0001047469-11-009470.txt : 20111114 0001047469-11-009470.hdr.sgml : 20111111 20111114114851 ACCESSION NUMBER: 0001047469-11-009470 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP CENTRAL INDEX KEY: 0001086619 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04731 FILM NUMBER: 111199489 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR 1 a2205851z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30th, 2011 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Schroder Investment Management Group ------------------------------- Address: 31 Gresham Street ------------------------------- London, EC2V 7QA ------------------------------- United Kingdom ------------------------------- Form 13F File Number: 28-04731 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephen M. DeTore ------------------------------- Title: Authorized Signatory ------------------------------- Phone: (212) 641-3903 ------------------------------- Signature, Place, and Date of Signing: /s/ Stephen M. DeTore New York, NY 11/11/11 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 -------------------- Form 13F Information Table Entry Total: 2513 -------------------- Form 13F Information Table Value Total: $24,782,403,231.85 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-1732 Schroder Investment Management North America Inc. ------ ----------------- ------------------------------------------------- 2 Schroder Investment Management North America Ltd. ------------------------------------------------- 3 Schroder Investment Management Ltd. ------------------------------------------------- 4 Schroder Investment Management (Hong Kong) Ltd. ------------------------------------------------- 5 Schroder Investment Management (Japan) Ltd. ------------------------------------------------- 6 Schroder Investment Management (Singapore) Ltd. ------------------------------------------------- 7 Schroder & Co Limited -------------------------------------------------

FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP March 31, 2011 ----------------------------------------------------------------------------------------------------------------------------------- ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 - Investment ITEM 7 ITEM 8 - Voting Discretion Authority ------------------------- --------------------- Class Name of Issue Title Cusip Market Value Shares Sole Shared Other Managers Sole Shared None A B C A B C ------------------------------ ----- ---------- ------------ ------------- ------------ ------ ----- -------- --------- ------ ---- 1st SourceCorp CommonStock NPV COM 336901103 156913.2 7,515 7,515 3 7,515 3M Co Common Stock USD0.01 COM 88579Y101 4930361.55 68,735 68,735 2 68,735 3M Co Common Stock USD0.01 COM 88579Y101 48877754.49 681,413 681,413 3 681,413 3M Co Common Stock USD0.01 COM 88579Y101 28692 400 400 7 400 ABB Ltd ADR(Each Rep1 CHF1.54) COM 375204 34160 2,000 2,000 4 2,000 Abbott Laboratories ComStk NPV COM 2824100 8071579.62 157,833 157,833 2 157,833 Abbott Laboratories ComStk NPV COM 2824100 72295850.9 1,413,685 1,413,685 3 1,413,685 Abbott Laboratories ComStk NPV COM 2824100 911007.96 17,814 17,814 7 17,814 AboveNet Inc Com Stock USD0.01 COM 00374N107 43919526 819,700 819,700 1 819,700 AboveNet Inc Com Stock USD0.01 COM 00374N107 878712 16,400 16,400 3 16,400 Accenture A NewCS USD0.0000225 COM G1151C101 4205083.52 79,808 79,808 2 79,808 Accenture A NewCS USD0.0000225 COM G1151C101 42426462.21 805,209 805,209 3 805,209 ACE Limited CHF30.57(US List.) COM H0023R105 5121545 84,500 84,500 2 84,500 ACE Limited CHF30.57(US List.) COM H0023R105 66602328.87 1,098,867 1,098,867 3 1,098,867 Activ.BlizzardCmStkUSD0.000001 COM 00507V109 72590 6,100 6,100 3 6,100 Adobe Systems Inc NPV COM 00724F101 55614 2,300 2,300 3 2,300 Adobe Systems Inc NPV COM 00724F101 6045 250 250 7 250 Adv.AmericaCsh Com Stk USD0.01 COM 00739W107 114390 15,500 15,500 2 15,500 Adv.AmericaCsh Com Stk USD0.01 COM 00739W107 5377429.62 728,649 728,649 3 728,649 AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 2480016 42,700 42,700 2 42,700 AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 24852432 427,900 427,900 3 427,900 Advanced Energy ComStkUSD0.001 COM 7973100 33618 3,900 3,900 2 3,900 Advanced Energy ComStkUSD0.001 COM 7973100 369263.56 42,838 42,838 3 42,838 AdvancedBatteryTechnCSUSD0.001 COM 00752H102 134330 133,000 133,000 2 133,000 AdvancedBatteryTechnCSUSD0.001 COM 00752H102 1747398.98 1,730,098 1,730,098 3 1,730,098 Aecom Technology ComStkUSD0.01 COM 00766T100 8283080 468,500 468,500 1 468,500 Aecom Technology ComStkUSD0.01 COM 00766T100 279344 15,800 15,800 3 15,800 Aeropostale Inc Com StkUSD0.01 COM 7865108 1118247 103,350 103,350 2 103,350 Aeropostale Inc Com StkUSD0.01 COM 7865108 16052011 1,483,550 1,483,550 3 1,483,550 AES Corp Common Stock USD0.01 COM 00130H105 696601 71,300 71,300 3 71,300 Aetna Inc Common Stock NPV COM 00817Y108 1116110.42 30,713 30,713 2 30,713 Aetna Inc Common Stock NPV COM 00817Y108 42026628.56 1,156,484 1,156,484 3 1,156,484 AFLAC Inc. Com Stk USD0.10 COM 1055102 13044633.15 373,237 373,237 1 373,237 AFLAC Inc. Com Stk USD0.10 COM 1055102 4540005 129,900 129,900 2 129,900 AFLAC Inc. Com Stk USD0.10 COM 1055102 52978223.55 1,515,829 1,515,829 3 1,515,829 AFLAC Inc. Com Stk USD0.10 COM 1055102 477417 13,660 13,660 4 13,660 AFLAC Inc. Com Stk USD0.10 COM 1055102 6151.2 176 176 7 176 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 22604 400 400 2 400 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 73463 1,300 1,300 3 1,300 AGCO Corp Common Stock USD0.01 COM 1084102 59460.4 1,720 1,720 2 1,720 AGCO Corp Common Stock USD0.01 COM 1084102 44470260.31 1,286,383 1,286,383 3 1,286,383 AGCO Corp Common Stock USD0.01 COM 1084102 637712.79 18,447 18,447 4 18,447 AGCO Corp Common Stock USD0.01 COM 1084102 881535 25,500 25,500 5 25,500 AGCO Corp Common Stock USD0.01 COM 1084102 234108.04 6,772 6,772 7 6,772 Agilent Technologies USD0.01 COM 00846U101 364232.96 11,648 11,648 3 11,648 AGL Resources Inc Com Stk USD5 COM 1204106 794235 19,500 19,500 3 19,500 Agnico-Eagle Mines Common NPV COM 8474108 64157.2018 1,067 1,067 2 1,067 Agnico-Eagle Mines Common NPV COM 8474108 308940.6775 5,138 5,138 3 5,138 Agree Realty Cp REIT USD0.0001 COM 8492100 1133480.26 52,162 52,162 3 52,162 Agrium Incorporated Common NPV COM 8916108 4036009.02 60,300 60,300 2 60,300 Agrium Incorporated Common NPV COM 8916108 51782330.39 773,654 773,654 3 773,654 Air Products&Chemicals ComUSD1 COM 9158106 5888432.48 77,104 77,104 3 77,104 Aircastle Ltd ComStock USD0.01 COM G0129K104 76080 8,000 8,000 3 8,000 Airgas Inc Common StockUSD0.01 COM 9363102 66756515.85 1,045,521 1,045,521 1 1,045,521 Airgas Inc Common StockUSD0.01 COM 9363102 1985735 31,100 31,100 3 31,100 AirmediaGrp ADR (EachRep2 Ord) COM 9411109 3898095 1,565,500 1,565,500 4 1,565,500 AirTransportSvcs ComStkUSD0.01 COM 00922R105 9971.99 2,303 2,303 3 2,303 Alaska Airgroup Com.Stk USD1 COM 11659109 303966 5,400 5,400 2 5,400 Alaska Airgroup Com.Stk USD1 COM 11659109 3135353 55,700 55,700 3 55,700 AlaskaCommSysGp ComStk USD0.01 COM 01167P101 26896 4,100 4,100 3 4,100 Alcoa Inc Common Stock USD1 COM 13817101 17340.84 1,812 1,812 7 1,812 AlexionPharma.ComStk USD0.0001 COM 15351109 1572107.25 24,545 24,545 3 24,545 Allegiant Travel ComStkUSD0.01 COM 01748X102 16415379 348,300 348,300 1 348,300 Allergan Inc Common StkUSD0.01 COM 18490102 574480.11 6,971 6,971 3 6,971 Alliance Fin Corp Com Stk USD1 COM 19205103 57811.05 2,061 2,061 3 2,061 Alliance Resource Ptnrs LP NPV COM 01877R108 3192772 48,700 48,700 2 48,700 Alliance Resource Ptnrs LP NPV COM 01877R108 50392431.76 768,646 768,646 3 768,646 AllianceBernstein Uts Ltd Part COM 01881G106 157320 11,500 11,500 3 11,500 Alliant Energy Com Stk USD0.01 COM 18802108 693198.42 17,926 17,926 3 17,926 Allied Nevada Gold CS USD0.001 COM 19344100 2870086 80,170 80,170 3 80,170 AlliedWorldAssur.ComStkUSD0.03 COM H01531104 2935842 54,600 54,600 2 54,600 AlliedWorldAssur.ComStkUSD0.03 COM H01531104 41825478.43 777,859 777,859 3 777,859 Allstate Corp.Com Stk USD0.01 COM 20002101 15009960.31 633,599 633,599 1 633,599 Allstate Corp.Com Stk USD0.01 COM 20002101 1006825 42,500 42,500 2 42,500 Allstate Corp.Com Stk USD0.01 COM 20002101 12260546.29 517,541 517,541 3 517,541 Allstate Corp.Com Stk USD0.01 COM 20002101 685114.8 28,920 28,920 4 28,920 Allstate Corp.Com Stk USD0.01 COM 20002101 5282.87 223 223 7 223 AlmostFamily Inc ComStkUSD0.10 COM 20409108 237809 14,300 14,300 2 14,300 AlmostFamily Inc ComStkUSD0.10 COM 20409108 1641663.71 98,717 98,717 3 98,717 AlphaNatResInc ComStockUSD0.01 COM 02076X102 142439.88 8,052 8,052 3 8,052 Altera Corp Com Stk USD0.001 COM 21441100 1211136 38,400 38,400 2 38,400 Altera Corp Com Stk USD0.001 COM 21441100 11806588.98 374,337 374,337 3 374,337 Alterra Capital Holdings USD1 COM G0229R108 10151244.95 533,995 533,995 1 533,995 Alterra Capital Holdings USD1 COM G0229R108 1442859 75,900 75,900 3 75,900 Altisource Portolio ComStkUSD1 COM L0175J104 10380376 292,900 292,900 1 292,900 Altria Group ComStockUSD0.3333 COM 02209S103 16200934.47 604,287 604,287 1 604,287 Altria Group ComStockUSD0.3333 COM 02209S103 1209131 45,100 45,100 2 45,100 Altria Group ComStockUSD0.3333 COM 02209S103 8146969.18 303,878 303,878 3 303,878 Altria Group ComStockUSD0.3333 COM 02209S103 2075898.3 77,430 77,430 4 77,430 Altria Group ComStockUSD0.3333 COM 02209S103 1518411.16 56,636 56,636 7 56,636 Amarin Corp ADR(EachRep1OrdSh) COM 23111206 214577.06 23,273 23,273 3 23,273 Amazon Comm.Inc USD0.01 COM 23135106 23483010.46 108,602 108,602 1 108,602 Amazon Comm.Inc USD0.01 COM 23135106 2185220.38 10,106 10,106 2 10,106 Amazon Comm.Inc USD0.01 COM 23135106 8019970.7 37,090 37,090 3 37,090 Amazon Comm.Inc USD0.01 COM 23135106 1154668.2 5,340 5,340 4 5,340 Amazon Comm.Inc USD0.01 COM 23135106 9297.89 43 43 7 43 Ambassadors Grp ComStk USD0.01 COM 23177108 5882825 1,023,100 1,023,100 1 1,023,100 Amcol Int'l Corp Com Stk USD1 COM 02341W103 208452 8,700 8,700 1 8,700 Amdocs Limited Ord USD0.01 COM G02602103 62253713.97 2,298,033 2,298,033 1 2,298,033 Amdocs Limited Ord USD0.01 COM G02602103 2053422 75,800 75,800 3 75,800 Amdocs Limited Ord USD0.01 COM G02602103 400932 14,800 14,800 7 14,800 Amedisys Inc Com Stk USD0.001 COM 23436108 287508 19,400 19,400 2 19,400 Amedisys Inc Com Stk USD0.001 COM 23436108 5213335.14 351,777 351,777 3 351,777 Amer.Elec.Power Com.USD6.50 COM 25537101 904876 23,800 23,800 2 23,800 Amer.Elec.Power Com.USD6.50 COM 25537101 4429330 116,500 116,500 3 116,500 Amerco Inc Common StockUSD0.25 COM 23586100 24980 400 400 3 400 Ameren Corp Common Stk USD0.01 COM 23608102 65494 2,200 2,200 3 2,200 Ameresco Inc ClsA CS USD0.0001 COM 02360EAB5 3351174.75 330,165 330,165 3 330,165 American Equity Com Stock USD1 COM 25676206 62196 7,100 7,100 2 7,100 American Equity Com Stock USD1 COM 25676206 118260 13,500 13,500 3 13,500 American Express ComStkUSD0.20 COM 25816109 2614392.3 58,227 58,227 2 58,227 American Express ComStkUSD0.20 COM 25816109 32622139.9 726,551 726,551 3 726,551 American Express ComStkUSD0.20 COM 25816109 501622.8 11,172 11,172 4 11,172 American Express ComStkUSD0.20 COM 25816109 179689.8 4,002 4,002 7 4,002 American Greetings Com.'A'USD1 COM 26375105 8805100 477,500 477,500 1 477,500 American Intl Grp Wts 19/01/21 COM 26874156 4681.8 765 765 3 765 American Intl Grp Wts 19/01/21 COM 26874156 312.12 51 51 7 51 American Intl.Gp.Com USD2.50 COM 26874784 2086.2 95 95 7 95 AmericanCapAgency REIT USD0.01 COM 02503X105 311765 11,500 11,500 2 11,500 AmericanCapAgency REIT USD0.01 COM 02503X105 4161385 153,500 153,500 3 153,500 AmericanEagleOut.ComStkUSD0.01 COM 02553E106 337824 28,800 28,800 3 28,800 AmericanFinancialGrp ComStkNPV COM 25932104 1265770 40,700 40,700 2 40,700 AmericanFinancialGrp ComStkNPV COM 25932104 35077752.2 1,127,902 1,127,902 3 1,127,902 AmericanScience ComStkUSD0.667 COM 29429107 12210 200 200 3 200 AmericanVanguard ComStkUSD0.10 COM 30371108 176328 15,800 15,800 3 15,800 AMERICA'S CAR-MART INC COM 03062T105 139248 4,800 4,800 2 4,800 AMERICA'S CAR-MART INC COM 03062T105 740799.36 25,536 25,536 3 25,536 Amerigas Partners CommonStkNPV COM 30975106 276948 6,300 6,300 3 6,300 AMERIGROUP CommonStock USD0.01 COM 03073T102 17089667.44 437,972 437,972 1 437,972 AMERIGROUP CommonStock USD0.01 COM 03073T102 1463250 37,500 37,500 2 37,500 AMERIGROUP CommonStock USD0.01 COM 03073T102 21208384.52 543,526 543,526 3 543,526 Ameriprise Fin.Com Stk USD0.01 COM 03076C106 2205280 56,000 56,000 3 56,000 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 4034778 108,200 108,200 2 108,200 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 35507538 952,200 952,200 3 952,200 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 68710752 3,111,900 3,111,900 2 3,111,900 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 302959459.2 13,720,990 13,720,990 3 13,720,990 Ames Natl Corp Com Stk USD2 COM 31001100 9510 600 600 3 600 Amgen Inc Common Stk USD0.0001 COM 31162100 2364278.7 43,026 43,026 2 43,026 Amgen Inc Common Stk USD0.0001 COM 31162100 13911196.95 253,161 253,161 3 253,161 AmkorTechnology ComStkUSD0.001 COM 31652100 1193927.1 274,466 274,466 3 274,466 Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 7382990 181,000 181,000 3 181,000 Amsurg Corp Common Stock NPV COM 03232P405 461455 20,500 20,500 2 20,500 Amsurg Corp Common Stock NPV COM 03232P405 12771453.68 567,368 567,368 3 567,368 AmtechSystemsInc ComStkUSD0.01 COM 32332504 330813 41,300 41,300 3 41,300 AmTrustFinancial CmStk USD0.01 COM 32359309 916700 41,200 41,200 2 41,200 AmTrustFinancial CmStk USD0.01 COM 32359309 7133706 320,616 320,616 3 320,616 Anadarko Petrol.ComStk USD0.10 COM 32511107 466570 7,400 7,400 2 7,400 Anadarko Petrol.ComStk USD0.10 COM 32511107 2175855.5 34,510 34,510 3 34,510 Anadigics Inc ComStock USD0.01 COM 32515108 9604656 4,446,600 4,446,600 1 4,446,600 AnalogDevices Com Stk USD0.166 COM 32654105 2699464 86,300 86,300 2 86,300 AnalogDevices Com Stk USD0.166 COM 32654105 18044681.28 576,876 576,876 3 576,876 Anheuser-Busch ADR(Rep1OrdNPV) COM 03524A108 106006.97 1,999 1,999 2 1,999 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 532800 32,000 32,000 2 32,000 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 14772695.85 887,249 887,249 3 887,249 Anworth MtgeAsset REIT USD0.01 COM 37347101 99280 14,600 14,600 2 14,600 AON Corporation Com Stk USD1 COM 37389103 634200 15,100 15,100 2 15,100 AON Corporation Com Stk USD1 COM 37389103 5481000 130,500 130,500 3 130,500 AON Corporation Com Stk USD1 COM 37389103 134106 3,193 3,193 4 3,193 Apache Corp CommonStk USD0.625 COM 37411105 19696847.38 245,413 245,413 1 245,413 Apache Corp CommonStk USD0.625 COM 37411105 5762668 71,800 71,800 2 71,800 Apache Corp CommonStk USD0.625 COM 37411105 122192479.1 1,522,458 1,522,458 3 1,522,458 Apache Corp CommonStk USD0.625 COM 37411105 1161362.2 14,470 14,470 4 14,470 Apache Corp CommonStk USD0.625 COM 37411105 8186.52 102 102 7 102 Apollo Commercial REIT USD0.01 COM 03762U105 142344 10,800 10,800 3 10,800 APOLLO GLOBAL M ComStkUSD0.01 COM 37612306 10133802 987,700 987,700 1 987,700 Apollo Grp Cls'A'Com Stk NPV COM 37604105 2733780 69,000 69,000 2 69,000 Apollo Grp Cls'A'Com Stk NPV COM 37604105 25539052 644,600 644,600 3 644,600 Apple Inc Common Stock NPV COM 37833100 78586172.28 206,052 206,052 1 206,052 Apple Inc Common Stock NPV COM 37833100 18436011.21 48,339 48,339 2 48,339 Apple Inc Common Stock NPV COM 37833100 204054328.9 535,028 535,028 3 535,028 Apple Inc Common Stock NPV COM 37833100 8305911.42 21,778 21,778 4 21,778 Apple Inc Common Stock NPV COM 37833100 3089259 8,100 8,100 5 8,100 Apple Inc Common Stock NPV COM 37833100 1568657.07 4,113 4,113 7 4,113 Applied MaterialsComStkUSD0.01 COM 38222105 4061120 392,000 392,000 2 392,000 Applied MaterialsComStkUSD0.01 COM 38222105 60532143.56 5,842,871 5,842,871 3 5,842,871 AppliedIndustrialTechComStkNPV COM 03820C105 33197749.48 1,222,303 1,222,303 1 1,222,303 AppliedIndustrialTechComStkNPV COM 03820C105 673568 24,800 24,800 3 24,800 AptarGroup Inc CommStk USD0.01 COM 38336103 62608 1,400 1,400 2 1,400 AptarGroup Inc CommStk USD0.01 COM 38336103 2745808 61,400 61,400 3 61,400 AquaAmericaInc Com Stk USD0.50 COM 03836W103 58293 2,700 2,700 2 2,700 AquaAmericaInc Com Stk USD0.50 COM 03836W103 272034 12,600 12,600 3 12,600 Arbitron Common Stock USD0.50 COM 03875Q108 21340071 645,300 645,300 1 645,300 Arbor RealtyTrust REIT USD0.01 COM 38923108 113928 30,300 30,300 3 30,300 Arch Capital Com Stk USD0.01 COM G0450A105 2761460 84,500 84,500 2 84,500 Arch Capital Com Stk USD0.01 COM G0450A105 18895576 578,200 578,200 3 578,200 Arch Coal Inc Com Stk USD0.01 COM 39380100 163296 11,200 11,200 2 11,200 Arch Coal Inc Com Stk USD0.01 COM 39380100 1055592 72,400 72,400 3 72,400 Archer-Daniels-Midland Com NPV COM 39483102 1830978 73,800 73,800 3 73,800 Ariad Pharmaceuticals USD0.001 COM 04033A100 277816.74 31,606 31,606 3 31,606 Ariba Inc CommonStock USD0.002 COM 04033V203 14394996 519,300 519,300 1 519,300 Arling.AssetInv A CS USD0.01 COM 41356205 175492 7,300 7,300 2 7,300 Arling.AssetInv A CS USD0.01 COM 41356205 1733284 72,100 72,100 3 72,100 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 15536014.56 608,778 608,778 1 608,778 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 46191.2 1,810 1,810 2 1,810 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 326273.2 12,785 12,785 3 12,785 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 74773.6 2,930 2,930 4 2,930 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 872784 34,200 34,200 5 34,200 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 5078.48 199 199 7 199 ARMOURResidentialREITUSD0.0001 COM 42315101 1572265.24 231,556 231,556 3 231,556 ArrowElectronicsInc ComStkUSD1 COM 42735100 33187343.83 1,195,079 1,195,079 1 1,195,079 ArrowElectronicsInc ComStkUSD1 COM 42735100 549846 19,800 19,800 2 19,800 ArrowElectronicsInc ComStkUSD1 COM 42735100 16632424.95 598,935 598,935 3 598,935 AsburyAutomotive ComStkUSD0.01 COM 43436104 7023354 425,400 425,400 1 425,400 Ascena Retail Group CS USD0.01 COM 04351G101 920040 34,000 34,000 2 34,000 Ascena Retail Group CS USD0.01 COM 04351G101 6691938 247,300 247,300 3 247,300 AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 495869 67,100 67,100 3 67,100 AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 21787937 2,948,300 2,948,300 4 2,948,300 ASM International NV EUR0.04 COM N07045102 1386920.053 54,955 54,955 2 54,955 ASM International NV EUR0.04 COM N07045102 23559545.7 933,518 933,518 3 933,518 Assurant Inc Com Stock USD0.01 COM 04621X108 20646647.6 576,722 576,722 1 576,722 Assurant Inc Com Stock USD0.01 COM 04621X108 275660 7,700 7,700 2 7,700 Assurant Inc Com Stock USD0.01 COM 04621X108 69651835.6 1,945,582 1,945,582 3 1,945,582 Assurant Inc Com Stock USD0.01 COM 04621X108 2151043 60,085 60,085 4 60,085 Assurant Inc Com Stock USD0.01 COM 04621X108 149966.2 4,189 4,189 7 4,189 AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 350118 31,800 31,800 2 31,800 AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 9063222.81 823,181 823,181 3 823,181 ASTA FundingInc ComStk USD0.01 COM 46220109 6488 800 800 3 800 AT&T Incorporated Com Stk USD1 COM 00206R102 8154971.89 286,039 286,039 2 286,039 AT&T Incorporated Com Stk USD1 COM 00206R102 88161330.45 3,092,295 3,092,295 3 3,092,295 AT&T Incorporated Com Stk USD1 COM 00206R102 57020 2,000 2,000 7 2,000 AtlasAirWorldwideComStkUSD0.01 COM 49164205 2679845 80,500 80,500 1 80,500 Atmel Corp Common Stock NPV COM 49513104 29801464 3,688,300 3,688,300 1 3,688,300 Atmel Corp Common Stock NPV COM 49513104 673872 83,400 83,400 3 83,400 Atmos Energy Corp Comm Stk NPV COM 49560105 1726872 53,200 53,200 3 53,200 Atrion Corp Common Stk USD0.10 COM 49904105 20739 100 100 3 100 Atwood Oceanics Inc.ComStkUSD1 COM 50095108 1934468 56,300 56,300 2 56,300 Atwood Oceanics Inc.ComStkUSD1 COM 50095108 8998884 261,900 261,900 3 261,900 Audiovox Corp 'A'ComStkUSD0.01 COM 50757103 15267.69 2,781 2,781 3 2,781 AuRico Gold Com NPV (US List) COM 05155C105 3105424.14 331,422 331,422 3 331,422 Auto Data ProcessCmStk USD0.10 COM 53015103 801550 17,000 17,000 2 17,000 Auto Data ProcessCmStk USD0.10 COM 53015103 4189890.45 88,863 88,863 3 88,863 Autodesk Common Stock USD0.01 COM 52769106 6947.5 250 250 7 250 Autoliv Inc Common Stock USD1 COM 52800109 9508889 196,100 196,100 1 196,100 Autoliv Inc Common Stock USD1 COM 52800109 266695 5,500 5,500 2 5,500 Autoliv Inc Common Stock USD1 COM 52800109 7603232 156,800 156,800 3 156,800 AVEO Pharmac. Com Stk USD0.001 COM 53588109 126116 8,200 8,200 3 8,200 Avista Corporation Com Stk NPV COM 05379B107 6869515.5 288,030 288,030 3 288,030 Avnet Com.USD1 COM 53807103 13712904 525,600 525,600 1 525,600 Avnet Com.USD1 COM 53807103 534845 20,500 20,500 2 20,500 Avnet Com.USD1 COM 53807103 4153528 159,200 159,200 3 159,200 Avon Products Com Stk USD0.25 COM 54303102 787518 40,200 40,200 2 40,200 Avon Products Com Stk USD0.25 COM 54303102 30423270 1,553,000 1,553,000 3 1,553,000 AVX Corp. Com Stk USD0.01 COM 2444107 16777.28 1,417 1,417 3 1,417 Axis Capital Hldgs USD0.0125 COM G0692U109 236145 9,100 9,100 2 9,100 Axis Capital Hldgs USD0.0125 COM G0692U109 2875104.3 110,794 110,794 3 110,794 AZZ Incorporated Com Stk USD1 COM 2474104 209304 5,400 5,400 2 5,400 AZZ Incorporated Com Stk USD1 COM 2474104 182172 4,700 4,700 3 4,700 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 89860420.84 840,524 840,524 2 840,524 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 91736370.61 858,071 858,071 3 858,071 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 22917334.51 214,361 214,361 4 214,361 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 2674353.65 25,015 25,015 6 25,015 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 235843.46 2,206 2,206 7 2,206 Baker Hughes Common Stk USD1 COM 57224107 17367945 376,500 376,500 1 376,500 Baker Hughes Common Stk USD1 COM 57224107 361151.77 7,829 7,829 2 7,829 Baker Hughes Common Stk USD1 COM 57224107 94892454.58 2,057,066 2,057,066 3 2,057,066 Baker Hughes Common Stk USD1 COM 57224107 1698414.34 36,818 36,818 4 36,818 Baker Hughes Common Stk USD1 COM 57224107 1974364 42,800 42,800 5 42,800 Baker Hughes Common Stk USD1 COM 57224107 692503.56 15,012 15,012 7 15,012 Ball Corp. Com Stk NPV COM 58498106 29034226.24 935,381 935,381 1 935,381 Ball Corp. Com Stk NPV COM 58498106 583552 18,800 18,800 2 18,800 Ball Corp. Com Stk NPV COM 58498106 468704 15,100 15,100 3 15,100 Ball Corp. Com Stk NPV COM 58498106 1406422.4 45,310 45,310 4 45,310 Ball Corp. Com Stk NPV COM 58498106 12229.76 394 394 7 394 Bally Tech Inc Com Stk USD0.10 COM 05874B107 51194550 1,897,500 1,897,500 1 1,897,500 Bally Tech Inc Com Stk USD0.10 COM 05874B107 944300 35,000 35,000 3 35,000 BalticTradingLtdComStk USD0.01 COM Y0553W103 20925 4,500 4,500 3 4,500 BancFirst Corp Com Stock USD1 COM 05945F103 83100 2,500 2,500 3 2,500 Banco Macro SA ADR(Rp10'B'Shs) COM 05961W105 80000 4,000 4,000 3 4,000 BancolombiaSAADR(Repr4PrfCOP10 COM 05968L102 19090934.72 342,992 342,992 3 342,992 Bank of America ComStk USD0.01 COM 60505104 2455650 401,250 401,250 2 401,250 Bank of America ComStk USD0.01 COM 60505104 19882386.72 3,248,756 3,248,756 3 3,248,756 Bank of America ComStk USD0.01 COM 60505104 6138.36 1,003 1,003 7 1,003 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 27409692 752,600 752,600 1 752,600 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 761178 20,900 20,900 2 20,900 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 9687720 266,000 266,000 3 266,000 Bank of Kentucky Fin ComStkNPV COM 62896105 116622 5,700 5,700 3 5,700 Bank of Montreal Common NPV COM 63671101 2426520.487 43,100 43,100 2 43,100 Bank of Montreal Common NPV COM 63671101 48363931.3 859,043 859,043 3 859,043 Bank Of Nova Scotia Cap.Stk. COM 64149107 4049741.867 80,050 80,050 3 80,050 Bard (C.R) Com.USD0.25 COM 67383109 2012500 23,000 23,000 2 23,000 Bard (C.R) Com.USD0.25 COM 67383109 17668175 201,922 201,922 3 201,922 Barrick Gold Corp Common NPV COM 67901108 94251.99117 2,000 2,000 2 2,000 Barrick Gold Corp Common NPV COM 67901108 15659968.33 332,300 332,300 3 332,300 Baxter Intl.Comon USD1 COM 71813109 21212274.44 377,846 377,846 1 377,846 Baxter Intl.Comon USD1 COM 71813109 4276296.08 76,172 76,172 2 76,172 Baxter Intl.Comon USD1 COM 71813109 39699681.7 707,155 707,155 3 707,155 Baxter Intl.Comon USD1 COM 71813109 1116063.2 19,880 19,880 4 19,880 Baxter Intl.Comon USD1 COM 71813109 1634235.4 29,110 29,110 5 29,110 Baxter Intl.Comon USD1 COM 71813109 9150.82 163 163 7 163 Baytex Energy Corp Common NPV COM 07317Q105 1994520.679 47,400 47,400 2 47,400 Baytex Energy Corp Common NPV COM 07317Q105 8146396.699 193,600 193,600 3 193,600 BCE Incorporated Common NPV COM 05534B760 972730.0643 25,800 25,800 2 25,800 BCE Incorporated Common NPV COM 05534B760 14109788.91 374,238 374,238 3 374,238 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 50431089.26 3,412,117 3,412,117 2 3,412,117 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 334333074 22,620,641 22,620,641 3 22,620,641 BcoSantan.ChileADR(1039ComNPV) COM 05965X109 9632804.45 131,255 131,255 3 131,255 Becton Dickinson Com.USD1 COM 75887109 4669210 63,700 63,700 2 63,700 Becton Dickinson Com.USD1 COM 75887109 47502871.3 648,061 648,061 3 648,061 Bed Bath & Beyond CmSk USD0.01 COM 75896100 848336 14,800 14,800 2 14,800 Bed Bath & Beyond CmSk USD0.01 COM 75896100 8385916 146,300 146,300 3 146,300 Bemis Co Inc Com Stk USD0.10 COM 81437105 214109 7,300 7,300 2 7,300 Bemis Co Inc Com Stk USD0.10 COM 81437105 1824326 62,200 62,200 3 62,200 Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 43311772 1,458,800 1,458,800 1 1,458,800 Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 1098530 37,000 37,000 3 37,000 BerkshireHath.BComStkUSD0.0033 COM 84670702 3991324 56,200 56,200 2 56,200 BerkshireHath.BComStkUSD0.0033 COM 84670702 7191485.2 101,260 101,260 3 101,260 BerkshireHathawayCnvCls'A'USD5 COM 84670108 321450 3 3 3 3 Best Buy Co Common Stk USD0.10 COM 86516101 2875220 123,400 123,400 2 123,400 Best Buy Co Common Stk USD0.10 COM 86516101 51605399.2 2,214,824 2,214,824 3 2,214,824 BGC Partners 'A'ComStk USD0.01 COM 05541T101 691038 114,600 114,600 2 114,600 BGC Partners 'A'ComStk USD0.01 COM 05541T101 9166504.5 1,520,150 1,520,150 3 1,520,150 Big Lots Inc Common StkUSD0.01 COM 89302103 25327756 727,600 727,600 1 727,600 Big Lots Inc Common StkUSD0.01 COM 89302103 3286064 94,400 94,400 3 94,400 Biogen Idec Com Stk USD0.0005 COM 09062X103 1146606 12,300 12,300 2 12,300 Biogen Idec Com Stk USD0.0005 COM 09062X103 5936902.14 63,687 63,687 3 63,687 BioMarin Pharma.ComStkUSD0.001 COM 09061G101 680351.08 21,341 21,341 3 21,341 Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 1286918.7 14,195 14,195 3 14,195 Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 11040 600 600 3 600 BJ'sWholesaleClubComStkUSD0.01 COM 05548J106 1120222.5 21,858 21,858 3 21,858 Bk of Marin Bancorp ComStk NPV COM 63425102 23128 700 700 3 700 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 2702986 145,400 145,400 2 145,400 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 30907734 1,662,600 1,662,600 3 1,662,600 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 297440 16,000 16,000 7 16,000 BkoftheOzarksIncComStk USD0.01 COM 63904106 150696 7,200 7,200 2 7,200 BkoftheOzarksIncComStk USD0.01 COM 63904106 83720 4,000 4,000 3 4,000 Blackbaud Inc Com.Stk USD0.001 COM 09227Q100 109123 4,900 4,900 2 4,900 Blackbaud Inc Com.Stk USD0.001 COM 09227Q100 801720 36,000 36,000 3 36,000 Blackboard Inc Com Stk USD0.01 COM 91935502 24510429 548,700 548,700 1 548,700 Blackboard Inc Com Stk USD0.01 COM 91935502 625380 14,000 14,000 3 14,000 BlackRock Inc Com Stk USD0.01 COM 09247X101 207410 1,400 1,400 2 1,400 BlackRock Inc Com Stk USD0.01 COM 09247X101 281485 1,900 1,900 3 1,900 Block (H&R) Com NPV COM 93671105 303696 22,800 22,800 3 22,800 BMB Munia Inc Com Stk USD0.001 COM 09656A105 46032 41,100 41,100 3 41,100 BMC Software Inc ComStkUSD0.01 COM 55921100 2395818 62,100 62,100 2 62,100 BMC Software Inc ComStkUSD0.01 COM 55921100 21063136.8 545,960 545,960 3 545,960 Boeing Co.Com USD5 COM 97023105 974211 16,100 16,100 2 16,100 Boeing Co.Com USD5 COM 97023105 3836334 63,400 63,400 3 63,400 Boise Inc Common Stk USD0.0001 COM 09746Y105 23736 4,600 4,600 3 4,600 BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 164080 3,500 3,500 2 3,500 BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 3876976 82,700 82,700 3 82,700 Bolt Technology Corp ComStkNPV COM 97698104 11044 1,100 1,100 3 1,100 BONA FILM GROUP LTD-SPON ADR COM 09777B107 3810310.62 803,863 803,863 4 803,863 Books-A-Million ComStk USD0.01 COM 98570104 37918.08 16,344 16,344 3 16,344 BorgWarnerInc CommonStkUSD0.01 COM 99724106 20998563.88 346,969 346,969 1 346,969 BorgWarnerInc CommonStkUSD0.01 COM 99724106 9348100.76 154,463 154,463 3 154,463 BorgWarnerInc CommonStkUSD0.01 COM 99724106 907315.84 14,992 14,992 4 14,992 BorgWarnerInc CommonStkUSD0.01 COM 99724106 1149880 19,000 19,000 5 19,000 BorgWarnerInc CommonStkUSD0.01 COM 99724106 179199.72 2,961 2,961 7 2,961 BostonBeerCo Cls'A'CmSkUSD0.01 COM 100557107 814352 11,200 11,200 3 11,200 BostonScientific ComStkUSD0.01 COM 101137107 356778.9 60,471 60,471 3 60,471 BP Prudhoe Bay Units of BenInt COM 55630107 1833090 17,400 17,400 2 17,400 BP Prudhoe Bay Units of BenInt COM 55630107 9281335 88,100 88,100 3 88,100 BP Spon ADR(Rep 6 Ord USD0.25) COM 55622104 28639.58 794 794 7 794 BrasilFoods ADR(EachRep1Share) COM 10552T107 12783927.8 729,260 729,260 2 729,260 BrasilFoods ADR(EachRep1Share) COM 10552T107 117796568.9 6,719,713 6,719,713 3 6,719,713 BridgepointEducation CSUSD0.01 COM 10807M105 1077560 62,000 62,000 2 62,000 BridgepointEducation CSUSD0.01 COM 10807M105 6548784 376,800 376,800 3 376,800 Brightpoint Inc ComStk USD0.01 COM 109473405 216670 23,500 23,500 2 23,500 Brightpoint Inc ComStk USD0.01 COM 109473405 1939546.86 210,363 210,363 3 210,363 Brinker Intl. Com Stk USD0.10 COM 109641100 2886247 137,900 137,900 3 137,900 Bristol-MyersSquibb CS USD0.10 COM 110122108 30192432.94 962,462 962,462 1 962,462 Bristol-MyersSquibb CS USD0.10 COM 110122108 5460607.27 174,071 174,071 2 174,071 Bristol-MyersSquibb CS USD0.10 COM 110122108 150559875.8 4,799,486 4,799,486 3 4,799,486 Bristol-MyersSquibb CS USD0.10 COM 110122108 3518427.83 112,159 112,159 4 112,159 Bristol-MyersSquibb CS USD0.10 COM 110122108 2315106 73,800 73,800 5 73,800 Bristol-MyersSquibb CS USD0.10 COM 110122108 529117.79 16,867 16,867 7 16,867 Bristow Group. Com Stk USD0.01 COM 110394103 228852 5,400 5,400 3 5,400 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 9069588 272,360 272,360 1 272,360 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 1931.4 58 58 3 58 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 818181 24,570 24,570 4 24,570 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 6327 190 190 7 190 Broadridge Fin.Com Stk USD0.01 COM 11133T103 1112832 55,200 55,200 2 55,200 Broadridge Fin.Com Stk USD0.01 COM 11133T103 16639560 825,375 825,375 3 825,375 BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 17291400 1,380,000 1,380,000 1 1,380,000 BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 348334 27,800 27,800 3 27,800 BrookfieldOfficePropert.ComNPV COM 112900105 378466.5579 27,200 27,200 2 27,200 BrookfieldOfficePropert.ComNPV COM 112900105 326288.2641 23,450 23,450 3 23,450 BROOKS AUTO COM STK USD0.01 COM 114340102 222495 27,300 27,300 2 27,300 BROOKS AUTO COM STK USD0.01 COM 114340102 2596638.9 318,606 318,606 3 318,606 Brown & Brown Common StkUSD0.1 COM 115236101 20237503 1,136,300 1,136,300 1 1,136,300 Brown-Forman 'B' Com.USD0.15 COM 115637209 280440 4,000 4,000 2 4,000 Brown-Forman 'B' Com.USD0.15 COM 115637209 4972551.75 70,925 70,925 3 70,925 Buckle Inc.(The)ComStk USD0.01 COM 118440106 1772840 46,000 46,000 2 46,000 Buckle Inc.(The)ComStk USD0.01 COM 118440106 17115614 444,100 444,100 3 444,100 Buffalo Wild Wings Com Stk NPV COM 119848109 11960 200 200 3 200 Bunge Ltd Common Stock USD0.01 COM G16962105 158257.35 2,715 2,715 3 2,715 C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 527373 7,700 7,700 2 7,700 C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 1721016.72 25,128 25,128 3 25,128 CA Inc Common Stock USD0.10 COM 12673P105 2914942 150,100 150,100 2 150,100 CA Inc Common Stock USD0.10 COM 12673P105 24991598 1,286,900 1,286,900 3 1,286,900 Cabot Corp Common Stock USD1 COM 127055101 41701521.56 1,680,158 1,680,158 1 1,680,158 Cabot Corp Common Stock USD1 COM 127055101 799204 32,200 32,200 3 32,200 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 1342310 26,900 26,900 2 26,900 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 16029426.9 321,231 321,231 3 321,231 CadenceDesignSyst.ComSkUSD0.01 COM 127387108 17923725 1,937,700 1,937,700 1 1,937,700 CAE Inc. Com NPV COM 124765108 160226.4658 16,900 16,900 2 16,900 CAE Inc. Com NPV COM 124765108 1650617.023 174,100 174,100 3 174,100 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 350350 35,000 35,000 2 35,000 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 2097044.95 209,495 209,495 3 209,495 Callon Petroleum ComStkUSD0.01 COM 13123X102 32810 8,500 8,500 3 8,500 Calpine Corp Com Stk USD0.001 COM 131347304 25275557.12 1,795,139 1,795,139 1 1,795,139 Calpine Corp Com Stk USD0.001 COM 131347304 17862085.12 1,268,614 1,268,614 3 1,268,614 Calpine Corp Com Stk USD0.001 COM 131347304 2252800 160,000 160,000 4 160,000 Calpine Corp Com Stk USD0.001 COM 131347304 1872640 133,000 133,000 5 133,000 Calpine Corp Com Stk USD0.001 COM 131347304 333034.24 23,653 23,653 7 23,653 Cambrex Corp Com Stk USD0.10 COM 132011107 24647 4,900 4,900 3 4,900 Cameco Corp Com NPV (US List.) COM 13321L108 2106.8 115 115 7 115 CampbellSoupCoCapStkUSD0.0375 COM 134429109 3410744 105,400 105,400 2 105,400 CampbellSoupCoCapStkUSD0.0375 COM 134429109 61945583.04 1,914,264 1,914,264 3 1,914,264 Canadian Imp.Bk.Com.NPV COM 136069101 56332.40572 800 800 3 800 Canadian Nat'l Railway CmSkNPV COM 136375102 6484582.478 96,468 96,468 3 96,468 CanadianNaturalRes. Common NPV COM 136385101 4284185.779 145,000 145,000 3 145,000 CanonADR(EachRp1OrdJPY50)(MGT) COM 138006309 79567.08 1,758 1,758 2 1,758 Capella EducationComStkUSD0.01 COM 139594105 916674 32,300 32,300 1 32,300 Capella EducationComStkUSD0.01 COM 139594105 178794 6,300 6,300 2 6,300 Capella EducationComStkUSD0.01 COM 139594105 14190 500 500 3 500 Capital One Fin.ComStk USD0.01 COM 14040H105 1883375 47,500 47,500 2 47,500 Capital One Fin.ComStk USD0.01 COM 14040H105 41364902.15 1,043,251 1,043,251 3 1,043,251 Capital Southwest Com Stk USD1 COM 140501107 29600 400 400 3 400 CapitalSourceInc ComStkUSD0.01 COM 14055X102 6.14 1 1 3 1 Capstead Mortgage REIT USD0.01 COM 14067E506 513792 44,600 44,600 2 44,600 Capstead Mortgage REIT USD0.01 COM 14067E506 6810624 591,200 591,200 3 591,200 Carbo Ceramics Com Stk USD0.01 COM 140781105 246072 2,400 2,400 2 2,400 Carbo Ceramics Com Stk USD0.01 COM 140781105 256325 2,500 2,500 3 2,500 Cardinal Health Corp ComStkNPV COM 14149Y108 23990850.6 572,574 572,574 1 572,574 Cardinal Health Corp ComStkNPV COM 14149Y108 789312.2 18,838 18,838 3 18,838 Cardinal Health Corp ComStkNPV COM 14149Y108 1388985 33,150 33,150 4 33,150 Cardinal Health Corp ComStkNPV COM 14149Y108 9846.5 235 235 7 235 Career Education ComStkUSD0.01 COM 141665109 1258984 96,400 96,400 2 96,400 Career Education ComStkUSD0.01 COM 141665109 18709795.18 1,432,603 1,432,603 3 1,432,603 CareFusion Corp ComStk USD0.01 COM 14170T101 32510511 1,356,300 1,356,300 1 1,356,300 CareFusion Corp ComStk USD0.01 COM 14170T101 1066665 44,500 44,500 3 44,500 CarnivalCpComStkUSD0.01-Paired COM 143658300 6131522.64 202,227 202,227 1 202,227 CarnivalCpComStkUSD0.01-Paired COM 143658300 71767.44 2,367 2,367 7 2,367 CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 4053280 188,000 188,000 1 188,000 Carter Hldgs Com Stock USD0.01 COM 146229109 8471796 277,400 277,400 1 277,400 Carter Hldgs Com Stock USD0.01 COM 146229109 262644 8,600 8,600 3 8,600 Cash America Com Stock USD0.10 COM 14754D100 15722475 307,500 307,500 1 307,500 Cash America Com Stock USD0.10 COM 14754D100 654464 12,800 12,800 2 12,800 Cash America Com Stock USD0.10 COM 14754D100 5311895.7 103,890 103,890 3 103,890 Caterpillar Common Stk USD1 COM 149123101 24773073.96 335,724 335,724 1 335,724 Caterpillar Common Stk USD1 COM 149123101 1211631.8 16,420 16,420 2 16,420 Caterpillar Common Stk USD1 COM 149123101 42676077.55 578,345 578,345 3 578,345 Caterpillar Common Stk USD1 COM 149123101 1659537.1 22,490 22,490 4 22,490 Caterpillar Common Stk USD1 COM 149123101 1379873 18,700 18,700 5 18,700 Caterpillar Common Stk USD1 COM 149123101 164773.07 2,233 2,233 7 2,233 Cathay General Com Stk USD0.01 COM 149150104 21622 1,900 1,900 3 1,900 Cato Corp 'A'ComStk USD0.03333 COM 149205106 253008 11,200 11,200 2 11,200 Cato Corp 'A'ComStk USD0.03333 COM 149205106 2078280 92,000 92,000 3 92,000 CBL & Associates ComStkUSD0.01 COM 124830100 150084 13,200 13,200 2 13,200 CBL & Associates ComStkUSD0.01 COM 124830100 70494 6,200 6,200 3 6,200 CEC Entertain. Com Stk USD0.10 COM 125137109 219065 7,700 7,700 2 7,700 CEC Entertain. Com Stk USD0.10 COM 125137109 6298830 221,400 221,400 3 221,400 Celanese A USD0.0001 (US List) COM 150870103 14137955 435,014 435,014 1 435,014 Celanese A USD0.0001 (US List) COM 150870103 89050 2,740 2,740 2 2,740 Celanese A USD0.0001 (US List) COM 150870103 37931790 1,167,132 1,167,132 3 1,167,132 Celanese A USD0.0001 (US List) COM 150870103 1198860 36,888 36,888 4 36,888 Celanese A USD0.0001 (US List) COM 150870103 822250 25,300 25,300 5 25,300 Celanese A USD0.0001 (US List) COM 150870103 414375 12,750 12,750 7 12,750 Celgene Corp Com Stk USD0.01 COM 151020104 501633 8,100 8,100 2 8,100 Celgene Corp Com Stk USD0.01 COM 151020104 2921547.75 47,175 47,175 3 47,175 Cellcom Israel Limited ILS0.01 COM M2196U109 1419016.773 68,090 68,090 2 68,090 Cellcom Israel Limited ILS0.01 COM M2196U109 13956151.88 669,671 669,671 3 669,671 CemexSAB SpnADR(EachRepr10CPO) COM 151290889 2770760.69 874,057 874,057 3 874,057 Cenovus Energy Inc Common NPV COM 15135U109 27869.68621 900 900 3 900 Centene Corp Com Stk USD0.001 COM 15135B101 29277435 1,021,900 1,021,900 1 1,021,900 Centene Corp Com Stk USD0.001 COM 15135B101 469860 16,400 16,400 2 16,400 Centene Corp Com Stk USD0.001 COM 15135B101 16344825 570,500 570,500 3 570,500 Center Financial Com Stk NPV COM 15146E102 84420 18,000 18,000 3 18,000 CenterPoint Energy CommStk NPV COM 15189T107 1462140.55 74,485 74,485 3 74,485 Central Vermont CommonStk USD6 COM 155771108 112672 3,200 3,200 3 3,200 CenturyLink Inc Comm Stk USD1 COM 156700106 376389.93 11,361 11,361 3 11,361 Cepheid Inc Common Stock NPV COM 15670R107 7634025 196,500 196,500 1 196,500 CFIndustriesHldgsComStkUSD0.01 COM 125269100 2243476.98 18,182 18,182 2 18,182 CFIndustriesHldgsComStkUSD0.01 COM 125269100 21099690 171,000 171,000 3 171,000 CGI Group Cls'A'Sub Voting NPV COM 39945C109 1401979.656 73,900 73,900 2 73,900 CGI Group Cls'A'Sub Voting NPV COM 39945C109 46071726.47 2,428,495 2,428,495 3 2,428,495 CharmCommIncADR(EachRep2.0) COM 16112R101 9820050 1,155,300 1,155,300 3 1,155,300 CheckPointSoftwareTech ILS1 COM M22465104 146997009.1 2,785,617 2,785,617 2 2,785,617 CheckPointSoftwareTech ILS1 COM M22465104 66469989.09 1,259,617 1,259,617 3 1,259,617 CheckPointSoftwareTech ILS1 COM M22465104 596037.15 11,295 11,295 4 11,295 CheckPointSoftwareTech ILS1 COM M22465104 1699194 32,200 32,200 5 32,200 CheckPointSoftwareTech ILS1 COM M22465104 887222.01 16,813 16,813 7 16,813 Chemed Corp Common Stock USD1 COM 16359R103 862872 15,700 15,700 2 15,700 Chemed Corp Common Stock USD1 COM 16359R103 9106872 165,700 165,700 3 165,700 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 1320935 51,700 51,700 2 51,700 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 35389943.75 1,385,125 1,385,125 3 1,385,125 ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 28077 700 700 3 700 Chevron Corp Com Stock USD0.75 COM 166764100 12319713.18 133,071 133,071 2 133,071 Chevron Corp Com Stock USD0.75 COM 166764100 118447500.1 1,279,407 1,279,407 3 1,279,407 Chevron Corp Com Stock USD0.75 COM 166764100 1583118 17,100 17,100 7 17,100 Childrens Place ComStk USD0.10 COM 168905107 37592544 807,400 807,400 1 807,400 Childrens Place ComStk USD0.10 COM 168905107 637872 13,700 13,700 3 13,700 Chimera Inv Corp REIT USD0.01 COM 16934Q109 185704 66,800 66,800 2 66,800 Chimera Inv Corp REIT USD0.01 COM 16934Q109 635961.14 228,763 228,763 3 228,763 China Info Tech Inc CS USD0.01 COM 16950L109 46128 49,600 49,600 2 49,600 China Info Tech Inc CS USD0.01 COM 16950L109 261888 281,600 281,600 3 281,600 China Info Tech Inc CS USD0.01 COM 16950L109 2139 2,300 2,300 4 2,300 China Lodging Group Spons ADS COM 16949N109 4477353 326,100 326,100 3 326,100 China Lodging Group Spons ADS COM 16949N109 15377600 1,120,000 1,120,000 4 1,120,000 China Lodging Group Spons ADS COM 16949N109 28287919 2,060,300 2,060,300 6 2,060,300 ChinaAutomotiveComStkUSD0.0001 COM 16936R105 80370 17,100 17,100 2 17,100 ChinaAutomotiveComStkUSD0.0001 COM 16936R105 764220 162,600 162,600 3 162,600 China-BioticsIncUSD0.001 COM 16937B109 17874 33,100 33,100 2 33,100 China-BioticsIncUSD0.001 COM 16937B109 248940 461,000 461,000 3 461,000 China-BioticsIncUSD0.001 COM 16937B109 648 1,200 1,200 4 1,200 ChinacastEducationCS USD0.0001 COM 16946T109 18450 5,000 5,000 4 5,000 ChinaFireNSecGrpIncUSD0.001 COM 16938R103 8770 1,000 1,000 4 1,000 ChinaGreenAgriInUSD0.001 COM 16943W105 101760 21,200 21,200 2 21,200 ChinaGreenAgriInUSD0.001 COM 16943W105 2134800 444,750 444,750 3 444,750 ChinaMingYangWindPwrADSUS0.001 COM 16951C108 1536199.7 579,698 579,698 4 579,698 ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 69202.7 1,421 1,421 2 1,421 ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 6070162.8 124,644 124,644 3 124,644 ChinaSkyOneMed ComStk USD0.001 COM 16941P102 52440 23,000 23,000 2 23,000 ChinaSkyOneMed ComStk USD0.001 COM 16941P102 249888 109,600 109,600 3 109,600 ChinaTechfaithADR(EachRp15Ord) COM 169424108 89544 49,200 49,200 3 49,200 ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 29160 2,000 2,000 4 2,000 ChipotleMexGrill ComStkUSD0.01 COM 169656105 60652 200 200 3 200 Chubb Corp Com USD1 COM 171232101 32073833.47 534,653 534,653 3 534,653 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 21992308.8 667,040 667,040 2 667,040 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 63841558.41 1,936,353 1,936,353 3 1,936,353 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 1101560.67 33,411 33,411 4 33,411 Church & Dwight Comm Stk USD1 COM 171340102 92799 2,100 2,100 3 2,100 CHURCHILL DOWNS INC COM 171484108 612771 15,700 15,700 1 15,700 CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 73442088.96 2,390,693 2,390,693 2 2,390,693 CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 1918740.48 62,459 62,459 3 62,459 CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 27091355.02 1,826,794 1,826,794 2 1,826,794 CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 118641542.3 8,000,104 8,000,104 3 8,000,104 CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 673042.04 84,766 84,766 3 84,766 Cigna Corp Common Stk USD0.25 COM 125509109 2765164 65,900 65,900 2 65,900 Cigna Corp Common Stk USD0.25 COM 125509109 69299625.44 1,651,564 1,651,564 3 1,651,564 Cimarex Energy ComStockUSD0.01 COM 171798101 12530250 225,000 225,000 1 225,000 Cimarex Energy ComStockUSD0.01 COM 171798101 5245998 94,200 94,200 3 94,200 Cincinnati Fin.Com Stock USD2 COM 172062101 313446 11,900 11,900 3 11,900 CinemarkHoldingsComStkUSD0.001 COM 17243V102 2189351 115,900 115,900 3 115,900 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 2541767.5 163,985 163,985 2 163,985 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 19587257 1,263,694 1,263,694 3 1,263,694 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 108500 7,000 7,000 7 7,000 Citi Trends Inc ComStk USD0.01 COM 17306X102 4317370 366,500 366,500 1 366,500 Citigroup Inc Com Stk USD0.01 COM 172967424 23767544.79 927,333 927,333 1 927,333 Citigroup Inc Com Stk USD0.01 COM 172967424 6462399.46 252,142 252,142 2 252,142 Citigroup Inc Com Stk USD0.01 COM 172967424 79006602.29 3,082,583 3,082,583 3 3,082,583 Citigroup Inc Com Stk USD0.01 COM 172967424 1545796.56 60,312 60,312 4 60,312 Citigroup Inc Com Stk USD0.01 COM 172967424 1176160.7 45,890 45,890 5 45,890 Citigroup Inc Com Stk USD0.01 COM 172967424 642723.51 25,077 25,077 7 25,077 Citizens NrthnCorp ComStk USD1 COM 172922106 106992 7,200 7,200 3 7,200 Citrix Systems Com StkUSD0.001 COM 177376100 1909.25 35 35 1 35 City Holding Co. ComStkUSD2.50 COM 177835105 134800 5,000 5,000 2 5,000 City Holding Co. ComStkUSD2.50 COM 177835105 264208 9,800 9,800 3 9,800 ClaytonWilliamsEnrgyCmStUSD0.1 COM 969490101 81510 1,900 1,900 3 1,900 Clean Harbors Com.StockUSD0.01 COM 184496107 30780 600 600 2 600 Clean Harbors Com.StockUSD0.01 COM 184496107 800280 15,600 15,600 3 15,600 ClearChan.Out.'A'ComStkUSD0.01 COM 18451C109 13532526 1,442,700 1,442,700 1 1,442,700 Cleco Corporation Com Stk USD1 COM 12561W105 87352175.68 2,557,148 2,557,148 1 2,557,148 Cleco Corporation Com Stk USD1 COM 12561W105 1199016 35,100 35,100 3 35,100 CliffsNaturalRes CmStk USD0.25 COM 18683K101 4216408 82,400 82,400 2 82,400 CliffsNaturalRes CmStk USD0.25 COM 18683K101 46640329.26 911,478 911,478 3 911,478 Clorox Co. Com Stk USD1 COM 189054109 2614978 39,400 39,400 3 39,400 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 583768 34,400 34,400 2 34,400 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 14697717 866,100 866,100 3 866,100 CMS Energy Common USD0.01 COM 125896100 290766 14,700 14,700 2 14,700 CMS Energy Common USD0.01 COM 125896100 1097790 55,500 55,500 3 55,500 CNA Financial Cp ComStkUSD2.50 COM 126117100 164031 7,300 7,300 2 7,300 CNA Financial Cp ComStkUSD2.50 COM 126117100 143808 6,400 6,400 3 6,400 CNB FinancialCorp ComStock NPV COM 126128107 23242.66 1,813 1,813 3 1,813 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 1354123 250,300 250,300 2 250,300 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 15331620.81 2,833,941 2,833,941 3 2,833,941 CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 756465 4,700 4,700 2 4,700 CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 5070407.85 31,503 31,503 3 31,503 CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 32190 200 200 4 200 Coach Inc Common Stock USD0.01 COM 189754104 678973 13,100 13,100 2 13,100 Coach Inc Common Stock USD0.01 COM 189754104 4433745.52 85,544 85,544 3 85,544 Coach Inc Common Stock USD0.01 COM 189754104 197783.28 3,816 3,816 7 3,816 Coca-Cola Co Comm Stk USD0.25 COM 191216100 7812876.38 115,558 115,558 2 115,558 Coca-Cola Co Comm Stk USD0.25 COM 191216100 51274274.63 758,383 758,383 3 758,383 Coca-Cola Co Comm Stk USD0.25 COM 191216100 730188 10,800 10,800 7 10,800 CocaColaFemsaADS SerL Rep10NPV COM 191241108 6338475 71,500 71,500 3 71,500 Coeur d'AleneMines ComStk USD1 COM 192108504 3635495.68 169,408 169,408 3 169,408 Cogent Comm Group CS USD0.001 COM 19239V302 5714465 425,500 425,500 1 425,500 CognizantTech.'A'ComStkUSD0.01 COM 192446102 29279252.24 466,676 466,676 1 466,676 CognizantTech.'A'ComStkUSD0.01 COM 192446102 307426 4,900 4,900 2 4,900 CognizantTech.'A'ComStkUSD0.01 COM 192446102 75606029.06 1,205,069 1,205,069 3 1,205,069 CognizantTech.'A'ComStkUSD0.01 COM 192446102 2300550.32 36,668 36,668 4 36,668 CognizantTech.'A'ComStkUSD0.01 COM 192446102 1769268 28,200 28,200 5 28,200 CognizantTech.'A'ComStkUSD0.01 COM 192446102 1033390.54 16,471 16,471 7 16,471 Cogo Group Inc Com Stk USD0.01 COM G22538105 14620 6,800 6,800 2 6,800 Cogo Group Inc Com Stk USD0.01 COM G22538105 64070 29,800 29,800 3 29,800 Coinstar Inc ComStock USD0.001 COM 19259P300 908000 22,700 22,700 2 22,700 Coinstar Inc ComStock USD0.001 COM 19259P300 4712000 117,800 117,800 3 117,800 Colgate-Palmolive Com USD1 COM 194162103 24651847.68 278,112 278,112 1 278,112 Colgate-Palmolive Com USD1 COM 194162103 3766402.24 42,491 42,491 2 42,491 Colgate-Palmolive Com USD1 COM 194162103 26677626.24 300,966 300,966 3 300,966 Colgate-Palmolive Com USD1 COM 194162103 1600838.4 18,060 18,060 4 18,060 Colgate-Palmolive Com USD1 COM 194162103 270617.92 3,053 3,053 7 3,053 Collective Brands CmStkUSD0.01 COM 19421W100 14024461 1,081,300 1,081,300 1 1,081,300 Colonial Props. REIT USD0.01 COM 195872106 20099120 1,108,000 1,108,000 1 1,108,000 Comcast Cp.Com Stk.USD1Class A COM 20030N101 26486256.5 1,267,285 1,267,285 1 1,267,285 Comcast Cp.Com Stk.USD1Class A COM 20030N101 1544510 73,900 73,900 2 73,900 Comcast Cp.Com Stk.USD1Class A COM 20030N101 64263320 3,074,800 3,074,800 3 3,074,800 Comcast Cp.Com Stk.USD1Class A COM 20030N101 3408748.2 163,098 163,098 4 163,098 Comcast Cp.Com Stk.USD1Class A COM 20030N101 2236300 107,000 107,000 5 107,000 Comcast Cp.Com Stk.USD1Class A COM 20030N101 625098.1 29,909 29,909 7 29,909 Comerica Common Stk USD5 COM 200340107 41476510.08 1,804,896 1,804,896 1 1,804,896 Comerica Common Stk USD5 COM 200340107 1277688 55,600 55,600 3 55,600 CommerceBancshares Com StkUSD5 COM 200525103 1511278.05 43,465 43,465 2 43,465 CommerceBancshares Com StkUSD5 COM 200525103 5796332.85 166,705 166,705 3 166,705 CommonWealth REIT USD0.01 COM 203233101 133000 7,000 7,000 2 7,000 CommonWealth REIT USD0.01 COM 203233101 128136 6,744 6,744 3 6,744 Commun.HealthSys.ComStkUSD0.01 COM 203668108 9990 600 600 3 600 Commun.Systems Inc CS USD0.05 COM 203900105 141591 10,900 10,900 3 10,900 Community Tst Bancp ComStkUSD5 COM 204149108 53682 2,300 2,300 3 2,300 Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 26803333.05 874,497 874,497 2 874,497 Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 185511975.5 6,052,593 6,052,593 3 6,052,593 Compass Diversified LP NPV COM 20451Q104 11189766 918,700 918,700 1 918,700 CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 11037717 292,700 292,700 2 292,700 CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 51050138.76 1,353,756 1,353,756 3 1,353,756 CompleteProdSvcs CmStk USD0.01 COM 20453E109 192474 10,200 10,200 3 10,200 CompParaDeEnergADR1000Pr'B'Shs COM 20441B407 610027.6 33,518 33,518 3 33,518 CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 259168 5,600 5,600 2 5,600 CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 12182747.2 263,240 263,240 3 263,240 Computer Sciences Com Stk USD1 COM 205363104 611093.12 22,768 22,768 3 22,768 ComputerProg&SysComStkUSD0.001 COM 205306103 145464 2,200 2,200 2 2,200 ComputerProg&SysComStkUSD0.001 COM 205306103 165300 2,500 2,500 3 2,500 comScore Inc Com Stk USD0.001 COM 20564W105 19643428 1,164,400 1,164,400 1 1,164,400 Comtech Telecomm.ComStkUSD0.10 COM 205826209 655224.12 23,301 23,301 3 23,301 Conagra Foods Inc Com Stk USD5 COM 205887102 23815460.64 982,486 982,486 3 982,486 ConchoResourcsIncCmStkUSD0.001 COM 20605P101 14935194.9 210,059 210,059 1 210,059 ConchoResourcsIncCmStkUSD0.001 COM 20605P101 455040 6,400 6,400 3 6,400 Concord Medical Svcs Hldg ADR COM 206277105 5425968.24 1,761,678 1,761,678 2 1,761,678 Concord Medical Svcs Hldg ADR COM 206277105 105200.48 34,156 34,156 3 34,156 Concord Medical Svcs Hldg ADR COM 206277105 916574.12 297,589 297,589 6 297,589 ConocoPhillips CommStk USD1.25 COM 20825C104 30733438.44 485,367 485,367 1 485,367 ConocoPhillips CommStk USD1.25 COM 20825C104 5354275.88 84,559 84,559 2 84,559 ConocoPhillips CommStk USD1.25 COM 20825C104 75584894.04 1,193,697 1,193,697 3 1,193,697 ConocoPhillips CommStk USD1.25 COM 20825C104 1621625.2 25,610 25,610 4 25,610 ConocoPhillips CommStk USD1.25 COM 20825C104 1526012 24,100 24,100 5 24,100 ConocoPhillips CommStk USD1.25 COM 20825C104 725647.2 11,460 11,460 7 11,460 Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 281580 15,600 15,600 2 15,600 Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 5444638.1 301,642 301,642 3 301,642 Consol Energy Comm Stk USD0.01 COM 20854P109 532230 15,700 15,700 2 15,700 Consol Energy Comm Stk USD0.01 COM 20854P109 379002 11,180 11,180 3 11,180 Consolid.Edison ComStk USD0.10 COM 209115104 989867.2 17,360 17,360 2 17,360 Consolid.Edison ComStk USD0.10 COM 209115104 8330622 146,100 146,100 3 146,100 ContangoOil And Gas CS USD0.04 COM 21075N204 361152 6,600 6,600 2 6,600 ContangoOil And Gas CS USD0.04 COM 21075N204 812537.28 14,849 14,849 3 14,849 Continucare Corp CS USD0.0001 COM 212172100 33124 5,200 5,200 2 5,200 Cooper Companies ComStkUSD0.10 COM 216648402 24111524 304,400 304,400 1 304,400 Cooper Tire&Rubber ComStk USD1 COM 216831107 118810 10,900 10,900 2 10,900 Cooper Tire&Rubber ComStk USD1 COM 216831107 651307.7 59,753 59,753 3 59,753 CooperInds PLC A ComStkUSD0.01 COM G24140108 299845 6,500 6,500 3 6,500 Core-Mark Hldg Co CmStkUSD0.01 COM 218681104 39819 1,300 1,300 3 1,300 CorinthianColl.ComStkUSD0.0001 COM 218868107 1274364 816,900 816,900 3 816,900 Corning Inc Common StkUSD0.50 COM 219350105 108768 8,800 8,800 2 8,800 Corning Inc Common StkUSD0.50 COM 219350105 6061220.4 490,390 490,390 3 490,390 CornProductsIntl ComStkUSD0.01 COM 219023108 6313716 160,900 160,900 3 160,900 CorVel Corp CommStockUSD0.0001 COM 221006109 51120 1,200 1,200 2 1,200 CorVel Corp CommStockUSD0.0001 COM 221006109 170400 4,000 4,000 3 4,000 CostcoWholesaleCom Stk USD0.01 COM 22160K105 1689249.03 20,573 20,573 2 20,573 CostcoWholesaleCom Stk USD0.01 COM 22160K105 8605128 104,800 104,800 3 104,800 Courier Corp Common Stock USD1 COM 222660102 6540 1,000 1,000 3 1,000 Covance Inc CommonStockUSD0.01 COM 222816100 1399552 30,800 30,800 3 30,800 CoventryHlthCare CmStkUSD0.01 COM 222862104 23048 800 800 3 800 Covidien USD0.20(PostCons)(US) COM G2554F113 17640 400 400 2 400 Covidien USD0.20(PostCons)(US) COM G2554F113 899816.4 20,404 20,404 3 20,404 CPFL Energia ADR(1Repr2ComShs) COM 126153105 312738 14,100 14,100 3 14,100 Crawford & Co 'B'ComStock USD1 COM 224633107 26215 4,900 4,900 3 4,900 Crawford And Co A Com Stk USD1 COM 224633206 7239 1,900 1,900 3 1,900 Credicorp ComStkUSD5(PeruLst.) COM G2519Y108 749250 8,100 8,100 3 8,100 CreditAcceptance CmStk USD0.01 COM 225310101 283052 4,400 4,400 2 4,400 CreditAcceptance CmStk USD0.01 COM 225310101 450310 7,000 7,000 3 7,000 Crown Holdings Common Stk USD5 COM 228368106 59792185.8 1,953,993 1,953,993 1 1,953,993 Crown Holdings Common Stk USD5 COM 228368106 1832940 59,900 59,900 3 59,900 CSG Systems Intl ComStkUSD0.01 COM 126349109 168112 13,300 13,300 3 13,300 CSX Corp Com USD1 COM 126408103 3080294.64 164,898 164,898 2 164,898 CSX Corp Com USD1 COM 126408103 10072256 539,200 539,200 3 539,200 CTC Media Inc Common Stock NPV COM 12642X106 456946 51,400 51,400 2 51,400 CTC Media Inc Common Stock NPV COM 12642X106 1006348 113,200 113,200 3 113,200 Cubic Corp. Common Stock NPV COM 229669106 265676 6,800 6,800 2 6,800 Cubic Corp. Common Stock NPV COM 229669106 1211170 31,000 31,000 3 31,000 Cullen Frost Bankers CmSk USD5 COM 229899109 27013377.95 588,655 588,655 1 588,655 Cullen Frost Bankers CmSk USD5 COM 229899109 711295 15,500 15,500 2 15,500 Cullen Frost Bankers CmSk USD5 COM 229899109 7122128 155,200 155,200 3 155,200 Cummins Inc Common Stk USD2.50 COM 231021106 1584980 19,400 19,400 2 19,400 Cummins Inc Common Stk USD2.50 COM 231021106 11877219.2 145,376 145,376 3 145,376 Cummins Inc Common Stk USD2.50 COM 231021106 179740 2,200 2,200 7 2,200 CVB Financial Corp Com Stk NPV COM 126600105 8573804.01 1,114,929 1,114,929 1 1,114,929 CVB Financial Corp Com Stk NPV COM 126600105 286068 37,200 37,200 2 37,200 CVB Financial Corp Com Stk NPV COM 126600105 1371896 178,400 178,400 3 178,400 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 806971.2 24,017 24,017 2 24,017 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 9137654.4 271,954 271,954 3 271,954 Cytec Industries ComStkUSD0.01 COM 232820100 27968855 795,700 795,700 1 795,700 Cytec Industries ComStkUSD0.01 COM 232820100 386650 11,000 11,000 3 11,000 Danaher Corp Com Stock USD0.01 COM 235851102 113238 2,700 2,700 2 2,700 Danaher Corp Com Stock USD0.01 COM 235851102 1904034.06 45,399 45,399 3 45,399 Darden Restaurants CmSkUSD0.01 COM 237194105 2818543 65,900 65,900 2 65,900 Darden Restaurants CmSkUSD0.01 COM 237194105 28419125.28 664,464 664,464 3 664,464 DaVita Inc Com Stk USD0.001 COM 23918K108 41584553.16 663,548 663,548 1 663,548 DaVita Inc Com Stk USD0.001 COM 23918K108 1015254 16,200 16,200 2 16,200 DaVita Inc Com Stk USD0.001 COM 23918K108 17102643 272,900 272,900 3 272,900 DaVita Inc Com Stk USD0.001 COM 23918K108 975771.9 15,570 15,570 4 15,570 DaVita Inc Com Stk USD0.001 COM 23918K108 305829.6 4,880 4,880 7 4,880 DDi Corp Common Stock USD0.001 COM 233162502 696290 96,040 96,040 3 96,040 Deckers Outdoor ComStk USD0.01 COM 243537107 74608 800 800 2 800 Deckers Outdoor ComStk USD0.01 COM 243537107 261128 2,800 2,800 3 2,800 Deere & Company CommonStk USD1 COM 244199105 1188088 18,400 18,400 2 18,400 Deere & Company CommonStk USD1 COM 244199105 7413539.98 114,814 114,814 3 114,814 Dell Inc Common Stock USD0.01 COM 24702R101 6328089.84 446,899 446,899 2 446,899 Dell Inc Common Stock USD0.01 COM 24702R101 84385104 5,959,400 5,959,400 3 5,959,400 DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 1562375 72,500 72,500 2 72,500 DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 17467805.05 810,571 810,571 3 810,571 Deluxe Corp Common Stock USD1 COM 248019101 5918404.24 317,852 317,852 3 317,852 DenburyResourcesComStkUSD0.001 COM 247916208 78200 6,800 6,800 3 6,800 Dendreon Corp Com Stk USD0.001 COM 24823Q107 318296.27 35,327 35,327 3 35,327 Dentsply Intl Inc. ComStk USD1 COM 249030107 44698182.88 1,456,916 1,456,916 1 1,456,916 Dentsply Intl Inc. ComStk USD1 COM 249030107 2123608.24 69,218 69,218 3 69,218 DepoMed Inc Common Stock NPV COM 249908104 244532 45,200 45,200 2 45,200 DepoMed Inc Common Stock NPV COM 249908104 3899528 720,800 720,800 3 720,800 DesarrolladoraADR(Rep6 OrdNPV) COM 25030W100 2773038.2 205,715 205,715 2 205,715 DestinationMaternityCS USD0.01 COM 25065D100 20592 1,600 1,600 2 1,600 DestinationMaternityCS USD0.01 COM 25065D100 135135 10,500 10,500 3 10,500 Devon Energy Com Stk USD0.10 COM 25179M103 4260349.8 76,860 76,860 2 76,860 Devon Energy Com Stk USD0.10 COM 25179M103 116938398.4 2,109,659 2,109,659 3 2,109,659 DeVry Inc Common Stock USD0.01 COM 251893103 10849278 293,700 293,700 1 293,700 DeVry Inc Common Stock USD0.01 COM 251893103 2035394 55,100 55,100 2 55,100 DeVry Inc Common Stock USD0.01 COM 251893103 19408276 525,400 525,400 3 525,400 DHT Holdings Inc CmStk USD0.01 COM Y2065G105 55692 27,300 27,300 2 27,300 DHT Holdings Inc CmStk USD0.01 COM Y2065G105 708826.56 347,464 347,464 3 347,464 DiageoSponADR(Repr4OrdGBP0.28) COM 25243Q205 129798.55 1,709 1,709 2 1,709 DiamondFoodsIncComStk USD0.001 COM 252603105 25343990.64 317,117 317,117 3 317,117 DiamondFoodsIncComStk USD0.001 COM 252603105 914684.4 11,445 11,445 4 11,445 DiamondFoodsIncComStk USD0.001 COM 252603105 133786.08 1,674 1,674 7 1,674 DiamondHillInvGrp'A'ComStk NPV COM 25264R207 20817 300 300 3 300 DiamondO/ShDrillComStkUSD0.01 COM 25271C102 1914850 35,000 35,000 2 35,000 DiamondO/ShDrillComStkUSD0.01 COM 25271C102 46698705.28 853,568 853,568 3 853,568 Diana Shipping ComStk USD0.01 COM Y2066G104 92757.64 12,434 12,434 3 12,434 Dick's Sporting CommStkUSD0.01 COM 253393102 23349228 697,200 697,200 1 697,200 Dick's Sporting CommStkUSD0.01 COM 253393102 703290 21,000 21,000 3 21,000 DigitalRealty Tst REIT USD0.01 COM 253868103 32797008.09 595,119 595,119 1 595,119 DigitalRealty Tst REIT USD0.01 COM 253868103 1028242.38 18,658 18,658 3 18,658 DIRECTV Class A ComStk USD0.01 COM 25490A101 695430.56 16,456 16,456 2 16,456 DIRECTV Class A ComStk USD0.01 COM 25490A101 8280931.52 195,952 195,952 3 195,952 DiscoverFin SvcsComStk USD0.01 COM 254709108 654773.28 28,518 28,518 2 28,518 DiscoverFin SvcsComStk USD0.01 COM 254709108 4150065.92 180,752 180,752 3 180,752 DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 398878 10,600 10,600 2 10,600 DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 293514 7,800 7,800 3 7,800 Dollar General ComStk USD0.875 COM 256677105 50519179.14 1,338,611 1,338,611 3 1,338,611 Dollar General ComStk USD0.875 COM 256677105 2395923.9 63,485 63,485 4 63,485 Dollar General ComStk USD0.875 COM 256677105 1690752 44,800 44,800 5 44,800 Dollar General ComStk USD0.875 COM 256677105 421933.2 11,180 11,180 7 11,180 Dollar Tree Inc ComStk USD0.01 COM 256746108 131442.5 1,750 1,750 2 1,750 Dollar Tree Inc ComStk USD0.01 COM 256746108 2318795.92 30,872 30,872 3 30,872 DominionRes(Virginia)ComStkNPV COM 25746U109 218268 4,300 4,300 2 4,300 DominionRes(Virginia)ComStkNPV COM 25746U109 4715807.04 92,904 92,904 3 92,904 DominionRes(Virginia)ComStkNPV COM 25746U109 16852.32 332 332 7 332 Domstar Corp Com Stk USD0.01 COM 257559203 701842 10,300 10,300 2 10,300 Domstar Corp Com Stk USD0.01 COM 257559203 15865240.62 232,833 232,833 3 232,833 Donaldson Common Stock USD5 COM 257651109 350336 6,400 6,400 3 6,400 Donnelley(R.R) Common USD1.25 COM 257867101 361216 25,600 25,600 2 25,600 Donnelley(R.R) Common USD1.25 COM 257867101 5402817.77 382,907 382,907 3 382,907 Doral Fin.Corp Com Stk USD0.01 COM 25811P886 22550 20,500 20,500 2 20,500 Doral Fin.Corp Com Stk USD0.01 COM 25811P886 17050 15,500 15,500 3 15,500 Dorchester Min. LP Com Uts NPV COM 25820R105 106463.06 4,477 4,477 3 4,477 Dorman Products ComStk USD0.01 COM 258278100 188556 5,700 5,700 2 5,700 Dorman Products ComStk USD0.01 COM 258278100 267948 8,100 8,100 3 8,100 DoubleEaglePetroleumCS USD0.10 COM 258570209 13950.3 2,190 2,190 3 2,190 Dover Corp Common Stock USD1 COM 260003108 20358409.02 436,782 436,782 1 436,782 Dover Corp Common Stock USD1 COM 260003108 1608045 34,500 34,500 2 34,500 Dover Corp Common Stock USD1 COM 260003108 22745680 488,000 488,000 3 488,000 Dow Chemical Com USD2.50 COM 260543103 422248 18,800 18,800 2 18,800 Dow Chemical Com USD2.50 COM 260543103 420675.8 18,730 18,730 3 18,730 DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 26779318 1,472,200 1,472,200 1 1,472,200 DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 352886 19,400 19,400 3 19,400 Dresser-Rand Grp ComStkUSD0.01 COM 261608103 23264220 574,000 574,000 1 574,000 Dresser-Rand Grp ComStkUSD0.01 COM 261608103 664692 16,400 16,400 3 16,400 DrPepper Snapple ComStkUSD0.01 COM 26138E109 683056 17,600 17,600 2 17,600 DrPepper Snapple ComStkUSD0.01 COM 26138E109 403624 10,400 10,400 3 10,400 DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 7552237.78 253,601 253,601 2 253,601 DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 29287319.68 983,456 983,456 3 983,456 DSW Inc Class 'A' Com Stk NPV COM 23334L102 342176 7,400 7,400 2 7,400 DSW Inc Class 'A' Com Stk NPV COM 23334L102 231384.96 5,004 5,004 3 5,004 DTE Energy Company NPV COM 233331107 372476 7,600 7,600 2 7,600 DTE Energy Company NPV COM 233331107 10547344.08 215,208 215,208 3 215,208 Duke Engy Corp CommonStock NPV COM 26441C105 103896 5,200 5,200 2 5,200 Duke Engy Corp CommonStock NPV COM 26441C105 517981.5 25,925 25,925 3 25,925 DukeRealtyCp CommonStkUSD0.01 COM 264411505 16816 1,600 1,600 3 1,600 Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 4594.5 75 75 7 75 DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 1890108 47,300 47,300 2 47,300 DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 9504006.48 237,838 237,838 3 237,838 DvrDwnsGmng&EntIncComStkUSD0.1 COM 260095104 9266 4,100 4,100 3 4,100 DycomIndustries ComStkUSD0.333 COM 267475101 23444157 1,533,300 1,533,300 1 1,533,300 DynamicsResearch ComStkUSD0.10 COM 268057106 3568 400 400 3 400 Dynex Capital Inc REIT USD0.01 COM 26817Q506 89688 11,100 11,100 2 11,100 Dynex Capital Inc REIT USD0.01 COM 26817Q506 92920 11,500 11,500 3 11,500 Eastman Chemical ComStkUSD0.01 COM 277432100 75383 1,100 1,100 2 1,100 Eastman Chemical ComStkUSD0.01 COM 277432100 5873021 85,700 85,700 3 85,700 Eaton Corp Com Stk USD0.50 COM 278058102 16795563.95 472,715 472,715 1 472,715 Eaton Corp Com Stk USD0.50 COM 278058102 11725930.37 330,029 330,029 3 330,029 Eaton Corp Com Stk USD0.50 COM 278058102 1614305.55 45,435 45,435 4 45,435 Eaton Corp Com Stk USD0.50 COM 278058102 1353693 38,100 38,100 5 38,100 Eaton Corp Com Stk USD0.50 COM 278058102 341585.42 9,614 9,614 7 9,614 eBay Inc Common Stock USD0.001 COM 278642103 413000 14,000 14,000 2 14,000 eBay Inc Common Stock USD0.001 COM 278642103 8596093.5 291,393 291,393 3 291,393 Ebix Inc.Common Stock USD0.10 COM 278715206 426300 29,000 29,000 3 29,000 Ecolab Common Stk USD1 COM 278865100 24004.99 491 491 3 491 Ecolab Common Stk USD1 COM 278865100 6453.48 132 132 7 132 Ecopetrol SpnADR(EachRep20Ord) COM 279158109 25955622 644,700 644,700 3 644,700 Edison Intl Common Stock NPV COM 281020107 193098.22 5,047 5,047 2 5,047 Edison Intl Common Stock NPV COM 281020107 5515791.16 144,166 144,166 3 144,166 Education Mgmt Com Stk USD0.01 COM 28140M103 1902488 128,200 128,200 3 128,200 EdwardsLifesciences ComStkUSD1 COM 28176E108 623184.88 8,744 8,744 3 8,744 E-House ADS(Rep 1Ord USD0.001) COM 26852W103 2581524 442,800 442,800 3 442,800 EldoradoGoldCorpLtdCommonNPV COM 284902103 10341875.9 596,748 596,748 3 596,748 Eli Lilly And Co ComSk NPV COM 532457108 7660366.56 207,261 207,261 2 207,261 Eli Lilly And Co ComSk NPV COM 532457108 166770172.8 4,512,180 4,512,180 3 4,512,180 Eli Lilly And Co ComSk NPV COM 532457108 469392 12,700 12,700 7 12,700 EMC Corp Massac.ComStk USD0.01 COM 268648102 952946 45,400 45,400 2 45,400 EMC Corp Massac.ComStk USD0.01 COM 268648102 2569176 122,400 122,400 3 122,400 EMC Insurance Grp Com Stk USD1 COM 268664109 77490 4,200 4,200 3 4,200 EmergentBiosolutionsCSUSD0.001 COM 29089Q105 33946 2,200 2,200 2 2,200 EmergentBiosolutionsCSUSD0.001 COM 29089Q105 69435 4,500 4,500 3 4,500 EMERITUS CORP COMMON STOCK USD COM 291005106 1647121 116,900 116,900 1 116,900 Emerson Electric Com.USD1 COM 291011104 3406877.01 82,471 82,471 2 82,471 Emerson Electric Com.USD1 COM 291011104 30083883.57 728,247 728,247 3 728,247 Emerson Electric Com.USD1 COM 291011104 694008 16,800 16,800 7 16,800 Emerson Radio ComStock USD0.01 COM 291087203 4437 2,900 2,900 3 2,900 EmpresaNac.Elec.ADS(Rep30CmSh) COM 29244T101 16670993.8 386,798 386,798 3 386,798 Enbridge Inc Common NPV COM 29250N105 19644.56386 610 610 3 610 EnCanaCorpComNPV(CanadianList) COM 292505104 1538734.287 79,500 79,500 3 79,500 Encore Capital Com Stk USD0.01 COM 292554102 337079.95 15,427 15,427 3 15,427 Endeavour Intl ComStk USD0.001 COM 29259G200 4735316.04 593,398 593,398 3 593,398 Endo Pharmaceut.ComStkUSD0.01 COM 29264F205 286440 10,230 10,230 3 10,230 EnduranceSpec.HldgsComStk USD1 COM G30397106 167433 4,900 4,900 2 4,900 EnduranceSpec.HldgsComStk USD1 COM G30397106 4302003 125,900 125,900 3 125,900 Energen Corp Com Stock USD0.01 COM 29265N108 59813938.26 1,462,086 1,462,086 1 1,462,086 Energen Corp Com Stock USD0.01 COM 29265N108 380463 9,300 9,300 2 9,300 Energen Corp Com Stock USD0.01 COM 29265N108 5281481 129,100 129,100 3 129,100 EnergizerHldgsCommStockUSD0.01 COM 29266R108 1952454 29,400 29,400 3 29,400 Enerplus Corporation Com NPV COM 292766102 436917.7622 17,600 17,600 3 17,600 Enersis SponADR(Rep50ComShNPV) COM 29274F104 10254501 605,700 605,700 3 605,700 EnerSys Common Stock USD0.01 COM 29275Y102 9382689 468,900 468,900 1 468,900 Ennis Inc Common Stock USD2.50 COM 293389102 103016 7,900 7,900 3 7,900 EnPro Industries ComStkUSD0.01 COM 29355X107 18270096 616,400 616,400 1 616,400 Ensco PLC ADR (EachRepres1Ord) COM 29358Q109 78899.84 1,952 1,952 2 1,952 Ensco PLC ADR (EachRepres1Ord) COM 29358Q109 33792696.38 836,039 836,039 3 836,039 EnsignGroupInc ComStk USD0.001 COM 29358P101 5777500 250,000 250,000 3 250,000 Entegris Inc CommonStk USD0.01 COM 29362U104 180837 28,300 28,300 2 28,300 Entegris Inc CommonStk USD0.01 COM 29362U104 5450031 852,900 852,900 3 852,900 Entergy Corp CommStock USD0.01 COM 29364G103 1054170 15,900 15,900 2 15,900 Entergy Corp CommStock USD0.01 COM 29364G103 22150498.5 334,095 334,095 3 334,095 EnterpriseFinSvcsComStkUSD0.01 COM 293712105 6795 500 500 3 500 Entertain.Prop.TstREIT USD0.01 COM 29380T105 1420580 36,500 36,500 3 36,500 EOG Resources Com Stk USD0.01 COM 26875P101 117952.14 1,662 1,662 2 1,662 EOG Resources Com Stk USD0.01 COM 26875P101 27449847.57 386,781 386,781 3 386,781 EOG Resources Com Stk USD0.01 COM 26875P101 771727.78 10,874 10,874 4 10,874 EOG Resources Com Stk USD0.01 COM 26875P101 1774250 25,000 25,000 5 25,000 EOG Resources Com Stk USD0.01 COM 26875P101 277492.7 3,910 3,910 7 3,910 Epoch Holding Corp CS USD0.01 COM 29428R103 17641 1,300 1,300 3 1,300 EqtyLifestyleProp REIT USD0.01 COM 29472R108 7171736 114,400 114,400 1 114,400 Equifax Common Stk USD2.50 COM 294429105 384375 12,500 12,500 2 12,500 Equifax Common Stk USD2.50 COM 294429105 2595300 84,400 84,400 3 84,400 eResearchTechnol.ComStkUSD0.01 COM 29481V108 43262 9,700 9,700 3 9,700 ESCO Techno.Inc ComStk USD0.01 COM 296315104 150273 5,900 5,900 2 5,900 ESCO Techno.Inc ComStk USD0.01 COM 296315104 188478 7,400 7,400 3 7,400 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 24576577.92 279,788 279,788 1 279,788 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1011916.8 11,520 11,520 3 11,520 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1160366.4 13,210 13,210 4 13,210 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 9574.56 109 109 7 109 Everest Re Group ComStkUSD0.01 COM G3223R108 4452657 56,100 56,100 1 56,100 EXCO Resources ComStk USD0.001 COM 269279402 33611713.12 3,135,421 3,135,421 3 3,135,421 Exelon Corp Common Stock NPV COM 30161N101 4697740.74 110,198 110,198 2 110,198 Exelon Corp Common Stock NPV COM 30161N101 60563204.73 1,420,671 1,420,671 3 1,420,671 EXFO Inc Com NPV (US Listing) COM 302046107 6913860.75 1,124,205 1,124,205 1 1,124,205 ExideTechnologiesComStkUSD0.01 COM 302051206 81600 20,400 20,400 2 20,400 ExideTechnologiesComStkUSD0.01 COM 302051206 29600 7,400 7,400 3 7,400 ExlserviceHldgs CmStk USD0.001 COM 302081104 222099 10,100 10,100 1 10,100 Expedi.IntlOfWashComStkUSD0.01 COM 302130109 405500 10,000 10,000 2 10,000 Expedi.IntlOfWashComStkUSD0.01 COM 302130109 1331094.3 32,826 32,826 3 32,826 Expedi.IntlOfWashComStkUSD0.01 COM 302130109 20193.9 498 498 7 498 Expedia Inc Com Stock USD0.001 COM 30212P105 2302050 89,400 89,400 3 89,400 Express Inc Com Stk USD0.01 COM 30219E103 1126456 55,600 55,600 2 55,600 Express Inc Com Stk USD0.01 COM 30219E103 1728178 85,300 85,300 3 85,300 Express Scripts ComStk USD0.01 COM 302182100 1350601.92 36,424 36,424 2 36,424 Express Scripts ComStk USD0.01 COM 302182100 17847345.6 481,320 481,320 3 481,320 Exxon MobilCorp.CommonStockNPV COM 30231G102 31553304.57 434,439 434,439 1 434,439 Exxon MobilCorp.CommonStockNPV COM 30231G102 17699204.7 243,690 243,690 2 243,690 Exxon MobilCorp.CommonStockNPV COM 30231G102 139642432.7 1,922,655 1,922,655 3 1,922,655 Exxon MobilCorp.CommonStockNPV COM 30231G102 1683563.4 23,180 23,180 4 23,180 Exxon MobilCorp.CommonStockNPV COM 30231G102 235466.46 3,242 3,242 7 3,242 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 196995 6,900 6,900 2 6,900 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 3828555 134,100 134,100 3 134,100 Fastenal Co Com Stk USD0.01 COM 311900104 2437560 73,200 73,200 3 73,200 FBL Financial Grp Com Stk NPV COM 30239F106 414960 15,600 15,600 2 15,600 FBL Financial Grp Com Stk NPV COM 30239F106 1790978 67,330 67,330 3 67,330 FederatedInvestors'B'ComStkNPV COM 314211103 1986660 113,200 113,200 2 113,200 FederatedInvestors'B'ComStkNPV COM 314211103 25367208.75 1,445,425 1,445,425 3 1,445,425 FedEx Corp Common Stk USD0.10 COM 31428X106 169100 2,500 2,500 2 2,500 FedEx Corp Common Stk USD0.10 COM 31428X106 58047971.6 858,190 858,190 3 858,190 FedEx Corp Common Stk USD0.10 COM 31428X106 795378.76 11,759 11,759 4 11,759 FedEx Corp Common Stk USD0.10 COM 31428X106 1968324 29,100 29,100 5 29,100 FedEx Corp Common Stk USD0.10 COM 31428X106 914898.64 13,526 13,526 7 13,526 FEI Company Common Stock NPV COM 30241L109 5362840 179,000 179,000 1 179,000 Fifth Third Bancorp CommStkNPV COM 316773100 2321256 229,600 229,600 2 229,600 Fifth Third Bancorp CommStkNPV COM 316773100 30791016 3,045,600 3,045,600 3 3,045,600 Fifth Third Bancorp CommStkNPV COM 316773100 3851.91 381 381 7 381 FinancialInstit.ComStk USD0.01 COM 317585404 117445.36 8,236 8,236 3 8,236 First Busey CorpComStkUSD0.001 COM 319383105 15624 3,600 3,600 3 3,600 First Cash Fin Com Stk USD0.01 COM 31942D107 163683 3,900 3,900 2 3,900 First Community Com Stock USD1 COM 31983A103 81520 8,000 8,000 3 8,000 First Fin.Corp Com Stock NPV COM 320218100 44016 1,600 1,600 3 1,600 FirstBancorp Inc ComStkUSD0.01 COM 31866P102 5048 400 400 3 400 FirstCitizensBancShsACmStkUSD1 COM 31946M103 115384 800 800 3 800 FirstDefianceFin ComStkUSD0.01 COM 32006W106 20100 1,500 1,500 2 1,500 FirstDefianceFin ComStkUSD0.01 COM 32006W106 76380 5,700 5,700 3 5,700 FirstEnergy Corp ComStkUSD0.10 COM 337932107 278442 6,200 6,200 2 6,200 FirstEnergy Corp ComStkUSD0.10 COM 337932107 9878717.97 219,967 219,967 3 219,967 FirstFncl Hldgs ComStk USD0.01 COM 320239106 19248 4,800 4,800 2 4,800 FirstInterstateBancsyACmStkNPV COM 32055Y201 36482 3,400 3,400 3 3,400 FirstMerit Corp CommonStockNPV COM 337915102 7872588 692,400 692,400 1 692,400 FirstMerit Corp CommonStockNPV COM 337915102 696981 61,300 61,300 2 61,300 FirstMerit Corp CommonStockNPV COM 337915102 2959611 260,300 260,300 3 260,300 FiveStarQualityCareCmSkUSD0.01 COM 33832D106 104165 41,500 41,500 2 41,500 FiveStarQualityCareCmSkUSD0.01 COM 33832D106 295929 117,900 117,900 3 117,900 Flexsteel Inds Com Stk USD1 COM 339382103 12072 800 800 3 800 FlextronicsIntl ComStkUSD0.01 COM Y2573F102 1486883 264,100 264,100 3 264,100 Flowers Foods Com Stk USD0.01 COM 343498101 333108 17,100 17,100 2 17,100 Flowers Foods Com Stk USD0.01 COM 343498101 6090422 312,650 312,650 3 312,650 FLUIDIGM CORP COM STK USD0.001 COM 34385P108 1832864 131,200 131,200 1 131,200 Flushing Fin Cp ComStk USD0.01 COM 343873105 46397 4,300 4,300 2 4,300 Flushing Fin Cp ComStk USD0.01 COM 343873105 112216 10,400 10,400 3 10,400 FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 33112570.8 510,760 510,760 3 510,760 Ford Motor Co Com Stk USD0.01 COM 345370860 732019 75,700 75,700 2 75,700 Ford Motor Co Com Stk USD0.01 COM 345370860 656979.8 67,940 67,940 3 67,940 Forest Labs.Common USD0.10 COM 345838106 1776583 57,700 57,700 2 57,700 Forest Labs.Common USD0.10 COM 345838106 47105621 1,529,900 1,529,900 3 1,529,900 Forrester Res. Com Stk USD0.01 COM 346563109 22048282 678,200 678,200 1 678,200 Fossil Inc. Common Stk USD0.01 COM 349882100 40530 500 500 2 500 Fossil Inc. Common Stk USD0.01 COM 349882100 459042.78 5,663 5,663 3 5,663 Franco-Nevada Corp Common NPV COM 351858105 2266752.078 62,261 62,261 3 62,261 FranklinElecCoIncComStkUSD0.10 COM 353514102 61676 1,700 1,700 2 1,700 FranklinElecCoIncComStkUSD0.10 COM 353514102 137864 3,800 3,800 3 3,800 FranklinResourcesComStkUSD0.10 COM 354613101 10776930.36 112,812 112,812 1 112,812 FranklinResourcesComStkUSD0.10 COM 354613101 2330932 24,400 24,400 2 24,400 FranklinResourcesComStkUSD0.10 COM 354613101 67826300 710,000 710,000 3 710,000 FranklinResourcesComStkUSD0.10 COM 354613101 930748.79 9,743 9,743 4 9,743 FranklinResourcesComStkUSD0.10 COM 354613101 888429 9,300 9,300 5 9,300 FranklinResourcesComStkUSD0.10 COM 354613101 825570.26 8,642 8,642 7 8,642 FranklinStProps REIT USD0.0001 COM 35471R106 133812 11,800 11,800 3 11,800 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 5074188 166,640 166,640 2 166,640 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 54496882.65 1,789,717 1,789,717 3 1,789,717 Fresh Del Monte ComStk USD0.01 COM G36738105 148416 6,400 6,400 3 6,400 FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 1470385.08 240,259 240,259 3 240,259 Frst of LongIslandCmStkUSD0.10 COM 320734106 74778 3,300 3,300 3 3,300 Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 18414 6,600 6,600 2 6,600 FstFinancial BkshsCmStkUSD0.01 COM 32020R109 8805456 336,600 336,600 1 336,600 FTI Consulting Com Stk USD0.01 COM 302941109 34095200 926,500 926,500 1 926,500 Fuel Tech Inc Comm Stk USD0.01 COM 359523107 115550.28 19,854 19,854 7 19,854 FuriexPharm Inc ComStkUSD0.001 COM 36106P101 72820.62 5,121 5,121 3 5,121 FushiCopperweld ComStkUSD0.006 COM 36113E107 40176 8,100 8,100 2 8,100 FushiCopperweld ComStkUSD0.006 COM 36113E107 363781.28 73,343 73,343 3 73,343 FX Energy Inc Com Stk USD0.001 COM 302695101 2851995.84 692,232 692,232 3 692,232 Gafisa SA ADR (Each Rep 2 Ord) COM 362607301 190987 33,100 33,100 3 33,100 Gain Cap Hldgs ComStkUSD.00001 COM 36268W100 25120 4,000 4,000 3 4,000 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 713790 30,900 30,900 2 30,900 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 23125109.7 1,001,087 1,001,087 3 1,001,087 Gap Inc (The) Com Stk USD0.05 COM 364760108 1615250 99,400 99,400 2 99,400 Gap Inc (The) Com Stk USD0.05 COM 364760108 40040000 2,464,000 2,464,000 3 2,464,000 GardnerDenverInc ComStkUSD0.01 COM 365558105 203360 3,200 3,200 2 3,200 GardnerDenverInc ComStkUSD0.01 COM 365558105 127100 2,000 2,000 3 2,000 GarminLimited ComStockUSD0.005 COM H2906T109 50530.16 1,588 1,588 2 1,588 GarminLimited ComStockUSD0.005 COM H2906T109 25757239.94 809,467 809,467 3 809,467 Gartner Common Stock USD0.0005 COM 366651107 34715030 994,700 994,700 1 994,700 Gartner Common Stock USD0.0005 COM 366651107 645650 18,500 18,500 3 18,500 GascoEnergyInc ComStkUSD0.0001 COM 367220100 2941.2 15,200 15,200 3 15,200 GastarExplorationComNPV(USLst) COM 367299203 3090251.06 1,036,997 1,036,997 3 1,036,997 GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 40545 5,100 5,100 2 5,100 GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 90630 11,400 11,400 3 11,400 Gen.Electric Com Stock USD0.06 COM 369604103 5694329.47 373,889 373,889 2 373,889 Gen.Electric Com Stock USD0.06 COM 369604103 25370149.23 1,665,801 1,665,801 3 1,665,801 Gen.Electric Com Stock USD0.06 COM 369604103 1826472.98 119,926 119,926 7 119,926 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 3421761 88,900 88,900 2 88,900 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 32585364.57 846,593 846,593 3 846,593 General Dynamics Corp Com USD1 COM 369550108 5419554.3 95,247 95,247 2 95,247 General Dynamics Corp Com USD1 COM 369550108 60373460.5 1,061,045 1,061,045 3 1,061,045 General Motors Co CS USD0.01 COM 37045V100 31853423.7 1,578,465 1,578,465 3 1,578,465 General Motors Co CS USD0.01 COM 37045V100 671913.28 33,296 33,296 4 33,296 General Motors Co CS USD0.01 COM 37045V100 954473.64 47,298 47,298 5 47,298 General Motors Co CS USD0.01 COM 37045V100 434495.58 21,531 21,531 7 21,531 Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 13683242 294,200 294,200 1 294,200 Genpact Limited ComStk USD0.01 COM G3922B107 8298698 577,100 577,100 1 577,100 Gen-Probe Inc ComStk USD0.0001 COM 36866T103 417852 7,300 7,300 3 7,300 GENSTEEL HOLDINGS INC USD0.001 COM 370853103 5950 5,000 5,000 4 5,000 Gentex Corp Common Stk USD0.06 COM 371901109 74555 3,100 3,100 2 3,100 Gentex Corp Common Stk USD0.06 COM 371901109 103415 4,300 4,300 3 4,300 GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 2394024 433,700 433,700 1 433,700 GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 48024 8,700 8,700 2 8,700 GentivaHealthSvcs CmStkUSD0.10 COM 37247A102 54096 9,800 9,800 3 9,800 Genuine Parts Co.Com.USD1 COM 372460105 91458 1,800 1,800 3 1,800 GenworthFin.'A'ComStk USD0.001 COM 37247D106 230632.5 40,110 40,110 3 40,110 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 16421694.79 2,303,183 2,303,183 2 2,303,183 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 86576053.52 12,142,504 12,142,504 3 12,142,504 Getty Realty Corp REIT USD0.01 COM 374297109 134292 9,300 9,300 2 9,300 Getty Realty Corp REIT USD0.01 COM 374297109 390919.68 27,072 27,072 3 27,072 G-III Apparel GrpComStkUSD0.01 COM 36237H101 187452 8,200 8,200 2 8,200 G-III Apparel GrpComStkUSD0.01 COM 36237H101 1022550.66 44,731 44,731 3 44,731 Gildan ActivewearInc CommonNPV COM 375916103 1328711.256 51,000 51,000 2 51,000 Gildan ActivewearInc CommonNPV COM 375916103 2592289.608 99,500 99,500 3 99,500 Gilead Sciences ComStkUSD0.001 COM 375558103 4144985.62 106,802 106,802 2 106,802 Gilead Sciences ComStkUSD0.001 COM 375558103 115937113 2,987,300 2,987,300 3 2,987,300 Gilead Sciences ComStkUSD0.001 COM 375558103 949214.98 24,458 24,458 4 24,458 Gilead Sciences ComStkUSD0.001 COM 375558103 1455375 37,500 37,500 5 37,500 Gilead Sciences ComStkUSD0.001 COM 375558103 357013.19 9,199 9,199 7 9,199 Glacier Bancorp ComStk USD0.01 COM 37637Q105 158522 16,900 16,900 3 16,900 Glatfelter CommonStock USD0.01 COM 377316104 376016 28,400 28,400 2 28,400 Glatfelter CommonStock USD0.01 COM 377316104 8862313.16 669,359 669,359 3 669,359 GlaxoSmithKlineADR(EchCnv2Ord) COM 37733W105 114056.91 2,761 2,761 2 2,761 Global Payments ComStkUSD0.001 COM 37940X102 698401 17,300 17,300 3 17,300 Global Sources Ltd CS USD0.01 COM G39300101 62284 9,200 9,200 3 9,200 Goldcorp Inc Com NPV(US List.) COM 380956409 88808.7 1,945 1,945 2 1,945 Goldcorp Inc Com NPV(US List.) COM 380956409 14387922.6 315,110 315,110 3 315,110 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 5868138.58 62,123 62,123 2 62,123 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 110019829 1,164,724 1,164,724 3 1,164,724 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 620035.44 6,564 6,564 4 6,564 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 1454684 15,400 15,400 5 15,400 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 663298.12 7,022 7,022 7 7,022 Goodrich Corp Common Stk USD5 COM 382388106 772672 6,400 6,400 2 6,400 Goodrich Corp Common Stk USD5 COM 382388106 3899579 32,300 32,300 3 32,300 Goodrich Corp Common Stk USD5 COM 382388106 259569.5 2,150 2,150 7 2,150 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 42461522.88 82,488 82,488 1 82,488 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 4452159.24 8,649 8,649 2 8,649 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 106549657.6 206,989 206,989 3 206,989 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3083412.4 5,990 5,990 4 5,990 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 2882656 5,600 5,600 5 5,600 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 1068127 2,075 2,075 7 2,075 GpoTelevisaADR(Rep20OrdPtgCts) COM 40049J206 7210553.49 392,091 392,091 3 392,091 GRAFTECH INTERNATIONAL LTD COM 384313102 25517867 2,007,700 2,007,700 1 2,007,700 Grainger (W.W) Com.USD0.50 COM 384802104 707954.52 4,732 4,732 2 4,732 Grainger (W.W) Com.USD0.50 COM 384802104 3186693 21,300 21,300 3 21,300 Gramercy Capital REIT USD0.001 COM 384871109 55714 17,800 17,800 3 17,800 Great Lakes D&D ComStkUSD0.01 COM 390607109 5291 1,300 1,300 3 1,300 Great Northern IronOreProp.NPV COM 391064102 330150 3,100 3,100 3 3,100 Great Southern Com Stk USD0.01 COM 390905107 26848 1,600 1,600 2 1,600 Great Southern Com Stk USD0.01 COM 390905107 173035.36 10,312 10,312 3 10,312 GreenPlainsRenewableCSUSD0.001 COM 393222104 97965 10,500 10,500 3 10,500 Greif Inc Cls'A'Common Stk NPV COM 397624107 12867 300 300 3 300 Grifols SpnADR(EchRp0.5 B Ord) COM 398438309 74473.74 11,673 11,673 3 11,673 GrupoAero.delSurADSRep10'B'NPV COM 40051E202 12897150 259,500 259,500 3 259,500 GT AdvancedTechn ComStkUSD0.01 COM 36191U106 7521824.7 1,071,485 1,071,485 6 1,071,485 Guess? Inc CommonStock USD0.01 COM 401617105 2058422 72,200 72,200 2 72,200 Guess? Inc CommonStock USD0.01 COM 401617105 11874415 416,500 416,500 3 416,500 Gulf Island Fabr. Com Stk NPV COM 402307102 45496 2,200 2,200 2 2,200 Gulf Island Fabr. Com Stk NPV COM 402307102 74448 3,600 3,600 3 3,600 Haemonetics Corp CmStk USD0.01 COM 405024100 25500252 436,200 436,200 1 436,200 Haemonetics Corp CmStk USD0.01 COM 405024100 800902 13,700 13,700 3 13,700 Halliburton Co Com Stk USD2.50 COM 406216101 2834578.5 92,937 92,937 2 92,937 Halliburton Co Com Stk USD2.50 COM 406216101 68243018 2,237,476 2,237,476 3 2,237,476 Halliburton Co Com Stk USD2.50 COM 406216101 659410 21,620 21,620 4 21,620 Halliburton Co Com Stk USD2.50 COM 406216101 240584 7,888 7,888 7 7,888 Hanesbrands Inc ComStk USD0.01 COM 410345102 1975.79 79 79 7 79 Hanmi Fin.Corp ComStk USD0.001 COM 410495105 26394 31,800 31,800 3 31,800 Harman IntIndInc Cm Sk USD0.01 COM 413086109 18722384 654,400 654,400 1 654,400 Harman IntIndInc Cm Sk USD0.01 COM 413086109 331876 11,600 11,600 3 11,600 Harris Corp.Com.USD1 COM 413875105 3567548.05 104,467 104,467 2 104,467 Harris Corp.Com.USD1 COM 413875105 49189523.4 1,440,396 1,440,396 3 1,440,396 HartfordFinancialServCmStkUSD1 COM 416515104 741744 45,900 45,900 2 45,900 HartfordFinancialServCmStkUSD1 COM 416515104 12445591.68 770,148 770,148 3 770,148 Harvard Bioscience CS USD0.01 COM 416906105 35109 8,300 8,300 3 8,300 Hasbro Inc. Com Stk USD0.50 COM 418056107 323037 9,900 9,900 2 9,900 Hasbro Inc. Com Stk USD0.50 COM 418056107 2042638 62,600 62,600 3 62,600 Hatteras Fin Cp REIT USD0.001 COM 41902R103 216548 8,600 8,600 2 8,600 Hatteras Fin Cp REIT USD0.001 COM 41902R103 12590 500 500 3 500 HawaiianHldgsInc CmStk USD0.01 COM 419879101 10913162 2,592,200 2,592,200 1 2,592,200 Hawkins Inc Com Stk USD0.05 COM 420261109 178304 5,600 5,600 3 5,600 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 5045513.08 250,522 250,522 1 250,522 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 53998240.16 2,681,144 2,681,144 3 2,681,144 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 1341122.6 66,590 66,590 4 66,590 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 1572934 78,100 78,100 5 78,100 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 334767.08 16,622 16,622 7 16,622 HCC Insurance Hldg ComStk USD1 COM 404132102 65731419.4 2,427,305 2,427,305 1 2,427,305 HCC Insurance Hldg ComStk USD1 COM 404132102 1400036 51,700 51,700 2 51,700 HCC Insurance Hldg ComStk USD1 COM 404132102 16805848 620,600 620,600 3 620,600 HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 12307130 422,200 422,200 2 422,200 HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 45523584.15 1,561,701 1,561,701 3 1,561,701 HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 836605 28,700 28,700 4 28,700 HDFC Bank ADR(Each Rep 3INR10) COM 40415F101 364375 12,500 12,500 6 12,500 Health Care REIT IncComStkUSD1 COM 42217K106 28873519.44 616,692 616,692 1 616,692 Health Care REIT IncComStkUSD1 COM 42217K106 598219.14 12,777 12,777 3 12,777 Healthcare Serv. ComStkUSD0.01 COM 421906108 10040925 622,500 622,500 1 622,500 Healthcare Serv. ComStkUSD0.01 COM 421906108 208077 12,900 12,900 2 12,900 Healthcare Serv. ComStkUSD0.01 COM 421906108 114523 7,100 7,100 3 7,100 Healthsouth Corp ComStkUSD0.01 COM 421924309 3792664 254,200 254,200 1 254,200 Healthspring Inc ComStkUSD0.01 COM 42224N101 2495232 68,400 68,400 2 68,400 Healthspring Inc ComStkUSD0.01 COM 42224N101 36210048 992,600 992,600 3 992,600 Heartland Fin USA Com Stk USD1 COM 42234Q102 41093 2,900 2,900 3 2,900 Hecla Mining CommStock USD0.25 COM 422704106 77328 14,400 14,400 2 14,400 Hecla Mining CommStock USD0.25 COM 422704106 621953.4 115,820 115,820 3 115,820 Heinz(H.J.)Co.Common USD0.25 COM 423074103 1457105.2 28,865 28,865 2 28,865 Heinz(H.J.)Co.Common USD0.25 COM 423074103 9000684.96 178,302 178,302 3 178,302 Helen of Troy Com Stk USD0.10 COM G4388N106 218544 8,700 8,700 2 8,700 Helen of Troy Com Stk USD0.10 COM G4388N106 6646752 264,600 264,600 3 264,600 HelixEnergySol.Grp Com Stk NPV COM 42330P107 17381238 1,325,800 1,325,800 1 1,325,800 HelixEnergySol.Grp Com Stk NPV COM 42330P107 5190249 395,900 395,900 3 395,900 Helmerich & PayneComStkUSD0.10 COM 423452101 1595580 39,300 39,300 2 39,300 Helmerich & PayneComStkUSD0.10 COM 423452101 14908320 367,200 367,200 3 367,200 Henry Schein Inc Com Stk NPV COM 806407102 20247234 326,200 326,200 1 326,200 Henry Schein Inc Com Stk NPV COM 806407102 1402782 22,600 22,600 2 22,600 Henry Schein Inc Com Stk NPV COM 806407102 12389172 199,600 199,600 3 199,600 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 11592 400 400 2 400 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 4019526 138,700 138,700 3 138,700 Herbalife Limited USD0.002 COM G4412G101 241335 4,500 4,500 2 4,500 Herbalife Limited USD0.002 COM G4412G101 1110033.74 20,698 20,698 3 20,698 Hershey Company CommonStk USD1 COM 427866108 76999 1,300 1,300 2 1,300 Hershey Company CommonStk USD1 COM 427866108 1427443 24,100 24,100 3 24,100 Hess Corporation Com Stk USD1 COM 42809H107 1258560 24,000 24,000 2 24,000 Hess Corporation Com Stk USD1 COM 42809H107 43510516.8 829,720 829,720 3 829,720 Hewlett-Packard ComStk USD0.01 COM 428236103 7344135.85 327,133 327,133 2 327,133 Hewlett-Packard ComStk USD0.01 COM 428236103 84753015.5 3,775,190 3,775,190 3 3,775,190 Hewlett-Packard ComStk USD0.01 COM 428236103 779015 34,700 34,700 5 34,700 Hewlett-Packard ComStk USD0.01 COM 428236103 65105 2,900 2,900 7 2,900 Hexcel Corp Common Stk USD0.01 COM 428291108 6132126.78 276,471 276,471 3 276,471 hhgregg Inc Com Stk USD0.0001 COM 42833L108 109312 11,200 11,200 2 11,200 hhgregg Inc Com Stk USD0.0001 COM 42833L108 120048 12,300 12,300 3 12,300 HickoryTech Corp Com Stk NPV COM 429060106 14430 1,500 1,500 2 1,500 HickoryTech Corp Com Stk NPV COM 429060106 571293.32 59,386 59,386 3 59,386 Hillenbrand Inc Common Stk NPV COM 431571108 1189833 64,700 64,700 2 64,700 Hillenbrand Inc Common Stk NPV COM 431571108 1822449 99,100 99,100 3 99,100 HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 16650 15,000 15,000 2 15,000 HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 177283.65 159,715 159,715 3 159,715 HI-TECH PHARMACAL CO INC COM 42840B101 67200 2,000 2,000 2 2,000 HI-TECH PHARMACAL CO INC COM 42840B101 188160 5,600 5,600 3 5,600 HittiteMicrowave CmStk USD0.01 COM 43365Y104 9903546 203,400 203,400 1 203,400 HittiteMicrowave CmStk USD0.01 COM 43365Y104 292140 6,000 6,000 3 6,000 HMS Hldgs Corp Com Stk USD0.01 COM 40425J101 4687758 192,200 192,200 1 192,200 HollyfrontierCorpComStkUSD0.01 COM 436106108 342852.72 13,076 13,076 3 13,076 Home Depot Common USD0.05 COM 437076102 1214850.12 36,993 36,993 2 36,993 Home Depot Common USD0.05 COM 437076102 6698309.12 203,968 203,968 3 203,968 Home Inns&HotelsADR(Rp2OrdShs) COM 43713W107 2644002 102,600 102,600 4 102,600 HOME PROPERTIES REIT USD0.01 COM 437306103 22471889 397,100 397,100 1 397,100 HondaMotorADR(ConvInto1OrdNPV) COM 438128308 122864.04 4,212 4,212 2 4,212 Honeywell Intl Inc ComStk USD1 COM 438516106 1554018.81 35,391 35,391 2 35,391 Honeywell Intl Inc ComStk USD1 COM 438516106 11497130.94 261,834 261,834 3 261,834 HoraceMannEducat. CmSkUSD0.001 COM 440327104 401280 35,200 35,200 2 35,200 HoraceMannEducat. CmSkUSD0.001 COM 440327104 10268789.4 900,771 900,771 3 900,771 Hormel Foods Com Stk USD0.0586 COM 440452100 2462253.3 91,026 91,026 2 91,026 Hormel Foods Com Stk USD0.0586 COM 440452100 26592855 983,100 983,100 3 983,100 HornbeckOffshore ComStkUSD0.01 COM 440543106 109692 4,400 4,400 2 4,400 HornbeckOffshore ComStkUSD0.01 COM 440543106 1081962 43,400 43,400 3 43,400 HospiraInc CommonStock USD0.01 COM 441060100 31049849.88 839,412 839,412 1 839,412 HospiraInc CommonStock USD0.01 COM 441060100 713907 19,300 19,300 3 19,300 HospiraInc CommonStock USD0.01 COM 441060100 916982.1 24,790 24,790 4 24,790 HospiraInc CommonStock USD0.01 COM 441060100 28149.39 761 761 7 761 HospitalityProTst REIT USD0.01 COM 44106M102 7428377 349,900 349,900 3 349,900 HQ Sust.Maritime CmStkUSD0.001 COM 40426A208 832 6,400 6,400 3 6,400 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 63581.55 1,671 1,671 2 1,671 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 8941.75 235 235 7 235 HUANENG POWER INTL-SPONS ADR COM 443304100 16830 1,000 1,000 4 1,000 Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 1706240 34,400 34,400 3 34,400 HudsonCityBancp ComStk USD0.01 COM 443683107 225439.2 39,760 39,760 3 39,760 Humana Inc Com Stk USD0.166 COM 444859102 1832292 25,200 25,200 2 25,200 Humana Inc Com Stk USD0.166 COM 444859102 46706286.44 642,364 642,364 3 642,364 HumanGenomeScien.ComStkUSD0.01 COM 444903108 9520038 750,200 750,200 1 750,200 HumanGenomeScien.ComStkUSD0.01 COM 444903108 540797.04 42,616 42,616 3 42,616 Huntington BancsharesComStkNPV COM 446150104 1367483 284,300 284,300 2 284,300 Huntington BancsharesComStkNPV COM 446150104 13272675.52 2,759,392 2,759,392 3 2,759,392 Huntington Ingalls CS USD0.01 COM 446413106 8912.1 366 366 2 366 Huntington Ingalls CS USD0.01 COM 446413106 1470155.6 60,376 60,376 3 60,376 IAM Gold Corp Com Stk NPV COM 450913108 32012.28289 1,600 1,600 3 1,600 Icahn Enterprises LP NPV COM 451100101 74487.78 2,043 2,043 3 2,043 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 25139843 724,700 724,700 2 724,700 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 56194331 1,619,900 1,619,900 3 1,619,900 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 156105 4,500 4,500 6 4,500 ICU Medical ComStk USD0.10 COM 44930G107 88320 2,400 2,400 2 2,400 ICU Medical ComStk USD0.10 COM 44930G107 132480 3,600 3,600 3 3,600 IDACORP Inc Common Stock NPV COM 451107106 22051840 584,000 584,000 1 584,000 Idex Corp Common Stock USD0.01 COM 45167R104 63440202 2,035,950 2,035,950 1 2,035,950 Idex Corp Common Stock USD0.01 COM 45167R104 1043860 33,500 33,500 3 33,500 Idex Corp Common Stock USD0.01 COM 45167R104 821377.6 26,360 26,360 4 26,360 Idex Corp Common Stock USD0.01 COM 45167R104 7197.96 231 231 7 231 II-VI Incorporated Com Stk NPV COM 902104108 178500 10,200 10,200 3 10,200 Illinois Tool Works Common NPV COM 452308109 1015528 24,400 24,400 2 24,400 Illinois Tool Works Common NPV COM 452308109 5456382 131,100 131,100 3 131,100 Illinois Tool Works Common NPV COM 452308109 807428 19,400 19,400 7 19,400 Infinity Prop.&Cas. ComStk NPV COM 45665Q103 8161968 155,200 155,200 1 155,200 Informatica CommonStk USD0.001 COM 45666Q102 4728647.39 115,361 115,361 1 115,361 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 3922176 76,800 76,800 2 76,800 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 46488050.67 910,281 910,281 3 910,281 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 387110.6 7,580 7,580 4 7,580 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 209387 4,100 4,100 6 4,100 ING GroepSpADR(Rep1OrdEUR0.24) COM 456837103 54835.02 7,767 7,767 2 7,767 Ingles Markets'A'ComStkUSD0.05 COM 457030104 27113 1,900 1,900 2 1,900 Ingles Markets'A'ComStkUSD0.05 COM 457030104 1831511.69 128,347 128,347 3 128,347 Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 1372750 85,000 85,000 3 85,000 InnophosHldgsIncComStkUSD0.001 COM 45774N108 34153232 856,400 856,400 1 856,400 Innospec Inc Com.Stock USD0.01 COM 45768S105 174240 7,200 7,200 2 7,200 Innospec Inc Com.Stock USD0.01 COM 45768S105 960740 39,700 39,700 3 39,700 INSULET CORP ComStkUSD0.01 COM 45784P101 5621784 368,400 368,400 1 368,400 IntegratedDevTechComStUSD0.001 COM 458118106 37899751.25 7,359,175 7,359,175 1 7,359,175 IntegratedDevTechComStUSD0.001 COM 458118106 759625 147,500 147,500 3 147,500 IntegratedSil. ComStkUSD0.0001 COM 45812P107 295218 37,800 37,800 3 37,800 Integrys Engy Grp Com Stk USD1 COM 45822P105 714714 14,700 14,700 3 14,700 Intel Cp.Common Stk USD0.001 COM 458140100 9958823.16 466,674 466,674 2 466,674 Intel Cp.Common Stk USD0.001 COM 458140100 104656182.8 4,904,226 4,904,226 3 4,904,226 Intel Cp.Common Stk USD0.001 COM 458140100 1348688 63,200 63,200 7 63,200 InterParfumsIncComStk USD0.001 COM 458334109 58748 3,800 3,800 3 3,800 Interpublic Group Com.USD0.10 COM 460690100 12998188 1,802,800 1,802,800 1 1,802,800 Interpublic Group Com.USD0.10 COM 460690100 430437 59,700 59,700 3 59,700 IntersectionsInc CmStk USD0.01 COM 460981301 35980 2,800 2,800 2 2,800 IntersectionsInc CmStk USD0.01 COM 460981301 462600 36,000 36,000 3 36,000 Intervest Bancshs'A'ComStkUSD1 COM 460927106 5733 2,100 2,100 3 2,100 Intl Bancshares Cp ComStk USD1 COM 459044103 607530 46,200 46,200 3 46,200 Intl Shipholding Cp ComStkUSD1 COM 460321201 156910 8,500 8,500 2 8,500 Intl Shipholding Cp ComStkUSD1 COM 460321201 1889694.82 102,367 102,367 3 102,367 Intl.BusinessMachComStkUSD0.20 COM 459200101 53717613.2 307,309 307,309 1 307,309 Intl.BusinessMachComStkUSD0.20 COM 459200101 12549591.2 71,794 71,794 2 71,794 Intl.BusinessMachComStkUSD0.20 COM 459200101 93331663.2 533,934 533,934 3 533,934 Intl.BusinessMachComStkUSD0.20 COM 459200101 2637732 15,090 15,090 4 15,090 Intl.BusinessMachComStkUSD0.20 COM 459200101 162913.6 932 932 7 932 Intl.Flavors ComStock USD0.125 COM 459506101 393750 7,000 7,000 3 7,000 INTREPID POTASH INC COMMON STO COM 46121Y102 4980 200 200 3 200 Intuit Inc Com Stock USD0.01 COM 461202103 18984 400 400 2 400 Intuit Inc Com Stock USD0.01 COM 461202103 3298470 69,500 69,500 3 69,500 Invesco Limited Ord USD0.10 COM G491BT108 31040 2,000 2,000 7 2,000 Invesco Mortgage ComStkUSD0.01 COM 46131B100 17400880.5 1,234,105 1,234,105 1 1,234,105 Invesco Mortgage ComStkUSD0.01 COM 46131B100 126900 9,000 9,000 2 9,000 Invesco Mortgage ComStkUSD0.01 COM 46131B100 745537.5 52,875 52,875 3 52,875 Ion Geophysical ComStk USD0.01 COM 462044108 238832 50,600 50,600 2 50,600 Ion Geophysical ComStk USD0.01 COM 462044108 11800 2,500 2,500 3 2,500 IPC the Hospital ComStkUSD0.01 COM 44984A105 5421311 151,900 151,900 1 151,900 IPC the Hospital ComStkUSD0.01 COM 44984A105 103501 2,900 2,900 2 2,900 Ishares FTSE China 25 Index Fd COM 464287184 23122.5 750 750 7 750 Ishares Inc MSCI Brazil Idx Fd COM 464286400 3034931.4 58,308 58,308 3 58,308 Ishares Inc MSCI SthKoreaIdxFd COM 464286772 9353325 200,500 200,500 3 200,500 Ishares MSCI MalaysiaFreeIdxFd COM 464286830 750961.55 61,630 61,630 4 61,630 Ishares MSCI Taiwan Index Fd COM 464286731 2152590 181,500 181,500 3 181,500 ISHARES S&P GLOBAL INFRASTR COM 464288372 416164.5 13,050 13,050 7 13,050 iShares Trust JPM USD EM Bd Fd COM 464288281 4854380 46,000 46,000 2 46,000 Ishares Trust S&P 500 Index Fd COM 464287200 52365721.86 462,513 462,513 2 462,513 Ishares Trust S&P 500 Index Fd COM 464287200 1274857.2 11,260 11,260 7 11,260 iShares Tst Barclays MBS Bd Fd COM 464288588 4084751.1 37,717 37,717 2 37,717 Ishares Tst Comex Gold ETF USD COM 464285105 107040572.1 6,766,155 6,766,155 2 6,766,155 Ishares Tst Comex Gold ETF USD COM 464285105 20349171.08 1,286,294 1,286,294 3 1,286,294 Ishares Tst MSCI EAFE Index Fd COM 464287465 241376.25 5,055 5,055 2 5,055 Ishares Tst MSCI EmgMkts IdxFd COM 464287234 5163464.7 146,898 146,898 2 146,898 Ishares Tst MSCI EmgMkts IdxFd COM 464287234 282606 8,040 8,040 7 8,040 Ishares Tst S&P Europe350IdxFd COM 464287861 19122 600 600 7 600 iShares Tst S&P Glb 100 Idx Fd COM 464287572 48258 900 900 7 900 IsharesMSCI PacificExJpnIdxETF COM 464286665 133449.82 3,598 3,598 2 3,598 IsharesMSCI PacificExJpnIdxETF COM 464286665 18174.1 490 490 7 490 IsharesMSCI ThailandInvestable COM 464286624 371136.04 6,971 6,971 4 6,971 IsharesTst Russell2000IdxFdETF COM 464287655 10040880 156,400 156,400 1 156,400 IsharesTst S&PMidcap400IndexFd COM 464287507 413347 5,300 5,300 7 5,300 iShs S&P Wrld ex-US Prop IdxFd COM 464288422 117090.54 3,819 3,819 2 3,819 iShs Tst DJ US Real Est Idx Fd COM 464287739 17941730.3 354,790 354,790 2 354,790 iShsMSCI AllCountryAsia ex-Jap COM 464288182 195793.86 4,189 4,189 2 4,189 iShsMSCIIndonInvestMktIdxFdETF COM 46429B309 2015202.31 59,323 59,323 3 59,323 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 72741097 4,692,974 4,692,974 2 4,692,974 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 414235516 26,724,872 26,724,872 3 26,724,872 Itron Incorporated Com Stk NPV COM 465741106 9705839 328,900 328,900 1 328,900 Itron Incorporated Com Stk NPV COM 465741106 274443 9,300 9,300 3 9,300 ITT Corporation Com.Stock USD1 COM 450911102 12114366 288,300 288,300 1 288,300 ITT Corporation Com.Stock USD1 COM 450911102 357170 8,500 8,500 3 8,500 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 1870700 32,500 32,500 2 32,500 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 27293800.8 474,180 474,180 3 474,180 IXYS Corp Common Stock USD0.01 COM 46600W106 295390 27,100 27,100 3 27,100 J&J Snack Foods Corp CmStk NPV COM 466032109 177785 3,700 3,700 3 3,700 J.M.Smucker Co Com StkUSD0.001 COM 832696405 16732436 229,400 229,400 1 229,400 J.M.Smucker Co Com StkUSD0.001 COM 832696405 4354518 59,700 59,700 3 59,700 J2 Gbl Commun. Com Stk USD0.01 COM 46626E205 989920 36,800 36,800 2 36,800 J2 Gbl Commun. Com Stk USD0.01 COM 46626E205 7593870 282,300 282,300 3 282,300 Jabil Circuit Com Stk USD0.001 COM 466313103 587400 33,000 33,000 2 33,000 Jabil Circuit Com Stk USD0.001 COM 466313103 1137420 63,900 63,900 3 63,900 James River Coal ComStkUSD0.01 COM 470355207 91091 14,300 14,300 2 14,300 James River Coal ComStkUSD0.01 COM 470355207 2636543 413,900 413,900 3 413,900 Janus CapitalGrp ComStkUSD0.01 COM 47102X105 313121 52,100 52,100 3 52,100 Jarden Corp CommonStockUSD0.01 COM 471109108 5566104 197,100 197,100 1 197,100 JB Hunt Transp.Com Stk USD0.01 COM 445658107 1889599 52,300 52,300 3 52,300 John BeanTech CpCom StkUSD0.01 COM 477839104 209475 14,700 14,700 2 14,700 John BeanTech CpCom StkUSD0.01 COM 477839104 361950 25,400 25,400 3 25,400 Johnson & Johnson Com.USD1 COM 478160104 9975966.64 156,584 156,584 2 156,584 Johnson & Johnson Com.USD1 COM 478160104 81066196.75 1,272,425 1,272,425 3 1,272,425 Johnson & Johnson Com.USD1 COM 478160104 1860332 29,200 29,200 5 29,200 Johnson & Johnson Com.USD1 COM 478160104 2983539.3 46,830 46,830 7 46,830 JohnsonControlsCmStkUSD0.01388 COM 478366107 29018 1,100 1,100 2 1,100 JohnsonControlsCmStkUSD0.01388 COM 478366107 46613.46 1,767 1,767 3 1,767 Jones Grp Inc Com Stk USD0.01 COM 48020T101 2170388 235,400 235,400 3 235,400 JosABankClothiersComStkUSD0.01 COM 480838101 345284 7,400 7,400 2 7,400 JosABankClothiersComStkUSD0.01 COM 480838101 8391101.1 179,835 179,835 3 179,835 Joy Global Inc Common Stk USD1 COM 481165108 106046 1,700 1,700 2 1,700 Joy Global Inc Common Stk USD1 COM 481165108 2857004 45,800 45,800 3 45,800 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 29232092.78 969,877 969,877 1 969,877 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 9122262.82 302,663 302,663 2 302,663 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 167125245.1 5,544,965 5,544,965 3 5,544,965 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 2631643.96 87,314 87,314 4 87,314 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 2637250 87,500 87,500 5 87,500 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 642283.4 21,310 21,310 7 21,310 Kaiser Aluminum ComStk USD0.01 COM 483007704 18668448 421,600 421,600 1 421,600 Kaman Corporation Com Stk USD1 COM 483548103 219936 7,900 7,900 2 7,900 Kaman Corporation Com Stk USD1 COM 483548103 203232 7,300 7,300 3 7,300 Kansas City Life ComStkUSD1.25 COM 484836101 30870 1,000 1,000 3 1,000 KansasCitySouth. ComStkUSD0.01 COM 485170302 19305675 386,500 386,500 1 386,500 KansasCitySouth. ComStkUSD0.01 COM 485170302 654345 13,100 13,100 3 13,100 KapStone Paper ComStkUSD0.0001 COM 48562P103 18833772 1,356,900 1,356,900 1 1,356,900 KB Fin.Grp ADR(Rep1OrdKRW5000) COM 48241A105 432759.6 13,210 13,210 4 13,210 Kellogg Co Common USD0.25 COM 487836108 3531816 66,400 66,400 3 66,400 Kellogg Co Common USD0.25 COM 487836108 12765.6 240 240 7 240 Kemet Corp Common StockUSD0.01 COM 488360207 126909 17,700 17,700 2 17,700 Kemet Corp Common StockUSD0.01 COM 488360207 2571162 358,600 358,600 3 358,600 Kemper Corp Common Stk USD0.10 COM 488401100 23970 1,000 1,000 3 1,000 Kenexa Corp Common Stk USD0.01 COM 488879107 13112576 838,400 838,400 1 838,400 Kennametal Inc Cap Stk USD1.25 COM 489170100 11927916 364,100 364,100 1 364,100 Kennametal Inc Cap Stk USD1.25 COM 489170100 376740 11,500 11,500 3 11,500 Keycorp Common Stk USD1 COM 493267108 3866953 652,100 652,100 2 652,100 Keycorp Common Stk USD1 COM 493267108 40478055.47 6,825,979 6,825,979 3 6,825,979 Kimberly-Clark Common USD1.25 COM 494368103 1505200 21,200 21,200 2 21,200 Kimberly-Clark Common USD1.25 COM 494368103 14158962 199,422 199,422 3 199,422 Kimberly-Clark Common USD1.25 COM 494368103 525400 7,400 7,400 7 7,400 KinderMorganEgyUnitsofPart.NPV COM 494550106 34190 500 500 4 500 Kindred Health Com Stk USD0.25 COM 494580103 3966926.4 459,135 459,135 1 459,135 Kindred Health Com Stk USD0.25 COM 494580103 123552 14,300 14,300 2 14,300 Kindred Health Com Stk USD0.25 COM 494580103 1330534.08 153,997 153,997 3 153,997 Kinross Gold ComNPV(Can.List.) COM 496902404 3362020.344 225,020 225,020 2 225,020 Kinross Gold ComNPV(Can.List.) COM 496902404 17724953.14 1,186,331 1,186,331 3 1,186,331 Kinross Gold ComNPV(Can.List.) COM 496902404 385701.5162 25,815 25,815 4 25,815 Kinross Gold ComNPV(Can.List.) COM 496902404 141222.186 9,452 9,452 7 9,452 KKR And Company LP Com Stk NPV COM 48248M102 10492104 1,010,800 1,010,800 1 1,010,800 KKR And Company LP Com Stk NPV COM 48248M102 1568853.96 151,142 151,142 3 151,142 KKR Finan.Holdings LLC USD0.01 COM 48248A306 189952 25,600 25,600 3 25,600 KLA-TencorCorp ComStk USD0.001 COM 482480100 3557141 92,900 92,900 2 92,900 KLA-TencorCorp ComStk USD0.001 COM 482480100 42674205 1,114,500 1,114,500 3 1,114,500 KnightCapital 'A'ComStkUSD0.01 COM 499005106 3258150 267,500 267,500 1 267,500 Kraft Foods Cls'A'Com Stk NPV COM 50075N104 1326410 39,500 39,500 2 39,500 Kraft Foods Cls'A'Com Stk NPV COM 50075N104 18157746.98 540,731 540,731 3 540,731 Kraft Foods Cls'A'Com Stk NPV COM 50075N104 750647.32 22,354 22,354 7 22,354 Kraton Perf.Poly CmStk USD0.01 COM 50077C106 346466 21,400 21,400 3 21,400 Kroger Co.Com.USD1 COM 501044101 3979152 181,200 181,200 2 181,200 Kroger Co.Com.USD1 COM 501044101 59413878 2,705,550 2,705,550 3 2,705,550 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 1790212.62 121,206 121,206 3 121,206 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 654606.4 44,320 44,320 4 44,320 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 4197634 284,200 284,200 6 284,200 Kulicke & Soffa Com NPV COM 501242101 533390 71,500 71,500 2 71,500 Kulicke & Soffa Com NPV COM 501242101 11303145.82 1,515,167 1,515,167 3 1,515,167 L-3CommunicationsComStkUSD0.01 COM 502424104 954030 15,400 15,400 2 15,400 L-3CommunicationsComStkUSD0.01 COM 502424104 34678680.75 559,785 559,785 3 559,785 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 3019328 38,200 38,200 2 38,200 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 25806560 326,500 326,500 3 326,500 Lakeland Bancorp Inc ComStkNPV COM 511637100 10674.3 1,365 1,365 3 1,365 Lakeland Fin Corp Com Stk NPV COM 511656100 4628520 223,600 223,600 1 223,600 Lakeland Fin Corp Com Stk NPV COM 511656100 197685 9,550 9,550 3 9,550 Lam Research Cp. Com Stk NPV COM 512807108 2932056 77,200 77,200 2 77,200 Lam Research Cp. Com Stk NPV COM 512807108 52107154.74 1,371,963 1,371,963 3 1,371,963 LamarAdvert.ClsAComStkUSD0.001 COM 512815101 13390032 785,800 785,800 1 785,800 LamarAdvert.ClsAComStkUSD0.001 COM 512815101 291384 17,100 17,100 3 17,100 LaSalleHotel Prop.REIT USD0.01 COM 517942108 3893337.6 202,778 202,778 1 202,778 LaSalleHotel Prop.REIT USD0.01 COM 517942108 157440 8,200 8,200 2 8,200 LaSalleHotel Prop.REIT USD0.01 COM 517942108 99840 5,200 5,200 3 5,200 Lazard Ltd LP Class'A' USD0.01 COM G54050102 27284277.58 1,290,647 1,290,647 1 1,290,647 Lazard Ltd LP Class'A' USD0.01 COM G54050102 691278 32,700 32,700 2 32,700 Lazard Ltd LP Class'A' USD0.01 COM G54050102 1549562 73,300 73,300 3 73,300 LEAR CORP ComStkUSD0.01 COM 521865204 25196752 587,200 587,200 1 587,200 LEAR CORP ComStkUSD0.01 COM 521865204 429100 10,000 10,000 2 10,000 LEAR CORP ComStkUSD0.01 COM 521865204 922565 21,500 21,500 3 21,500 LenderProcessingCmStkUSD0.0001 COM 52602E102 717556 52,300 52,300 2 52,300 LenderProcessingCmStkUSD0.0001 COM 52602E102 18562926.76 1,352,983 1,352,983 3 1,352,983 Lexicon Pharm.Com Stk USD0.001 COM 528872104 3065373 3,296,100 3,296,100 1 3,296,100 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 1203280 44,500 44,500 2 44,500 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 28980282.24 1,071,756 1,071,756 3 1,071,756 LHC Group Inc ComStock USD0.01 COM 50187A107 455769 26,700 26,700 2 26,700 LHC Group Inc ComStock USD0.01 COM 50187A107 5687024.13 333,159 333,159 3 333,159 Life Techn.Corp ComStk USD0.01 COM 53217V109 42557154.64 1,107,106 1,107,106 1 1,107,106 Life Techn.Corp ComStk USD0.01 COM 53217V109 2260272 58,800 58,800 3 58,800 Life Time FitnessCmStk USD0.02 COM 53217R207 6846987.95 185,807 185,807 1 185,807 LifePartnersHldgsComStkUSD0.01 COM 53215T106 169680 28,000 28,000 2 28,000 LifePartnersHldgsComStkUSD0.01 COM 53215T106 2798853.42 461,857 461,857 3 461,857 LifePointHospit. ComStkUSD0.01 COM 53219L109 21991328 600,200 600,200 1 600,200 LifePointHospit. ComStkUSD0.01 COM 53219L109 2286336 62,400 62,400 3 62,400 Limited Brands Com Stk USD0.50 COM 532716107 2134562 55,400 55,400 2 55,400 Limited Brands Com Stk USD0.50 COM 532716107 14426942.02 374,434 374,434 3 374,434 Lincare Hldgs Com Stk USD0.01 COM 532791100 2867774 127,400 127,400 2 127,400 Lincare Hldgs Com Stk USD0.01 COM 532791100 37551632.2 1,668,220 1,668,220 3 1,668,220 Lincoln Education. Com Stk NPV COM 533535100 308229 38,100 38,100 2 38,100 Lincoln Education. Com Stk NPV COM 533535100 6144630.06 759,534 759,534 3 759,534 Lincoln Electric Com Stk NPV COM 533900106 17406 600 600 3 600 LincolnNationalCrpCmStkUSD1.25 COM 534187109 1140156 72,900 72,900 2 72,900 LincolnNationalCrpCmStkUSD1.25 COM 534187109 19871183.04 1,270,536 1,270,536 3 1,270,536 Linear Tech Corp Com Stk NPV COM 535678106 1589875 57,500 57,500 2 57,500 Linear Tech Corp Com Stk NPV COM 535678106 12884900 466,000 466,000 3 466,000 Lithia Motors Cls'A' ComStkNPV COM 536797103 1120202 77,900 77,900 1 77,900 Littelfuse Inc ComStockUSD0.01 COM 537008104 1049742 26,100 26,100 2 26,100 Littelfuse Inc ComStockUSD0.01 COM 537008104 2887796 71,800 71,800 3 71,800 LKQ Corp Common Stock USD0.01 COM 501889208 22189487 917,300 917,300 1 917,300 Lockheed Martin ComStk USD0.01 COM 539830109 5454513 75,100 75,100 2 75,100 Lockheed Martin ComStk USD0.01 COM 539830109 64136066.76 883,052 883,052 3 883,052 Lockheed Martin ComStk USD0.01 COM 539830109 301414.5 4,150 4,150 7 4,150 LongtopFinancialTchADR(Rp1Ord) COM 54318P108 171290.5 796,700 796,700 4 796,700 Lorillard Inc ComStock USD0.01 COM 544147101 2788210.05 25,153 25,153 2 25,153 Lorillard Inc ComStock USD0.01 COM 544147101 28703609.85 258,941 258,941 3 258,941 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 396470 20,500 20,500 2 20,500 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 8259127.66 427,049 427,049 3 427,049 LTC PropertiesInc REIT USD0.01 COM 502175102 258264 10,200 10,200 2 10,200 LTC PropertiesInc REIT USD0.01 COM 502175102 179772 7,100 7,100 3 7,100 LTX-CredenceCorp ComStkUSD0.05 COM 502403207 137011 25,900 25,900 2 25,900 LTX-CredenceCorp ComStkUSD0.05 COM 502403207 2238199 423,100 423,100 3 423,100 LululemonAthleticComStkUSD0.01 COM 550021109 97320 2,000 2,000 3 2,000 LyondellBasellInd A CS USD0.01 COM N53745100 1819824 74,400 74,400 3 74,400 M & T Bank Corp ComStk USD0.50 COM 55261F104 9995.7 143 143 7 143 Magellan Health ComStk USD0.01 COM 559079207 62790 1,300 1,300 2 1,300 Magellan Health ComStk USD0.01 COM 559079207 12189664.2 252,374 252,374 3 252,374 Magellan Midstream Com Stk NPV COM 559080106 1847628 30,600 30,600 3 30,600 Magna Intl Inc Sub Vtg Com NPV COM 559222401 782731.9835 23,500 23,500 2 23,500 Magna Intl Inc Sub Vtg Com NPV COM 559222401 21987807.42 660,141 660,141 3 660,141 Maiden Hldgs Ltd ComStkUSD0.01 COM G5753U112 13320 1,800 1,800 3 1,800 Main Street Capital CS USD0.01 COM 56035L104 396717 22,300 22,300 3 22,300 MainSource Financial ComStkNPV COM 56062Y102 68888 7,900 7,900 3 7,900 Manpower Group Com Stk USD0.01 COM 56418H100 12025254.68 357,788 357,788 1 357,788 Manpower Group Com Stk USD0.01 COM 56418H100 302490 9,000 9,000 3 9,000 ManTech Intl 'A'ComStk USD0.01 COM 564563104 1543896 49,200 49,200 2 49,200 ManTech Intl 'A'ComStk USD0.01 COM 564563104 15816586.92 504,034 504,034 3 504,034 ManulifeFinComNPV(CanadianList COM 56501R106 529342.6734 46,200 46,200 2 46,200 ManulifeFinComNPV(CanadianList COM 56501R106 11849484.69 1,034,200 1,034,200 3 1,034,200 Marathon Oil Corp Com Stk USD1 COM 565849106 10913399.56 505,484 505,484 1 505,484 Marathon Oil Corp Com Stk USD1 COM 565849106 4482084 207,600 207,600 2 207,600 Marathon Oil Corp Com Stk USD1 COM 565849106 67322456.16 3,118,224 3,118,224 3 3,118,224 Marathon Oil Corp Com Stk USD1 COM 565849106 593509.1 27,490 27,490 4 27,490 Marathon Oil Corp Com Stk USD1 COM 565849106 281274.52 13,028 13,028 7 13,028 Marathon Petroleum CS USD0.01 COM 56585A102 173184 6,400 6,400 2 6,400 Marathon Petroleum CS USD0.01 COM 56585A102 3151407.6 116,460 116,460 3 116,460 MARKET VECTORS AGRIBUSINESS COM 57060U605 54037.5 1,250 1,250 7 1,250 Market Vectors Gold Miners ETF COM 57060U100 13354710.63 241,977 241,977 7 241,977 MarketAxess Hldgs CS USD0.003 COM 57060D108 101439 3,900 3,900 2 3,900 MarketAxess Hldgs CS USD0.003 COM 57060D108 117045 4,500 4,500 3 4,500 MarketVectorsEMLocalCurrencyBd COM 57060U522 2191584 88,800 88,800 2 88,800 Marriott Intl Cls A ComStkUSD1 COM 571903202 21982.68 807 807 7 807 Masco Corporation Com Stk USD1 COM 574599106 4272 600 600 7 600 Masimo Corp Com Stock USD0.001 COM 574795100 22987970 1,061,800 1,061,800 1 1,061,800 Masimo Corp Com Stock USD0.001 COM 574795100 261965 12,100 12,100 3 12,100 MasTec Inc Common Stk USD0.10 COM 576323109 744903 42,300 42,300 3 42,300 MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 602319 1,900 1,900 2 1,900 MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 1038841.77 3,277 3,277 3 3,277 MaterialSciences ComStkUSD0.02 COM 576674105 186430.8 28,904 28,904 3 28,904 Materion Corp Common Stock NPV COM 576690101 237915.6 10,504 10,504 3 10,504 Matrix Service Com Stk USD0.01 COM 576853105 40848 4,800 4,800 2 4,800 Matrix Service Com Stk USD0.01 COM 576853105 56166 6,600 6,600 3 6,600 Mattel Inc Common Stock USD1 COM 577081102 3128720 120,800 120,800 2 120,800 Mattel Inc Common Stock USD1 COM 577081102 31913980 1,232,200 1,232,200 3 1,232,200 Matthews Intl Cls'A'ComStkUSD1 COM 577128101 8293275 269,700 269,700 1 269,700 Matthews Intl Cls'A'ComStkUSD1 COM 577128101 292125 9,500 9,500 2 9,500 Matthews Intl Cls'A'ComStkUSD1 COM 577128101 230625 7,500 7,500 3 7,500 MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 1811184 77,600 77,600 2 77,600 MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 9847146 421,900 421,900 3 421,900 MAXIMUS Inc.Common Stock NPV COM 577933104 4998304 143,300 143,300 1 143,300 MAXIMUS Inc.Common Stock NPV COM 577933104 3100832 88,900 88,900 3 88,900 MB Financial Com Stock USD0.01 COM 55264U108 6470912 439,600 439,600 1 439,600 McCormick&CoInc ComStkN/VtgNPV COM 579780206 2198722.16 47,612 47,612 2 47,612 McCormick&CoInc ComStkN/VtgNPV COM 579780206 18088706 391,700 391,700 3 391,700 McDonald's Corp ComStk USD0.01 COM 580135101 4730751.8 53,881 53,881 2 53,881 McDonald's Corp ComStk USD0.01 COM 580135101 46054173 524,535 524,535 3 524,535 McDonald's Corp ComStk USD0.01 COM 580135101 1174676.2 13,379 13,379 7 13,379 McGrath Rentcorp Com Stock NPV COM 580589109 23780 1,000 1,000 3 1,000 McGraw-Hill Common USD1 COM 580645109 1398782 34,100 34,100 2 34,100 McGraw-Hill Common USD1 COM 580645109 14289891.28 348,364 348,364 3 348,364 McKesson HBOC Com Stk USD0.01 COM 58155Q103 7269 100 100 2 100 McKesson HBOC Com Stk USD0.01 COM 58155Q103 1203092.19 16,551 16,551 3 16,551 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 1609890.41 23,369 23,369 3 23,369 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 1756695 25,500 25,500 5 25,500 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 155382 17,400 17,400 2 17,400 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 2367914.52 265,164 265,164 3 265,164 MeasurementSpecialt.ComStk NPV COM 583421102 702540 27,000 27,000 1 27,000 Mechel Spon ADR(Rep0.5PrefNPV) COM 583840509 46833.81 11,917 11,917 3 11,917 Medallion Fin. Com Stk USD0.01 COM 583928106 13950 1,500 1,500 3 1,500 MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 676200.69 14,421 14,421 7 14,421 Medicines CompanyCmStkUSD0.001 COM 584688105 194797 13,100 13,100 2 13,100 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 10850496 297,600 297,600 1 297,600 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 375538 10,300 10,300 2 10,300 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 288034 7,900 7,900 3 7,900 Medifast Inc Com Stk USD0.001 COM 58470H101 995838 61,700 61,700 3 61,700 Mednax Inc Common Stk USD0.01 COM 58502B106 1308549 20,900 20,900 2 20,900 Mednax Inc Common Stk USD0.01 COM 58502B106 11620416 185,600 185,600 3 185,600 Medtox Scientific ComStUSD0.15 COM 584977201 24871 1,900 1,900 2 1,900 Medtox Scientific ComStUSD0.15 COM 584977201 18326 1,400 1,400 3 1,400 Medtronic Inc Com Stk USD0.10 COM 585055106 5179097.66 155,903 155,903 2 155,903 Medtronic Inc Com Stk USD0.10 COM 585055106 51004891.74 1,535,367 1,535,367 3 1,535,367 Mercer Intl Inc Com.Stk USD1 COM 588056101 120537 17,700 17,700 3 17,700 Merchants Bancsh.ComStkUSD0.01 COM 588448100 18753 700 700 3 700 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 3067488.9 93,807 93,807 2 93,807 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 150087506.4 4,589,832 4,589,832 3 4,589,832 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 601680 18,400 18,400 7 18,400 MercuryGeneral Corp ComStk NPV COM 589400100 92112 2,400 2,400 3 2,400 Meredith Corp Com Stk USD1 COM 589433101 133576 5,900 5,900 3 5,900 Meridian Bioscience ComStk NPV COM 589584101 330330 21,000 21,000 3 21,000 Methode Electr.Com Stk USD0.50 COM 591520200 4231385 569,500 569,500 1 569,500 Metlife Inc Common Stk USD0.01 COM 59156R108 19737704 704,918 704,918 1 704,918 Metlife Inc Common Stk USD0.01 COM 59156R108 1391600 49,700 49,700 2 49,700 Metlife Inc Common Stk USD0.01 COM 59156R108 13534920 483,390 483,390 3 483,390 Metlife Inc Common Stk USD0.01 COM 59156R108 1022280 36,510 36,510 4 36,510 Metlife Inc Common Stk USD0.01 COM 59156R108 798000 28,500 28,500 5 28,500 Metlife Inc Common Stk USD0.01 COM 59156R108 9464 338 338 7 338 MetroPCSCommun.ComStkUSD0.0001 COM 591708102 2161822 248,200 248,200 3 248,200 MetropolitanHealth CS USD0.001 COM 592142103 145544 32,200 32,200 2 32,200 MetropolitanHealth CS USD0.001 COM 592142103 2329671.28 515,414 515,414 3 515,414 Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 14011 100 100 2 100 Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1134891 8,100 8,100 3 8,100 Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1345056 9,600 9,600 7 9,600 MFA Financial Inc REIT USD0.01 COM 55272X102 11523905.64 1,641,582 1,641,582 1 1,641,582 MFA Financial Inc REIT USD0.01 COM 55272X102 1962792 279,600 279,600 3 279,600 MFA Financial Inc REIT USD0.01 COM 55272X102 122639.4 17,470 17,470 4 17,470 MGE Energy Inc ComStock USD1 COM 55277P104 113988 2,800 2,800 2 2,800 MGE Energy Inc ComStock USD1 COM 55277P104 362319 8,900 8,900 3 8,900 Michael Baker Corp ComStk USD1 COM 57149106 5333958 278,100 278,100 1 278,100 Microchip Tech.Com StkUSD0.001 COM 595017104 2414136 77,600 77,600 2 77,600 Microchip Tech.Com StkUSD0.001 COM 595017104 22196985 713,500 713,500 3 713,500 Microsoft Com Stk USD0.0000125 COM 594918104 35589321 1,429,290 1,429,290 1 1,429,290 Microsoft Com Stk USD0.0000125 COM 594918104 12493575 501,750 501,750 2 501,750 Microsoft Com Stk USD0.0000125 COM 594918104 142923833.7 5,739,913 5,739,913 3 5,739,913 Microsoft Com Stk USD0.0000125 COM 594918104 2912328.9 116,961 116,961 4 116,961 Microsoft Com Stk USD0.0000125 COM 594918104 2885661 115,890 115,890 5 115,890 Microsoft Com Stk USD0.0000125 COM 594918104 1843919.7 74,053 74,053 7 74,053 Middlesex Water Co Com Stk NPV COM 596680108 34120 2,000 2,000 2 2,000 Middlesex Water Co Com Stk NPV COM 596680108 15354 900 900 3 900 Miller Inds Inc ComStk USD0.01 COM 600551204 31284 1,800 1,800 2 1,800 Miller Inds Inc ComStk USD0.01 COM 600551204 33022 1,900 1,900 3 1,900 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 25331169 1,072,900 1,072,900 4 1,072,900 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 28954713.75 1,226,375 1,226,375 6 1,226,375 Minefinders Corp Common NPV COM 602900102 2099502.284 149,753 149,753 3 149,753 MitchamIndustriesComStkUSD0.01 COM 606501104 22489.6 2,008 2,008 3 2,008 Mitel Networks Corp ComStk NPV COM 60671Q104 3476858 1,624,700 1,624,700 1 1,624,700 MKS Instruments Common Stk NPV COM 55306N104 91182 4,200 4,200 2 4,200 MKS Instruments Common Stk NPV COM 55306N104 10767790.93 495,983 495,983 3 495,983 MobileTeleSystemsADR(Rp2ComSh) COM 607409109 20513853.5 1,669,150 1,669,150 2 1,669,150 MobileTeleSystemsADR(Rp2ComSh) COM 607409109 148631290.3 12,093,677 12,093,677 3 12,093,677 ModineManufacturComStkUSD0.625 COM 607828100 3392064 374,400 374,400 1 374,400 Molex Com.USD0.05 COM 608554101 23706342.08 1,163,216 1,163,216 1 1,163,216 Molex Com.USD0.05 COM 608554101 758136 37,200 37,200 3 37,200 MolinaHealthInc ComStkUSD0.001 COM 60855R100 265912 17,200 17,200 2 17,200 MolinaHealthInc ComStkUSD0.001 COM 60855R100 5191468 335,800 335,800 3 335,800 MomentaPharm. ComStk USD0.0001 COM 60877T100 159850 13,900 13,900 2 13,900 MomentaPharm. ComStk USD0.0001 COM 60877T100 430100 37,400 37,400 3 37,400 Monsanto Co. Com Stk USD0.01 COM 61166W101 15384140.46 256,659 256,659 1 256,659 Monsanto Co. Com Stk USD0.01 COM 61166W101 937461.6 15,640 15,640 2 15,640 Monsanto Co. Com Stk USD0.01 COM 61166W101 3795940.26 63,329 63,329 3 63,329 Monsanto Co. Com Stk USD0.01 COM 61166W101 715683.6 11,940 11,940 4 11,940 Monsanto Co. Com Stk USD0.01 COM 61166W101 1432566 23,900 23,900 5 23,900 Monsanto Co. Com Stk USD0.01 COM 61166W101 19360.62 323 323 7 323 MonsterWorldwideComStkUSD0.001 COM 611742107 12803844.15 1,780,785 1,780,785 1 1,780,785 MonsterWorldwideComStkUSD0.001 COM 611742107 250931 34,900 34,900 3 34,900 MontpelierReHldCmStkUSD0.00166 COM G62185106 214170 12,100 12,100 2 12,100 MontpelierReHldCmStkUSD0.00166 COM G62185106 161618.7 9,131 9,131 3 9,131 Morgan Stanley ComStockUSD0.01 COM 617446448 14442392.65 1,069,015 1,069,015 1 1,069,015 Morgan Stanley ComStockUSD0.01 COM 617446448 1214549 89,900 89,900 2 89,900 Morgan Stanley ComStockUSD0.01 COM 617446448 17006752.77 1,258,827 1,258,827 3 1,258,827 Morgan Stanley ComStockUSD0.01 COM 617446448 597412.2 44,220 44,220 4 44,220 Morgan Stanley ComStockUSD0.01 COM 617446448 6011.95 445 445 7 445 Mosaic Co (The) ComStk USD0.01 COM 61945C103 3036140 62,000 62,000 2 62,000 Mosaic Co (The) ComStk USD0.01 COM 61945C103 17467599 356,700 356,700 3 356,700 MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 350548 6,200 6,200 3 6,200 MSCI Inc Cls 'A' ComStkUSD0.01 COM 55354G100 15778092 519,700 519,700 1 519,700 MSCI Inc Cls 'A' ComStkUSD0.01 COM 55354G100 488796 16,100 16,100 3 16,100 Multi-Color Corp Com Stock NPV COM 625383104 27192 1,200 1,200 3 1,200 Murphy Oil Corp Com Stock USD1 COM 626717102 2549492.4 57,720 57,720 2 57,720 Murphy Oil Corp Com Stock USD1 COM 626717102 32880148 744,400 744,400 3 744,400 MWI Veterinary Com Stk USD0.01 COM 55402X105 3908976 56,800 56,800 1 56,800 MYR Group Inc Com Stk USD0.01 COM 55405W104 5650092 320,300 320,300 1 320,300 NaborsIndustriesComStkUSD0.001 COM G6359F103 352800 28,800 28,800 2 28,800 NaborsIndustriesComStkUSD0.001 COM G6359F103 240100 19,600 19,600 3 19,600 Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 107372 1,700 1,700 3 1,700 Nanometrics Common Stock NPV COM 630077105 149556 10,300 10,300 2 10,300 Nanometrics Common Stock NPV COM 630077105 1645493.52 113,326 113,326 3 113,326 Nash Finch Co Com Stk USD1.667 COM 631158102 15662488 581,600 581,600 1 581,600 Nash Finch Co Com Stk USD1.667 COM 631158102 83483 3,100 3,100 2 3,100 Nash Finch Co Com Stk USD1.667 COM 631158102 2300064.37 85,409 85,409 3 85,409 NationalBeverageCpCmStkUSD0.01 COM 635017106 30320 2,000 2,000 2 2,000 NationalBeverageCpCmStkUSD0.01 COM 635017106 21224 1,400 1,400 3 1,400 National-Oilwell ComStkUSD0.01 COM 637071101 788531.9 15,395 15,395 2 15,395 National-Oilwell ComStkUSD0.01 COM 637071101 46703881.38 911,829 911,829 3 911,829 Natl Bankshares ComStk USD1.25 COM 634865109 21807 900 900 3 900 Natl Healthcare Com StkUSD0.01 COM 635906100 148580 4,600 4,600 2 4,600 Natl Healthcare Com StkUSD0.01 COM 635906100 1601111 49,570 49,570 3 49,570 Natl Instruments ComStkUSD0.01 COM 636518102 6357624.05 278,233 278,233 3 278,233 Natl Presto Indust. ComStkUSD1 COM 637215104 451360 5,200 5,200 3 5,200 NatlHealthInvest. REIT USD0.01 COM 63633D104 29526 700 700 3 700 NatlWesternLife 'A'ComStk USD1 COM 638522102 438380.59 3,217 3,217 3 3,217 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 1235412 48,600 48,600 2 48,600 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 10818752 425,600 425,600 3 425,600 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 8652979.05 3,036,133 3,036,133 2 3,036,133 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 2410760.85 845,881 845,881 3 845,881 NavigatorsGrpInc ComStkUSD0.10 COM 638904102 2874795 66,500 66,500 1 66,500 NBT Bancorp Inc ComStk USD0.01 COM 628778102 424167.84 22,768 22,768 3 22,768 NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 13112 1,100 1,100 2 1,100 NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 26319.36 2,208 2,208 3 2,208 NCR Corp Com Stk USD0.01 COM 62886E108 7744780 458,000 458,000 1 458,000 NektarTherapeutComStkUSD0.0001 COM 640268108 1603410 330,600 330,600 1 330,600 NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 73320 3,900 3,900 2 3,900 NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 114680 6,100 6,100 3 6,100 Neogen Corp Com Stock USD0.16 COM 640491106 13888 400 400 3 400 Netlogic Micro.Com Stk USD0.01 COM 64118B100 26518932 551,100 551,100 1 551,100 Netlogic Micro.Com Stk USD0.01 COM 64118B100 789168 16,400 16,400 3 16,400 NetScout Sys. Com Stk USD0.001 COM 64115T104 5473377 479,700 479,700 1 479,700 NetScout Sys. Com Stk USD0.001 COM 64115T104 37653 3,300 3,300 3 3,300 NeurocrineBiosc.ComStkUSD0.001 COM 64125C109 72358 12,100 12,100 3 12,100 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 34640003.76 1,377,884 1,377,884 1 1,377,884 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 364530 14,500 14,500 2 14,500 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 4462350 177,500 177,500 3 177,500 New Zealand Telecom A.D.S. COM 879278208 98284.48 9,968 9,968 2 9,968 NewfieldExplor.Co.ComStUSD0.01 COM 651290108 162647 4,100 4,100 2 4,100 NewfieldExplor.Co.ComStUSD0.01 COM 651290108 1412252 35,600 35,600 3 35,600 NewMarket Corp CommonStock NPV COM 651587107 1349151 8,900 8,900 2 8,900 NewMarket Corp CommonStock NPV COM 651587107 12202995 80,500 80,500 3 80,500 NewmontMin.Cp Com Stk USD1.60 COM 651639106 3612756 57,400 57,400 2 57,400 NewmontMin.Cp Com Stk USD1.60 COM 651639106 39591525.84 629,036 629,036 3 629,036 NewparkResources ComStkUSD0.01 COM 651718504 158249 25,900 25,900 2 25,900 NewparkResources ComStkUSD0.01 COM 651718504 416091 68,100 68,100 3 68,100 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 636228 41,100 41,100 2 41,100 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 471675.6 30,470 30,470 3 30,470 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 471242.16 30,442 30,442 7 30,442 News Corp Cls'B' ComStkUSD0.01 COM 65248E203 8070.37 517 517 3 517 NewYorkCommunBancComStkUSD0.01 COM 649445103 211998 17,800 17,800 3 17,800 Nexen Incorporated Common NPV COM 65334H102 301880.8176 19,300 19,300 2 19,300 Nexen Incorporated Common NPV COM 65334H102 11828097.11 756,200 756,200 3 756,200 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 993968 18,400 18,400 2 18,400 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 4629730.08 85,704 85,704 3 85,704 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 10804 200 200 7 200 NGP Capital Com Stock USD0.001 COM 62912R107 204682.38 31,297 31,297 3 31,297 NII Holdings Com Stk USD0.001 COM 62913F201 9636717.2 357,445 357,445 1 357,445 NII Holdings Com Stk USD0.001 COM 62913F201 860024 31,900 31,900 3 31,900 Nike Inc Comm Stk 'B'NPV COM 654106103 555815 6,500 6,500 2 6,500 Nike Inc Comm Stk 'B'NPV COM 654106103 6042136.6 70,660 70,660 3 70,660 Nisource Inc NPV COM 65473P105 168823 7,900 7,900 3 7,900 NoahEduHgADR(USD0.00005) COM 65487R303 4200 2,500 2,500 4 2,500 Noble Corp CommonStock CHF3.80 COM H5833N103 40299.42 1,374 1,374 2 1,374 Noble Corp CommonStock CHF3.80 COM H5833N103 40861382.8 1,393,160 1,393,160 3 1,393,160 Noble Energy Com Stk USD3.333 COM 655044105 481644 6,800 6,800 2 6,800 Noble Energy Com Stk USD3.333 COM 655044105 2462900.76 34,772 34,772 3 34,772 Nordson Corp Common Stock NPV COM 655663102 1223992 30,800 30,800 3 30,800 Nordstrom Inc Common Stock NPV COM 655664100 885574.6 19,378 19,378 2 19,378 Nordstrom Inc Common Stock NPV COM 655664100 3546137.2 77,596 77,596 3 77,596 Norfolk Southern Cp ComUSD1.00 COM 655844108 1421804.72 23,293 23,293 2 23,293 Norfolk Southern Cp ComUSD1.00 COM 655844108 11300823.52 185,138 185,138 3 185,138 North European Oil Rty Uts NPV COM 659310106 513785.08 16,321 16,321 3 16,321 NorthAmer.Engy Com NPV(USList) COM 656844107 2169115.65 370,789 370,789 3 370,789 Northeast Utilities Com USD5 COM 664397106 34558888 1,026,400 1,026,400 1 1,026,400 Northeast Utilities Com USD5 COM 664397106 245791 7,300 7,300 2 7,300 Northeast Utilities Com USD5 COM 664397106 1350167 40,100 40,100 3 40,100 Northern Trust ComStk USD1 2/3 COM 665859104 2494787 71,300 71,300 2 71,300 Northern Trust ComStk USD1 2/3 COM 665859104 11922947.47 340,753 340,753 3 340,753 Northrim BanCorp Com Stk USD1 COM 666762109 13552 700 700 3 700 Northrop Grumman Com Stk USD1 COM 666807102 1492348 28,600 28,600 2 28,600 Northrop Grumman Com Stk USD1 COM 666807102 43052517.86 825,077 825,077 3 825,077 NorthStarRealtyFinREIT USD0.01 COM 66704R100 142890 43,300 43,300 2 43,300 NorthStarRealtyFinREIT USD0.01 COM 66704R100 1033824 313,280 313,280 3 313,280 NorthWesternCorp CmStk USD0.01 COM 668074305 32640620.16 1,021,296 1,021,296 1 1,021,296 NorthWesternCorp CmStk USD0.01 COM 668074305 169388 5,300 5,300 3 5,300 Nova Measuring Instrum ILS0.01 COM M7516K103 44034 8,200 8,200 2 8,200 Nova Measuring Instrum ILS0.01 COM M7516K103 810870 151,000 151,000 3 151,000 NovartisADR(EchRep1CHF0.5)Regd COM 66987V109 164433 2,950 2,950 2 2,950 Novellus Systems Com Stk NPV COM 670008101 608121 22,300 22,300 2 22,300 Novellus Systems Com Stk NPV COM 670008101 11035759.95 404,685 404,685 3 404,685 NTELOS HldgsCorp CmStk USD0.01 COM 67020Q107 290772 16,400 16,400 2 16,400 NTELOS HldgsCorp CmStk USD0.01 COM 67020Q107 1596391.47 90,039 90,039 3 90,039 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 315978 7,800 7,800 2 7,800 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 3224596 79,600 79,600 3 79,600 NutriSystem Inc ComStkUSD0.001 COM 67069D108 226457 18,700 18,700 3 18,700 Occidental Petrol Com.USD0.20 COM 674599105 5829609.5 81,533 81,533 2 81,533 Occidental Petrol Com.USD0.20 COM 674599105 47688641 666,974 666,974 3 666,974 Oceaneering Intl ComStkUSD0.25 COM 675232102 512430 14,500 14,500 2 14,500 Oceaneering Intl ComStkUSD0.25 COM 675232102 3382038 95,700 95,700 3 95,700 Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 21610734 1,634,700 1,634,700 1 1,634,700 Oil States Intl ComStk USD0.01 COM 678026105 5401760 106,000 106,000 1 106,000 Oil States Intl ComStk USD0.01 COM 678026105 310856 6,100 6,100 2 6,100 Oil States Intl ComStk USD0.01 COM 678026105 239512 4,700 4,700 3 4,700 Old Natl Bancorp Com Stk NPV COM 680033107 8153136 874,800 874,800 1 874,800 Old Natl Bancorp Com Stk NPV COM 680033107 23300 2,500 2,500 3 2,500 Omega Protein Corp CS USD0.01 COM 68210P107 169260 18,600 18,600 2 18,600 Omega Protein Corp CS USD0.01 COM 68210P107 1394575 153,250 153,250 3 153,250 ON Semiconductor ComStkUSD0.01 COM 682189105 5772791.8 804,010 804,010 3 804,010 One Liberty Propert. REIT USD1 COM 682406103 665072.1 45,243 45,243 3 45,243 OneBeaconInsGrp ComStk USD0.01 COM G67742109 1570291.36 115,124 115,124 3 115,124 ONEOK Partn.LP Ltd Partn.Units COM 68268N103 456288 9,800 9,800 2 9,800 ONEOK Partn.LP Ltd Partn.Units COM 68268N103 805488 17,300 17,300 3 17,300 Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 17582859 585,900 585,900 1 585,900 Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 255085 8,500 8,500 3 8,500 Open Text Corp Common NPV COM 683715106 720298.4359 13,700 13,700 3 13,700 Oracle Corp.Com Stk USD0.01 COM 68389X105 8615828.75 299,681 299,681 2 299,681 Oracle Corp.Com Stk USD0.01 COM 68389X105 119974440 4,173,024 4,173,024 3 4,173,024 Oracle Corp.Com Stk USD0.01 COM 68389X105 1134302.5 39,454 39,454 4 39,454 Oracle Corp.Com Stk USD0.01 COM 68389X105 2095875 72,900 72,900 5 72,900 Oracle Corp.Com Stk USD0.01 COM 68389X105 440737.5 15,330 15,330 7 15,330 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 24265756.48 364,132 364,132 1 364,132 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 93296 1,400 1,400 3 1,400 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 809676 12,150 12,150 4 12,150 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 8196.72 123 123 7 123 Orion Marine Grp ComStkUSD0.01 COM 68628V308 6246252 1,078,800 1,078,800 1 1,078,800 Ormat Tech.Inc.ComStk USD0.001 COM 686688102 2624190.12 162,892 162,892 3 162,892 Orrstown Fin Svcs Com Stk NPV COM 687380105 19365 1,500 1,500 3 1,500 Orthofix Intl NV ComStkUSD0.10 COM N6748L102 5173049 149,900 149,900 1 149,900 Owens & Minor Inc Com Stk USD2 COM 690732102 17088 600 600 3 600 Pack.Cp of Amer.ComStk USD0.01 COM 695156109 39644 1,700 1,700 3 1,700 Pall Corporation ComStkUSD0.10 COM 696429307 1221696 28,800 28,800 3 28,800 Pampa Energia ADR(EchRep25Ord) COM 697660207 4798786 416,200 416,200 3 416,200 PanAmerican Silver Corp ComNPV COM 697900108 636603.9727 23,500 23,500 2 23,500 PanAmerican Silver Corp ComNPV COM 697900108 403634.0083 14,900 14,900 3 14,900 PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 20802 200 200 3 200 Panhandle Oil A CS USD0.01666 COM 698477106 22616 800 800 3 800 Pantry Inc (The) ComStkUSD0.01 COM 698657103 5181986 425,800 425,800 1 425,800 Papa Johns Int'l Com Stk NPV COM 698813102 224960 7,400 7,400 2 7,400 Papa Johns Int'l Com Stk NPV COM 698813102 158080 5,200 5,200 3 5,200 ParametricTech Cp CmStkUSD0.01 COM 699173209 72875946.04 4,738,358 4,738,358 1 4,738,358 ParametricTech Cp CmStkUSD0.01 COM 699173209 1597982 103,900 103,900 3 103,900 Parexel Intl Cp Com StkUSD0.01 COM 699462107 15465810 817,000 817,000 1 817,000 Parexel Intl Cp Com StkUSD0.01 COM 699462107 312345 16,500 16,500 3 16,500 Park National Corp Com Stk NPV COM 700658107 480480 9,100 9,100 3 9,100 Parker-Hannifin Com Stk USD0.5 COM 701094104 2291619 36,300 36,300 2 36,300 Parker-Hannifin Com Stk USD0.5 COM 701094104 21918736 347,200 347,200 3 347,200 Parker-Hannifin Com Stk USD0.5 COM 701094104 568170 9,000 9,000 7 9,000 Partnerre Holdings ComStk USD1 COM G6852T105 59191348.32 1,132,632 1,132,632 1 1,132,632 Partnerre Holdings ComStk USD1 COM G6852T105 99294 1,900 1,900 2 1,900 Partnerre Holdings ComStk USD1 COM G6852T105 1964976 37,600 37,600 3 37,600 Patterson Cos Com Stk USD0.01 COM 703395103 2168048 75,700 75,700 2 75,700 Patterson Cos Com Stk USD0.01 COM 703395103 14113792 492,800 492,800 3 492,800 Patterson-UTI En.ComStkUSD0.01 COM 703481101 381480 22,000 22,000 2 22,000 Patterson-UTI En.ComStkUSD0.01 COM 703481101 1241544 71,600 71,600 3 71,600 Paychex Inc Com Stock USD0.01 COM 704326107 1445624 54,800 54,800 2 54,800 Paychex Inc Com Stock USD0.01 COM 704326107 6117522 231,900 231,900 3 231,900 PC ConnectionInc CmStk USD0.01 COM 69318J100 27930 3,500 3,500 3 3,500 PC Mall Inc Com Stock USD0.001 COM 69323K100 17424 3,300 3,300 3 3,300 PDL Biopharma Com Stk USD0.01 COM 69329Y104 323565 58,300 58,300 3 58,300 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 2943600 89,200 89,200 2 89,200 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 12058167 365,399 365,399 3 365,399 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 16500 500 500 7 500 Pebblebrook Hotel REIT USD0.01 COM 70509V100 8118724 519,100 519,100 1 519,100 Pengrowth Energy Corp Com NPV COM 70706P104 499490.0202 54,965 54,965 3 54,965 Penn Virginia Common Units NPV COM 707884102 364867.04 15,566 15,566 2 15,566 Penn Virginia Common Units NPV COM 707884102 7765132.88 331,277 331,277 3 331,277 Penns Woods Bancorp CS USD8.33 COM 708430103 16395 500 500 3 500 PennWest Petroleum Ltd Com NPV COM 707887105 63155.54169 4,227 4,227 3 4,227 PenskeAutomotiveCmStkUSD0.0001 COM 70959W103 571914 35,700 35,700 1 35,700 People's Utd Fin.ComStkUSD0.01 COM 712704105 37462201.98 3,283,278 3,283,278 1 3,283,278 People's Utd Fin.ComStkUSD0.01 COM 712704105 1122744 98,400 98,400 3 98,400 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 4166009.12 67,324 67,324 2 67,324 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 26437301.8 427,235 427,235 3 427,235 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 1938391 31,325 31,325 7 31,325 PerfectWorld ADR(Rp5'B'OrdShs) COM 71372U104 1470888 131,800 131,800 6 131,800 Perrigo Co CS NPV (IsraelList) COM 714290103 342520.6128 3,577 3,577 3 3,577 PetMed Express ComStk USD0.001 COM 716382106 95400 10,600 10,600 2 10,600 PetMed Express ComStk USD0.001 COM 716382106 410229 45,581 45,581 3 45,581 PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 32980873.52 1,591,741 1,591,741 2 1,591,741 PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 266036864.2 12,839,617 12,839,617 3 12,839,617 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 161905403.9 7,211,822 7,211,822 2 7,211,822 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 224283963.7 9,990,377 9,990,377 3 9,990,377 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 830290.8 36,984 36,984 7 36,984 PetroleumDevelop.ComStkUSD0.01 COM 716578109 4077717 210,300 210,300 1 210,300 PetroQuestEnergyComStkUSD0.001 COM 716748108 4155381 756,900 756,900 1 756,900 PetroQuestEnergyComStkUSD0.001 COM 716748108 74664 13,600 13,600 3 13,600 Petsmart Inc Com Stk USD0.0001 COM 716768106 1676145 39,300 39,300 2 39,300 Petsmart Inc Com Stk USD0.0001 COM 716768106 15017065 352,100 352,100 3 352,100 Pfizer Inc Com.Stk. USD0.05 COM 717081103 34119535.84 1,929,838 1,929,838 1 1,929,838 Pfizer Inc Com.Stk. USD0.05 COM 717081103 5783958.96 327,147 327,147 2 327,147 Pfizer Inc Com.Stk. USD0.05 COM 717081103 268117642 15,165,025 15,165,025 3 15,165,025 Pfizer Inc Com.Stk. USD0.05 COM 717081103 3025755.2 171,140 171,140 4 171,140 Pfizer Inc Com.Stk. USD0.05 COM 717081103 1202240 68,000 68,000 5 68,000 Pfizer Inc Com.Stk. USD0.05 COM 717081103 1304377.36 73,777 73,777 7 73,777 PG & E Corporation ComStk USD5 COM 69331C108 1565.84 37 37 2 37 PG & E Corporation ComStk USD5 COM 69331C108 3372904 79,700 79,700 3 79,700 Pharmaceu.Prod.Dev CmSkUSD0.10 COM 717124101 53708330.16 2,093,076 2,093,076 1 2,093,076 Pharmaceu.Prod.Dev CmSkUSD0.10 COM 717124101 3176708 123,800 123,800 3 123,800 Pharmasset Inc ComStk USD0.001 COM 71715N106 838884.84 10,172 10,172 3 10,172 Philip Morris Intl Com Stk NPV COM 718172109 6756011.03 108,391 108,391 2 108,391 Philip Morris Intl Com Stk NPV COM 718172109 58229620.95 934,215 934,215 3 934,215 Philip Morris Intl Com Stk NPV COM 718172109 392679 6,300 6,300 7 6,300 Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 2327440 47,000 47,000 2 47,000 Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 20715602.56 418,328 418,328 3 418,328 PhoenixNwMediaADR(EchRep8ClsA) COM 71910C103 13029352 2,293,900 2,293,900 4 2,293,900 Photronics Inc Com Stk USD0.01 COM 719405102 6474 1,300 1,300 3 1,300 Pier1ImportsInc ComStkUSD0.001 COM 720279108 304824 31,200 31,200 2 31,200 Pier1ImportsInc ComStkUSD0.001 COM 720279108 261836 26,800 26,800 3 26,800 PIKE ELECTRIC CORP COMMON STOC COM 721283109 9101664 1,346,400 1,346,400 1 1,346,400 Pinnacle Entmt Com Stk USD0.10 COM 723456109 3359782.17 369,613 369,613 1 369,613 Pioneer Natural ComStk USD0.01 COM 723787107 197310 3,000 3,000 2 3,000 Pitney Bowes Common Stk USD2 COM 724479100 156206 8,300 8,300 3 8,300 PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 524299 8,900 8,900 3 8,900 PMC-Sierra Inc ComStk USD0.001 COM 69344F106 18749299 3,130,100 3,130,100 1 3,130,100 PMC-Sierra Inc ComStk USD0.001 COM 69344F106 591812 98,800 98,800 3 98,800 PNC Financial Serv. ComStkUSD5 COM 693475105 5011760 104,000 104,000 2 104,000 PNC Financial Serv. ComStkUSD5 COM 693475105 69811889.2 1,448,680 1,448,680 3 1,448,680 PNC Financial Serv. ComStkUSD5 COM 693475105 1165186.01 24,179 24,179 5 24,179 PolarisIndustriesComStkUSD0.01 COM 731068102 503846.6 10,085 10,085 3 10,085 PortfolioRecoveryComStkUSD0.01 COM 73640Q105 684420 11,000 11,000 2 11,000 PortfolioRecoveryComStkUSD0.01 COM 73640Q105 3614982 58,100 58,100 3 58,100 PortlandGen.ElectricComStk NPV COM 736508847 21610368 912,600 912,600 1 912,600 PortlandGen.ElectricComStk NPV COM 736508847 639360 27,000 27,000 2 27,000 PortlandGen.ElectricComStk NPV COM 736508847 13282112 560,900 560,900 3 560,900 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 827637 10,900 10,900 2 10,900 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 5611227 73,900 73,900 3 73,900 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 509490.3 6,710 6,710 4 6,710 Potash Crp of Sask. Common NPV COM 73755L107 135648 3,140 3,140 1 3,140 Potash Crp of Sask. Common NPV COM 73755L107 175651.2 4,066 4,066 3 4,066 Power-One Inc Com Stk USD0.001 COM 73930R102 5158800 1,146,400 1,146,400 1 1,146,400 Power-One Inc Com Stk USD0.001 COM 73930R102 702283.5 156,063 156,063 3 156,063 PowerShs ETFGlbLstdPrivEqPortf COM 73935X195 42999.18 5,534 5,534 2 5,534 PPG Inds.Common Stk USD1.666 COM 693506107 473556 6,700 6,700 2 6,700 PPG Inds.Common Stk USD1.666 COM 693506107 2297100 32,500 32,500 3 32,500 PPG Inds.Common Stk USD1.666 COM 693506107 21204 300 300 7 300 PPL Corp Common Stock USD0.01 COM 69351T106 1307132 45,800 45,800 2 45,800 PPL Corp Common Stock USD0.01 COM 69351T106 13435205 470,750 470,750 3 470,750 Praxair Inc Comm Stk USD0.01 COM 74005P104 392322 4,200 4,200 2 4,200 Praxair Inc Comm Stk USD0.01 COM 74005P104 331979.14 3,554 3,554 3 3,554 Precision Castparts ComStk NPV COM 740189105 29106558.5 187,325 187,325 1 187,325 Precision Castparts ComStk NPV COM 740189105 77690 500 500 2 500 Precision Castparts ComStk NPV COM 740189105 4290507.94 27,613 27,613 3 27,613 Precision Castparts ComStk NPV COM 740189105 1462125.8 9,410 9,410 4 9,410 Precision Castparts ComStk NPV COM 740189105 12275.02 79 79 7 79 PreformedLineProductsCmStkUSD2 COM 740444104 55032 1,200 1,200 3 1,200 Presidential LifeCmStk USD0.01 COM 740884101 40229 4,900 4,900 3 4,900 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 726864 15,200 15,200 2 15,200 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 7560342 158,100 158,100 3 158,100 Priceline.comIncComStkUSD0.008 COM 741503403 764167 1,700 1,700 2 1,700 Priceline.comIncComStkUSD0.008 COM 741503403 341178.09 759 759 3 759 Primerica Inc Com Stk USD0.01 COM 74164M108 7600685 352,700 352,700 1 352,700 Primerica Inc Com Stk USD0.01 COM 74164M108 1252055 58,100 58,100 3 58,100 PrimorisServicesCmStkUSD0.0001 COM 74164F103 161084 15,400 15,400 2 15,400 PrimorisServicesCmStkUSD0.0001 COM 74164F103 309616 29,600 29,600 3 29,600 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 551367 24,300 24,300 2 24,300 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 16189859.56 713,524 713,524 3 713,524 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 572355.25 25,225 25,225 4 25,225 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 971132 42,800 42,800 5 42,800 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 231528.76 10,204 10,204 7 10,204 ProAssurance CommonStk USD0.01 COM 74267C106 539775 7,500 7,500 2 7,500 ProAssurance CommonStk USD0.01 COM 74267C106 5225022 72,600 72,600 3 72,600 Procter & Gamble Com NPV COM 742718109 41682864.8 659,539 659,539 1 659,539 Procter & Gamble Com NPV COM 742718109 5909895.2 93,511 93,511 2 93,511 Procter & Gamble Com NPV COM 742718109 32780449.6 518,678 518,678 3 518,678 Procter & Gamble Com NPV COM 742718109 2476176 39,180 39,180 4 39,180 Procter & Gamble Com NPV COM 742718109 1936068.8 30,634 30,634 7 30,634 ProgressiveWasteSolComNPV (US) COM 74339G101 24642535 1,194,500 1,194,500 1 1,194,500 ProgressSoftware ComStkUSD0.01 COM 743312100 927517.5 52,850 52,850 1 52,850 ProgressSoftware ComStkUSD0.01 COM 743312100 200070 11,400 11,400 3 11,400 Prospect Cap Com Stk USD0.001 COM 74348T102 3364 400 400 3 400 Protective LifeCpComStkUSD0.50 COM 743674103 554010 35,400 35,400 2 35,400 Protective LifeCpComStkUSD0.50 COM 743674103 14384963.55 919,167 919,167 3 919,167 ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 23430 2,200 2,200 2 2,200 ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 133125 12,500 12,500 3 12,500 ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 78402 7,300 7,300 2 7,300 ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 224466 20,900 20,900 3 20,900 Prudential ADR (EachRep2Ord5p) COM 74435K204 68683.56 4,026 4,026 2 4,026 PrudentialFinanclComStkUSD0.01 COM 744320102 1368896 29,200 29,200 2 29,200 PrudentialFinanclComStkUSD0.01 COM 744320102 28634304 610,800 610,800 3 610,800 PS Business Cls'A'REIT USD0.01 COM 69360J107 669060 13,500 13,500 2 13,500 PS Business Cls'A'REIT USD0.01 COM 69360J107 3285580.2 66,295 66,295 3 66,295 PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 1571262 79,800 79,800 2 79,800 PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 10715298 544,200 544,200 3 544,200 Public Service Ent Com NPV COM 744573106 1832013 54,900 54,900 3 54,900 Public Service Ent Com NPV COM 744573106 66740 2,000 2,000 7 2,000 Public Storage Com Stk USD0.10 COM 74460D109 44492 400 400 2 400 Public Storage Com Stk USD0.10 COM 74460D109 2024386 18,200 18,200 3 18,200 QAD Inc Cls B ComStk USD0.001 COM 74727D207 1379.7 135 135 3 135 QEP Resources Inc CS USD0.01 COM 74733V100 16724920.08 618,068 618,068 1 618,068 QEP Resources Inc CS USD0.01 COM 74733V100 63103.92 2,332 2,332 2 2,332 QEP Resources Inc CS USD0.01 COM 74733V100 86496018.18 3,196,453 3,196,453 3 3,196,453 QEP Resources Inc CS USD0.01 COM 74733V100 1600003.68 59,128 59,128 4 59,128 QEP Resources Inc CS USD0.01 COM 74733V100 1501830 55,500 55,500 5 55,500 QEP Resources Inc CS USD0.01 COM 74733V100 351590.58 12,993 12,993 7 12,993 QLogic Corp CommonStockUSD0.05 COM 747277101 21769695 1,715,500 1,715,500 1 1,715,500 QLogic Corp CommonStockUSD0.05 COM 747277101 1558332 122,800 122,800 2 122,800 QLogic Corp CommonStockUSD0.05 COM 747277101 14879025 1,172,500 1,172,500 3 1,172,500 Quaker Chemical Com Stock USD1 COM 747316107 6648606 257,100 257,100 1 257,100 Quaker Chemical Com Stock USD1 COM 747316107 106026 4,100 4,100 3 4,100 Qualcomm Inc Com Stk USD0.0001 COM 747525103 2368622.82 48,677 48,677 2 48,677 Qualcomm Inc Com Stk USD0.0001 COM 747525103 11822725.56 242,966 242,966 3 242,966 Quality Systems ComStk USD0.01 COM 747582104 19402 200 200 2 200 Quality Systems ComStk USD0.01 COM 747582104 194020 2,000 2,000 3 2,000 QuantaServicesComStkUSD0.00001 COM 74762E102 21766932 1,157,200 1,157,200 1 1,157,200 QuantaServicesComStkUSD0.00001 COM 74762E102 6491726.01 345,121 345,121 3 345,121 Questar Corp Common Stock NPV COM 748356102 89755571.88 5,062,356 5,062,356 1 5,062,356 Questar Corp Common Stock NPV COM 748356102 2359561.59 133,083 133,083 3 133,083 Questar Corp Common Stock NPV COM 748356102 921605.4 51,980 51,980 4 51,980 Questar Corp Common Stock NPV COM 748356102 5655.87 319 319 7 319 QuestDiagnostics ComStkUSD0.01 COM 74834L100 4330626 87,700 87,700 3 87,700 QuicksilverRes. ComStk USD0.01 COM 74837R104 10700336.46 1,409,794 1,409,794 1 1,409,794 QuicksilverRes. ComStk USD0.01 COM 74837R104 3561205.23 469,197 469,197 3 469,197 QuicksilverRes. ComStk USD0.01 COM 74837R104 565986.3 74,570 74,570 4 74,570 QuicksilverRes. ComStk USD0.01 COM 74837R104 4242.81 559 559 7 559 QuimicaMin.ChileADR(Rp10SrBNPV COM 833635105 17562083.42 366,947 366,947 3 366,947 Ralcorp Hldgs CommonStkUSD0.01 COM 751028101 444802 5,800 5,800 3 5,800 RalphLaurenCorp A ComStkUSD.01 COM 751212101 398754.9 3,078 3,078 2 3,078 RalphLaurenCorp A ComStkUSD.01 COM 751212101 2085755 16,100 16,100 3 16,100 RandgoldResources ADR(Rep1Ord) COM 752344309 3933932.1 40,665 40,665 3 40,665 Range Resources ComStk USD0.01 COM 75281A109 33426619.8 571,884 571,884 3 571,884 Raven Industries ComStock USD1 COM 754212108 1359240 28,200 28,200 3 28,200 Rayonier Inc Common Stock NPV COM 754907103 397548 10,800 10,800 2 10,800 Rayonier Inc Common Stock NPV COM 754907103 3600018 97,800 97,800 3 97,800 Raytheon Company ComStkUSD0.01 COM 755111507 1655640 40,500 40,500 2 40,500 Raytheon Company ComStkUSD0.01 COM 755111507 27949451.6 683,695 683,695 3 683,695 Redwood Trust Inc REIT USD0.01 COM 758075402 7916925 707,500 707,500 1 707,500 Regal-Beloit CommonStk USD0.01 COM 758750103 44895668 990,200 990,200 1 990,200 Regal-Beloit CommonStk USD0.01 COM 758750103 924936 20,400 20,400 3 20,400 Regeneron Pharm. CmStkUSD0.001 COM 75886F107 240689 4,132 4,132 3 4,132 RegionsFinancial ComStkUSD0.01 COM 7591EP100 61456 18,400 18,400 2 18,400 RegionsFinancial ComStkUSD0.01 COM 7591EP100 68814.02 20,603 20,603 3 20,603 ReinsuranceGroup ComStkUSD0.01 COM 759351604 54970144.51 1,195,783 1,195,783 1 1,195,783 ReinsuranceGroup ComStkUSD0.01 COM 759351604 3743383.07 81,431 81,431 3 81,431 ReinsuranceGroup ComStkUSD0.01 COM 759351604 6665.65 145 145 7 145 Reliance Steel&Alum.ComStk NPV COM 759509102 25762575 757,500 757,500 1 757,500 Reliance Steel&Alum.ComStk NPV COM 759509102 840047 24,700 24,700 3 24,700 RenaissanceLearn.ComStkUSD0.01 COM 75968L105 41950 2,500 2,500 2 2,500 RenaissanceLearn.ComStkUSD0.01 COM 75968L105 95646 5,700 5,700 3 5,700 Renasant Corp CommonStock USD5 COM 75970E107 264750.48 20,716 20,716 3 20,716 Rent-A-Center Com Stk USD0.01 COM 76009N100 67215195.45 2,448,641 2,448,641 1 2,448,641 Rent-A-Center Com Stk USD0.01 COM 76009N100 842715 30,700 30,700 2 30,700 Rent-A-Center Com Stk USD0.01 COM 76009N100 18659164.95 679,751 679,751 3 679,751 Republic Services CmStkUSD0.01 COM 760759100 66552744.96 2,370,112 2,370,112 1 2,370,112 Republic Services CmStkUSD0.01 COM 760759100 2016144 71,800 71,800 3 71,800 RepublicBancorpInc A ComStkNPV COM 760281204 263879 14,900 14,900 2 14,900 RepublicBancorpInc A ComStkNPV COM 760281204 967036.84 54,604 54,604 3 54,604 Research in Mot. ComNPV(CanLst COM 760975102 3434785.069 167,496 167,496 2 167,496 Research in Mot. ComNPV(CanLst COM 760975102 47617019.12 2,322,026 2,322,026 3 2,322,026 ResMed Inc Com Stk USD0.004 COM 761152107 181188 6,300 6,300 3 6,300 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 28215734.69 752,219 752,219 1 752,219 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 367598 9,800 9,800 3 9,800 RF Micro Devices Com Stk NPV COM 749941100 1763395 277,700 277,700 1 277,700 RioTintoSpoADR(EchRp1Ord)(BNY) COM 767204100 57475.33 1,303 1,303 2 1,303 RLI Corp Common Stock USD1 COM 749607107 11614239 182,700 182,700 1 182,700 RLI Corp Common Stock USD1 COM 749607107 1087047 17,100 17,100 2 17,100 RLI Corp Common Stock USD1 COM 749607107 6376071 100,300 100,300 3 100,300 Robert Half Intl Com Stk USD1 COM 770323103 1156490 54,500 54,500 1 54,500 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 30967224 636,400 636,400 1 636,400 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 929406 19,100 19,100 3 19,100 Rockwell Automation ComStkUSD1 COM 773903109 285651 5,100 5,100 2 5,100 Rockwell Automation ComStkUSD1 COM 773903109 3996481.53 71,353 71,353 3 71,353 Rockwell Collins ComStkUSD0.01 COM 774341101 1039766 19,700 19,700 2 19,700 Rockwell Collins ComStkUSD0.01 COM 774341101 11213744.36 212,462 212,462 3 212,462 Rofin-SinarTechIncCmStkUSD0.01 COM 775043102 7175040 373,700 373,700 1 373,700 RogersCommun.Inc ComStkClss'B' COM 775109200 3555676.998 103,300 103,300 2 103,300 RogersCommun.Inc ComStkClss'B' COM 775109200 49405770.47 1,435,343 1,435,343 3 1,435,343 Roper Indust. Comm Stk USD0.01 COM 776696106 1861650 27,000 27,000 3 27,000 RosettaStone Inc CS USD0.00005 COM 777780107 99144 10,800 10,800 2 10,800 RosettaStone Inc CS USD0.00005 COM 777780107 65178 7,100 7,100 3 7,100 Ross Stores Inc.ComStk USD0.01 COM 778296103 36451793.8 463,174 463,174 1 463,174 Ross Stores Inc.ComStk USD0.01 COM 778296103 1489476.2 18,926 18,926 2 18,926 Ross Stores Inc.ComStk USD0.01 COM 778296103 15433070 196,100 196,100 3 196,100 Rovi Corp CommonStock USD0.001 COM 779376102 7504334.4 174,560 174,560 1 174,560 Rovi Corp CommonStock USD0.001 COM 779376102 334935.09 7,791 7,791 3 7,791 RowanCompaniesIncComStUSD0.125 COM 779382100 184159 6,100 6,100 2 6,100 RowanCompaniesIncComStUSD0.125 COM 779382100 280767 9,300 9,300 3 9,300 Roy.DutchShellADR(2'A'EUR0.07) COM 780259206 2249171.2 36,560 36,560 7 36,560 Royal Bk of Canada Common NPV COM 780087102 976693.2156 21,200 21,200 2 21,200 Royal Bk of Canada Common NPV COM 780087102 12752296.32 276,800 276,800 3 276,800 Royal Bk of Canada Common NPV COM 780087102 273105.5369 5,928 5,928 7 5,928 Royal Gold Inc Com Stk USD0.01 COM 780287108 14898600 232,500 232,500 1 232,500 Royal Gold Inc Com Stk USD0.01 COM 780287108 3957388.56 61,757 61,757 3 61,757 RPC Inc Common Stock USD0.10 COM 749660106 1480948 90,800 90,800 2 90,800 RPC Inc Common Stock USD0.10 COM 749660106 15491238 949,800 949,800 3 949,800 RPM International ComStock NPV COM 749685103 411400 22,000 22,000 3 22,000 RTI Intl Mtls IncCmStk USD0.01 COM 74973W107 2180487.33 93,543 93,543 3 93,543 Ruddick Corp Common Stock NPV COM 781258108 2877462 73,800 73,800 2 73,800 Ruddick Corp Common Stock NPV COM 781258108 21284641 545,900 545,900 3 545,900 RuthsHospitality ComStkUSD0.01 COM 783332109 40326 9,400 9,400 2 9,400 RuthsHospitality ComStkUSD0.01 COM 783332109 58773 13,700 13,700 3 13,700 Ryder System Common COM 783549108 21848054.76 581,994 581,994 1 581,994 Ryder System Common COM 783549108 686982 18,300 18,300 3 18,300 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 28336 4,600 4,600 2 4,600 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 216216 35,100 35,100 3 35,100 Safety Insurance ComStkUSD0.01 COM 78648T100 853425 22,500 22,500 3 22,500 Safeway Inc.CommonStockUSD0.01 COM 786514208 764980 46,000 46,000 2 46,000 Safeway Inc.CommonStockUSD0.01 COM 786514208 20889857.65 1,256,155 1,256,155 3 1,256,155 Safeway Inc.CommonStockUSD0.01 COM 786514208 199560 12,000 12,000 7 12,000 SagaComm.Cls'A'Com Stk USD0.01 COM 786598300 5962 200 200 3 200 SAIC Inc CommonStock USD0.0001 COM 78390X101 5998730.6 508,367 508,367 1 508,367 SAIC Inc CommonStock USD0.0001 COM 78390X101 1077340 91,300 91,300 2 91,300 SAIC Inc CommonStock USD0.0001 COM 78390X101 29103673.4 2,466,413 2,466,413 3 2,466,413 SalixPharmaceut.ComStkUSD0.001 COM 795435106 24668640 833,400 833,400 1 833,400 SalixPharmaceut.ComStkUSD0.001 COM 795435106 441040 14,900 14,900 3 14,900 SandersonFarmsInc ComStk USD1 COM 800013104 7125986 149,800 149,800 1 149,800 Sandisk Corp. Com Stk USD0.001 COM 80004C101 782984 19,400 19,400 2 19,400 Sandisk Corp. Com Stk USD0.001 COM 80004C101 5484924 135,900 135,900 3 135,900 SandySpring Bancorp ComStkUSD1 COM 800363103 14630 1,000 1,000 3 1,000 Sanofi Contingent Value Rights COM 80105N113 7158.18 6,753 6,753 3 6,753 SAP SponADR(Each1Rep 1/4thCom) COM 803054204 70016.56 1,384 1,384 2 1,384 Sara Lee Corp Com Stk USD1.333 COM 803111103 10404.96 636 636 7 636 SBACommunicationsComStkUSD0.01 COM 78388J106 56877242.56 1,649,572 1,649,572 1 1,649,572 SBACommunicationsComStkUSD0.01 COM 78388J106 1082672 31,400 31,400 3 31,400 SBACommunicationsComStkUSD0.01 COM 78388J106 1150597.6 33,370 33,370 4 33,370 SBACommunicationsComStkUSD0.01 COM 78388J106 8620 250 250 7 250 SCANA Corp Common Stock NPV COM 80589M102 275264 6,800 6,800 2 6,800 SCANA Corp Common Stock NPV COM 80589M102 202400 5,000 5,000 3 5,000 ScanSource Inc CommonStock NPV COM 806037107 14570124 492,900 492,900 1 492,900 Schlumberger Com Stk USD0.01 COM 806857108 2739934.56 45,872 45,872 2 45,872 Schlumberger Com Stk USD0.01 COM 806857108 50856630.66 851,442 851,442 3 851,442 Schlumberger Com Stk USD0.01 COM 806857108 1957053.45 32,765 32,765 7 32,765 Schnitzer Steel 'A'ComStk USD1 COM 806882106 150839 4,100 4,100 2 4,100 Schnitzer Steel 'A'ComStk USD1 COM 806882106 846170 23,000 23,000 3 23,000 ScholasticCorp CommStk USD0.01 COM 807066105 9706789 346,300 346,300 1 346,300 Sciclone Pharm ComStk USD0.001 COM 80862K104 112014 29,400 29,400 2 29,400 Sciclone Pharm ComStk USD0.001 COM 80862K104 49911 13,100 13,100 3 13,100 ScientificGames'A'CmStkUSD0.01 COM 80874P109 4479066 628,200 628,200 1 628,200 ScottsMiracleGroCls'A'CmStkNPV COM 810186106 307602 6,900 6,900 2 6,900 ScottsMiracleGroCls'A'CmStkNPV COM 810186106 262977.42 5,899 5,899 3 5,899 ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 119008 3,200 3,200 2 3,200 Seaboard Corp CommonStock USD1 COM 811543107 531360 288 288 2 288 Seaboard Corp CommonStock USD1 COM 811543107 8282205 4,489 4,489 3 4,489 Seacor Holdings ComStk USD0.01 COM 811904101 136323 1,700 1,700 2 1,700 Seacor Holdings ComStk USD0.01 COM 811904101 17883653.04 223,016 223,016 3 223,016 SeaCubeContainerLeasingUSD0.01 COM G79978105 38688 3,200 3,200 2 3,200 SeaCubeContainerLeasingUSD0.01 COM G79978105 45942 3,800 3,800 3 3,800 SeaDrill Limited USD2 COM G7945E105 30186.20337 1,078 1,078 2 1,078 SeaDrill Limited USD2 COM G7945E105 12478354.83 445,623 445,623 3 445,623 Seagate Techn.ComStkUSD0.00001 COM G7945M107 457460 44,500 44,500 2 44,500 Seagate Techn.ComStkUSD0.00001 COM G7945M107 18591400.56 1,808,502 1,808,502 3 1,808,502 Seaspan Corp Com Stock USD0.01 COM Y75638109 9534.72 832 832 7 832 Seattle Genet.Com Stk USD0.001 COM 812578102 5469276 286,800 286,800 1 286,800 Seattle Genet.Com Stk USD0.001 COM 812578102 828210.1 43,430 43,430 3 43,430 Selective Ins.Grp Com Stk USD2 COM 816300107 117540 9,000 9,000 2 9,000 Selective Ins.Grp Com Stk USD2 COM 816300107 895916 68,600 68,600 3 68,600 SelectMedicalHldComStkUSD0.001 COM 81619Q105 10005 1,500 1,500 3 1,500 SempraEnergyCorpCommonStockNPV COM 816851109 10300 200 200 7 200 ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 2446108 614,600 614,600 2 614,600 ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 1123156 282,200 282,200 3 282,200 ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 2532474 636,300 636,300 6 636,300 Shaw Communications Cls'B'NPV COM 82028K200 226665.3872 11,100 11,100 2 11,100 Shaw Communications Cls'B'NPV COM 82028K200 2433651.128 119,178 119,178 3 119,178 Shaw Group Inc CommonStock NPV COM 820280105 14372622 659,900 659,900 1 659,900 Shaw Group Inc CommonStock NPV COM 820280105 376794 17,300 17,300 3 17,300 ShenandoahTelecomCo ComStk NPV COM 82312B106 34534 3,100 3,100 3 3,100 ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 3415717.76 49,952 49,952 2 49,952 ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 451308 6,600 6,600 3 6,600 ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 760043.7 11,115 11,115 4 11,115 ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 425939.02 6,229 6,229 7 6,229 Shoe Carnival CommStockUSD0.01 COM 824889109 9440 400 400 3 400 Siemens AG ADR(EachRep1OrdNPV) COM 826197501 54329 605 605 2 605 Sierra Bancorp CommonStock NPV COM 82620P102 15572 1,700 1,700 3 1,700 Signet Jewelers Ltd OrdUSD0.18 COM G81276100 27759537.26 811,462 811,462 3 811,462 SilganHldgsIncCommonStkUSD0.01 COM 827048109 79465672.68 2,161,743 2,161,743 1 2,161,743 SilganHldgsIncCommonStkUSD0.01 COM 827048109 1929900 52,500 52,500 3 52,500 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 2071652 433,400 433,400 2 433,400 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 6161420 1,289,000 1,289,000 3 1,289,000 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 394321.32 82,494 82,494 4 82,494 Silver Wheaton Com NPV(USList) COM 828336107 2090537.7 70,986 70,986 3 70,986 Silvercorp Metals Inc Com NPV COM 82835P103 90797.42827 11,400 11,400 2 11,400 Silvercorp Metals Inc Com NPV COM 82835P103 460358.8907 57,800 57,800 3 57,800 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 10748621 495,100 495,100 1 495,100 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 15197 700 700 3 700 Simon Prop Grp ComStkUSD0.0001 COM 828806109 1370805.37 12,463 12,463 2 12,463 Simon Prop Grp ComStkUSD0.0001 COM 828806109 6390748.97 58,103 58,103 3 58,103 Sirona Dental Com.StockUSD0.01 COM 82966C103 18363440 433,100 433,100 1 433,100 Sirona Dental Com.StockUSD0.01 COM 82966C103 267120 6,300 6,300 3 6,300 SIX FLAGS CORP ComStkUSD0.01 COM 83001A102 14144175 509,700 509,700 1 509,700 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 92862 6,600 6,600 2 6,600 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 10778182.8 766,040 766,040 3 766,040 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 676626.3 48,090 48,090 4 48,090 SkyworksSolutionsComStkUSD0.25 COM 83088M102 14545804 809,900 809,900 1 809,900 SkyworksSolutionsComStkUSD0.25 COM 83088M102 474144 26,400 26,400 3 26,400 SM Energy Co Com Stock USD0.01 COM 78454L100 67447409.4 1,112,076 1,112,076 1 1,112,076 SM Energy Co Com Stock USD0.01 COM 78454L100 1528380 25,200 25,200 3 25,200 SNAP-ON INCORPORATED COMMON ST COM 833034101 21672954 487,800 487,800 1 487,800 SNAP-ON INCORPORATED COMMON ST COM 833034101 177720 4,000 4,000 2 4,000 SNAP-ON INCORPORATED COMMON ST COM 833034101 995232 22,400 22,400 3 22,400 SonicAutomot.ClsAComStkUSD0.01 COM 83545G102 5957391 551,100 551,100 1 551,100 Sonoco Products Common Stk NPV COM 835495102 15427325 546,100 546,100 1 546,100 Sonoco Products Common Stk NPV COM 835495102 3149875 111,500 111,500 3 111,500 Southern Union CommonStockUSD1 COM 844030106 28168280 693,800 693,800 1 693,800 Southern Union CommonStockUSD1 COM 844030106 868840 21,400 21,400 3 21,400 Southern.Co Com.USD5 COM 842587107 20778883.55 490,415 490,415 1 490,415 Southern.Co Com.USD5 COM 842587107 1449392.96 34,208 34,208 2 34,208 Southern.Co Com.USD5 COM 842587107 14836194.46 350,158 350,158 3 350,158 Southern.Co Com.USD5 COM 842587107 1021117 24,100 24,100 4 24,100 Southern.Co Com.USD5 COM 842587107 7414.75 175 175 7 175 SouthernCopperCorpCmStkUSD0.01 COM 84265V105 32474 1,300 1,300 2 1,300 SouthernCopperCorpCmStkUSD0.01 COM 84265V105 7981110 319,500 319,500 3 319,500 SouthsideBancshares CS USD1.25 COM 84470P109 22730.4 1,260 1,260 2 1,260 SouthsideBancshares CS USD1.25 COM 84470P109 361972.6 20,065 20,065 3 20,065 Southwest Airlines Comm.USD1 COM 844741108 28210 3,500 3,500 3 3,500 SouthwesternEnergyComStkUSD0.1 COM 845467109 393294 11,800 11,800 2 11,800 SouthwesternEnergyComStkUSD0.1 COM 845467109 33156417.36 994,792 994,792 3 994,792 Spartan Stores Inc Com Stk NPV COM 846822104 323532 20,900 20,900 2 20,900 Spartan Stores Inc Com Stk NPV COM 846822104 5567985.72 359,689 359,689 3 359,689 SPDR BARCLAYS CAPITAL HIGH COM 78464A417 7846591 216,100 216,100 2 216,100 SPDR GOLD TRUST COM 78463V107 23774.66091 150 150 4 150 SPDR S&P 500 ETF Trust COM 78462F103 733098.85 6,479 6,479 7 6,479 Spectra Energy ComStk USD0.001 COM 847560109 220770 9,000 9,000 3 9,000 Spectrum Pharm ComStk USD0.001 COM 84763A108 116739 15,300 15,300 3 15,300 St.JudeMedicalIncComStkUSD0.10 COM 790849103 2528982 69,900 69,900 2 69,900 St.JudeMedicalIncComStkUSD0.10 COM 790849103 32976948.42 911,469 911,469 3 911,469 Stage Stores Com Stock USD0.01 COM 85254C305 290850 21,000 21,000 3 21,000 Stancorp Fin.Group Com Stk NPV COM 852891100 499922 18,100 18,100 2 18,100 Stancorp Fin.Group Com Stk NPV COM 852891100 18033015.14 652,897 652,897 3 652,897 StandardMotorProductsCmStkUSD2 COM 853666105 71225 5,500 5,500 2 5,500 StandardMotorProductsCmStkUSD2 COM 853666105 146335 11,300 11,300 3 11,300 StandardParking ComStkUSD0.001 COM 853790103 17449548 1,115,700 1,115,700 1 1,115,700 StanleyBlackDeckerCmStkUSD2.50 COM 854502101 19901532.84 405,244 405,244 1 405,244 StanleyBlackDeckerCmStkUSD2.50 COM 854502101 222173.64 4,524 4,524 3 4,524 StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1144754.1 23,310 23,310 4 23,310 StanleyBlackDeckerCmStkUSD2.50 COM 854502101 903624 18,400 18,400 5 18,400 StanleyBlackDeckerCmStkUSD2.50 COM 854502101 8496.03 173 173 7 173 StanleyTech.GroupInc ComStkNPV COM 85472N109 11588734.29 517,200 517,200 1 517,200 StanleyTech.GroupInc ComStkNPV COM 85472N109 100830.0547 4,500 4,500 2 4,500 StanleyTech.GroupInc ComStkNPV COM 85472N109 1416102.102 63,200 63,200 3 63,200 Staples Inc Com Stk USD0.0006 COM 855030102 9305021 699,100 699,100 3 699,100 Starbucks Corp ComStk USD0.001 COM 855244109 857900 23,000 23,000 2 23,000 Starbucks Corp ComStk USD0.001 COM 855244109 4280398.8 114,756 114,756 3 114,756 Starwood Prop.Tst REIT USD0.01 COM 85571B105 3876986 225,800 225,800 3 225,800 State Auto Fin Cp Com Stk NPV COM 855707105 27615 2,100 2,100 2 2,100 State Street Corp Com Stk USD1 COM 857477103 15096225.6 469,410 469,410 1 469,410 State Street Corp Com Stk USD1 COM 857477103 1701264 52,900 52,900 2 52,900 State Street Corp Com Stk USD1 COM 857477103 7759082.4 241,265 241,265 3 241,265 State Street Corp Com Stk USD1 COM 857477103 834552 25,950 25,950 4 25,950 State Street Corp Com Stk USD1 COM 857477103 520992 16,200 16,200 5 16,200 State Street Corp Com Stk USD1 COM 857477103 6335.52 197 197 7 197 Statoil SponADR(Rp1OrdNOK2.50) COM 85771P102 80779.65 3,745 3,745 2 3,745 Std Microsystems CmStk USD0.10 COM 853626109 12577020 648,300 648,300 1 648,300 Steelcase Inc Cls'A'ComStk NPV COM 858155203 7827320 1,238,500 1,238,500 1 1,238,500 Steelcase Inc Cls'A'ComStk NPV COM 858155203 236368 37,400 37,400 3 37,400 Stein Mart Inc Com Stk USD0.01 COM 858375108 28796 4,600 4,600 2 4,600 Stein Mart Inc Com Stk USD0.01 COM 858375108 244766 39,100 39,100 3 39,100 SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 220158 5,400 5,400 2 5,400 SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 219627.99 5,387 5,387 3 5,387 StillwaterMining ComStkUSD0.01 COM 86074Q102 124656 14,700 14,700 3 14,700 STR HoldingsIncComStockUSD0.01 COM 78478V100 6245092 769,100 769,100 1 769,100 StrayerEducation CmStk USD0.01 COM 863236105 1211544 15,800 15,800 2 15,800 StrayerEducation CmStk USD0.01 COM 863236105 20818620 271,500 271,500 3 271,500 Stryker Corp.Com.Stk.USD0.10 COM 863667101 2511448.88 53,299 53,299 2 53,299 Stryker Corp.Com.Stk.USD0.10 COM 863667101 19790258.64 419,997 419,997 3 419,997 Suburban Propane Com Stk NPV COM 864482104 135169 2,900 2,900 2 2,900 Suburban Propane Com Stk NPV COM 864482104 5819864.43 124,863 124,863 3 124,863 Sumitomo Mitsui ADR(Rep0.2Ord) COM 86562M209 89657.19 16,331 16,331 2 16,331 Sun Life Fin.Inc Common NPV COM 866796105 377396.603 15,700 15,700 2 15,700 Sun Life Fin.Inc Common NPV COM 866796105 10733856.49 446,537 446,537 3 446,537 Sun Life Fin.Inc Common NPV COM 866796105 79277.32463 3,298 3,298 7 3,298 SUNCOKE ENERGY ComStkUSD0.01 COM 86722A103 8725612 786,800 786,800 1 786,800 SuncorEnergy NewComNPV(CanLst) COM 867224107 114301189.3 4,446,184 4,446,184 2 4,446,184 SuncorEnergy NewComNPV(CanLst) COM 867224107 116026844.7 4,513,310 4,513,310 3 4,513,310 SuncorEnergy NewComNPV(CanLst) COM 867224107 1465339.219 57,000 57,000 5 57,000 SuncorEnergy NewComNPV(CanLst) COM 867224107 468908.55 18,240 18,240 7 18,240 Sunoco Logistics Partn.Uts NPV COM 86764L108 7784356 88,208 88,208 3 88,208 SunriseSeniorLiv.ComStkUSD0.01 COM 86768K106 1483944 321,200 321,200 1 321,200 Suntrust Banks Common Stk USD1 COM 867914103 706442 39,400 39,400 3 39,400 Suntrust Banks Common Stk USD1 COM 867914103 2886.73 161 161 7 161 Superior Energy ComStkUSD0.001 COM 868157108 21180725 807,500 807,500 1 807,500 Superior Energy ComStkUSD0.001 COM 868157108 238693 9,100 9,100 3 9,100 Superior Inds. Com Stk USD0.50 COM 868168105 374616 24,200 24,200 2 24,200 Superior Inds. Com Stk USD0.50 COM 868168105 4767840 308,000 308,000 3 308,000 Supervalu Inc CommonStock USD1 COM 868536103 574092 86,200 86,200 3 86,200 Supervalu Inc CommonStock USD1 COM 868536103 3050.28 458 458 7 458 SusserHldgsCorp ComStk USD0.01 COM 869233106 157763 7,900 7,900 3 7,900 SVB Fin.Group Com Stk USD0.001 COM 78486Q101 12461600 336,800 336,800 1 336,800 Swift Energy Co ComStk USD0.01 COM 870738101 18915080 776,800 776,800 1 776,800 Swift Energy Co ComStk USD0.01 COM 870738101 306810 12,600 12,600 3 12,600 SwiftTransport Co A CS USD0.01 COM 87074U101 3985072 618,800 618,800 1 618,800 SXCHealthSolutions ComNPV (US) COM 78505P100 717934.77 12,887 12,887 3 12,887 Synaptics Inc Common Stock NPV COM 87157D109 1010970 42,300 42,300 3 42,300 SYNNEX Corp Com Stk USD0.001 COM 87162W100 459550 17,500 17,500 2 17,500 SYNNEX Corp Com Stk USD0.001 COM 87162W100 5631063.1 214,435 214,435 3 214,435 Synopsys Inc Com Stk USD0.01 COM 871607107 41928411.1 1,721,906 1,721,906 1 1,721,906 Synopsys Inc Com Stk USD0.01 COM 871607107 1322205 54,300 54,300 3 54,300 Syntel Inc Common Stock NPV COM 87162H103 380072 8,800 8,800 2 8,800 Syntel Inc Common Stock NPV COM 87162H103 1671453 38,700 38,700 3 38,700 Sysco Corp.Common USD1 COM 871829107 17083640 659,600 659,600 3 659,600 Systemax Inc CommonStk USD0.01 COM 871851101 25331.03 1,993 1,993 3 1,993 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 23157842.94 2,026,058 2,026,058 2 2,026,058 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 36824191.02 3,221,714 3,221,714 3 3,221,714 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 1958633.37 171,359 171,359 4 171,359 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 1943957.25 170,075 170,075 6 170,075 TAL Intl Grp Com Stk USD0.001 COM 874083108 406522 16,300 16,300 3 16,300 TANGER FACTORY OUTLET CENTER COM 875465106 28712183.26 1,103,042 1,103,042 1 1,103,042 TANGER FACTORY OUTLET CENTER COM 875465106 942728.51 36,217 36,217 3 36,217 Target Corp CommonStk USD0.167 COM 87612E106 578672 11,800 11,800 2 11,800 Target Corp CommonStk USD0.167 COM 87612E106 6242792 127,300 127,300 3 127,300 Tata Mot.SpnADR(EchRp5OrdINR2) COM 876568502 7145343.93 464,889 464,889 2 464,889 Tata Mot.SpnADR(EchRp5OrdINR2) COM 876568502 5327364.96 346,608 346,608 3 346,608 Tata Mot.SpnADR(EchRp5OrdINR2) COM 876568502 452815.57 29,461 29,461 7 29,461 TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 1448611.38 98,478 98,478 3 98,478 TEAM HEALTH HOLDINGS LLC COMMO COM 87817A107 5482638 333,900 333,900 1 333,900 Tech Data Corp ComStkUSD0.0015 COM 878237106 393393 9,100 9,100 2 9,100 Tech Data Corp ComStkUSD0.0015 COM 878237106 5933793.03 137,261 137,261 3 137,261 Techne Corp Common Stk USD0.01 COM 878377100 6080988 89,400 89,400 1 89,400 Techne Corp Common Stk USD0.01 COM 878377100 129238 1,900 1,900 2 1,900 Techne Corp Common Stk USD0.01 COM 878377100 2224254 32,700 32,700 3 32,700 TeckResour.'B'Sub.VotingComNPV COM 878742204 79586347.22 2,682,307 2,682,307 2 2,682,307 TeckResour.'B'Sub.VotingComNPV COM 878742204 2376754.323 80,104 80,104 3 80,104 Tel.DeSaoPauloADR(EchRep1Pref) COM 87929A102 18967976.68 717,397 717,397 2 717,397 Tel.DeSaoPauloADR(EchRep1Pref) COM 87929A102 164123180.1 6,207,382 6,207,382 3 6,207,382 TelecomArgent. ADR(Rep10'B'Sh) COM 879273209 583726 31,400 31,400 3 31,400 TeledyneTechno.IncCmStkUSD0.01 COM 879360105 286905.18 5,878 5,878 3 5,878 TelefonosDeMexico ADR(Cv20'L') COM 879403780 14627754 979,100 979,100 3 979,100 Telenav Inc Com Stock USD0.001 COM 879455103 169417 19,100 19,100 2 19,100 Telenav Inc Com Stock USD0.001 COM 879455103 1091897 123,100 123,100 3 123,100 Telephone&DataSysComStkUSD0.01 COM 879433100 91461 4,300 4,300 3 4,300 TeleTechHldgs IncCmStk USD0.01 COM 879939106 102041 6,700 6,700 3 6,700 Telular Corp Com Stk USD0.01 COM 87970T208 22724 3,800 3,800 2 3,800 Telular Corp Com Stk USD0.01 COM 87970T208 240994 40,300 40,300 3 40,300 Teradata Corp ComStock USD0.01 COM 88076W103 390623 7,300 7,300 2 7,300 Teradata Corp ComStock USD0.01 COM 88076W103 2369422.8 44,280 44,280 3 44,280 Teradyne Inc Comm Stk USD0.125 COM 880770102 962046 87,300 87,300 2 87,300 Teradyne Inc Comm Stk USD0.125 COM 880770102 22741114.44 2,063,622 2,063,622 3 2,063,622 Terex Corp CommonStock USD0.01 COM 880779103 79802.28 7,778 7,778 3 7,778 Terex Corp CommonStock USD0.01 COM 880779103 71820 7,000 7,000 7 7,000 Terra Nitrogen Company LP NPV COM 881005201 187200 1,300 1,300 2 1,300 Terra Nitrogen Company LP NPV COM 881005201 4424544 30,726 30,726 3 30,726 Tesco Corp Com NPV(US Listing) COM 88157K101 1344405.23 115,997 115,997 3 115,997 Tesoro Corp Com Stk USD0.1666 COM 881609101 103191 5,300 5,300 2 5,300 Tesoro Corp Com Stk USD0.1666 COM 881609101 93456 4,800 4,800 3 4,800 Tessco Technologies CS USD0.01 COM 872386107 106785.7 8,029 8,029 3 8,029 TetraTechnologiesComStkUSD0.01 COM 88162F105 163452 21,200 21,200 2 21,200 TetraTechnologiesComStkUSD0.01 COM 88162F105 553701.36 71,816 71,816 3 71,816 Teva Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 1686519 45,300 45,300 2 45,300 Teva Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 28316281.71 760,577 760,577 3 760,577 Texas Instruments Com USD1 COM 882508104 3923466.3 147,222 147,222 2 147,222 Texas Instruments Com USD1 COM 882508104 34101979.6 1,279,624 1,279,624 3 1,279,624 TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 97200 4,800 4,800 2 4,800 TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 398925 19,700 19,700 3 19,700 TGC Industries ComStk USD0.01 COM 872417308 14520 3,300 3,300 3 3,300 TheMen'sWearhouseComStkUSD0.01 COM 587118100 24588810 942,100 942,100 1 942,100 TheMen'sWearhouseComStkUSD0.01 COM 587118100 542880 20,800 20,800 3 20,800 Theravance Inc Com Stk USD0.01 COM 88338T104 491798.66 24,419 24,419 3 24,419 ThermoFisherScient.ComStk USD1 COM 883556102 24128851.4 476,290 476,290 1 476,290 ThermoFisherScient.ComStk USD1 COM 883556102 202640 4,000 4,000 2 4,000 ThermoFisherScient.ComStk USD1 COM 883556102 2423878.36 47,846 47,846 3 47,846 ThermoFisherScient.ComStk USD1 COM 883556102 1464580.6 28,910 28,910 4 28,910 ThermoFisherScient.ComStk USD1 COM 883556102 1139850 22,500 22,500 5 22,500 ThermoFisherScient.ComStk USD1 COM 883556102 12361.04 244 244 7 244 Thermon Group Com Stk USD0.001 COM 88362T103 9065220 656,900 656,900 1 656,900 Thompson Creek MtlsCoIncComNPV COM 884768102 106579.0231 17,300 17,300 3 17,300 ThomsonReutComNPV(Canad.List.) COM 884903105 85273.58219 3,129 3,129 7 3,129 Tibco Software ComStk USD0.001 COM 88632Q103 8462016 377,600 377,600 1 377,600 Tibco Software ComStk USD0.001 COM 88632Q103 257715 11,500 11,500 3 11,500 TICC Cap Corp ComStock USD0.01 COM 87244T109 29412 3,600 3,600 3 3,600 Tidewater Inc Com Stk USD0.10 COM 886423102 138798 3,300 3,300 2 3,300 Tidewater Inc Com Stk USD0.10 COM 886423102 862230 20,500 20,500 3 20,500 Tiffany & Co Com Stk USD0.01 COM 886547108 267608 4,400 4,400 2 4,400 Tiffany & Co Com Stk USD0.01 COM 886547108 1313712 21,600 21,600 3 21,600 Tim Hortons Inc CmStk USD0.001 COM 88706M103 194586 4,200 4,200 2 4,200 Tim Hortons Inc CmStk USD0.001 COM 88706M103 2219577.64 47,908 47,908 3 47,908 Tim Partic SpnADR(EachRep5Ord) COM 88706P205 3491592 148,200 148,200 3 148,200 TimeWarnerCable ComStk USD0.01 COM 88732J207 908860 14,500 14,500 2 14,500 TimeWarnerCable ComStk USD0.01 COM 88732J207 12655217.36 201,902 201,902 3 201,902 TimeWarnerInc CommonStkUSD0.01 COM 887317303 783565.65 26,145 26,145 2 26,145 TimeWarnerInc CommonStkUSD0.01 COM 887317303 1692016.29 56,457 56,457 3 56,457 TJX Corp Common Stk USD1 COM 872540109 21331243.84 384,416 384,416 1 384,416 TJX Corp Common Stk USD1 COM 872540109 1808863.02 32,598 32,598 2 32,598 TJX Corp Common Stk USD1 COM 872540109 9644051.02 173,798 173,798 3 173,798 TJX Corp Common Stk USD1 COM 872540109 359020.3 6,470 6,470 4 6,470 TJX Corp Common Stk USD1 COM 872540109 6381.35 115 115 7 115 TNS Inc Common Stock USD0.001 COM 872960109 12544147.63 667,597 667,597 1 667,597 Tompkins Fin Cp ComStk USD0.10 COM 890110109 139269 3,900 3,900 3 3,900 Torchmark Corp Common Stk USD1 COM 891027104 277296 7,950 7,950 2 7,950 Torchmark Corp Common Stk USD1 COM 891027104 624352 17,900 17,900 3 17,900 Toro Com Stk USD1 COM 891092108 113436 2,300 2,300 3 2,300 Toronto Dom.Bk.Common NPV COM 891160509 251673884.5 3,515,675 3,515,675 2 3,515,675 Toronto Dom.Bk.Common NPV COM 891160509 42115032.34 588,312 588,312 3 588,312 Toronto Dom.Bk.Common NPV COM 891160509 649430.189 9,072 9,072 4 9,072 Toronto Dom.Bk.Common NPV COM 891160509 1038000.192 14,500 14,500 5 14,500 Toronto Dom.Bk.Common NPV COM 891160509 712569.2352 9,954 9,954 7 9,954 TotalSpoADR(EachRep1OrdEUR2.5) COM 89151E109 60392.64 1,376 1,376 2 1,376 TowersWatsonAndCo A CS USD0.01 COM 891894107 34147125 571,500 571,500 1 571,500 TowersWatsonAndCo A CS USD0.01 COM 891894107 585550 9,800 9,800 3 9,800 TowneBank CommonStock USD1.667 COM 89214P109 20466 1,800 1,800 2 1,800 Tractor Supply CommStkUSD0.008 COM 892356106 106403 1,700 1,700 2 1,700 Tractor Supply CommStkUSD0.008 COM 892356106 769857 12,300 12,300 3 12,300 Transatlantic Hldgs ComStkUSD1 COM 893521104 252512 5,200 5,200 2 5,200 Transatlantic Hldgs ComStkUSD1 COM 893521104 275432.32 5,672 5,672 3 5,672 TransAtlantic Petroleum ComNPV COM G89982105 37598.46464 44,024 44,024 2 44,024 TransAtlantic Petroleum ComNPV COM G89982105 26173799.99 30,646,873 30,646,873 3 30,646,873 TransCanada Corp Common NPV COM 89353D107 2571749.352 63,000 63,000 3 63,000 TransDigm Group CommStkUSD0.01 COM 893641100 20159159.22 246,867 246,867 1 246,867 TransDigm Group CommStkUSD0.01 COM 893641100 1196319 14,650 14,650 4 14,650 TransDigm Group CommStkUSD0.01 COM 893641100 8492.64 104 104 7 104 Transglobe Energy Corp Com NPV COM 893662106 296201.9 36,400 36,400 2 36,400 Transglobe Energy Corp Com NPV COM 893662106 1287339.027 158,200 158,200 3 158,200 Transocean Limited CHF15 COM H8817H100 24941.31895 510 510 2 510 Travelers Co's CommonStock NPV COM 89417E109 1407948.75 28,881 28,881 2 28,881 Travelers Co's CommonStock NPV COM 89417E109 32987955 676,676 676,676 3 676,676 Travelers Co's CommonStock NPV COM 89417E109 669045 13,724 13,724 4 13,724 Travelers Co's CommonStock NPV COM 89417E109 1022287.5 20,970 20,970 5 20,970 Travelers Co's CommonStock NPV COM 89417E109 243360 4,992 4,992 7 4,992 Trimble Navigation Com Stk NPV COM 896239100 5676794.2 169,204 169,204 3 169,204 Trina Solar SpnADR(EchRp50Ord) COM 89628E104 83628 13,800 13,800 2 13,800 Trina Solar SpnADR(EchRp50Ord) COM 89628E104 74538 12,300 12,300 3 12,300 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 140784 8,400 8,400 2 8,400 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 174304 10,400 10,400 3 10,400 TriQuintSemicon.ComStkUSD0.001 COM 89674K103 401098 79,900 79,900 1 79,900 TrustCo Bank Common Stock USD1 COM 898349105 213188 47,800 47,800 2 47,800 TrustCo Bank Common Stock USD1 COM 898349105 401199.3 89,955 89,955 3 89,955 Trustmark Corp Common Stk NPV COM 898402102 911130 50,200 50,200 2 50,200 Trustmark Corp Common Stk NPV COM 898402102 6318015 348,100 348,100 3 348,100 TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 287936 8,800 8,800 2 8,800 TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 6128423.28 187,299 187,299 3 187,299 TupperwareBrandsCpCmStkUSD0.01 COM 899896104 1795918 33,400 33,400 2 33,400 TupperwareBrandsCpCmStkUSD0.01 COM 899896104 8764510 163,000 163,000 3 163,000 Tutor Perini Corp Com Stk USD1 COM 901109108 143500 12,500 12,500 2 12,500 Tutor Perini Corp Com Stk USD1 COM 901109108 719015.36 62,632 62,632 3 62,632 TW Telecom Inc Com Stk USD0.01 COM 87311L104 13224 800 800 3 800 Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 20360 500 500 3 500 Tyson Foods Class'A'ComUSD0.10 COM 902494103 1846431 106,300 106,300 2 106,300 Tyson Foods Class'A'ComUSD0.10 COM 902494103 32068007.64 1,846,172 1,846,172 3 1,846,172 U.S.Bancorp Com Stk USD0.01 COM 902973304 959278.54 40,751 40,751 2 40,751 U.S.Bancorp Com Stk USD0.01 COM 902973304 2845067.94 120,861 120,861 3 120,861 UBS AG CHF0.10 (Regd) COM H89231338 538244.3686 46,384 46,384 2 46,384 UBS AG CHF0.10 (Regd) COM H89231338 89693322.87 7,729,454 7,729,454 3 7,729,454 UGI Corporation Comm Stock NPV COM 902681105 607530 23,100 23,100 2 23,100 UGI Corporation Comm Stock NPV COM 902681105 17055576.3 648,501 648,501 3 648,501 UIL Holdings Corp Com Stk NPV COM 902748102 1290882.15 39,177 39,177 3 39,177 Ultra Petrol.Com NPV(US List.) COM 903914109 32829671.89 1,184,759 1,184,759 3 1,184,759 Ultra Petrol.Com NPV(US List.) COM 903914109 90750.25 3,275 3,275 7 3,275 UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 8595195.84 543,312 543,312 2 543,312 UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 24716978.16 1,562,388 1,562,388 3 1,562,388 UMB FINANCIAL CORP COM 902788108 23248376 724,700 724,700 1 724,700 UMB FINANCIAL CORP COM 902788108 782752 24,400 24,400 3 24,400 Unifirst Corp Com Stk USD0.10 COM 904708104 190008 4,200 4,200 2 4,200 Unifirst Corp Com Stk USD0.10 COM 904708104 203580 4,500 4,500 3 4,500 Union Fst Mkt Bnksh CS USD1.33 COM 90662P104 23584 2,200 2,200 3 2,200 Union Pacific Cp.ComStkUSD2.50 COM 907818108 4042665 49,500 49,500 2 49,500 Union Pacific Cp.ComStkUSD2.50 COM 907818108 33443865 409,500 409,500 3 409,500 Unisource Energy CommonStk NPV COM 909205106 19474123 539,300 539,300 1 539,300 Unisource Energy CommonStk NPV COM 909205106 64998 1,800 1,800 3 1,800 Unit Corporation ComStk USD0.2 COM 909218109 199260 5,400 5,400 2 5,400 United Online ComStk USD0.0001 COM 911268100 218091 41,700 41,700 2 41,700 United Online ComStk USD0.0001 COM 911268100 3285574.91 628,217 628,217 3 628,217 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 25006657.79 542,797 542,797 1 542,797 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 6887465 149,500 149,500 2 149,500 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 85050932.68 1,846,124 1,846,124 3 1,846,124 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1307466.6 28,380 28,380 4 28,380 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 843081 18,300 18,300 5 18,300 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 9536.49 207 207 7 207 UnitedNaturalFoodsCmStkUSD0.01 COM 911163103 14816 400 400 3 400 Unitil Corp Common Stock NPV COM 913259107 46170 1,800 1,800 2 1,800 Unitil Corp Common Stock NPV COM 913259107 123120 4,800 4,800 3 4,800 Universal Corp Com Stk NPV COM 913456109 258192 7,200 7,200 2 7,200 Universal Corp Com Stk NPV COM 913456109 6254952.22 174,427 174,427 3 174,427 Universal Travel Grp ComStkNPV COM 91388Q202 113216 46,400 46,400 2 46,400 Universal Travel Grp ComStkNPV COM 91388Q202 718580 294,500 294,500 3 294,500 UniversalHlthClsBComStkUSD0.01 COM 913903100 30511255.26 897,126 897,126 1 897,126 UniversalHlthClsBComStkUSD0.01 COM 913903100 867255 25,500 25,500 2 25,500 UniversalHlthClsBComStkUSD0.01 COM 913903100 20188336 593,600 593,600 3 593,600 UniversalInsuranceCmStkUSD0.01 COM 91359V107 45458 11,900 11,900 2 11,900 UniversalInsuranceCmStkUSD0.01 COM 91359V107 849636.76 222,418 222,418 3 222,418 UniversalTecInstCmStkUSD0.0001 COM 913915104 28497 2,100 2,100 3 2,100 UnivestCp ofPennsyl ComStkUSD5 COM 915271100 52240.27 3,919 3,919 3 3,919 Unum Group CommonStock USD0.10 COM 91529Y106 199865.07 9,531 9,531 1 9,531 Unum Group CommonStock USD0.10 COM 91529Y106 1685988 80,400 80,400 2 80,400 Unum Group CommonStock USD0.10 COM 91529Y106 31601286.72 1,506,976 1,506,976 3 1,506,976 URS Corp Common Stock USD0.01 COM 903236107 1960377.7 66,095 66,095 3 66,095 UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 57420 3,600 3,600 3 3,600 US Ecology Inc Com Stk USD0.01 COM 91732J102 27846 1,800 1,800 3 1,800 US PhysicalTherapyCmStkUSD0.01 COM 90337L108 48152 2,600 2,600 2 2,600 US PhysicalTherapyCmStkUSD0.01 COM 90337L108 275262.76 14,863 14,863 3 14,863 USA Mobility Com.Stk USD0.0001 COM 90341G103 437913 33,100 33,100 2 33,100 USA Mobility Com.Stk USD0.0001 COM 90341G103 5131745.01 387,887 387,887 3 387,887 USANAHealthScien.CmStkUSD0.001 COM 90328M107 525059 19,100 19,100 2 19,100 USANAHealthScien.CmStkUSD0.001 COM 90328M107 2658585.39 96,711 96,711 3 96,711 USGbl Inv.Inc'A'ComStkUSD0.025 COM 902952100 16224 2,400 2,400 3 2,400 Utd Parcels Serv.Cls B USD0.01 COM 911312106 4120116.32 65,264 65,264 2 65,264 Utd Parcels Serv.Cls B USD0.01 COM 911312106 23202232.03 367,531 367,531 3 367,531 Utd Technologies Com Stk USD1 COM 913017109 30136483.13 428,623 428,623 1 428,623 Utd Technologies Com Stk USD1 COM 913017109 5835378.45 82,995 82,995 2 82,995 Utd Technologies Com Stk USD1 COM 913017109 49110269.42 698,482 698,482 3 698,482 Utd Technologies Com Stk USD1 COM 913017109 1731032.2 24,620 24,620 4 24,620 Utd Technologies Com Stk USD1 COM 913017109 13147.97 187 187 7 187 Utd Therapeutics ComStkUSD0.01 COM 91307C102 247434 6,600 6,600 3 6,600 Vaalco Energy Inc CS USD0.10 COM 91851C201 480192 98,400 98,400 2 98,400 Vaalco Energy Inc CS USD0.10 COM 91851C201 7866120.8 1,611,910 1,611,910 3 1,611,910 Valassis Comm IncComStkUSD0.01 COM 918866104 19122296 1,020,400 1,020,400 1 1,020,400 Valassis Comm IncComStkUSD0.01 COM 918866104 303588 16,200 16,200 3 16,200 Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 39691585.2 1,740,859 1,740,859 2 1,740,859 Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 249834420 10,957,650 10,957,650 3 10,957,650 Valeant Pharm Com NPV(US List) COM 91911K102 457726.72 12,331 12,331 3 12,331 ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 716534 40,300 40,300 2 40,300 ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 12133783.2 682,440 682,440 3 682,440 ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 48701230.66 2,321,317 2,321,317 2 2,321,317 ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 344286184.8 16,410,209 16,410,209 3 16,410,209 Validus Holdings Ltd USD0.175 COM G9319H102 301653 12,100 12,100 2 12,100 Validus Holdings Ltd USD0.175 COM G9319H102 7645457.61 306,677 306,677 3 306,677 Valspar Corp Common StkUSD0.50 COM 920355104 1695246 54,300 54,300 3 54,300 VanguardIdxFdsVanguardREIT ETF COM 922908553 1217243.3 23,765 23,765 2 23,765 VarianMedicalSystemsComStkUSD1 COM 92220P105 1320660 25,300 25,300 2 25,300 VarianMedicalSystemsComStkUSD1 COM 92220P105 7127649 136,545 136,545 3 136,545 VarianSemiconEquipAssoc. USD1 COM 922207105 24460 400 400 3 400 Vectren Corp. Common Stock NPV COM 92240G101 2046679.32 75,579 75,579 3 75,579 VeecoInstruments CmStk USD0.01 COM 922417100 114727 4,700 4,700 2 4,700 VeecoInstruments CmStk USD0.01 COM 922417100 1010574 41,400 41,400 3 41,400 Veolia EnvironmentADR(Rep1Ord) COM 92334N103 54470.88 3,736 3,736 2 3,736 VeriFone Sys Inc ComStkUSD0.01 COM 92342Y109 10786160 308,000 308,000 1 308,000 VeriFone Sys Inc ComStkUSD0.01 COM 92342Y109 378216 10,800 10,800 3 10,800 Verisign Inc Com Stk USD0.001 COM 92343E102 54434237 1,903,295 1,903,295 1 1,903,295 Verisign Inc Com Stk USD0.001 COM 92343E102 1510080 52,800 52,800 3 52,800 VERISK ANALYTICS INC-CL A COMM COM 92345Y106 64016020.56 1,841,128 1,841,128 1 1,841,128 VERISK ANALYTICS INC-CL A COMM COM 92345Y106 1888011 54,300 54,300 3 54,300 Verizon Communi. ComStkUSD0.10 COM 92343V104 5002224 135,930 135,930 2 135,930 Verizon Communi. ComStkUSD0.10 COM 92343V104 46804558.4 1,271,863 1,271,863 3 1,271,863 Vertex Pharma Comm Stk USD0.01 COM 92532F100 463705.94 10,411 10,411 3 10,411 ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 352534 9,100 9,100 2 9,100 ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 2022228 52,200 52,200 3 52,200 VillageSuperMkt Cls'A'CmStkNPV COM 927107409 43344 1,800 1,800 3 1,800 Virgin Media Inc ComStkUSD0.01 COM 92769L101 851747.4 34,965 34,965 3 34,965 Virgin Media Inc ComStkUSD0.01 COM 92769L101 1096200 45,000 45,000 5 45,000 Virginia Commerce Com Stk USD1 COM 92778Q109 89224 15,200 15,200 3 15,200 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 805486 9,400 9,400 2 9,400 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 67075389.92 782,768 782,768 3 782,768 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 2102575.53 24,537 24,537 4 24,537 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1576696 18,400 18,400 5 18,400 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1180122.68 13,772 13,772 7 13,772 Vishay Intertech.CommonUSD0.10 COM 928298108 1558680 186,000 186,000 2 186,000 Vishay Intertech.CommonUSD0.10 COM 928298108 22961342.46 2,740,017 2,740,017 3 2,740,017 VistaPrint NV ComStk USD0.001 COM N93540107 1654848 61,200 61,200 3 61,200 VISTEON CORP ComStkUSD0.01 COM 92839U206 8855574 205,800 205,800 1 205,800 Vodafone ADR(10 USD0.11428571) COM 92857W209 60377.98 2,353 2,353 2 2,353 Volcano Corp Com.Stk USD0.001 COM 928645100 8589737 289,900 289,900 1 289,900 VSE Corp Common Stock USD0.05 COM 918284100 29891.4 1,155 1,155 3 1,155 W&T Offshore ComStk USD0.00001 COM 92922P106 215124 15,600 15,600 2 15,600 W&T Offshore ComStk USD0.00001 COM 92922P106 362677 26,300 26,300 3 26,300 W.P. Carey & Co. CommonStk NPV COM 92930Y107 474500 13,000 13,000 3 13,000 Wabash National ComStk USD0.01 COM 929566107 4664802 975,900 975,900 1 975,900 Wabtec Corp CommonStockUSD0.01 COM 929740108 8639340 163,500 163,500 1 163,500 Wabtec Corp CommonStockUSD0.01 COM 929740108 295904 5,600 5,600 3 5,600 Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 885708 35,400 35,400 2 35,400 Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 9737784 389,200 389,200 3 389,200 Walgreen Co ComStk USD0.078125 COM 931422109 4277734.67 130,141 130,141 2 130,141 Walgreen Co ComStk USD0.078125 COM 931422109 35202389.46 1,070,958 1,070,958 3 1,070,958 Walgreen Co ComStk USD0.078125 COM 931422109 483189 14,700 14,700 7 14,700 Wal-Mart Stores Com.USD0.10 COM 931142103 30311076.49 584,141 584,141 1 584,141 Wal-Mart Stores Com.USD0.10 COM 931142103 8147923.47 157,023 157,023 2 157,023 Wal-Mart Stores Com.USD0.10 COM 931142103 153662220.2 2,961,307 2,961,307 3 2,961,307 Wal-Mart Stores Com.USD0.10 COM 931142103 2773209.16 53,444 53,444 4 53,444 Wal-Mart Stores Com.USD0.10 COM 931142103 2449208 47,200 47,200 5 47,200 Wal-Mart Stores Com.USD0.10 COM 931142103 466906.22 8,998 8,998 7 8,998 Walt Disney Co Com Stk USD0.01 COM 254687106 25473343.05 844,887 844,887 1 844,887 Walt Disney Co Com Stk USD0.01 COM 254687106 1515700.8 50,272 50,272 2 50,272 Walt Disney Co Com Stk USD0.01 COM 254687106 4981443.3 165,222 165,222 3 165,222 Walt Disney Co Com Stk USD0.01 COM 254687106 1052536.5 34,910 34,910 4 34,910 Walt Disney Co Com Stk USD0.01 COM 254687106 10974.6 364 364 7 364 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 14031778.24 233,824 233,824 1 233,824 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 99076.51 1,651 1,651 2 1,651 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 39797011.73 663,173 663,173 3 663,173 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 1239026.47 20,647 20,647 4 20,647 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 1116186 18,600 18,600 5 18,600 Walter EnergyInc ComStkUSD0.01 COM 93317Q105 331195.19 5,519 5,519 7 5,519 WarrenResIncComStkUSD0.0001 COM 93564A100 9880.26 4,134 4,134 3 4,134 WashingtonBanking Co ComStkNPV COM 937303105 10703 1,100 1,100 3 1,100 Waste Management ComStkUSD0.01 COM 94106L109 354686 10,900 10,900 3 10,900 Waste Management ComStkUSD0.01 COM 94106L109 585720 18,000 18,000 7 18,000 WasteConnections ComStkUSD0.01 COM 941053100 72480707.34 2,142,498 2,142,498 1 2,142,498 WasteConnections ComStkUSD0.01 COM 941053100 1326136 39,200 39,200 3 39,200 Waters Corp Common Stk USD0.01 COM 941848103 499102.24 6,608 6,608 2 6,608 Waters Corp Common Stk USD0.01 COM 941848103 5022745 66,500 66,500 3 66,500 Waters Corp Common Stk USD0.01 COM 941848103 1057420 14,000 14,000 7 14,000 Watson Pharm.Com Stk USD0.0033 COM 942683103 1724158.85 25,255 25,255 3 25,255 WD-40 Company Com Stk USD0.001 COM 929236107 119580 3,000 3,000 3 3,000 Websense Inc Com Stk USD0.01 COM 947684106 9345460 540,200 540,200 1 540,200 Websense Inc Com Stk USD0.01 COM 947684106 152240 8,800 8,800 3 8,800 Weis Markets Common Stock NPV COM 948849104 396649 10,700 10,700 3 10,700 WellCare Health ComStk USD0.01 COM 94946T106 470580 12,400 12,400 2 12,400 WellCare Health ComStk USD0.01 COM 94946T106 6675405 175,900 175,900 3 175,900 WellPoint Inc Com Stk USD0.01 COM 94973V107 1188278 18,200 18,200 2 18,200 WellPoint Inc Com Stk USD0.01 COM 94973V107 21929017.59 335,871 335,871 3 335,871 WellPoint Inc Com Stk USD0.01 COM 94973V107 481840.2 7,380 7,380 7 7,380 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 28170134.16 1,167,432 1,167,432 1 1,167,432 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 7571318.36 313,772 313,772 2 313,772 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 56123701.57 2,325,889 2,325,889 3 2,325,889 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 1325702.2 54,940 54,940 4 54,940 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 12089.13 501 501 7 501 Wendys Co. (The) ComStkUSD0.10 COM 95058W100 14674091 3,183,100 3,183,100 1 3,183,100 WesBanco Inc Com Stk USD2.0833 COM 950810101 107322 6,200 6,200 2 6,200 WesBanco Inc Com Stk USD2.0833 COM 950810101 212913 12,300 12,300 3 12,300 West Bancorporation ComStk NPV COM 95123P106 30561.92 3,604 3,604 3 3,604 West Pharmaceut.ComStk USD0.25 COM 955306105 40775748 1,100,560 1,100,560 1 1,100,560 West Pharmaceut.ComStk USD0.25 COM 955306105 596505 16,100 16,100 3 16,100 Westamerica Bancorp CommStkNPV COM 957090103 16803320 438,500 438,500 1 438,500 Westar Energy CommonStock USD5 COM 95709T100 97791 3,700 3,700 2 3,700 Westar Energy CommonStock USD5 COM 95709T100 3774204 142,800 142,800 3 142,800 Westell Tech.'A'ComStk USD0.01 COM 957541105 22248 10,300 10,300 3 10,300 Western Digital ComStk USD0.01 COM 958102105 442212 17,200 17,200 2 17,200 Western Digital ComStk USD0.01 COM 958102105 3689230.74 143,494 143,494 3 143,494 WestlakeChemical CmStk USD0.01 COM 960413102 253154 7,400 7,400 2 7,400 WestlakeChemical CmStk USD0.01 COM 960413102 677358 19,800 19,800 3 19,800 WGL Holdings Inc Com Stock NPV COM 92924F106 9196320 235,200 235,200 3 235,200 WhitingPetroleum CmStkUSD0.001 COM 966387102 140280 4,000 4,000 3 4,000 Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 1082140 24,400 24,400 2 24,400 Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 10213805 230,300 230,300 3 230,300 Williams-Sonoma ComStk USD0.01 COM 969904101 8510356 276,400 276,400 1 276,400 Williams-Sonoma ComStk USD0.01 COM 969904101 846725 27,500 27,500 3 27,500 Willis Grp HldgsOrdUSD0.000115 COM G96666105 31376761.75 913,975 913,975 1 913,975 Willis Grp HldgsOrdUSD0.000115 COM G96666105 1177519 34,300 34,300 3 34,300 Windstream Corp Com Stock NPV COM 97381W104 574164 49,200 49,200 2 49,200 Windstream Corp Com Stock NPV COM 97381W104 6839005.11 586,033 586,033 3 586,033 WMS Industries Com Stk USD0.50 COM 929297109 2615085 148,500 148,500 1 148,500 WolverineWorldWide ComStk USD1 COM 978097103 5491248 165,200 165,200 1 165,200 WolverineWorldWide ComStk USD1 COM 978097103 398880 12,000 12,000 2 12,000 WolverineWorldWide ComStk USD1 COM 978097103 1924596 57,900 57,900 3 57,900 Woodward Inc ComStk USD0.00875 COM 980745103 13700 500 500 3 500 World Acceptance Com Stk NPV COM 981419104 206978 3,700 3,700 2 3,700 World Acceptance Com Stk NPV COM 981419104 4050056 72,400 72,400 3 72,400 World Wresting Com Stk USD0.01 COM 98156Q108 7128 800 800 3 800 WUXI PHARMATECH INC ADR (EACH COM 929352102 14313708 1,229,700 1,229,700 4 1,229,700 WUXI PHARMATECH INC ADR (EACH COM 929352102 27696716.52 2,379,443 2,379,443 6 2,379,443 WyndhamWorldwide ComStkUSD0.01 COM 98310W108 2181348 76,700 76,700 3 76,700 Xcel Energy Common Stk USD2.50 COM 98389B100 483728 19,600 19,600 2 19,600 Xcel Energy Common Stk USD2.50 COM 98389B100 3107212 125,900 125,900 3 125,900 Xerox Corp Common Stock USD1 COM 984121103 16728 2,400 2,400 7 2,400 Xilinx Inc Common Stk USD0.01 COM 983919101 2330505 84,900 84,900 2 84,900 Xilinx Inc Common Stk USD0.01 COM 983919101 20463975 745,500 745,500 3 745,500 XL Group PLC Com Stk USD0.01 COM G98290102 306766 16,300 16,300 2 16,300 XL Group PLC Com Stk USD0.01 COM G98290102 184436 9,800 9,800 3 9,800 XuedaEducation ADR(EchRep2Ord) COM 98418W109 1952258.49 715,113 715,113 4 715,113 Xyratex Limited ComStk USD0.01 COM G98268108 428736 46,200 46,200 2 46,200 Xyratex Limited ComStk USD0.01 COM G98268108 6086232.32 655,844 655,844 3 655,844 Yamana Gold Inc Common NPV COM 98462Y100 237522.685 17,201 17,201 2 17,201 Yamana Gold Inc Common NPV COM 98462Y100 2569058.948 186,047 186,047 3 186,047 YanzhouCoalADR(Rp50HCNY1Lv3BNY COM 984846105 42200 2,000 2,000 4 2,000 Yingli Green Engy ADR(Rep1Ord) COM 98584B103 4650 1,500 1,500 4 1,500 YPF Soc.Anon.ADR(Cnv1Class'D') COM 984245100 6440544 188,100 188,100 3 188,100 Yum Brands Inc Common Stk NPV COM 988498101 18326060.72 371,048 371,048 1 371,048 Yum Brands Inc Common Stk NPV COM 988498101 1259445 25,500 25,500 2 25,500 Yum Brands Inc Common Stk NPV COM 988498101 21815760.56 441,704 441,704 3 441,704 Yum Brands Inc Common Stk NPV COM 988498101 735417.1 14,890 14,890 4 14,890 Yum Brands Inc Common Stk NPV COM 988498101 1422432 28,800 28,800 5 28,800 Yum Brands Inc Common Stk NPV COM 988498101 7704.84 156 156 7 156 Zhongpin Inc ComStock USD0.001 COM 98952K107 209336 27,400 27,400 2 27,400 Zhongpin Inc ComStock USD0.001 COM 98952K107 251356 32,900 32,900 3 32,900 Zipcar Inc Com Stk USD0.001 COM 98974X103 2266936.71 125,871 125,871 3 125,871 24782403232