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
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 340 30,000 SH   OTR 3 30,000 0 0
3D SYSTEMS CORP COM 88554D205 527 12,000 SH   OTR 3 12,000 0 0
3M CO COM 88579Y101 26,935 246,287 SH   OTR 3 246,287 0 0
3M Company Common USD0.01 COM 88579Y101 11,678 106,788 SH   OTR 1 106,788 0 0
3M Company Common USD0.01 COM 88579Y101 9,489 87,388 SH   OTR 1 87,388 0 0
A.F.P. Provida SA - Spons. ADR SPONSORED ADR 00709P108 1,431 16,772 SH   OTR 1 16,772 0 0
Aaron's Inc. Common USD0.50 COM 002535300 224 8,000 SH   OTR 1 8,000 0 0
ABBOTT LABORATORIES COM 002824100 8,117 232,530 SH   OTR 3 232,530 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 1,131 25,000 SH   OTR 3 25,000 0 0
ACADIA REALTY TRUST COM 004239109 219 8,850 SH   OTR 3 8,850 0 0
Accenture Plc-Cl A Com. USD0.02 CL A G1151C101 10,297 143,110 SH   OTR 1 143,110 0 0
ACCENTURE PLC-CL A CL A G1151C101 5,681 78,295 SH   OTR 3 78,295 0 0
ACTAVIS INC COM 00507K103 271 2,145 SH   OTR 3 2,145 0 0
ACTIVISION BLIZZARD INC COM 00507V109 93 6,500 SH   OTR 3 6,500 0 0
ADOBE SYSTEMS INC COM 00724F101 7,509 164,822 SH   OTR 3 164,822 0 0
Adobe Systems Inc. Common USD0.000 COM 00724F101 13,159 288,792 SH   OTR 1 288,792 0 0
Adobe Systems Inc. Common USD0.000 COM 00724F101 474 10,400 SH   OTR 1 10,400 0 0
ADT Corp Com. USD 0.01 COM 00101J106 199 5,000 SH   OTR 1 5,000 0 0
ADT CORP/THE COM 00101J106 3,035 76,163 SH   OTR 3 76,163 0 0
ADTRAN INC COM 00738A106 14 550 SH   OTR 3 550 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 106 1,300 SH   OTR 3 1,300 0 0
AES CORP COM 00130H105 724 60,400 SH   OTR 3 60,400 0 0
AETNA INC COM 00817Y108 3,593 56,544 SH   OTR 3 56,544 0 0
AFFILIATED MANAGERS GROUP COM 008252108 173 1,058 SH   OTR 3 1,058 0 0
AFLAC INC COM 001055102 2,836 48,800 SH   OTR 3 48,800 0 0
AGCO CORP COM 001084102 1,275 25,400 SH   OTR 3 25,400 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,643 85,200 SH   OTR 3 85,200 0 0
Agrium Inc Com. NPV COM 008916108 126 1,448 SH   OTR 1 1,448 0 0
Agrium Inc Com. NPV COM 008916108 7,071 77,907 SH   OTR 1 77,907 0 0
AIR METHODS CORP COM 009128307 918 27,100 SH   OTR 3 27,100 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,685 18,400 SH   OTR 3 18,400 0 0
AIRGAS INC COM 009363102 592 6,200 SH   OTR 3 6,200 0 0
AK STEEL 5% 11/15/19 NOTE 5.000% 11/1 001546AP5 1,080 1,250,000 PRN   OTR 4 1,250,000 0 0
Akamai Technologies Inc Com. USD 0 COM 00971T101 4,022 94,508 SH   OTR 1 94,508 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,884 44,279 SH   OTR 3 44,279 0 0
ALCOA INC COM 013817101 7,840 1,002,580 SH   OTR 3 1,002,580 0 0
Alcoa Inc. Common USD1.00 COM 013817101 6,836 874,212 SH   OTR 1 874,212 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 896 13,640 SH   OTR 3 13,640 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,480 70,250 SH   OTR 3 70,250 0 0
ALLEGHANY CORP COM 017175100 115 300 SH   OTR 3 300 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,263 48,000 SH   OTR 3 48,000 0 0
ALLERGAN INC COM 018490102 4,862 57,720 SH   OTR 3 57,720 0 0
Allergan Inc/United States Com.US COM 018490102 272 3,226 SH   OTR 1 3,226 0 0
Alliancebernstein Holding LP Com. COM 01881G106 167 8,000 SH   OTR 1 8,000 0 0
ALLSTATE CORP COM 020002101 3,123 64,900 SH   OTR 3 64,900 0 0
Altera Corp Com. USD 0.001 COM 021441100 4,387 133,000 SH   OTR 1 133,000 0 0
ALTERA CORP COM 021441100 825 25,000 SH   OTR 3 25,000 0 0
ALTRIA GROUP INC COM 02209S103 8,328 238,025 SH   OTR 3 238,025 0 0
AMAZON.COM INC COM 023135106 9,805 35,309 SH   OTR 3 35,309 0 0
Amazon.Com Inc. Com. USD00.01 COM 023135106 9,719 35,000 SH   OTR 1 35,000 0 0
AMC Networks Inc. A W/I Com. NPV COM 00164V103 412 6,300 SH   OTR 1 6,300 0 0
AMEDISYS INC COM 023436108 813 70,000 SH   OTR 3 70,000 0 0
AMEREN CORPORATION COM 023608102 148 4,300 SH   OTR 3 4,300 0 0
AMERICA MOVIL-ADR SERIES L SPON ADR L SHS 02364W105 681 31,300 SH   OTR 3 31,300 0 0
America Movil-ADR SL NPV(1 Rep 20 SPON ADR L SHS 02364W105 1,087 50,000 SH   OTR 3 50,000 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 745 18,329 SH   OTR 3 18,329 0 0
AMERICAN ELECTRIC POWER COM 025537101 1,948 43,500 SH   OTR 3 43,500 0 0
AMERICAN EXPRESS CO COM 025816109 20,198 270,168 SH   OTR 3 270,168 0 0
American Express Company Common US COM 025816109 1,346 18,000 SH   OTR 1 18,000 0 0
American International Group Com. COM 026874784 2,769 61,942 SH   OTR 1 61,942 0 0
American International Group Com. COM 026874784 1,727 38,632 SH   OTR 4 38,632 0 0
American International Group Com. COM 026874784 11,053 247,275 SH   OTR 3 247,275 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 2,720 33,633 SH   OTR 3 33,633 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,607 64,614 SH   OTR 3 64,614 0 0
AMETEK INC COM 031100100 177 4,175 SH   OTR 3 4,175 0 0
AMETEK Incorporated Common USD 0.01 COM 031100100 144 3,400 SH   OTR 1 3,400 0 0
AMGEN INC COM 031162100 14,983 151,861 SH   OTR 3 151,861 0 0
Amgen Incorporated Common USD00 COM 031162100 13,270 134,535 SH   OTR 1 134,535 0 0
AMPHENOL CORP-CL A CL A 032095101 690 8,743 SH   OTR 3 8,743 0 0
ANADARKO PETROLEUM CORP COM 032511107 7,625 88,740 SH   OTR 3 88,740 0 0
Anadarko Petroleum Corp. Common US COM 032511107 172 2,000 SH   OTR 1 2,000 0 0
ANALOG DEVICES INC COM 032654105 1,371 30,437 SH   OTR 3 30,437 0 0
Angie's List Inc Com. USD 01 COM 034754101 27 1,000 SH   OTR 1 1,000 0 0
ANGIODYNAMICS INC COM 03475V101 226 20,000 SH   OTR 3 20,000 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 500 35,000 SH   OTR 3 35,000 0 0
Anheuser-Busch Inbev Spn ADR (1Re SPONSORED ADR 03524A108 632 7,000 SH   OTR 1 7,000 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 202 16,100 SH   OTR 3 16,100 0 0
ANSYS INC COM 03662Q105 459 6,276 SH   OTR 3 6,276 0 0
AO Smith Corp Com. USD 1.0 COM 831865209 251 6,918 SH   OTR 1 6,918 0 0
APACHE CORP COM 037411105 6,105 72,827 SH   OTR 3 72,827 0 0
Apache Corporation Common USD0.625 COM 037411105 1,267 15,110 SH   OTR 1 15,110 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 952 31,705 SH   OTR 3 31,705 0 0
APOLLO GROUP INC-CL A CL A 037604105 1,090 61,520 SH   OTR 3 61,520 0 0
APPLE INC COM 037833100 53,797 135,825 SH   OTR 3 135,825 0 0
Apple Inc. Com. NPV COM 037833100 1,217 3,070 SH   OTR 1 3,070 0 0
APPLIED MATERIALS INC COM 038222105 3,034 203,473 SH   OTR 3 203,473 0 0
ARCELORMITTAL-NY REGISTERED COM 03938L104 806 71,933 SH   OTR 3 71,933 0 0
Arcelormittal 6% Cv. 15-01-2016 MAND CV NT 16 L0302D178 657 33,720 SH   OTR 1 33,720 0 0
Arcelormittal 6% Cv. 15-01-2016 MAND CV NT 16 L0302D178 86 4,400 SH   OTR 1 4,400 0 0
Arcelormittal 6% Cv. 15-01-2016 MAND CV NT 16 L0302D178 8,178 435,600 SH   OTR 1 435,600 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 2,422 71,428 SH   OTR 3 71,428 0 0
Armstrong World Industries Inc Com COM 04247X102 1,581 33,077 SH   OTR 1 33,077 0 0
Aruba Networks Inc. Common USD COM 043176106 3,693 240,495 SH   OTR 1 240,495 0 0
ASHLAND INC COM 044209104 2,906 34,800 SH   OTR 3 34,800 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,647 57,200 SH   OTR 3 57,200 0 0
ASSURANT INC COM 04621X108 76 1,500 SH   OTR 3 1,500 0 0
ASSURANT INC COM 04621X108 594 11,671 SH   OTR 4 11,671 0 0
AT&T INC COM 00206R102 24,894 703,206 SH   OTR 3 703,206 0 0
AUTODESK INC COM 052769106 750 22,100 SH   OTR 3 22,100 0 0
Autodesk Inc. Common USD00.01 COM 052769106 1,277 37,627 SH   OTR 1 37,627 0 0
Autodesk Inc. Common USD00.01 COM 052769106 6,652 184,173 SH   OTR 1 184,173 0 0
AUTOLIV INC COM 052800109 129 1,667 SH   OTR 3 1,667 0 0
AUTOMATIC DATA PROCESSING COM 053015103 4,702 68,290 SH   OTR 3 68,290 0 0
AutoNation Incorporated Common USD COM 05329W102 130 3,000 SH   OTR 1 3,000 0 0
AUTOZONE INC COM 053332102 1,221 2,883 SH   OTR 3 2,883 0 0
AutoZone Incorporated Common USD0. COM 053332102 958 2,260 SH   OTR 1 2,260 0 0
AutoZone Incorporated Common USD0. COM 053332102 11,863 28,000 SH   OTR 1 28,000 0 0
AVALONBAY COMMUNITIES INC COM 053484101 3,639 26,973 SH   OTR 3 26,973 0 0
AVERY DENNISON CORP COM 053611109 60 1,400 SH   OTR 3 1,400 0 0
AVNET INC COM 053807103 67 2,000 SH   OTR 3 2,000 0 0
AVON PRODUCTS INC COM 054303102 164 7,800 SH   OTR 3 7,800 0 0
B/E AEROSPACE INC COM 073302101 1,773 28,100 SH   OTR 3 28,100 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 3,532 37,360 SH   OTR 3 37,360 0 0
BAKER HUGHES INC COM 057224107 8,387 181,802 SH   OTR 3 181,802 0 0
BALL CORP COM 058498106 104 2,500 SH   OTR 3 2,500 0 0
BANCO BRADESCO-ADR SP ADR PFD NEW 059460303 1,361 104,636 SH   OTR 3 104,636 0 0
Banco Macro SA ADR (1 rep.10 ord SPON ADR B 05961W105 718 50,000 SH   OTR 3 50,000 0 0
BANCO SANTANDER-CHILE-ADR SP ADR REP COM 05965X109 1,540 63,000 SH   OTR 3 63,000 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 8,131 289,867 SH   OTR 3 289,867 0 0
Bank of NY Mellon Corp. COM. USD0. COM 064058100 897 32,000 SH   OTR 1 32,000 0 0
Barrick Gold Corp Com. NP COM 067901108 1,215 77,165 SH   OTR 1 77,165 0 0
BAXTER INTERNATIONAL INC COM 071813109 9,245 133,463 SH   OTR 3 133,463 0 0
Baxter International Inc. Common U COM 071813109 11,611 167,610 SH   OTR 1 167,610 0 0
BB&T CORP COM 054937107 2,422 71,500 SH   OTR 3 71,500 0 0
BEAM INC COM 073730103 2,430 38,500 SH   OTR 3 38,500 0 0
Beam Inc. Common USD3.125 COM 073730103 347 5,500 SH   OTR 1 5,500 0 0
Becton Dickinson & Co. Common USD1 COM 075887109 8,748 88,520 SH   OTR 1 88,520 0 0
Becton Dickinson & Co. Common USD1 COM 075887109 445 4,500 SH   OTR 1 4,500 0 0
BECTON DICKINSON AND CO COM 075887109 17,140 173,429 SH   OTR 3 173,429 0 0
BED BATH & BEYOND INC COM 075896100 13,172 185,779 SH   OTR 3 185,779 0 0
BERKSHIRE HATHAWAY INC-CL A CL A 084670108 1,349 8 SH   OTR 3 8 0 0
BERKSHIRE HATHAWAY INC-CL B CL B 084670702 25,348 226,482 SH   OTR 3 226,482 0 0
BEST BUY CO INC COM 086516101 432 15,800 SH   OTR 3 15,800 0 0
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 751 13,020 SH   OTR 3 13,020 0 0
Biglari Holdings Inc. Com. USD 0.5 COM 08986R101 205 500 SH   OTR 1 500 0 0
BIOGEN IDEC INC COM 09062X103 5,906 27,446 SH   OTR 3 27,446 0 0
Biogen Idec Inc. Common USD0.05 COM 09062X103 654 3,040 SH   OTR 1 3,040 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,382 78,536 SH   OTR 3 78,536 0 0
BIOMED REALTY TRUST INC COM 09063H107 690 34,100 SH   OTR 3 34,100 0 0
BLACKROCK INC COM 09247X101 5,724 22,284 SH   OTR 3 22,284 0 0
Bloomin' Brands Inc Com. USD 00.01 COM 094235108 1,789 71,920 SH   OTR 1 71,920 0 0
BOEING CO/THE COM 097023105 7,693 75,097 SH   OTR 3 75,097 0 0
BORGWARNER INC COM 099724106 1,629 18,906 SH   OTR 3 18,906 0 0
BorgWarner Inc. Com. USD 0.01 COM 099724106 144 1,668 SH   OTR 1 1,668 0 0
BorgWarner Inc. Com. USD 0.01 COM 099724106 11,634 146,436 SH   OTR 1 146,436 0 0
BOSTON PROPERTIES INC COM 101121101 3,629 34,410 SH   OTR 3 34,410 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,809 302,980 SH   OTR 3 302,980 0 0
Boston Scientific Corp. Common USD COM 101137107 9,277 1,000,181 SH   OTR 1 1,000,181 0 0
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 1,191 47,100 SH   OTR 3 47,100 0 0
Boyd Gaming Corporation Common USD COM 103304101 226 20,000 SH   OTR 1 20,000 0 0
BP PLC-SPONS ADR SPONSORED ADR 055622104 1,521 36,431 SH   OTR 3 36,431 0 0
BRANDYWINE REALTY TRUST COM 105368203 392 29,000 SH   OTR 3 29,000 0 0
BRASKEM SA-SPON ADR SP ADR PFD A 105532105 469 31,500 SH   OTR 3 31,500 0 0
BRE PROPERTIES INC COM 05564E106 860 17,200 SH   OTR 3 17,200 0 0
BRF SA-ADR SPONSORED ADR 10552T107 326 15,000 SH   OTR 3 15,000 0 0
Brink's Co./The Com. USD1 COM 109696104 510 20,000 SH   OTR 1 20,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 8,740 195,580 SH   OTR 3 195,580 0 0
Bristol-Myers Squibb Co. Common US COM 110122108 985 22,040 SH   OTR 1 22,040 0 0
BROADCOM CORP-CL A CL A 111320107 2,957 87,600 SH   OTR 3 87,600 0 0
BROADRIDGE FINANCIAL SOLUTION COM 11133T103 412 15,500 SH   OTR 3 15,500 0 0
BRUKER CORP COM 116794108 1,799 111,400 SH   OTR 3 111,400 0 0
BRUNSWICK CORP COM 117043109 1,406 44,000 SH   OTR 3 44,000 0 0
Buffalo Wild Wings Inc Com. NPV COM 119848109 373 3,800 SH   OTR 1 3,800 0 0
BUNGE LTD COM G16962105 545 7,700 SH   OTR 3 7,700 0 0
Bunge Ltd. Common USD0.01 COM G16962105 2,117 29,910 SH   OTR 1 29,910 0 0
Burger King Worldwide Inc Com. NPV COM 121220107 1,386 71,015 SH   OTR 1 71,015 0 0
BURGER KING WORLDWIDE INC COM 121220107 3,122 160,000 SH   OTR 3 160,000 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 1,824 32,401 SH   OTR 3 32,401 0 0
CA INC COM 12673P105 7,295 254,800 SH   OTR 3 254,800 0 0
CABLEVISION SYSTEMS-NY GR P-A CL A NY CABLVS 12686C109 47 2,800 SH   OTR 3 2,800 0 0
Cablevision Systems Corp. Class A CL A NY CABLVS 12686C109 706 42,000 SH   OTR 1 42,000 0 0
CABOT OIL & GAS CORP COM 127097103 952 13,400 SH   OTR 3 13,400 0 0
Cabot Oil & Gas Corp. Com. USD 0.1 COM 127097103 788 11,100 SH   OTR 1 11,100 0 0
CACI INTERNATIONAL INC -CLA CL A 127190304 1,397 22,000 SH   OTR 3 22,000 0 0
Cadence Design Systems Inc. Com. U COM 127387108 2,544 175,610 SH   OTR 1 175,610 0 0
CALPINE CORP COM 131347304 122 5,738 SH   OTR 3 5,738 0 0
CAMDEN PROPERTY TRUST COM 133131102 1,363 19,718 SH   OTR 3 19,718 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 303 4,952 SH   OTR 3 4,952 0 0
CAMPBELL SOUP CO COM 134429109 1,559 34,800 SH   OTR 3 34,800 0 0
Canterbury Park Hdgs. Corp. Com. U COM 13811E101 39 4,000 SH   OTR 1 4,000 0 0
CAPITAL ONE FINANCIAL COR COM 14040H105 4,445 70,775 SH   OTR 3 70,775 0 0
CAPSTONE TURBINE CORP COM 14067D102 638 545,156 SH   OTR 3 545,156 0 0
CARDINAL HEALTH INC COM 14149Y108 2,856 60,502 SH   OTR 3 60,502 0 0
CAREFUSION CORP COM 14170T101 131 3,550 SH   OTR 3 3,550 0 0
Carefusion Corp. Common USD 0.0 COM 14170T101 11,056 300,000 SH   OTR 1 300,000 0 0
CARLISLE COS INC COM 142339100 1,265 20,300 SH   OTR 3 20,300 0 0
CARMAX INC COM 143130102 1,112 24,100 SH   OTR 3 24,100 0 0
CARNIVAL CORP COM 143658300 3,450 100,600 SH   OTR 3 100,600 0 0
Catamaran Corp Com. NPV COM 148887102 2,114 43,354 SH   OTR 1 43,354 0 0
CATERPILLAR INC COM 149123101 10,146 122,999 SH   OTR 3 122,999 0 0
CAVIUM INC COM 14964U108 1,514 42,800 SH   OTR 3 42,800 0 0
CBRE GROUP INC - A CL A 12504L109 5,716 244,685 SH   OTR 3 244,685 0 0
CBS CORP-CLASS B NON VOTING CL B 124857202 3,412 69,814 SH   OTR 3 69,814 0 0
CEDAR REALTY TRUST INC COM 150602209 69 13,300 SH   OTR 3 13,300 0 0
CELANESE CORP-SERIES A COM SER A 150870103 116 2,600 SH   OTR 3 2,600 0 0
CELGENE CORP COM 151020104 13,095 112,010 SH   OTR 3 112,010 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 125 11,800 SH   OTR 3 11,800 0 0
Cemex SAB - Spons. ADR Part. Cer. SPON ADR NEW 151290889 1,269 120,000 SH   OTR 3 120,000 0 0
Cemex SAB - Spons. ADR Part. Cer. SPON ADR NEW 151290889 1,432 135,448 SH   OTR 1 135,448 0 0
Cemex SAB 4.875% 03/15/15 NOTE 4.875% 3/15/15 151290AV5 2,405 2,062,000 PRN   OTR 4 2,062,000 0 0
CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 2,056 229,159 SH   OTR 3 229,159 0 0
CENTERPOINT ENERGY INC COM 15189T107 155 6,600 SH   OTR 3 6,600 0 0
CENTURYLINK INC COM 156700106 2,483 70,227 SH   OTR 3 70,227 0 0
CEPHEID INC COM 15670R107 2,867 83,300 SH   OTR 3 83,300 0 0
CERNER CORP COM 156782104 7,292 75,850 SH   OTR 3 75,850 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 189 1,100 SH   OTR 3 1,100 0 0
CHART INDUSTRIES INC COM 16115Q308 941 10,000 SH   OTR 3 10,000 0 0
CHARTER COMMUNICATION-A CL A 16117M305 133 1,071 SH   OTR 3 1,071 0 0
Check Point Software Technologies ORD M22465104 488 9,826 SH   OTR 2 9,826 0 0
CHENIERE ENERGY INC COM 16411R208 86 3,100 SH   OTR 3 3,100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 615 30,200 SH   OTR 3 30,200 0 0
CHESAPEAKE ENERGY CORP 2.75% 11/15/35 NOTE 2.7500% 11/1 165167BW6 4,021 4,000,000 PRN   OTR 4 4,000,000 0 0
CHEVRON CORP COM 166764100 34,836 294,357 SH   OTR 3 294,357 0 0
CHICAGO BRIDGE & IRON CO NV NY REGISTRY SH 167250109 662 11,100 SH   OTR 3 11,100 0 0
Chicago Bridge & Iron Co. NV(NY S COM 167250109 7,835 130,098 SH   OTR 1 130,098 0 0
CHINA LIFE INSURANCE CO-A DR SPON ADR REP H 16939P106 530 15,200 SH   OTR 3 15,200 0 0
China Life Insurance Co. ADR(1 RE SPON ADR REP H 16939P106 260 7,450 SH   OTR 1 7,450 0 0
China Mobile HK Spon ADR (1 Rep 5 SPONSORED ADR 16941M109 492 9,500 SH   OTR 1 9,500 0 0
CHINA PETROLEUM & CHEM-ADR SPON ADR H SHS 16941R108 64 700 SH   OTR 3 700 0 0
China Petroleum & Chemical ADR (1 SPON ADR H SHS 16941R108 915 10,000 SH   OTR 3 10,000 0 0
CHINA TELECOM CORP LTD-ADR SPON ADR H SHS 169426103 589 12,400 SH   OTR 3 12,400 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 574 1,575 SH   OTR 3 1,575 0 0
Christopher & Banks Corp. Common U COM 171046105 506 75,000 SH   OTR 1 75,000 0 0
CHUBB CORP COM 171232101 2,141 25,294 SH   OTR 3 25,294 0 0
Chubb Corporation Common USD1.0 COM 171232101 10,158 120,000 SH   OTR 1 120,000 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,951 31,617 SH   OTR 3 31,617 0 0
Church & Dwight Co. Inc. Common US COM 171340102 11,725 190,000 SH   OTR 1 190,000 0 0
Churchill Downs Inc Com. NPV COM 171484108 284 3,604 SH   OTR 1 3,604 0 0
Cia Brasileira De Dis-Sp Prf A DR(1 SPN ADR PFD CLA 20440T201 1,363 30,000 SH   OTR 1 30,000 0 0
CIA BRASILEIRA DE DIS-SP PRF SPN ADR PFD CLA 20440T201 1,035 22,773 SH   OTR 3 22,773 0 0
CIA CERVECERIAS UNIDAS-ADR SPONSORED ADR 204429104 5,874 205,300 SH   OTR 3 205,300 0 0
CIA DE MINAS BUENAVENTUR-ADR SPONSORED ADR 204448104 485 32,875 SH   OTR 3 32,875 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 1,165 111,928 SH   OTR 3 111,928 0 0
Cia Saneamento Basico De-Adr(1 rep SPONSORED ADR 20441A102 175 16,827 SH   OTR 1 16,827 0 0
Cia Saneamento Basico De-Adr(1 rep SPONSORED ADR 20441A102 11,089 920,253 SH   OTR 1 920,253 0 0
CIGNA CORP COM 125509109 709 9,781 SH   OTR 3 9,781 0 0
CIMAREX ENERGY CO COM 171798101 97 1,500 SH   OTR 3 1,500 0 0
CINCINNATI BELL INC COM 171871106 1,337 437,000 SH   OTR 3 437,000 0 0
CINTAS CORP COM 172908105 168 3,700 SH   OTR 3 3,700 0 0
Circor International Inc. Com. USD COM 17273K109 11,302 226,000 SH   OTR 1 226,000 0 0
Circor International Inc. Com. USD COM 17273K109 509 10,000 SH   OTR 1 10,000 0 0
CISCO SYSTEMS INC COM 17275R102 33,758 1,388,666 SH   OTR 3 1,388,666 0 0
Cisco Systems Inc. Common USD00.001 COM 17275R102 5,806 238,570 SH   OTR 1 238,570 0 0
Citigroup Inc Com. USD 0.1 COM 172967424 4,630 96,519 SH   OTR 1 96,519 0 0
CITIGROUP INC COM 172967424 25,555 532,736 SH   OTR 3 532,736 0 0
CITIGROUP INC COM 172967424 43 900 SH   OTR 4 900 0 0
Citrix Systems Inc Com. USD 0.1 COM 177376100 1,359 22,525 SH   OTR 1 22,525 0 0
CITRIX SYSTEMS INC COM 177376100 3,239 53,680 SH   OTR 3 53,680 0 0
CITY NATIONAL CORP COM 178566105 1,622 25,600 SH   OTR 3 25,600 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 408 25,100 SH   OTR 3 25,100 0 0
CLOROX COMPANY COM 189054109 1,023 12,300 SH   OTR 3 12,300 0 0
CME GROUP INC COM 12572Q105 1,164 15,315 SH   OTR 3 15,315 0 0
CMS ENERGY CORP COM 125896100 103 3,773 SH   OTR 3 3,773 0 0
CNOOC LTD-ADR SPONSORED ADR 126132109 494 2,950 SH   OTR 3 2,950 0 0
COACH INC COM 189754104 6,948 121,704 SH   OTR 3 121,704 0 0
Cobalt International Energy Com. U COM 19075F106 2,772 104,322 SH   OTR 1 104,322 0 0
COBALT INTERNATIONAL ENERGY COM 19075F106 1,656 62,343 SH   OTR 3 62,343 0 0
COBALT INTL ENERGY 2.625% 12/01/19 NOTE 2.625% 12/01/19 19075FAA4 4,268 4,000,000 PRN   OTR 4 4,000,000 0 0
COCA-COLA CO/THE COM 191216100 31,403 782,879 SH   OTR 3 782,879 0 0
Coca-Cola Company Common USD0.25 COM 191216100 11,651 290,470 SH   OTR 1 290,470 0 0
Coca-Cola Company Common USD0.25 COM 191216100 401 10,000 SH   OTR 1 10,000 0 0
COCA-COLA ENTERPRISES COM 19122T109 1,568 44,600 SH   OTR 3 44,600 0 0
COCA-COLA FEMSA SAB-SP ADR SPON ADR REP L 191241108 84 600 SH   OTR 3 600 0 0
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Cohen & Steers Inc. Com. USD0.1 COM 19247A100 238 7,000 SH   OTR 1 7,000 0 0
COLFAX CORP COM 194014106 2,017 38,700 SH   OTR 3 38,700 0 0
COLGATE-PALMOLIVE CO COM 194162103 5,730 100,026 SH   OTR 3 100,026 0 0
Colgate-Palmolive Co. Common USD1. COM 194162103 5,661 98,810 SH   OTR 1 98,810 0 0
COLONIAL PROPERTIES TRUST COM 195872106 489 20,260 SH   OTR 3 20,260 0 0
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COMCAST CORP-SPECIAL CL A CL A 20030N200 628 15,828 SH   OTR 3 15,828 0 0
COMMONWEALTH REIT SOM SH BEN INT 203233101 528 22,850 SH   OTR 3 22,850 0 0
COMPANHIA DE BEBIDAS-PRF ADR SPON ADR PFD 20441W203 4,613 123,500 SH   OTR 3 123,500 0 0
COMPUTER SCIENCES CORP COM 205363104 123 2,800 SH   OTR 3 2,800 0 0
COMPUWARE CORP COM 205638109 331 32,000 SH   OTR 3 32,000 0 0
CONAGRA FOODS INC COM 205887102 933 26,700 SH   OTR 3 26,700 0 0
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Concur Technologies Inc. Com. USD0 COM 206708109 2,320 28,500 SH   OTR 1 28,500 0 0
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CONOCOPHILLIPS COM 20825C104 14,297 236,308 SH   OTR 3 236,308 0 0
CONSOL ENERGY INC COM 20854P109 1,222 45,100 SH   OTR 3 45,100 0 0
Consolidated Tomoka Land Common US COM 210226106 229 6,000 SH   OTR 1 6,000 0 0
CONSTELLATION BRANDS INC-A CL A 21036P108 1,182 22,677 SH   OTR 3 22,677 0 0
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CONTINENTAL RESOURCES INC/OK COM 212015101 678 7,874 SH   OTR 3 7,874 0 0
COPA HOLDINGS SA CL A P31076105 6,758 51,539 SH   OTR 4 51,539 0 0
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CORNING INC COM 219350105 3,167 222,563 SH   OTR 3 222,563 0 0
Corning Incorporated Common USD0.5 COM 219350105 199 14,000 SH   OTR 1 14,000 0 0
CORPORATE OFFICE PROPERTIES COM 22002T108 418 16,400 SH   OTR 3 16,400 0 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 815 24,062 SH   OTR 3 24,062 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,485 31,519 SH   OTR 3 31,519 0 0
COTY INC-CL A CL A 222070203 258 15,000 SH   OTR 3 15,000 0 0
Coty Inc Com. USD 0.01 COM 222070203 1,508 87,777 SH   OTR 1 87,777 0 0
COVANCE INC COM 222816100 457 6,000 SH   OTR 3 6,000 0 0
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Crane Company Common USD10 COM 224399105 419 7,000 SH   OTR 1 7,000 0 0
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CREE INC COM 225447101 1,098 17,200 SH   OTR 3 17,200 0 0
CROWN CASTLE INTL CORP COM 228227104 369 5,099 SH   OTR 3 5,099 0 0
CROWN HOLDINGS INC COM 228368106 99 2,400 SH   OTR 3 2,400 0 0
CSX CORP COM 126408103 6,572 283,378 SH   OTR 3 283,378 0 0
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CTS Corporation Common NPV COM 126501105 273 20,000 SH   OTR 1 20,000 0 0
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Cummins Inc. Common USD2.50 COM 231021106 13,872 119,587 SH   OTR 1 119,587 0 0
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DARDEN RESTAURANTS INC COM 237194105 116 2,300 SH   OTR 3 2,300 0 0
DECKERS OUTDOOR CORP COM 243537107 4,546 90,000 SH   OTR 3 90,000 0 0
DEERE & CO COM 244199105 4,423 54,436 SH   OTR 3 54,436 0 0
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Dell Inc Com. USD 0.01 COM 24702R101 10,660 800,000 SH   OTR 1 800,000 0 0
Dell Inc Com. USD 0.01 COM 24702R101 133 10,000 SH   OTR 1 10,000 0 0
DELL INC COM 24702R101 460 34,478 SH   OTR 3 34,478 0 0
DELTA AIR LINES INC COM 247361702 86 4,600 SH   OTR 3 4,600 0 0
Demandware Com. USD0.01 COM 24802Y105 8,044 189,686 SH   OTR 1 189,686 0 0
DENBURY RESOURCES INC COM 247916208 979 56,500 SH   OTR 3 56,500 0 0
DENDREON CORP COM 24823Q107 103 25,000 SH   OTR 3 25,000 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 2,694 65,776 SH   OTR 3 65,776 0 0
DEVON ENERGY CORPORATION COM 25179M103 4,570 88,086 SH   OTR 3 88,086 0 0
Diageo PLC Sponsored ADR SPONSORED ADR 25243Q205 805 7,000 SH   OTR 1 7,000 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 340 36,443 SH   OTR 3 36,443 0 0
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Diebold Incorporated Common USD1.2 COM 253651103 101 3,000 SH   OTR 1 3,000 0 0
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DIRECTV Com. USD 0.01 COM 25490A309 616 10,000 SH   OTR 1 10,000 0 0
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DISCOVER FINANCIAL SERVICES COM 254709108 2,037 42,765 SH   OTR 4 42,765 0 0
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DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 111 1,600 SH   OTR 3 1,600 0 0
DISH NETWORK CORP-A CL A 25470M109 153 3,600 SH   OTR 3 3,600 0 0
DISH Network Corp. Cls. A Com. USD CL A 25470M109 638 15,000 SH   OTR 1 15,000 0 0
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DOVER CORP COM 260003108 6,538 84,193 SH   OTR 3 84,193 0 0
DOW CHEMICAL CO/THE COM 260543103 4,928 153,200 SH   OTR 3 153,200 0 0
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DUKE REALTY CORP COM 264411505 1,161 74,501 SH   OTR 3 74,501 0 0
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Eastman Kodak Co Com. USD 2.5 COM 277461109 9 68,677 SH   OTR 1 68,677 0 0
EATON VANCE CORP COM 278265103 86 2,300 SH   OTR 3 2,300 0 0
EBAY INC COM 278642103 12,550 242,659 SH   OTR 3 242,659 0 0
eBay Incorporated Common USD0.1 COM 278642103 623 12,036 SH   OTR 1 12,036 0 0
eBay Incorporated Common USD0.1 COM 278642103 5,232 101,153 SH   OTR 1 101,153 0 0
eBay Incorporated Common USD0.1 COM 278642103 569 11,000 SH   OTR 1 11,000 0 0
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ECOLAB INC COM 278865100 4,673 54,848 SH   OTR 3 54,848 0 0
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EDUCATION REALTY TRUST INC COM 28140H104 223 21,800 SH   OTR 3 21,800 0 0
Edwards Group Ltd. ADR (1 Rep. 1 O SPON 281736108 1,429 171,000 SH   OTR 1 171,000 0 0
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Electronic Arts Inc .75% CV. 15-07 NOTE 0.750% 7/1 285512AA7 307 294,000 PRN   OTR 1 294,000 0 0
Electronic Arts Inc .75% CV. 15-07 NOTE 0.750% 7/1 285512AA7 7 7,000 PRN   OTR 1 7,000 0 0
Electronic Arts Inc .75% CV. 15-07 NOTE 0.750% 7/1 285512AA7 4,701 4,500,000 PRN   OTR 4 4,500,000 0 0
ELECTRONIC ARTS INC COM 285512109 117 5,100 SH   OTR 3 5,100 0 0
Electronic Arts Inc. Common USD0.0 COM 285512109 92 4,000 SH   OTR 1 4,000 0 0
ELI LILLY & CO COM 532457108 7,404 150,730 SH   OTR 3 150,730 0 0
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EMC Corp. 1.75% Cv. 01-12-2013 NOTE 1.75% 12/0 268648AM4 148 100,000 PRN   OTR 1 100,000 0 0
EMC Corp. 1.75% Cv. 01-12-2013 NOTE 1.75% 12/0 268648AM4 23,911 16,186,000 PRN   OTR 1 16,186,000 0 0
EMC Corp. 1.75% Cv. 01-12-2013 NOTE 1.75% 12/0 268648AM4 74 50,000 PRN   OTR 1 50,000 0 0
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EMC CORP/MA COM 268648102 19,566 828,383 SH   OTR 3 828,383 0 0
EMCOR GROUP INC COM 29084Q100 2,344 57,670 SH   OTR 3 57,670 0 0
EMERSON ELECTRIC CO COM 291011104 8,001 146,696 SH   OTR 3 146,696 0 0
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ENERGIZER HOLDINGS INC COM 29266R108 111 1,100 SH   OTR 3 1,100 0 0
Energizer Holdings Inc. Common USD COM 29266R108 543 5,400 SH   OTR 1 5,400 0 0
ENERNOC INC COM 292764107 664 50,100 SH   OTR 3 50,100 0 0
Enova Systems Inc. Ord. NPV COM 29355M200 12 405,462 SH   OTR 1 405,462 0 0
ENTERGY CORP COM 29364G103 3,534 50,720 SH   OTR 3 50,720 0 0
EOG RESOURCES INC COM 26875P101 3,409 25,888 SH   OTR 3 25,888 0 0
EQUIFAX INC COM 294429105 206 3,500 SH   OTR 3 3,500 0 0
EQUINIX INC COM 29444U502 148 803 SH   OTR 3 803 0 0
EQUITY ONE INC COM 294752100 355 15,700 SH   OTR 3 15,700 0 0
EQUITY RESIDENTIAL COM 29476L107 4,140 71,300 SH   OTR 3 71,300 0 0
ESCO Technologies Inc Com. USD 0 COM 296315104 8,094 250,000 SH   OTR 1 250,000 0 0
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EXELON CORP COM 30161N101 9,318 301,752 SH   OTR 3 301,752 0 0
EXPEDIA INC COM 30212P303 108 1,800 SH   OTR 3 1,800 0 0
EXPEDITORS INTL WASH INC COM 302130109 114 3,000 SH   OTR 3 3,000 0 0
EXPRESS INC COM 30219E103 1,562 74,500 SH   OTR 3 74,500 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,093 131,192 SH   OTR 3 131,192 0 0
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Facebook Inc. Com. 0.00001 CL A 30303M102 8,832 355,000 SH   OTR 1 355,000 0 0
Facebook Inc. Com. 0.00001 CL A 30303M102 448 18,000 SH   OTR 1 18,000 0 0
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FASTENAL CO COM 311900104 1,898 41,400 SH   OTR 3 41,400 0 0
Federal-Mogul Corp Com. USD 0.1 COM 313549404 388 38,000 SH   OTR 1 38,000 0 0
FEDEX CORP COM 31428X106 4,160 42,200 SH   OTR 3 42,200 0 0
FedEx Corporation Common USD0.10 COM 31428X106 223 2,260 SH   OTR 1 2,260 0 0
FELCOR LODGING TRUST INC COM 31430F101 111 18,840 SH   OTR 3 18,840 0 0
Ferro Corporation Common USD1 COM 315405100 278 40,000 SH   OTR 1 40,000 0 0
FIDELITY NATIONAL FINL-A CL A 31620R105 80 3,367 SH   OTR 3 3,367 0 0
FIDELITY NATIONAL FINL-A CL A 31620R105 401 16,831 SH   OTR 4 16,831 0 0
Fifth & Pacific Co Inc Com. US D 1. COM 316645100 1,631 73,019 SH   OTR 1 73,019 0 0
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First Solar Inc. Com. USD 0.001 COM 336433107 5,429 121,152 SH   OTR 1 121,152 0 0
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FISERV INC COM 337738108 734 8,400 SH   OTR 3 8,400 0 0
Fisher Communications Inc COM 337756209 514 12,500 SH   OTR 1 12,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 97 12,498 SH   OTR 3 12,498 0 0
FLIR SYSTEMS INC COM 302445101 73 2,700 SH   OTR 3 2,700 0 0
FLOWSERVE CORP COM 34354P105 2,576 47,700 SH   OTR 3 47,700 0 0
Flowserve Corporation Common USD1. COM 34354P105 324 6,000 SH   OTR 1 6,000 0 0
FLUOR CORP COM 343412102 2,698 45,492 SH   OTR 3 45,492 0 0
FMC CORP COM 302491303 533 8,600 SH   OTR 3 8,600 0 0
FMC TECHNOLOGIES INC COM 30249U101 239 4,300 SH   OTR 3 4,300 0 0
FOMENTO ECONOMICO MEX-SP ADR SPON ADR UNITS 344419106 330 3,200 SH   OTR 3 3,200 0 0
Fomento Economico Mex ADR SAB (Rep SPON ADR UNITS 344419106 206 2,000 SH   OTR 1 2,000 0 0
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Ford Motor Co Com. USD 0.1 COM 345370860 186 12,000 SH   OTR 1 12,000 0 0
FORD MOTOR CO COM 345370860 8,387 542,147 SH   OTR 3 542,147 0 0
Ford Motor Company 4.25% Cv. 15-11 NOTE 4.250% 11/1 345370CN8 2,849 1,572,000 PRN   OTR 1 1,572,000 0 0
Ford Motor Company 4.25% Cv. 15-11 NOTE 4.250% 11/1 345370CN8 14,245 7,841,000 PRN   OTR 1 7,841,000 0 0
Ford Motor Company 4.25% Cv. 15-11 NOTE 4.250% 11/1 345370CN8 143 79,000 PRN   OTR 1 79,000 0 0
FOREST CITY ENTERPRISES-CL A CL A 345550107 561 31,300 SH   OTR 3 31,300 0 0
FOREST LABORATORIES INC COM 345838106 2,728 66,542 SH   OTR 3 66,542 0 0
Fortune Brands Home & Security Com COM 34964C106 310 8,000 SH   OTR 1 8,000 0 0
FOSSIL GROUP INC COM 34988V106 3,015 29,180 SH   OTR 3 29,180 0 0
FRANKLIN RESOURCES INC COM 354613101 1,744 12,819 SH   OTR 3 12,819 0 0
Fred's Incorporated Class A Common COM 356108100 10,840 700,000 SH   OTR 1 700,000 0 0
Freeport-McMoRan Copper & Gold Inc COM 35671D857 3,313 120,000 SH   OTR 1 120,000 0 0
FREEPORT-MCMORAN COPPER COM 35671D857 6,144 222,544 SH   OTR 3 222,544 0 0
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GAMESTOP CORP-CLASS A CL A 36467W109 1,026 24,400 SH   OTR 3 24,400 0 0
GameStop Corp. Class A Com. USD0.0 CL A 36467W109 2,357 56,090 SH   OTR 1 56,090 0 0
GANNETT CO COM 364730101 1,414 57,800 SH   OTR 3 57,800 0 0
GAP INC/THE COM 364760108 218 5,227 SH   OTR 3 5,227 0 0
GATX Corporation Common USD0.625 COM 361448103 474 10,000 SH   OTR 1 10,000 0 0
GENCORP INC COM 368682100 1,610 99,000 SH   OTR 3 99,000 0 0
GENERAL DYNAMICS CORP COM 369550108 407 5,200 SH   OTR 3 5,200 0 0
GENERAL ELECTRIC CO COM 369604103 38,330 1,652,747 SH   OTR 3 1,652,747 0 0
General Electric Co. Com.USD00.06 COM 369604103 6,896 297,286 SH   OTR 1 297,286 0 0
General Electric Co. Com.USD00.06 COM 369604103 278 12,000 SH   OTR 1 12,000 0 0
GENERAL MILLS INC COM 370334104 5,569 114,784 SH   OTR 3 114,784 0 0
GENERAL MOT 10.7.16 CW/GM *W EXP 07/10/201 37045V118 418 17,431 SH   OTR 3 17,431 0 0
GENERAL MOT 10.7.19 CW/GM *W EXP 07/10/201 37045V126 285 17,431 SH   OTR 3 17,431 0 0
GENERAL MOTORS CO COM 37045V100 3,587 107,674 SH   OTR 3 107,674 0 0
General Motors Co. Com. USD0.01 COM 37045V100 1,028 30,860 SH   OTR 1 30,860 0 0
General Motors Cw16 Wts 10-07-2016 *W EXP 07/10/201 37045V118 3 131 SH   OTR 1 131 0 0
General Motors Cw19 Wts. 10-07-201 *W EXP 07/10/201 37045V126 2 131 SH   OTR 1 131 0 0
Gentiva Health Services Inc. Com. COM 37247A102 199 20,000 SH   OTR 1 20,000 0 0
GENUINE PARTS CO COM 372460105 2,289 29,325 SH   OTR 3 29,325 0 0
Genuine Parts Company Common USD1. COM 372460105 1,874 24,000 SH   OTR 1 24,000 0 0
GEVO INC COM 374396109 79 38,900 SH   OTR 3 38,900 0 0
GILEAD SCIENCES INC COM 375558103 17,615 343,982 SH   OTR 3 343,982 0 0
Gilead Sciences Incorporated Common COM 375558103 895 17,450 SH   OTR 1 17,450 0 0
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Goldcorp Inc. 2% Cv. 01-08-2014 NOTE 2.000% 8/0 380956AB8 41,231 40,385,000 PRN   OTR 1 40,385,000 0 0
Goldcorp Inc. 2% Cv. 01-08-2014 NOTE 2.000% 8/0 380956AB8 612 604,000 PRN   OTR 1 604,000 0 0
Golden Minerals Co. Com. USD0.1 COM 381119106 10 7,232 SH   OTR 1 7,232 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,725 70,907 SH   OTR 3 70,907 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 420 27,500 SH   OTR 3 27,500 0 0
Google Incorporated Com. Cl A USD0 CL A 38259P508 22,652 25,730 SH   OTR 1 25,730 0 0
Google Incorporated Com. Cl A USD0 CL A 38259P508 555 630 SH   OTR 1 630 0 0
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GRAN TIERRA ENERGY INC COM 38500T101 952 156,500 SH   OTR 3 156,500 0 0
Graphic Packaging Holding Company COM 388689101 507 65,600 SH   OTR 1 65,600 0 0
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Griffon Corporation Common USD 0.25 COM 398433102 652 58,000 SH   OTR 1 58,000 0 0
Groupon Inc Com. USD 0.001 COM 399473107 874 102,195 SH   OTR 1 102,195 0 0
Grupo Televisa SA-Sp ADR (1 Rep 5 SPON ADR REP ORD 40049J206 1,242 50,000 SH   OTR 1 50,000 0 0
Grupo Televisa SA-Sp ADR (1 Rep 5 SPON ADR REP ORD 40049J206 904 36,400 SH   OTR 1 36,400 0 0
Grupo Televisa SA-Sp ADR (1 Rep 5 SPON ADR REP ORD 40049J206 646 26,000 SH   OTR 1 26,000 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 179 7,200 SH   OTR 3 7,200 0 0
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Halcon Resources Corp Com. USD0 COM 40537Q209 7,094 1,250,000 SH   OTR 1 1,250,000 0 0
HALLIBURTON CO COM 406216101 6,828 163,670 SH   OTR 3 163,670 0 0
Halliburton Company Common USD 2.5 COM 406216101 1,422 34,080 SH   OTR 1 34,080 0 0
HANESBRANDS INC COM 410345102 67 1,309 SH   OTR 3 1,309 0 0
HANGER INC COM 41043F208 1,885 59,600 SH   OTR 3 59,600 0 0
HARLEY-DAVIDSON INC COM 412822108 1,321 24,100 SH   OTR 3 24,100 0 0
HARMONY GOLD MNG-SPON ADR SPON ADR 413216300 3,691 968,850 SH   OTR 3 968,850 0 0
HARRIS CORP COM 413875105 98 2,000 SH   OTR 3 2,000 0 0
HASBRO INC COM 418056107 85 1,900 SH   OTR 3 1,900 0 0
HCA HOLDINGS INC COM 40412C101 1,723 47,793 SH   OTR 3 47,793 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 109 3,000 SH   OTR 3 3,000 0 0
HDFC Bank Ltd. Spon. ADR (1 Rep. 3 ADR REPS 3 SHS 40415F101 949 26,200 SH   OTR 1 26,200 0 0
HEALTH CARE REIT INC COM 42217K106 4,150 61,917 SH   OTR 3 61,917 0 0
HEALTHSOUTH CORP COM 421924309 351 12,200 SH   OTR 3 12,200 0 0
HELMERICH & PAYNE COM 423452101 3,687 59,036 SH   OTR 3 59,036 0 0
HENRY SCHEIN INC COM 806407102 220 2,300 SH   OTR 3 2,300 0 0
HERSHEY CO/THE COM 427866108 331 3,709 SH   OTR 3 3,709 0 0
Hertz Global Holdings Inc Com. USD COM 42805T105 1,648 66,440 SH   OTR 1 66,440 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 159 6,400 SH   OTR 3 6,400 0 0
Hertz Global Holdings Inc. 5.25% C NOTE 5.250% 6/0 42805TAA3 1,618 542,000 PRN   OTR 1 542,000 0 0
Hertz Global Holdings Inc. 5.25% C NOTE 5.250% 6/0 42805TAA3 15,833 5,240,000 PRN   OTR 1 5,240,000 0 0
HESS CORP COM 42809H107 3,373 50,731 SH   OTR 3 50,731 0 0
Hess Corporation Common USD1.00 COM 42809H107 432 6,500 SH   OTR 1 6,500 0 0
HEWLETT-PACKARD CO COM 428236103 9,024 363,881 SH   OTR 3 363,881 0 0
Hewlett Packard Co. Common USD 0.01 COM 428236103 3,644 146,929 SH   OTR 1 146,929 0 0
Hillshire Brands Co. Com.USD 0.01 COM 432589109 430 13,000 SH   OTR 1 13,000 0 0
HOLOGIC INC COM 436440101 674 34,912 SH   OTR 3 34,912 0 0
Hologic Inc. 2% Step Cv. 15-12-203 FRNT 2.000% 12/1 436440AB7 1,683 1,500,000 SH   OTR 1 1,500,000 0 0
Hologic Inc. 2% 3/1/42 2012 DEBT 2.000% 3/0 436440AC5 2,015 2,000,000 SH   OTR 4 2,000,000 0 0
Hologic Inc. Common USD0.1 COM 436440101 3,159 163,704 SH   OTR 1 163,704 0 0
HOME DEPOT INC COM 437076102 17,588 227,119 SH   OTR 3 227,119 0 0
HOME INNS & HOTELS MANAG-ADR SPON ADR 43713W107 719 26,932 SH   OTR 3 26,932 0 0
HOME PROPERTIES INC COM 437306103 673 10,300 SH   OTR 3 10,300 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 7,894 99,500 SH   OTR 3 99,500 0 0
Honeywell Intl Inc Com USD1 COM 438516106 873 11,000 SH   OTR 1 11,000 0 0
HORMEL FOODS CORP COM 440452100 81 2,100 SH   OTR 3 2,100 0 0
HOSPIRA INC COM 441060100 1,251 32,650 SH   OTR 3 32,650 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,798 165,834 SH   OTR 3 165,834 0 0
HUDSON CITY BANCORP INC COM 443683107 185 20,200 SH   OTR 3 20,200 0 0
HUMANA INC COM 444859102 3,105 36,800 SH   OTR 3 36,800 0 0
Huntington Bancshares Inc. COM 446150104 1,577 199,705 SH   OTR 4 199,705 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 101 1,400 SH   OTR 3 1,400 0 0
Huntsman Corporation Common USD0.0 COM 447011107 12,010 725,000 SH   OTR 1 725,000 0 0
IAC/InterActiveCorp Common USD 0.01 COM 44919P508 758 15,926 SH   OTR 1 15,926 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 459 12,000 SH   OTR 3 12,000 0 0
ICU Medical Incorporated Common US COM 44930G107 18,035 250,000 SH   OTR 1 250,000 0 0
IDEXX LABORATORIES INC COM 45168D104 1,167 13,000 SH   OTR 3 13,000 0 0
IHS INC-CLASS A CL A 451734107 115 1,100 SH   OTR 3 1,100 0 0
IHS Inc. Common USD0.01 Class A CL A 451734107 2,514 24,080 SH   OTR 1 24,080 0 0
ILLINOIS TOOL WORKS COM 452308109 4,875 70,474 SH   OTR 3 70,474 0 0
ILLUMINA INC COM 452327109 546 7,300 SH   OTR 3 7,300 0 0
INCYTE CORP COM 45337C102 682 31,000 SH   OTR 3 31,000 0 0
Infinity Property & Casualty Common COM 45665Q103 11,952 200,000 SH   OTR 1 200,000 0 0
INFOSYS LTD-SP ADR SPON ADR 456788108 5,742 139,403 SH   OTR 3 139,403 0 0
INGERSOLL-RAND PLC SHS G47791101 649 11,698 SH   OTR 3 11,698 0 0
Insys Therapeutics Inc Com. NPV COM 45824V209 387 27,980 SH   OTR 1 27,980 0 0
INTEGRATED DEVICE TECH INC COM 458118106 397 50,000 SH   OTR 3 50,000 0 0
Intel Corp 3.25% Cv. 01-08-2039 SDCV 3.25% 8/0 458140AF7 3,395 2,656,000 SH   OTR 1 2,656,000 0 0
Intel Corp 3.25% Cv. 01-08-2039 SDCV 3.25% 8/0 458140AF7 35,272 27,366,000 SH   OTR 1 27,366,000 0 0
Intel Corp 3.25% Cv. 01-08-2039 SDCV 3.25% 8/0 458140AF7 483 378,000 SH   OTR 1 378,000 0 0
INTEL CORP COM 458140100 36,562 1,509,572 SH   OTR 3 1,509,572 0 0
Intel Corp. Com. USD0.001 COM 458140100 932 38,473 SH   OTR 1 38,473 0 0
IntercontinentalExchange Inc Com. COM 45865V100 1,523 8,567 SH   OTR 1 8,567 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,475 8,300 SH   OTR 3 8,300 0 0
Internap Network Services Common U COM 45885A300 331 40,000 SH   OTR 1 40,000 0 0
International Paper Co Com. USD 1. COM 460146103 926 20,900 SH   OTR 1 20,900 0 0
INTERNATIONAL PAPER CO COM 460146103 2,836 64,000 SH   OTR 3 64,000 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 100 6,900 SH   OTR 3 6,900 0 0
INTL BUSINESS MACHINES CORP COM 459200101 33,020 172,783 SH   OTR 3 172,783 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 113 1,500 SH   OTR 3 1,500 0 0
INTL GAME TECHNOLOGY COM 459902102 404 24,200 SH   OTR 3 24,200 0 0
Intl. Business Machines Corp. Com COM 459200101 11,061 57,880 SH   OTR 1 57,880 0 0
INTUIT INC COM 461202103 2,405 39,400 SH   OTR 3 39,400 0 0
Intuit Inc. Com. USD 0.01 COM 461202103 2,603 42,640 SH   OTR 1 42,640 0 0
Intuit Inc. Com. USD 0.01 COM 461202103 153 2,500 SH   OTR 1 2,500 0 0
INTUITIVE SURGICAL INC COM 46120E602 1,900 3,750 SH   OTR 3 3,750 0 0
Intuitive Surgical Inc. Com. USD0. COM 46120E602 233 460 SH   OTR 1 460 0 0
INVENSENSE INC COM 46123D205 840 54,600 SH   OTR 3 54,600 0 0
InvenSense Inc. Com. 0.001 COM 46123D205 8,456 550,000 SH   OTR 1 550,000 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 913 65,300 SH   OTR 3 65,300 0 0
IRON MOUNTAIN INC COM 462846106 675 25,361 SH   OTR 3 25,361 0 0
IRSA -Sp ADR(1 rep. 10 ord.) GLOBL DEP RCPT 450047204 149 20,000 SH   OTR 3 20,000 0 0
ISHARES CHINA LARGE-CAP ETF FTSE CHINA25 IDX 464287184 2,076 63,840 SH   OTR 3 63,840 0 0
ISHARES IBOXX HIGH YIELD COR HIGH YLD CORP 464288513 29,011 319,294 SH   OTR 3 319,294 0 0
ISHARES MSCI ACWI ETF MSCI ACWI INDX 464288257 105 2,100 SH   OTR 3 2,100 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUSTRALIA 464286103 3,974 176,000 SH   OTR 3 176,000 0 0
ISHARES MSCI BRAZIL CAPPED E MSCI BRAZIL CAPP 464286400 4,451 101,480 SH   OTR 3 101,480 0 0
ISHARES MSCI EMERGING MARKET MSCI EMERG MKT 464287234 4,285 111,090 SH   OTR 3 111,090 0 0
iShares MSCI Emerging Markets ETF MSCI EMERG MKT 464287234 8,192 212,400 SH   OTR 1 212,400 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KONG 464286871 9,639 526,424 SH   OTR 3 526,424 0 0
ISHARES MSCI INDONESIA ETF INDONE INVS MRKT 46429B309 10,694 343,100 SH   OTR 3 343,100 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSIA 464286830 12,202 784,700 SH   OTR 3 784,700 0 0
ISHARES MSCI MEXICO CAPPED I MSCI MEXICO CAP 464286822 4,526 69,422 SH   OTR 3 69,422 0 0
ISHARES MSCI PACIFIC EX JAPA MSCI PAC J IDX 464286665 10,102 234,740 SH   OTR 3 234,740 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAPORE 464286673 90 7,000 SH   OTR 3 7,000 0 0
ISHARES MSCI SOUTH KOREA CAP MSCI STH KOR CAP 464286772 606 11,400 SH   OTR 3 11,400 0 0
iShares MSCI South Korea Capped In MSCI STH KOR CAP 464286772 532 10,000 SH   OTR 1 10,000 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN 464286731 2,889 217,210 SH   OTR 3 217,210 0 0
iShares MSCI Taiwan Index Fund MSCI TAIWAN 464286731 506 38,000 SH   OTR 1 38,000 0 0
ISHARES MSCI THAILAND CAPPED MSCI THAI CAPPED 464286624 6,903 88,000 SH   OTR 3 88,000 0 0
ISHARES S&P 500 GROWTH ETF S&P500 GRW 464287309 462 5,500 SH   OTR 3 5,500 0 0
ISHARES U.S. HEALTHCARE ETF DJ US HEALTHCR 464287762 701 7,000 SH   OTR 3 7,000 0 0
ITAU UNIBANCO HLDNG-PREF ADR SPON ADR REP PFD 465562106 3,575 276,731 SH   OTR 3 276,731 0 0
Itau Unibanco Holding Pref. ADR (1 SPON ADR REP PFD 465562106 2,132 165,000 SH   OTR 3 165,000 0 0
ITRON INC COM 465741106 4,137 97,500 SH   OTR 3 97,500 0 0
Itron Inc. Com. NPV COM 465741106 4,868 116,794 SH   OTR 1 116,794 0 0
J.C. PENNEY CO INC COM 708160106 130 7,600 SH   OTR 3 7,600 0 0
J.P. Morgan Chase & Co. Com. USD1. COM 46625H100 475 9,000 SH   OTR 1 9,000 0 0
JABIL CIRCUIT INC COM 466313103 611 30,000 SH   OTR 3 30,000 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 4,139 75,075 SH   OTR 3 75,075 0 0
JDS UNIPHASE CORP COM 46612J507 2,157 150,000 SH   OTR 3 150,000 0 0
JDS Uniphase Corp. Common USD00.001 COM 46612J507 1,851 128,645 SH   OTR 1 128,645 0 0
JM SMUCKER CO/THE COM 832696405 176 1,702 SH   OTR 3 1,702 0 0
Johnson & Johnson Common USD1.0 COM 478160104 11,870 138,240 SH   OTR 1 138,240 0 0
JOHNSON CONTROLS INC COM 478366107 2,670 74,600 SH   OTR 3 74,600 0 0
JOY GLOBAL INC COM 481165108 1,077 22,200 SH   OTR 3 22,200 0 0
JPMORGAN CHASE & CO COM 46625H100 44,241 838,055 SH   OTR 3 838,055 0 0
JUNIPER NETWORKS INC COM 48203R104 3,034 157,100 SH   OTR 3 157,100 0 0
KB HOME 1.375% 2/1/19 NOTE 1.375% 2/0 48666KAS8 4,409 4,200,000 PRN   OTR 4 4,200,000 0 0
KAISER ALUMINUM CORP COM 483007704 545 8,800 SH   OTR 3 8,800 0 0
Kaman Corporation Common USD1.0 COM 483548103 207 6,000 SH   OTR 1 6,000 0 0
Kansas City Southern Com. USD00.01 COM 485170302 212 2,005 SH   OTR 1 2,005 0 0
KANSAS CITY SOUTHERN COM 485170302 212 2,000 SH   OTR 3 2,000 0 0
KELLOGG CO COM 487836108 1,240 19,300 SH   OTR 3 19,300 0 0
KEYCORP COM 493267108 197 17,800 SH   OTR 3 17,800 0 0
KIMBERLY-CLARK CORP COM 494368103 6,082 62,613 SH   OTR 3 62,613 0 0
Kimberly-Clark Corporation Com.US COM 494368103 5,783 59,530 SH   OTR 1 59,530 0 0
KINDER MORGAN INC COM 49456B101 431 11,294 SH   OTR 3 11,294 0 0
KINDER MORGAN MANAGEMENT LLC COM 49455U100 185 2,219 SH   OTR 3 2,219 0 0
KLA-TENCOR CORPORATION COM 482480100 3,359 60,280 SH   OTR 3 60,280 0 0
KOHLS CORP COM 500255104 7,125 141,052 SH   OTR 3 141,052 0 0
KOREA ELEC POWER CORP-SP ADR SPON ADR 500631106 1,241 109,725 SH   OTR 3 109,725 0 0
KRAFT FOODS GROUP INC COM 50076Q106 7,356 131,661 SH   OTR 3 131,661 0 0
KROGER CO COM 501044101 2,718 78,700 SH   OTR 3 78,700 0 0
KT CORP-SP ADR SPON ADR 48268K101 6,273 404,203 SH   OTR 3 404,203 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 2,763 32,228 SH   OTR 3 32,228 0 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 2,152 21,500 SH   OTR 3 21,500 0 0
LAM RESEARCH CORP COM 512807108 1,006 22,683 SH   OTR 3 22,683 0 0
Lam Research Corp. 0.5% Cv. 15-05- NOTE 0.500% 5/1 512807AJ7 920 870,000 PRN   OTR 1 870,000 0 0
Lam Research Corp. 0.5% Cv. 15-05- NOTE 0.500% 5/1 512807AJ7 13,389 12,620,000 PRN   OTR 1 12,620,000 0 0
Lam Research Corp. 0.5% Cv. 15-05- NOTE 0.500% 5/1 512807AJ7 190 180,000 PRN   OTR 1 180,000 0 0
Landstar System Inc. Common USD0.0 COM 515098101 97 1,891 SH   OTR 1 1,891 0 0
LASALLE HOTEL PROPERTIES COM 517942108 479 19,400 SH   OTR 3 19,400 0 0
LATAM AIRLINES GROUP-SP ADR SPON ADR 51817R106 321 19,000 SH   OTR 3 19,000 0 0
LEGG MASON INC COM 524901105 4,444 143,310 SH   OTR 3 143,310 0 0
LEGGETT & PLATT INC COM 524660107 68 2,200 SH   OTR 3 2,200 0 0
LENNAR CORP-A CL A 526057104 1,546 42,900 SH   OTR 3 42,900 0 0
LEUCADIA NATIONAL CORP COM 527288104 123 4,700 SH   OTR 3 4,700 0 0
Liberty Global PLC Com. USD 0.1 SHS C LA G5480U104 955 13,000 SH   OTR 1 13,000 0 0
LIBERTY INTERACTIVE CORP-A CL A 53071M104 198 8,600 SH   OTR 3 8,600 0 0
Liberty Interactive Corp. A Com. U CL A 53071M104 115 5,000 SH   OTR 1 5,000 0 0
LIBERTY MEDIA CORP - A CL A 531229102 1,927 15,204 SH   OTR 3 15,204 0 0
Liberty Spinco Inc. Com. USD0.1 COM 531229102 127 1,000 SH   OTR 1 1,000 0 0
Liberty Ventures Com. NPV COM 53071M880 186 2,187 SH   OTR 1 2,187 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 203 2,739 SH   OTR 3 2,739 0 0
Life Technologies Corp. Com. USD0. COM 53217V109 444 6,000 SH   OTR 1 6,000 0 0
LIFE TIME FITNESS INC COM 53217R207 1,122 22,400 SH   OTR 3 22,400 0 0
Lindsay Corporation Common USD 1 COM 535555106 237 3,156 SH   OTR 1 3,156 0 0
Lindsay Corporation Common USD 1 COM 535555106 13,594 172,429 SH   OTR 1 172,429 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,606 43,600 SH   OTR 3 43,600 0 0
LINEAR TECHNOLOGY CORP 3% 5/1/27 NOTE 3.00% 5/0 535678AC0 4,227 4,000,000 PRN   OTR 4 4,000,000 0 0
LINKEDIN CORP - A CL A 53578A108 256 1,433 SH   OTR 3 1,433 0 0
Linkedin Corp. A Com. USD 01 CL A 53578A108 2,277 12,770 SH   OTR 1 12,770 0 0
LKQ CORP COM 501889208 4,536 176,161 SH   OTR 3 176,161 0 0
Lockheed Martin Corp Com. USD 1 COM 539830109 8,677 80,000 SH   OTR 1 80,000 0 0
LOCKHEED MARTIN CORP COM 539830109 488 4,500 SH   OTR 3 4,500 0 0
LOEWS CORP COM 540424108 235 5,300 SH   OTR 3 5,300 0 0
Lowe's Companies Inc. Common USD0. COM 548661107 2,826 69,090 SH   OTR 1 69,090 0 0
LOWE'S COS INC COM 548661107 5,890 144,004 SH   OTR 3 144,004 0 0
LSB INDUSTRIES INC COM 502160104 3,041 100,000 SH   OTR 3 100,000 0 0
LSI CORP COM 502161102 488 68,300 SH   OTR 3 68,300 0 0
Lufkin Industries Inc Com. USD 1 COM 549764108 88 1,000 SH   OTR 1 1,000 0 0
LULULEMON ATHLETICA INC COM 550021109 111 1,700 SH   OTR 3 1,700 0 0
MACY'S INC COM 55616P104 2,150 44,800 SH   OTR 3 44,800 0 0
Madison Square Garden Co. A NPV CL A 55826P100 533 9,000 SH   OTR 1 9,000 0 0
Manchester United PLC Com. USD ORD CL A G5784H106 860 54,000 SH   OTR 1 54,000 0 0
MANPOWERGROUP INC COM 56418H100 66 1,200 SH   OTR 3 1,200 0 0
MARATHON OIL CORP COM 565849106 4,515 130,580 SH   OTR 3 130,580 0 0
Marin Software Inc Com. USD 0.1 COM 56804T106 2,447 239,000 SH   OTR 1 239,000 0 0
Markel Corp Common NPV COM 570535104 891 1,690 SH   OTR 1 1,690 0 0
Market Vectors Long Municipal Inde MKTVEC LUM ETF 57060U886 961 52,798 SH   OTR 1 52,798 0 0
Market Vectors Russia ETF RUSSIA ETF 57060U506 1,872 74,400 SH   OTR 1 74,400 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 979 24,262 SH   OTR 3 24,262 0 0
MARSH & MCLENNAN COS COM 571748102 3,249 81,400 SH   OTR 3 81,400 0 0
MARTIN MARIETTA MATERIALS COM 573284106 89 900 SH   OTR 3 900 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 94 8,000 SH   OTR 3 8,000 0 0
MASCO CORP COM 574599106 105 5,400 SH   OTR 3 5,400 0 0
MASTEC INC COM 576323109 2,852 86,700 SH   OTR 3 86,700 0 0
MASTERCARD INC-CLASS A CL A 57636Q104 7,414 12,905 SH   OTR 3 12,905 0 0
Mastercard Inc. Class A Com. USD0. CL A 57636Q104 4,455 7,754 SH   OTR 1 7,754 0 0
Materion Corp. Common NPV COM 576690101 217 8,000 SH   OTR 1 8,000 0 0
MATTEL INC COM 577081102 5,202 114,805 SH   OTR 3 114,805 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 122 4,400 SH   OTR 3 4,400 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 2,406 34,200 SH   OTR 3 34,200 0 0
McDermott International Inc Com. U COM 580037109 1,143 139,710 SH   OTR 1 139,710 0 0
MCDONALD'S CORP COM 580135101 19,910 201,086 SH   OTR 3 201,086 0 0
McDonald's Corporation Common USD0 COM 580135101 11,780 118,990 SH   OTR 1 118,990 0 0
McGraw Hill Financial Inc Com. USD COM 580645109 11,523 216,630 SH   OTR 1 216,630 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 342 6,435 SH   OTR 3 6,435 0 0
MCKESSON CORP COM 58155Q103 4,617 40,284 SH   OTR 3 40,284 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,811 22,861 SH   OTR 3 22,861 0 0
Mead Johnson Nutrition Co. Com. US COM 582839106 333 4,200 SH   OTR 1 4,200 0 0
MEADWESTVACO CORP COM 583334107 106 3,100 SH   OTR 3 3,100 0 0
MECHEL-SPONSORED ADR COM 583840103 9 3,100 SH   OTR 3 3,100 0 0
Media General Inc. Cls. A Common U CL A 584404107 495 45,000 SH   OTR 1 45,000 0 0
MEDTRONIC INC COM 585055106 15,403 299,264 SH   OTR 3 299,264 0 0
Medtronic Incorporated Common USD0 COM 585055106 11,358 220,670 SH   OTR 1 220,670 0 0
Melco Crown Entertainment ADR(1 re ADR 585464100 358 16,000 SH   OTR 1 16,000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 495 10,000 SH   OTR 3 10,000 0 0
MercadoLibre Inc. Com. USD0.001 COM 58733R102 242 2,250 SH   OTR 1 2,250 0 0
MERCK & CO. INC. COM 58933Y105 32,080 690,459 SH   OTR 3 690,459 0 0
Methanex Corporation Common NPV COM 59151K108 871 20,332 SH   OTR 1 20,332 0 0
METLIFE INC COM 59156R108 8,743 191,053 SH   OTR 3 191,053 0 0
MGM RESORTS INTERNATIONAL COM 552953101 123 8,300 SH   OTR 3 8,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 134 3,600 SH   OTR 3 3,600 0 0
Micron Technology Inc Com. USD 0.1 COM 595112103 11,214 782,282 SH   OTR 1 782,282 0 0
MICRON TECHNOLOGY INC COM 595112103 254 17,755 SH   OTR 3 17,755 0 0
MICROSOFT CORP COM 594918104 61,502 1,781,102 SH   OTR 3 1,781,102 0 0
Microsoft Corporation Com. USD 0 COM 594918104 25,808 747,080 SH   OTR 1 747,080 0 0
Microsoft Corporation Com. USD 0 COM 594918104 17,846 516,611 SH   OTR 1 516,611 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 630 9,300 SH   OTR 3 9,300 0 0
Millennial Media Inc Com. USD0 COM 60040N105 4,445 510,000 SH   OTR 1 510,000 0 0
Millicom Intl Cellular SA Com. USD COM L6388F110 579 8,000 SH   OTR 1 8,000 0 0
MINDRAY MEDICAL INTL LTD- ADR SPON ADR 602675100 374 10,000 SH   OTR 3 10,000 0 0
MOBILE TELESYSTEMS-SP ADR SPON ADR 607409109 4,800 253,420 SH   OTR 3 253,420 0 0
Mobile Telesystems Spon. ADR (1 Re SPON ADR 607409109 384 20,300 SH   OTR 1 20,300 0 0
MOHAWK INDUSTRIES INC COM 608190104 124 1,100 SH   OTR 3 1,100 0 0
MOLEX INC COM 608554101 3,520 119,989 SH   OTR 3 119,989 0 0
MOLSON COORS BREWING CO - B CL B 60871R209 342 7,148 SH   OTR 3 7,148 0 0
Molycorp Inc. Common NPV COM 608753109 755 121,850 SH   OTR 1 121,850 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 11,895 416,944 SH   OTR 3 416,944 0 0
Mondelez International Inc. Com. N COM 609207105 2,516 88,180 SH   OTR 1 88,180 0 0
Moneygram International Inc. Com. COM 60935Y208 119 5,250 SH   OTR 1 5,250 0 0
MONSANTO CO COM 61166W101 7,616 77,089 SH   OTR 3 77,089 0 0
Monsanto Company Common USD0.01 COM 61166W101 913 9,240 SH   OTR 1 9,240 0 0
Monsanto Company Common USD0.01 COM 61166W101 4,936 49,960 SH   OTR 1 49,960 0 0
MONSTER BEVERAGE CORP COM 611740101 752 12,368 SH   OTR 3 12,368 0 0
MOODY'S CORP COM 615369105 219 3,600 SH   OTR 3 3,600 0 0
Morgan Stanley Common USD 0.01 COM 617446448 159 6,500 SH   OTR 1 6,500 0 0
MORGAN STANLEY COM 617446448 4,589 187,839 SH   OTR 3 187,839 0 0
Mosaic Co. (The) Common NPV COM 61945C103 2,221 41,270 SH   OTR 1 41,270 0 0
MOSAIC CO/THE COM 61945C103 3,002 55,798 SH   OTR 3 55,798 0 0
MOTOROLA SOLUTIONS INC COM 620076307 1,770 30,655 SH   OTR 3 30,655 0 0
Mueller Industries Inc. Com. USD0. COM 624756102 202 4,000 SH   OTR 1 4,000 0 0
MUELLER WATER PRODUCTS INC-A CL A 624758108 1,027 148,600 SH   OTR 3 148,600 0 0
MURPHY OIL CORP COM 626717102 1,941 31,882 SH   OTR 3 31,882 0 0
MYLAN INC COM 628530107 205 6,600 SH   OTR 3 6,600 0 0
MYRIAD GENETICS INC COM 62855J104 1,132 42,140 SH   OTR 3 42,140 0 0
NABORS INDUSTRIES LTD SHS G6359F103 841 54,900 SH   OTR 3 54,900 0 0
NASDAQ OMX GROUP/THE COM 631103108 4,624 141,010 SH   OTR 3 141,010 0 0
National Fuel Gas Co. Com. USD1 COM 636180101 1,507 26,000 SH   OTR 1 26,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 10,127 147,020 SH   OTR 3 147,020 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 1,666 44,500 SH   OTR 3 44,500 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 403 10,776 SH   OTR 4 10,776 0 0
Navistar International Corp Com. U COM 63934E108 361 13,000 SH   OTR 1 13,000 0 0
Navistar 3% 10/15/14 NOTE 3.000% 10/1 63934EAL2 1,273 1,300,000 PRN   OTR 4 1,300,000 0 0
NETAPP INC COM 64110D104 3,096 81,939 SH   OTR 3 81,939 0 0
NETFLIX INC COM 64110L106 232 1,100 SH   OTR 3 1,100 0 0
NETGEAR INC COM 64111Q104 928 30,400 SH   OTR 3 30,400 0 0
Netscout Systems Inc Com. USD 0 COM 64115T104 2,054 88,000 SH   OTR 1 88,000 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 107 8,000 SH   OTR 3 8,000 0 0
NeuStar Inc. Com. USD 0.01 COM 64126X201 239 4,900 SH   OTR 1 4,900 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 288 13,000 SH   OTR 3 13,000 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 116 8,300 SH   OTR 3 8,300 0 0
NEWELL RUBBERMAID INC COM 651229106 123 4,700 SH   OTR 3 4,700 0 0
Newmont Mining Corp 1.25% Cv. 15-0 NOTE 1.250% 7/1 651639AH9 1,794 1,772,000 PRN   OTR 1 1,772,000 0 0
Newmont Mining Corp 1.25% Cv. 15-0 NOTE 1.250% 7/1 651639AH9 18,116 17,688,000 PRN   OTR 1 17,688,000 0 0
Newmont Mining Corp 1.25% Cv. 15-0 NOTE 1.250% 7/1 651639AH9 278 275,000 PRN   OTR 1 275,000 0 0
Newmont Mining Corp 1.625% Cv. -15 NOTE 1.625% 7/ 651639AJ5 501 468,000 PRN   OTR 1 468,000 0 0
Newmont Mining Corp 1.625% Cv. -15 NOTE 1.625% 7/ 651639AJ5 4,891 4,532,000 PRN   OTR 1 4,532,000 0 0
NEWMONT MINING CORP COM 651639106 7,168 239,332 SH   OTR 3 239,332 0 0
Newmont Mining Corporation Com. US COM 651639106 899 30,000 SH   OTR 1 30,000 0 0
Newmont Mining Corporation Com. US COM 651639106 4,217 140,784 SH   OTR 1 140,784 0 0
Newmont Mining Corporation Com. US COM 651639106 989 33,000 SH   OTR 1 33,000 0 0
NEWS CORP - CLASS B CL B 65248E203 243 7,400 SH   OTR 3 7,400 0 0
NICE SYSTEMS LTD-SPONS ADR COM 653656108 745 20,200 SH   OTR 3 20,200 0 0
NIKE INC -CL B CL B 654106103 27,291 428,560 SH   OTR 3 428,560 0 0
NIKE Incorporated Class B Common N CL B 654106103 12,093 189,920 SH   OTR 1 189,920 0 0
NISOURCE INC COM 65473P105 137 4,800 SH   OTR 3 4,800 0 0
NOBLE ENERGY INC COM 655044105 702 11,700 SH   OTR 3 11,700 0 0
Nordson Corp Com. NPV COM 655663102 374 5,396 SH   OTR 1 5,396 0 0
NORDSTROM INC COM 655664100 220 3,669 SH   OTR 3 3,669 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,200 57,813 SH   OTR 3 57,813 0 0
NORTEL NETWORKS CORP COM 656568508 0 190 SH   OTR 3 190 0 0
NORTHEAST UTILITIES COM 664397106 235 5,586 SH   OTR 3 5,586 0 0
NORTHERN TRUST CORP COM 665859104 1,963 33,900 SH   OTR 3 33,900 0 0
Northern Trust Corp. Com. USD1.667 COM 665859104 811 14,000 SH   OTR 1 14,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 326 3,936 SH   OTR 3 3,936 0 0
Northrop Grumman Corporation Com. COM 666807102 8,280 100,000 SH   OTR 1 100,000 0 0
NPS PHARMACEUTICALS INC COM 62936P103 226 15,000 SH   OTR 3 15,000 0 0
NRG Energy Inc Com. USD 0.01 COM 629377508 1,830 68,540 SH   OTR 1 68,540 0 0
NRG ENERGY INC COM 629377508 152 5,686 SH   OTR 3 5,686 0 0
NTT DOCOMO INC-SPON ADR SPON ADR 62942M201 22 1,400 SH   OTR 3 1,400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 81 4,400 SH   OTR 3 4,400 0 0
NUCOR CORP COM 670346105 2,668 61,595 SH   OTR 3 61,595 0 0
NVIDIA CORP COM 67066G104 1,978 140,950 SH   OTR 3 140,950 0 0
NXP Semiconductors NV Common NPV COM N6596X109 1,013 32,660 SH   OTR 1 32,660 0 0
NYSE EURONEXT COM 629491101 1,395 33,700 SH   OTR 3 33,700 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 210 1,866 SH   OTR 3 1,866 0 0
O'Reilly Automotive Inc. Com. USD0 COM 67103H107 248 2,200 SH   OTR 1 2,200 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 18,693 209,446 SH   OTR 3 209,446 0 0
OCEANEERING INTL INC COM 675232102 137 1,900 SH   OTR 3 1,900 0 0
OFFICE DEPOT INC COM 676220106 135 35,000 SH   OTR 3 35,000 0 0
OI SA-ADR SPN ADR REP PFD 670851203 581 322,785 SH   OTR 3 322,785 0 0
OMNICARE INC COM 681904108 86 1,800 SH   OTR 3 1,800 0 0
Omnicom Group Inc Com. USD0.15 COM 681919106 11,734 186,650 SH   OTR 1 186,650 0 0
OMNICOM GROUP COM 681919106 1,534 24,400 SH   OTR 3 24,400 0 0
On Semiconductor Corp. Com. USD0.0 COM 682189105 1,161 143,750 SH   OTR 1 143,750 0 0
ONEOK INC COM 682680103 149 3,600 SH   OTR 3 3,600 0 0
ONYX PHARMACEUTICALS INC COM 683399109 2,388 27,500 SH   OTR 3 27,500 0 0
ORACLE CORP COM 68389X105 33,657 1,095,611 SH   OTR 3 1,095,611 0 0
Oracle Corporation Common USD00.01 COM 68389X105 14,510 472,500 SH   OTR 1 472,500 0 0
OWENS-ILLINOIS INC COM 690768403 83 3,000 SH   OTR 3 3,000 0 0
OWENS CORNING COM 690742101 1,007 25,757 SH   OTR 3 25,757 0 0
P G & E CORP COM 69331C108 2,621 57,320 SH   OTR 3 57,320 0 0
PACCAR INC COM 693718108 495 9,225 SH   OTR 3 9,225 0 0
PALL CORP COM 696429307 118 1,778 SH   OTR 3 1,778 0 0
Palo Alto Networks Inc Com. USD 0. COM 697435105 3,794 90,000 SH   OTR 1 90,000 0 0
Palo Alto Networks Inc Com. USD 0. COM 697435105 253 6,000 SH   OTR 1 6,000 0 0
Pandora Media Inc Com. USD 0.01 COM 698354107 1,519 82,570 SH   OTR 1 82,570 0 0
Patterson-UTI Energy Inc. Com. USD COM 703481101 1,598 82,580 SH   OTR 1 82,580 0 0
PATTERSON COS INC COM 703395103 45 1,200 SH   OTR 3 1,200 0 0
PAYCHEX INC COM 704326107 219 6,000 SH   OTR 3 6,000 0 0
PEABODY ENERGY CORP COM 704549104 1,895 129,438 SH   OTR 3 129,438 0 0
Penske Auto Group Inc. Common USD0 COM 70959W103 11,449 375,000 SH   OTR 1 375,000 0 0
PENTAIR LTD-REGISTERED SHS H6169Q108 6,437 111,573 SH   OTR 3 111,573 0 0
Pep Boys-Manny Moe & Jack Com. USD COM 713278109 58 5,000 SH   OTR 1 5,000 0 0
PEPSICO INC COM 713448108 27,464 335,790 SH   OTR 3 335,790 0 0
PepsiCo Incorporated Com. USD0.017 COM 713448108 15,268 186,660 SH   OTR 1 186,660 0 0
PERKINELMER INC COM 714046109 650 20,000 SH   OTR 3 20,000 0 0
PERRIGO CO COM 714290103 194 1,600 SH   OTR 3 1,600 0 0
PETROCHINA CO LTD -ADR SPONSORED ADR 71646E100 299 2,700 SH   OTR 3 2,700 0 0
PETROLEO BRASILEIRO-SPON ADR SP ADR NON VTG 71654V101 1,540 105,045 SH   OTR 3 105,045 0 0
Petroleo Brasileiro ADR (1 Rep .2 SP ADR NON VTG 71654V101 733 50,000 SH   OTR 3 50,000 0 0
Petroleo Brasileiro SA ADR (1 Rep SPONSORED ADR 71654V408 939 70,000 SH   OTR 3 70,000 0 0
Petroleo Brasileiro SA ADR (1 Rep SPONSORED ADR 71654V408 250 18,600 SH   OTR 1 18,600 0 0
PETSMART INC COM 716768106 156 2,324 SH   OTR 3 2,324 0 0
PFIZER INC COM 717081103 43,541 1,554,465 SH   OTR 3 1,554,465 0 0
Pfizer Incorporated Common USD0.05 COM 717081103 4,135 147,630 SH   OTR 1 147,630 0 0
Pfizer Incorporated Common USD0.05 COM 717081103 16,082 574,143 SH   OTR 1 574,143 0 0
Philip Morris International Inc Co COM 718172109 173 2,001 SH   OTR 1 2,001 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 20,552 237,268 SH   OTR 3 237,268 0 0
Phillips 66 Com. NPV COM 718546104 8,837 150,000 SH   OTR 1 150,000 0 0
PHILLIPS 66 COM 718546104 5,736 97,366 SH   OTR 3 97,366 0 0
Pioneer Natural Resources Co Com. COM 723787107 3,400 23,486 SH   OTR 1 23,486 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,134 7,837 SH   OTR 3 7,837 0 0
PLUM CREEK TIMBER CO COM 729251108 5,530 118,502 SH   OTR 3 118,502 0 0
PMC - SIERRA INC COM 69344F106 318 50,000 SH   OTR 3 50,000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 3,854 52,848 SH   OTR 3 52,848 0 0
PNC Financial Services Grp. Com. U COM 693475105 729 10,000 SH   OTR 1 10,000 0 0
POLARIS INDUSTRIES INC COM 731068102 104 1,100 SH   OTR 3 1,100 0 0
Post Holdings Inc. Com. NPV COM 737446104 8,733 200,000 SH   OTR 1 200,000 0 0
Post Holdings Inc. Com. NPV COM 737446104 153 3,500 SH   OTR 1 3,500 0 0
Potash Corp of Saskatchewan Inc. C COM 73755L107 5,720 150,000 SH   OTR 1 150,000 0 0
Power-One Inc.Com USD0.001 COM 73930R102 7,274 1,150,000 SH   OTR 1 1,150,000 0 0
POWER INTEGRATIONS INC COM 739276103 392 9,672 SH   OTR 3 9,672 0 0
POWERSHARES QQQ NASDAQ 100 UNIT SER 1 73935A104 8,312 116,727 SH   OTR 3 116,727 0 0
PPG INDUSTRIES INC COM 693506107 360 2,458 SH   OTR 3 2,458 0 0
PRAXAIR INC COM 74005P104 8,936 77,600 SH   OTR 3 77,600 0 0
PRECISION CASTPARTS CORP COM 740189105 882 3,903 SH   OTR 3 3,903 0 0
Priceline.Com Inc 1.0% Cv. 15-03-2 DEBT 1.000% 3/1 741503AQ9 3,006 2,582,000 SH   OTR 1 2,582,000 0 0
Priceline.Com Inc 1.0% Cv. 15-03-2 DEBT 1.000% 3/1 741503AQ9 38,953 33,354,000 SH   OTR 1 33,354,000 0 0
Priceline.Com Inc 1.0% Cv. 15-03-2 DEBT 1.000% 3/1 741503AQ9 616 529,000 SH   OTR 1 529,000 0 0
Priceline.Com Inc 1.0% Cv. 15-03-2 DEBT 1.000% 3/1 741503AQ9 161 138,000 SH   OTR 1 138,000 0 0
PRICELINE.COM INC COM 741503403 2,895 3,500 SH   OTR 3 3,500 0 0
Priceline.Com Inc. Com. USD0.0 COM 741503403 2,497 3,020 SH   OTR 1 3,020 0 0
PROASSURANCE CORP COM 74267C106 34 654 SH   OTR 3 654 0 0
PROCTER & GAMBLE CO/THE COM 742718109 28,542 370,724 SH   OTR 3 370,724 0 0
Procter & Gamble Company Common US COM 742718109 11,492 149,250 SH   OTR 1 149,250 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,174 51,000 SH   OTR 3 51,000 0 0
PROGRESSIVE CORP COM 743315103 1,772 69,700 SH   OTR 3 69,700 0 0
PROLOGIS INC COM 74340W103 5,710 151,381 SH   OTR 3 151,381 0 0
ProShares Ultra S&P500 PSHS ULT S&P500 74347R107 76 1,000 SH   OTR 1 1,000 0 0
Protective Life Corp COM 743674103 1,521 39,598 SH   OTR 4 39,598 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 313 4,340 SH   OTR 3 4,340 0 0
PUBLIC STORAGE COM 74460D109 4,922 32,102 SH   OTR 3 32,102 0 0
PULTEGROUP INC COM 745867101 1,628 85,800 SH   OTR 3 85,800 0 0
PVH CORP COM 693656100 2,086 16,684 SH   OTR 3 16,684 0 0
QIHOO 360 TECHNOLOGY CO-A DR ADS 74734M109 1,392 29,800 SH   OTR 3 29,800 0 0
Qihoo 360 Technology Co A DR (1 Rep ADS 74734M109 53,365 1,156,090 SH   OTR 1 1,156,090 0 0
Qihoo 360 Technology Co A DR (1 Rep ADS 74734M109 2,629 56,961 SH   OTR 1 56,961 0 0
Qihoo 360 Technology Co A DR (1 Rep ADS 74734M109 362 7,850 SH   OTR 1 7,850 0 0
QUALCOMM INC COM 747525103 19,049 311,869 SH   OTR 3 311,869 0 0
Qualcomm Inc. Com. USD0.01 COM 747525103 14,494 237,280 SH   OTR 1 237,280 0 0
QUANTA SERVICES INC COM 74762E102 5,924 223,900 SH   OTR 3 223,900 0 0
Quanta Services Inc. Common USD0.0 COM 74762E102 10,582 400,000 SH   OTR 1 400,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,523 41,610 SH   OTR 3 41,610 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 901 22,300 SH   OTR 3 22,300 0 0
R.R. Donnelley & Sons Co. Comm. US COM 257867101 2,801 200,000 SH   OTR 1 200,000 0 0
RALPH LAUREN CORP COM 751212101 23,472 135,100 SH   OTR 3 135,100 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 532 8,300 SH   OTR 3 8,300 0 0
RANGE RESOURCES CORP COM 75281A109 2,066 26,719 SH   OTR 3 26,719 0 0
RAYONIER INC COM 754907103 105 1,900 SH   OTR 3 1,900 0 0
RAYTHEON COMPANY COM 755111507 357 5,396 SH   OTR 3 5,396 0 0
RED HAT INC COM 756577102 2,075 43,400 SH   OTR 3 43,400 0 0
REGAL-BELOIT CORP COM 758750103 1,602 24,700 SH   OTR 3 24,700 0 0
REGAL ENTERTAINMENT GROUP-A CL A 758766109 967 54,000 SH   OTR 3 54,000 0 0
REGENCY CENTERS CORP COM 758849103 1,092 21,500 SH   OTR 3 21,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,257 5,588 SH   OTR 3 5,588 0 0
REGIONS FINANCIAL CORP COM 7591EP100 238 24,955 SH   OTR 3 24,955 0 0
REGIS CORP COM 758932107 707 43,040 SH   OTR 3 43,040 0 0
REPUBLIC SERVICES INC COM 760759100 2,064 60,815 SH   OTR 3 60,815 0 0
Republic Services Inc. Common USD0 COM 760759100 373 11,000 SH   OTR 1 11,000 0 0
RIO TINTO PLC-SPON ADR SPON ADR 767204100 816 19,860 SH   OTR 3 19,860 0 0
RIVERBED TECHNOLOGY INC COM 768573107 2,261 145,300 SH   OTR 3 145,300 0 0
Riverbed Technology Inc. Com. USD0 COM 768573107 602 38,700 SH   OTR 1 38,700 0 0
ROBERT HALF INTL INC COM 770323103 1,741 52,400 SH   OTR 3 52,400 0 0
ROCK TENN COMPANY -CL A CL A 772739207 130 1,300 SH   OTR 3 1,300 0 0
Rock Tenn Company Cl. A Com. USD0. CL A 772739207 2,411 24,140 SH   OTR 1 24,140 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,106 13,300 SH   OTR 3 13,300 0 0
ROCKWELL COLLINS INC COM 774341101 152 2,400 SH   OTR 3 2,400 0 0
ROSS STORES INC COM 778296103 3,565 55,003 SH   OTR 3 55,003 0 0
Rovi Corp. Com. USD0.001 COM 779376102 2 107 SH   OTR 1 107 0 0
Royal Bk. of Scot. Grp. 6.4% Pfd. SP ADR PREF M 780097796 314 14,800 SH   OTR 1 14,800 0 0
Royal Bk. of Scotland 7.25% Pfd. P SP ADR PREF T 780097713 115 4,800 SH   OTR 1 4,800 0 0
Ruckus Wireless Inc Com. COM 781220108 3,393 265,000 SH   OTR 1 265,000 0 0
RYDER SYSTEM INC COM 783549108 2,049 33,700 SH   OTR 3 33,700 0 0
RYLAND GROUP INC/THE COM 783764103 1,845 46,000 SH   OTR 3 46,000 0 0
Ryman Hospitality Properties Com. COM 78377T107 585 15,000 SH   OTR 1 15,000 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 1,759 45,100 SH   OTR 3 45,100 0 0
SAFEWAY INC COM 786514208 2,442 103,230 SH   OTR 3 103,230 0 0
SALESFORCE.COM INC COM 79466L302 1,883 49,316 SH   OTR 3 49,316 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 198 3,000 SH   OTR 3 3,000 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 687 22,100 SH   OTR 3 22,100 0 0
SANDISK CORP COM 80004C101 2,463 40,313 SH   OTR 3 40,313 0 0
SanDisk Corporation Common USD0 COM 80004C101 6,022 98,561 SH   OTR 1 98,561 0 0
SASOL LTD-SPONSORED ADR SPON ADR 803866300 2,159 49,840 SH   OTR 3 49,840 0 0
SBA COMMUNICATIONS CORP-CL A CL A 78388J106 170 2,300 SH   OTR 3 2,300 0 0
SCHLUMBERGER LTD COM 806857108 13,777 192,256 SH   OTR 3 192,256 0 0
SCHWAB (CHARLES) CORP COM 808513105 2,344 110,400 SH   OTR 3 110,400 0 0
Scripps Networks Inter-Cl A Com. U CL A 811065101 80 1,200 SH   OTR 1 1,200 0 0
SCRIPPS NETWORKS INTER-CL A CLA 811065101 100 1,500 SH   OTR 3 1,500 0 0
Seagate Technology Common USD00 SHS G7945M107 11,072 247,000 SH   OTR 1 247,000 0 0
Seagate Technology Common USD00 SHS G7945M107 663 14,800 SH   OTR 1 14,800 0 0
SEAGATE TECHNOLOGY SHS G7945M107 2,814 62,764 SH   OTR 3 62,764 0 0
SEALED AIR CORP COM 81211K100 84 3,500 SH   OTR 3 3,500 0 0
SEARS HOLDINGS CORP COM 812350106 38 900 SH   OTR 3 900 0 0
SEI INVESTMENTS COMPANY COM 784117103 71 2,500 SH   OTR 3 2,500 0 0
SEMPRA ENERGY COM 816851109 3,681 45,027 SH   OTR 3 45,027 0 0
Sensient Technologies Corp. Com. U COM 81725T100 162 4,000 SH   OTR 1 4,000 0 0
Sequans Communications ADR (1 Rep. SPONSORED ADR 817323108 113 75,300 SH   OTR 1 75,300 0 0
ServiceNow Inc Com. USD0.1 COM 81762P102 1,834 45,418 SH   OTR 1 45,418 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 1,148 6,500 SH   OTR 3 6,500 0 0
Ship Finance Intl Ltd 3.25% Cv. 01 NOTE 3.250% 2/0 G81075AE6 496 518,000 PRN   OTR 1 518,000 0 0
Ship Finance Intl Ltd 3.25% Cv. 01 NOTE 3.250% 2/0 G81075AE6 7,990 7,925,000 PRN   OTR 1 7,925,000 0 0
Ship Finance Intl Ltd 3.25% Cv. 01 NOTE 3.250% 2/0 G81075AE6 72 75,000 PRN   OTR 1 75,000 0 0
SHIRE PLC-ADR SPONSORED ADR 82481R106 504 5,300 SH   OTR 3 5,300 0 0
Sigma-Aldrich Com. USD1.00 COM 826552101 5,818 72,350 SH   OTR 1 72,350 0 0
SIGMA-ALDRICH COM 826552101 351 4,364 SH   OTR 3 4,364 0 0
SIMON PROPERTY GROUP INC COM 828806109 14,199 89,915 SH   OTR 3 89,915 0 0
SIRIUS XM RADIO INC COM 82967N108 202 60,371 SH   OTR 3 60,371 0 0
SK TELECOM CO LTD-ADR SPONSORED ADR 78440P108 1,843 90,726 SH   OTR 3 90,726 0 0
SL GREEN REALTY CORP COM 78440X101 1,823 20,666 SH   OTR 3 20,666 0 0
SLM CORP COM 78442P106 748 32,700 SH   OTR 3 32,700 0 0
SOHU.COM INC COM 83408W103 493 8,000 SH   OTR 3 8,000 0 0
SOURCEFIRE INC COM 83616T108 1,889 34,000 SH   OTR 3 34,000 0 0
SOUTHERN CO/THE COM 842587107 4,268 96,717 SH   OTR 3 96,717 0 0
SOUTHERN COPPER CORP COM 84265V105 1,880 68,050 SH   OTR 3 68,050 0 0
SOUTHWEST AIRLINES CO COM 844741108 681 52,800 SH   OTR 3 52,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 8,132 222,600 SH   OTR 3 222,600 0 0
SPDR Barclays High Yield Bond ETF BRC HGH YLD BD 78464A417 1,441 36,400 SH   OTR 1 36,400 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 7,673 47,940 SH   OTR 3 47,940 0 0
SPDR S&P REGIONAL BANKING S&P REGL BKG 78464A698 366 10,800 SH   OTR 3 10,800 0 0
SPDR Trust Unit Series 1 TR UNIT 78462F103 8,000 50,000 SH   OTR 1 50,000 0 0
SPDR Trust Unit Series 1 TR UNIT 78462F103 16,001 100,000 SH   OTR 1 100,000 0 0
SPRINT NEXTEL CORP COM 852061100 352 50,100 SH   OTR 3 50,100 0 0
ST JUDE MEDICAL INC COM 790849103 5,159 113,057 SH   OTR 3 113,057 0 0
St. Joe Corporation Common NPV COM 790148100 2,568 121,950 SH   OTR 1 121,950 0 0
STANCORP FINANCIAL GROUP COM 852891100 1,467 29,700 SH   OTR 3 29,700 0 0
STANDARD PACIFIC CORP COM 85375C101 142 17,000 SH   OTR 3 17,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 578 7,475 SH   OTR 3 7,475 0 0
Stanley Black & Decker Inc. Com. U COM 854502101 1,637 21,180 SH   OTR 1 21,180 0 0
STAPLES INC COM 855030102 9,391 592,110 SH   OTR 3 592,110 0 0
STARBUCKS CORP COM 855244109 19,331 295,174 SH   OTR 3 295,174 0 0
Starbucks Corp. Com. USD00.001 COM 855244109 570 8,700 SH   OTR 1 8,700 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 1,245 19,700 SH   OTR 3 19,700 0 0
STARZ - A CL A 85571Q102 1,403 63,500 SH   OTR 3 63,500 0 0
Starz Com. USD 0.01 CL A 85571Q102 27 1,200 SH   OTR 1 1,200 0 0
STATE STREET CORP COM 857477103 3,435 52,675 SH   OTR 3 52,675 0 0
State Street Corp. Common USD10 COM 857477103 522 8,000 SH   OTR 1 8,000 0 0
StealthGas Inc Com. USD 00.01 SHS Y81669106 660 60,000 SH   OTR 1 60,000 0 0
STERICYCLE INC COM 858912108 421 3,808 SH   OTR 3 3,808 0 0
STERLITE INDUSTRIES INDI-ADR ADS 859737207 13 2,275 SH   OTR 3 2,275 0 0
STRYKER CORP COM 863667101 5,657 87,460 SH   OTR 3 87,460 0 0
SUN COMMUNITIES INC COM 866674104 333 6,700 SH   OTR 3 6,700 0 0
SunEdison Inc Com. USD 0.1 COM 86732Y109 2,527 309,480 SH   OTR 1 309,480 0 0
SUNEDISON INC COM 86732Y109 980 120,000 SH   OTR 3 120,000 0 0
SUNTECH POWER HOLDINGS-ADR ADR 86800C104 98 95,000 SH   OTR 3 95,000 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 71 2,729 SH   OTR 3 2,729 0 0
Superior Industries Intl. Common U COM 868168105 224 13,000 SH   OTR 1 13,000 0 0
Symantec Corp Com. USD 0.1 COM 871503108 436 19,400 SH   OTR 1 19,400 0 0
SYMANTEC CORP COM 871503108 3,614 160,859 SH   OTR 3 160,859 0 0
Synalloy Corporation Common USD1.0 COM 871565107 1,560 100,000 SH   OTR 1 100,000 0 0
SYNOPSYS INC COM 871607107 86 2,400 SH   OTR 3 2,400 0 0
SYSCO CORP COM 871829107 8,318 243,497 SH   OTR 3 243,497 0 0
T-Mobile US Inc Com. USD01 COM 872590104 812 32,725 SH   OTR 1 32,725 0 0
T-MOBILE US INC COM 872590104 55 2,200 SH   OTR 3 2,200 0 0
T ROWE PRICE GROUP INC COM 74144T108 6,665 91,109 SH   OTR 3 91,109 0 0
Taiwan Semi. - SP ADR (1 Rep 5 Ord SPONSORED ADR 874039100 6,377 348,000 SH   OTR 1 348,000 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,273 69,500 SH   OTR 3 69,500 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 666 19,900 SH   OTR 3 19,900 0 0
TARGET CORP COM 87612E106 4,855 70,500 SH   OTR 3 70,500 0 0
Target Corporation Common USD00.083 COM 87612E106 11,661 169,340 SH   OTR 1 169,340 0 0
Taylor Morrison Home Corp Com. USD COM 87724P106 599 24,576 SH   OTR 1 24,576 0 0
Telephone And Data Systems USD 0.01 COM 879433829 690 28,000 SH   OTR 1 28,000 0 0
Tenet Healthcare Corp. Com. USD 0. COM 88033G407 1,729 37,500 SH   OTR 1 37,500 0 0
Tenneco Inc. Common USD0.1 COM 880349105 880 19,430 SH   OTR 1 19,430 0 0
Tenneco Inc. Common USD0.1 COM 880349105 15,617 356,555 SH   OTR 1 356,555 0 0
Teradata Corp Com. USD 0.1 COM 88076W103 1,191 23,702 SH   OTR 1 23,702 0 0
Teradata Corp Com. USD 0.1 COM 88076W103 5,680 103,672 SH   OTR 1 103,672 0 0
TERADATA CORP COM 88076W103 653 13,009 SH   OTR 3 13,009 0 0
TESORO CORP COM 881609101 1,671 31,941 SH   OTR 3 31,941 0 0
Tetra Tech Inc. Com. USD00.01 COM 88162G103 255 10,845 SH   OTR 1 10,845 0 0
Tetra Tech Inc. Com. USD00.01 COM 88162G103 13,170 489,225 SH   OTR 1 489,225 0 0
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 8,711 222,220 SH   OTR 3 222,220 0 0
Texas Industries Inc. Common USD1. COM 882491103 391 6,000 SH   OTR 1 6,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 13,792 395,520 SH   OTR 3 395,520 0 0
Texas Instruments Inc. Common USD1 COM 882508104 697 20,000 SH   OTR 1 20,000 0 0
Textron Inc Com. USD 0.125 COM 883203101 659 25,295 SH   OTR 1 25,295 0 0
TEXTRON INC COM 883203101 120 4,600 SH   OTR 3 4,600 0 0
The Walt Disney Company Common USD COM 254687106 14,044 222,390 SH   OTR 1 222,390 0 0
Therapeutics MD Inc Com. USD00.1 COM 88338N107 890 292,750 SH   OTR 1 292,750 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,105 72,140 SH   OTR 3 72,140 0 0
TIBCO SOFTWARE 2.25% 5/1/32 NOTE 2.250% 5/0 88632QAB9 5,610 5,700,000 PRN   OTR 4 5,700,000 0 0
TIFFANY & CO COM 886547108 23,287 319,700 SH   OTR 3 319,700 0 0
TIME WARNER CABLE COM 88732J207 6,810 60,544 SH   OTR 3 60,544 0 0
TIME WARNER INC COM 887317303 7,522 130,091 SH   OTR 3 130,091 0 0
Time Warner Inc. Common USD0.01 COM 887317303 636 11,000 SH   OTR 1 11,000 0 0
TJX COMPANIES INC COM 872540109 5,074 101,350 SH   OTR 3 101,350 0 0
TJX Companies Inc. Com. USD 1.0 COM 872540109 1,785 35,651 SH   OTR 1 35,651 0 0
TOLL BROTHERS INC COM 889478103 1,118 34,265 SH   OTR 3 34,265 0 0
TORCHMARK CORP COM 891027104 2,027 31,121 SH   OTR 3 31,121 0 0
TOWERS WATSON & CO-CL A CL A 891894107 739 9,020 SH   OTR 3 9,020 0 0
TRACTOR SUPPLY COMPANY COM 892356106 140 1,193 SH   OTR 3 1,193 0 0
TRANSDIGM GROUP INC COM 893641100 132 843 SH   OTR 3 843 0 0
TRANSOCEAN LTD REG SHS H8817H100 28,987 603,315 SH   OTR 3 603,315 0 0
Transocean Ltd. Com. CHF15 REG SHS H8817H100 3,325 69,330 SH   OTR 1 69,330 0 0
TREEHOUSE FOODS INC COM 89469A104 1,789 27,300 SH   OTR 3 27,300 0 0
TRIMBLE NAVIGATION LTD COM 896239100 411 15,820 SH   OTR 3 15,820 0 0
TripAdvisor Inc Com. USD 0.001 COM 896945201 1,434 23,550 SH   OTR 1 23,550 0 0
TRIPADVISOR INC COM 896945201 122 2,000 SH   OTR 3 2,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 1,775 26,718 SH   OTR 3 26,718 0 0
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 928 64,560 SH   OTR 3 64,560 0 0
Twin Disc Inc. NPV COM 901476101 47 2,000 SH   OTR 1 2,000 0 0
TYCO INTERNATIONAL LTD SHS H89128104 1,767 53,627 SH   OTR 3 53,627 0 0
Tyco International Ltd. Com. CHF6. SHS H89128104 659 20,000 SH   OTR 1 20,000 0 0
TYSON FOODS INC-CL A CL A 902494103 108 4,200 SH   OTR 3 4,200 0 0
UDR INC COM 902653104 1,317 51,673 SH   OTR 3 51,673 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 98 982 SH   OTR 3 982 0 0
ULTRA PETROLEUM CORP COM 903914109 44 2,200 SH   OTR 3 2,200 0 0
UNDER ARMOUR INC-CLASS A CL A 904311107 5,852 98,000 SH   OTR 3 98,000 0 0
UNION PACIFIC CORP COM 907818108 16,311 105,699 SH   OTR 3 105,699 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 46 1,480 SH   OTR 3 1,480 0 0
UNITED NATURAL FOODS INC COM 911163103 2,160 40,000 SH   OTR 3 40,000 0 0
UNITED PARCEL SERVICE-CL B CL B 911312106 7,471 86,394 SH   OTR 3 86,394 0 0
United Parcel Service Com.Cls B US CL B 911312106 1,144 13,230 SH   OTR 1 13,230 0 0
United Parcel Service Com.Cls B US CL B 911312106 225 2,600 SH   OTR 1 2,600 0 0
UNITED RENTALS INC COM 911363109 3,477 69,665 SH   OTR 3 69,665 0 0
UNITED STATES STEEL CORP COM 912909108 1,832 104,500 SH   OTR 3 104,500 0 0
UNITED STATES STEEL CORP 4% 5/15/14 NOTE 4.000% 5/1 912909AE8 3,091 3,000,000 PRN   OTR 4 3,000,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 16,179 174,083 SH   OTR 3 174,083 0 0
UNITED THERAPEUTICS CORP COM 91307C102 454 6,900 SH   OTR 3 6,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,456 220,710 SH   OTR 3 220,710 0 0
Universal Display Corp Com. USD0. COM 91347P105 6,579 234,000 SH   OTR 1 234,000 0 0
UNIVERSAL HEALTH SERVICES COM 913903100 1,360 20,315 SH   OTR 3 20,315 0 0
UNUM GROUP COM 91529Y106 127 4,341 SH   OTR 3 4,341 0 0
URBAN OUTFITTERS INC COM 917047102 2,140 53,210 SH   OTR 3 53,210 0 0
US BANCORP COM 902973304 16,202 448,199 SH   OTR 3 448,199 0 0
US Cellular Corporation Common USD COM 911684108 367 10,000 SH   OTR 1 10,000 0 0
USA Truck Incorporated Common USD0 COM 902925106 6,245 975,000 SH   OTR 1 975,000 0 0
UTILITIES SELECT SECTOR SPR SBI INT-UTILS 81369Y886 3,199 85,000 SH   OTR 3 85,000 0 0
VALE SA-SP ADR ADR 91912E105 1,227 93,300 SH   OTR 3 93,300 0 0
Vale SA - SP ADR (1 Reps. 1 Ord.) ADR 91912E105 1,316 100,000 SH   OTR 3 100,000 0 0
Vale SA - SP ADR (1 Reps. 1 Ord.) ADR 91912E105 216 16,400 SH   OTR 1 16,400 0 0
VALERO ENERGY CORP COM 91913Y100 2,381 68,492 SH   OTR 3 68,492 0 0
VANGUARD FTSE EMERGING MARKE COM 922042858 33,568 865,407 SH   OTR 3 865,407 0 0
Varian Medical Systems Inc Com.US COM 92220P105 376 5,580 SH   OTR 1 5,580 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 6,274 93,015 SH   OTR 3 93,015 0 0
VENTAS INC COM 92276F100 5,449 78,454 SH   OTR 3 78,454 0 0
VERISIGN INC COM 92343E102 130 2,900 SH   OTR 3 2,900 0 0
VERISK ANALYTICS INC-CLASS A COM 92345Y106 149 2,500 SH   OTR 3 2,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 14,781 293,631 SH   OTR 3 293,631 0 0
Vertex Pharmaceuticals Inc Com. US COM 92532F100 1,601 19,995 SH   OTR 1 19,995 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,733 21,700 SH   OTR 3 21,700 0 0
VF CORP COM 918204108 7,312 37,874 SH   OTR 3 37,874 0 0
VIACOM INC-CLASS B CL B 92553P201 4,084 60,015 SH   OTR 3 60,015 0 0
Viacom Inc. New Class A Com. USD0. CL A 92553P102 958 14,000 SH   OTR 1 14,000 0 0
Viad Corporation Common USD 1.50 COM 92552R406 257 10,500 SH   OTR 1 10,500 0 0
VIMPELCOM LTD-SPON ADR SPONSORED ADR 92719A106 553 55,000 SH   OTR 3 55,000 0 0
VIROPHARMA INC COM 928241108 593 20,700 SH   OTR 3 20,700 0 0
VISA INC-CLASS A SHARES CL A 92826C839 14,698 80,403 SH   OTR 3 80,403 0 0
Visa Inc Com. USD 0.0001 CL A 92826C839 5,994 32,799 SH   OTR 1 32,799 0 0
Vmware Inc-Class A Common USD00.01 CL A 928563402 148 2,205 SH   OTR 1 2,205 0 0
Vmware Inc-Class A Common USD00.01 CL A 928563402 8,501 127,012 SH   OTR 1 127,012 0 0
VMWARE INC-CLASS A CL A 928563402 94 1,400 SH   OTR 3 1,400 0 0
VORNADO REALTY TRUST COM 929042109 4,436 53,548 SH   OTR 3 53,548 0 0
VULCAN MATERIALS CO COM 929160109 1,476 30,480 SH   OTR 3 30,480 0 0
Wal-Mart Stores Inc Common USD0.1 COM 931142103 11,752 157,750 SH   OTR 1 157,750 0 0
WAL-MART STORES INC COM 931142103 23,829 319,894 SH   OTR 3 319,894 0 0
WALGREEN CO COM 931422109 16,491 373,093 SH   OTR 3 373,093 0 0
Walgreen Company Common USD0.07812 COM 931422109 943 21,330 SH   OTR 1 21,330 0 0
Walgreen Company Common USD0.07812 COM 931422109 13,315 301,240 SH   OTR 1 301,240 0 0
WALT DISNEY CO/THE COM 254687106 16,708 264,582 SH   OTR 3 264,582 0 0
WALTER ENERGY INC COM 93317Q105 302 29,000 SH   OTR 3 29,000 0 0
WASTE MANAGEMENT INC COM 94106L109 1,311 32,500 SH   OTR 3 32,500 0 0
WATERS CORP COM 941848103 160 1,600 SH   OTR 3 1,600 0 0
Watts Water Tech. Inc. A Common US CL A 942749102 10,988 238,000 SH   OTR 1 238,000 0 0
WATTS WATER TECHNOLOGIES-A CL A 942749102 453 10,000 SH   OTR 3 10,000 0 0
WD-40 CO COM 929236107 1,008 18,500 SH   OTR 3 18,500 0 0
WEATHERFORD INTL LTD REG SHS H27013103 17,640 1,283,902 SH   OTR 3 1,283,902 0 0
Weatherford Intl. Ltd. Com. USD1.0 REG SHS H27013103 672 49,000 SH   OTR 1 49,000 0 0
Web.com Group Inc Com. USD0.001 COM 94733A104 923 36,040 SH   OTR 1 36,040 0 0
WEB.COM GROUP INC COM 94733A104 1,142 44,600 SH   OTR 3 44,600 0 0
WEINGARTEN REALTY INVESTORS COM 948741103 671 21,800 SH   OTR 3 21,800 0 0
WELLPOINT INC COM 94973V107 7,182 87,752 SH   OTR 3 87,752 0 0
WELLS FARGO & CO COM 949746101 41,109 996,107 SH   OTR 3 996,107 0 0
Wells Fargo & Co. Com. USD1.666 COM 949746101 12,380 300,000 SH   OTR 1 300,000 0 0
Wells Fargo & Co. Com. USD1.666 COM 949746101 1,362 33,000 SH   OTR 1 33,000 0 0
WESCO INTERNATIONAL INC COM 95082P105 2,698 39,700 SH   OTR 3 39,700 0 0
Western Digital Corp Com. USD 0.01 COM 958102105 4,285 69,000 SH   OTR 1 69,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,863 30,000 SH   OTR 3 30,000 0 0
WESTERN UNION CO COM 959802109 1,667 97,400 SH   OTR 3 97,400 0 0
Westport Innovations Inc. Common N COM 960908309 12,405 421,954 SH   OTR 1 421,954 0 0
WEYERHAEUSER CO COM 962166104 2,365 83,026 SH   OTR 3 83,026 0 0
WHIRLPOOL CORP COM 963320106 240 2,100 SH   OTR 3 2,100 0 0
WHITING PETROLEUM CORP COM 966387102 255 5,533 SH   OTR 3 5,533 0 0
WHOLE FOODS MARKET INC COM 966837106 6,384 124,018 SH   OTR 3 124,018 0 0
Williams Companies Inc. Common USD COM 969457100 9,741 300,000 SH   OTR 1 300,000 0 0
WILLIAMS COS INC COM 969457100 1,997 61,500 SH   OTR 3 61,500 0 0
WILLIS GROUP HOLDINGS PLC SHS G96666105 109 2,682 SH   OTR 3 2,682 0 0
WINDSTREAM CORP COM 97381W104 88 11,400 SH   OTR 3 11,400 0 0
WIPRO LTD-ADR COM 97651M109 269 37,000 SH   OTR 3 37,000 0 0
WISCONSIN ENERGY CORP COM 976657106 610 14,881 SH   OTR 3 14,881 0 0
WPX Energy Inc. W/I NPV COM 98212B103 395 20,845 SH   OTR 1 20,845 0 0
WR BERKLEY CORP COM 084423102 82 2,000 SH   OTR 3 2,000 0 0
WR Berkley Corp. Common USD0.20 COM 084423102 12,256 300,000 SH   OTR 1 300,000 0 0
WR Berkley Corp. Common USD0.20 COM 084423102 82 2,000 SH   OTR 1 2,000 0 0
WUXI PHARMATECH CAYMAN-ADR SPONS ADR SHS 929352102 1,124 53,500 SH   OTR 3 53,500 0 0
WW GRAINGER INC COM 384802104 3,438 13,614 SH   OTR 3 13,614 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 777 13,570 SH   OTR 3 13,570 0 0
XCEL ENERGY INC COM 98389B100 570 20,100 SH   OTR 3 20,100 0 0
XEROX CORP COM 984121103 6,820 751,920 SH   OTR 3 751,920 0 0
Xerox Corporation Common USD1.0 COM 984121103 1,969 217,336 SH   OTR 1 217,336 0 0
XILINX INC COM 983919101 4,240 107,040 SH   OTR 3 107,040 0 0
Xilinx Inc. Common USD0.01 COM 983919101 6,180 156,000 SH   OTR 1 156,000 0 0
Xilinx Inc. Common USD0.01 COM 983919101 234 5,900 SH   OTR 1 5,900 0 0
XL Group PLC Com. USD 0.01 SHS G98290102 588 19,403 SH   OTR 1 19,403 0 0
XL GROUP PLC SHS G98290102 1,082 35,700 SH   OTR 3 35,700 0 0
Xylem Inc-W/I Com. NPV COM 98419M100 210 7,778 SH   OTR 1 7,778 0 0
Xylem Inc-W/I Com. NPV COM 98419M100 12,236 449,869 SH   OTR 1 449,869 0 0
Xylem Inc-W/I Com. NPV COM 98419M100 539 20,000 SH   OTR 1 20,000 0 0
XYLEM INC COM 98419M100 2,979 110,584 SH   OTR 3 110,584 0 0
YAHOO! INC COM 984332106 7,337 292,179 SH   OTR 3 292,179 0 0
Yahoo! Incorporated Common USD0 COM 984332106 10,657 424,086 SH   OTR 1 424,086 0 0
Yahoo! Incorporated Common USD0 COM 984332106 452 18,000 SH   OTR 1 18,000 0 0
YPF S.A.-SPONSORED ADR SPONSORED ADR 984245100 340 23,050 SH   OTR 3 23,050 0 0
YUM! BRANDS INC COM 988498101 4,195 60,500 SH   OTR 3 60,500 0 0
Yum! Brands Inc. Com. NPV COM 988498101 1,456 21,000 SH   OTR 1 21,000 0 0
Zillow Inc Com. 0.0001 COM 98954A107 2,086 37,000 SH   OTR 1 37,000 0 0
ZIMMER HOLDINGS INC COM 98956P102 2,531 33,770 SH   OTR 3 33,770 0 0
Zimmer Holdings Inc. Com. USD 0.01 COM 98956P102 2,248 30,000 SH   OTR 1 30,000 0 0
ZIONS BANCORPORATION COM 989701107 722 25,000 SH   OTR 3 25,000 0 0
ZOETIS INC COM 98978V103 257 8,323 SH   OTR 3 8,323 0 0