USD0.0001 (US List) COM 150870103 111,104 2,480 SH   SOLE 3 2,480 0 0
Celanese A USD0.0001 (US List) COM 150870103 1,177,344 26,280 SH   SOLE 7 26,280 0 0
CelesticaIncSubOrdVotingShsNPV COM 15101Q108 935,623 99,600 SH   SOLE 2 99,600 0 0
CelesticaIncSubOrdVotingShsNPV COM 15101Q108 9,189,025 978,200 SH   SOLE 3 978,200 0 0
Celgene Corp Com Stk USD0.01 COM 151020104 3,392,420 29,000 SH   SOLE 2 29,000 0 0
Celgene Corp Com Stk USD0.01 COM 151020104 21,354,699 182,550 SH   SOLE 3 182,550 0 0
Cellcom Israel Limited ILS0.01 COM M2196U109 195,945 21,165 SH   SOLE 2 21,165 0 0
Cellcom Israel Limited ILS0.01 COM M2196U109 828,960 89,540 SH   SOLE 3 89,540 0 0
CemexSAB SpnADR(EachRepr10CPO) ADR 151290889 33,449,019 3,161,533 SH   SOLE 3 3,161,533 0 0
Centene Corp Com Stk USD0.001 COM 15135B101 7,722,112 147,200 SH   SOLE 1 147,200 0 0
Central Pacific Fin CmStk NPV COM 154760409 72,000 4,000 SH   SOLE 3 4,000 0 0
Cepheid Inc Common Stock NPV COM 15670R107 12,477,250 362,500 SH   SOLE 1 362,500 0 0
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CFIndustriesHldgsComStkUSD0.01 COM 125269100 70,658,858 412,005 SH   SOLE 3 412,005 0 0
Changyou.com ADR(Rep2 'A' Shs) ADR 15911M107 2,139,932 70,300 SH   SOLE 2 70,300 0 0
Changyou.com ADR(Rep2 'A' Shs) ADR 15911M107 7,890,048 259,200 SH   SOLE 3 259,200 0 0
CharmCommIncADR(EachRep2.0) ADR 16112R101 5,813,172 1,286,100 SH   SOLE 3 1,286,100 0 0
CheckPointSoftwareTech ILS1 COM M22465104 298,475,204 6,007,955 SH   SOLE 2 6,007,955 0 0
CheckPointSoftwareTech ILS1 COM M22465104 111,811,596 2,250,636 SH   SOLE 3 2,250,636 0 0
CheckPointSoftwareTech ILS1 COM M22465104 127,429 2,565 SH   SOLE 4 2,565 0 0
CheckPointSoftwareTech ILS1 COM M22465104 2,533,680 51,000 SH   SOLE 5 51,000 0 0
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CheesecakeFactoryComStkUSD0.01 COM 163072101 10,233,727 244,300 SH   SOLE 3 244,300 0 0
Chemed Corp Common Stock USD1 COM 16359R103 3,788,089 52,300 SH   SOLE 2 52,300 0 0
Chemed Corp Common Stock USD1 COM 16359R103 45,488,865 628,039 SH   SOLE 3 628,039 0 0
ChemoCentryx Inc CmStkUSD0.001 COM 16383L106 215,126 15,214 SH   SOLE 3 15,214 0 0
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 258,826 12,700 SH   SOLE 2 12,700 0 0
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 236,408 11,600 SH   SOLE 3 11,600 0 0
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ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 164,768 3,200 SH   SOLE 3 3,200 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 47,165,945 398,563 SH   SOLE 1 398,563 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 21,235,166 179,442 SH   SOLE 2 179,442 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 185,215,354 1,565,112 SH   SOLE 3 1,565,112 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 2,830,101 23,915 SH   SOLE 4 23,915 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 2,023,614 17,100 SH   SOLE 7 17,100 0 0
Chico's FAS Common Stk USD0.01 COM 168615102 760,876 44,600 SH   SOLE 2 44,600 0 0
Chico's FAS Common Stk USD0.01 COM 168615102 5,732,160 336,000 SH   SOLE 3 336,000 0 0
Childrens Place ComStk USD0.10 COM 168905107 53,212,992 971,040 SH   SOLE 1 971,040 0 0
Childrens Place ComStk USD0.10 COM 168905107 109,600 2,000 SH   SOLE 2 2,000 0 0
Childrens Place ComStk USD0.10 COM 168905107 93,160 1,700 SH   SOLE 3 1,700 0 0
Chimera Inv Corp REIT USD0.01 REIT 16934Q109 879,600 293,200 SH   SOLE 2 293,200 0 0
Chimera Inv Corp REIT USD0.01 REIT 16934Q109 8,102,289 2,700,763 SH   SOLE 3 2,700,763 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 7,068,800 441,800 SH   SOLE 3 441,800 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 44,792,000 2,799,500 SH   SOLE 4 2,799,500 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 61,028,800 3,814,300 SH   SOLE 6 3,814,300 0 0
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 88,065 17,100 SH   SOLE 2 17,100 0 0
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 656,218 127,421 SH   SOLE 3 127,421 0 0
ChinaGreenAgriInUSD0.001 COM 16943W105 78,674 27,800 SH   SOLE 2 27,800 0 0
ChinaGreenAgriInUSD0.001 COM 16943W105 1,855,218 655,554 SH   SOLE 3 655,554 0 0
ChinaTechfaithADR(EachRp15Ord) ADR 169424108 56,712 55,600 SH   SOLE 3 55,600 0 0
ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 319,103 18,100 SH   SOLE 2 18,100 0 0
ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 68,757 3,900 SH   SOLE 3 3,900 0 0
Chubb Corp Com USD1 COM 171232101 42,325 500 SH   SOLE 2 500 0 0
Chubb Corp Com USD1 COM 171232101 144,836 1,711 SH   SOLE 3 1,711 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 407,797 12,700 SH   SOLE 3 12,700 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 295,091 9,190 SH   SOLE 4 9,190 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 13,197 411 SH   SOLE 7 411 0 0
Church & Dwight Comm Stk USD1 COM 171340102 684,981 11,100 SH   SOLE 2 11,100 0 0
Church & Dwight Comm Stk USD1 COM 171340102 2,567,136 41,600 SH   SOLE 3 41,600 0 0
CiaBrasileira ADR(EchRep1Pref) ADR 20440T201 81,058,635 1,783,076 SH   SOLE 2 1,783,076 0 0
CiaBrasileira ADR(EchRep1Pref) ADR 20440T201 670,580 14,751 SH   SOLE 3 14,751 0 0
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) ADR 204409601 4,158,348 463,584 SH   SOLE 2 463,584 0 0
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) ADR 204409601 30,335,813 3,381,919 SH   SOLE 3 3,381,919 0 0
CiaSanBasEstSponADR(Rep1ComSh) ADR 20441A102 1,652,067 158,700 SH   SOLE 3 158,700 0 0
CiaSiderNaclSpn(2ADRRp1OrdNPV) ADR 20440W105 804,962 290,600 SH   SOLE 2 290,600 0 0
CiaSiderNaclSpn(2ADRRp1OrdNPV) ADR 20440W105 1,531,533 552,900 SH   SOLE 3 552,900 0 0
Cigna Corp Common Stk USD0.25 COM 125509109 3,559,259 49,100 SH   SOLE 2 49,100 0 0
Cigna Corp Common Stk USD0.25 COM 125509109 21,674,003 298,993 SH   SOLE 3 298,993 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 22,682,420 349,014 SH   SOLE 1 349,014 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 25,056,700 385,547 SH   SOLE 3 385,547 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 1,363,490 20,980 SH   SOLE 4 20,980 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 94,950 1,461 SH   SOLE 7 1,461 0 0
Cincinnati Fin.Com Stock USD2 COM 172062101 243,376 5,300 SH   SOLE 3 5,300 0 0
Cintas Corp Comm Stk NPV COM 172908105 678,546 14,900 SH   SOLE 2 14,900 0 0
Cintas Corp Comm Stk NPV COM 172908105 3,333,528 73,200 SH   SOLE 3 73,200 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 12,471,322 512,485 SH   SOLE 2 512,485 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 147,599,465 6,065,316 SH   SOLE 3 6,065,316 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 170,345 7,000 SH   SOLE 7 7,000 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 51,405,036 1,071,608 SH   SOLE 1 1,071,608 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 13,980,473 291,442 SH   SOLE 2 291,442 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 167,672,419 3,495,360 SH   SOLE 3 3,495,360 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 3,385,291 70,571 SH   SOLE 4 70,571 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 1,913,523 39,890 SH   SOLE 5 39,890 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 1,955,593 40,767 SH   SOLE 7 40,767 0 0
Citizens NrthnCorp ComStk USD1 COM 172922106 115,920 6,000 SH   SOLE 2 6,000 0 0
Citizens NrthnCorp ComStk USD1 COM 172922106 1,284,780 66,500 SH   SOLE 3 66,500 0 0
City Holding Co. ComStkUSD2.50 COM 177835105 15,444 400 SH   SOLE 2 400 0 0
City Holding Co. ComStkUSD2.50 COM 177835105 81,079 2,100 SH   SOLE 3 2,100 0 0
Cleco Corporation Com Stk USD1 COM 12561W105 60,443,038 1,301,810 SH   SOLE 1 1,301,810 0 0
CliffsNaturalRes CmStk USD0.25 COM 18683K101 406,250 25,000 SH   SOLE 2 25,000 0 0
CliffsNaturalRes CmStk USD0.25 COM 18683K101 5,549,976 341,537 SH   SOLE 3 341,537 0 0
Clorox Co. Com Stk USD1 COM 189054109 745,766 8,970 SH   SOLE 3 8,970 0 0
Cloud Peak Engy ComStk USD0.01 COM 18911Q102 194,464 11,800 SH   SOLE 2 11,800 0 0
Cloud Peak Engy ComStk USD0.01 COM 18911Q102 2,465,408 149,600 SH   SOLE 3 149,600 0 0
CNA Financial Cp ComStkUSD2.50 COM 126117100 3,226,118 98,900 SH   SOLE 2 98,900 0 0
CNA Financial Cp ComStkUSD2.50 COM 126117100 30,376,592 931,226 SH   SOLE 3 931,226 0 0
CNB FinancialCorp ComStock NPV COM 126128107 52,734 3,113 SH   SOLE 3 3,113 0 0
CNH Global NV EUR2.25(US List) COM N20935206 241,628 5,800 SH   SOLE 3 5,800 0 0
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CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 23,508,312 1,813,913 SH   SOLE 3 1,813,913 0 0
Coach Inc Common Stock USD0.01 COM 189754104 1,284,525 22,500 SH   SOLE 2 22,500 0 0
Coach Inc Common Stock USD0.01 COM 189754104 21,029,102 368,350 SH   SOLE 3 368,350 0 0
Coach Inc Common Stock USD0.01 COM 189754104 452,552 7,927 SH   SOLE 7 7,927 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 47,488,435 1,183,955 SH   SOLE 1 1,183,955 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 18,731,851 467,012 SH   SOLE 2 467,012 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 206,828,779 5,156,539 SH   SOLE 3 5,156,539 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 3,912,731 97,550 SH   SOLE 4 97,550 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 1,825,005 45,500 SH   SOLE 5 45,500 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 8,108,678 202,161 SH   SOLE 7 202,161 0 0
Coeur Mining Inc ComStk USD1 COM 192108504 170,240 12,800 SH   SOLE 2 12,800 0 0
Coeur Mining Inc ComStk USD1 COM 192108504 650,370 48,900 SH   SOLE 3 48,900 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 11,013,302 175,819 SH   SOLE 1 175,819 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 382,104 6,100 SH   SOLE 2 6,100 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 15,277,520 243,894 SH   SOLE 3 243,894 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 1,350,957 21,567 SH   SOLE 4 21,567 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 1,710,072 27,300 SH   SOLE 5 27,300 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 1,436,210 22,928 SH   SOLE 6 22,928 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 189,862 3,031 SH   SOLE 7 3,031 0 0
Cogo Group Inc Com Stk USD0.01 COM G22538105 60,350 29,729 SH   SOLE 3 29,729 0 0
Coinstar Inc ComStock USD0.001 COM 19259P300 1,924,704 32,800 SH   SOLE 2 32,800 0 0
Coinstar Inc ComStock USD0.001 COM 19259P300 22,761,972 387,900 SH   SOLE 3 387,900 0 0
Colgate-Palmolive Com USD1 COM 194162103 10,047,291 175,376 SH   SOLE 2 175,376 0 0
Colgate-Palmolive Com USD1 COM 194162103 91,159,963 1,591,202 SH   SOLE 3 1,591,202 0 0
Colgate-Palmolive Com USD1 COM 194162103 544,599 9,506 SH   SOLE 7 9,506 0 0
CollectorsUniverse CS USD0.001 COM 19421R200 469,050 35,400 SH   SOLE 3 35,400 0 0
Colonial Props. REIT USD0.01 REIT 195872106 26,715,481 1,107,607 SH   SOLE 1 1,107,607 0 0
Colony Fin Inc REIT USD0.01 REIT 19624R106 1,082,016 54,400 SH   SOLE 2 54,400 0 0
Colony Fin Inc REIT USD0.01 REIT 19624R106 19,197,828 965,200 SH   SOLE 3 965,200 0 0
Columbia Bkng System ComStkNPV COM 197236102 679,275 28,529 SH   SOLE 3 28,529 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 44,951,599 1,076,685 SH   SOLE 1 1,076,685 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 4,839,660 115,920 SH   SOLE 2 115,920 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 83,618,862 2,002,847 SH   SOLE 3 2,002,847 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 3,862,376 92,512 SH   SOLE 4 92,512 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 2,116,725 50,700 SH   SOLE 5 50,700 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 715,637 17,141 SH   SOLE 7 17,141 0 0
Comerica Common Stk USD5 COM 200340107 2,489,375 62,500 SH   SOLE 2 62,500 0 0
Comerica Common Stk USD5 COM 200340107 13,805,078 346,600 SH   SOLE 3 346,600 0 0
CommerceBancshares Com StkUSD5 COM 200525103 25,245,935 579,700 SH   SOLE 1 579,700 0 0
CommerceBancshares Com StkUSD5 COM 200525103 1,649,630 37,879 SH   SOLE 2 37,879 0 0
CommerceBancshares Com StkUSD5 COM 200525103 14,966,785 343,669 SH   SOLE 3 343,669 0 0
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Community Tst Bancp ComStkUSD5 COM 204149108 1,648,850 46,290 SH   SOLE 3 46,290 0 0
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Comp.deBebidasSpnADR(1PrefNPV) ADR 20441W203 194,300,078 5,202,144 SH   SOLE 3 5,202,144 0 0
CompanCervecerADR(Cv2CmShsNPV) ADR 204429104 740,999 25,900 SH   SOLE 3 25,900 0 0
Compass Diversified LP NPV PART 20451Q104 12,909,092 736,400 SH   SOLE 1 736,400 0 0
CompdeMinasBueSpADR(Rp1CmPEN4) ADR 204448104 1,798,196 121,829 SH   SOLE 3 121,829 0 0
CompParaDeEnergADR1000Pr'B'Shs ADR 20441B407 2,036,880 164,000 SH   SOLE 2 164,000 0 0
CompParaDeEnergADR1000Pr'B'Shs ADR 20441B407 13,914,076 1,120,296 SH   SOLE 3 1,120,296 0 0
Computer Sciences Com Stk USD1 COM 205363104 3,348,405 76,500 SH   SOLE 2 76,500 0 0
Computer Sciences Com Stk USD1 COM 205363104 37,672,839 860,700 SH   SOLE 3 860,700 0 0
ComputerProg&SysComStkUSD0.001 COM 205306103 289,926 5,900 SH   SOLE 2 5,900 0 0
ComputerProg&SysComStkUSD0.001 COM 205306103 2,982,798 60,700 SH   SOLE 3 60,700 0 0
Comtech Telecomm.ComStkUSD0.10 COM 205826209 77,981 2,900 SH   SOLE 2 2,900 0 0
Comtech Telecomm.ComStkUSD0.10 COM 205826209 572,757 21,300 SH   SOLE 3 21,300 0 0
Comverse Inc Com Stk USD0.01 COM 20585P105 6,891,372 232,330 SH   SOLE 1 232,330 0 0
Conagra Foods Inc Com Stk USD5 COM 205887102 769,403 22,027 SH   SOLE 3 22,027 0 0
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ConocoPhillips CommStk USD0.01 COM 20825C104 7,246,993 119,785 SH   SOLE 2 119,785 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 72,039,347 1,190,733 SH   SOLE 3 1,190,733 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 6,259,814 103,468 SH   SOLE 7 103,468 0 0
Consolid.Edison ComStk USD0.10 COM 209115104 883,047 15,144 SH   SOLE 3 15,144 0 0
Cooper Companies ComStkUSD0.10 COM 216648402 25,333,840 212,800 SH   SOLE 1 212,800 0 0
Cooper Tire&Rubber ComStk USD1 COM 216831107 2,365,021 71,300 SH   SOLE 2 71,300 0 0
Cooper Tire&Rubber ComStk USD1 COM 216831107 25,463,050 767,653 SH   SOLE 3 767,653 0 0
Copart Inc Common Stock NPV COM 217204106 437,360 14,200 SH   SOLE 2 14,200 0 0
Copart Inc Common Stock NPV COM 217204106 3,970,120 128,900 SH   SOLE 3 128,900 0 0
Core Laboratories NV EUR0.02 COM N22717107 30,268 200 SH   SOLE 2 200 0 0
Core-Mark Hldg Co CmStkUSD0.01 COM 218681104 21,018,500 331,000 SH   SOLE 1 331,000 0 0
CoresiteRealtyCorpREIT USD0.01 REIT 21870Q105 136,783 4,300 SH   SOLE 2 4,300 0 0
CorinthianColl.ComStkUSD0.0001 COM 218868107 679,168 303,200 SH   SOLE 3 303,200 0 0
Corning Inc Common StkUSD0.50 COM 219350105 3,802,256 267,200 SH   SOLE 2 267,200 0 0
Corning Inc Common StkUSD0.50 COM 219350105 42,965,920 3,019,390 SH   SOLE 3 3,019,390 0 0
Corrections Corp REIT USD0.01 REIT 22025Y407 254,025 7,500 SH   SOLE 2 7,500 0 0
Corrections Corp REIT USD0.01 REIT 22025Y407 697,722 20,600 SH   SOLE 3 20,600 0 0
CorVel Corp CommStockUSD0.0001 COM 221006109 35,124 1,200 SH   SOLE 2 1,200 0 0
CorVel Corp CommStockUSD0.0001 COM 221006109 166,839 5,700 SH   SOLE 3 5,700 0 0
Cosan Ltd Class A Shs USD0.01 COM G25343107 367,398 22,735 SH   SOLE 3 22,735 0 0
CostcoWholesaleCom Stk USD0.01 COM 22160K105 1,202,228 10,873 SH   SOLE 2 10,873 0 0
CostcoWholesaleCom Stk USD0.01 COM 22160K105 4,113,204 37,200 SH   SOLE 3 37,200 0 0
Courier Corp Common Stock USD1 COM 222660102 214,200 15,000 SH   SOLE 2 15,000 0 0
Courier Corp Common Stock USD1 COM 222660102 848,046 59,387 SH   SOLE 3 59,387 0 0
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CrackerBarrelOld ComStkUSD0.01 COM 22410J106 283,980 3,000 SH   SOLE 2 3,000 0 0
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Crane Company CommonStock USD1 COM 224399105 521,304 8,700 SH   SOLE 2 8,700 0 0
Crane Company CommonStock USD1 COM 224399105 4,877,488 81,400 SH   SOLE 3 81,400 0 0
Crawford & Co 'B'ComStock USD1 COM 224633107 15,736 2,800 SH   SOLE 3 2,800 0 0
Crawford And Co A Com Stk USD1 COM 224633206 9,633 1,900 SH   SOLE 3 1,900 0 0
CrdtSuisADR(EchRep1OrdCHF0.40) ADR 225401108 10,399 393 SH   SOLE 3 393 0 0
CredicorpComStkUSD5(USListing) COM G2519Y108 1,164,436 9,100 SH   SOLE 2 9,100 0 0
CredicorpComStkUSD5(USListing) COM G2519Y108 4,500,865 35,174 SH   SOLE 3 35,174 0 0
CreditAcceptance CmStk USD0.01 COM 225310101 273,130 2,600 SH   SOLE 2 2,600 0 0
CreditAcceptance CmStk USD0.01 COM 225310101 1,008,480 9,600 SH   SOLE 3 9,600 0 0
Crocs Inc Comm Stock USD0.001 COM 227046109 361,350 21,900 SH   SOLE 2 21,900 0 0
Crocs Inc Comm Stock USD0.001 COM 227046109 5,956,781 361,017 SH   SOLE 3 361,017 0 0
Crown Crafts Inc CmStk USD0.01 COM 228309100 37,515 6,100 SH   SOLE 2 6,100 0 0
Crown Crafts Inc CmStk USD0.01 COM 228309100 351,165 57,100 SH   SOLE 3 57,100 0 0
Crown Holdings Common Stk USD5 COM 228368106 36,861,693 896,224 SH   SOLE 1 896,224 0 0
CrownMediaHldgs A CmStkUSD0.01 COM 228411104 15,314 6,200 SH   SOLE 3 6,200 0 0
CSG Systems Intl ComStkUSD0.01 COM 126349109 119,763 5,500 SH   SOLE 2 5,500 0 0
CSG Systems Intl ComStkUSD0.01 COM 126349109 5,746,989 263,926 SH   SOLE 3 263,926 0 0
CSS Industries Com Stk USD0.10 COM 125906107 246,807 9,900 SH   SOLE 2 9,900 0 0
CSS Industries Com Stk USD0.10 COM 125906107 1,915,422 76,832 SH   SOLE 3 76,832 0 0
CST Brands Inc CmStk USD0.01 COM 12646R105 183,104 5,943 SH   SOLE 2 5,943 0 0
CST Brands Inc CmStk USD0.01 COM 12646R105 1,641,434 53,276 SH   SOLE 3 53,276 0 0
CSX Corp Com USD1 COM 126408103 3,039,467 131,068 SH   SOLE 2 131,068 0 0
CSX Corp Com USD1 COM 126408103 33,522,096 1,445,541 SH   SOLE 3 1,445,541 0 0
CSX Corp Com USD1 COM 126408103 115,950 5,000 SH   SOLE 7 5,000 0 0
CTC Media Inc Common Stock NPV COM 12642X106 931,437 83,800 SH   SOLE 2 83,800 0 0
CTC Media Inc Common Stock NPV COM 12642X106 11,991,473 1,078,855 SH   SOLE 3 1,078,855 0 0
Cubist Pharm.IncComStkUSD0.001 COM 229678107 33,803 700 SH   SOLE 2 700 0 0
Cubist Pharm.IncComStkUSD0.001 COM 229678107 77,264 1,600 SH   SOLE 3 1,600 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 15,721,330 235,455 SH   SOLE 1 235,455 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 1,362,108 20,400 SH   SOLE 2 20,400 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 8,980,565 134,500 SH   SOLE 3 134,500 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 17,238,849 158,942 SH   SOLE 1 158,942 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 5,269,638 48,586 SH   SOLE 2 48,586 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 64,513,852 594,817 SH   SOLE 3 594,817 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 1,491,325 13,750 SH   SOLE 4 13,750 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 986,986 9,100 SH   SOLE 5 9,100 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 502,061 4,629 SH   SOLE 7 4,629 0 0
CVB Financial Corp Com Stk NPV COM 126600105 981,960 83,500 SH   SOLE 2 83,500 0 0
CVB Financial Corp Com Stk NPV COM 126600105 7,453,488 633,800 SH   SOLE 3 633,800 0 0
CVR Energy Com Stk USD00.01 COM 12662P108 312,840 6,600 SH   SOLE 3 6,600 0 0
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 2,494,020 43,617 SH   SOLE 2 43,617 0 0
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 13,774,147 240,891 SH   SOLE 3 240,891 0 0
Cyberonics Inc Com Stk USD0.01 COM 23251P102 519,600 10,000 SH   SOLE 2 10,000 0 0
Cyberonics Inc Com Stk USD0.01 COM 23251P102 4,203,564 80,900 SH   SOLE 3 80,900 0 0
CYS Investments REIT USD0.01 REIT 12673A108 90,258 9,800 SH   SOLE 3 9,800 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 40,046,175 632,641 SH   SOLE 1 632,641 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 5,939,186 93,826 SH   SOLE 2 93,826 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 109,335,938 1,727,266 SH   SOLE 3 1,727,266 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 4,107,347 64,887 SH   SOLE 4 64,887 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 2,196,510 34,700 SH   SOLE 5 34,700 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 773,210 12,215 SH   SOLE 7 12,215 0 0
Darden Restaurants CmSkUSD0.01 COM 237194105 212,016 4,200 SH   SOLE 2 4,200 0 0
Darden Restaurants CmSkUSD0.01 COM 237194105 1,736,512 34,400 SH   SOLE 3 34,400 0 0
Darling Intl Com Stk USD0.01 COM 237266101 938,598 50,300 SH   SOLE 2 50,300 0 0
Darling Intl Com Stk USD0.01 COM 237266101 13,461,193 721,393 SH   SOLE 3 721,393 0 0
DaVitaHlthCareCom Stk USD0.001 COM 23918K108 7,755,239 64,199 SH   SOLE 1 64,199 0 0
DCT Industrial REIT USD0.01 REIT 233153105 9,568,166 1,338,205 SH   SOLE 1 1,338,205 0 0
Dean Foods Common StockUSD0.01 COM 242370104 25,772,442 2,572,100 SH   SOLE 1 2,572,100 0 0
Deckers Outdoor ComStk USD0.01 COM 243537107 35,357 700 SH   SOLE 2 700 0 0
Deckers Outdoor ComStk USD0.01 COM 243537107 3,430,336 67,914 SH   SOLE 3 67,914 0 0
Deere & Company CommonStk USD1 COM 244199105 2,904,850 35,752 SH   SOLE 2 35,752 0 0
Deere & Company CommonStk USD1 COM 244199105 4,456,400 54,848 SH   SOLE 3 54,848 0 0
Deere & Company CommonStk USD1 COM 244199105 5,632,900 69,328 SH   SOLE 7 69,328 0 0
Delek US Hldgs Com Stk USD0.01 COM 246647101 779,938 27,100 SH   SOLE 2 27,100 0 0
Delek US Hldgs Com Stk USD0.01 COM 246647101 12,903,772 448,359 SH   SOLE 3 448,359 0 0
Dell Inc Common Stock USD0.01 COM 24702R101 111,304,325 8,353,045 SH   SOLE 3 8,353,045 0 0
Delphi Auto USD0.01(US List) COM G27823106 5,834,419 115,100 SH   SOLE 2 115,100 0 0
Delphi Auto USD0.01(US List) COM G27823106 49,514,296 976,806 SH   SOLE 3 976,806 0 0
Deluxe Corp Common Stock USD1 COM 248019101 2,609,145 75,300 SH   SOLE 2 75,300 0 0
Deluxe Corp Common Stock USD1 COM 248019101 26,444,430 763,187 SH   SOLE 3 763,187 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 43,537,215 2,513,696 SH   SOLE 1 2,513,696 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 121,240 7,000 SH   SOLE 2 7,000 0 0
Dentsply Intl Inc. ComStk USD1 COM 249030107 16,031,990 391,406 SH   SOLE 1 391,406 0 0
Dentsply Intl Inc. ComStk USD1 COM 249030107 644,956 15,746 SH   SOLE 3 15,746 0 0
DesarrolladoraADR(Rep6 OrdNPV) ADR 25030W100 138,756 37,200 SH   SOLE 2 37,200 0 0
DesarrolladoraADR(Rep6 OrdNPV) ADR 25030W100 1,434,185 384,500 SH   SOLE 3 384,500 0 0
DestinationMaternityCS USD0.01 COM 25065D100 12,300 500 SH   SOLE 2 500 0 0
DestinationMaternityCS USD0.01 COM 25065D100 590,400 24,000 SH   SOLE 3 24,000 0 0
Devon Energy Com Stk USD0.10 COM 25179M103 62,256 1,200 SH   SOLE 2 1,200 0 0
Devon Energy Com Stk USD0.10 COM 25179M103 30,414,858 586,254 SH   SOLE 3 586,254 0 0
DeVry Inc Common Stock USD0.01 COM 251893103 1,405,206 45,300 SH   SOLE 2 45,300 0 0
DeVry Inc Common Stock USD0.01 COM 251893103 17,617,530 567,941 SH   SOLE 3 567,941 0 0
DiageoSponADR(Repr4OrdGBP0.28) ADR 25243Q205 20,346 177 SH   SOLE 3 177 0 0
DiamondHillInvGrp'A'ComStk NPV COM 25264R207 196,857 2,300 SH   SOLE 2 2,300 0 0
DiamondHillInvGrp'A'ComStk NPV COM 25264R207 1,609,092 18,800 SH   SOLE 3 18,800 0 0
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 811,722 11,800 SH   SOLE 2 11,800 0 0
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 13,903,697 202,118 SH   SOLE 3 202,118 0 0
Diana Shipping ComStk USD0.01 COM Y2066G104 558,224 55,600 SH   SOLE 2 55,600 0 0
Diana Shipping ComStk USD0.01 COM Y2066G104 7,361,057 733,173 SH   SOLE 3 733,173 0 0
Dice Holdings ComStock USD0.01 COM 253017107 165,780 18,000 SH   SOLE 2 18,000 0 0
Dice Holdings ComStock USD0.01 COM 253017107 1,432,155 155,500 SH   SOLE 3 155,500 0 0
Dick's Sporting CommStkUSD0.01 COM 253393102 100,120 2,000 SH   SOLE 2 2,000 0 0
Dick's Sporting CommStkUSD0.01 COM 253393102 3,624,344 72,400 SH   SOLE 3 72,400 0 0
Diebold Inc Com Stock USD1.25 COM 253651103 232,461 6,900 SH   SOLE 3 6,900 0 0
Dillard IncComStkCls'A'USD NPV COM 254067101 24,591 300 SH   SOLE 3 300 0 0
DIRECTV Common Stock USD0.01 COM 25490A309 4,811,372 78,056 SH   SOLE 2 78,056 0 0
DIRECTV Common Stock USD0.01 COM 25490A309 68,997,474 1,119,362 SH   SOLE 3 1,119,362 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 5,803,410 121,818 SH   SOLE 2 121,818 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 93,519,464 1,963,045 SH   SOLE 3 1,963,045 0 0
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 270,340 3,500 SH   SOLE 2 3,500 0 0
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 200,824 2,600 SH   SOLE 3 2,600 0 0
Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 257,565 7,700 SH   SOLE 2 7,700 0 0
Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 6,940,875 207,500 SH   SOLE 3 207,500 0 0
Dollar General ComStk USD0.875 COM 256677105 21,923,535 434,732 SH   SOLE 1 434,732 0 0
Dollar General ComStk USD0.875 COM 256677105 1,781,692 35,330 SH   SOLE 4 35,330 0 0
Dollar Tree Inc ComStk USD0.01 COM 256746108 305,040 6,000 SH   SOLE 2 6,000 0 0
Dollar Tree Inc ComStk USD0.01 COM 256746108 9,702,509 190,844 SH   SOLE 3 190,844 0 0
DominionRes(Virginia)ComStkNPV COM 25746U109 2,673,836 47,058 SH   SOLE 2 47,058 0 0
DominionRes(Virginia)ComStkNPV COM 25746U109 8,370,950 147,324 SH   SOLE 3 147,324 0 0
Domino's Pizza Com.Stk USD0.01 COM 25754A201 42,568,591 732,048 SH   SOLE 1 732,048 0 0
Domstar Corp Com Stk USD0.01 COM 257559203 1,050,700 15,800 SH   SOLE 2 15,800 0 0
Domstar Corp Com Stk USD0.01 COM 257559203 11,905,163 179,025 SH   SOLE 3 179,025 0 0
Donaldson Common Stock USD5 COM 257651109 1,451,362 40,700 SH   SOLE 3 40,700 0 0
Donegal Grp Cls A CmSt USD0.01 COM 257701201 11,176 800 SH   SOLE 3 800 0 0
Donnelley(R.R) Common USD1.25 COM 257867101 512,766 36,600 SH   SOLE 2 36,600 0 0
Donnelley(R.R) Common USD1.25 COM 257867101 2,257,263 161,118 SH   SOLE 3 161,118 0 0
Doral Fin.Corp Com Stk USD0.01 COM 25811P886 208,828 251,600 SH   SOLE 2 251,600 0 0
Doral Fin.Corp Com Stk USD0.01 COM 25811P886 786,591 947,700 SH   SOLE 3 947,700 0 0
Dorchester Min. LP Com Uts NPV PART 25820R105 560,821 22,900 SH   SOLE 2 22,900 0 0
Dorchester Min. LP Com Uts NPV PART 25820R105 2,245,170 91,677 SH   SOLE 3 91,677 0 0
Dorman Products ComStk USD0.01 COM 258278100 743,769 16,300 SH   SOLE 2 16,300 0 0
Dorman Products ComStk USD0.01 COM 258278100 7,031,583 154,100 SH   SOLE 3 154,100 0 0
Dover Corp Common Stock USD1 COM 260003108 17,619,656 226,882 SH   SOLE 1 226,882 0 0
Dover Corp Common Stock USD1 COM 260003108 3,409,274 43,900 SH   SOLE 2 43,900 0 0
Dover Corp Common Stock USD1 COM 260003108 43,994,390 566,500 SH   SOLE 3 566,500 0 0
Dow Chemical Com USD2.50 COM 260543103 604,796 18,800 SH   SOLE 2 18,800 0 0
Dow Chemical Com USD2.50 COM 260543103 792,347 24,630 SH   SOLE 3 24,630 0 0
DRDGOLD LtdADR (EchReps10 Ord) ADR 26152H301 115,659 21,300 SH   SOLE 2 21,300 0 0
DRDGOLD LtdADR (EchReps10 Ord) ADR 26152H301 38,010 7,000 SH   SOLE 3 7,000 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 7,128,578 188,487 SH   SOLE 2 188,487 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 55,355,016 1,463,644 SH   SOLE 3 1,463,644 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 766,233 20,260 SH   SOLE 4 20,260 0 0
DSW Inc Class 'A' Com Stk NPV COM 23334L102 514,290 7,000 SH   SOLE 2 7,000 0 0
DSW Inc Class 'A' Com Stk NPV COM 23334L102 1,763,574 24,004 SH   SOLE 3 24,004 0 0
DTE Energy Company NPV COM 233331107 218,520 3,261 SH   SOLE 3 3,261 0 0
Duke Engy Corp ComStk USD0.001 COM 26441C204 2,783,633 41,239 SH   SOLE 2 41,239 0 0
Duke Engy Corp ComStk USD0.001 COM 26441C204 9,564,683 141,699 SH   SOLE 3 141,699 0 0
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 1,110,930 11,400 SH   SOLE 3 11,400 0 0
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 3,703 38 SH   SOLE 7 38 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 2,298,870 43,788 SH   SOLE 2 43,788 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 10,549,770 200,948 SH   SOLE 3 200,948 0 0
DvrDwnsGmng&EntIncComStkUSD0.1 COM 260095104 6,355 4,100 SH   SOLE 3 4,100 0 0
DynamicsResearch ComStkUSD0.10 COM 268057106 2,228 400 SH   SOLE 3 400 0 0
Dynex Capital Inc REIT USD0.01 REIT 26817Q506 647,065 63,500 SH   SOLE 2 63,500 0 0
Dynex Capital Inc REIT USD0.01 REIT 26817Q506 8,690,032 852,800 SH   SOLE 3 852,800 0 0
East West Banc.ComStk USD0.001 COM 27579R104 654,500 23,800 SH   SOLE 2 23,800 0 0
East West Banc.ComStk USD0.001 COM 27579R104 7,672,500 279,000 SH   SOLE 3 279,000 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 41,570,400 631,673 SH   SOLE 1 631,673 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 6,243,197 94,867 SH   SOLE 2 94,867 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 121,754,752 1,850,095 SH   SOLE 3 1,850,095 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 3,951,891 60,050 SH   SOLE 4 60,050 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 1,454,401 22,100 SH   SOLE 5 22,100 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 774,123 11,763 SH   SOLE 7 11,763 0 0
Eaton Vance CpComStkUSD0.00781 COM 278265103 259,371 6,900 SH   SOLE 2 6,900 0 0
Eaton Vance CpComStkUSD0.00781 COM 278265103 3,405,654 90,600 SH   SOLE 3 90,600 0 0
eBay Inc Common Stock USD0.001 COM 278642103 6,708,343 129,705 SH   SOLE 2 129,705 0 0
eBay Inc Common Stock USD0.001 COM 278642103 105,583,122 2,041,437 SH   SOLE 3 2,041,437 0 0
eBay Inc Common Stock USD0.001 COM 278642103 678,566 13,120 SH   SOLE 4 13,120 0 0
eBay Inc Common Stock USD0.001 COM 278642103 1,479,192 28,600 SH   SOLE 5 28,600 0 0
eBay Inc Common Stock USD0.001 COM 278642103 461,756 8,928 SH   SOLE 7 8,928 0 0
Ebix Inc.Common Stock USD0.10 COM 278715206 43,522 4,700 SH   SOLE 3 4,700 0 0
Ecolab Common Stk USD1 COM 278865100 5,748,366 67,477 SH   SOLE 3 67,477 0 0
Ecopetrol SpnADR(EachRep20Ord) ADR 279158109 4,142,574 98,492 SH   SOLE 2 98,492 0 0
Ecopetrol SpnADR(EachRep20Ord) ADR 279158109 22,184,000 527,437 SH   SOLE 3 527,437 0 0
Edison Intl Common Stock NPV COM 281020107 12,779,449 265,354 SH   SOLE 3 265,354 0 0
eHealth Inc Com.Stock USD0.001 COM 28238P109 7,611,200 335,000 SH   SOLE 1 335,000 0 0
EinsteinNoahRest. CS USD0.001 COM 28257U104 12,780 900 SH   SOLE 2 900 0 0
EinsteinNoahRest. CS USD0.001 COM 28257U104 221,520 15,600 SH   SOLE 3 15,600 0 0
Eldorado Gold Com NPV(US List) COM 284902103 1,136,236 183,857 SH   SOLE 3 183,857 0 0
Electro Rent Corp Com Stk NPV COM 285218103 95,703 5,700 SH   SOLE 2 5,700 0 0
Electro Rent Corp Com Stk NPV COM 285218103 572,539 34,100 SH   SOLE 3 34,100 0 0
Eli Lilly And Co ComSk NPV COM 532457108 25,328,777 515,651 SH   SOLE 1 515,651 0 0
Eli Lilly And Co ComSk NPV COM 532457108 15,170,270 308,841 SH   SOLE 2 308,841 0 0
Eli Lilly And Co ComSk NPV COM 532457108 238,912,705 4,863,858 SH   SOLE 3 4,863,858 0 0
Eli Lilly And Co ComSk NPV COM 532457108 2,424,072 49,350 SH   SOLE 4 49,350 0 0
Eli Lilly And Co ComSk NPV COM 532457108 1,616,048 32,900 SH   SOLE 5 32,900 0 0
Eli Lilly And Co ComSk NPV COM 532457108 9,256,173 188,440 SH   SOLE 7 188,440 0 0
ElizabethArdenIncComStkUSD0.01 COM 28660G106 35,582,390 790,000 SH   SOLE 1 790,000 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 7,399,367 313,267 SH   SOLE 2 313,267 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 117,619,735 4,979,667 SH   SOLE 3 4,979,667 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 808,276 34,220 SH   SOLE 4 34,220 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 1,865,980 79,000 SH   SOLE 5 79,000 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 499,445 21,145 SH   SOLE 7 21,145 0 0
EMC Insurance Grp Com Stk USD1 COM 268664109 86,658 3,300 SH   SOLE 2 3,300 0 0
EMC Insurance Grp Com Stk USD1 COM 268664109 173,316 6,600 SH   SOLE 3 6,600 0 0
Emcor Group Inc ComStk USD0.01 COM 29084Q100 20,296 500 SH   SOLE 2 500 0 0
Emerson Electric Com.USD1 COM 291011104 7,350,465 134,772 SH   SOLE 2 134,772 0 0
Emerson Electric Com.USD1 COM 291011104 66,066,102 1,211,333 SH   SOLE 3 1,211,333 0 0
Emerson Electric Com.USD1 COM 291011104 4,540,182 83,245 SH   SOLE 7 83,245 0 0
EmpresaNac.Elec.ADS(Rep30CmSh) ADR 29244T101 5,719,927 129,498 SH   SOLE 3 129,498 0 0
Enbridge Inc Common NPV COM 29250N105 38,136 910 SH   SOLE 3 910 0 0
EnCanaCorpComNPV(CanadianList) COM 292505104 330,522 19,600 SH   SOLE 2 19,600 0 0
EnCanaCorpComNPV(CanadianList) COM 292505104 2,871,830 170,300 SH   SOLE 3 170,300 0 0
Encore Capital Com Stk USD0.01 COM 292554102 764,841 23,100 SH   SOLE 2 23,100 0 0
Encore Capital Com Stk USD0.01 COM 292554102 11,534,299 348,363 SH   SOLE 3 348,363 0 0
Endeavour Intl ComStk USD0.001 COM 29259G200 1,884,845 490,845 SH   SOLE 3 490,845 0 0
EndoHealthSolut. ComStkUSD0.01 COM 29264F205 1,640,834 44,600 SH   SOLE 3 44,600 0 0
EnduranceSpec.HldgsComStk USD1 COM G30397106 1,255,380 24,400 SH   SOLE 2 24,400 0 0
EnduranceSpec.HldgsComStk USD1 COM G30397106 10,696,455 207,900 SH   SOLE 3 207,900 0 0
Energen Corp Com Stock USD0.01 COM 29265N108 34,409,604 658,431 SH   SOLE 1 658,431 0 0
Energen Corp Com Stock USD0.01 COM 29265N108 371,046 7,100 SH   SOLE 2 7,100 0 0
Energen Corp Com Stock USD0.01 COM 29265N108 364,357 6,972 SH   SOLE 3 6,972 0 0
EnergizerHldgsCommStockUSD0.01 COM 29266R108 824,182 8,200 SH   SOLE 2 8,200 0 0
EnergizerHldgsCommStockUSD0.01 COM 29266R108 4,109,351 40,885 SH   SOLE 3 40,885 0 0
Enerplus Corporation Com NPV COM 292766102 466,959 31,700 SH   SOLE 3 31,700 0 0
Enersis SponADR(Rep50ComShNPV) ADR 29274F104 3,092,040 189,000 SH   SOLE 3 189,000 0 0
EnerSys Common Stock USD0.01 COM 29275Y102 31,027,608 632,700 SH   SOLE 1 632,700 0 0
EnerSys Common Stock USD0.01 COM 29275Y102 534,536 10,900 SH   SOLE 2 10,900 0 0
EnerSys Common Stock USD0.01 COM 29275Y102 14,291,335 291,422 SH   SOLE 3 291,422 0 0
Ennis Inc Common Stock USD2.50 COM 293389102 285,285 16,500 SH   SOLE 3 16,500 0 0
EnPro Industries ComStkUSD0.01 COM 29355X107 19,121,190 376,698 SH   SOLE 1 376,698 0 0
Ensco PLC Cls A ComStk USD0.10 COM G3157S106 1,540,180 26,500 SH   SOLE 2 26,500 0 0
Ensco PLC Cls A ComStk USD0.10 COM G3157S106 37,184,653 639,791 SH   SOLE 3 639,791 0 0
EnsignGroupInc ComStk USD0.001 COM 29358P101 979,116 27,800 SH   SOLE 2 27,800 0 0
EnsignGroupInc ComStk USD0.001 COM 29358P101 14,307,209 406,224 SH   SOLE 3 406,224 0 0
Entegris Inc CommonStk USD0.01 COM 29362U104 7,345,640 782,700 SH   SOLE 1 782,700 0 0
Entergy Corp CommStock USD0.01 COM 29364G103 69,680 1,000 SH   SOLE 2 1,000 0 0
Entergy Corp CommStock USD0.01 COM 29364G103 555,210 7,968 SH   SOLE 3 7,968 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 4,540,853 34,484 SH   SOLE 1 34,484 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 1,267,947 9,629 SH   SOLE 2 9,629 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 4,134,094 31,395 SH   SOLE 3 31,395 0 0
EPAM Systems Inc CmStkUSD0.001 COM 29414B104 5,378,922 197,900 SH   SOLE 3 197,900 0 0
EPIQ Systems Inc ComStkUSD0.01 COM 26882D109 18,858 1,400 SH   SOLE 3 1,400 0 0
EPR Properties REIT USD0.01 REIT 26884U109 356,917 7,100 SH   SOLE 2 7,100 0 0
EPR Properties REIT USD0.01 REIT 26884U109 5,223,053 103,900 SH   SOLE 3 103,900 0 0
EqtyLifestyleProp REIT USD0.01 REIT 29472R108 16,722,380 212,780 SH   SOLE 1 212,780 0 0
Equifax Common Stk USD2.50 COM 294429105 978,238 16,600 SH   SOLE 2 16,600 0 0
Equifax Common Stk USD2.50 COM 294429105 7,071,836 120,004 SH   SOLE 3 120,004 0 0
Erie Indemnity Cls'A'ComStkNPV COM 29530P102 7,737,899 97,100 SH   SOLE 1 97,100 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 14,279,785 217,117 SH   SOLE 1 217,117 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 13,395,442 203,671 SH   SOLE 3 203,671 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1,590,976 24,190 SH   SOLE 4 24,190 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1,525,864 23,200 SH   SOLE 5 23,200 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 387,122 5,886 SH   SOLE 7 5,886 0 0
EverbankFinCorpComStkUSD0.01 COM 29977G102 6,728,560 406,314 SH   SOLE 1 406,314 0 0
Everest Re Group ComStkUSD0.01 COM G3223R108 923,472 7,200 SH   SOLE 3 7,200 0 0
EXCO Resources ComStk USD0.001 COM 269279402 12,500,186 1,636,150 SH   SOLE 2 1,636,150 0 0
EXCO Resources ComStk USD0.001 COM 269279402 25,512,023 3,339,270 SH   SOLE 3 3,339,270 0 0
Exelis Inc Common Stk USD0.01 COM 30162A108 144,795 10,500 SH   SOLE 2 10,500 0 0
Exelis Inc Common Stk USD0.01 COM 30162A108 1,388,653 100,700 SH   SOLE 3 100,700 0 0
Exelon Corp Common Stock NPV COM 30161N101 2,031,842 65,798 SH   SOLE 2 65,798 0 0
Exelon Corp Common Stock NPV COM 30161N101 6,563,390 212,545 SH   SOLE 3 212,545 0 0
Exponent Incorp ComStkUSD0.001 COM 30214U102 189,152 3,200 SH   SOLE 2 3,200 0 0
Exponent Incorp ComStkUSD0.001 COM 30214U102 177,330 3,000 SH   SOLE 3 3,000 0 0
Express Inc Com Stk USD0.01 COM 30219E103 1,300,140 62,000 SH   SOLE 2 62,000 0 0
Express Inc Com Stk USD0.01 COM 30219E103 14,551,607 693,925 SH   SOLE 3 693,925 0 0
ExpressScriptsHldgUSD0.01 COM 30219G108 489,228 7,924 SH   SOLE 2 7,924 0 0
ExpressScriptsHldgUSD0.01 COM 30219G108 1,661,362 26,909 SH   SOLE 3 26,909 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 29,846,490 330,343 SH   SOLE 2 330,343 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 256,478,533 2,838,722 SH   SOLE 3 2,838,722 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 379,651 4,202 SH   SOLE 7 4,202 0 0
Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 789,697 46,700 SH   SOLE 2 46,700 0 0
Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 10,352,302 612,200 SH   SOLE 3 612,200 0 0
F5 Networks Inc Com Stock NPV COM 315616102 825,600 12,000 SH   SOLE 3 12,000 0 0
Fabrinet Common Stock USD0.01 COM G3323L100 8,321,600 594,400 SH   SOLE 1 594,400 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 21,529,012 865,314 SH   SOLE 1 865,314 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 200,085 8,042 SH   SOLE 3 8,042 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 1,402,486 56,370 SH   SOLE 4 56,370 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 206,703 8,308 SH   SOLE 7 8,308 0 0
FactSetResearchSysCmStkUSD0.01 COM 303075105 1,804,338 17,700 SH   SOLE 2 17,700 0 0
FactSetResearchSysCmStkUSD0.01 COM 303075105 16,024,968 157,200 SH   SOLE 3 157,200 0 0
FairchildSemiClsAComStkUSD0.01 COM 303726103 16,308,840 1,181,800 SH   SOLE 1 1,181,800 0 0
Fastenal Co Com Stk USD0.01 COM 311900104 2,431,449 53,100 SH   SOLE 3 53,100 0 0
FBL Financial Grp Com Stk NPV COM 30239F106 609,140 14,000 SH   SOLE 2 14,000 0 0
FBL Financial Grp Com Stk NPV COM 30239F106 7,678,645 176,480 SH   SOLE 3 176,480 0 0
FBR And Company ComStkUSD0.001 COM 30247C400 223,924 8,900 SH   SOLE 3 8,900 0 0
FederatedInvestors'B'ComStkNPV COM 314211103 504,344 18,400 SH   SOLE 2 18,400 0 0
FederatedInvestors'B'ComStkNPV COM 314211103 11,646,509 424,900 SH   SOLE 3 424,900 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 1,537,848 15,600 SH   SOLE 2 15,600 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 35,608,082 361,210 SH   SOLE 3 361,210 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 396,883 4,026 SH   SOLE 4 4,026 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 2,868,678 29,100 SH   SOLE 5 29,100 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 299,979 3,043 SH   SOLE 7 3,043 0 0
Feihe Intl IncComStockUSD0.001 COM 31429Y103 91,512 12,400 SH   SOLE 3 12,400 0 0
FidelityNatlInfo CmStk USD0.01 COM 31620M106 25,704 600 SH   SOLE 3 600 0 0
Fifth Third Bancorp CommStkNPV COM 316773100 815,860 45,200 SH   SOLE 2 45,200 0 0
Fifth Third Bancorp CommStkNPV COM 316773100 15,780,574 874,270 SH   SOLE 3 874,270 0 0
FinancialInstit.ComStk USD0.01 COM 317585404 500,770 27,201 SH   SOLE 3 27,201 0 0
Finisar Corp ComStock USD0.001 COM 31787A507 9,427,590 556,200 SH   SOLE 1 556,200 0 0
FinishLineClass'A'CmStkUSD0.01 COM 317923100 28,383,789 1,298,435 SH   SOLE 1 1,298,435 0 0
FinishLineClass'A'CmStkUSD0.01 COM 317923100 236,088 10,800 SH   SOLE 2 10,800 0 0
FinishLineClass'A'CmStkUSD0.01 COM 317923100 3,626,574 165,900 SH   SOLE 3 165,900 0 0
First American CS USD0.00001 COM 31847R102 330,600 15,000 SH   SOLE 2 15,000 0 0
First American CS USD0.00001 COM 31847R102 1,932,908 87,700 SH   SOLE 3 87,700 0 0
First Busey CorpComStkUSD0.001 COM 319383105 14,400 3,200 SH   SOLE 3 3,200 0 0
First Cash Fin Com Stk USD0.01 COM 31942D107 541,310 11,000 SH   SOLE 2 11,000 0 0
First Cash Fin Com Stk USD0.01 COM 31942D107 6,303,801 128,100 SH   SOLE 3 128,100 0 0
First Community Com Stock USD1 COM 31983A103 14,112 900 SH   SOLE 3 900 0 0
First Fin.Bancorp Com Stk NPV COM 320209109 13,410 900 SH   SOLE 2 900 0 0
First Fin.Bancorp Com Stk NPV COM 320209109 621,330 41,700 SH   SOLE 3 41,700 0 0
First Fin.Corp Com Stock NPV COM 320218100 9,297 300 SH   SOLE 2 300 0 0
First Fin.Corp Com Stock NPV COM 320218100 235,524 7,600 SH   SOLE 3 7,600 0 0
First Solar Inc ComStkUSD0.001 COM 336433107 846,909 18,900 SH   SOLE 2 18,900 0 0
First Solar Inc ComStkUSD0.001 COM 336433107 6,609,475 147,500 SH   SOLE 3 147,500 0 0
FirstCitizensBancShsACmStkUSD1 COM 31946M103 345,690 1,800 SH   SOLE 2 1,800 0 0
FirstCitizensBancShsACmStkUSD1 COM 31946M103 2,054,935 10,700 SH   SOLE 3 10,700 0 0
FirstDefianceFin ComStkUSD0.01 COM 32006W106 27,060 1,200 SH   SOLE 3 1,200 0 0
FirstEnergy Corp ComStkUSD0.10 COM 337932107 3,812,414 102,100 SH   SOLE 3 102,100 0 0
FirstFncl Hldgs ComStk USD0.01 COM 320239106 101,808 4,800 SH   SOLE 2 4,800 0 0
FirstHorizonNatlComStkUSD0.625 COM 320517105 25,792,581 2,302,909 SH   SOLE 1 2,302,909 0 0
FirstInterstateBancsyACmStkNPV COM 32055Y201 47,679 2,300 SH   SOLE 2 2,300 0 0
FirstInterstateBancsyACmStkNPV COM 32055Y201 679,944 32,800 SH   SOLE 3 32,800 0 0
FirstMajesticSilver Cp Com NPV COM 32076V103 1,516,584 143,362 SH   SOLE 3 143,362 0 0
FirstMerit Corp CommonStockNPV COM 337915102 25,522,226 1,274,200 SH   SOLE 1 1,274,200 0 0
FirstRepublic Bk ComStkUSD0.01 COM 33616C100 19,393,574 503,991 SH   SOLE 1 503,991 0 0
FleetCor Techno ComStkUSD0.001 COM 339041105 130,080 1,600 SH   SOLE 2 1,600 0 0
FleetCor Techno ComStkUSD0.001 COM 339041105 1,845,510 22,700 SH   SOLE 3 22,700 0 0
FlextronicsIntl ComStkUSD0.01 COM Y2573F102 41,796 5,400 SH   SOLE 2 5,400 0 0
FlextronicsIntl ComStkUSD0.01 COM Y2573F102 728,334 94,100 SH   SOLE 3 94,100 0 0
FLIR Systems Inc ComStkUSD0.01 COM 302445101 671,553 24,900 SH   SOLE 2 24,900 0 0
FLIR Systems Inc ComStkUSD0.01 COM 302445101 6,898,926 255,800 SH   SOLE 3 255,800 0 0
Flowserve Corp Com Stk USD1.25 COM 34354P105 356,466 6,600 SH   SOLE 2 6,600 0 0
Flowserve Corp Com Stk USD1.25 COM 34354P105 3,100,174 57,400 SH   SOLE 3 57,400 0 0
Fluidigm Corp Com Stk USD0.001 COM 34385P108 6,591,150 377,500 SH   SOLE 1 377,500 0 0
Flushing Fin Cp ComStk USD0.01 COM 343873105 59,220 3,600 SH   SOLE 3 3,600 0 0
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L ADR 344419106 79,762,877 772,971 SH   SOLE 2 772,971 0 0
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L ADR 344419106 178,381,251 1,728,668 SH   SOLE 3 1,728,668 0 0
Fonar Corp CmStk USD0.0001 COM 344437405 190,109 28,980 SH   SOLE 2 28,980 0 0
Fonar Corp CmStk USD0.0001 COM 344437405 2,410,295 367,423 SH   SOLE 3 367,423 0 0
Foot Locker Inc Com StkUSD0.01 COM 344849104 941,484 26,800 SH   SOLE 2 26,800 0 0
Foot Locker Inc Com StkUSD0.01 COM 344849104 6,165,315 175,500 SH   SOLE 3 175,500 0 0
Ford Motor Co Com Stk USD0.01 COM 345370860 1,248,429 80,700 SH   SOLE 2 80,700 0 0
Ford Motor Co Com Stk USD0.01 COM 345370860 4,813,336 311,140 SH   SOLE 3 311,140 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 63,345,595 1,635,147 SH   SOLE 1 1,635,147 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 33,096,008 854,311 SH   SOLE 3 854,311 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 1,791,725 46,250 SH   SOLE 4 46,250 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 1,200,940 31,000 SH   SOLE 5 31,000 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 177,623 4,585 SH   SOLE 7 4,585 0 0
Forum Energy Techno CS USD0.01 COM 34984V100 21,316,215 700,500 SH   SOLE 3 700,500 0 0
ForwardAir Corp ComStk USD0.01 COM 349853101 631,620 16,500 SH   SOLE 2 16,500 0 0
ForwardAir Corp ComStk USD0.01 COM 349853101 6,587,988 172,100 SH   SOLE 3 172,100 0 0
Fossil Inc. Common Stk USD0.01 COM 349882100 247,944 2,400 SH   SOLE 2 2,400 0 0
Fossil Inc. Common Stk USD0.01 COM 349882100 7,551,961 73,100 SH   SOLE 3 73,100 0 0
Franco-Nevada Corp Com NPV(US) COM 351858105 136,820 3,825 SH   SOLE 3 3,825 0 0
Franco-Nevada Corp Common NPV COM 351858105 46,396 1,300 SH   SOLE 2 1,300 0 0
Franco-Nevada Corp Common NPV COM 351858105 5,032,348 141,006 SH   SOLE 3 141,006 0 0
FranklinElecCoIncCmStk USD0.10 COM 353514102 1,073,704 31,908 SH   SOLE 3 31,908 0 0
FranklinResourcesComStkUSD0.10 COM 354613101 2,965,236 21,800 SH   SOLE 2 21,800 0 0
FranklinResourcesComStkUSD0.10 COM 354613101 21,529,790 158,284 SH   SOLE 3 158,284 0 0
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 2,374,460 86,000 SH   SOLE 2 86,000 0 0
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 31,186,599 1,129,540 SH   SOLE 3 1,129,540 0 0
Fresh Del Monte ComStk USD0.01 COM G36738105 473,960 17,000 SH   SOLE 2 17,000 0 0
Fresh Del Monte ComStk USD0.01 COM G36738105 2,723,876 97,700 SH   SOLE 3 97,700 0 0
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 980,505 242,100 SH   SOLE 3 242,100 0 0
Frst of LongIslandCmStkUSD0.10 COM 320734106 9,957 300 SH   SOLE 2 300 0 0
Frst of LongIslandCmStkUSD0.10 COM 320734106 132,760 4,000 SH   SOLE 3 4,000 0 0
Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 21,240 3,000 SH   SOLE 2 3,000 0 0
Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 253,464 35,800 SH   SOLE 3 35,800 0 0
FstFinancial BkshsCmStkUSD0.01 COM 32020R109 239,338 4,300 SH   SOLE 2 4,300 0 0
FstFinancial BkshsCmStkUSD0.01 COM 32020R109 1,085,370 19,500 SH   SOLE 3 19,500 0 0
Fuel Tech Inc Comm Stk USD0.01 COM 359523107 76,041 19,854 SH   SOLE 7 19,854 0 0
FutureFuel Cp ComStk USD0.0001 COM 36116M106 393,926 27,800 SH   SOLE 2 27,800 0 0
FutureFuel Cp ComStk USD0.0001 COM 36116M106 5,126,706 361,800 SH   SOLE 3 361,800 0 0
FX Energy Inc Com Stk USD0.001 COM 302695101 1,316,980 410,274 SH   SOLE 3 410,274 0 0
FXCM Inc Cls A Com Stk USD0.01 COM 302693106 7,366,449 448,900 SH   SOLE 1 448,900 0 0
Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 148,546 3,400 SH   SOLE 2 3,400 0 0
Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 2,293,725 52,500 SH   SOLE 3 52,500 0 0
GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 668,277 15,900 SH   SOLE 2 15,900 0 0
GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 13,338,010 317,345 SH   SOLE 3 317,345 0 0
Gannett Co.Com.USD1 COM 364730101 1,323,286 54,100 SH   SOLE 2 54,100 0 0
Gannett Co.Com.USD1 COM 364730101 17,459,548 713,800 SH   SOLE 3 713,800 0 0
Gap Inc (The) Com Stk USD0.05 COM 364760108 1,877,850 45,000 SH   SOLE 2 45,000 0 0
Gap Inc (The) Com Stk USD0.05 COM 364760108 20,556,198 492,600 SH   SOLE 3 492,600 0 0
GardnerDenverInc ComStkUSD0.01 COM 365558105 48,205,416 641,200 SH   SOLE 1 641,200 0 0
GarminLimited ComStockUSD0.005 COM H2906T109 889,782 24,600 SH   SOLE 2 24,600 0 0
GarminLimited ComStockUSD0.005 COM H2906T109 11,505,677 318,100 SH   SOLE 3 318,100 0 0
Gartner Common Stock USD0.0005 COM 366651107 21,490,929 377,100 SH   SOLE 1 377,100 0 0
Gartner Common Stock USD0.0005 COM 366651107 501,512 8,800 SH   SOLE 2 8,800 0 0
Gartner Common Stock USD0.0005 COM 366651107 273,552 4,800 SH   SOLE 3 4,800 0 0
GastarExplorationComNPV(USLst) COM 367299203 2,895,348 1,084,400 SH   SOLE 3 1,084,400 0 0
GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 24,072 5,100 SH   SOLE 2 5,100 0 0
GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 57,584 12,200 SH   SOLE 3 12,200 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 9,762,735 420,989 SH   SOLE 2 420,989 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 79,920,161 3,446,320 SH   SOLE 3 3,446,320 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 6,300,375 271,685 SH   SOLE 7 271,685 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 6,464,633 133,209 SH   SOLE 2 133,209 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 26,892,463 554,141 SH   SOLE 3 554,141 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 4,089,575 84,269 SH   SOLE 7 84,269 0 0
Generac Holdings ComStkUSD0.01 COM 368736104 18,505 500 SH   SOLE 2 500 0 0
Generac Holdings ComStkUSD0.01 COM 368736104 932,652 25,200 SH   SOLE 3 25,200 0 0
General Dynamics Corp Com USD1 COM 369550108 6,685,231 85,347 SH   SOLE 2 85,347 0 0
General Dynamics Corp Com USD1 COM 369550108 76,504,911 976,700 SH   SOLE 3 976,700 0 0
General Motors Co CS USD0.01 COM 37045V100 76,613 2,300 SH   SOLE 3 2,300 0 0
Genesco Inc Common Stock USD1 COM 371532102 13,398 200 SH   SOLE 2 200 0 0
Genesco Inc Common Stock USD1 COM 371532102 33,495 500 SH   SOLE 3 500 0 0
Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 17,474,155 205,966 SH   SOLE 1 205,966 0 0
Genpact Limited ComStk USD0.01 COM G3922B107 22,924,460 1,191,500 SH   SOLE 1 1,191,500 0 0
Gentex Corp Common Stk USD0.06 COM 371901109 69,150 3,000 SH   SOLE 2 3,000 0 0
Gentex Corp Common Stk USD0.06 COM 371901109 2,951,898 128,065 SH   SOLE 3 128,065 0 0
GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 1,162,332 116,700 SH   SOLE 3 116,700 0 0
Genuine Parts Co.Com.USD1 COM 372460105 1,327,190 17,000 SH   SOLE 2 17,000 0 0
Genuine Parts Co.Com.USD1 COM 372460105 11,925,193 152,750 SH   SOLE 3 152,750 0 0
GenworthFin.'A'ComStk USD0.001 COM 37247D106 1,034,887 90,700 SH   SOLE 2 90,700 0 0
GenworthFin.'A'ComStk USD0.001 COM 37247D106 12,372,707 1,084,374 SH   SOLE 3 1,084,374 0 0
Gerdau SA ADR(EachRep1PrefNPV) ADR 373737105 13,924,880 2,438,683 SH   SOLE 2 2,438,683 0 0
Gerdau SA ADR(EachRep1PrefNPV) ADR 373737105 60,900,833 10,665,645 SH   SOLE 3 10,665,645 0 0
GiantInteractiveADR(EchRp1Ord) ADR 374511103 3,703,023 462,300 SH   SOLE 2 462,300 0 0
GiantInteractiveADR(EchRp1Ord) ADR 374511103 27,034,551 3,375,100 SH   SOLE 3 3,375,100 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 32,592,185 635,697 SH   SOLE 1 635,697 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 8,719,797 170,076 SH   SOLE 2 170,076 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 118,579,153 2,312,837 SH   SOLE 3 2,312,837 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 2,974,685 58,020 SH   SOLE 4 58,020 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 2,020,038 39,400 SH   SOLE 5 39,400 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 491,628 9,589 SH   SOLE 7 9,589 0 0
Glacier Bancorp ComStk USD0.01 COM 37637Q105 555,592 25,200 SH   SOLE 3 25,200 0 0
GladstoneCapCp ComStk USD0.001 COM 376535100 71,896 8,800 SH   SOLE 3 8,800 0 0
Glatfelter CommonStock USD0.01 COM 377316104 52,710 2,100 SH   SOLE 3 2,100 0 0
GlbSpecialtyMetals CSUSD0.0001 COM 37954N206 6,043,405 555,971 SH   SOLE 1 555,971 0 0
Global Sources Ltd CS USD0.01 COM G39300101 31,537 4,700 SH   SOLE 2 4,700 0 0
Global Sources Ltd CS USD0.01 COM G39300101 239,547 35,700 SH   SOLE 3 35,700 0 0
Globecomm Systems CS USD0.001 COM 37956X103 53,088 4,200 SH   SOLE 2 4,200 0 0
Globecomm Systems CS USD0.001 COM 37956X103 45,504 3,600 SH   SOLE 3 3,600 0 0
Goldcorp Inc Com NPV(US List.) COM 380956409 13,308,474 538,151 SH   SOLE 3 538,151 0 0
Goldcorp Inc ComNPV(Can.List.) COM 380956409 571,944 23,100 SH   SOLE 3 23,100 0 0
GoldFields SponADR(EchRep1Ord) ADR 38059T106 955,500 182,000 SH   SOLE 2 182,000 0 0
GoldFields SponADR(EchRep1Ord) ADR 38059T106 3,798,900 723,600 SH   SOLE 3 723,600 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 12,663,104 83,723 SH   SOLE 2 83,723 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 139,938,618 925,214 SH   SOLE 3 925,214 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 143,536 949 SH   SOLE 7 949 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 62,804,715 71,339 SH   SOLE 1 71,339 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 17,205,951 19,544 SH   SOLE 2 19,544 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 185,294,995 210,474 SH   SOLE 3 210,474 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 6,603,655 7,501 SH   SOLE 4 7,501 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 4,489,887 5,100 SH   SOLE 5 5,100 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3,311,072 3,761 SH   SOLE 7 3,761 0 0
GordmansStores ComStk USD0.001 COM 38269P100 269,478 19,800 SH   SOLE 2 19,800 0 0
GordmansStores ComStk USD0.001 COM 38269P100 1,993,865 146,500 SH   SOLE 3 146,500 0 0
GovtPropertiesInc REIT USD0.01 REIT 38376A103 47,918 1,900 SH   SOLE 2 1,900 0 0
GovtPropertiesInc REIT USD0.01 REIT 38376A103 1,460,238 57,900 SH   SOLE 3 57,900 0 0
Grainger (W.W) Com.USD0.50 COM 384802104 991,572 3,932 SH   SOLE 2 3,932 0 0
Grainger (W.W) Com.USD0.50 COM 384802104 10,622,326 42,122 SH   SOLE 3 42,122 0 0
GrandCanyonEducIncComStUSD0.01 COM 38526M106 605,924 18,800 SH   SOLE 2 18,800 0 0
GrandCanyonEducIncComStUSD0.01 COM 38526M106 6,397,655 198,500 SH   SOLE 3 198,500 0 0
Granite REIT NPV (Stpld Unit) REIT 387437114 61,834 1,800 SH   SOLE 2 1,800 0 0
GranTierra Engy ComStkUSD0.001 COM 38500T101 281,268 46,800 SH   SOLE 2 46,800 0 0
GranTierra Engy ComStkUSD0.001 COM 38500T101 453,755 75,500 SH   SOLE 3 75,500 0 0
GranTierraEngyCSUSD0.01(CnLst) COM 38500T101 18,415,471 3,026,075 SH   SOLE 3 3,026,075 0 0
GrayTelevision Inc CommStk NPV COM 389375106 144,720 20,100 SH   SOLE 3 20,100 0 0
Great Lakes D&D ComStkUSD0.01 COM 390607109 7,589,224 970,489 SH   SOLE 1 970,489 0 0
Great Southern Com Stk USD0.01 COM 390905107 5,392 200 SH   SOLE 2 200 0 0
Great Southern Com Stk USD0.01 COM 390905107 372,048 13,800 SH   SOLE 3 13,800 0 0
Green Dot Crp ClA CSt USD0.001 COM 39304D102 175,560 8,800 SH   SOLE 2 8,800 0 0
Green Dot Crp ClA CSt USD0.001 COM 39304D102 1,633,905 81,900 SH   SOLE 3 81,900 0 0
Greenhill&Co Inc CmStk USD0.01 COM 395259104 155,516 3,400 SH   SOLE 2 3,400 0 0
Greenhill&Co Inc CmStk USD0.01 COM 395259104 132,646 2,900 SH   SOLE 3 2,900 0 0
GreenMtnCoffee Com Stk USD0.10 COM 393122106 556,613 7,400 SH   SOLE 2 7,400 0 0
GreenMtnCoffee Com Stk USD0.10 COM 393122106 1,797,710 23,900 SH   SOLE 3 23,900 0 0
Grifols Spon ADR (EachRep1Ord) ADR 398438408 191,984 6,741 SH   SOLE 3 6,741 0 0
Grp 1 Automotive CmStk USD0.01 COM 398905109 10,914,549 169,665 SH   SOLE 1 169,665 0 0
GrpAeroport.ADR(Rp10Ser'B'Shs) ADR 400506101 208,403 4,100 SH   SOLE 3 4,100 0 0
GrupoAero.delSurADSRep10'B'NPV ADR 40051E202 422,712 3,800 SH   SOLE 2 3,800 0 0
GrupoAero.delSurADSRep10'B'NPV ADR 40051E202 13,248,017 119,094 SH   SOLE 3 119,094 0 0
GT AdvancedTechn ComStkUSD0.01 COM 36191U106 15,355 3,700 SH   SOLE 2 3,700 0 0
GT AdvancedTechn ComStkUSD0.01 COM 36191U106 187,580 45,200 SH   SOLE 3 45,200 0 0
Guess? Inc CommonStock USD0.01 COM 401617105 1,535,985 49,500 SH   SOLE 2 49,500 0 0
Guess? Inc CommonStock USD0.01 COM 401617105 18,212,469 586,931 SH   SOLE 3 586,931 0 0
Gyrodyne Co America REIT USD1 REIT 403820103 457,600 6,400 SH   SOLE 3 6,400 0 0
Hackett Group Com.Stk USD0.001 COM 404609109 57,090 11,000 SH   SOLE 2 11,000 0 0
Hackett Group Com.Stk USD0.001 COM 404609109 49,824 9,600 SH   SOLE 3 9,600 0 0
Haemonetics Corp CmStk USD0.01 COM 405024100 23,437,180 566,800 SH   SOLE 1 566,800 0 0
Halliburton Co Com Stk USD2.50 COM 406216101 794,224 19,037 SH   SOLE 2 19,037 0 0
Halliburton Co Com Stk USD2.50 COM 406216101 2,732,034 65,485 SH   SOLE 3 65,485 0 0
Hanesbrands Inc ComStk USD0.01 COM 410345102 31,533,726 613,258 SH   SOLE 1 613,258 0 0
Hanesbrands Inc ComStk USD0.01 COM 410345102 2,057 40 SH   SOLE 7 40 0 0
Hanmi Fin Corp ComStk USD0.001 COM 410495204 134,292 7,600 SH   SOLE 2 7,600 0 0
Hanmi Fin Corp ComStk USD0.001 COM 410495204 521,265 29,500 SH   SOLE 3 29,500 0 0
Harman IntIndInc Cm Sk USD0.01 COM 413086109 44,715,000 825,000 SH   SOLE 1 825,000 0 0
Harman IntIndInc Cm Sk USD0.01 COM 413086109 411,920 7,600 SH   SOLE 2 7,600 0 0
Harman IntIndInc Cm Sk USD0.01 COM 413086109 330,620 6,100 SH   SOLE 3 6,100 0 0
HarmonyGoldSpnADR(1ZAR0.50BNY) ADR 413216300 216,789 56,900 SH   SOLE 2 56,900 0 0
HarmonyGoldSpnADR(1ZAR0.50BNY) ADR 413216300 926,973 243,300 SH   SOLE 3 243,300 0 0
Harris Corp.Com.USD1 COM 413875105 1,441,400 29,267 SH   SOLE 2 29,267 0 0
Harris Corp.Com.USD1 COM 413875105 36,123,496 733,472 SH   SOLE 3 733,472 0 0
HartfordFinancialServCmStkUSD1 COM 416515104 1,212,064 39,200 SH   SOLE 2 39,200 0 0
HartfordFinancialServCmStkUSD1 COM 416515104 13,250,055 428,527 SH   SOLE 3 428,527 0 0
Harvard Bioscience CS USD0.01 COM 416906105 3,760 800 SH   SOLE 3 800 0 0
Hasbro Inc. Com Stk USD0.50 COM 418056107 748,661 16,700 SH   SOLE 2 16,700 0 0
Hasbro Inc. Com Stk USD0.50 COM 418056107 8,401,142 187,400 SH   SOLE 3 187,400 0 0
Hatteras Fin Cp REIT USD0.001 REIT 41902R103 428,736 17,400 SH   SOLE 2 17,400 0 0
Hatteras Fin Cp REIT USD0.001 REIT 41902R103 2,414,720 98,000 SH   SOLE 3 98,000 0 0
HawaiianHldgsInc CmStk USD0.01 COM 419879101 484,523 79,300 SH   SOLE 2 79,300 0 0
HawaiianHldgsInc CmStk USD0.01 COM 419879101 6,494,967 1,063,006 SH   SOLE 3 1,063,006 0 0
Hawkins Inc Com Stk USD0.05 COM 420261109 102,414 2,600 SH   SOLE 3 2,600 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 23,455,912 650,469 SH   SOLE 1 650,469 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 2,509,776 69,600 SH   SOLE 2 69,600 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 28,662,543 794,857 SH   SOLE 3 794,857 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 1,150,314 31,900 SH   SOLE 4 31,900 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 27,567,767 639,475 SH   SOLE 1 639,475 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 2,233,098 51,800 SH   SOLE 2 51,800 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 28,300,077 656,462 SH   SOLE 3 656,462 0 0
HCP Incorporated REIT USD1 REIT 40414L109 40,896 900 SH   SOLE 2 900 0 0
HCP Incorporated REIT USD1 REIT 40414L109 18,176 400 SH   SOLE 3 400 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 21,323,616 588,400 SH   SOLE 2 588,400 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 98,993,220 2,731,601 SH   SOLE 3 2,731,601 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 1,013,270 27,960 SH   SOLE 4 27,960 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 304,416 8,400 SH   SOLE 6 8,400 0 0
Health Care REIT IncComStkUSD1 REIT 42217K106 12,540,039 187,081 SH   SOLE 1 187,081 0 0
Healthcare Serv. ComStkUSD0.01 COM 421906108 2,037,612 83,100 SH   SOLE 3 83,100 0 0
HealthManage.ClsAComStkUSD0.01 COM 421933102 42,444 2,700 SH   SOLE 2 2,700 0 0
Healthsouth Corp ComStkUSD0.01 COM 421924309 27,662,400 960,500 SH   SOLE 1 960,500 0 0
Heartland ExpressComStkUSD0.01 COM 422347104 13,875 1,000 SH   SOLE 2 1,000 0 0
Heartland ExpressComStkUSD0.01 COM 422347104 87,413 6,300 SH   SOLE 3 6,300 0 0
HelixEnergySol.Grp Com Stk NPV COM 42330P107 22,212,864 964,100 SH   SOLE 1 964,100 0 0
Helmerich & PayneComStkUSD0.10 COM 423452101 2,666,615 42,700 SH   SOLE 2 42,700 0 0
Helmerich & PayneComStkUSD0.10 COM 423452101 21,095,360 337,796 SH   SOLE 3 337,796 0 0
Henry Schein Inc Com Stk NPV COM 806407102 22,657,924 236,661 SH   SOLE 1 236,661 0 0
Henry Schein Inc Com Stk NPV COM 806407102 95,740 1,000 SH   SOLE 3 1,000 0 0
Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 2,299,944 48,800 SH   SOLE 2 48,800 0 0
Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 27,670,023 587,100 SH   SOLE 3 587,100 0 0
Herbalife Limited USD0.002 COM G4412G101 3,294,362 72,981 SH   SOLE 2 72,981 0 0
Herbalife Limited USD0.002 COM G4412G101 31,254,214 692,384 SH   SOLE 3 692,384 0 0
Hershey Company CommonStk USD1 COM 427866108 3,276,576 36,700 SH   SOLE 2 36,700 0 0
Hershey Company CommonStk USD1 COM 427866108 35,078,112 392,900 SH   SOLE 3 392,900 0 0
Hess Corporation Com Stk USD1 COM 42809H107 319,152 4,800 SH   SOLE 2 4,800 0 0
Hess Corporation Com Stk USD1 COM 42809H107 106,916 1,608 SH   SOLE 3 1,608 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 2,631,627 106,114 SH   SOLE 2 106,114 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 152,778,962 6,160,442 SH   SOLE 3 6,160,442 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 71,920 2,900 SH   SOLE 7 2,900 0 0
Hexcel Corp Common Stk USD0.01 COM 428291108 50,553,048 1,484,671 SH   SOLE 1 1,484,671 0 0
Hexcel Corp Common Stk USD0.01 COM 428291108 20,430 600 SH   SOLE 2 600 0 0
Hexcel Corp Common Stk USD0.01 COM 428291108 5,912,067 173,629 SH   SOLE 3 173,629 0 0
HFF Inc Cls A Com Stk USD0.01 COM 40418F108 14,089,833 792,900 SH   SOLE 1 792,900 0 0
hhgregg Inc Com Stk USD0.0001 COM 42833L108 209,207 13,100 SH   SOLE 2 13,100 0 0
hhgregg Inc Com Stk USD0.0001 COM 42833L108 3,348,494 209,674 SH   SOLE 3 209,674 0 0
Hibbett Sports Com.Stk USD0.01 COM 428567101 350,091 6,300 SH   SOLE 2 6,300 0 0
Hibbett Sports Com.Stk USD0.01 COM 428567101 2,911,868 52,400 SH   SOLE 3 52,400 0 0
HickoryTech Corp Com Stk NPV COM 429060106 19,878 1,870 SH   SOLE 3 1,870 0 0
Higher One Hldgs CS USD0.001 COM 42983D104 80,316 6,900 SH   SOLE 2 6,900 0 0
Higher One Hldgs CS USD0.001 COM 42983D104 869,508 74,700 SH   SOLE 3 74,700 0 0
Hillenbrand Inc Common Stk NPV COM 431571108 20,684,604 872,400 SH   SOLE 1 872,400 0 0
Hillshire Brands ComStkUSD0.01 COM 432589109 2,084 63 SH   SOLE 7 63 0 0
HI-TECH PHARMACAL CO INC COM 42840B101 315,400 9,500 SH   SOLE 2 9,500 0 0
HI-TECH PHARMACAL CO INC COM 42840B101 6,922,200 208,500 SH   SOLE 3 208,500 0 0
HollyfrontierCorpComStkUSD0.01 COM 436106108 3,503,682 81,900 SH   SOLE 2 81,900 0 0
HollyfrontierCorpComStkUSD0.01 COM 436106108 49,259,801 1,151,468 SH   SOLE 3 1,151,468 0 0
HollysysAutoTechLtdUSD0.0001 COM G45667105 31,146,618 2,509,800 SH   SOLE 4 2,509,800 0 0
HollysysAutoTechLtdUSD0.0001 COM G45667105 5,485,220 442,000 SH   SOLE 6 442,000 0 0
Home Depot Common USD0.05 COM 437076102 38,221,296 493,369 SH   SOLE 1 493,369 0 0
Home Depot Common USD0.05 COM 437076102 6,173,817 79,693 SH   SOLE 2 79,693 0 0
Home Depot Common USD0.05 COM 437076102 42,701,929 551,206 SH   SOLE 3 551,206 0 0
Home Depot Common USD0.05 COM 437076102 3,035,275 39,180 SH   SOLE 4 39,180 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 6,976,652 261,200 SH   SOLE 1 261,200 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 12,526,990 469,000 SH   SOLE 4 469,000 0 0
HomeInnsHTL Mgt CONB2%15/12/15 CONB 43713WAB3 51,187,500 585,000 SH   SOLE 1 585,000 0 0
HomeInnsHTL Mgt CONB2%15/12/15 CONB 43713WAB3 252,437,500 2,885,000 SH   SOLE 3 2,885,000 0 0
HomeInnsHTL Mgt CONB2%15/12/15 CONB 43713WAB3 346,237,500 3,957,000 SH   SOLE 6 3,957,000 0 0
Homeowners Choice Comm Stk NPV COM 43741E103 328,704 10,700 SH   SOLE 2 10,700 0 0
Homeowners Choice Comm Stk NPV COM 43741E103 7,614,874 247,880 SH   SOLE 3 247,880 0 0
Honeywell Intl Inc ComStk USD1 COM 438516106 3,085,612 38,891 SH   SOLE 2 38,891 0 0
Honeywell Intl Inc ComStk USD1 COM 438516106 29,153,166 367,446 SH   SOLE 3 367,446 0 0
HoraceMannEducat. CmSkUSD0.001 COM 440327104 1,801,682 73,900 SH   SOLE 2 73,900 0 0
HoraceMannEducat. CmSkUSD0.001 COM 440327104 27,791,957 1,139,949 SH   SOLE 3 1,139,949 0 0
Hormel Foods Com Stk USD0.0586 COM 440452100 4,051,903 105,026 SH   SOLE 2 105,026 0 0
Hormel Foods Com Stk USD0.0586 COM 440452100 35,123,232 910,400 SH   SOLE 3 910,400 0 0
HorseheadHldg Cp ComStkUSD0.01 COM 440694305 7,434,924 580,400 SH   SOLE 1 580,400 0 0
HospiraInc CommonStock USD0.01 COM 441060100 13,677 357 SH   SOLE 7 357 0 0
HospitalityProTst REIT USD0.01 REIT 44106M102 46,596 1,802 SH   SOLE 7 1,802 0 0
Hot Topic Inc Common Stock NPV COM 441339108 22,310,400 1,593,600 SH   SOLE 1 1,593,600 0 0
HSBCHldgs SpnADR(EchRp5USD0.5) ADR 404280406 17,023 328 SH   SOLE 3 328 0 0
HSBCHldgs SpnADR(EchRp5USD0.5) ADR 404280406 12,197 235 SH   SOLE 7 235 0 0
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 3,207,600 32,400 SH   SOLE 2 32,400 0 0
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 36,887,400 372,600 SH   SOLE 3 372,600 0 0
HudBay Minerals Inc Com NPV COM 443628102 445,329 67,500 SH   SOLE 2 67,500 0 0
HudBay Minerals Inc Com NPV COM 443628102 4,714,551 714,600 SH   SOLE 3 714,600 0 0
Hudson Valley Hldg CS USD0.20 COM 444172100 44,148 2,600 SH   SOLE 3 2,600 0 0
Humana Inc Com Stk USD0.166 COM 444859102 3,603,026 42,700 SH   SOLE 2 42,700 0 0
Humana Inc Com Stk USD0.166 COM 444859102 34,135,254 404,542 SH   SOLE 3 404,542 0 0
Huntington BancsharesComStkNPV COM 446150104 40,917,704 5,199,200 SH   SOLE 1 5,199,200 0 0
Huntington BancsharesComStkNPV COM 446150104 1,872,273 237,900 SH   SOLE 2 237,900 0 0
Huntington BancsharesComStkNPV COM 446150104 13,536,203 1,719,975 SH   SOLE 3 1,719,975 0 0
Huntington Ingalls CS USD0.01 COM 446413106 1,647,013 29,161 SH   SOLE 3 29,161 0 0
Huntsman Corp Com Stk USD0.01 COM 447011107 16,560 1,000 SH   SOLE 3 1,000 0 0
Hyster-YaleMaterialsACSUSD0.01 COM 449172105 150,696 2,400 SH   SOLE 2 2,400 0 0
Hyster-YaleMaterialsACSUSD0.01 COM 449172105 3,247,373 51,718 SH   SOLE 3 51,718 0 0
IAM Gold Corp Com Stk NPV COM 450913108 2,205,496 526,400 SH   SOLE 2 526,400 0 0
IAM Gold Corp Com Stk NPV COM 450913108 21,860,140 5,217,501 SH   SOLE 3 5,217,501 0 0
Icahn Enterprises LP NPV PART 451100101 665,482 9,145 SH   SOLE 3 9,145 0 0
ICF Intl Inc Com Stk USD0.001 COM 44925C103 107,134 3,400 SH   SOLE 2 3,400 0 0
ICICI Bk Spon ADR(Rp2OrdINR10) ADR 45104G104 23,653,838 618,401 SH   SOLE 2 618,401 0 0
ICICI Bk Spon ADR(Rp2OrdINR10) ADR 45104G104 91,003,865 2,379,186 SH   SOLE 3 2,379,186 0 0
ICON PLC EUR0.06 (US Listing) COM G4705A100 4,358 123 SH   SOLE 3 123 0 0
Iconix Brand Grp CmStkUSD0.001 COM 451055107 47,056 1,600 SH   SOLE 2 1,600 0 0
Iconix Brand Grp CmStkUSD0.001 COM 451055107 2,023,290 68,796 SH   SOLE 3 68,796 0 0
ICU Medical ComStk USD0.10 COM 44930G107 554,862 7,700 SH   SOLE 2 7,700 0 0
ICU Medical ComStk USD0.10 COM 44930G107 6,579,078 91,300 SH   SOLE 3 91,300 0 0
IDACORP Inc Common Stock NPV COM 451107106 26,439,936 553,600 SH   SOLE 1 553,600 0 0
Idex Corp Common Stock USD0.01 COM 45167R104 58,950,792 1,095,536 SH   SOLE 1 1,095,536 0 0
Idex Corp Common Stock USD0.01 COM 45167R104 48,429 900 SH   SOLE 2 900 0 0
IDEXX Laborator. ComStkUSD0.10 COM 45168D104 62,783 700 SH   SOLE 2 700 0 0
IDEXX Laborator. ComStkUSD0.10 COM 45168D104 2,520,289 28,100 SH   SOLE 3 28,100 0 0
Ignite Rest Grp ComStk USD0.01 COM 451730105 15,962,133 845,900 SH   SOLE 1 845,900 0 0
Illinois Tool Works Common NPV COM 452308109 5,219,776 75,463 SH   SOLE 2 75,463 0 0
Illinois Tool Works Common NPV COM 452308109 57,534,707 831,787 SH   SOLE 3 831,787 0 0
Illinois Tool Works Common NPV COM 452308109 6,849,698 99,027 SH   SOLE 7 99,027 0 0
Illumina IncCommonStockUSD0.01 COM 452327109 1,599,705 21,375 SH   SOLE 3 21,375 0 0
Imperial Oil Common NPV COM 453038408 137,011 3,600 SH   SOLE 2 3,600 0 0
Imperial Oil Common NPV COM 453038408 1,739,358 45,702 SH   SOLE 3 45,702 0 0
Infinity Prop.&Cas. ComStk NPV COM 45665Q103 1,033,848 17,300 SH   SOLE 1 17,300 0 0
Informatica CommonStk USD0.001 COM 45666Q102 4,019,902 114,920 SH   SOLE 3 114,920 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 8,781,708 213,200 SH   SOLE 2 213,200 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 48,213,925 1,170,525 SH   SOLE 3 1,170,525 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 554,006 13,450 SH   SOLE 4 13,450 0 0
ING GroepSpADR(Rep1OrdEUR0.24) ADR 456837103 18,171 1,999 SH   SOLE 3 1,999 0 0
Ingles Markets'A'ComStkUSD0.05 COM 457030104 2,028,080 80,320 SH   SOLE 3 80,320 0 0
Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 556,407 29,300 SH   SOLE 2 29,300 0 0
Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 9,577,075 504,322 SH   SOLE 3 504,322 0 0
Ingredion Inc CommStockUSD0.01 COM 457187102 931,804 14,200 SH   SOLE 3 14,200 0 0
InnophosHldgsIncComStkUSD0.001 COM 45774N108 17,004,785 360,500 SH   SOLE 1 360,500 0 0
InnophosHldgsIncComStkUSD0.001 COM 45774N108 188,680 4,000 SH   SOLE 2 4,000 0 0
InnophosHldgsIncComStkUSD0.001 COM 45774N108 834,909 17,700 SH   SOLE 3 17,700 0 0
Innospec Inc Com.Stock USD0.01 COM 45768S105 152,684 3,800 SH   SOLE 2 3,800 0 0
Innospec Inc Com.Stock USD0.01 COM 45768S105 1,944,712 48,400 SH   SOLE 3 48,400 0 0
Insight Enterpr.ComStk USD0.01 COM 45765U103 108,214 6,100 SH   SOLE 2 6,100 0 0
Insight Enterpr.ComStk USD0.01 COM 45765U103 131,276 7,400 SH   SOLE 3 7,400 0 0
Insperity Inc ComStock USD0.01 COM 45778Q107 178,770 5,900 SH   SOLE 2 5,900 0 0
Insperity Inc ComStock USD0.01 COM 45778Q107 1,654,380 54,600 SH   SOLE 3 54,600 0 0
IntegratedDevTechComStUSD0.001 COM 458118106 42,488,528 5,351,200 SH   SOLE 1 5,351,200 0 0
IntegratedSil. ComStkUSD0.0001 COM 45812P107 60,280 5,500 SH   SOLE 2 5,500 0 0
IntegratedSil. ComStkUSD0.0001 COM 45812P107 1,246,766 113,756 SH   SOLE 3 113,756 0 0
Intel Cp.Common Stk USD0.001 COM 458140100 19,616,511 809,596 SH   SOLE 2 809,596 0 0
Intel Cp.Common Stk USD0.001 COM 458140100 210,018,129 8,667,690 SH   SOLE 3 8,667,690 0 0
Intel Cp.Common Stk USD0.001 COM 458140100 10,535,131 434,797 SH   SOLE 7 434,797 0 0
Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 522,219 32,700 SH   SOLE 2 32,700 0 0
Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 5,526,466 346,053 SH   SOLE 3 346,053 0 0
IntercntlExchange CmStkUSD0.01 COM 45865V100 53,328 300 SH   SOLE 2 300 0 0
IntercntlExchange CmStkUSD0.01 COM 45865V100 2,133,120 12,000 SH   SOLE 3 12,000 0 0
InterDigital Inc.CmStk USD0.01 COM 45867G101 973,370 21,800 SH   SOLE 2 21,800 0 0
InterDigital Inc.CmStk USD0.01 COM 45867G101 12,113,545 271,300 SH   SOLE 3 271,300 0 0
InterParfumsIncComStk USD0.001 COM 458334109 493,396 17,300 SH   SOLE 3 17,300 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 19,843,566 1,363,819 SH   SOLE 3 1,363,819 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 733,320 50,400 SH   SOLE 4 50,400 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 1,760,550 121,000 SH   SOLE 5 121,000 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 425,748 29,261 SH   SOLE 7 29,261 0 0
IntersectionsInc CmStk USD0.01 COM 460981301 320,105 36,500 SH   SOLE 2 36,500 0 0
IntersectionsInc CmStk USD0.01 COM 460981301 3,180,502 362,657 SH   SOLE 3 362,657 0 0
Intervest Bancshs Com Stk USD1 COM 460927106 29,392 4,400 SH   SOLE 2 4,400 0 0
Intervest Bancshs Com Stk USD1 COM 460927106 178,356 26,700 SH   SOLE 3 26,700 0 0
Intl Bancshares Cp ComStk USD1 COM 459044103 228,058 10,100 SH   SOLE 2 10,100 0 0
Intl Bancshares Cp ComStk USD1 COM 459044103 3,928,920 174,000 SH   SOLE 3 174,000 0 0
Intl Shipholding Cp ComStkUSD1 COM 460321201 2,152,612 92,268 SH   SOLE 3 92,268 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 54,772,699 286,603 SH   SOLE 1 286,603 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 16,794,556 87,879 SH   SOLE 2 87,879 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 136,037,449 711,828 SH   SOLE 3 711,828 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 4,125,109 21,585 SH   SOLE 4 21,585 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 788,902 4,128 SH   SOLE 7 4,128 0 0
Intl.Paper Co.Com.USD1 COM 460146103 669,081 15,100 SH   SOLE 2 15,100 0 0
Intl.Paper Co.Com.USD1 COM 460146103 23,615,192 532,954 SH   SOLE 3 532,954 0 0
Intuit Inc Com Stock USD0.01 COM 461202103 2,380,560 39,000 SH   SOLE 2 39,000 0 0
Intuit Inc Com Stock USD0.01 COM 461202103 33,297,320 545,500 SH   SOLE 3 545,500 0 0
IntuitiveSurg. ComStk USD0.001 COM 46120E602 101,226 200 SH   SOLE 2 200 0 0
Invesco Mortgage ComStkUSD0.01 REIT 46131B100 985,320 59,500 SH   SOLE 2 59,500 0 0
Invesco Mortgage ComStkUSD0.01 REIT 46131B100 10,350,000 625,000 SH   SOLE 3 625,000 0 0
Iridium Commun CS USD0.001 COM 46269C102 547,080 70,500 SH   SOLE 2 70,500 0 0
Iridium Commun CS USD0.001 COM 46269C102 5,398,632 695,700 SH   SOLE 3 695,700 0 0
iShare JPM USD EM Bd Fd ETF 464288281 8,291,202 75,698 SH   SOLE 2 75,698 0 0
ISHARES DJ US HOME CONSTRUCT ETF 464288752 3,962,066 177,036 SH   SOLE 7 177,036 0 0
Ishares FTSE China 25 Index Fd ETF 464287184 24,390 750 SH   SOLE 7 750 0 0
iShares iBoxx $ InvGradeCpBdFd ETF 464287242 175,759,839 1,546,501 SH   SOLE 3 1,546,501 0 0
iShares iBoxx $ InvGradeCpBdFd ETF 464287242 3,612,820 31,789 SH   SOLE 6 31,789 0 0
iShares iBoxx $ InvGradeCpBdFd ETF 464287242 3,709,081 32,636 SH   SOLE 7 32,636 0 0
iShares iBoxx USDHighYldCpBdFd ETF 464288513 58,163 640 SH   SOLE 7 640 0 0
Ishares MSCI Canada Idx Fd ETF ETF 464286509 1,492,564 57,077 SH   SOLE 3 57,077 0 0
Ishares MSCI MalaysiaFreeIdxFd ETF 464286830 2,425,240 155,964 SH   SOLE 4 155,964 0 0
ISHARES S&P CONSUMER STAPLES ETF 464288737 195,541 2,451 SH   SOLE 7 2,451 0 0
ISHARES S&P GLOBAL INFRASTR ETF 464288372 459,230 13,050 SH   SOLE 7 13,050 0 0
ISHARES S&P NA TEC SEC IND F ETF 464287549 15,218,520 204,550 SH   SOLE 4 204,550 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 356,128,151 2,213,626 SH   SOLE 2 2,213,626 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 130,638,099 812,022 SH   SOLE 3 812,022 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 1,972,389 12,260 SH   SOLE 7 12,260 0 0
Ishares Tst Comex Gold ETF USD ETF 464285105 15,485,469 1,291,532 SH   SOLE 3 1,291,532 0 0
Ishares Tst RussellMidcapIdxFd ETF 464287499 1,571,669 12,100 SH   SOLE 1 12,100 0 0
iShares Tst S&P Glb 100 Idx Fd ETF 464287572 74,316 1,100 SH   SOLE 7 1,100 0 0
IsharesMSCI PacificExJpnIdxETF ETF 464286665 21,085 490 SH   SOLE 7 490 0 0
iSharesRussell1000ValueIndexFd ETF 464287598 251,437,451 3,000,805 SH   SOLE 2 3,000,805 0 0
iSharesRussell1000ValueIndexFd ETF 464287598 11,414,879 136,232 SH   SOLE 3 136,232 0 0
IsharesTst Core S&P Mid-capETF ETF 464287507 612,150 5,300 SH   SOLE 7 5,300 0 0
IsharesTst Russell2000IdxFdETF ETF 464287655 746,900 7,700 SH   SOLE 1 7,700 0 0
IsharesTstMSCIEmgMktsIndexFund ETF 464287234 3,610,338 93,775 SH   SOLE 2 93,775 0 0
IsharesTstMSCIEmgMktsIndexFund ETF 464287234 50,308,990 1,306,727 SH   SOLE 3 1,306,727 0 0
IsharesTstMSCIEmgMktsIndexFund ETF 464287234 228,498 5,935 SH   SOLE 7 5,935 0 0
IsharesTstS&PGlobalEnSectIdxFd ETF 464287341 38,280 1,000 SH   SOLE 7 1,000 0 0
iShs Barclays 7-10 Yr Trs BdFd ETF 464287440 288,640 2,816 SH   SOLE 3 2,816 0 0
iShsCoreTotalUS Bond MarketETF ETF 464287226 37,491,444 349,701 SH   SOLE 2 349,701 0 0
iShsMSCI AllCountryAsia ex-Jap ETF 464288182 564,241 10,302 SH   SOLE 3 10,302 0 0
Itau Unibanco ADR (Rep1PrefSh) ADR 465562106 75,261,481 5,825,192 SH   SOLE 2 5,825,192 0 0
Itau Unibanco ADR (Rep1PrefSh) ADR 465562106 363,099,675 28,103,690 SH   SOLE 3 28,103,690 0 0
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 309,880 12,700 SH   SOLE 2 12,700 0 0
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 4,025,024 164,960 SH   SOLE 3 164,960 0 0
IturanLocationCntrl ILS0.33333 COM M6158M104 860,142 51,769 SH   SOLE 2 51,769 0 0
IturanLocationCntrl ILS0.33333 COM M6158M104 3,698,018 222,571 SH   SOLE 3 222,571 0 0
IXYS Corp Common Stock USD0.01 COM 46600W106 43,134 3,900 SH   SOLE 2 3,900 0 0
IXYS Corp Common Stock USD0.01 COM 46600W106 502,124 45,400 SH   SOLE 3 45,400 0 0
J&J Snack Foods Corp CmStk NPV COM 466032109 1,563,780 20,100 SH   SOLE 2 20,100 0 0
J&J Snack Foods Corp CmStk NPV COM 466032109 13,264,900 170,500 SH   SOLE 3 170,500 0 0
J.M.Smucker Co Com StkUSD0.001 COM 832696405 216,615 2,100 SH   SOLE 2 2,100 0 0
J.M.Smucker Co Com StkUSD0.001 COM 832696405 237,245 2,300 SH   SOLE 3 2,300 0 0
J2 Global Inc Com Stk USD0.01 COM 48123V102 2,048,982 48,200 SH   SOLE 2 48,200 0 0
J2 Global Inc Com Stk USD0.01 COM 48123V102 22,925,005 539,285 SH   SOLE 3 539,285 0 0
Jabil Circuit Com Stk USD0.001 COM 466313103 772,402 37,900 SH   SOLE 3 37,900 0 0
Jack in the Box ComStk USD0.01 COM 466367109 31,241,286 795,146 SH   SOLE 1 795,146 0 0
James River Coal ComStkUSD0.01 COM 470355207 134,276 73,778 SH   SOLE 3 73,778 0 0
Jazz Pharmaceuticals USD0.0001 COM G50871105 13,746 200 SH   SOLE 2 200 0 0
Jazz Pharmaceuticals USD0.0001 COM G50871105 1,649,520 24,000 SH   SOLE 3 24,000 0 0
JB Hunt Transp.Com Stk USD0.01 COM 445658107 245,616 3,400 SH   SOLE 3 3,400 0 0
JDS Uniphase ComStock USD0.001 COM 46612J507 35,857,002 2,491,800 SH   SOLE 1 2,491,800 0 0
JetBlue Airways ComStk USD0.01 COM 477143101 194,361 30,900 SH   SOLE 3 30,900 0 0
John B.Sanfilippo CS USD0.01 COM 800422107 40,320 2,000 SH   SOLE 3 2,000 0 0
Johnson and Johnson Com.USD1 COM 478160104 22,382,328 260,684 SH   SOLE 2 260,684 0 0
Johnson and Johnson Com.USD1 COM 478160104 199,226,539 2,320,365 SH   SOLE 3 2,320,365 0 0
Johnson and Johnson Com.USD1 COM 478160104 9,732,317 113,351 SH   SOLE 7 113,351 0 0
JohnsonControlsCmStkUSD0.01388 COM 478366107 39,369 1,100 SH   SOLE 2 1,100 0 0
JohnsonControlsCmStkUSD0.01388 COM 478366107 48,925 1,367 SH   SOLE 3 1,367 0 0
JosABankClothiersComStkUSD0.01 COM 480838101 247,920 6,000 SH   SOLE 2 6,000 0 0
JosABankClothiersComStkUSD0.01 COM 480838101 5,908,140 142,985 SH   SOLE 3 142,985 0 0
Joy Global Inc Common Stk USD1 COM 481165108 2,018,848 41,600 SH   SOLE 2 41,600 0 0
Joy Global Inc Common Stk USD1 COM 481165108 26,312,966 542,200 SH   SOLE 3 542,200 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 62,126,915 1,176,869 SH   SOLE 1 1,176,869 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 25,425,406 481,633 SH   SOLE 2 481,633 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 306,255,853 5,801,399 SH   SOLE 3 5,801,399 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 4,273,351 80,950 SH   SOLE 4 80,950 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 4,217,921 79,900 SH   SOLE 5 79,900 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 4,638,605 87,869 SH   SOLE 7 87,869 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 23,691,767 1,226,917 SH   SOLE 1 1,226,917 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 213,376 11,050 SH   SOLE 3 11,050 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 1,749,872 90,620 SH   SOLE 4 90,620 0 0
Just Energy Group Inc Com NPV COM 48213W101 210,449 35,900 SH   SOLE 3 35,900 0 0
Kadant Inc Common StockUSD0.01 COM 48282T104 108,612 3,600 SH   SOLE 2 3,600 0 0
Kadant Inc Common StockUSD0.01 COM 48282T104 920,185 30,500 SH   SOLE 3 30,500 0 0
Kaiser Aluminum ComStk USD0.01 COM 483007704 15,454,030 249,500 SH   SOLE 1 249,500 0 0
Kansas City Life ComStkUSD1.25 COM 484836101 19,135 500 SH   SOLE 3 500 0 0
KansasCitySouth. ComStkUSD0.01 COM 485170302 7,162,578 67,597 SH   SOLE 1 67,597 0 0
KapStone Paper ComStkUSD0.0001 COM 48562P103 433,944 10,800 SH   SOLE 2 10,800 0 0
KapStone Paper ComStkUSD0.0001 COM 48562P103 265,188 6,600 SH   SOLE 3 6,600 0 0
KAR Auction Svcs ComStkUSD0.01 COM 48238T109 24,976,327 1,092,100 SH   SOLE 1 1,092,100 0 0
KB Fin.Grp ADR(Rep1OrdKRW5000) ADR 48241A105 289,781 9,780 SH   SOLE 4 9,780 0 0
KB Fin.Grp ADR(Rep1OrdKRW5000) ADR 48241A105 14,815 500 SH   SOLE 7 500 0 0
KCAP Fin Inc Com Stock USD0.01 COM 48668E101 84,450 7,500 SH   SOLE 2 7,500 0 0
KCAP Fin Inc Com Stock USD0.01 COM 48668E101 128,364 11,400 SH   SOLE 3 11,400 0 0
Kellogg Co Common USD0.25 COM 487836108 759,584 11,826 SH   SOLE 3 11,826 0 0
Kellogg Co Common USD0.25 COM 487836108 226,925 3,533 SH   SOLE 7 3,533 0 0
Kelly Svcs Inc. 'A'ComStk USD1 COM 488152208 122,290 7,000 SH   SOLE 3 7,000 0 0
Kennametal Inc Cap Stk USD1.25 COM 489170100 12,056,715 310,500 SH   SOLE 1 310,500 0 0
Kennametal Inc Cap Stk USD1.25 COM 489170100 516,439 13,300 SH   SOLE 3 13,300 0 0
Keycorp Common Stk USD1 COM 493267108 30,875,480 2,796,692 SH   SOLE 1 2,796,692 0 0
Keycorp Common Stk USD1 COM 493267108 4,789,152 433,800 SH   SOLE 2 433,800 0 0
Keycorp Common Stk USD1 COM 493267108 46,074,987 4,173,459 SH   SOLE 3 4,173,459 0 0
Keycorp Common Stk USD1 COM 493267108 1,425,595 129,130 SH   SOLE 4 129,130 0 0
Kimball Intl 'B'ComStk USD0.05 COM 494274103 60,202 6,200 SH   SOLE 2 6,200 0 0
Kimball Intl 'B'ComStk USD0.05 COM 494274103 590,368 60,800 SH   SOLE 3 60,800 0 0
Kimberly-Clark Common USD1.25 COM 494368103 11,884,593 122,345 SH   SOLE 2 122,345 0 0
Kimberly-Clark Common USD1.25 COM 494368103 89,684,796 923,253 SH   SOLE 3 923,253 0 0
Kimberly-Clark Common USD1.25 COM 494368103 718,836 7,400 SH   SOLE 7 7,400 0 0
Kinross Gold ComNPV (US List.) COM 496902404 2,828,052 554,520 SH   SOLE 3 554,520 0 0
Kinross Gold ComNPV(Can.List.) COM 496902404 26,057 5,100 SH   SOLE 3 5,100 0 0
Kirklands Inc Common Stock NPV COM 497498105 22,425 1,300 SH   SOLE 3 1,300 0 0
KKR Finan.Holdings LLC USD0.01 PART 48248A306 1,088,760 103,200 SH   SOLE 3 103,200 0 0
KLA-TencorCorp ComStk USD0.001 COM 482480100 3,471,979 62,300 SH   SOLE 2 62,300 0 0
KLA-TencorCorp ComStk USD0.001 COM 482480100 47,225,546 847,399 SH   SOLE 3 847,399 0 0
Knight Transport.ComStkUSD0.01 COM 499064103 304,442 18,100 SH   SOLE 3 18,100 0 0
Knoll Inc Common Stock USD0.01 COM 498904200 132,153 9,300 SH   SOLE 2 9,300 0 0
Knoll Inc Common Stock USD0.01 COM 498904200 112,259 7,900 SH   SOLE 3 7,900 0 0
Kohls Corp Com Stk USD0.01 COM 500255104 1,394,076 27,600 SH   SOLE 2 27,600 0 0
Kohls Corp Com Stk USD0.01 COM 500255104 29,261,807 579,327 SH   SOLE 3 579,327 0 0
KongZhong Cp ADR(EachRep40Ord) ADR 50047P104 135,850 20,900 SH   SOLE 2 20,900 0 0
KongZhong Cp ADR(EachRep40Ord) ADR 50047P104 147,550 22,700 SH   SOLE 3 22,700 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 20,653,128 369,664 SH   SOLE 1 369,664 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 735,584 13,166 SH   SOLE 2 13,166 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 24,908,578 445,831 SH   SOLE 3 445,831 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 1,333,002 23,859 SH   SOLE 4 23,859 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 661,054 11,832 SH   SOLE 7 11,832 0 0
Kronos Worldwide ComStkUSD0.01 COM 50105F105 219,240 13,500 SH   SOLE 2 13,500 0 0
Kronos Worldwide ComStkUSD0.01 COM 50105F105 139,664 8,600 SH   SOLE 3 8,600 0 0
KT Corp ADR(Repr1/2OrdKRW5000) ADR 48268K101 204,864 13,200 SH   SOLE 3 13,200 0 0
KT Corp ADR(Repr1/2OrdKRW5000) ADR 48268K101 122,298 7,880 SH   SOLE 4 7,880 0 0
Kulicke & Soffa Com NPV COM 501242101 457,884 41,400 SH   SOLE 2 41,400 0 0
Kulicke & Soffa Com NPV COM 501242101 11,654,785 1,053,778 SH   SOLE 3 1,053,778 0 0
L Brands Inc Com Stk USD0.50 COM 501797104 103,425 2,100 SH   SOLE 2 2,100 0 0
L Brands Inc Com Stk USD0.50 COM 501797104 3,277,391 66,546 SH   SOLE 3 66,546 0 0
L-3CommunicationsComStkUSD0.01 COM 502424104 3,343,860 39,000 SH   SOLE 2 39,000 0 0
L-3CommunicationsComStkUSD0.01 COM 502424104 45,379,353 529,267 SH   SOLE 3 529,267 0 0
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 8,878,870 88,700 SH   SOLE 2 88,700 0 0
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 104,275,772 1,041,716 SH   SOLE 3 1,041,716 0 0
LACLEDE GROUP COMMON STCK USD1 COM 505597104 12,474,312 273,200 SH   SOLE 1 273,200 0 0
Lakeland Fin Corp Com Stk NPV COM 511656100 12,562,425 452,700 SH   SOLE 1 452,700 0 0
Lakeland Fin Corp Com Stk NPV COM 511656100 19,425 700 SH   SOLE 2 700 0 0
Lakeland Fin Corp Com Stk NPV COM 511656100 328,838 11,850 SH   SOLE 3 11,850 0 0
Lancaster Colony CommStock NPV COM 513847103 2,745,248 35,200 SH   SOLE 2 35,200 0 0
Lancaster Colony CommStock NPV COM 513847103 29,153,910 373,816 SH   SOLE 3 373,816 0 0
Landstar Common Stock NPV COM 515098101 1,359,600 26,400 SH   SOLE 2 26,400 0 0
Landstar Common Stock NPV COM 515098101 25,034,150 486,100 SH   SOLE 3 486,100 0 0
Laredo Petroleum ComStkUSD0.01 COM 516806106 19,522,111 949,519 SH   SOLE 1 949,519 0 0
LaSalleHotel Prop.REIT USD0.01 REIT 517942108 13,422,425 543,418 SH   SOLE 1 543,418 0 0
LatamAirlines SponADR(Rep1Ord) ADR 51817R106 4,865,975 288,098 SH   SOLE 3 288,098 0 0
LeapfrogEnterp.ComStkUSD0.0001 COM 52186N106 104,304 10,600 SH   SOLE 2 10,600 0 0
LeapfrogEnterp.ComStkUSD0.0001 COM 52186N106 71,832 7,300 SH   SOLE 3 7,300 0 0
LEAR CORP ComStkUSD0.01 COM 521865204 1,330,120 22,000 SH   SOLE 2 22,000 0 0
LEAR CORP ComStkUSD0.01 COM 521865204 19,226,280 318,000 SH   SOLE 3 318,000 0 0
Leggett & Platt Com StkUSD0.01 COM 524660107 55,962 1,800 SH   SOLE 2 1,800 0 0
Leggett & Platt Com StkUSD0.01 COM 524660107 1,203,183 38,700 SH   SOLE 3 38,700 0 0
Lexicon Pharm.Com Stk USD0.001 COM 528872104 8,037,463 3,703,900 SH   SOLE 1 3,703,900 0 0
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 547,203 17,900 SH   SOLE 2 17,900 0 0
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 10,812,395 353,693 SH   SOLE 3 353,693 0 0
LHC Group Inc ComStock USD0.01 COM 50187A107 15,664 800 SH   SOLE 2 800 0 0
LHC Group Inc ComStock USD0.01 COM 50187A107 583,484 29,800 SH   SOLE 3 29,800 0 0
LibertyMedia Corp A CS USD0.01 COM 531229102 7,332,432 57,845 SH   SOLE 1 57,845 0 0
Life Techn.Corp ComStk USD0.01 COM 53217V109 48,291,808 652,592 SH   SOLE 1 652,592 0 0
LifePointHospit. ComStkUSD0.01 COM 53219L109 33,567,732 687,300 SH   SOLE 1 687,300 0 0
Lincoln Electric Com Stk NPV COM 533900106 538,338 9,400 SH   SOLE 2 9,400 0 0
Lincoln Electric Com Stk NPV COM 533900106 17,324,175 302,500 SH   SOLE 3 302,500 0 0
LincolnNationalCrpCmStkUSD1.25 COM 534187109 2,275,728 62,400 SH   SOLE 2 62,400 0 0
LincolnNationalCrpCmStkUSD1.25 COM 534187109 23,855,063 654,101 SH   SOLE 3 654,101 0 0
Lindsay Corp Common Stock USD1 COM 535555106 202,446 2,700 SH   SOLE 2 2,700 0 0
Lindsay Corp Common Stock USD1 COM 535555106 1,672,054 22,300 SH   SOLE 3 22,300 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 23,931,264 649,600 SH   SOLE 1 649,600 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 1,867,788 50,700 SH   SOLE 2 50,700 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 13,956,834 378,850 SH   SOLE 3 378,850 0 0
Littelfuse Inc ComStockUSD0.01 COM 537008104 358,128 4,800 SH   SOLE 2 4,800 0 0
Littelfuse Inc ComStockUSD0.01 COM 537008104 7,289,397 97,700 SH   SOLE 3 97,700 0 0
LKQ Corp Common Stock USD0.01 COM 501889208 36,067,768 1,400,690 SH   SOLE 1 1,400,690 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 11,824,418 109,021 SH   SOLE 2 109,021 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 85,132,857 784,924 SH   SOLE 3 784,924 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 2,374,623 21,894 SH   SOLE 7 21,894 0 0
Loews Corp Com Stock USD0.01 COM 540424108 177,600 4,000 SH   SOLE 2 4,000 0 0
Loews Corp Com Stock USD0.01 COM 540424108 861,360 19,400 SH   SOLE 3 19,400 0 0
Logitech Intl SA CHF0.25(Regd) COM H50430232 1,231,027 178,915 SH   SOLE 3 178,915 0 0
Lorillard Inc ComStock USD0.01 COM 544147101 8,581,329 196,459 SH   SOLE 2 196,459 0 0
Lorillard Inc ComStock USD0.01 COM 544147101 83,228,833 1,905,422 SH   SOLE 3 1,905,422 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 7,366,867 180,119 SH   SOLE 2 180,119 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 106,833,499 2,612,066 SH   SOLE 3 2,612,066 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 840,495 20,550 SH   SOLE 4 20,550 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 2,081,810 50,900 SH   SOLE 5 50,900 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 1,002,909 24,521 SH   SOLE 7 24,521 0 0
LSB Industries Inc CS USD0.10 COM 502160104 131,858 4,336 SH   SOLE 3 4,336 0 0
LTC PropertiesInc REIT USD0.01 REIT 502175102 648,230 16,600 SH   SOLE 3 16,600 0 0
Lumos Networks Com Stk USD0.01 COM 550283105 38,475 2,250 SH   SOLE 2 2,250 0 0
Lumos Networks Com Stk USD0.01 COM 550283105 33,345 1,950 SH   SOLE 3 1,950 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 33,180,556 500,763 SH   SOLE 1 500,763 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 8,202,988 123,800 SH   SOLE 2 123,800 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 72,913,829 1,100,420 SH   SOLE 3 1,100,420 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 2,162,064 32,630 SH   SOLE 4 32,630 0 0
M & T Bank Corp ComStk USD0.50 COM 55261F104 15,980 143 SH   SOLE 7 143 0 0
Mack-Cali Realty ComStkUSD0.01 REIT 554489104 9,210,836 376,106 SH   SOLE 1 376,106 0 0
MA-ComTechSOLUTION.CmStkUSD.01 COM 55405Y100 10,739,760 735,600 SH   SOLE 1 735,600 0 0
Macy's Inc CommonStock USD0.01 COM 55616P104 1,200,000 25,000 SH   SOLE 2 25,000 0 0
Macy's Inc CommonStock USD0.01 COM 55616P104 2,793,600 58,200 SH   SOLE 3 58,200 0 0
Madison Square ClsA CS USD0.01 COM 55826P100 13,283,850 224,200 SH   SOLE 1 224,200 0 0
Magellan Health ComStk USD0.01 COM 559079207 1,435,648 25,600 SH   SOLE 2 25,600 0 0
Magellan Health ComStk USD0.01 COM 559079207 23,197,548 413,651 SH   SOLE 3 413,651 0 0
magicJack VocalTec CS ILS0.65 COM M6787E101 187,308 13,200 SH   SOLE 3 13,200 0 0
MagicSoftwareEnterpris ILS0.10 COM 559166103 54,439 10,100 SH   SOLE 3 10,100 0 0
Magna Intl Inc Sub Vtg Com NPV COM 559222401 5,960,700 84,000 SH   SOLE 2 84,000 0 0
Magna Intl Inc Sub Vtg Com NPV COM 559222401 46,247,720 651,737 SH   SOLE 3 651,737 0 0
MagnachipSemiconductor USD0.01 COM 55933J203 67,599 3,700 SH   SOLE 2 3,700 0 0
MagnachipSemiconductor USD0.01 COM 55933J203 3,653,196 199,956 SH   SOLE 3 199,956 0 0
Main Street Capital CS USD0.01 COM 56035L104 182,754 6,600 SH   SOLE 2 6,600 0 0
Main Street Capital CS USD0.01 COM 56035L104 6,109,522 220,640 SH   SOLE 3 220,640 0 0
MainSource Financial ComStkNPV COM 56062Y102 132,957 9,900 SH   SOLE 3 9,900 0 0
Manhattan Assoc. ComStkUSD0.01 COM 562750109 879,624 11,400 SH   SOLE 2 11,400 0 0
Manhattan Assoc. ComStkUSD0.01 COM 562750109 6,026,196 78,100 SH   SOLE 3 78,100 0 0
Mannkind Corp ComStock USD0.01 COM 56400P201 1,498,993 230,437 SH   SOLE 3 230,437 0 0
ManTech Intl 'A'ComStk USD0.01 COM 564563104 203,736 7,800 SH   SOLE 2 7,800 0 0
ManTech Intl 'A'ComStk USD0.01 COM 564563104 1,787,548 68,436 SH   SOLE 3 68,436 0 0
Manulife Fin.CpComNPV(HKList.) COM 56501R106 161,029 10,000 SH   SOLE 4 10,000 0 0
ManulifeFinComNPV(CanadianList COM 56501R106 22,335 1,400 SH   SOLE 3 1,400 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 1,794,702 51,900 SH   SOLE 2 51,900 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 26,153,546 756,320 SH   SOLE 3 756,320 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 2,221,730 64,249 SH   SOLE 7 64,249 0 0
Marathon Petroleum CS USD0.01 COM 56585A102 5,762,966 81,100 SH   SOLE 2 81,100 0 0
Marathon Petroleum CS USD0.01 COM 56585A102 70,151,569 987,216 SH   SOLE 3 987,216 0 0
Markel Corp Common Stock NPV COM 570535104 22,051,804 41,848 SH   SOLE 1 41,848 0 0
MARKET VECTORS AGRIBUSINESS ETF 57060U605 63,988 1,250 SH   SOLE 7 1,250 0 0
Market Vectors Gold Miners ETF ETF 57060U100 25,470 1,040 SH   SOLE 7 1,040 0 0
MarketAxess Hldgs CS USD0.003 COM 57060D108 1,337,050 28,600 SH   SOLE 2 28,600 0 0
MarketAxess Hldgs CS USD0.003 COM 57060D108 12,935,725 276,700 SH   SOLE 3 276,700 0 0
MarketVectorsEMLocalCurrencyBd ETF 57060U522 7,159,344 295,109 SH   SOLE 2 295,109 0 0
Marriott Intl Cls A ComStkUSD1 COM 571903202 32,579 807 SH   SOLE 7 807 0 0
MarriottVacationsWrldCSUSD0.01 COM 57164Y107 3,459 80 SH   SOLE 7 80 0 0
Marsh & McLennan Com USD1 COM 571748102 1,516,960 38,000 SH   SOLE 2 38,000 0 0
Marsh & McLennan Com USD1 COM 571748102 9,612,736 240,800 SH   SOLE 3 240,800 0 0
MartenTransportLtd CmSkUSD0.01 COM 573075108 10,969 700 SH   SOLE 2 700 0 0
MartenTransportLtd CmSkUSD0.01 COM 573075108 14,103 900 SH   SOLE 3 900 0 0
MartinMariet.Mat.ComStkUSD0.01 COM 573284106 13,907,927 141,312 SH   SOLE 1 141,312 0 0
Marvell Tech.CommonStkUSD0.002 COM G5876H105 148,717 12,700 SH   SOLE 2 12,700 0 0
Marvell Tech.CommonStkUSD0.002 COM G5876H105 2,114,826 180,600 SH   SOLE 3 180,600 0 0
Masco Corporation Com Stk USD1 COM 574599106 5,847 300 SH   SOLE 7 300 0 0
Masimo Corp Com Stock USD0.001 COM 574795100 17,106,386 806,905 SH   SOLE 1 806,905 0 0
Masimo Corp Com Stock USD0.001 COM 574795100 93,280 4,400 SH   SOLE 3 4,400 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 49,890,155 86,841 SH   SOLE 1 86,841 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 2,240,550 3,900 SH   SOLE 2 3,900 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 10,014,110 17,431 SH   SOLE 3 17,431 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 1,660,305 2,890 SH   SOLE 4 2,890 0 0
Matador Resources CS USD0.01 COM 576485205 5,314,328 443,600 SH   SOLE 3 443,600 0 0
Mattel Inc Common Stock USD1 COM 577081102 5,713,591 126,100 SH   SOLE 2 126,100 0 0
Mattel Inc Common Stock USD1 COM 577081102 68,481,217 1,511,393 SH   SOLE 3 1,511,393 0 0
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 1,830,702 65,900 SH   SOLE 2 65,900 0 0
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 22,015,650 792,500 SH   SOLE 3 792,500 0 0
MAXIMUS Inc.Common Stock NPV COM 577933104 439,432 5,900 SH   SOLE 2 5,900 0 0
MAXIMUS Inc.Common Stock NPV COM 577933104 6,196,736 83,200 SH   SOLE 3 83,200 0 0
Maxygen Common Stock USD0.0001 COM 577776107 83,576 33,700 SH   SOLE 2 33,700 0 0
Maxygen Common Stock USD0.0001 COM 577776107 480,624 193,800 SH   SOLE 3 193,800 0 0
MB Financial Com Stock USD0.01 COM 55264U108 7,428,263 277,174 SH   SOLE 1 277,174 0 0
MB Financial Com Stock USD0.01 COM 55264U108 45,560 1,700 SH   SOLE 2 1,700 0 0
MB Financial Com Stock USD0.01 COM 55264U108 686,080 25,600 SH   SOLE 3 25,600 0 0
MBIA Com USD1 COM 55262C100 488,477 36,700 SH   SOLE 2 36,700 0 0
MBIA Com USD1 COM 55262C100 8,823,199 662,900 SH   SOLE 3 662,900 0 0
McCormick&CoInc ComStkN/VtgNPV COM 579780206 936,632 13,312 SH   SOLE 2 13,312 0 0
McCormick&CoInc ComStkN/VtgNPV COM 579780206 5,396,612 76,700 SH   SOLE 3 76,700 0 0
McDermott Intl.Com USD1 COM 580037109 125,972 15,400 SH   SOLE 2 15,400 0 0
McDermott Intl.Com USD1 COM 580037109 314,112 38,400 SH   SOLE 3 38,400 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 10,182,051 102,849 SH   SOLE 2 102,849 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 76,785,192 775,608 SH   SOLE 3 775,608 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 188,100 1,900 SH   SOLE 4 1,900 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 1,376,100 13,900 SH   SOLE 5 13,900 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 8,696,754 87,846 SH   SOLE 7 87,846 0 0
MCG Capital Corp ComStkUSD0.01 COM 58047P107 77,108 14,800 SH   SOLE 3 14,800 0 0
McGrath Rentcorp Com Stock NPV COM 580589109 34,160 1,000 SH   SOLE 3 1,000 0 0
McGraw-Hill Fin Com Stock USD1 COM 580645109 2,696,733 50,700 SH   SOLE 2 50,700 0 0
McGraw-Hill Fin Com Stock USD1 COM 580645109 13,896,632 261,264 SH   SOLE 3 261,264 0 0
McKesson HBOC Com Stk USD0.01 COM 58155Q103 11,450 100 SH   SOLE 2 100 0 0
McKesson HBOC Com Stk USD0.01 COM 58155Q103 3,368,132 29,416 SH   SOLE 3 29,416 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 22,090,671 278,817 SH   SOLE 1 278,817 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 5,158,111 65,103 SH   SOLE 2 65,103 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 98,015,829 1,237,105 SH   SOLE 3 1,237,105 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 2,044,926 25,810 SH   SOLE 4 25,810 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 2,361,054 29,800 SH   SOLE 5 29,800 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 675,515 8,526 SH   SOLE 7 8,526 0 0
Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 65,846 8,200 SH   SOLE 2 8,200 0 0
Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 501,586 62,464 SH   SOLE 3 62,464 0 0
Mechel OAO ADR (EachRep1OrdSh) ADR 583840103 260,640 90,500 SH   SOLE 3 90,500 0 0
Medallion Fin. Com Stk USD0.01 COM 583928106 221,169 15,900 SH   SOLE 3 15,900 0 0
Medifast Inc Com Stk USD0.001 COM 58470H101 301,881 11,719 SH   SOLE 3 11,719 0 0
Mednax Inc Common Stk USD0.01 COM 58502B106 4,157,732 45,400 SH   SOLE 2 45,400 0 0
Mednax Inc Common Stk USD0.01 COM 58502B106 42,300,802 461,900 SH   SOLE 3 461,900 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 15,969,082 310,260 SH   SOLE 2 310,260 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 182,861,895 3,552,786 SH   SOLE 3 3,552,786 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 51,636,839 1,111,665 SH   SOLE 1 1,111,665 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 20,371,158 438,561 SH   SOLE 2 438,561 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 327,623,602 7,053,253 SH   SOLE 3 7,053,253 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 3,667,228 78,950 SH   SOLE 4 78,950 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 833,778 17,950 SH   SOLE 7 17,950 0 0
Meredith Corp Com Stk USD1 COM 589433101 801,360 16,800 SH   SOLE 2 16,800 0 0
Meredith Corp Com Stk USD1 COM 589433101 14,650,817 307,145 SH   SOLE 3 307,145 0 0
Meridian Bioscience ComStk NPV COM 589584101 528,900 24,600 SH   SOLE 2 24,600 0 0
Meridian Bioscience ComStk NPV COM 589584101 4,044,150 188,100 SH   SOLE 3 188,100 0 0
MeritageHomesCorpComStkUSD0.01 COM 59001A102 1,600,071 36,902 SH   SOLE 3 36,902 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 29,871,121 652,778 SH   SOLE 1 652,778 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 4,457,024 97,400 SH   SOLE 2 97,400 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 53,040,508 1,159,102 SH   SOLE 3 1,159,102 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 1,698,154 37,110 SH   SOLE 4 37,110 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 845,040 4,200 SH   SOLE 2 4,200 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 9,476,520 47,100 SH   SOLE 3 47,100 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1,931,520 9,600 SH   SOLE 7 9,600 0 0
MFA Financial Inc REIT USD0.01 REIT 55272X102 704,805 85,700 SH   SOLE 3 85,700 0 0
MFA Financial Inc REIT USD0.01 REIT 55272X102 12,418 1,510 SH   SOLE 4 1,510 0 0
MFC Industrial Com NPV(USList) COM 55278T105 178,347 22,100 SH   SOLE 2 22,100 0 0
MFC Industrial Com NPV(USList) COM 55278T105 352,659 43,700 SH   SOLE 3 43,700 0 0
Microchip Tech.Com StkUSD0.001 COM 595017104 15,123,500 406,000 SH   SOLE 1 406,000 0 0
Microfinancial Com.Stk USD0.01 COM 595072109 14,130 1,800 SH   SOLE 2 1,800 0 0
Microfinancial Com.Stk USD0.01 COM 595072109 8,635 1,100 SH   SOLE 3 1,100 0 0
Micros Systems ComStk USD0.025 COM 594901100 24,617,075 570,500 SH   SOLE 1 570,500 0 0
Micros Systems ComStk USD0.025 COM 594901100 51,780 1,200 SH   SOLE 2 1,200 0 0
Micros Systems ComStk USD0.025 COM 594901100 2,822,010 65,400 SH   SOLE 3 65,400 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 60,590,099 1,753,947 SH   SOLE 1 1,753,947 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 34,024,856 984,943 SH   SOLE 2 984,943 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 470,952,330 13,633,010 SH   SOLE 3 13,633,010 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 5,208,350 150,770 SH   SOLE 4 150,770 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 4,535,413 131,290 SH   SOLE 5 131,290 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 13,563,403 392,630 SH   SOLE 7 392,630 0 0
Mid-Amer.AptCmntys CmSkUSD0.01 REIT 59522J103 24,065,263 355,102 SH   SOLE 1 355,102 0 0
Middleby Corp Com Stk USD0.01 COM 596278101 510,270 3,000 SH   SOLE 2 3,000 0 0
Middleby Corp Com Stk USD0.01 COM 596278101 6,718,555 39,500 SH   SOLE 3 39,500 0 0
Midstates Petroleum CS USD0.01 COM 59804T100 1,569,041 290,026 SH   SOLE 3 290,026 0 0
Miller Inds Inc ComStk USD0.01 COM 600551204 87,666 5,700 SH   SOLE 2 5,700 0 0
Miller Inds Inc ComStk USD0.01 COM 600551204 2,013,165 130,895 SH   SOLE 3 130,895 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 28,896,420 771,600 SH   SOLE 2 771,600 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 102,605,510 2,739,800 SH   SOLE 3 2,739,800 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 47,876,080 1,278,400 SH   SOLE 4 1,278,400 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 40,565,915 1,083,202 SH   SOLE 6 1,083,202 0 0
Mineral Tech.Inc ComStkUSD0.10 COM 603158106 11,095,656 268,400 SH   SOLE 1 268,400 0 0
MitchamIndustriesComStkUSD0.01 COM 606501104 80,544 4,800 SH   SOLE 2 4,800 0 0
MitchamIndustriesComStkUSD0.01 COM 606501104 1,678,151 100,009 SH   SOLE 3 100,009 0 0
Mitsub.UFJ ADR(Rp1/1000OrdNPV) ADR 606822104 19,338 3,114 SH   SOLE 3 3,114 0 0
MobileTeleSystemsADR(Rp2ComSh) ADR 607409109 33,823,488 1,785,823 SH   SOLE 2 1,785,823 0 0
MobileTeleSystemsADR(Rp2ComSh) ADR 607409109 215,888,196 11,398,532 SH   SOLE 3 11,398,532 0 0
Molex Com.USD0.05 COM 608554101 7,941,282 270,664 SH   SOLE 1 270,664 0 0
Molex Com.USD0.05 COM 608554101 396,090 13,500 SH   SOLE 2 13,500 0 0
Molex Com.USD0.05 COM 608554101 2,567,250 87,500 SH   SOLE 3 87,500 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 9,133,708 320,144 SH   SOLE 2 320,144 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 108,801,152 3,813,570 SH   SOLE 3 3,813,570 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 814,532 28,550 SH   SOLE 4 28,550 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 1,948,599 68,300 SH   SOLE 5 68,300 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 1,385,987 48,580 SH   SOLE 7 48,580 0 0
MonolithicPower ComStkUSD0.001 COM 609839105 7,977,613 330,884 SH   SOLE 1 330,884 0 0
MonotypeImagingComStk USD0.001 COM 61022P100 78,771 3,100 SH   SOLE 2 3,100 0 0
MonotypeImagingComStk USD0.001 COM 61022P100 360,822 14,200 SH   SOLE 3 14,200 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 2,822,024 28,563 SH   SOLE 2 28,563 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 9,698,208 98,160 SH   SOLE 3 98,160 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 2,469,210 24,992 SH   SOLE 7 24,992 0 0
Monster Beverage Cp CSUSD0.005 COM 611740101 1,101,023 18,100 SH   SOLE 2 18,100 0 0
Monster Beverage Cp CSUSD0.005 COM 611740101 9,319,156 153,200 SH   SOLE 3 153,200 0 0
MontpelierReHldCmStkUSD0.00166 COM G62185106 2,043,317 81,700 SH   SOLE 2 81,700 0 0
MontpelierReHldCmStkUSD0.00166 COM G62185106 24,997,495 999,500 SH   SOLE 3 999,500 0 0
Moody's Corp Common StkUSD0.01 COM 615369105 487,440 8,000 SH   SOLE 2 8,000 0 0
Moody's Corp Common StkUSD0.01 COM 615369105 3,832,497 62,900 SH   SOLE 3 62,900 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 9,701,153 397,100 SH   SOLE 2 397,100 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 136,152,055 5,573,150 SH   SOLE 3 5,573,150 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 1,597,966 65,410 SH   SOLE 4 65,410 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 1,590,393 65,100 SH   SOLE 5 65,100 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 861,011 35,244 SH   SOLE 7 35,244 0 0
Morningstar Inc Common Stk NPV COM 617700109 186,192 2,400 SH   SOLE 2 2,400 0 0
Morningstar Inc Common Stk NPV COM 617700109 124,128 1,600 SH   SOLE 3 1,600 0 0
Mosaic Co (The) ComStk USD0.01 COM 61945C103 586,529 10,900 SH   SOLE 2 10,900 0 0
Mosaic Co (The) ComStk USD0.01 COM 61945C103 7,242,826 134,600 SH   SOLE 3 134,600 0 0
MotorolaSolutionsInc CSUSD0.01 COM 620076307 57,730 1,000 SH   SOLE 2 1,000 0 0
MotorolaSolutionsInc CSUSD0.01 COM 620076307 1,529,845 26,500 SH   SOLE 3 26,500 0 0
MRC Global Inc ComStkUSD0.01 COM 55345K103 40,997,692 1,484,348 SH   SOLE 1 1,484,348 0 0
MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 1,944,246 25,100 SH   SOLE 2 25,100 0 0
MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 25,786,434 332,900 SH   SOLE 3 332,900 0 0
MTS Systems Corp ComStkUSD0.25 COM 553777103 23,081,480 407,800 SH   SOLE 1 407,800 0 0
MTS Systems Corp ComStkUSD0.25 COM 553777103 701,840 12,400 SH   SOLE 2 12,400 0 0
MTS Systems Corp ComStkUSD0.25 COM 553777103 5,173,240 91,400 SH   SOLE 3 91,400 0 0
MultiFinelineElcCmStkUSD0.0001 COM 62541B101 34,063 2,300 SH   SOLE 2 2,300 0 0
MultiFinelineElcCmStkUSD0.0001 COM 62541B101 60,721 4,100 SH   SOLE 3 4,100 0 0
Murphy Oil Corp Com Stock USD1 COM 626717102 1,273,819 20,920 SH   SOLE 2 20,920 0 0
Murphy Oil Corp Com Stock USD1 COM 626717102 22,163,777 363,997 SH   SOLE 3 363,997 0 0
MYR Group Inc Com Stk USD0.01 COM 55405W104 9,234,860 474,800 SH   SOLE 1 474,800 0 0
Myriad Genetics ComStk USD0.01 COM 62855J104 1,107,044 41,200 SH   SOLE 2 41,200 0 0
Myriad Genetics ComStk USD0.01 COM 62855J104 4,331,444 161,200 SH   SOLE 3 161,200 0 0
NaborsIndustriesComStkUSD0.001 COM G6359F103 486,858 31,800 SH   SOLE 2 31,800 0 0
NaborsIndustriesComStkUSD0.001 COM G6359F103 9,587,796 626,244 SH   SOLE 3 626,244 0 0
Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 63,008 1,100 SH   SOLE 2 1,100 0 0
Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 455,090 7,945 SH   SOLE 3 7,945 0 0
Nanometrics Common Stock NPV COM 630077105 10,241,127 698,100 SH   SOLE 1 698,100 0 0
Nash Finch Co Com Stk USD1.667 COM 631158102 1,138,555 51,729 SH   SOLE 3 51,729 0 0
Nathans Famous Com Stk USD0.01 COM 632347100 41,800 800 SH   SOLE 3 800 0 0
National CineMedia CS USD0.01 COM 635309107 268,399 15,891 SH   SOLE 3 15,891 0 0
NationalBeverageCpCmStkUSD0.01 COM 635017106 99,579 5,700 SH   SOLE 2 5,700 0 0
NationalBeverageCpCmStkUSD0.01 COM 635017106 199,158 11,400 SH   SOLE 3 11,400 0 0
National-Oilwell ComStkUSD0.01 COM 637071101 523,640 7,600 SH   SOLE 2 7,600 0 0
National-Oilwell ComStkUSD0.01 COM 637071101 1,047,969 15,210 SH   SOLE 3 15,210 0 0
Natl Bankshares ComStk USD1.25 COM 634865109 35,530 1,000 SH   SOLE 2 1,000 0 0
Natl Bankshares ComStk USD1.25 COM 634865109 341,088 9,600 SH   SOLE 3 9,600 0 0
Natl Healthcare Com StkUSD0.01 COM 635906100 1,258,574 26,330 SH   SOLE 3 26,330 0 0
Natl Instruments ComStkUSD0.01 COM 636518102 6,042,975 216,284 SH   SOLE 3 216,284 0 0
Natl Interstate ComStk USD0.01 COM 63654U100 14,625 500 SH   SOLE 2 500 0 0
Natl Interstate ComStk USD0.01 COM 63654U100 26,325 900 SH   SOLE 3 900 0 0
Natl Penn Bcshs Inc ComStk NPV COM 637138108 25,400 2,500 SH   SOLE 2 2,500 0 0
Natl Presto Indust. ComStkUSD1 COM 637215104 115,248 1,600 SH   SOLE 2 1,600 0 0
Natl Presto Indust. ComStkUSD1 COM 637215104 1,165,085 16,175 SH   SOLE 3 16,175 0 0
Natl Res Corp Cls A CSUSD0.001 COM 637372202 162,000 9,000 SH   SOLE 2 9,000 0 0
Natl Res Corp Cls A CSUSD0.001 COM 637372202 486,000 27,000 SH   SOLE 3 27,000 0 0
NatlHealthInvest. REIT USD0.01 REIT 63633D104 628,530 10,500 SH   SOLE 3 10,500 0 0
NatlResearchCp ClB CS USD0.001 COM 637372301 52,410 1,500 SH   SOLE 2 1,500 0 0
NatlResearchCp ClB CS USD0.001 COM 637372301 157,230 4,500 SH   SOLE 3 4,500 0 0
NatlWesternLife 'A'ComStk USD1 COM 638522102 683,460 3,600 SH   SOLE 2 3,600 0 0
NatlWesternLife 'A'ComStk USD1 COM 638522102 4,084,053 21,512 SH   SOLE 3 21,512 0 0
Natural Gas Services CSUSD0.01 COM 63886Q109 23,490 1,000 SH   SOLE 2 1,000 0 0
NaturalResPtnrsLP ComStkUSD100 PART 63900P103 475,167 23,100 SH   SOLE 2 23,100 0 0
NaturalResPtnrsLP ComStkUSD100 PART 63900P103 4,152,445 201,869 SH   SOLE 3 201,869 0 0
NaturesSunshineProd ComStk NPV COM 639027101 374,415 22,900 SH   SOLE 2 22,900 0 0
NaturesSunshineProd ComStk NPV COM 639027101 1,523,820 93,200 SH   SOLE 3 93,200 0 0
NavigatorsGrpInc ComStkUSD0.10 COM 638904102 102,672 1,800 SH   SOLE 2 1,800 0 0
NavigatorsGrpInc ComStkUSD0.10 COM 638904102 1,939,360 34,000 SH   SOLE 3 34,000 0 0
NBT Bancorp Inc ComStk USD0.01 COM 628778102 105,850 5,000 SH   SOLE 3 5,000 0 0
NetEase Inc ADR(Repr 1 HKD0.1) ADR 64110W102 3,562,788 56,400 SH   SOLE 2 56,400 0 0
NetEase Inc ADR(Repr 1 HKD0.1) ADR 64110W102 15,824,085 250,500 SH   SOLE 3 250,500 0 0
Netgear Inc Com Stock USD0.001 COM 64111Q104 284,022 9,300 SH   SOLE 3 9,300 0 0
NetScout Sys. Com Stk USD0.001 COM 64115T104 19,589,262 839,300 SH   SOLE 1 839,300 0 0
NetScout Sys. Com Stk USD0.001 COM 64115T104 179,718 7,700 SH   SOLE 2 7,700 0 0
NetScout Sys. Com Stk USD0.001 COM 64115T104 469,134 20,100 SH   SOLE 3 20,100 0 0
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 564,688 11,600 SH   SOLE 2 11,600 0 0
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 14,645,719 300,857 SH   SOLE 3 300,857 0 0
Neutral Tandem Inc CS USD0.001 COM 64128B108 289,800 50,400 SH   SOLE 2 50,400 0 0
Neutral Tandem Inc CS USD0.001 COM 64128B108 6,124,900 1,065,200 SH   SOLE 3 1,065,200 0 0
Nevsun Resources Ltd Com NPV COM 64156L101 1,244,354 422,100 SH   SOLE 2 422,100 0 0
Nevsun Resources Ltd Com NPV COM 64156L101 11,647,705 3,951,044 SH   SOLE 3 3,951,044 0 0
New Gold Inc Com NPV (US List) COM 644535106 6,033,137 939,741 SH   SOLE 3 939,741 0 0
New Gold Incorporated Com NPV COM 644535106 101,348 15,700 SH   SOLE 3 15,700 0 0
Newcastle Inv Cp REIT USD0.01 REIT 65105M108 63,806 12,200 SH   SOLE 2 12,200 0 0
Newcastle Inv Cp REIT USD0.01 REIT 65105M108 973,303 186,100 SH   SOLE 3 186,100 0 0
Newell Rubbermaid Com Stk USD1 COM 651229106 677,250 25,800 SH   SOLE 3 25,800 0 0
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 336,849 14,100 SH   SOLE 2 14,100 0 0
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 2,713,904 113,600 SH   SOLE 3 113,600 0 0
NewMarket Corp CommonStock NPV COM 651587107 2,047,968 7,800 SH   SOLE 2 7,800 0 0
NewMarket Corp CommonStock NPV COM 651587107 24,920,095 94,912 SH   SOLE 3 94,912 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 1,623,290 54,200 SH   SOLE 2 54,200 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 23,727,229 792,228 SH   SOLE 3 792,228 0 0
NewOrientalADR(EachRep4OrdShs) ADR 647581107 735,380 33,200 SH   SOLE 2 33,200 0 0
NewOrientalADR(EachRep4OrdShs) ADR 647581107 420,850 19,000 SH   SOLE 3 19,000 0 0
NewResidentialInv REIT USD0.01 REIT 64828T102 47,180 7,000 SH   SOLE 2 7,000 0 0
NewResidentialInv REIT USD0.01 REIT 64828T102 1,254,314 186,100 SH   SOLE 3 186,100 0 0
News Corp Cls B Com StkUSD0.01 COM 65248E203 17,953 547 SH   SOLE 3 547 0 0
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 1,339,038 41,100 SH   SOLE 2 41,100 0 0
News Corp Cls'A' ComStkUSD0.01 COM 65248E104 1,403,221 43,070 SH   SOLE 3 43,070 0 0
NewYorkCommunBancComStkUSD0.01 COM 649445103 788,102 56,293 SH   SOLE 3 56,293 0 0
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 2,926,925 35,922 SH   SOLE 2 35,922 0 0
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 8,235,672 101,076 SH   SOLE 3 101,076 0 0
NGP Capital Com Stock USD0.001 COM 62912R107 17,777 2,900 SH   SOLE 2 2,900 0 0
NGP Capital Com Stock USD0.001 COM 62912R107 156,315 25,500 SH   SOLE 3 25,500 0 0
Nicholas Fin Inc Com Stk NPV COM 65373J209 524,664 34,700 SH   SOLE 2 34,700 0 0
Nicholas Fin Inc Com Stk NPV COM 65373J209 730,296 48,300 SH   SOLE 3 48,300 0 0
Nike Inc Class B Com Stock NPV COM 654106103 2,702,452 42,438 SH   SOLE 2 42,438 0 0
Nike Inc Class B Com Stock NPV COM 654106103 14,890,231 233,829 SH   SOLE 3 233,829 0 0
Nippon Tel&Tel ADR (Rep0.5Ord) ADR 654624105 19,924 766 SH   SOLE 3 766 0 0
Noble Energy Com Stk USD0.01 COM 655044105 44,670 744 SH   SOLE 3 744 0 0
Nordstrom Inc Common Stock NPV COM 655664100 28,715,336 479,068 SH   SOLE 1 479,068 0 0
Nordstrom Inc Common Stock NPV COM 655664100 5,196,798 86,700 SH   SOLE 2 86,700 0 0
Nordstrom Inc Common Stock NPV COM 655664100 88,548,463 1,477,285 SH   SOLE 3 1,477,285 0 0
Nordstrom Inc Common Stock NPV COM 655664100 2,464,733 41,120 SH   SOLE 4 41,120 0 0
Nordstrom Inc Common Stock NPV COM 655664100 1,648,350 27,500 SH   SOLE 5 27,500 0 0
Nordstrom Inc Common Stock NPV COM 655664100 614,445 10,251 SH   SOLE 7 10,251 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 2,795,790 38,483 SH   SOLE 2 38,483 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 42,417,356 583,859 SH   SOLE 3 583,859 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 4,879,973 67,171 SH   SOLE 7 67,171 0 0
North European Oil Rty Uts NPV UTEC 659310106 80,289 3,300 SH   SOLE 2 3,300 0 0
North European Oil Rty Uts NPV UTEC 659310106 409,255 16,821 SH   SOLE 3 16,821 0 0
Northeast Utilities Com USD5 COM 664397106 239,808 5,707 SH   SOLE 3 5,707 0 0
Northern Trust ComStk USD1 2/3 COM 665859104 3,236,610 55,900 SH   SOLE 2 55,900 0 0
Northern Trust ComStk USD1 2/3 COM 665859104 30,863,769 533,053 SH   SOLE 3 533,053 0 0
Northrim BanCorp Com Stk USD1 COM 666762109 31,447 1,300 SH   SOLE 2 1,300 0 0
Northrim BanCorp Com Stk USD1 COM 666762109 246,738 10,200 SH   SOLE 3 10,200 0 0
Northrop Grumman Com Stk USD1 COM 666807102 8,006,760 96,700 SH   SOLE 2 96,700 0 0
Northrop Grumman Com Stk USD1 COM 666807102 103,658,645 1,251,916 SH   SOLE 3 1,251,916 0 0
NorthwestBancshs ComStkUSD0.01 COM 667340103 299,922 22,200 SH   SOLE 3 22,200 0 0
NorthWesternCorp CmStk USD0.01 COM 668074305 39,605,738 992,625 SH   SOLE 1 992,625 0 0
NovartisADR(EchRep1CHF0.5)Regd ADR 66987V109 16,970 240 SH   SOLE 3 240 0 0
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 6,839,328 111,900 SH   SOLE 2 111,900 0 0
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 88,600,285 1,449,612 SH   SOLE 3 1,449,612 0 0
Nutraceutical Intl CS USD0.01 COM 67060Y101 568,232 27,800 SH   SOLE 2 27,800 0 0
Nutraceutical Intl CS USD0.01 COM 67060Y101 5,686,960 278,227 SH   SOLE 3 278,227 0 0
NuVasive Inc Com Stk USD0.001 COM 670704105 1,167,807 47,108 SH   SOLE 3 47,108 0 0
NV Energy Inc CommonStock USD1 COM 67073Y106 434,010 18,500 SH   SOLE 2 18,500 0 0
NV Energy Inc CommonStock USD1 COM 67073Y106 168,912 7,200 SH   SOLE 3 7,200 0 0
Nvidia Corp. Com Stk USD0.001 COM 67066G104 567,216 40,400 SH   SOLE 2 40,400 0 0
Nvidia Corp. Com Stk USD0.001 COM 67066G104 1,373,112 97,800 SH   SOLE 3 97,800 0 0
NVR Inc Common Stock USD0.01 COM 62944T105 92,200 100 SH   SOLE 3 100 0 0
Occidental Petrol Com.USD0.20 COM 674599105 52,001,816 582,784 SH   SOLE 1 582,784 0 0
Occidental Petrol Com.USD0.20 COM 674599105 14,813,518 166,015 SH   SOLE 2 166,015 0 0
Occidental Petrol Com.USD0.20 COM 674599105 231,014,328 2,588,976 SH   SOLE 3 2,588,976 0 0
Occidental Petrol Com.USD0.20 COM 674599105 3,083,789 34,560 SH   SOLE 4 34,560 0 0
Occidental Petrol Com.USD0.20 COM 674599105 1,820,292 20,400 SH   SOLE 5 20,400 0 0
Occidental Petrol Com.USD0.20 COM 674599105 542,251 6,077 SH   SOLE 7 6,077 0 0
Oceaneering Intl ComStkUSD0.25 COM 675232102 953,040 13,200 SH   SOLE 2 13,200 0 0
Oceaneering Intl ComStkUSD0.25 COM 675232102 5,472,760 75,800 SH   SOLE 3 75,800 0 0
Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 8,066,754 195,700 SH   SOLE 1 195,700 0 0
OFG Bancorp ComStk USD1 COM 67103X102 121,337 6,700 SH   SOLE 2 6,700 0 0
OFG Bancorp ComStk USD1 COM 67103X102 103,227 5,700 SH   SOLE 3 5,700 0 0
Oil States Intl ComStk USD0.01 COM 678026105 26,114,475 281,892 SH   SOLE 1 281,892 0 0
Old Natl Bancorp Com Stk NPV COM 680033107 24,962,915 1,804,983 SH   SOLE 1 1,804,983 0 0
OmegaHealthcareInv REIT USD0.1 REIT 681936100 186,120 6,000 SH   SOLE 3 6,000 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 2,910,881 46,300 SH   SOLE 2 46,300 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 41,279,688 656,588 SH   SOLE 3 656,588 0 0
On Assignment Com Stk USD0.01 COM 682159108 7,433,504 278,200 SH   SOLE 1 278,200 0 0
OneBeaconInsGrp ComStk USD0.01 COM G67742109 120,184 8,300 SH   SOLE 3 8,300 0 0
Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 20,532,930 236,500 SH   SOLE 1 236,500 0 0
Open Text Corp Common NPV COM 683715106 879,198 12,900 SH   SOLE 3 12,900 0 0
Oracle Corp.Com Stk USD0.01 COM 68389X105 11,583,229 377,181 SH   SOLE 2 377,181 0 0
Oracle Corp.Com Stk USD0.01 COM 68389X105 108,758,237 3,541,460 SH   SOLE 3 3,541,460 0 0
Orbital Sciences ComStkUSD0.01 COM 685564106 156,330 9,000 SH   SOLE 2 9,000 0 0
OrchidsPaperPrdcts CS USD0.001 COM 68572N104 15,750 600 SH   SOLE 2 600 0 0
OrchidsPaperPrdcts CS USD0.001 COM 68572N104 769,125 29,300 SH   SOLE 3 29,300 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 28,128,084 249,761 SH   SOLE 1 249,761 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 1,531,632 13,600 SH   SOLE 2 13,600 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 12,516,699 111,141 SH   SOLE 3 111,141 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 1,863,861 16,550 SH   SOLE 4 16,550 0 0
Orrstown Fin Svcs Com Stk NPV COM 687380105 3,804 300 SH   SOLE 3 300 0 0
OSI SYSTEMS COMMON STK USD.001 COM 671044105 10,358,736 160,800 SH   SOLE 1 160,800 0 0
Owens & Minor Inc Com Stk USD2 COM 690732102 243,576 7,200 SH   SOLE 2 7,200 0 0
Owens & Minor Inc Com Stk USD2 COM 690732102 429,641 12,700 SH   SOLE 3 12,700 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 5,363,339 137,240 SH   SOLE 3 137,240 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 18,604,800 380,000 SH   SOLE 1 380,000 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 117,504 2,400 SH   SOLE 2 2,400 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 2,310,912 47,200 SH   SOLE 3 47,200 0 0
PacWest Bancorp Com Stock NPV COM 695263103 410,710 13,400 SH   SOLE 3 13,400 0 0
Pall Corporation ComStkUSD0.10 COM 696429307 484,939 7,300 SH   SOLE 2 7,300 0 0
Pall Corporation ComStkUSD0.10 COM 696429307 9,698,780 146,000 SH   SOLE 3 146,000 0 0
PanAmerican Silver Corp ComNPV COM 697900108 822,124 70,800 SH   SOLE 2 70,800 0 0
PanAmerican Silver Corp ComNPV COM 697900108 7,027,537 605,200 SH   SOLE 3 605,200 0 0
PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 520,632 2,800 SH   SOLE 2 2,800 0 0
PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 464,850 2,500 SH   SOLE 3 2,500 0 0
Papa Johns Int'l Com Stk NPV COM 698813102 666,774 10,200 SH   SOLE 2 10,200 0 0
Papa Johns Int'l Com Stk NPV COM 698813102 3,693,405 56,500 SH   SOLE 3 56,500 0 0
Parexel Intl Cp Com StkUSD0.01 COM 699462107 80,317,957 1,747,182 SH   SOLE 1 1,747,182 0 0
Parexel Intl Cp Com StkUSD0.01 COM 699462107 18,388 400 SH   SOLE 2 400 0 0
Park National Corp Com Stk NPV COM 700658107 96,306 1,400 SH   SOLE 3 1,400 0 0
ParkerDrilling CmStk USD0.1666 COM 701081101 83,664 16,800 SH   SOLE 2 16,800 0 0
ParkerDrilling CmStk USD0.1666 COM 701081101 1,976,238 396,835 SH   SOLE 3 396,835 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 4,712,760 49,400 SH   SOLE 2 49,400 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 57,693,055 604,749 SH   SOLE 3 604,749 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 858,600 9,000 SH   SOLE 7 9,000 0 0
ParkwayPropertiesREIT USD0.001 REIT 70159Q104 8,078,320 482,000 SH   SOLE 1 482,000 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 42,564,558 470,015 SH   SOLE 1 470,015 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 1,023,328 11,300 SH   SOLE 2 11,300 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 9,092,224 100,400 SH   SOLE 3 100,400 0 0
Patterson-UTI En.ComStkUSD0.01 COM 703481101 191,615 9,900 SH   SOLE 2 9,900 0 0
Patterson-UTI En.ComStkUSD0.01 COM 703481101 5,194,747 268,393 SH   SOLE 3 268,393 0 0
Paychex Inc Com Stock USD0.01 COM 704326107 2,668,881 73,100 SH   SOLE 2 73,100 0 0
Paychex Inc Com Stock USD0.01 COM 704326107 22,857,378 626,058 SH   SOLE 3 626,058 0 0
PC ConnectionInc CmStk USD0.01 COM 69318J100 16,995 1,100 SH   SOLE 3 1,100 0 0
PDL Biopharma Com Stk USD0.01 COM 69329Y104 2,114,508 273,900 SH   SOLE 2 273,900 0 0
PDL Biopharma Com Stk USD0.01 COM 69329Y104 24,622,693 3,189,468 SH   SOLE 3 3,189,468 0 0
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 238,632 16,300 SH   SOLE 2 16,300 0 0
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 1,948,569 133,099 SH   SOLE 3 133,099 0 0
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 10,980 750 SH   SOLE 7 750 0 0
Pengrowth Energy Corp Com NPV COM 70706P104 324,917 66,300 SH   SOLE 3 66,300 0 0
PennantPark Inv ComStkUSD0.001 COM 708062104 101,660 9,200 SH   SOLE 3 9,200 0 0
Penns Woods Bancorp CS USD8.33 COM 708430103 117,208 2,800 SH   SOLE 3 2,800 0 0
PennVirginiaCorpComStk USD0.01 COM 707882106 40,420 8,600 SH   SOLE 2 8,600 0 0
PennVirginiaCorpComStk USD0.01 COM 707882106 569,640 121,200 SH   SOLE 3 121,200 0 0
PennWest Petroleum Ltd Com NPV COM 707887105 121,001 11,500 SH   SOLE 2 11,500 0 0
PennWest Petroleum Ltd Com NPV COM 707887105 543,210 51,627 SH   SOLE 3 51,627 0 0
PennymacMortgInvTstREITUSD0.01 REIT 70931T103 20,393,345 968,805 SH   SOLE 1 968,805 0 0
PennymacMortgInvTstREITUSD0.01 REIT 70931T103 408,370 19,400 SH   SOLE 3 19,400 0 0
Pentair Inc ComStk USD0.166666 COM H6169Q108 31,642,619 548,494 SH   SOLE 1 548,494 0 0
Pentair Inc ComStk USD0.166666 COM H6169Q108 1,828,196 31,690 SH   SOLE 4 31,690 0 0
People's Utd Fin.ComStkUSD0.01 COM 712704105 826,607 55,477 SH   SOLE 3 55,477 0 0
PepcoHoldingsInc ComStkUSD0.01 COM 713291102 238,412 11,826 SH   SOLE 3 11,826 0 0
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 39,384,012 481,526 SH   SOLE 1 481,526 0 0
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 10,372,526 126,819 SH   SOLE 2 126,819 0 0
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 101,013,022 1,235,029 SH   SOLE 3 1,235,029 0 0
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 2,121,633 25,940 SH   SOLE 4 25,940 0 0
Pepsico Inc CapStk USD0.01 2/3 COM 713448108 2,090,798 25,563 SH   SOLE 7 25,563 0 0
PetMed Express ComStk USD0.001 COM 716382106 360,360 28,600 SH   SOLE 2 28,600 0 0
PetMed Express ComStk USD0.001 COM 716382106 4,670,518 370,676 SH   SOLE 3 370,676 0 0
PetrolBras-Pet.SponADRRp2PfNPV ADR 71654V101 9,915,042 676,333 SH   SOLE 2 676,333 0 0
PetrolBras-Pet.SponADRRp2PfNPV ADR 71654V101 92,292,045 6,295,501 SH   SOLE 3 6,295,501 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 9,390,178 700,237 SH   SOLE 2 700,237 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 34,039,984 2,538,403 SH   SOLE 3 2,538,403 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 243,995 18,195 SH   SOLE 7 18,195 0 0
Petsmart Inc Com Stk USD0.0001 COM 716768106 2,579,115 38,500 SH   SOLE 2 38,500 0 0
Petsmart Inc Com Stk USD0.0001 COM 716768106 26,541,438 396,200 SH   SOLE 3 396,200 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 62,562,688 2,233,584 SH   SOLE 1 2,233,584 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 28,268,560 1,009,231 SH   SOLE 2 1,009,231 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 487,215,099 17,394,327 SH   SOLE 3 17,394,327 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 5,299,072 189,185 SH   SOLE 4 189,185 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 3,361,200 120,000 SH   SOLE 5 120,000 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 2,770,721 98,919 SH   SOLE 7 98,919 0 0
PG & E Corporation ComStk USD5 COM 69331C108 242,369 5,300 SH   SOLE 3 5,300 0 0
PharMerica Corp ComStk USD0.01 COM 71714F104 640,332 46,200 SH   SOLE 3 46,200 0 0
Philip Morris Intl Com Stk NPV COM 718172109 40,900,578 472,184 SH   SOLE 1 472,184 0 0
Philip Morris Intl Com Stk NPV COM 718172109 13,169,445 152,037 SH   SOLE 2 152,037 0 0
Philip Morris Intl Com Stk NPV COM 718172109 99,030,827 1,143,279 SH   SOLE 3 1,143,279 0 0
Philip Morris Intl Com Stk NPV COM 718172109 2,713,805 31,330 SH   SOLE 4 31,330 0 0
Philip Morris Intl Com Stk NPV COM 718172109 545,706 6,300 SH   SOLE 7 6,300 0 0
Phillips 66 Common Stk USD0.01 COM 718546104 4,711,563 79,979 SH   SOLE 2 79,979 0 0
Phillips 66 Common Stk USD0.01 COM 718546104 49,389,143 838,383 SH   SOLE 3 838,383 0 0
Phoenix Cos Inc ComStk USD0.01 COM 71902E604 17,200 400 SH   SOLE 2 400 0 0
Phoenix Cos Inc ComStk USD0.01 COM 71902E604 184,900 4,300 SH   SOLE 3 4,300 0 0
PhoenixNwMediaADR(EchRep8ClsA) ADR 71910C103 21,860,082 3,981,800 SH   SOLE 4 3,981,800 0 0
Photomedex Inc Com Stk USD0.01 COM 719358301 127,520 8,000 SH   SOLE 2 8,000 0 0
Photomedex Inc Com Stk USD0.01 COM 719358301 109,986 6,900 SH   SOLE 3 6,900 0 0
Photronics Inc Com Stk USD0.01 COM 719405102 197,470 24,500 SH   SOLE 2 24,500 0 0
Photronics Inc Com Stk USD0.01 COM 719405102 3,765,576 467,193 SH   SOLE 3 467,193 0 0
Pier1ImportsInc ComStkUSD0.001 COM 720279108 14,094 600 SH   SOLE 2 600 0 0
Pier1ImportsInc ComStkUSD0.001 COM 720279108 2,081,214 88,600 SH   SOLE 3 88,600 0 0
Pimco Total Return ETF ETF 72201R775 2,825,176 26,784 SH   SOLE 7 26,784 0 0
Pinnacle Foods Com Stk USD0.10 COM 72348P104 17,313,135 716,900 SH   SOLE 1 716,900 0 0
PinnacleWestCap ComStk USD2.50 COM 723484101 565,794 10,200 SH   SOLE 2 10,200 0 0
PinnacleWestCap ComStk USD2.50 COM 723484101 459,014 8,275 SH   SOLE 3 8,275 0 0
Pitney Bowes Common Stk USD2 COM 724479100 2,401,648 163,600 SH   SOLE 2 163,600 0 0
Pitney Bowes Common Stk USD2 COM 724479100 22,336,692 1,521,573 SH   SOLE 3 1,521,573 0 0
Plantronics Inc ComStk USD0.01 COM 727493108 272,304 6,200 SH   SOLE 2 6,200 0 0
Plantronics Inc ComStk USD0.01 COM 727493108 3,192,984 72,700 SH   SOLE 3 72,700 0 0
Platinum Under. ComStk USD0.01 COM G7127P100 326,154 5,700 SH   SOLE 2 5,700 0 0
Platinum Under. ComStk USD0.01 COM G7127P100 921,242 16,100 SH   SOLE 3 16,100 0 0
Plexus Corp Com Stk USD0.01 COM 729132100 200,263 6,700 SH   SOLE 2 6,700 0 0
Plexus Corp Com Stk USD0.01 COM 729132100 170,373 5,700 SH   SOLE 3 5,700 0 0
PlumCreekTimberCoComStkUSD0.01 COM 729251108 12,993,861 278,420 SH   SOLE 2 278,420 0 0
PlumCreekTimberCoComStkUSD0.01 COM 729251108 11,173,965 239,425 SH   SOLE 3 239,425 0 0
PLX Technology Inc CS USD0.001 COM 693417107 4,748,581 997,601 SH   SOLE 1 997,601 0 0
PlyGem Holdings Inc CS USD0.01 COM 72941W100 9,029,006 450,100 SH   SOLE 1 450,100 0 0
PNC Financial Serv. ComStkUSD5 COM 693475105 4,820,012 66,100 SH   SOLE 2 66,100 0 0
PNC Financial Serv. ComStkUSD5 COM 693475105 59,987,857 822,653 SH   SOLE 3 822,653 0 0
PolarisIndustriesComStkUSD0.01 COM 731068102 3,277,500 34,500 SH   SOLE 2 34,500 0 0
PolarisIndustriesComStkUSD0.01 COM 731068102 40,077,365 421,867 SH   SOLE 3 421,867 0 0
Polycom Inc. Com Stk NPV COM 73172K104 5,450,044 517,573 SH   SOLE 3 517,573 0 0
Popular Inc Common Stk USD0.01 COM 733174700 297,626 9,800 SH   SOLE 2 9,800 0 0
Popular Inc Common Stk USD0.01 COM 733174700 3,620,104 119,200 SH   SOLE 3 119,200 0 0
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 1,889,649 12,300 SH   SOLE 2 12,300 0 0
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 17,851,806 116,200 SH   SOLE 3 116,200 0 0
PortlandGen.ElectricComStk NPV COM 736508847 13,633,963 445,700 SH   SOLE 1 445,700 0 0
PortlandGen.ElectricComStk NPV COM 736508847 679,098 22,200 SH   SOLE 2 22,200 0 0
PortlandGen.ElectricComStk NPV COM 736508847 17,164,844 561,126 SH   SOLE 3 561,126 0 0
POSCO ADR(Rep 1/4 Ord KRW5000) ADR 693483109 97,620 1,500 SH   SOLE 3 1,500 0 0
POSCO ADR(Rep 1/4 Ord KRW5000) ADR 693483109 9,111 140 SH   SOLE 7 140 0 0
PotashCorpSaskatchewan Com NPV COM 73755L107 178,742 4,700 SH   SOLE 2 4,700 0 0
PotashCorpSaskatchewan Com NPV COM 73755L107 7,590,836 199,600 SH   SOLE 3 199,600 0 0
PowerShares KBW Bank Portfolio ETF 73937B746 5,646,417 179,024 SH   SOLE 2 179,024 0 0
POWERSHARES S&P 500 LOW VOLA ETF 73937B779 200,795 6,467 SH   SOLE 7 6,467 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 307,461 2,100 SH   SOLE 2 2,100 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 17,554,559 119,900 SH   SOLE 3 119,900 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 21,962 150 SH   SOLE 7 150 0 0
PPL Corp Common Stock USD0.01 COM 69351T106 526,524 17,400 SH   SOLE 2 17,400 0 0
PPL Corp Common Stock USD0.01 COM 69351T106 1,599,967 52,874 SH   SOLE 3 52,874 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 1,893,691 16,444 SH   SOLE 2 16,444 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 4,948,656 42,972 SH   SOLE 3 42,972 0 0
Precision Castparts ComStk NPV COM 740189105 113,005 500 SH   SOLE 2 500 0 0
Precision Castparts ComStk NPV COM 740189105 194,143 859 SH   SOLE 3 859 0 0
Precision Castparts ComStk NPV COM 740189105 2,260 10 SH   SOLE 4 10 0 0
PrecisionDrilling Corp Com NPV COM 74022D308 2,191,013 258,258 SH   SOLE 3 258,258 0 0
PreformedLineProductsCmStkUSD2 COM 740444104 79,572 1,200 SH   SOLE 2 1,200 0 0
PreformedLineProductsCmStkUSD2 COM 740444104 232,085 3,500 SH   SOLE 3 3,500 0 0
Pretium Resource ComStkUSD0.01 COM 74139C102 10,111,860 1,532,100 SH   SOLE 1 1,532,100 0 0
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 4,179,720 57,100 SH   SOLE 2 57,100 0 0
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 43,972,118 600,712 SH   SOLE 3 600,712 0 0
Priceline.comIncComStkUSD0.008 COM 741503403 1,488,006 1,800 SH   SOLE 2 1,800 0 0
Priceline.comIncComStkUSD0.008 COM 741503403 5,835,464 7,059 SH   SOLE 3 7,059 0 0
Primerica Inc Com Stk USD0.01 COM 74164M108 5,368,896 143,400 SH   SOLE 1 143,400 0 0
Primerica Inc Com Stk USD0.01 COM 74164M108 1,654,848 44,200 SH   SOLE 2 44,200 0 0
Primerica Inc Com Stk USD0.01 COM 74164M108 22,011,201 587,906 SH   SOLE 3 587,906 0 0
Primero Mining Corp Common NPV COM 74164W106 42,770 9,600 SH   SOLE 3 9,600 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 13,429,320 681,000 SH   SOLE 1 681,000 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 23,664 1,200 SH   SOLE 2 1,200 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 1,841,848 93,400 SH   SOLE 3 93,400 0 0
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 2,726,360 72,800 SH   SOLE 2 72,800 0 0
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 37,691,740 1,006,455 SH   SOLE 3 1,006,455 0 0
PrivateBancorp Inc Com Stk NPV COM 742962103 31,838 1,500 SH   SOLE 3 1,500 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 18,824,544 360,900 SH   SOLE 1 360,900 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 3,614,688 69,300 SH   SOLE 2 69,300 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 38,668,347 741,341 SH   SOLE 3 741,341 0 0
Procter And Gamble ComStk NPV COM 742718109 67,351,545 874,809 SH   SOLE 1 874,809 0 0
Procter And Gamble ComStk NPV COM 742718109 11,920,670 154,834 SH   SOLE 2 154,834 0 0
Procter And Gamble ComStk NPV COM 742718109 67,457,868 876,190 SH   SOLE 3 876,190 0 0
Procter And Gamble ComStk NPV COM 742718109 4,774,920 62,020 SH   SOLE 4 62,020 0 0
Procter And Gamble ComStk NPV COM 742718109 7,043,122 91,481 SH   SOLE 7 91,481 0 0
Protective LifeCpComStkUSD0.50 COM 743674103 4,228,941 110,100 SH   SOLE 2 110,100 0 0
Protective LifeCpComStkUSD0.50 COM 743674103 53,876,785 1,402,676 SH   SOLE 3 1,402,676 0 0
ProvidentFinHldgs CmStkUSD0.01 COM 743868101 52,404 3,300 SH   SOLE 2 3,300 0 0
Prudential ADR (EachRep2Ord5p) ADR 74435K204 18,454 564 SH   SOLE 3 564 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 847,148 11,600 SH   SOLE 2 11,600 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 19,840,717 271,679 SH   SOLE 3 271,679 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 674,067 9,230 SH   SOLE 4 9,230 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 1,643,175 22,500 SH   SOLE 5 22,500 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 425,838 5,831 SH   SOLE 7 5,831 0 0
PS Business Cls'A'REIT USD0.01 REIT 69360J107 274,246 3,800 SH   SOLE 2 3,800 0 0
PS Business Cls'A'REIT USD0.01 REIT 69360J107 1,400,098 19,400 SH   SOLE 3 19,400 0 0
PTC Inc Common Stock USD0.01 COM 69370C100 74,268,328 3,027,653 SH   SOLE 1 3,027,653 0 0
Public Service Ent Com NPV COM 744573106 1,162,696 35,600 SH   SOLE 2 35,600 0 0
Public Service Ent Com NPV COM 744573106 1,269,723 38,877 SH   SOLE 3 38,877 0 0
Public Service Ent Com NPV COM 744573106 65,320 2,000 SH   SOLE 7 2,000 0 0
Public Storage Com Stk USD0.10 REIT 74460D109 61,332 400 SH   SOLE 2 400 0 0
Public Storage Com Stk USD0.10 REIT 74460D109 536,655 3,500 SH   SOLE 3 3,500 0 0
QAD Inc Cls B ComStk USD0.001 COM 74727D207 1,458 135 SH   SOLE 3 135 0 0
QEP Resources Inc CS USD0.01 COM 74733V100 2,680,214 96,480 SH   SOLE 3 96,480 0 0
Qiagen NV EUR0.01(U.S.Listing) COM N72482107 884,064 44,403 SH   SOLE 3 44,403 0 0
QLogic Corp Com Stock USD0.001 COM 747277101 542,052 56,700 SH   SOLE 2 56,700 0 0
QLogic Corp Com Stock USD0.001 COM 747277101 7,791,257 814,985 SH   SOLE 3 814,985 0 0
Quad Graphics ComStk USD0.025 COM 747301109 84,350 3,500 SH   SOLE 3 3,500 0 0
Quaker Chemical Com Stock USD1 COM 747316107 4,750,728 76,900 SH   SOLE 1 76,900 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 5,991,341 98,074 SH   SOLE 2 98,074 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 35,477,284 580,738 SH   SOLE 3 580,738 0 0
Quality Systems ComStk USD0.01 COM 747582104 2,638,110 141,000 SH   SOLE 2 141,000 0 0
Quality Systems ComStk USD0.01 COM 747582104 28,712,366 1,534,600 SH   SOLE 3 1,534,600 0 0
QuantaServicesComStkUSD0.00001 COM 74762E102 6,855,786 259,100 SH   SOLE 1 259,100 0 0
QuantaServicesComStkUSD0.00001 COM 74762E102 6,665,036 251,891 SH   SOLE 3 251,891 0 0
Questar Corp Common Stock NPV COM 748356102 26,084,745 1,093,700 SH   SOLE 1 1,093,700 0 0
Questcor Pharmaceut.ComStk NPV COM 74835Y101 4,407,680 97,000 SH   SOLE 2 97,000 0 0
Questcor Pharmaceut.ComStk NPV COM 74835Y101 55,754,880 1,227,000 SH   SOLE 3 1,227,000 0 0
QuestDiagnostics ComStkUSD0.01 COM 74834L100 10,967,967 180,900 SH   SOLE 2 180,900 0 0
QuestDiagnostics ComStkUSD0.01 COM 74834L100 139,861,345 2,306,801 SH   SOLE 3 2,306,801 0 0
QuimicaMin.ChileADR(Rp10SrBNPV ADR 833635105 7,249,618 179,446 SH   SOLE 3 179,446 0 0
QuintilesTransnation CSUSD0.01 COM 74876Y101 16,647,940 391,164 SH   SOLE 1 391,164 0 0
RAIT FinancialTst REIT USD0.01 REIT 749227609 304,560 40,500 SH   SOLE 3 40,500 0 0
RalphLaurenCorp A ComStkUSD.01 COM 751212101 138,992 800 SH   SOLE 2 800 0 0
RalphLaurenCorp A ComStkUSD.01 COM 751212101 7,039,076 40,515 SH   SOLE 3 40,515 0 0
RandgoldResources ADR(Rep1Ord) ADR 752344309 6,422,272 100,348 SH   SOLE 3 100,348 0 0
Raven Industries ComStock USD1 COM 754212108 590,606 19,700 SH   SOLE 3 19,700 0 0
Raymond James FinComStkUSD0.01 COM 754730109 18,399,738 428,100 SH   SOLE 1 428,100 0 0
Rayonier Inc Common Stock NPV REIT 754907103 49,851 900 SH   SOLE 2 900 0 0
Rayonier Inc Common Stock NPV REIT 754907103 1,207,502 21,800 SH   SOLE 3 21,800 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 8,793,960 133,000 SH   SOLE 2 133,000 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 87,406,408 1,321,936 SH   SOLE 3 1,321,936 0 0
Red Robin Gourm.ComStkUSD0.001 COM 75689M101 18,595,660 337,000 SH   SOLE 1 337,000 0 0
Redwood Trust Inc REIT USD0.01 REIT 758075402 17,621,197 1,036,541 SH   SOLE 1 1,036,541 0 0
Regal-Beloit CommonStk USD0.01 COM 758750103 34,618,076 533,900 SH   SOLE 1 533,900 0 0
Regeneron Pharm. CmStkUSD0.001 COM 75886F107 778,984 3,464 SH   SOLE 3 3,464 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 45,265,046 654,971 SH   SOLE 1 654,971 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 1,285,446 18,600 SH   SOLE 2 18,600 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 15,336,200 221,910 SH   SOLE 3 221,910 0 0
Reliance Steel&Alum.ComStk NPV COM 759509102 28,683,811 437,520 SH   SOLE 1 437,520 0 0
Reliance Steel&Alum.ComStk NPV COM 759509102 2,268,376 34,600 SH   SOLE 3 34,600 0 0
Renaissance Hldgs Com Stk NPV COM G7496G103 4,756,092 54,800 SH   SOLE 2 54,800 0 0
Renaissance Hldgs Com Stk NPV COM G7496G103 58,915,829 678,832 SH   SOLE 3 678,832 0 0
Renasant Corp CommonStock USD5 COM 75970E107 143,606 5,900 SH   SOLE 2 5,900 0 0
Renasant Corp CommonStock USD5 COM 75970E107 259,075 10,644 SH   SOLE 3 10,644 0 0
Rent-A-Center Com Stk USD0.01 COM 76009N100 17,216,675 458,500 SH   SOLE 1 458,500 0 0
Rent-A-Center Com Stk USD0.01 COM 76009N100 491,905 13,100 SH   SOLE 2 13,100 0 0
Rent-A-Center Com Stk USD0.01 COM 76009N100 9,430,269 251,139 SH   SOLE 3 251,139 0 0
Republic AirwaysComStkUSD0.001 COM 760276105 20,394 1,800 SH   SOLE 2 1,800 0 0
Republic AirwaysComStkUSD0.001 COM 760276105 942,656 83,200 SH   SOLE 3 83,200 0 0
Republic Services CmStkUSD0.01 COM 760759100 29,904,534 881,100 SH   SOLE 1 881,100 0 0
RepublicBancorpInc A ComStkNPV COM 760281204 361,680 16,500 SH   SOLE 2 16,500 0 0
RepublicBancorpInc A ComStkNPV COM 760281204 1,409,259 64,291 SH   SOLE 3 64,291 0 0
Research in Mot ComNPV(CanLst) COM 760975102 2,328,486 221,700 SH   SOLE 2 221,700 0 0
Research in Mot ComNPV(CanLst) COM 760975102 26,636,154 2,536,084 SH   SOLE 3 2,536,084 0 0
ResMed Inc Com Stk USD0.004 COM 761152107 649,872 14,400 SH   SOLE 2 14,400 0 0
ResMed Inc Com Stk USD0.004 COM 761152107 7,654,048 169,600 SH   SOLE 3 169,600 0 0
ResoluteForestProdCmStUSD0.001 COM 76117W109 92,190 7,000 SH   SOLE 2 7,000 0 0
ResoluteForestProdCmStUSD0.001 COM 76117W109 3,824,568 290,400 SH   SOLE 3 290,400 0 0
Resource Capital REIT USD0.001 REIT 76120W302 103,320 16,800 SH   SOLE 2 16,800 0 0
Resource Capital REIT USD0.001 REIT 76120W302 74,415 12,100 SH   SOLE 3 12,100 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 8,227,737 170,100 SH   SOLE 2 170,100 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 78,114,841 1,614,944 SH   SOLE 3 1,614,944 0 0
RG Barry Corp CommonStock USD1 COM 68798107 276,080 17,000 SH   SOLE 2 17,000 0 0
RG Barry Corp CommonStock USD1 COM 68798107 1,835,088 112,998 SH   SOLE 3 112,998 0 0
RLI Corp Common Stock USD1 COM 749607107 1,543,482 20,200 SH   SOLE 3 20,200 0 0
RoadrunnerTransport CS USD0.01 COM 76973Q105 19,902,816 714,900 SH   SOLE 1 714,900 0 0
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 19,247,575 192,707 SH   SOLE 1 192,707 0 0
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 1,322,411 13,240 SH   SOLE 4 13,240 0 0
Rockwell Automation ComStkUSD1 COM 773903109 1,438,322 17,300 SH   SOLE 2 17,300 0 0
Rockwell Automation ComStkUSD1 COM 773903109 28,633,416 344,400 SH   SOLE 3 344,400 0 0
Rockwell Collins ComStkUSD0.01 COM 774341101 2,771,017 43,700 SH   SOLE 2 43,700 0 0
Rockwell Collins ComStkUSD0.01 COM 774341101 30,890,942 487,162 SH   SOLE 3 487,162 0 0
RogersCommun.Inc ComStkClss'B' COM 775109200 1,659,794 42,500 SH   SOLE 2 42,500 0 0
RogersCommun.Inc ComStkClss'B' COM 775109200 11,256,139 288,220 SH   SOLE 3 288,220 0 0
Rollins Inc Common Stock USD1 COM 775711104 15,483,020 597,800 SH   SOLE 1 597,800 0 0
Roper Indust. Comm Stk USD0.01 COM 776696106 223,596 1,800 SH   SOLE 3 1,800 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 54,879,229 846,771 SH   SOLE 1 846,771 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 2,239,315 34,552 SH   SOLE 2 34,552 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 34,806,340 537,052 SH   SOLE 3 537,052 0 0
Roy.DutchShellADR(2'A'EUR0.07) ADR 780259206 2,307,008 36,160 SH   SOLE 7 36,160 0 0
Royal Bk of Canada Common NPV COM 780087102 92,941 1,600 SH   SOLE 2 1,600 0 0
Royal Bk of Canada Common NPV COM 780087102 11,556,271 198,944 SH   SOLE 3 198,944 0 0
Royal Bk of Canada Common NPV COM 780087102 344,346 5,928 SH   SOLE 7 5,928 0 0
Royal Gold Inc Com Stk USD0.01 COM 780287108 1,286,512 30,573 SH   SOLE 3 30,573 0 0
RoyalCari.CruisesComStkUSD0.01 COM V7780T103 562,279 16,865 SH   SOLE 3 16,865 0 0
RPC Inc Common Stock USD0.10 COM 749660106 1,217,352 88,150 SH   SOLE 2 88,150 0 0
RPC Inc Common Stock USD0.10 COM 749660106 17,346,051 1,256,050 SH   SOLE 3 1,256,050 0 0
RPX Corp Common Stk USD0.0001 COM 74972G103 204,960 12,200 SH   SOLE 2 12,200 0 0
RPX Corp Common Stk USD0.0001 COM 74972G103 2,866,181 170,606 SH   SOLE 3 170,606 0 0
Rue21 Inc Common Stk USD0.001 COM 781295100 12,483 300 SH   SOLE 2 300 0 0
Rue21 Inc Common Stk USD0.001 COM 781295100 1,522,926 36,600 SH   SOLE 3 36,600 0 0
Ryder System Common COM 783549108 31,908,306 524,894 SH   SOLE 1 524,894 0 0
Safe Bulkers IncCmStk USD0.001 COM Y7388L103 24,472 4,600 SH   SOLE 2 4,600 0 0
Safe Bulkers IncCmStk USD0.001 COM Y7388L103 83,982 15,786 SH   SOLE 3 15,786 0 0
Safety Insurance ComStkUSD0.01 COM 78648T100 349,272 7,200 SH   SOLE 3 7,200 0 0
Safeway Inc.CommonStockUSD0.01 COM 786514208 423,514 17,900 SH   SOLE 2 17,900 0 0
Safeway Inc.CommonStockUSD0.01 COM 786514208 5,971,784 252,400 SH   SOLE 3 252,400 0 0
SAIC Inc CommonStock USD0.0001 COM 78390X101 51,510,591 3,697,817 SH   SOLE 3 3,697,817 0 0
Salesforce.com ComStk USD0.001 COM 79466L302 17,998,587 471,414 SH   SOLE 1 471,414 0 0
Salesforce.com ComStk USD0.001 COM 79466L302 190,938 5,001 SH   SOLE 3 5,001 0 0
Salesforce.com ComStk USD0.001 COM 79466L302 637,988 16,710 SH   SOLE 4 16,710 0 0
SalixPharmaceut.ComStkUSD0.001 COM 795435106 52,800,930 798,200 SH   SOLE 1 798,200 0 0
Sally Beauty Co.ComStk USD0.01 COM 79546E104 23,380,980 751,800 SH   SOLE 1 751,800 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 27,229,398 445,653 SH   SOLE 1 445,653 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 242,445 3,968 SH   SOLE 3 3,968 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 1,870,882 30,620 SH   SOLE 4 30,620 0 0
Sanofi ADR (Repr 1/2 Ord EUR2) ADR 80105N105 25,446 494 SH   SOLE 3 494 0 0
Sapient Corp Com Stk USD0.01 COM 803062108 26,716,842 2,045,700 SH   SOLE 1 2,045,700 0 0
SBACommunicationsComStkUSD0.01 COM 78388J106 58,162,483 784,707 SH   SOLE 1 784,707 0 0
SBACommunicationsComStkUSD0.01 COM 78388J106 292,033 3,940 SH   SOLE 3 3,940 0 0
SBACommunicationsComStkUSD0.01 COM 78388J106 2,366,652 31,930 SH   SOLE 4 31,930 0 0
SCANA Corp Common Stock NPV COM 80589M102 240,246 4,893 SH   SOLE 3 4,893 0 0
ScanSource Inc CommonStock NPV COM 806037107 6,707,200 209,600 SH   SOLE 1 209,600 0 0
ScanSource Inc CommonStock NPV COM 806037107 25,600 800 SH   SOLE 3 800 0 0
Schlumberger Com Stk USD0.01 COM 806857108 22,152,041 309,127 SH   SOLE 1 309,127 0 0
Schlumberger Com Stk USD0.01 COM 806857108 9,829,459 137,168 SH   SOLE 2 137,168 0 0
Schlumberger Com Stk USD0.01 COM 806857108 165,406,615 2,308,214 SH   SOLE 3 2,308,214 0 0
Schlumberger Com Stk USD0.01 COM 806857108 3,557,202 49,640 SH   SOLE 4 49,640 0 0
Schlumberger Com Stk USD0.01 COM 806857108 2,644,254 36,900 SH   SOLE 5 36,900 0 0
Schlumberger Com Stk USD0.01 COM 806857108 6,817,661 95,139 SH   SOLE 7 95,139 0 0
Schnitzer Steel 'A'ComStk USD1 COM 806882106 95,858 4,100 SH   SOLE 2 4,100 0 0
Schnitzer Steel 'A'ComStk USD1 COM 806882106 320,306 13,700 SH   SOLE 3 13,700 0 0
ScholasticCorp CommStk USD0.01 COM 807066105 515,504 17,600 SH   SOLE 2 17,600 0 0
ScholasticCorp CommStk USD0.01 COM 807066105 6,186,897 211,229 SH   SOLE 3 211,229 0 0
Schulman (A) Inc Comm Stk USD1 COM 808194104 104,598 3,900 SH   SOLE 2 3,900 0 0
Schulman (A) Inc Comm Stk USD1 COM 808194104 88,506 3,300 SH   SOLE 3 3,300 0 0
Schweitzer-Maud. ComStkUSD0.10 COM 808541106 1,521,340 30,500 SH   SOLE 2 30,500 0 0
Schweitzer-Maud. ComStkUSD0.10 COM 808541106 25,299,136 507,200 SH   SOLE 3 507,200 0 0
Sciclone Pharm ComStk USD0.001 COM 80862K104 588,256 118,600 SH   SOLE 2 118,600 0 0
Sciclone Pharm ComStk USD0.001 COM 80862K104 9,561,868 1,927,796 SH   SOLE 3 1,927,796 0 0
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 2,256,488 33,800 SH   SOLE 2 33,800 0 0
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 25,562,404 382,900 SH   SOLE 3 382,900 0 0
Seaboard Corp CommonStock USD1 COM 811543107 373,704 138 SH   SOLE 3 138 0 0
SeaDrill Limited USD2 COM G7945E105 134,566 3,351 SH   SOLE 3 3,351 0 0
Seagate Techn.ComStkUSD0.00001 COM G7945M107 3,537,087 78,900 SH   SOLE 2 78,900 0 0
Seagate Techn.ComStkUSD0.00001 COM G7945M107 52,403,760 1,168,944 SH   SOLE 3 1,168,944 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 52,212,221 2,180,051 SH   SOLE 1 2,180,051 0 0
Seaspan Corp Com Stock USD0.01 COM Y75638109 520,825 25,100 SH   SOLE 3 25,100 0 0
Seattle Genet.Com Stk USD0.001 COM 812578102 861,721 27,391 SH   SOLE 3 27,391 0 0
SEI Investments ComStk USD0.01 COM 784117103 144,993 5,100 SH   SOLE 2 5,100 0 0
SEI Investments ComStk USD0.01 COM 784117103 813,098 28,600 SH   SOLE 3 28,600 0 0
SelectComfortCorp CmStkUSD0.01 COM 81616X103 10,022 400 SH   SOLE 2 400 0 0
SelectComfortCorp CmStkUSD0.01 COM 81616X103 841,848 33,600 SH   SOLE 3 33,600 0 0
SelectMedicalHldComStkUSD0.001 COM 81619Q105 2,175,460 265,300 SH   SOLE 2 265,300 0 0
SelectMedicalHldComStkUSD0.001 COM 81619Q105 16,398,836 1,999,858 SH   SOLE 3 1,999,858 0 0
Seneca Foods Corp A CS USD0.25 COM 817070501 15,340 500 SH   SOLE 3 500 0 0
Sensient Techno. ComStkUSD0.10 COM 81725T100 226,632 5,600 SH   SOLE 2 5,600 0 0
Shaw Communications Cls'B'NPV COM 82028K200 445,011 18,600 SH   SOLE 2 18,600 0 0
Shaw Communications Cls'B'NPV COM 82028K200 2,335,947 97,635 SH   SOLE 3 97,635 0 0
Sherwin Williams Com USD1.00 COM 824348106 2,543,923 14,405 SH   SOLE 7 14,405 0 0
ShinhanFinSpADR(Rp1OrdKRW5000) ADR 824596100 84,578 2,600 SH   SOLE 3 2,600 0 0
ShinhanFinSpADR(Rp1OrdKRW5000) ADR 824596100 135,650 4,170 SH   SOLE 4 4,170 0 0
ShinhanFinSpADR(Rp1OrdKRW5000) ADR 824596100 7,157 220 SH   SOLE 7 220 0 0
Shire PLC ADR (Each Rep 3 Ord) ADR 82481R106 18,166 191 SH   SOLE 3 191 0 0
Shoe Carnival CommStockUSD0.01 COM 824889109 69,453 2,900 SH   SOLE 3 2,900 0 0
SibanyeGoldSponADR(Rep4Ord) ADR 825724206 148,103 50,375 SH   SOLE 2 50,375 0 0
SibanyeGoldSponADR(Rep4Ord) ADR 825724206 42,630 14,500 SH   SOLE 3 14,500 0 0
Sigma-Aldrich Com.USD1 COM 826552101 402,100 5,000 SH   SOLE 2 5,000 0 0
Sigma-Aldrich Com.USD1 COM 826552101 538,814 6,700 SH   SOLE 3 6,700 0 0
Signet Jewelers Ltd OrdUSD0.18 COM G81276100 20,779,365 305,063 SH   SOLE 3 305,063 0 0
SiliconMotionTech.ADR(Rep4Ord) ADR 82706C108 120,726 11,400 SH   SOLE 2 11,400 0 0
SiliconMotionTech.ADR(Rep4Ord) ADR 82706C108 51,891 4,900 SH   SOLE 3 4,900 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 3,482,358 555,400 SH   SOLE 2 555,400 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 9,105,921 1,452,300 SH   SOLE 3 1,452,300 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 525,752 83,852 SH   SOLE 4 83,852 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 12,302 1,962 SH   SOLE 7 1,962 0 0
Silver Wheaton Com NPV(USList) COM 828336107 29,696,094 1,509,715 SH   SOLE 2 1,509,715 0 0
Silver Wheaton Com NPV(USList) COM 828336107 23,382,594 1,188,744 SH   SOLE 3 1,188,744 0 0
Silver Wheaton Corp Com NPV COM 828336107 35,166 1,800 SH   SOLE 2 1,800 0 0
Silver Wheaton Corp Com NPV COM 828336107 1,316,758 67,400 SH   SOLE 3 67,400 0 0
SilverBayRealtyTstREIT USD0.01 REIT 82735Q102 188,420 11,378 SH   SOLE 3 11,378 0 0
SimmonsFirst 'A'ComStk USD0.10 COM 828730200 10,931,710 419,000 SH   SOLE 1 419,000 0 0
SimmonsFirst 'A'ComStk USD0.10 COM 828730200 135,668 5,200 SH   SOLE 3 5,200 0 0
Simon Prop Grp ComStkUSD0.0001 REIT 828806109 1,194,349 7,563 SH   SOLE 2 7,563 0 0
Simon Prop Grp ComStkUSD0.0001 REIT 828806109 3,585,258 22,703 SH   SOLE 3 22,703 0 0
SINA Corp CommonStock USD0.133 COM G81477104 64,180,228 1,151,628 SH   SOLE 4 1,151,628 0 0
SINA Corp CommonStock USD0.133 COM G81477104 5,935,412 106,503 SH   SOLE 6 106,503 0 0
Sirona Dental Com.StockUSD0.01 COM 82966C103 45,938,124 697,300 SH   SOLE 1 697,300 0 0
SIX FLAGS CORP ComStkUSD0.01 COM 83001A102 14,577,336 414,600 SH   SOLE 1 414,600 0 0
SJW Corporation ComStkUSD1.042 COM 784305104 8,646,000 330,000 SH   SOLE 1 330,000 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 134,178 6,600 SH   SOLE 2 6,600 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 12,182,671 599,246 SH   SOLE 3 599,246 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 790,227 38,870 SH   SOLE 4 38,870 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 864,940 42,545 SH   SOLE 7 42,545 0 0
Skullcandy Inc ComStkUSD0.0001 COM 83083J104 64,428 11,800 SH   SOLE 2 11,800 0 0
Skullcandy Inc ComStkUSD0.0001 COM 83083J104 1,067,976 195,600 SH   SOLE 3 195,600 0 0
Skywest Inc. Com Stk NPV COM 830879102 117,798 8,700 SH   SOLE 2 8,700 0 0
Skywest Inc. Com Stk NPV COM 830879102 3,906,290 288,500 SH   SOLE 3 288,500 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 31,423,630 1,374,612 SH   SOLE 1 1,374,612 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 4,707,674 205,935 SH   SOLE 2 205,935 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 79,455,439 3,475,741 SH   SOLE 3 3,475,741 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 2,128,952 93,130 SH   SOLE 4 93,130 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 2,251,710 98,500 SH   SOLE 5 98,500 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 527,792 23,088 SH   SOLE 7 23,088 0 0
Smith And WessonHldgCSUSD0.001 COM 831756101 107,784 10,800 SH   SOLE 2 10,800 0 0
Smith And WessonHldgCSUSD0.001 COM 831756101 1,852,288 185,600 SH   SOLE 3 185,600 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 34,044,842 380,900 SH   SOLE 1 380,900 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 148,013 1,656 SH   SOLE 7 1,656 0 0
Sohu.comInc CommonStk USD0.001 COM 83408W103 462,150 7,500 SH   SOLE 2 7,500 0 0
Sohu.comInc CommonStk USD0.001 COM 83408W103 12,701,114 206,120 SH   SOLE 3 206,120 0 0
Sohu.comInc CommonStk USD0.001 COM 83408W103 9,647,659 156,567 SH   SOLE 4 156,567 0 0
Sonoco Products Common Stk NPV COM 835495102 390,641 11,300 SH   SOLE 3 11,300 0 0
Sothebys Common Stock USD0.10 COM 835898107 22,063,620 582,000 SH   SOLE 1 582,000 0 0
SouFun Hldgs ADR (EachRep1Ord) ADR 836034108 2,040,204 82,200 SH   SOLE 2 82,200 0 0
SouFun Hldgs ADR (EachRep1Ord) ADR 836034108 5,810,362 234,100 SH   SOLE 3 234,100 0 0
Southern.Co Com.USD5 COM 842587107 3,910,977 88,624 SH   SOLE 2 88,624 0 0
Southern.Co Com.USD5 COM 842587107 11,913,644 269,967 SH   SOLE 3 269,967 0 0
Southern.Co Com.USD5 COM 842587107 2,183,817 49,486 SH   SOLE 7 49,486 0 0
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 776,122 28,100 SH   SOLE 2 28,100 0 0
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 2,677,234 96,931 SH   SOLE 3 96,931 0 0
SouthsideBancshares CS USD1.25 COM 84470P109 66,625 2,790 SH   SOLE 2 2,790 0 0
SouthsideBancshares CS USD1.25 COM 84470P109 2,781,089 116,461 SH   SOLE 3 116,461 0 0
Southwest Airlines Comm.USD1 COM 844741108 748,909 58,100 SH   SOLE 2 58,100 0 0
Southwest Airlines Comm.USD1 COM 844741108 48,982 3,800 SH   SOLE 3 3,800 0 0
SouthwesternEnergyComStkUSD0.1 COM 845467109 21,216,624 580,800 SH   SOLE 2 580,800 0 0
SouthwesternEnergyComStkUSD0.1 COM 845467109 19,286,379 527,960 SH   SOLE 3 527,960 0 0
Spartan Stores Inc Com Stk NPV COM 846822104 147,520 8,000 SH   SOLE 2 8,000 0 0
Spartan Stores Inc Com Stk NPV COM 846822104 178,868 9,700 SH   SOLE 3 9,700 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 127,303,005 3,223,677 SH   SOLE 2 3,223,677 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 738,345 18,697 SH   SOLE 3 18,697 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 34,917,374 884,208 SH   SOLE 6 884,208 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 172,137 4,359 SH   SOLE 7 4,359 0 0
SPDR GOLD TRUST ETF 78463V107 146,446 1,260 SH   SOLE 7 1,260 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 115,876,044 972,849 SH   SOLE 2 972,849 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 85,952,873 721,626 SH   SOLE 3 721,626 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 7,146,719 60,001 SH   SOLE 6 60,001 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 7,768,712 65,223 SH   SOLE 7 65,223 0 0
SPDR GOLD TRUST NPV ETF 78463V107 22,281,870 191,425 SH   SOLE 6 191,425 0 0
SPDR Idx S&P Intl Dividend ETF ETF 78463X772 1,746,000 40,000 SH   SOLE 2 40,000 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 229,701,869 1,431,878 SH   SOLE 2 1,431,878 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 659,487 4,111 SH   SOLE 7 4,111 0 0
SPDR S&P DIVIDEND ETF ETF 78464A763 66,300 1,000 SH   SOLE 7 1,000 0 0
SPDR S&P HOMEBUILDERS ETF ETF 78464A888 21,944,672 745,910 SH   SOLE 4 745,910 0 0
SPDR S&P HOMEBUILDERS ETF ETF 78464A888 98,263 3,340 SH   SOLE 7 3,340 0 0
SPDR S&P METALS & MINING ETF ETF 78464A755 6,924,836 208,831 SH   SOLE 7 208,831 0 0
SPDR S&P Regional Banking ETF ETF 78464A698 768,737 22,690 SH   SOLE 4 22,690 0 0
Spectra Energy ComStk USD0.001 COM 847560109 281,056 8,156 SH   SOLE 3 8,156 0 0
SPECTRANETIC COMON STK USD0.00 COM 84760C107 5,964,524 319,300 SH   SOLE 1 319,300 0 0
Spectrum Pharm ComStk USD0.001 COM 84763A108 499,074 66,900 SH   SOLE 2 66,900 0 0
Spectrum Pharm ComStk USD0.001 COM 84763A108 3,952,912 529,881 SH   SOLE 3 529,881 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 48,024,080 1,514,000 SH   SOLE 1 1,514,000 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 1,015,040 32,000 SH   SOLE 2 32,000 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 11,567,903 364,688 SH   SOLE 3 364,688 0 0
St.JudeMedicalIncComStkUSD0.10 COM 790849103 1,565,109 34,300 SH   SOLE 2 34,300 0 0
St.JudeMedicalIncComStkUSD0.10 COM 790849103 35,814,713 784,894 SH   SOLE 3 784,894 0 0
Stancorp Fin.Group Com Stk NPV COM 852891100 3,349,998 67,800 SH   SOLE 2 67,800 0 0
Stancorp Fin.Group Com Stk NPV COM 852891100 46,538,983 941,894 SH   SOLE 3 941,894 0 0
StandardMotorProductsCmStkUSD2 COM 853666105 350,268 10,200 SH   SOLE 2 10,200 0 0
StandardMotorProductsCmStkUSD2 COM 853666105 254,116 7,400 SH   SOLE 3 7,400 0 0
StandardParking ComStkUSD0.001 COM 853790103 18,749,602 873,700 SH   SOLE 1 873,700 0 0
StandexIntlCorp ComStk USD1.50 COM 854231107 10,550 200 SH   SOLE 2 200 0 0
StandexIntlCorp ComStk USD1.50 COM 854231107 965,325 18,300 SH   SOLE 3 18,300 0 0
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 593,896 7,683 SH   SOLE 7 7,683 0 0
StanleyTech.GroupInc ComStkNPV COM 85472N109 6,574,037 156,200 SH   SOLE 1 156,200 0 0
StanleyTech.GroupInc ComStkNPV COM 85472N109 63,131 1,500 SH   SOLE 2 1,500 0 0
StanleyTech.GroupInc ComStkNPV COM 85472N109 1,178,444 28,000 SH   SOLE 3 28,000 0 0
Staples Inc Com Stk USD0.0006 COM 855030102 652,257 41,100 SH   SOLE 2 41,100 0 0
Staples Inc Com Stk USD0.0006 COM 855030102 21,835,533 1,375,900 SH   SOLE 3 1,375,900 0 0
Staples Inc Com Stk USD0.0006 COM 855030102 95,220 6,000 SH   SOLE 7 6,000 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 976,099 14,900 SH   SOLE 2 14,900 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 1,490,746 22,756 SH   SOLE 3 22,756 0 0
StarGasPartners CommonStockNPV PART 85512C105 46,944 9,600 SH   SOLE 3 9,600 0 0
Starwood Prop.Tst REIT USD0.01 REIT 85571B105 2,296,800 92,800 SH   SOLE 2 92,800 0 0
Starwood Prop.Tst REIT USD0.01 REIT 85571B105 26,841,375 1,084,500 SH   SOLE 3 1,084,500 0 0
StarwoodHot&ResWorCmStkUSD0.01 COM 85590A401 151,656 2,400 SH   SOLE 2 2,400 0 0
StarwoodHot&ResWorCmStkUSD0.01 COM 85590A401 423,373 6,700 SH   SOLE 3 6,700 0 0
State Street Corp Com Stk USD1 COM 857477103 26,654,457 408,748 SH   SOLE 1 408,748 0 0
State Street Corp Com Stk USD1 COM 857477103 306,487 4,700 SH   SOLE 2 4,700 0 0
State Street Corp Com Stk USD1 COM 857477103 10,401,321 159,505 SH   SOLE 3 159,505 0 0
State Street Corp Com Stk USD1 COM 857477103 1,675,897 25,700 SH   SOLE 4 25,700 0 0
State Street Corp Com Stk USD1 COM 857477103 1,558,519 23,900 SH   SOLE 5 23,900 0 0
State Street Corp Com Stk USD1 COM 857477103 197,652 3,031 SH   SOLE 7 3,031 0 0
Statoil SponADR(Rp1OrdNOK2.50) ADR 85771P102 25,283 1,222 SH   SOLE 3 1,222 0 0
StealthGas Inc Com Stk USD0.01 COM Y81669106 6,418,500 583,500 SH   SOLE 1 583,500 0 0
Steelcase Inc Cls'A'ComStk NPV COM 858155203 172,044 11,800 SH   SOLE 2 11,800 0 0
Steelcase Inc Cls'A'ComStk NPV COM 858155203 144,342 9,900 SH   SOLE 3 9,900 0 0
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 13,982,369 264,517 SH   SOLE 1 264,517 0 0
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 163,866 3,100 SH   SOLE 2 3,100 0 0
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 52,860 1,000 SH   SOLE 3 1,000 0 0
StellarOne Corp ComStk USD1 COM 85856G100 17,685 900 SH   SOLE 3 900 0 0
Stepan Co Common Stock USD1 COM 858586100 22,244 400 SH   SOLE 2 400 0 0
Stepan Co Common Stock USD1 COM 858586100 1,317,957 23,700 SH   SOLE 3 23,700 0 0
Steris Corp Common Stock NPV COM 859152100 2,336,960 54,500 SH   SOLE 2 54,500 0 0
Steris Corp Common Stock NPV COM 859152100 20,775,360 484,500 SH   SOLE 3 484,500 0 0
Sterling Bancorp/NY CmStk USD1 COM 859158107 156,870 13,500 SH   SOLE 3 13,500 0 0
Sterling Financial ComStk USD1 COM 859319303 95,120 4,000 SH   SOLE 2 4,000 0 0
Sterling Financial ComStk USD1 COM 859319303 2,690,136 113,126 SH   SOLE 3 113,126 0 0
Steven Madden ComStk USD0.0001 COM 556269108 261,252 5,400 SH   SOLE 2 5,400 0 0
Steven Madden ComStk USD0.0001 COM 556269108 2,002,932 41,400 SH   SOLE 3 41,400 0 0
StifelFinancialCorpCmStUSD0.15 COM 860630102 8,241,910 231,060 SH   SOLE 1 231,060 0 0
Stone Energy CommStock USD0.01 COM 861642106 138,789 6,300 SH   SOLE 2 6,300 0 0
Stone Energy CommStock USD0.01 COM 861642106 1,026,862 46,612 SH   SOLE 3 46,612 0 0
StrayerEducation CmStk USD0.01 COM 863236105 766,631 15,700 SH   SOLE 2 15,700 0 0
StrayerEducation CmStk USD0.01 COM 863236105 5,296,785 108,474 SH   SOLE 3 108,474 0 0
Stryker Corp.Com.Stk.USD0.10 COM 863667101 8,945,179 138,299 SH   SOLE 2 138,299 0 0
Stryker Corp.Com.Stk.USD0.10 COM 863667101 91,916,554 1,421,097 SH   SOLE 3 1,421,097 0 0
Sturm Ruger And Co ComStk USD1 COM 864159108 965,604 20,100 SH   SOLE 2 20,100 0 0
Sturm Ruger And Co ComStk USD1 COM 864159108 8,489,869 176,725 SH   SOLE 3 176,725 0 0
Sumitomo Mitsui ADR(Rep0.2Ord) ADR 86562M209 31,910 3,461 SH   SOLE 3 3,461 0 0
Sumitomo Mitsui ADR(Rep0.2Ord) ADR 86562M209 190,402 20,651 SH   SOLE 7 20,651 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 204,017,261 6,942,839 SH   SOLE 2 6,942,839 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 157,059,262 5,344,828 SH   SOLE 3 5,344,828 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 2,203,896 75,000 SH   SOLE 5 75,000 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 479,568 16,320 SH   SOLE 7 16,320 0 0
SuncorEngyIncNewComNPV(USList) COM 867224107 16,194,669 549,158 SH   SOLE 1 549,158 0 0
SuncorEngyIncNewComNPV(USList) COM 867224107 918,260 31,138 SH   SOLE 2 31,138 0 0
SuncorEngyIncNewComNPV(USList) COM 867224107 29,761,249 1,009,198 SH   SOLE 3 1,009,198 0 0
SuncorEngyIncNewComNPV(USList) COM 867224107 1,986,299 67,355 SH   SOLE 4 67,355 0 0
SuncorEngyIncNewComNPV(USList) COM 867224107 184,283 6,249 SH   SOLE 7 6,249 0 0
Superior Inds. Com Stk USD0.50 COM 868168105 55,072 3,200 SH   SOLE 2 3,200 0 0
Superior Inds. Com Stk USD0.50 COM 868168105 1,339,248 77,818 SH   SOLE 3 77,818 0 0
SusquehannaBancshs ComStk USD2 COM 869099101 23,027,084 1,791,991 SH   SOLE 1 1,791,991 0 0
Swift Energy Co ComStk USD0.01 COM 870738101 23,980 2,000 SH   SOLE 2 2,000 0 0
Swift Energy Co ComStk USD0.01 COM 870738101 151,074 12,600 SH   SOLE 3 12,600 0 0
SY Bancorp Inc Common Stk NPV COM 785060104 12,265 500 SH   SOLE 2 500 0 0
SY Bancorp Inc Common Stk NPV COM 785060104 274,736 11,200 SH   SOLE 3 11,200 0 0
Symantec Corp Com Stk USD0.01 COM 871503108 2,794,264 124,300 SH   SOLE 2 124,300 0 0
Symantec Corp Com Stk USD0.01 COM 871503108 31,793,464 1,414,300 SH   SOLE 3 1,414,300 0 0
Symetra Fin Corp CmStk USD0.01 COM 87151Q106 3,845,595 240,500 SH   SOLE 2 240,500 0 0
Symetra Fin Corp CmStk USD0.01 COM 87151Q106 48,581,490 3,038,242 SH   SOLE 3 3,038,242 0 0
Synaptics Inc Common Stock NPV COM 87157D109 566,832 14,700 SH   SOLE 3 14,700 0 0
Syngenta AG ADR (Repr 0.2 Ord) ADR 87160A100 18,920 243 SH   SOLE 3 243 0 0
SYNNEX Corp Com Stk USD0.001 COM 87162W100 989,352 23,400 SH   SOLE 2 23,400 0 0
SYNNEX Corp Com Stk USD0.001 COM 87162W100 12,475,602 295,071 SH   SOLE 3 295,071 0 0
Synopsys Inc Com Stk USD0.01 COM 871607107 26,590,421 743,788 SH   SOLE 1 743,788 0 0
Synovus Financial Com Stk USD1 COM 87161C105 66,284 22,700 SH   SOLE 2 22,700 0 0
Syntel Inc Common Stock NPV COM 87162H103 1,181,956 18,800 SH   SOLE 2 18,800 0 0
Syntel Inc Common Stock NPV COM 87162H103 10,939,380 174,000 SH   SOLE 3 174,000 0 0
Sysco Corp.Common USD1 COM 871829107 1,267,336 37,100 SH   SOLE 2 37,100 0 0
Sysco Corp.Common USD1 COM 871829107 2,354,922 68,938 SH   SOLE 3 68,938 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 23,665,648 1,291,793 SH   SOLE 2 1,291,793 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 66,360,829 3,622,316 SH   SOLE 3 3,622,316 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 1,566,250 85,494 SH   SOLE 4 85,494 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 3,284,007 179,258 SH   SOLE 6 179,258 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 324,191 17,696 SH   SOLE 7 17,696 0 0
TAL Intl Grp Com Stk USD0.001 COM 874083108 331,132 7,600 SH   SOLE 2 7,600 0 0
TAL Intl Grp Com Stk USD0.001 COM 874083108 5,198,947 119,324 SH   SOLE 3 119,324 0 0
Talisman Energy Com NPV(USLst) COM 87425E103 13,451,510 1,176,860 SH   SOLE 2 1,176,860 0 0
Talisman Energy Com NPV(USLst) COM 87425E103 9,009,698 788,250 SH   SOLE 3 788,250 0 0
Taminco Corp Com Stk USD0.001 COM 87509U106 15,292,500 750,000 SH   SOLE 1 750,000 0 0
Target Corp CommonStk USD0.167 COM 87612E106 3,272,365 47,522 SH   SOLE 2 47,522 0 0
Target Corp CommonStk USD0.167 COM 87612E106 10,077,936 146,354 SH   SOLE 3 146,354 0 0
Tata Mot.SpnADR(EchRp5OrdINR2) ADR 876568502 35,852,464 1,529,542 SH   SOLE 2 1,529,542 0 0
Tata Mot.SpnADR(EchRp5OrdINR2) ADR 876568502 101,866,208 4,345,828 SH   SOLE 3 4,345,828 0 0
Tata Mot.SpnADR(EchRp5OrdINR2) ADR 876568502 73,461 3,134 SH   SOLE 7 3,134 0 0
TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 199,178 8,200 SH   SOLE 2 8,200 0 0
TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 5,110,616 210,400 SH   SOLE 3 210,400 0 0
TE Connectivity CHF0.77 (US) COM H84989104 851,598 18,700 SH   SOLE 2 18,700 0 0
TE Connectivity CHF0.77 (US) COM H84989104 4,039,398 88,700 SH   SOLE 3 88,700 0 0
Tech Data Corp ComStkUSD0.0015 COM 878237106 659,260 14,000 SH   SOLE 2 14,000 0 0
Tech Data Corp ComStkUSD0.0015 COM 878237106 9,502,385 201,792 SH   SOLE 3 201,792 0 0
Techne Corp Common Stk USD0.01 COM 878377100 8,501,261 123,064 SH   SOLE 1 123,064 0 0
Techne Corp Common Stk USD0.01 COM 878377100 345,400 5,000 SH   SOLE 2 5,000 0 0
Techne Corp Common Stk USD0.01 COM 878377100 6,267,836 90,733 SH   SOLE 3 90,733 0 0
TeckResour.'B'Sub.VotingComNPV COM 878742204 1,874,364 88,000 SH   SOLE 2 88,000 0 0
TeckResour.'B'Sub.VotingComNPV COM 878742204 11,511,298 540,447 SH   SOLE 3 540,447 0 0
Teekay Corp Com Stk USD0.001 COM Y8564W103 14,034,415 345,420 SH   SOLE 1 345,420 0 0
TeekayTankers'A'ComStk USD0.01 COM Y8565N102 16,913 6,500 SH   SOLE 2 6,500 0 0
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 77 1 SH   SOLE 3 1 0 0
TELEFBrasil ADR(EchRep1PrefSh) ADR 87936R106 4,338,082 190,100 SH   SOLE 2 190,100 0 0
TELEFBrasil ADR(EchRep1PrefSh) ADR 87936R106 25,567,642 1,120,405 SH   SOLE 3 1,120,405 0 0
Telenav Inc Com Stock USD0.001 COM 879455103 116,629 22,300 SH   SOLE 2 22,300 0 0
Telenav Inc Com Stock USD0.001 COM 879455103 55,961 10,700 SH   SOLE 3 10,700 0 0
Teradata Corp ComStock USD0.01 COM 88076W103 316,449 6,300 SH   SOLE 2 6,300 0 0
Teradyne Inc Comm Stk USD0.125 COM 880770102 209,083 11,900 SH   SOLE 2 11,900 0 0
Teradyne Inc Comm Stk USD0.125 COM 880770102 903,098 51,400 SH   SOLE 3 51,400 0 0
Terra Nitrogen Company LP NPV PART 881005201 3,209,850 15,000 SH   SOLE 2 15,000 0 0
Terra Nitrogen Company LP NPV PART 881005201 39,147,545 182,941 SH   SOLE 3 182,941 0 0
Tesco Corp Com NPV(US Listing) COM 88157K101 3,525,759 266,095 SH   SOLE 3 266,095 0 0
Tesoro Corp Com Stk USD0.1666 COM 881609101 1,553,904 29,700 SH   SOLE 2 29,700 0 0
Tesoro Corp Com Stk USD0.1666 COM 881609101 27,311,040 522,000 SH   SOLE 3 522,000 0 0
Tessco Technologies CS USD0.01 COM 872386107 335,280 12,700 SH   SOLE 2 12,700 0 0
Tessco Technologies CS USD0.01 COM 872386107 6,004,020 227,425 SH   SOLE 3 227,425 0 0
Teva Pharm.ADR(Cnv1OrdILS0.10) ADR 881624209 8,110,480 206,900 SH   SOLE 2 206,900 0 0
Teva Pharm.ADR(Cnv1OrdILS0.10) ADR 881624209 123,118,066 3,140,767 SH   SOLE 3 3,140,767 0 0
Texas Instruments Com Stk USD1 COM 882508104 3,189,054 91,508 SH   SOLE 2 91,508 0 0
Texas Instruments Com Stk USD1 COM 882508104 18,307,890 525,334 SH   SOLE 3 525,334 0 0
TexasRoadhouse Inc CS USD0.001 COM 882681109 260,208 10,400 SH   SOLE 2 10,400 0 0
TexasRoadhouse Inc CS USD0.001 COM 882681109 7,228,278 288,900 SH   SOLE 3 288,900 0 0
TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 299,832 7,800 SH   SOLE 3 7,800 0 0
TGC Industries ComStk USD0.01 COM 872417308 11,220 1,365 SH   SOLE 2 1,365 0 0
TGC Industries ComStk USD0.01 COM 872417308 190,959 23,231 SH   SOLE 3 23,231 0 0
TheMen'sWearhouseComStkUSD0.01 COM 587118100 246,025 6,500 SH   SOLE 2 6,500 0 0
TheMen'sWearhouseComStkUSD0.01 COM 587118100 2,305,065 60,900 SH   SOLE 3 60,900 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 677,040 8,000 SH   SOLE 2 8,000 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 3,142,735 37,135 SH   SOLE 3 37,135 0 0
Thermon Group Com Stk USD0.001 COM 88362T103 18,517,080 907,700 SH   SOLE 1 907,700 0 0
ThomsonReutComNPV(Canad.List.) COM 884903105 653,900 20,100 SH   SOLE 3 20,100 0 0
ThomsonReutComNPV(Canad.List.) COM 884903105 78,728 2,420 SH   SOLE 7 2,420 0 0
TICC Cap Corp ComStock USD0.01 COM 87244T109 307,840 32,000 SH   SOLE 3 32,000 0 0
Tiffany & Co Com Stk USD0.01 COM 886547108 451,608 6,200 SH   SOLE 3 6,200 0 0
Tim Hortons Inc CmStk USD0.001 COM 88706M103 2,073,179 38,300 SH   SOLE 2 38,300 0 0
Tim Hortons Inc CmStk USD0.001 COM 88706M103 29,354,699 542,300 SH   SOLE 3 542,300 0 0
Tim Partic SpnADR(EachRep5Ord) ADR 88706P205 368,280 19,800 SH   SOLE 2 19,800 0 0
TimeWarnerCable ComStk USD0.01 COM 88732J207 1,304,768 11,600 SH   SOLE 2 11,600 0 0
TimeWarnerCable ComStk USD0.01 COM 88732J207 30,533,596 271,458 SH   SOLE 3 271,458 0 0
TimeWarnerInc CommonStkUSD0.01 COM 887317303 1,187,912 20,545 SH   SOLE 2 20,545 0 0
TimeWarnerInc CommonStkUSD0.01 COM 887317303 3,420,458 59,157 SH   SOLE 3 59,157 0 0
Timken Co Common Stock NPV COM 887389104 1,333,836 23,700 SH   SOLE 2 23,700 0 0
Timken Co Common Stock NPV COM 887389104 21,690,143 385,397 SH   SOLE 3 385,397 0 0
TJX Corp Common Stk USD1 COM 872540109 6,180,608 123,464 SH   SOLE 2 123,464 0 0
TJX Corp Common Stk USD1 COM 872540109 49,984,510 998,492 SH   SOLE 3 998,492 0 0
Tompkins Fin Cp ComStk USD0.10 COM 890110109 67,785 1,500 SH   SOLE 2 1,500 0 0
Tompkins Fin Cp ComStk USD0.10 COM 890110109 1,098,117 24,300 SH   SOLE 3 24,300 0 0
Torchmark Corp Common Stk USD1 COM 891027104 17,529,174 269,100 SH   SOLE 1 269,100 0 0
Torchmark Corp Common Stk USD1 COM 891027104 788,194 12,100 SH   SOLE 2 12,100 0 0
Torchmark Corp Common Stk USD1 COM 891027104 15,535,890 238,500 SH   SOLE 3 238,500 0 0
Toro Com Stk USD1 COM 891092108 304,247 6,700 SH   SOLE 2 6,700 0 0
Toro Com Stk USD1 COM 891092108 445,018 9,800 SH   SOLE 3 9,800 0 0
Toronto Dom.Bk.Common NPV COM 891160509 182,630,954 2,280,887 SH   SOLE 2 2,280,887 0 0
Toronto Dom.Bk.Common NPV COM 891160509 52,848,538 660,028 SH   SOLE 3 660,028 0 0
Toronto Dom.Bk.Common NPV COM 891160509 470,012 5,870 SH   SOLE 4 5,870 0 0
Toronto Dom.Bk.Common NPV COM 891160509 1,705,494 21,300 SH   SOLE 5 21,300 0 0
Toronto Dom.Bk.Common NPV COM 891160509 678,514 8,474 SH   SOLE 7 8,474 0 0
Toronto-Dominion Bk ComNPV(US) COM 891160509 19,128 238 SH   SOLE 3 238 0 0
Total System Ser.ComStkUSD0.10 COM 891906109 585,072 23,900 SH   SOLE 2 23,900 0 0
Total System Ser.ComStkUSD0.10 COM 891906109 4,675,680 191,000 SH   SOLE 3 191,000 0 0
TotalSpoADR(EachRep1OrdEUR2.5) ADR 89151E109 17,142 352 SH   SOLE 3 352 0 0
TowersWatsonAndCo A CS USD0.01 COM 891894107 56,677,898 691,700 SH   SOLE 1 691,700 0 0
TowersWatsonAndCo A CS USD0.01 COM 891894107 1,982,948 24,200 SH   SOLE 3 24,200 0 0
Tractor Supply CommStkUSD0.008 COM 892356106 587,740 5,000 SH   SOLE 2 5,000 0 0
Tractor Supply CommStkUSD0.008 COM 892356106 9,380,683 79,803 SH   SOLE 3 79,803 0 0
TransAtlantic Petroleum ComNPV COM G89982105 22,946,510 32,935,267 SH   SOLE 3 32,935,267 0 0
TransCanada Corp Common NPV COM 89353D107 708,505 16,507 SH   SOLE 3 16,507 0 0
Transglobe Energy Corp Com NPV COM 893662106 407,288 65,900 SH   SOLE 2 65,900 0 0
Transglobe Energy Corp Com NPV COM 893662106 3,058,674 494,900 SH   SOLE 3 494,900 0 0
Transocean Limited CHF15 COM H8817H100 468,846 9,758 SH   SOLE 3 9,758 0 0
Transocean Ltd USD0.01 (Regd) COM H8817H100 359,625 7,500 SH   SOLE 3 7,500 0 0
Transocean Ltd USD0.01 (Regd) COM H8817H100 115,080 2,400 SH   SOLE 7 2,400 0 0
Travelers Co's CommonStock NPV COM 89417E109 310,170 3,881 SH   SOLE 2 3,881 0 0
Travelers Co's CommonStock NPV COM 89417E109 258,781 3,238 SH   SOLE 3 3,238 0 0
Travelers Co's CommonStock NPV COM 89417E109 4,715 59 SH   SOLE 7 59 0 0
Travelzoo Inc Com Stk USD0.01 COM 89421Q106 111,766 4,100 SH   SOLE 2 4,100 0 0
Travelzoo Inc Com Stk USD0.01 COM 89421Q106 504,310 18,500 SH   SOLE 3 18,500 0 0
TriCo Bancshares Com Stock NPV COM 896095106 14,931 700 SH   SOLE 3 700 0 0
Trimble Navigation Com Stk NPV COM 896239100 12,683,588 488,018 SH   SOLE 3 488,018 0 0
Trimble Navigation Com Stk NPV COM 896239100 411,162 15,820 SH   SOLE 4 15,820 0 0
Trimble Navigation Com Stk NPV COM 896239100 1,070,788 41,200 SH   SOLE 5 41,200 0 0
Trimble Navigation Com Stk NPV COM 896239100 130,262 5,012 SH   SOLE 7 5,012 0 0
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 652,688 30,400 SH   SOLE 2 30,400 0 0
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 4,097,786 190,861 SH   SOLE 3 190,861 0 0
TriusTherapeutics CS USD0.0001 COM 89685K100 713,561 88,094 SH   SOLE 3 88,094 0 0
TrustCo Bank Common Stock USD1 COM 898349105 693,600 127,500 SH   SOLE 2 127,500 0 0
TrustCo Bank Common Stock USD1 COM 898349105 5,468,234 1,005,190 SH   SOLE 3 1,005,190 0 0
Trustmark Corp Common Stk NPV COM 898402102 754,606 30,700 SH   SOLE 2 30,700 0 0
Trustmark Corp Common Stk NPV COM 898402102 3,856,602 156,900 SH   SOLE 3 156,900 0 0
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 378,708 5,700 SH   SOLE 2 5,700 0 0
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 9,633,800 145,000 SH   SOLE 3 145,000 0 0
Tsakos Energy Nav.Com Stk USD1 COM G9108L108 20,988 4,400 SH   SOLE 2 4,400 0 0
Tsakos Energy Nav.Com Stk USD1 COM G9108L108 331,992 69,600 SH   SOLE 3 69,600 0 0
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 2,206,396 28,400 SH   SOLE 2 28,400 0 0
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 28,830,759 371,100 SH   SOLE 3 371,100 0 0
Tutor Perini Corp Com Stk USD1 COM 901109108 2,008 111 SH   SOLE 3 111 0 0
Two Harbors Inv REIT USD0.0001 REIT 90187B101 1,551,850 151,400 SH   SOLE 3 151,400 0 0
Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 16,475 500 SH   SOLE 3 500 0 0
Tyson Foods Class'A'ComUSD0.10 COM 902494103 71,904 2,800 SH   SOLE 3 2,800 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 7,496,642 207,376 SH   SOLE 2 207,376 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 115,951,667 3,207,515 SH   SOLE 3 3,207,515 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 2,834,160 78,400 SH   SOLE 5 78,400 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 179,919 4,977 SH   SOLE 7 4,977 0 0
UBS AG CHF0.10 (Regd) COM H89231338 71,686 4,218 SH   SOLE 2 4,218 0 0
UBS AG CHF0.10 (Regd) COM H89231338 206,782,172 12,167,099 SH   SOLE 3 12,167,099 0 0
UFP Tech.Inc ComStk USD0.01 COM 902673102 35,244 1,800 SH   SOLE 3 1,800 0 0
UGI Corporation Comm Stock NPV COM 902681105 363,723 9,300 SH   SOLE 2 9,300 0 0
UGI Corporation Comm Stock NPV COM 902681105 172,084 4,400 SH   SOLE 3 4,400 0 0
UltraparPart.SpnADR(EchRp1Ord) ADR 90400P101 13,026,041 544,112 SH   SOLE 2 544,112 0 0
UltraparPart.SpnADR(EchRp1Ord) ADR 90400P101 34,396,824 1,436,793 SH   SOLE 3 1,436,793 0 0
Umpqua Hldgs Corp ComStock NPV COM 904214103 39,026 2,600 SH   SOLE 3 2,600 0 0
Unifirst Corp Com Stk USD0.10 COM 904708104 319,375 3,500 SH   SOLE 2 3,500 0 0
Unifirst Corp Com Stk USD0.10 COM 904708104 556,625 6,100 SH   SOLE 3 6,100 0 0
UnileverSpoADR(EachRep1Ord)JPM ADR 904767704 17,717 438 SH   SOLE 3 438 0 0
Unilife Corp Com Stock USD0.01 COM 90478E103 6,351,897 2,003,753 SH   SOLE 1 2,003,753 0 0
Union Fst Mkt Bnksh CS USD1.33 COM 90662P104 14,413 700 SH   SOLE 3 700 0 0
Union Pacific Cp.ComStkUSD2.50 COM 907818108 8,176,840 53,000 SH   SOLE 2 53,000 0 0
Union Pacific Cp.ComStkUSD2.50 COM 907818108 74,494,561 482,853 SH   SOLE 3 482,853 0 0
Unisys Corp Common Stk USD0.01 COM 909214306 119,178 5,400 SH   SOLE 2 5,400 0 0
Unisys Corp Common Stk USD0.01 COM 909214306 1,744,678 79,052 SH   SOLE 3 79,052 0 0
Unit Corporation ComStk USD0.2 COM 909218109 229,932 5,400 SH   SOLE 2 5,400 0 0
Unit Corporation ComStk USD0.2 COM 909218109 3,223,306 75,700 SH   SOLE 3 75,700 0 0
United Online ComStk USD0.0001 COM 911268100 2,743,831 361,983 SH   SOLE 3 361,983 0 0
UNITED STATIONERS INC COM 913004107 412,665 12,300 SH   SOLE 3 12,300 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 10,483,348 160,100 SH   SOLE 2 160,100 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 122,333,534 1,868,258 SH   SOLE 3 1,868,258 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1,506,040 23,000 SH   SOLE 5 23,000 0 0
Unitil Corp Common Stock NPV COM 913259107 2,888 100 SH   SOLE 3 100 0 0
Universal Corp Com Stk NPV COM 913456109 1,990,040 34,400 SH   SOLE 2 34,400 0 0
Universal Corp Com Stk NPV COM 913456109 20,395,885 352,565 SH   SOLE 3 352,565 0 0
Universal Forest Com Stock NPV COM 913543104 5,832,312 146,100 SH   SOLE 1 146,100 0 0
UniversalAmerFin ComStkUSD0.01 COM 91338E101 58,674 6,600 SH   SOLE 2 6,600 0 0
UniversalAmerFin ComStkUSD0.01 COM 91338E101 40,894 4,600 SH   SOLE 3 4,600 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 38,707,299 578,066 SH   SOLE 1 578,066 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 5,738,472 85,700 SH   SOLE 2 85,700 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 112,184,717 1,675,399 SH   SOLE 3 1,675,399 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 587,909 8,780 SH   SOLE 4 8,780 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 1,720,872 25,700 SH   SOLE 5 25,700 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 884,073 13,203 SH   SOLE 7 13,203 0 0
UniversalInsuranceCmStkUSD0.01 COM 91359V107 408,516 57,700 SH   SOLE 2 57,700 0 0
UniversalInsuranceCmStkUSD0.01 COM 91359V107 2,016,101 284,760 SH   SOLE 3 284,760 0 0
UnivestCp ofPennsyl ComStkUSD5 COM 915271100 957,676 50,219 SH   SOLE 3 50,219 0 0
UNS Energy Corp Com Stock NPV COM 903119105 11,021,472 246,400 SH   SOLE 1 246,400 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 23,498,937 800,100 SH   SOLE 1 800,100 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 2,484,702 84,600 SH   SOLE 2 84,600 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 41,665,192 1,418,631 SH   SOLE 3 1,418,631 0 0
URS Corp Common Stock USD0.01 COM 903236107 61,386 1,300 SH   SOLE 2 1,300 0 0
URS Corp Common Stock USD0.01 COM 903236107 155,826 3,300 SH   SOLE 3 3,300 0 0
UrstadtBiddlePrpClAREITUSD0.01 REIT 917286205 56,476 2,800 SH   SOLE 2 2,800 0 0
UrstadtBiddlePrpClAREITUSD0.01 REIT 917286205 98,833 4,900 SH   SOLE 3 4,900 0 0
US Airways Grp Com Stk USD0.01 COM 90341W108 504,094 30,700 SH   SOLE 3 30,700 0 0
US Ecology Inc Com Stk USD0.01 COM 91732J102 192,080 7,000 SH   SOLE 2 7,000 0 0
US Ecology Inc Com Stk USD0.01 COM 91732J102 348,488 12,700 SH   SOLE 3 12,700 0 0
US Energy Corp Wyo CmStUSD0.01 COM 911805109 38,709 18,700 SH   SOLE 3 18,700 0 0
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 558,328 20,200 SH   SOLE 2 20,200 0 0
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 5,707,743 206,503 SH   SOLE 3 206,503 0 0
USA Mobility Com.Stk USD0.0001 COM 90341G103 512,946 37,800 SH   SOLE 2 37,800 0 0
USA Mobility Com.Stk USD0.0001 COM 90341G103 6,879,814 506,987 SH   SOLE 3 506,987 0 0
USANAHealthScien.CmStkUSD0.001 COM 90328M107 1,570,646 21,700 SH   SOLE 2 21,700 0 0
USANAHealthScien.CmStkUSD0.001 COM 90328M107 27,572,148 380,936 SH   SOLE 3 380,936 0 0
UtahMedicalProdComStockUSD0.01 COM 917488108 10,860 200 SH   SOLE 2 200 0 0
Utd Bankshares Com Stk USD2.50 COM 909907107 23,805 900 SH   SOLE 2 900 0 0
Utd Bankshares Com Stk USD2.50 COM 909907107 4,981,540 188,338 SH   SOLE 3 188,338 0 0
Utd Fire Grp Com Stk USD0.001 COM 910340108 44,694 1,800 SH   SOLE 3 1,800 0 0
Utd Parcels Serv.Cls B USD0.01 COM 911312106 1,674,599 19,364 SH   SOLE 2 19,364 0 0
Utd Parcels Serv.Cls B USD0.01 COM 911312106 6,566,513 75,931 SH   SOLE 3 75,931 0 0
Utd States Steel Comm Stk USD1 COM 912909108 163,029 9,300 SH   SOLE 2 9,300 0 0
Utd States Steel Comm Stk USD1 COM 912909108 275,221 15,700 SH   SOLE 3 15,700 0 0
Utd Technologies Com Stk USD1 COM 913017109 4,197,077 45,159 SH   SOLE 2 45,159 0 0
Utd Technologies Com Stk USD1 COM 913017109 32,355,109 348,129 SH   SOLE 3 348,129 0 0
Utd Therapeutics ComStkUSD0.01 COM 91307C102 3,883,380 59,000 SH   SOLE 2 59,000 0 0
Utd Therapeutics ComStkUSD0.01 COM 91307C102 49,425,620 750,921 SH   SOLE 3 750,921 0 0
UtdMicroelec.ADR(Rep5OrdTWD10) ADR 910873405 91,187 40,293 SH   SOLE 7 40,293 0 0
Vaalco Energy Inc CS USD0.10 COM 91851C201 338,624 59,200 SH   SOLE 2 59,200 0 0
Vaalco Energy Inc CS USD0.10 COM 91851C201 5,444,439 951,825 SH   SOLE 3 951,825 0 0
Valassis Comm IncComStkUSD0.01 COM 918866104 179,507 7,300 SH   SOLE 2 7,300 0 0
Valassis Comm IncComStkUSD0.01 COM 918866104 2,249,985 91,500 SH   SOLE 3 91,500 0 0
Vale Rio DoceSpnADR(Rp1OrdNPV) ADR 91912E204 43,619,865 3,317,100 SH   SOLE 2 3,317,100 0 0
Vale Rio DoceSpnADR(Rp1OrdNPV) ADR 91912E204 197,476,193 15,017,201 SH   SOLE 3 15,017,201 0 0
Valeant Pharm Com NPV(US List) COM 91911K102 717,993 8,341 SH   SOLE 3 8,341 0 0
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 2,152,263 61,900 SH   SOLE 2 61,900 0 0
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 17,537,501 504,386 SH   SOLE 3 504,386 0 0
ValeSA SpnsADR(1Rps1Prf'A'Shs) ADR 91912E105 20,613,535 1,695,192 SH   SOLE 2 1,695,192 0 0
ValeSA SpnsADR(1Rps1Prf'A'Shs) ADR 91912E105 101,103,943 8,314,469 SH   SOLE 3 8,314,469 0 0
Validus Holdings Ltd USD0.175 COM G9319H102 4,908,708 135,900 SH   SOLE 2 135,900 0 0
Validus Holdings Ltd USD0.175 COM G9319H102 55,544,036 1,537,764 SH   SOLE 3 1,537,764 0 0
Valley Natl Bancorp Com.StkNPV COM 919794107 714,985 75,500 SH   SOLE 3 75,500 0 0
ValmontIndustriesIncComStkUSD1 COM 920253101 815,613 5,700 SH   SOLE 2 5,700 0 0
ValmontIndustriesIncComStkUSD1 COM 920253101 10,588,660 74,000 SH   SOLE 3 74,000 0 0
ValueClickInc Com Stk USD0.001 COM 92046N102 229,803 9,300 SH   SOLE 2 9,300 0 0
ValueClickInc Com Stk USD0.001 COM 92046N102 906,313 36,678 SH   SOLE 3 36,678 0 0
Vanguard FTSE Emrg Markets ETF ETF 922042858 6,869,237 177,065 SH   SOLE 2 177,065 0 0
Vanguard FTSE Emrg Markets ETF ETF 922042858 2,789,826 71,912 SH   SOLE 3 71,912 0 0
VANGUARD MEGA CAP GROWTH ETF ETF 921910816 185,580 3,072 SH   SOLE 7 3,072 0 0
Vanguard S&P 500 ETF ETF 922908413 470,916 6,421 SH   SOLE 3 6,421 0 0
Vanguard Total Stock Mkt ETF ETF 922908769 53,925,558 652,299 SH   SOLE 2 652,299 0 0
VanguardFTSE DevelopedMkts ETF ETF 921943858 20,727,388 582,230 SH   SOLE 2 582,230 0 0
VanguardIdxFdsVanguardREIT ETF ETF 922908553 118,813,513 1,728,951 SH   SOLE 2 1,728,951 0 0
VanguardIdxFdsVanguardREIT ETF ETF 922908553 111,346,672 1,620,295 SH   SOLE 3 1,620,295 0 0
Vantiv Inc Cl A CS USD0.00001 COM 92210H105 53,651,778 1,943,905 SH   SOLE 1 1,943,905 0 0
VarianMedicalSystemsComStkUSD1 COM 92220P105 2,023,500 30,000 SH   SOLE 2 30,000 0 0
VarianMedicalSystemsComStkUSD1 COM 92220P105 15,435,595 228,845 SH   SOLE 3 228,845 0 0
VeecoInstruments CmStk USD0.01 COM 922417100 3,151,136 88,990 SH   SOLE 3 88,990 0 0
Ventas Inc. REIT USD0.25 REIT 92276F100 69,460 1,000 SH   SOLE 2 1,000 0 0
Ventas Inc. REIT USD0.25 REIT 92276F100 20,838 300 SH   SOLE 3 300 0 0
Vera Bradley Inc Com Stock NPV COM 92335C106 25,992 1,200 SH   SOLE 2 1,200 0 0
Vera Bradley Inc Com Stock NPV COM 92335C106 485,184 22,400 SH   SOLE 3 22,400 0 0
Verastem Inc Com Stk USD0.0001 COM 92337C104 485,911 35,008 SH   SOLE 3 35,008 0 0
Verint Systems ComStk USD0.001 COM 92343X100 9,965,722 280,962 SH   SOLE 1 280,962 0 0
Verisign Inc Com Stk USD0.001 COM 92343E102 29,794,294 667,136 SH   SOLE 1 667,136 0 0
VERISK ANALYTICS INC-CL A COMM COM 92345Y106 23,747,347 397,778 SH   SOLE 1 397,778 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 36,147,946 718,076 SH   SOLE 1 718,076 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 8,911,287 177,022 SH   SOLE 2 177,022 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 44,907,962 892,093 SH   SOLE 3 892,093 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 2,742,523 54,480 SH   SOLE 4 54,480 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 1,356,562 26,948 SH   SOLE 7 26,948 0 0
Vermilion Energy Inc Com NPV COM 923725105 467,829 9,600 SH   SOLE 2 9,600 0 0
Vermilion Energy Inc Com NPV COM 923725105 1,934,667 39,700 SH   SOLE 3 39,700 0 0
Vertex Pharma Comm Stk USD0.01 COM 92532F100 729,347 9,110 SH   SOLE 3 9,110 0 0
VF Corporation Common Stk USD1 COM 918204108 1,660,316 8,600 SH   SOLE 2 8,600 0 0
VF Corporation Common Stk USD1 COM 918204108 15,309,658 79,300 SH   SOLE 3 79,300 0 0
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 3,932,134 57,800 SH   SOLE 2 57,800 0 0
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 36,208,763 532,247 SH   SOLE 3 532,247 0 0
VillageSuperMkt Cls'A'CmStkNPV COM 927107409 43,017 1,300 SH   SOLE 3 1,300 0 0
VimpelCom Ltd SponADR(Rep1Ord) ADR 92719A106 634,786 63,100 SH   SOLE 2 63,100 0 0
VimpelCom Ltd SponADR(Rep1Ord) ADR 92719A106 3,074,336 305,600 SH   SOLE 3 305,600 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 4,906,289 26,847 SH   SOLE 2 26,847 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 34,991,325 191,471 SH   SOLE 3 191,471 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,175,265 6,431 SH   SOLE 4 6,431 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,626,475 8,900 SH   SOLE 5 8,900 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,595,408 8,730 SH   SOLE 7 8,730 0 0
Vishay Intertech.CommonUSD0.10 COM 928298108 275,022 19,800 SH   SOLE 2 19,800 0 0
Vishay Intertech.CommonUSD0.10 COM 928298108 5,352,053 385,317 SH   SOLE 3 385,317 0 0
VMware Inc Cls'A'ComStkUSD0.01 COM 928563402 13,882,472 207,232 SH   SOLE 1 207,232 0 0
VMware Inc Cls'A'ComStkUSD0.01 COM 928563402 955,947 14,270 SH   SOLE 4 14,270 0 0
Vodafone ADR(10 USD0.11428571) ADR 92857W209 16,500 574 SH   SOLE 3 574 0 0
Volcano Corp Com.Stk USD0.001 COM 928645100 7,878,990 434,583 SH   SOLE 1 434,583 0 0
Volterra Semi.Com Stk USD0.001 COM 928708106 148,050 10,500 SH   SOLE 2 10,500 0 0
Volterra Semi.Com Stk USD0.001 COM 928708106 1,928,880 136,800 SH   SOLE 3 136,800 0 0
VonageHldgsCorp ComStkUSD0.001 COM 92886T201 359,410 127,000 SH   SOLE 2 127,000 0 0
VonageHldgsCorp ComStkUSD0.001 COM 92886T201 6,960,589 2,459,572 SH   SOLE 3 2,459,572 0 0
VSE Corp Common Stock USD0.05 COM 918284100 82,140 2,000 SH   SOLE 2 2,000 0 0
VSE Corp Common Stock USD0.05 COM 918284100 221,778 5,400 SH   SOLE 3 5,400 0 0
W&T Offshore ComStk USD0.00001 COM 92922P106 377,256 26,400 SH   SOLE 2 26,400 0 0
W&T Offshore ComStk USD0.00001 COM 92922P106 2,324,640 162,676 SH   SOLE 3 162,676 0 0
Wabash National ComStk USD0.01 COM 929566107 13,533,801 1,329,450 SH   SOLE 1 1,329,450 0 0
Wabtec Corp CommonStockUSD0.01 COM 929740108 908,310 17,000 SH   SOLE 2 17,000 0 0
Wabtec Corp CommonStockUSD0.01 COM 929740108 8,912,124 166,800 SH   SOLE 3 166,800 0 0
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 2,749,200 63,200 SH   SOLE 2 63,200 0 0
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 30,360,477 697,942 SH   SOLE 3 697,942 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 4,529,616 102,480 SH   SOLE 2 102,480 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 52,708,367 1,192,497 SH   SOLE 3 1,192,497 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 649,740 14,700 SH   SOLE 7 14,700 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 9,080,480 121,902 SH   SOLE 2 121,902 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 53,877,872 723,290 SH   SOLE 3 723,290 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 96,241 1,292 SH   SOLE 7 1,292 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 40,509,020 641,473 SH   SOLE 1 641,473 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 4,690,277 74,272 SH   SOLE 2 74,272 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 33,766,179 534,698 SH   SOLE 3 534,698 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 3,118,979 49,390 SH   SOLE 4 49,390 0 0
Washington Fed Common Stk USD1 COM 938824109 360,608 19,100 SH   SOLE 2 19,100 0 0
Washington Fed Common Stk USD1 COM 938824109 3,164,288 167,600 SH   SOLE 3 167,600 0 0
Washington Post 'B'ComStk USD1 COM 939640108 145,131 300 SH   SOLE 3 300 0 0
WashingtonBanking Co ComStkNPV COM 937303105 18,460 1,300 SH   SOLE 2 1,300 0 0
WashingtonBanking Co ComStkNPV COM 937303105 186,020 13,100 SH   SOLE 3 13,100 0 0
WashingtonTrustBancCSUSD0.0625 COM 940610108 11,408 400 SH   SOLE 2 400 0 0
WashingtonTrustBancCSUSD0.0625 COM 940610108 71,300 2,500 SH   SOLE 3 2,500 0 0
Waste Management ComStkUSD0.01 COM 94106L109 246,658 6,116 SH   SOLE 3 6,116 0 0
Waste Management ComStkUSD0.01 COM 94106L109 816,683 20,250 SH   SOLE 7 20,250 0 0
WasteConnections ComStkUSD0.01 COM 941053100 51,802,583 1,259,178 SH   SOLE 1 1,259,178 0 0
Waters Corp Common Stk USD0.01 COM 941848103 801,200 8,008 SH   SOLE 2 8,008 0 0
Waters Corp Common Stk USD0.01 COM 941848103 6,423,210 64,200 SH   SOLE 3 64,200 0 0
Waters Corp Common Stk USD0.01 COM 941848103 1,400,700 14,000 SH   SOLE 7 14,000 0 0
WD-40 Company Com Stk USD0.001 COM 929236107 168,888 3,100 SH   SOLE 3 3,100 0 0
Websense Inc Com Stk USD0.01 COM 947684106 27,192 1,100 SH   SOLE 3 1,100 0 0
Weis Markets Common Stock NPV COM 948849104 288,448 6,400 SH   SOLE 2 6,400 0 0
Weis Markets Common Stock NPV COM 948849104 319,997 7,100 SH   SOLE 3 7,100 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 793,848 9,700 SH   SOLE 2 9,700 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 10,017,216 122,400 SH   SOLE 3 122,400 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 245,520 3,000 SH   SOLE 7 3,000 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 55,597,458 1,347,164 SH   SOLE 1 1,347,164 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 11,789,683 285,672 SH   SOLE 2 285,672 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 102,026,208 2,472,164 SH   SOLE 3 2,472,164 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 3,512,077 85,100 SH   SOLE 4 85,100 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 655,368 15,880 SH   SOLE 7 15,880 0 0
WesBanco Inc Com Stk USD2.0833 COM 950810101 103,077 3,900 SH   SOLE 3 3,900 0 0
West Pharmaceut.ComStk USD0.25 COM 955306105 11,674,331 166,159 SH   SOLE 1 166,159 0 0
Westamerica Bancorp CommStkNPV COM 957090103 150,777 3,300 SH   SOLE 2 3,300 0 0
Westamerica Bancorp CommStkNPV COM 957090103 1,855,014 40,600 SH   SOLE 3 40,600 0 0
Westell Tech.'A'ComStk USD0.01 COM 957541105 4,431 1,854 SH   SOLE 3 1,854 0 0
Western Digital ComStk USD0.01 COM 958102105 4,600,869 74,100 SH   SOLE 2 74,100 0 0
Western Digital ComStk USD0.01 COM 958102105 54,345,701 875,273 SH   SOLE 3 875,273 0 0
Western Refining ComStkUSD0.01 COM 959319104 1,150,870 41,000 SH   SOLE 2 41,000 0 0
Western Refining ComStkUSD0.01 COM 959319104 17,676,718 629,737 SH   SOLE 3 629,737 0 0
Western Union Co.CmStk USD0.01 COM 959802109 2,575,055 150,500 SH   SOLE 2 150,500 0 0
Western Union Co.CmStk USD0.01 COM 959802109 21,695,480 1,268,000 SH   SOLE 3 1,268,000 0 0
WestlakeChemical CmStk USD0.01 COM 960413102 38,564 400 SH   SOLE 2 400 0 0
WestlakeChemical CmStk USD0.01 COM 960413102 125,333 1,300 SH   SOLE 3 1,300 0 0
Westwood Hldgs Com Stk USD0.01 COM 961765104 12,876 300 SH   SOLE 3 300 0 0
Weyerhaeuser Co REIT USD1.25 REIT 962166104 12,428,193 436,230 SH   SOLE 2 436,230 0 0
Weyerhaeuser Co REIT USD1.25 REIT 962166104 10,659,249 374,140 SH   SOLE 3 374,140 0 0
WhiteWave Foods B CS USD0.01 COM 966244204 10,351,580 681,025 SH   SOLE 1 681,025 0 0
WhiteWave Foods Co A CSUSD0.01 COM 966244105 11,799,320 726,112 SH   SOLE 1 726,112 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 11,261,281 280,900 SH   SOLE 1 280,900 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 292,657 7,300 SH   SOLE 2 7,300 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 2,458,118 61,315 SH   SOLE 3 61,315 0 0
Williams Cos Common Stock USD1 COM 969457100 884,093 27,228 SH   SOLE 2 27,228 0 0
Williams Cos Common Stock USD1 COM 969457100 2,866,452 88,280 SH   SOLE 3 88,280 0 0
Williams-Sonoma ComStk USD0.01 COM 969904101 843,939 15,100 SH   SOLE 2 15,100 0 0
Williams-Sonoma ComStk USD0.01 COM 969904101 10,742,058 192,200 SH   SOLE 3 192,200 0 0
Willis Grp HldgsOrdUSD0.000115 COM G96666105 21,729,990 532,859 SH   SOLE 1 532,859 0 0
Willis Grp HldgsOrdUSD0.000115 COM G96666105 249,410 6,116 SH   SOLE 3 6,116 0 0
Wilshire Bancorp Com Stock NPV COM 97186T108 131,076 19,800 SH   SOLE 2 19,800 0 0
Wilshire Bancorp Com Stock NPV COM 97186T108 1,559,672 235,600 SH   SOLE 3 235,600 0 0
Windstream Corp Com Stock NPV COM 97381W104 695,087 90,154 SH   SOLE 3 90,154 0 0
Winmark Corporation ComStk NPV COM 974250102 32,435 500 SH   SOLE 2 500 0 0
Winmark Corporation ComStk NPV COM 974250102 285,428 4,400 SH   SOLE 3 4,400 0 0
Wintrust Financial Cp CmStkNPV COM 97650W108 26,796 700 SH   SOLE 3 700 0 0
Wipro ADR (Each Repr1Ord INR2) ADR 97651M109 1,410,864 193,800 SH   SOLE 2 193,800 0 0
Wipro ADR (Each Repr1Ord INR2) ADR 97651M109 1,243,424 170,800 SH   SOLE 3 170,800 0 0
WISDOMTREE JAPAN HEDGED EQ ETF 97717W851 4,912,881 107,715 SH   SOLE 7 107,715 0 0
World Acceptance Com Stk NPV COM 981419104 1,208,466 13,900 SH   SOLE 2 13,900 0 0
World Acceptance Com Stk NPV COM 981419104 16,655,704 191,577 SH   SOLE 3 191,577 0 0
World Wresting Com Stk USD0.01 COM 98156Q108 8,248 800 SH   SOLE 3 800 0 0
WPP PLC SpnADR(EachRep5Ord10p) ADR 92937A102 18,786 220 SH   SOLE 3 220 0 0
WPX Energy Inc Common Stk USD1 COM 98212B103 23,934,326 1,263,692 SH   SOLE 3 1,263,692 0 0
Wright Medical Com Stk USD0.01 COM 98235T107 7,606,142 290,200 SH   SOLE 1 290,200 0 0
WusconsinEner.Crp CmStkUSD0.01 COM 976657106 217,247 5,300 SH   SOLE 2 5,300 0 0
WusconsinEner.Crp CmStkUSD0.01 COM 976657106 233,930 5,707 SH   SOLE 3 5,707 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 2,144,100 102,100 SH   SOLE 2 102,100 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 2,448,600 116,600 SH   SOLE 3 116,600 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 28,046,760 1,335,560 SH   SOLE 4 1,335,560 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 95,621,505 4,553,405 SH   SOLE 6 4,553,405 0 0
Xcel Energy Common Stk USD2.50 COM 98389B100 247,493 8,733 SH   SOLE 3 8,733 0 0
Xerox Corp Common Stock USD1 COM 984121103 871,627 96,100 SH   SOLE 2 96,100 0 0
Xerox Corp Common Stock USD1 COM 984121103 6,938,550 765,000 SH   SOLE 3 765,000 0 0
Xilinx Inc Common Stk USD0.01 COM 983919101 2,364,717 59,700 SH   SOLE 2 59,700 0 0
Xilinx Inc Common Stk USD0.01 COM 983919101 18,026,511 455,100 SH   SOLE 3 455,100 0 0
XL Group PLC Com Stk USD0.01 COM G98290102 839,864 27,700 SH   SOLE 2 27,700 0 0
XL Group PLC Com Stk USD0.01 COM G98290102 6,339,912 209,100 SH   SOLE 3 209,100 0 0
Xyratex Limited ComStk USD0.01 COM G98268108 201,200 20,000 SH   SOLE 2 20,000 0 0
Xyratex Limited ComStk USD0.01 COM G98268108 3,215,176 319,600 SH   SOLE 3 319,600 0 0
Yamana Gold Inc Common NPV COM 98462Y100 1,622,940 170,700 SH   SOLE 3 170,700 0 0
YamanaGold Inc Com NPV(USList) COM 98462Y100 12,713,358 1,336,841 SH   SOLE 1 1,336,841 0 0
YamanaGold Inc Com NPV(USList) COM 98462Y100 6,731,501 707,834 SH   SOLE 3 707,834 0 0
Yandex NV Class A USD0.01 COM N97284108 15,259,759 551,890 SH   SOLE 2 551,890 0 0
Yandex NV Class A USD0.01 COM N97284108 68,403,943 2,473,922 SH   SOLE 3 2,473,922 0 0
Yum Brands Inc Common Stk NPV COM 988498101 13,920,560 200,758 SH   SOLE 1 200,758 0 0
Yum Brands Inc Common Stk NPV COM 988498101 8,183,854 118,025 SH   SOLE 2 118,025 0 0
Yum Brands Inc Common Stk NPV COM 988498101 111,959,900 1,614,651 SH   SOLE 3 1,614,651 0 0
Yum Brands Inc Common Stk NPV COM 988498101 1,467,234 21,160 SH   SOLE 4 21,160 0 0
Yum Brands Inc Common Stk NPV COM 988498101 2,010,860 29,000 SH   SOLE 5 29,000 0 0
Yum Brands Inc Common Stk NPV COM 988498101 384,837 5,550 SH   SOLE 7 5,550 0 0
Zagg Inc Common Stock USD0.001 COM 98884U108 47,615 8,900 SH   SOLE 2 8,900 0 0
Zagg Inc Common Stock USD0.001 COM 98884U108 1,367,460 255,600 SH   SOLE 3 255,600 0 0
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 19,960,680 459,500 SH   SOLE 1 459,500 0 0
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 330,144 7,600 SH   SOLE 2 7,600 0 0
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 6,946,056 159,900 SH   SOLE 3 159,900 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 25,464,087 339,793 SH   SOLE 1 339,793 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 5,170,860 69,000 SH   SOLE 2 69,000 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 82,560,199 1,101,684 SH   SOLE 3 1,101,684 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 2,322,391 30,990 SH   SOLE 4 30,990 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 1,648,680 22,000 SH   SOLE 5 22,000 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 223,246 2,979 SH   SOLE 7 2,979 0 0
Zions Bancorp Common Stock NPV COM 989701107 9,641,928 333,400 SH   SOLE 1 333,400 0 0
Zions Bancorp Common Stock NPV COM 989701107 2,889,108 99,900 SH   SOLE 3 99,900 0 0
Zix Corporation ComStk USD0.01 COM 98974P100 52,029 12,300 SH   SOLE 3 12,300 0 0
Zoetis Inc CommonStock USD0.01 COM 98978V103 796,653 25,790 SH   SOLE 4 25,790 0 0
Zumiez Inc Common Stock NPV COM 989817101 439,875 15,300 SH   SOLE 3 15,300 0 0