0001047469-12-008090.txt : 20120810 0001047469-12-008090.hdr.sgml : 20120810 20120810101310 ACCESSION NUMBER: 0001047469-12-008090 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120810 DATE AS OF CHANGE: 20120810 EFFECTIVENESS DATE: 20120810 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: 121022950 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR 1 a2210162z13f-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: June 30th, 2012 --------------- 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: 2804731 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report 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 Signature /s/ Stephen M. DeTore New York, NY 8/08/12 --------------------- ------------- ------- [City, State] [Date] Report Type (Check only one): [X] 13F HOLDING 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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 ------------------ Form 13F Information Table Entry Total: 2,664 ------------------ Form 13F Information Table Value Total: $30,745,218,492.05 ------------------ (billion) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.)

NO. FORM 13F FILE NUMBER NAME 1 28-1732 Schroder Investment Management North America Inc. 2 Schroder Investment Management North America Ltd. 3 Schroder Investment Management Ltd. 4 Schroder Investment Management (Hong Kong) Ltd. 5 Schroder Investment Management (Japan) Ltd. 6 Schroder Investment Management (Singapore) Ltd. 7 Schroder & Co Limited

FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP JUNE 30, 2012

ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 - INVESTMENT ITEM 7 ITEM 8 - VOTING AUTHORITY DISCRETION ------------------------------------------------------------------------------------------------------------------------------------ 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 192100 8,500 8,500 2 8,500 1st SourceCorp CommonStock NPV COM 336901103 587939 26,015 26,015 3 26,015 3M Co Common Stock USD0.01 COM 88579Y101 26694617.6 297,931 297,931 1 297,931 3M Co Common Stock USD0.01 COM 88579Y101 8853734.4 98,814 98,814 2 98,814 3M Co Common Stock USD0.01 COM 88579Y101 73999116.8 825,883 825,883 3 825,883 3M Co Common Stock USD0.01 COM 88579Y101 1873536 20,910 20,910 4 20,910 3M Co Common Stock USD0.01 COM 88579Y101 1245440 13,900 13,900 5 13,900 3M Co Common Stock USD0.01 COM 88579Y101 223910.4 2,499 2,499 7 2,499 3SBio Inc SponADR(EachRep7Ord) COM 88575Y105 21840 1,600 1,600 3 1,600 Aaron's Inc Common Stk USD0.50 COM 2535300 254790 9,000 9,000 2 9,000 Aaron's Inc Common Stk USD0.50 COM 2535300 852131 30,100 30,100 3 30,100 Abbott Laboratories ComStk NPV COM 2824100 12860604.54 199,482 199,482 2 199,482 Abbott Laboratories ComStk NPV COM 2824100 90755514.99 1,407,717 1,407,717 3 1,407,717 Abbott Laboratories ComStk NPV COM 2824100 1125065.97 17,451 17,451 7 17,451 ABM Industries Com Stk USD0.01 COM 957100 11057268 565,300 565,300 1 565,300 AboveNet Inc Com Stock USD0.01 COM 00374N107 67183200 799,800 799,800 1 799,800 AboveNet Inc Com Stock USD0.01 COM 00374N107 16800 200 200 3 200 Acadia Pharma Inc CS USD0.0001 COM 4225108 6160 3,500 3,500 3 3,500 Accenture A NewCS USD0.0000225 COM G1151C101 5014630.68 83,452 83,452 2 83,452 Accenture A NewCS USD0.0000225 COM G1151C101 47490388.89 790,321 790,321 3 790,321 Accenture A NewCS USD0.0000225 COM G1151C101 66759.99 1,111 1,111 7 1,111 ACE Limited CHF30.57(US List.) COM H0023R105 21072193.8 284,260 284,260 1 284,260 ACE Limited CHF30.57(US List.) COM H0023R105 5685771 76,700 76,700 2 76,700 ACE Limited CHF30.57(US List.) COM H0023R105 65057822.34 877,618 877,618 3 877,618 ACE Limited CHF30.57(US List.) COM H0023R105 1103054.4 14,880 14,880 4 14,880 ACE Limited CHF30.57(US List.) COM H0023R105 527509.08 7,116 7,116 7 7,116 Activ.BlizzardCmStk USD0.000001 COM 00507V109 53955 4,500 4,500 3 4,500 Adams Res Engy Com Stk USD0.10 COM 6351308 20960 500 500 3 500 Adobe Systems Inc NPV COM 00724F101 207168 6,400 6,400 2 6,400 Adobe Systems Inc NPV COM 00724F101 1977807 61,100 61,100 3 61,100 Adobe Systems Inc NPV COM 00724F101 8092.5 250 250 7 250 Adv.Micro Devices CmSk USD0.01 COM 7903107 14975928 2,613,600 2,613,600 1 2,613,600 AdvanceAutoPartsCmStk USD0.0001 COM 00751Y106 2756088 40,400 40,400 2 40,400 AdvanceAutoPartsCmStk USD0.0001 COM 00751Y106 26135082 383,100 383,100 3 383,100 Aeropostale Inc Com StkUSD0.01 COM 7865108 165819 9,300 9,300 3 9,300 Aerovironment Inc CS USD0.0001 COM 8073108 47358 1,800 1,800 3 1,800 AES Corp Common Stock USD0.01 COM 00130H105 1204737 93,900 93,900 3 93,900 Aetna Inc Common Stock NPV COM 00817Y108 6564265.01 169,313 169,313 2 169,313 Aetna Inc Common Stock NPV COM 00817Y108 79456207.25 2,049,425 2,049,425 3 2,049,425 AFLAC Inc. Com Stk USD0.10 COM 1055102 7453250 175,000 175,000 2 175,000 AFLAC Inc. Com Stk USD0.10 COM 1055102 88163599.86 2,070,054 2,070,054 3 2,070,054 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 33372 400 400 2 400 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 575667 6,900 6,900 3 6,900 AGCO Corp Common Stock USD0.01 COM 1084102 3050282.46 66,702 66,702 3 66,702 Agilent Technologies USD0.01 COM 00846U101 47088 1,200 1,200 2 1,200 Agilent Technologies USD0.01 COM 00846U101 2777603.4 70,785 70,785 3 70,785 Agnico-EagleMinesComNPV (USLst) COM 8474108 11602673.74 286,769 286,769 3 286,769 Agree Realty Cp REIT USD0.0001 COM 8492100 50899 2,300 2,300 2 2,300 Agree Realty Cp REIT USD0.0001 COM 8492100 1282699.06 57,962 57,962 3 57,962 Agrium Incorporated Common NPV COM 8916108 6292955.025 71,100 71,100 2 71,100 Agrium Incorporated Common NPV COM 8916108 71679501.5 809,860 809,860 3 809,860 Air Methods Corp CmStk USD0.06 COM 9128307 235800 2,400 2,400 2 2,400 Air Products&Chemicals ComUSD1 COM 9158106 6144279.57 76,109 76,109 3 76,109 Aircastle Ltd ComStock USD0.01 COM G0129K104 877240 72,800 72,800 3 72,800 Airgas Inc Common StockUSD0.01 COM 9363102 43926560.73 522,873 522,873 1 522,873 AirmediaGrp ADR (EachRep2 Ord) COM 9411109 3725890 1,565,500 1,565,500 4 1,565,500 Alaska Airgroup Com.Stk USD1 COM 11659109 8978590 250,100 250,100 1 250,100 Alaska Airgroup Com.Stk USD1 COM 11659109 2161180 60,200 60,200 3 60,200 AlaskaCommSysGp ComStk USD0.01 COM 01167P101 8610 4,100 4,100 3 4,100 Albemarle Corp Com Stk USD0.01 COM 12653101 423444 7,100 7,100 2 7,100 Albemarle Corp Com Stk USD0.01 COM 12653101 1789200 30,000 30,000 3 30,000 Alcoa Inc Common Stock USD1 COM 13817101 15855 1,812 1,812 7 1,812 AlexionPharma.ComStk USD0.0001 COM 15351109 982275.6 9,892 9,892 3 9,892 Allegiant Travel ComStkUSD0.01 COM 01748X102 9622808 138,100 138,100 1 138,100 Allegiant Travel ComStkUSD0.01 COM 01748X102 118456 1,700 1,700 2 1,700 Allegiant Travel ComStkUSD0.01 COM 01748X102 20904 300 300 3 300 Allergan Inc Common StkUSD0.01 COM 18490102 1671814.2 18,060 18,060 3 18,060 Alliance Fin Corp Com Stk USD1 COM 19205103 142888.74 4,161 4,161 3 4,161 Alliance Resource Ptnrs LP NPV COM 01877R108 2985584 53,200 53,200 2 53,200 Alliance Resource Ptnrs LP NPV COM 01877R108 41609949.52 741,446 741,446 3 741,446 AlliedWorldAssur.ComStk USD0.03 COM H01531104 3623832 45,600 45,600 2 45,600 AlliedWorldAssur.ComStk USD0.03 COM H01531104 45167489.73 568,359 568,359 3 568,359 ALLISON TRANSMISSION HOLDINGCO COM 01973R101 6254310.08 356,168 356,168 1 356,168 ALLISON TRANSMISSION HOLDINGCO COM 01973R101 344878.4 19,640 19,640 4 19,640 Allstate Corp.Com Stk USD0.01 COM 20002101 21531048.55 613,595 613,595 1 613,595 Allstate Corp.Com Stk USD0.01 COM 20002101 845669 24,100 24,100 2 24,100 Allstate Corp.Com Stk USD0.01 COM 20002101 3001037.16 85,524 85,524 3 85,524 Allstate Corp.Com Stk USD0.01 COM 20002101 952693.5 27,150 27,150 4 27,150 AlmostFamily Inc ComStkUSD0.10 COM 20409108 335100 15,000 15,000 2 15,000 AlmostFamily Inc ComStkUSD0.10 COM 20409108 7542363.78 337,617 337,617 3 337,617 Altera Corp Com Stk USD0.001 COM 21441100 1171506.96 34,619 34,619 3 34,619 Alterra Capital Holdings USD1 COM G0229R108 26084168.25 1,117,095 1,117,095 1 1,117,095 Alterra Capital Holdings USD1 COM G0229R108 1197855 51,300 51,300 3 51,300 Altisource Portolio ComStkUSD1 COM L0175J104 9849435 134,500 134,500 1 134,500 Altria Group ComStockUSD0.3333 COM 02209S103 10640294.4 307,968 307,968 1 307,968 Altria Group ComStockUSD0.3333 COM 02209S103 2601615 75,300 75,300 2 75,300 Altria Group ComStockUSD0.3333 COM 02209S103 9980251.2 288,864 288,864 3 288,864 Altria Group ComStockUSD0.3333 COM 02209S103 1114928.5 32,270 32,270 4 32,270 Altria Group ComStockUSD0.3333 COM 02209S103 2156438.25 62,415 62,415 7 62,415 Amazon Comm.Inc USD0.01 COM 23135106 30161838.1 132,086 132,086 1 132,086 Amazon Comm.Inc USD0.01 COM 23135106 2307705.1 10,106 10,106 2 10,106 Amazon Comm.Inc USD0.01 COM 23135106 22165477.8 97,068 97,068 3 97,068 Amazon Comm.Inc USD0.01 COM 23135106 1847351.5 8,090 8,090 4 8,090 Amazon Comm.Inc USD0.01 COM 23135106 867730 3,800 3,800 5 3,800 Amazon Comm.Inc USD0.01 COM 23135106 170120.75 745 745 7 745 Amdocs Limited Ord USD0.01 COM G02602103 62999534.68 2,119,769 2,119,769 1 2,119,769 Amdocs Limited Ord USD0.01 COM G02602103 439856 14,800 14,800 7 14,800 Amer.Elec.Power Com.USD6.50 COM 25537101 945630 23,700 23,700 2 23,700 Amer.Elec.Power Com.USD6.50 COM 25537101 7094220 177,800 177,800 3 177,800 Amerco Inc Common StockUSD0.25 COM 23586100 422859 4,700 4,700 2 4,700 Amerco Inc Common StockUSD0.25 COM 23586100 1799400 20,000 20,000 3 20,000 Ameresco Inc ClsA CS USD0.0001 COM 02361E108 81124 6,800 6,800 2 6,800 Ameresco Inc ClsA CS USD0.0001 COM 02361E108 4391087.03 368,071 368,071 3 368,071 American Equity Com Stock USD1 COM 25676206 78171 7,100 7,100 2 7,100 American Equity Com Stock USD1 COM 25676206 677115 61,500 61,500 3 61,500 American Express ComStkUSD0.20 COM 25816109 1544136.67 26,527 26,527 2 26,527 American Express ComStkUSD0.20 COM 25816109 29596001.35 508,435 508,435 3 508,435 American Express ComStkUSD0.20 COM 25816109 658180.47 11,307 11,307 4 11,307 American Express ComStkUSD0.20 COM 25816109 1641522 28,200 28,200 5 28,200 American Express ComStkUSD0.20 COM 25816109 179345.01 3,081 3,081 7 3,081 American Greetings Com.'A'USD1 COM 26375105 426904 29,200 29,200 3 29,200 American Intl Grp Wts 19/01/21 COM 26874156 7887.15 765 765 3 765 American Intl Grp Wts 19/01/21 COM 26874156 525.81 51 51 7 51 American Intl.Gp.Com USD2.50 COM 26874784 269556 8,400 8,400 2 8,400 American Intl.Gp.Com USD2.50 COM 26874784 7285874.05 227,045 227,045 3 227,045 American Intl.Gp.Com USD2.50 COM 26874784 3048.55 95 95 7 95 American States Water CS NPV COM 29899101 193942 4,900 4,900 2 4,900 American States Water CS NPV COM 29899101 752020 19,000 19,000 3 19,000 AmericanCapAgency REIT USD0.01 COM 02503X105 648673 19,300 19,300 2 19,300 AmericanCapAgency REIT USD0.01 COM 02503X105 16573091 493,100 493,100 3 493,100 AmericanEagleOut.ComStk USD0.01 COM 02553E106 128245 6,500 6,500 2 6,500 AmericanEagleOut.ComStk USD0.01 COM 02553E106 128245 6,500 6,500 3 6,500 AmericanFinancialGrp ComStkNPV COM 25932104 2349877 59,900 59,900 2 59,900 AmericanFinancialGrp ComStkNPV COM 25932104 41003274.46 1,045,202 1,045,202 3 1,045,202 AmericanScience ComStkUSD0.667 COM 29429107 124190 2,200 2,200 2 2,200 AmericanScience ComStkUSD0.667 COM 29429107 84675 1,500 1,500 3 1,500 AmericanSoftwareA CmStkUSD0.10 COM 29683109 100965 12,700 12,700 2 12,700 AmericanSoftwareA CmStkUSD0.10 COM 29683109 212265 26,700 26,700 3 26,700 AMERICA'S CAR-MART INC COM 03062T105 27195 700 700 2 700 AMERICA'S CAR-MART INC COM 03062T105 1107225 28,500 28,500 3 28,500 Ameriprise Fin.Com Stk USD0.01 COM 03076C106 162006 3,100 3,100 3 3,100 AmerisafeIncCmStkUSD0.01 COM 03071H100 5405385 208,300 208,300 1 208,300 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 5906435 150,100 150,100 2 150,100 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 62201646.8 1,580,728 1,580,728 3 1,580,728 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 32455176.12 1,245,402 1,245,402 2 1,245,402 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 158053248.5 6,064,975 6,064,975 3 6,064,975 Ametek Inc CommonStock USD0.01 COM 31100100 7186990.09 143,999 143,999 1 143,999 Ametek Inc CommonStock USD0.01 COM 31100100 69874 1,400 1,400 3 1,400 Amgen Inc Common Stk USD0.0001 COM 31162100 3224517.66 44,226 44,226 2 44,226 Amgen Inc Common Stk USD0.0001 COM 31162100 21955242.48 301,128 301,128 3 301,128 AmkorTechnology ComStkUSD0.001 COM 31652100 264984 54,300 54,300 3 54,300 Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 1059956 19,300 19,300 3 19,300 Amsurg Corp Common Stock NPV COM 03232P405 2101598 70,100 70,100 2 70,100 Amsurg Corp Common Stock NPV COM 03232P405 27133758.76 905,062 905,062 3 905,062 AmtechSystemsInc ComStkUSD0.01 COM 32332504 499328 132,800 132,800 3 132,800 AmTrustFinancial CmStk USD0.01 COM 32359309 1598398 53,800 53,800 2 53,800 AmTrustFinancial CmStk USD0.01 COM 32359309 11007555 370,500 370,500 3 370,500 Anadarko Petrol.ComStk USD0.10 COM 32511107 489880 7,400 7,400 2 7,400 Anadarko Petrol.ComStk USD0.10 COM 32511107 1314996.8 19,864 19,864 3 19,864 Anadigics Inc ComStock USD0.01 COM 32515108 7536960 4,187,200 4,187,200 1 4,187,200 AnalogDevices Com Stk USD0.166 COM 32654105 3797136 100,800 100,800 2 100,800 AnalogDevices Com Stk USD0.166 COM 32654105 22292201.92 591,776 591,776 3 591,776 Ancestry.com Inc CmStk USD0.01 COM 32803108 886466 32,200 32,200 2 32,200 Ancestry.com Inc CmStk USD0.01 COM 32803108 7452371 270,700 270,700 3 270,700 AngloGoldAshSpADR (Rp1OrdLv1BNY COM 35128206 37774 1,100 1,100 3 1,100 Anheuser-Busch ADR(Rep1OrdNPV) COM 03524A108 110793.15 1,391 1,391 2 1,391 Anika Therapeutics CS USD0.01 COM 35255108 17667 1,300 1,300 2 1,300 Anika Therapeutics CS USD0.01 COM 35255108 1491366.6 109,740 109,740 3 109,740 Anixter Intl Inc Com Stk USD1 COM 35290105 53050 1,000 1,000 2 1,000 Anixter Intl Inc Com Stk USD1 COM 35290105 37135 700 700 3 700 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 768524 45,800 45,800 2 45,800 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 13918657.62 829,479 829,479 3 829,479 Anworth MtgeAsset REIT USD0.01 COM 37347101 102930 14,600 14,600 2 14,600 Anworth MtgeAsset REIT USD0.01 COM 37347101 76140 10,800 10,800 3 10,800 AON Public Ltd Co Com Stk USD1 COM G0408V102 837362 17,900 17,900 2 17,900 AON Public Ltd Co Com Stk USD1 COM G0408V102 8153754 174,300 174,300 3 174,300 Apache Corp CommonStk USD0.625 COM 37411105 23718522.74 269,866 269,866 1 269,866 Apache Corp CommonStk USD0.625 COM 37411105 11184881.4 127,260 127,260 2 127,260 Apache Corp CommonStk USD0.625 COM 37411105 194117193.8 2,208,638 2,208,638 3 2,208,638 Apache Corp CommonStk USD0.625 COM 37411105 1920923.84 21,856 21,856 4 21,856 Apache Corp CommonStk USD0.625 COM 37411105 1661121 18,900 18,900 5 18,900 Apache Corp CommonStk USD0.625 COM 37411105 365710.29 4,161 4,161 7 4,161 ApartmentIn&Mg'A'ComStk USD0.01 COM 03748R101 18651294.66 690,022 690,022 1 690,022 Apollo Commercial REIT USD0.01 COM 03762U105 173556 10,800 10,800 3 10,800 Apollo Grp Cls'A'Com Stk NPV COM 37604105 3825283 105,700 105,700 2 105,700 Apollo Grp Cls'A'Com Stk NPV COM 37604105 31297437.71 864,809 864,809 3 864,809 ApolloGlobalMgmtLP A CmStk NPV COM 37612306 3488120 281,300 281,300 1 281,300 ApolloGlobalMgmtLP A CmStk NPV COM 37612306 225146.8 18,157 18,157 3 18,157 Apple Inc Common Stock NPV COM 37833100 101977496 174,619 174,619 1 174,619 Apple Inc Common Stock NPV COM 37833100 33758704 57,806 57,806 2 57,806 Apple Inc Common Stock NPV COM 37833100 332220664 568,871 568,871 3 568,871 Apple Inc Common Stock NPV COM 37833100 7555208 12,937 12,937 4 12,937 Apple Inc Common Stock NPV COM 37833100 4496800 7,700 7,700 5 7,700 Apple Inc Common Stock NPV COM 37833100 2693408 4,612 4,612 7 4,612 Applied MaterialsComStkUSD0.01 COM 38222105 1152511.5 100,700 100,700 2 100,700 Applied MaterialsComStkUSD0.01 COM 38222105 16536457.04 1,444,863 1,444,863 3 1,444,863 Applied MaterialsComStkUSD0.01 COM 38222105 28154.7 2,460 2,460 7 2,460 AppliedIndustrialTech ComStkNPV COM 03820C105 54843855 1,488,300 1,488,300 1 1,488,300 AppliedIndustrialTech ComStkNPV COM 03820C105 316910 8,600 8,600 2 8,600 AppliedIndustrialTech ComStkNPV COM 03820C105 1448205 39,300 39,300 3 39,300 AptarGroup Inc CommStk USD0.01 COM 38336103 1066945 20,900 20,900 2 20,900 AptarGroup Inc CommStk USD0.01 COM 38336103 3241675 63,500 63,500 3 63,500 AquaAmericaInc Com Stk USD0.50 COM 03836W103 379392 15,200 15,200 2 15,200 AquaAmericaInc Com Stk USD0.50 COM 03836W103 262080 10,500 10,500 3 10,500 Arbor RealtyTrust REIT USD0.01 COM 38923108 32100 6,000 6,000 3 6,000 Arch Capital Com Stk USD0.01 COM G0450A105 3770550 95,000 95,000 2 95,000 Arch Capital Com Stk USD0.01 COM G0450A105 33407073 841,700 841,700 3 841,700 Arch Coal Inc Com Stk USD0.01 COM 39380100 42718 6,200 6,200 2 6,200 Arch Coal Inc Com Stk USD0.01 COM 39380100 351390 51,000 51,000 3 51,000 Archer-Daniels-Midland Com NPV COM 39483102 1321905.6 44,780 44,780 2 44,780 Archer-Daniels-Midland Com NPV COM 39483102 4601459.52 155,876 155,876 3 155,876 Ariad Pharm Inc ComStkUSD0.001 COM 04033A100 605774.79 35,199 35,199 3 35,199 Ariba Inc CommonStock USD0.002 COM 04033V203 8079180 180,500 180,500 1 180,500 Arling.AssetInv A CS USD0.01 COM 41356205 158483 7,300 7,300 2 7,300 Arling.AssetInv A CS USD0.01 COM 41356205 1524042 70,200 70,200 3 70,200 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 21592327.38 907,622 907,622 1 907,622 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 179971.35 7,565 7,565 3 7,565 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 140836.8 5,920 5,920 4 5,920 ARMOURResidentialREIT USD0.0001 COM 42315101 352186.74 49,534 49,534 3 49,534 Arrow FinancialCorp ComStkUSD1 COM 42744102 60425 2,500 2,500 2 2,500 Arrow FinancialCorp ComStkUSD1 COM 42744102 273483.55 11,315 11,315 3 11,315 ArrowElectronicsInc ComStkUSD1 COM 42735100 34646146.03 1,055,963 1,055,963 1 1,055,963 ArrowElectronicsInc ComStkUSD1 COM 42735100 462621 14,100 14,100 2 14,100 ArrowElectronicsInc ComStkUSD1 COM 42735100 12997353.4 396,140 396,140 3 396,140 ArtesianResources A ComStkUSD1 COM 43113208 10770 500 500 3 500 AsburyAutomotive ComStkUSD0.01 COM 43436104 25769982 1,087,800 1,087,800 1 1,087,800 Ascena Retail Group CS USD0.01 COM 04351G101 1266160 68,000 68,000 2 68,000 Ascena Retail Group CS USD0.01 COM 04351G101 5612068 301,400 301,400 3 301,400 AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 35370 3,000 3,000 3 3,000 AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 39351483 3,337,700 3,337,700 4 3,337,700 ASM International NV EUR0.04 COM N07045102 1205196.226 31,762 31,762 2 31,762 ASM International NV EUR0.04 COM N07045102 20256114.93 533,834 533,834 3 533,834 AssistedLiving Cls A CSUSD0.01 COM 04544X300 41238 2,900 2,900 2 2,900 AssistedLiving Cls A CSUSD0.01 COM 04544X300 79632 5,600 5,600 3 5,600 Assurant Inc Com Stock USD0.01 COM 04621X108 268268 7,700 7,700 2 7,700 Assurant Inc Com Stock USD0.01 COM 04621X108 7756115.64 222,621 222,621 3 222,621 AssuredGuarantyLtdCmStk USD0.01 COM G0585R106 1377570 97,700 97,700 2 97,700 AssuredGuarantyLtdCmStk USD0.01 COM G0585R106 23861162.1 1,692,281 1,692,281 3 1,692,281 ASTA FundingInc ComStk USD0.01 COM 46220109 12181 1,300 1,300 3 1,300 Astronic Corp Com Stk USD0.01 COM 46433108 62128 2,200 2,200 2 2,200 Astronic Corp Com Stk USD0.01 COM 46433108 31064 1,100 1,100 3 1,100 AT&T Incorporated Com Stk USD1 COM 00206R102 10383550.12 291,182 291,182 2 291,182 AT&T Incorporated Com Stk USD1 COM 00206R102 56174877.06 1,575,291 1,575,291 3 1,575,291 AT&T Incorporated Com Stk USD1 COM 00206R102 565211 15,850 15,850 7 15,850 Atlas Pipeline Partners LP NPV COM 49392103 24944 800 800 2 800 Atmel Corp Common Stock NPV COM 49513104 29575667 4,407,700 4,407,700 1 4,407,700 Atmel Corp Common Stock NPV COM 49513104 509960 76,000 76,000 2 76,000 Atmel Corp Common Stock NPV COM 49513104 3764981 561,100 561,100 3 561,100 Atmos Energy Corp Comm Stk NPV COM 49560105 101703 2,900 2,900 3 2,900 Atrion Corp Common Stk USD0.10 COM 49904105 573944 2,800 2,800 3 2,800 Atwood Oceanics Inc.ComStkUSD1 COM 50095108 1033032 27,300 27,300 2 27,300 Atwood Oceanics Inc.ComStkUSD1 COM 50095108 5732760 151,500 151,500 3 151,500 AuRico Gold Inc Common NPV COM 05155C105 365795.1248 45,588 45,588 3 45,588 Auto Data ProcessCmStk USD0.10 COM 53015103 2833594.94 50,909 50,909 2 50,909 Auto Data ProcessCmStk USD0.10 COM 53015103 18707326 336,100 336,100 3 336,100 Autodesk Common Stock USD0.01 COM 52769106 9720222 277,800 277,800 1 277,800 Autoliv Inc Common Stock USD1 COM 52800109 9226608 168,800 168,800 1 168,800 Autoliv Inc Common Stock USD1 COM 52800109 306096 5,600 5,600 2 5,600 Autoliv Inc Common Stock USD1 COM 52800109 15559187.64 284,654 284,654 3 284,654 AutoZone Inc CommonStk USD0.01 COM 53332102 293736 800 800 2 800 AutoZone Inc CommonStk USD0.01 COM 53332102 4448631.72 12,116 12,116 3 12,116 Avago Technologies Com Stk NPV COM Y0486S104 1217010 33,900 33,900 3 33,900 Avista Corporation Com Stk NPV COM 05379B107 213600 8,000 8,000 2 8,000 Avista Corporation Com Stk NPV COM 05379B107 6248601 234,030 234,030 3 234,030 Avnet Com.USD1 COM 53807103 23012302 745,700 745,700 1 745,700 Avnet Com.USD1 COM 53807103 496846 16,100 16,100 2 16,100 Avnet Com.USD1 COM 53807103 6347253.94 205,679 205,679 3 205,679 Avon Products Com Stk USD0.25 COM 54303102 601391 37,100 37,100 2 37,100 Avon Products Com Stk USD0.25 COM 54303102 28144012.73 1,736,213 1,736,213 3 1,736,213 AVX Corp. Com Stk USD0.01 COM 2444107 245870 23,000 23,000 2 23,000 AVX Corp. Com Stk USD0.01 COM 2444107 891546 83,400 83,400 3 83,400 Axis Capital Hldgs USD0.0125 COM G0692U109 2561685 78,700 78,700 2 78,700 Axis Capital Hldgs USD0.0125 COM G0692U109 39063222.45 1,200,099 1,200,099 3 1,200,099 AXTIncorporated ComStkUSD0.001 COM 00246W103 72285 18,300 18,300 2 18,300 AXTIncorporated ComStkUSD0.001 COM 00246W103 979600 248,000 248,000 3 248,000 AZZ Incorporated Com Stk USD1 COM 2474104 7639122 124,700 124,700 1 124,700 AZZ Incorporated Com Stk USD1 COM 2474104 208284 3,400 3,400 2 3,400 AZZ Incorporated Com Stk USD1 COM 2474104 1470240 24,000 24,000 3 24,000 BaiduIncADR (EchRp0.10ClsA Shs) COM 56752108 43052651.28 374,436 374,436 2 374,436 BaiduIncADR (EchRp0.10ClsA Shs) COM 56752108 153664676.1 1,336,447 1,336,447 3 1,336,447 BaiduIncADR (EchRp0.10ClsA Shs) COM 56752108 140405642.4 1,221,131 1,221,131 4 1,221,131 BaiduIncADR (EchRp0.10ClsA Shs) COM 56752108 51713749.74 449,763 449,763 6 449,763 Baker Hughes Common Stock USD1 COM 57224107 18562445.1 451,641 451,641 1 451,641 Baker Hughes Common Stock USD1 COM 57224107 3032440.2 73,782 73,782 2 73,782 Baker Hughes Common Stock USD1 COM 57224107 89102786.1 2,167,951 2,167,951 3 2,167,951 Baker Hughes Common Stock USD1 COM 57224107 1605489.3 39,063 39,063 4 39,063 Baker Hughes Common Stock USD1 COM 57224107 2009790 48,900 48,900 5 48,900 Baker Hughes Common Stock USD1 COM 57224107 900418.8 21,908 21,908 7 21,908 Ball Corp. Com Stk NPV COM 58498106 35139251.55 856,011 856,011 1 856,011 Ball Corp. Com Stk NPV COM 58498106 2963153.2 72,184 72,184 2 72,184 Ball Corp. Com Stk NPV COM 58498106 62702356.15 1,527,463 1,527,463 3 1,527,463 Ball Corp. Com Stk NPV COM 58498106 2288127 55,740 55,740 4 55,740 Ball Corp. Com Stk NPV COM 58498106 1465485 35,700 35,700 5 35,700 Ball Corp. Com Stk NPV COM 58498106 897558.25 21,865 21,865 7 21,865 BallantyneStrong ComStkUSD0.01 COM 58516105 128355 21,500 21,500 2 21,500 BallantyneStrong ComStkUSD0.01 COM 58516105 2216064 371,200 371,200 3 371,200 Bally Tech Inc Com Stk USD0.10 COM 05874B107 55884682 1,197,700 1,197,700 1 1,197,700 Bally Tech Inc Com Stk USD0.10 COM 05874B107 214636 4,600 4,600 2 4,600 Bally Tech Inc Com Stk USD0.10 COM 05874B107 74656 1,600 1,600 3 1,600 BancFirst Corp Com Stock USD1 COM 05945F103 104775 2,500 2,500 3 2,500 BancolombiaSAADR (Repr4PrfCOP10 COM 05968L102 1737704 28,100 28,100 2 28,100 BancolombiaSAADR (Repr4PrfCOP10 COM 05968L102 8525138.72 137,858 137,858 3 137,858 Bank of America ComStk USD0.01 COM 60505104 3448279 421,550 421,550 2 421,550 Bank of America ComStk USD0.01 COM 60505104 25625248.78 3,132,671 3,132,671 3 3,132,671 Bank of America ComStk USD0.01 COM 60505104 8204.54 1,003 1,003 7 1,003 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 20737235 451,300 451,300 1 451,300 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 234345 5,100 5,100 3 5,100 Bank of Kentucky Fin ComStkNPV COM 62896105 143856 5,400 5,400 3 5,400 Bank of Montreal Common NPV COM 63671101 993359.1643 18,000 18,000 2 18,000 Bank of Montreal Common NPV COM 63671101 31413107.22 569,216 569,216 3 569,216 Bank Of Nova Scotia Cap.Stk. COM 64149107 4602495.561 88,965 88,965 3 88,965 Bard (C.R) Com.USD0.25 COM 67383109 881008 8,200 8,200 2 8,200 Bard (C.R) Com.USD0.25 COM 67383109 6551583.76 60,979 60,979 3 60,979 Barrick Gold Corp Common NPV COM 67901108 583084.0159 15,500 15,500 2 15,500 Barrick Gold Corp Common NPV COM 67901108 10703767.33 284,536 284,536 3 284,536 Basic Engy Svcs ComStk USD0.01 COM 06985P100 35088 3,400 3,400 3 3,400 Baxter Intl.Comon USD1 COM 71813109 19461510.3 366,162 366,162 1 366,162 Baxter Intl.Comon USD1 COM 71813109 10579294.9 199,046 199,046 2 199,046 Baxter Intl.Comon USD1 COM 71813109 89846248.2 1,690,428 1,690,428 3 1,690,428 Baxter Intl.Comon USD1 COM 71813109 1058216.5 19,910 19,910 4 19,910 Baytex Energy Corp Common NPV COM 07317Q105 828812.595 19,700 19,700 2 19,700 Baytex Energy Corp Common NPV COM 07317Q105 1947919.957 46,300 46,300 3 46,300 BB&T Corp Common Stock USD5 COM 54937107 33935 1,100 1,100 2 1,100 BB&T Corp Common Stock USD5 COM 54937107 9255 300 300 3 300 BCE Incorporated Common NPV COM 05534B760 403554.858 9,800 9,800 2 9,800 BCE Incorporated Common NPV COM 05534B760 12660751.27 307,456 307,456 3 307,456 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 62076242.52 4,174,596 4,174,596 2 4,174,596 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 356018655.3 23,942,075 23,942,075 3 23,942,075 BcoSantan.ChileADR (1039ComNPV) COM 05965X109 10628140.95 137,155 137,155 3 137,155 Becton Dickinson Com.USD1 COM 75887109 9553050 127,800 127,800 2 127,800 Becton Dickinson Com.USD1 COM 75887109 100065283.5 1,338,666 1,338,666 3 1,338,666 Bed Bath & Beyond CmSk USD0.01 COM 75896100 1217460 19,700 19,700 2 19,700 Bed Bath & Beyond CmSk USD0.01 COM 75896100 6118200 99,000 99,000 3 99,000 Bemis Co Inc Com Stk USD0.10 COM 81437105 510842 16,300 16,300 2 16,300 Bemis Co Inc Com Stk USD0.10 COM 81437105 2090378 66,700 66,700 3 66,700 Berkley(W.R.)Corp ComStkUSD0.20 COM 84423102 35060264.68 900,829 900,829 1 900,829 Berkley(W.R.)Corp ComStkUSD0.20 COM 84423102 1595720 41,000 41,000 3 41,000 BerkshireHath.B ComStkUSD0.0033 COM 84670702 5058131 60,700 60,700 2 60,700 BerkshireHath.B ComStkUSD0.0033 COM 84670702 9912936.8 118,960 118,960 3 118,960 BerkshireHathaway CnvCls'A'USD5 COM 84670108 374835 3 3 3 3 Best Buy Co Common Stk USD0.10 COM 86516101 1144416 54,600 54,600 2 54,600 Best Buy Co Common Stk USD0.10 COM 86516101 26382477.76 1,258,706 1,258,706 3 1,258,706 BGC Partners 'A'ComStk USD0.01 COM 05541T101 112704 19,200 19,200 2 19,200 BGC Partners 'A'ComStk USD0.01 COM 05541T101 4924319.52 838,896 838,896 3 838,896 BHPBillitonADR (EachRep2OrdNPV) COM 88606108 89003.9 1,363 1,363 2 1,363 Big Lots Inc Common StkUSD0.01 COM 89302103 82326457 2,018,300 2,018,300 1 2,018,300 Big Lots Inc Common StkUSD0.01 COM 89302103 342636 8,400 8,400 2 8,400 Big Lots Inc Common StkUSD0.01 COM 89302103 2781878 68,200 68,200 3 68,200 Biogen Idec Com Stk USD0.0005 COM 09062X103 1573742 10,900 10,900 2 10,900 Biogen Idec Com Stk USD0.0005 COM 09062X103 10926822.78 75,681 75,681 3 75,681 BioMarin Pharma.ComStkUSD0.001 COM 09061G101 674799.42 17,049 17,049 3 17,049 Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 480048 4,800 4,800 3 4,800 Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 34164 1,300 1,300 3 1,300 Bk of Marin Bancorp ComStk NPV COM 63425102 37010 1,000 1,000 3 1,000 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 667280 30,400 30,400 2 30,400 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 7812005 355,900 355,900 3 355,900 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 351200 16,000 16,000 7 16,000 BkoftheOzarksIncComStk USD0.01 COM 63904106 574528 19,100 19,100 2 19,100 BkoftheOzarksIncComStk USD0.01 COM 63904106 1131008 37,600 37,600 3 37,600 Blackbaud Inc Com.Stk USD0.001 COM 09227Q100 125783 4,900 4,900 2 4,900 Blackbaud Inc Com.Stk USD0.001 COM 09227Q100 161721 6,300 6,300 3 6,300 BlackRock Inc Com Stk USD0.01 COM 09247X101 84910 500 500 2 500 BlackRock Inc Com Stk USD0.01 COM 09247X101 237748 1,400 1,400 3 1,400 Block (H&R) Com NPV COM 93671105 1227264 76,800 76,800 2 76,800 Block (H&R) Com NPV COM 93671105 16592034 1,038,300 1,038,300 3 1,038,300 Bluegreen Corp Com Stk USD0.01 COM 96231105 24304 4,900 4,900 3 4,900 BMC Software Inc ComStkUSD0.01 COM 55921100 4430184 103,800 103,800 2 103,800 BMC Software Inc ComStkUSD0.01 COM 55921100 31943589.92 748,444 748,444 3 748,444 BodyCentralCorp CS USD0.001 COM 09689U102 112500 12,500 12,500 2 12,500 BodyCentralCorp CS USD0.001 COM 09689U102 2178900 242,100 242,100 3 242,100 Boeing Co.Com USD5 COM 97023105 1508290 20,300 20,300 2 20,300 Boeing Co.Com USD5 COM 97023105 7370560 99,200 99,200 3 99,200 Boise Inc Common Stk USD0.0001 COM 09746Y105 56588 8,600 8,600 2 8,600 Boise Inc Common Stk USD0.0001 COM 09746Y105 36848 5,600 5,600 3 5,600 BOK FinancialCpCmStk USD0.00006 COM 05561Q201 1879860 32,300 32,300 2 32,300 BOK FinancialCpCmStk USD0.00006 COM 05561Q201 6436920 110,600 110,600 3 110,600 BONA FILM GROUP LTD-SPON ADR COM 09777B107 4122029.1 723,163 723,163 4 723,163 BoozAllenHamilton A CS USD0.01 COM 99502106 232256 15,200 15,200 2 15,200 BoozAllenHamilton A CS USD0.01 COM 99502106 220032 14,400 14,400 3 14,400 BorgWarnerInc CommonStkUSD0.01 COM 99724106 10317634.95 157,305 157,305 1 157,305 BorgWarnerInc CommonStkUSD0.01 COM 99724106 2990116.92 45,588 45,588 2 45,588 BorgWarnerInc CommonStkUSD0.01 COM 99724106 60261074.86 918,754 918,754 3 918,754 BorgWarnerInc CommonStkUSD0.01 COM 99724106 1179767.33 17,987 17,987 4 17,987 BorgWarnerInc CommonStkUSD0.01 COM 99724106 1456098 22,200 22,200 5 22,200 BorgWarnerInc CommonStkUSD0.01 COM 99724106 406592.41 6,199 6,199 7 6,199 BostonBeerCo Cls'A'CmSkUSD0.01 COM 100557107 871200 7,200 7,200 3 7,200 BostonScientific ComStkUSD0.01 COM 101137107 342870.57 60,471 60,471 3 60,471 BP Prudhoe Bay Units of BenInt COM 55630107 1923405 16,500 16,500 2 16,500 BP Prudhoe Bay Units of BenInt COM 55630107 9547083 81,900 81,900 3 81,900 BP Spon ADR(Rep 6 Ord USD0.25) COM 55622104 32188.76 794 794 7 794 BrasilFoods ADR(EachRep1Share) COM 10552T107 499629.48 32,892 32,892 2 32,892 BrasilFoods ADR(EachRep1Share) COM 10552T107 8385305.32 552,028 552,028 3 552,028 BRE Prop.Class'A' REIT USD0.01 COM 05564E106 11524608 230,400 230,400 3 230,400 Bridge Bancorp Com Stk USD0.01 COM 108035106 77847 3,300 3,300 3 3,300 BridgepointEducation CSUSD0.01 COM 10807M105 1824660 83,700 83,700 2 83,700 BridgepointEducation CSUSD0.01 COM 10807M105 23123260 1,060,700 1,060,700 3 1,060,700 Bristol-MyersSquibb CS USD0.10 COM 110122108 13033492.75 362,545 362,545 2 362,545 Bristol-MyersSquibb CS USD0.10 COM 110122108 163819045.1 4,556,858 4,556,858 3 4,556,858 Bristol-MyersSquibb CS USD0.10 COM 110122108 841553.55 23,409 23,409 4 23,409 Bristol-MyersSquibb CS USD0.10 COM 110122108 2239685 62,300 62,300 5 62,300 Bristol-MyersSquibb CS USD0.10 COM 110122108 1226254.5 34,110 34,110 7 34,110 Bristow Group. Com Stk USD0.01 COM 110394103 52871 1,300 1,300 2 1,300 Bristow Group. Com Stk USD0.01 COM 110394103 264355 6,500 6,500 3 6,500 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 1958.08 58 58 3 58 Broadridge Fin.Com Stk USD0.01 COM 11133T103 1790402.25 84,175 84,175 3 84,175 BrookdaleSeniorLiv CmStkUSD0.01 COM 112463104 29804974 1,680,100 1,680,100 1 1,680,100 Brookfield OfficePropert.ComNPV COM 112900105 365332.287 20,900 20,900 2 20,900 Brookfield OfficePropert.ComNPV COM 112900105 313766.2465 17,950 17,950 3 17,950 BROOKS AUTO COM STK USD0.01 COM 114340102 187856 19,900 19,900 2 19,900 BROOKS AUTO COM STK USD0.01 COM 114340102 1614296.64 171,006 171,006 3 171,006 Brown & Brown Common StkUSD0.1 COM 115236101 27272727 1,000,100 1,000,100 1 1,000,100 Brown-Forman 'B' Com.USD0.15 COM 115637209 435825 4,500 4,500 2 4,500 Brown-Forman 'B' Com.USD0.15 COM 115637209 6365466.25 65,725 65,725 3 65,725 Bryn Mawr Bank Corp ComStkUSD1 COM 117665109 579425 27,500 27,500 1 27,500 Buckeye Techno.Com Stk USD0.01 COM 118255108 1581195 55,500 55,500 3 55,500 Buckle Inc.(The)ComStk USD0.01 COM 118440106 1693596 42,800 42,800 2 42,800 Buckle Inc.(The)ComStk USD0.01 COM 118440106 14494491 366,300 366,300 3 366,300 Buffalo Wild Wings Com Stk NPV COM 119848109 17327.2 200 200 3 200 C&J Energy Services CS USD0.01 COM 12467B304 971250 52,500 52,500 2 52,500 C&J Energy Services CS USD0.01 COM 12467B304 5448768 294,528 294,528 3 294,528 C.H.RobinsonWorld.ComStk USD0.1 COM 12541W209 450681 7,700 7,700 2 7,700 C.H.RobinsonWorld.ComStk USD0.1 COM 12541W209 364524.84 6,228 6,228 3 6,228 CA Inc Common Stock USD0.10 COM 12673P105 7577073 279,700 279,700 2 279,700 CA Inc Common Stock USD0.10 COM 12673P105 70469217 2,601,300 2,601,300 3 2,601,300 Cabot Corp Common Stock USD1 COM 127055101 50951271.8 1,251,874 1,251,874 1 1,251,874 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 3009594 54,700 54,700 2 54,700 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 33134749.62 602,231 602,231 3 602,231 CadenceDesignSyst. ComSkUSD0.01 COM 127387108 12675866 1,153,400 1,153,400 1 1,153,400 CAI Intl Inc Com Stk USD0.0001 COM 12477X106 55664 2,800 2,800 2 2,800 CAI Intl Inc Com Stk USD0.0001 COM 12477X106 37772 1,900 1,900 3 1,900 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 295410 25,800 25,800 2 25,800 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 3488757.75 304,695 304,695 3 304,695 CaliforniaWaterSvcs CS USD0.01 COM 130788102 192088 10,400 10,400 2 10,400 CaliforniaWaterSvcs CS USD0.01 COM 130788102 107126 5,800 5,800 3 5,800 Callon Petroleum ComStkUSD0.01 COM 13123X102 106926 25,100 25,100 3 25,100 Calpine Corp Com Stk USD0.001 COM 131347304 23671922.43 1,433,793 1,433,793 1 1,433,793 Calpine Corp Com Stk USD0.001 COM 131347304 19047603.51 1,153,701 1,153,701 3 1,153,701 Calpine Corp Com Stk USD0.001 COM 131347304 1856054.2 112,420 112,420 4 112,420 Calpine Corp Com Stk USD0.001 COM 131347304 1570101 95,100 95,100 5 95,100 Calpine Corp Com Stk USD0.001 COM 131347304 207084.93 12,543 12,543 7 12,543 Camden Property REIT USD0.01 COM 133131102 17147578 253,400 253,400 3 253,400 Cameco Corp Com NPV (US List.) COM 13321L108 2524.25 115 115 7 115 CampbellSoupCoCapStk USD0.0375 COM 134429109 3848714 115,300 115,300 2 115,300 CampbellSoupCoCapStk USD0.0375 COM 134429109 62374702.5 1,868,625 1,868,625 3 1,868,625 Canadian Imp.Bk.Com.NPV COM 136069101 56226.39659 800 800 3 800 Canadian Nat'l Railway CmSkNPV COM 136375102 2263455.785 26,800 26,800 2 26,800 Canadian Nat'l Railway CmSkNPV COM 136375102 26964514.98 319,268 319,268 3 319,268 CanadianNaturalRes. Common NPV COM 136385101 101798.0283 3,800 3,800 3 3,800 CanonADR (EachRp1OrdJPY50)(MGT) COM 138006309 70214.52 1,758 1,758 2 1,758 Capella EducationComStkUSD0.01 COM 139594105 660440 19,000 19,000 2 19,000 Capella EducationComStkUSD0.01 COM 139594105 5627644 161,900 161,900 3 161,900 Capital One Fin.ComStk USD0.01 COM 14040H105 8591021.52 157,172 157,172 1 157,172 Capital One Fin.ComStk USD0.01 COM 14040H105 4711692 86,200 86,200 2 86,200 Capital One Fin.ComStk USD0.01 COM 14040H105 74286274.26 1,359,061 1,359,061 3 1,359,061 Capital One Fin.ComStk USD0.01 COM 14040H105 347637.6 6,360 6,360 4 6,360 CapitalSourceInc ComStkUSD0.01 COM 14055X102 6.72 1 1 3 1 Capstead Mortgage REIT USD0.01 COM 14067E506 489632 35,200 35,200 2 35,200 Capstead Mortgage REIT USD0.01 COM 14067E506 9632675 692,500 692,500 3 692,500 Carbo Ceramics Com Stk USD0.01 COM 140781105 92076 1,200 1,200 2 1,200 Carbo Ceramics Com Stk USD0.01 COM 140781105 99749 1,300 1,300 3 1,300 Cardinal Health Corp ComStkNPV COM 14149Y108 17990910 428,355 428,355 1 428,355 Cardinal Health Corp ComStkNPV COM 14149Y108 1365000 32,500 32,500 2 32,500 Cardinal Health Corp ComStkNPV COM 14149Y108 2091600 49,800 49,800 3 49,800 Cardinal Health Corp ComStkNPV COM 14149Y108 997500 23,750 23,750 4 23,750 Career Education ComStkUSD0.01 COM 141665109 565974 84,600 84,600 2 84,600 Career Education ComStkUSD0.01 COM 141665109 7670774.07 1,146,603 1,146,603 3 1,146,603 CareFusion Corp ComStk USD0.01 COM 14170T101 41118816 1,601,200 1,601,200 1 1,601,200 Caribou Coffee Com Stk USD0.01 COM 142042209 423448 32,800 32,800 3 32,800 CarnivalCpComStk USD0.01-Paired COM 143658300 1121931.26 32,738 32,738 3 32,738 CarnivalCpComStk USD0.01-Paired COM 143658300 1262815.23 36,849 36,849 7 36,849 CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 11571174 492,600 492,600 1 492,600 Cascade Corp Com Stk USD0.50 COM 147195101 122330 2,600 2,600 2 2,600 Cascade Corp Com Stk USD0.50 COM 147195101 588125 12,500 12,500 3 12,500 Casey's Gen Stores Com Stk NPV COM 147528103 29937425 507,500 507,500 1 507,500 Cash America Com Stock USD0.10 COM 14754D100 13339716 302,900 302,900 1 302,900 Cash America Com Stock USD0.10 COM 14754D100 1497360 34,000 34,000 2 34,000 Cash America Com Stock USD0.10 COM 14754D100 9177495.6 208,390 208,390 3 208,390 Cass Information ComStkUSD0.50 COM 14808P109 24150 600 600 2 600 Cass Information ComStkUSD0.50 COM 14808P109 96600 2,400 2,400 3 2,400 Caterpillar Common Stk USD1 COM 149123101 25754391.74 303,314 303,314 1 303,314 Caterpillar Common Stk USD1 COM 149123101 5134337.88 60,468 60,468 2 60,468 Caterpillar Common Stk USD1 COM 149123101 59252320.75 697,825 697,825 3 697,825 Caterpillar Common Stk USD1 COM 149123101 2091842.76 24,636 24,636 4 24,636 Caterpillar Common Stk USD1 COM 149123101 1545362 18,200 18,200 5 18,200 Caterpillar Common Stk USD1 COM 149123101 304317.44 3,584 3,584 7 3,584 Cathay General Com Stk USD0.01 COM 149150104 34671 2,100 2,100 3 2,100 Cato Corp 'A'ComStk USD0.03333 COM 149205106 60920 2,000 2,000 2 2,000 Cato Corp 'A'ComStk USD0.03333 COM 149205106 5169062 169,700 169,700 3 169,700 CBL & Associates ComStkUSD0.01 COM 124830100 16140.04 826 826 3 826 CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 1115504 40,300 40,300 2 40,300 CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 7974608 288,100 288,100 3 288,100 CBS Corp Cls 'B'ComStkUSD0.001 COM 124857202 1287237.82 39,269 39,269 3 39,269 CEC Entertain. Com Stk USD0.10 COM 125137109 20174439 554,700 554,700 1 554,700 CEC Entertain. Com Stk USD0.10 COM 125137109 381885 10,500 10,500 2 10,500 CEC Entertain. Com Stk USD0.10 COM 125137109 4953594 136,200 136,200 3 136,200 Celadon Grp Inc ComStkUSD0.033 COM 150838100 73710 4,500 4,500 2 4,500 Celanese A USD0.0001 (US List) COM 150870103 12766678.92 368,766 368,766 1 368,766 Celanese A USD0.0001 (US List) COM 150870103 39181773.54 1,131,767 1,131,767 3 1,131,767 Celanese A USD0.0001 (US List) COM 150870103 1019835.96 29,458 29,458 4 29,458 Celanese A USD0.0001 (US List) COM 150870103 875886 25,300 25,300 5 25,300 Celanese A USD0.0001 (US List) COM 150870103 757416.36 21,878 21,878 7 21,878 Celgene Corp Com Stk USD0.01 COM 151020104 1385856 21,600 21,600 2 21,600 Celgene Corp Com Stk USD0.01 COM 151020104 7250144.16 113,001 113,001 3 113,001 Cellcom Israel Limited ILS0.01 COM M2196U109 197723.2209 32,626 32,626 2 32,626 Cellcom Israel Limited ILS0.01 COM M2196U109 2956812.412 487,899 487,899 3 487,899 CemexSAB SpnADR(EachRepr10CPO) COM 151290889 10250530.3 1,523,110 1,523,110 3 1,523,110 Cenovus Energy Inc Common NPV COM 15135U109 12700.96621 400 400 3 400 Centene Corp Com Stk USD0.001 COM 15135B101 6182800 205,000 205,000 1 205,000 Centene Corp Com Stk USD0.001 COM 15135B101 45240 1,500 1,500 2 1,500 CenterPoint Energy CommStk NPV COM 15189T107 1436565 69,500 69,500 3 69,500 CenturyLink Inc Comm Stk USD1 COM 156700106 588401 14,900 14,900 2 14,900 CenturyLink Inc Comm Stk USD1 COM 156700106 9016672.72 228,328 228,328 3 228,328 Cepheid Inc Common Stock NPV COM 15670R107 11028550 247,000 247,000 1 247,000 CeradyneInc. CommonStk USD0.10 COM 156710105 233233 9,100 9,100 2 9,100 CeradyneInc. CommonStk USD0.10 COM 156710105 2545059 99,300 99,300 3 99,300 CFIndustriesHldgs ComStkUSD0.01 COM 125269100 6854908.68 35,382 35,382 2 35,382 CFIndustriesHldgs ComStkUSD0.01 COM 125269100 81105763.68 418,632 418,632 3 418,632 CGI Group Cls'A'Sub Voting NPV COM 39945C109 960125.5579 40,000 40,000 3 40,000 CharmCommIncADR (EachRep2.0) COM 16112R101 7819812 1,201,200 1,201,200 3 1,201,200 Chase Corp Common Stk USD0.10 COM 16150R104 5280 400 400 3 400 CheckPointSoftwareTech ILS1 COM M22465104 149359030 3,011,878 3,011,878 2 3,011,878 CheckPointSoftwareTech ILS1 COM M22465104 56579958.45 1,140,955 1,140,955 3 1,140,955 CheckPointSoftwareTech ILS1 COM M22465104 296796.15 5,985 5,985 4 5,985 CheckPointSoftwareTech ILS1 COM M22465104 1596798 32,200 32,200 5 32,200 CheckPointSoftwareTech ILS1 COM M22465104 406737.18 8,202 8,202 7 8,202 CheesecakeFactory ComStkUSD0.01 COM 163072101 252484 7,900 7,900 2 7,900 CheesecakeFactory ComStkUSD0.01 COM 163072101 214132 6,700 6,700 3 6,700 Chemed Corp Common Stock USD1 COM 16359R103 1371988 22,700 22,700 2 22,700 Chemed Corp Common Stock USD1 COM 16359R103 18174308 300,700 300,700 3 300,700 ChemoCentryx Inc CmStkUSD0.001 COM 16383L106 332085 22,139 22,139 3 22,139 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 669600 36,000 36,000 2 36,000 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 15342042.6 824,841 824,841 3 824,841 ChesapeakeUtil.ComStk USD0.4867 COM 165303108 139904 3,200 3,200 2 3,200 ChesapeakeUtil.ComStk USD0.4867 COM 165303108 227344 5,200 5,200 3 5,200 Chevron Corp Com Stock USD0.75 COM 166764100 18757267 177,794 177,794 2 177,794 Chevron Corp Com Stock USD0.75 COM 166764100 167277318.5 1,585,567 1,585,567 3 1,585,567 Chevron Corp Com Stock USD0.75 COM 166764100 1804050 17,100 17,100 7 17,100 Chico's FAS Common Stk USD0.01 COM 168615102 16240896 1,094,400 1,094,400 1 1,094,400 Chico's FAS Common Stk USD0.01 COM 168615102 151368 10,200 10,200 2 10,200 Chico's FAS Common Stk USD0.01 COM 168615102 158788 10,700 10,700 3 10,700 Childrens Place ComStk USD0.10 COM 168905107 40620768.21 815,187 815,187 1 815,187 Childrens Place ComStk USD0.10 COM 168905107 79728 1,600 1,600 2 1,600 Childrens Place ComStk USD0.10 COM 168905107 64779 1,300 1,300 3 1,300 Chimera Inv Corp REIT USD0.01 COM 16934Q109 157648 66,800 66,800 2 66,800 Chimera Inv Corp REIT USD0.01 COM 16934Q109 828744.68 351,163 351,163 3 351,163 China Lodging Group Spons ADS COM 16949N109 6501612 553,800 553,800 3 553,800 China Lodging Group Spons ADS COM 16949N109 28544636 2,431,400 2,431,400 4 2,431,400 China Lodging Group Spons ADS COM 16949N109 32530366 2,770,900 2,770,900 6 2,770,900 China TransInfo ComStkUSD0.001 COM 169453107 9435 1,700 1,700 3 1,700 ChinaAutomotive ComStk USD0.0001 COM 16936R105 70110 17,100 17,100 2 17,100 ChinaAutomotive ComStkUSD0.0001 COM 16936R105 601880 146,800 146,800 3 146,800 ChinaGreenAgri InUSD0.001 COM 16943W105 75472 21,200 21,200 2 21,200 ChinaGreenAgri InUSD0.001 COM 16943W105 2348354 659,650 659,650 3 659,650 ChinaMingYangWndADR (EchRp1Ord) COM 16951C108 389078.35 338,329 338,329 4 338,329 ChinaMobileLtdSpADR (Rp5HKD0.1) COM 16941M109 78342.11 1,433 1,433 2 1,433 ChinaMobileLtdSpADR (Rp5HKD0.1) COM 16941M109 169477 3,100 3,100 3 3,100 ChinaTechfaithADR (EachRp15Ord) COM 169424108 57072 49,200 49,200 3 49,200 Chubb Corp Com USD1 COM 171232101 546951.02 7,511 7,511 3 7,511 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 3945093.6 125,520 125,520 2 125,520 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 9636438 306,600 306,600 3 306,600 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 301759.43 9,601 9,601 4 9,601 CHURCHILL DOWNS INC COM 171484108 5426317 92,300 92,300 1 92,300 CiaBrasileira ADR(EchRep1Pref) COM 20440T201 88076495.37 2,202,463 2,202,463 2 2,202,463 CiaBrasileira ADR(EchRep1Pref) COM 20440T201 412536.84 10,316 10,316 3 10,316 CiaEnerg.ADR(Rp1PrefShs) (Lvl2) COM 204409601 41440855.5 2,249,775 2,249,775 2 2,249,775 CiaEnerg.ADR(Rp1PrefShs) (Lvl2) COM 204409601 144381872.8 7,838,321 7,838,321 3 7,838,321 CiaSiderNaclSpn (2ADRRp1OrdNPV) COM 20440W105 313590.69 55,307 55,307 3 55,307 Cigna Corp Common Stk USD0.25 COM 125509109 1100000 25,000 25,000 2 25,000 Cigna Corp Common Stk USD0.25 COM 125509109 35124540 798,285 798,285 3 798,285 Cimarex Energy ComStockUSD0.01 COM 171798101 22262968 403,900 403,900 1 403,900 Cimarex Energy ComStockUSD0.01 COM 171798101 975624 17,700 17,700 2 17,700 Cimarex Energy ComStockUSD0.01 COM 171798101 3314806.56 60,138 60,138 3 60,138 CinemarkHoldings ComStkUSD0.001 COM 17243V102 1384710 60,600 60,600 3 60,600 CiscoSysComStkUSD0.001 (US Lst) COM 17275R102 3947125.45 229,885 229,885 2 229,885 CiscoSysComStkUSD0.001 (US Lst) COM 17275R102 29282576.5 1,705,450 1,705,450 3 1,705,450 CiscoSysComStkUSD0.001 (US Lst) COM 17275R102 120190 7,000 7,000 7 7,000 CIT Group Inc Com Stk USD0.01 COM 125581801 17941176 503,400 503,400 1 503,400 Citigroup Inc Com Stk USD0.01 COM 172967424 23996139.32 875,452 875,452 1 875,452 Citigroup Inc Com Stk USD0.01 COM 172967424 8210446.22 299,542 299,542 2 299,542 Citigroup Inc Com Stk USD0.01 COM 172967424 101394331.9 3,699,173 3,699,173 3 3,699,173 Citigroup Inc Com Stk USD0.01 COM 172967424 2149272.92 78,412 78,412 4 78,412 Citigroup Inc Com Stk USD0.01 COM 172967424 1507275.9 54,990 54,990 5 54,990 Citigroup Inc Com Stk USD0.01 COM 172967424 1049830.41 38,301 38,301 7 38,301 Citizens NrthnCorp ComStk USD1 COM 172922106 3810 200 200 2 200 Citizens NrthnCorp ComStk USD1 COM 172922106 350520 18,400 18,400 3 18,400 Citizens Republic Banc CS NPV COM 174420307 294738.78 17,206 17,206 3 17,206 City Holding Co. ComStkUSD2.50 COM 177835105 512088 15,200 15,200 3 15,200 Clean Harbors Com.StockUSD0.01 COM 184496107 146692 2,600 2,600 3 2,600 ClearChan.Out.'A' ComStkUSD0.01 COM 18451C109 2960148.38 491,719 491,719 1 491,719 Cleco Corporation Com Stk USD1 COM 12561W105 75788012.3 1,811,810 1,811,810 1 1,811,810 CliffsNaturalRes CmStk USD0.25 COM 18683K101 3396081 68,900 68,900 2 68,900 CliffsNaturalRes CmStk USD0.25 COM 18683K101 40997105.37 831,753 831,753 3 831,753 Clorox Co. Com Stk USD1 COM 189054109 1623104 22,400 22,400 2 22,400 Clorox Co. Com Stk USD1 COM 189054109 6195330 85,500 85,500 3 85,500 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 172482 10,200 10,200 2 10,200 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 3444567 203,700 203,700 3 203,700 CME Group Inc ComStock USD0.01 COM 12572Q105 80433 300 300 3 300 CMS Energy Common USD0.01 COM 125896100 402414 17,124 17,124 3 17,124 CNA Financial Cp ComStkUSD2.50 COM 126117100 2079000 75,000 75,000 2 75,000 CNA Financial Cp ComStkUSD2.50 COM 126117100 9253102.32 333,806 333,806 3 333,806 CNB FinancialCorp ComStock NPV COM 126128107 65452.03 4,013 4,013 3 4,013 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 1641900 210,500 210,500 2 210,500 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 19912159.8 2,552,841 2,552,841 3 2,552,841 CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 945875 4,700 4,700 2 4,700 CNOOC ADR(Repr 100Ord HKD0.02) COM 126132109 1288603.75 6,403 6,403 3 6,403 Coach Inc Common Stock USD0.01 COM 189754104 46784 800 800 2 800 Coach Inc Common Stock USD0.01 COM 189754104 827784.4 14,155 14,155 3 14,155 Coach Inc Common Stock USD0.01 COM 189754104 223159.68 3,816 3,816 7 3,816 Coca-Cola Co Comm Stk USD0.25 COM 191216100 43864355.43 560,997 560,997 1 560,997 Coca-Cola Co Comm Stk USD0.25 COM 191216100 12261521.23 156,817 156,817 2 156,817 Coca-Cola Co Comm Stk USD0.25 COM 191216100 78029632.31 997,949 997,949 3 997,949 Coca-Cola Co Comm Stk USD0.25 COM 191216100 3132291.4 40,060 40,060 4 40,060 Coca-Cola Co Comm Stk USD0.25 COM 191216100 2531479.44 32,376 32,376 7 32,376 CocaColaFemsaADS SerL Rep10NPV COM 191241108 3808608 29,100 29,100 3 29,100 CognizantTech. A ComStkUSD0.01 COM 192446102 13129080 218,818 218,818 1 218,818 CognizantTech. A ComStkUSD0.01 COM 192446102 2750760 45,846 45,846 2 45,846 CognizantTech. A ComStkUSD0.01 COM 192446102 60985260 1,016,421 1,016,421 3 1,016,421 CognizantTech. A ComStkUSD0.01 COM 192446102 1588800 26,480 26,480 4 26,480 CognizantTech. A ComStkUSD0.01 COM 192446102 1710000 28,500 28,500 5 28,500 CognizantTech. A ComStkUSD0.01 COM 192446102 426240 7,104 7,104 7 7,104 Cogo Group Inc Com Stk USD0.01 COM G22538105 11764 6,800 6,800 2 6,800 Cogo Group Inc Com Stk USD0.01 COM G22538105 51554 29,800 29,800 3 29,800 Cohen&SteersInc ComStk USD0.01 COM 19247A100 110432 3,200 3,200 2 3,200 Coinstar Inc ComStock USD0.001 COM 19259P300 1256478 18,300 18,300 2 18,300 Coinstar Inc ComStock USD0.001 COM 19259P300 10889476 158,600 158,600 3 158,600 Coleman Cable Inc CS USD0.001 COM 193459302 25201 2,900 2,900 3 2,900 Colgate-Palmolive Com USD1 COM 194162103 16732409.4 160,734 160,734 1 160,734 Colgate-Palmolive Com USD1 COM 194162103 7900565.4 75,894 75,894 2 75,894 Colgate-Palmolive Com USD1 COM 194162103 62537554.5 600,745 600,745 3 600,745 Colgate-Palmolive Com USD1 COM 194162103 1002483 9,630 9,630 4 9,630 Colgate-Palmolive Com USD1 COM 194162103 303972 2,920 2,920 7 2,920 Collective Brands CmStkUSD0.01 COM 19421W100 8810046 411,300 411,300 1 411,300 Colonial Props. REIT USD0.01 COM 195872106 23129967.96 1,044,714 1,044,714 1 1,044,714 Colony Fin Inc REIT USD0.01 COM 19624R106 25950 1,500 1,500 2 1,500 Colony Fin Inc REIT USD0.01 COM 19624R106 1427250 82,500 82,500 3 82,500 Columbia Bkng System ComStkNPV COM 197236102 943802.91 50,229 50,229 3 50,229 COLUMBIA LABORATORIES INC COM 197779101 13396 19,700 19,700 2 19,700 COLUMBIA LABORATORIES INC COM 197779101 104312 153,400 153,400 3 153,400 Comcast Corp Cls A ComStk USD1 COM 20030N101 37256015.71 1,165,343 1,165,343 1 1,165,343 Comcast Corp Cls A ComStk USD1 COM 20030N101 6952419.99 217,467 217,467 2 217,467 Comcast Corp Cls A ComStk USD1 COM 20030N101 89048598.6 2,785,380 2,785,380 3 2,785,380 Comcast Corp Cls A ComStk USD1 COM 20030N101 2848143.36 89,088 89,088 4 89,088 Comcast Corp Cls A ComStk USD1 COM 20030N101 2113217 66,100 66,100 5 66,100 Comcast Corp Cls A ComStk USD1 COM 20030N101 576898.65 18,045 18,045 7 18,045 Comerica Common Stk USD5 COM 200340107 44291036.85 1,442,235 1,442,235 1 1,442,235 Comerica Common Stk USD5 COM 200340107 107485 3,500 3,500 2 3,500 Comerica Common Stk USD5 COM 200340107 5530871 180,100 180,100 3 180,100 CommerceBancshares Com StkUSD5 COM 200525103 2253799.3 59,467 59,467 2 59,467 CommerceBancshares Com StkUSD5 COM 200525103 19051155.1 502,669 502,669 3 502,669 CommonWealth REIT USD0.01 COM 203233101 133840 7,000 7,000 2 7,000 CommonWealth REIT USD0.01 COM 203233101 88793.28 4,644 4,644 3 4,644 Commun.Systems Inc CS USD0.05 COM 203900105 136274 12,200 12,200 3 12,200 Community Bank Sys.ComStk USD1 COM 203607106 1228536 45,300 45,300 2 45,300 Community Bank Sys.ComStk USD1 COM 203607106 6410706.96 236,383 236,383 3 236,383 Community Tst Bancp ComStkUSD5 COM 204149108 100470 3,000 3,000 2 3,000 Community Tst Bancp ComStkUSD5 COM 204149108 1155405 34,500 34,500 3 34,500 Comp.deBebidasSpnADR (1PrefNPV) COM 20441W203 55543504.71 1,449,087 1,449,087 2 1,449,087 Comp.deBebidasSpnADR (1PrefNPV) COM 20441W203 273536640.5 7,136,359 7,136,359 3 7,136,359 Compass Diversified LP NPV COM 20451Q104 13912536 996,600 996,600 1 996,600 CompdeMinasBueSpADR (Rp1CmPEN4) COM 204448104 12803058 337,100 337,100 2 337,100 CompdeMinasBueSpADR (Rp1CmPEN4) COM 204448104 42736843.08 1,125,246 1,125,246 3 1,125,246 CompParaDeEnerg ADR1000Pr'B'Shs COM 20441B407 21680 1,000 1,000 2 1,000 CompParaDeEnerg ADR1000Pr'B'Shs COM 20441B407 3382080 156,000 156,000 3 156,000 CompSanBasEstSpnADR (Rp250ComSh COM 20441A102 121376 1,600 1,600 2 1,600 CompSanBasEstSpnADR (Rp250ComSh COM 20441A102 166892 2,200 2,200 3 2,200 ComputerProg&Sys ComStkUSD0.001 COM 205306103 263212 4,600 4,600 2 4,600 ComputerProg&Sys ComStkUSD0.001 COM 205306103 898354 15,700 15,700 3 15,700 comScore Inc Com Stk USD0.001 COM 20564W105 3905958 237,300 237,300 1 237,300 Comtech Telecomm.ComStkUSD0.10 COM 205826209 77166 2,700 2,700 2 2,700 Comtech Telecomm.ComStkUSD0.10 COM 205826209 1037454 36,300 36,300 3 36,300 Conagra Foods Inc Com Stk USD5 COM 205887102 285230 11,000 11,000 3 11,000 ConchoResourcsInc CmStkUSD0.001 COM 20605P101 14666261.12 172,301 172,301 1 172,301 Concord Medical Svcs Hldg ADR COM 206277105 1118316.54 381,678 381,678 2 381,678 Concord Medical Svcs Hldg ADR COM 206277105 164.08 56 56 3 56 Concord Medical Svcs Hldg ADR COM 206277105 198328.77 67,689 67,689 6 67,689 ConocoPhillips CommStk USD0.01 COM 20825C104 21815049.08 390,391 390,391 1 390,391 ConocoPhillips CommStk USD0.01 COM 20825C104 6023361.08 107,791 107,791 2 107,791 ConocoPhillips CommStk USD0.01 COM 20825C104 66613989.2 1,192,090 1,192,090 3 1,192,090 ConocoPhillips CommStk USD0.01 COM 20825C104 1142187.2 20,440 20,440 4 20,440 ConocoPhillips CommStk USD0.01 COM 20825C104 542036 9,700 9,700 5 9,700 ConocoPhillips CommStk USD0.01 COM 20825C104 1202034.68 21,511 21,511 7 21,511 Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 254560 17,200 17,200 2 17,200 Cons.Comm.Hldgs ComStk USD0.01 COM 209034107 3456421.6 233,542 233,542 3 233,542 Consol Energy Comm Stk USD0.01 COM 20854P109 42336 1,400 1,400 7 1,400 Consolid.Edison ComStk USD0.10 COM 209115104 1166684.4 18,760 18,760 2 18,760 Consolid.Edison ComStk USD0.10 COM 209115104 6425532.99 103,321 103,321 3 103,321 ConsolidatedGrap. ComStkUSD0.01 COM 209341106 153965 5,300 5,300 3 5,300 ContangoOil And Gas CS USD0.04 COM 21075N204 740000 12,500 12,500 2 12,500 ContangoOil And Gas CS USD0.04 COM 21075N204 1405940.8 23,749 23,749 3 23,749 Convergys Corp Common Stk NPV COM 212485106 121114 8,200 8,200 2 8,200 Convergys Corp Common Stk NPV COM 212485106 45787 3,100 3,100 3 3,100 Cooper Companies ComStkUSD0.10 COM 216648402 23975856 300,600 300,600 1 300,600 Cooper Tire&Rubber ComStk USD1 COM 216831107 191186 10,900 10,900 2 10,900 Cooper Tire&Rubber ComStk USD1 COM 216831107 155281.62 8,853 8,853 3 8,853 Core-Mark Hldg Co CmStkUSD0.01 COM 218681104 14442 300 300 3 300 Corning Inc Common StkUSD0.50 COM 219350105 1046037 80,900 80,900 2 80,900 Corning Inc Common StkUSD0.50 COM 219350105 6023957.7 465,890 465,890 3 465,890 CorVel Corp CommStockUSD0.0001 COM 221006109 58800 1,200 1,200 2 1,200 CorVel Corp CommStockUSD0.0001 COM 221006109 93100 1,900 1,900 3 1,900 CostcoWholesaleCom Stk USD0.01 COM 22160K105 1137435 11,973 11,973 2 11,973 CostcoWholesaleCom Stk USD0.01 COM 22160K105 8208000 86,400 86,400 3 86,400 Courier Corp Common Stock USD1 COM 222660102 31800 2,400 2,400 3 2,400 Covance Inc CommonStockUSD0.01 COM 222816100 406725 8,500 8,500 3 8,500 CoventryHlthCare CmStkUSD0.01 COM 222862104 16069845 505,500 505,500 1 505,500 CoventryHlthCare CmStkUSD0.01 COM 222862104 384659 12,100 12,100 2 12,100 CoventryHlthCare CmStkUSD0.01 COM 222862104 8483797.3 266,870 266,870 3 266,870 Covidien USD0.20(PostCons)(US) COM G2554F113 21400 400 400 2 400 Covidien USD0.20(PostCons)(US) COM G2554F113 11037157 206,302 206,302 3 206,302 CPFL Energia ADR(1Repr2ComShs) COM 126153105 189924 7,600 7,600 2 7,600 CPFL Energia ADR(1Repr2ComShs) COM 126153105 734706 29,400 29,400 3 29,400 CrackerBarrelOld ComStkUSD0.01 COM 22410J106 144440 2,300 2,300 2 2,300 CrackerBarrelOld ComStkUSD0.01 COM 22410J106 87920 1,400 1,400 3 1,400 Crawford & Co 'B'ComStock USD1 COM 224633107 35992 8,800 8,800 3 8,800 Crawford And Co A Com Stk USD1 COM 224633206 7334 1,900 1,900 3 1,900 Credicorp ComStkUSD5(PeruLst.) COM G2519Y108 985770 8,100 8,100 3 8,100 CreditAcceptance CmStk USD0.01 COM 225310101 160417 1,900 1,900 2 1,900 CreditAcceptance CmStk USD0.01 COM 225310101 177303 2,100 2,100 3 2,100 Cree Inc Common Stk USD0.0025 COM 225447101 416880.8 16,240 16,240 4 16,240 CreXus Inv Corp REIT USD0.01 COM 226553105 910215 89,500 89,500 2 89,500 CreXus Inv Corp REIT USD0.01 COM 226553105 8063793 792,900 792,900 3 792,900 Crocs Inc Comm Stock USD0.001 COM 227046109 29070 1,800 1,800 3 1,800 Crosstex Energy ComStk USD0.01 COM 22765Y104 114800 8,200 8,200 2 8,200 Crown Holdings Common Stk USD5 COM 228368106 50444556.65 1,462,585 1,462,585 1 1,462,585 CSG Systems Intl ComStkUSD0.01 COM 126349109 1182401.28 68,426 68,426 3 68,426 CSX Corp Com USD1 COM 126408103 5557264.96 248,536 248,536 2 248,536 CSX Corp Com USD1 COM 126408103 40671923.24 1,818,959 1,818,959 3 1,818,959 CTC Media Inc Common Stock NPV COM 12642X106 358670 44,500 44,500 2 44,500 CTC Media Inc Common Stock NPV COM 12642X106 19914728.6 2,470,810 2,470,810 3 2,470,810 Ctrip.comIntlADR (Rep0.25 Ord) COM 22943F100 6972160 416,000 416,000 4 416,000 Ctrip.comIntlADR (Rep0.25 Ord) COM 22943F100 2932798.88 174,988 174,988 6 174,988 Cubic Corp. Common Stock NPV COM 229669106 326944 6,800 6,800 2 6,800 Cubic Corp. Common Stock NPV COM 229669106 1803000 37,500 37,500 3 37,500 Cullen Frost Bankers CmSk USD5 COM 229899109 23229121.95 404,055 404,055 1 404,055 Cullen Frost Bankers CmSk USD5 COM 229899109 2518062 43,800 43,800 2 43,800 Cullen Frost Bankers CmSk USD5 COM 229899109 15200356 264,400 264,400 3 264,400 Cummins Inc Common Stk USD2.50 COM 231021106 6454206 66,600 66,600 2 66,600 Cummins Inc Common Stk USD2.50 COM 231021106 45935243.09 473,999 473,999 3 473,999 Cummins Inc Common Stk USD2.50 COM 231021106 213202 2,200 2,200 7 2,200 CVB Financial Corp Com Stk NPV COM 126600105 3690009.35 316,739 316,739 1 316,739 CVB Financial Corp Com Stk NPV COM 126600105 1156845 99,300 99,300 2 99,300 CVB Financial Corp Com Stk NPV COM 126600105 7056405 605,700 605,700 3 605,700 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 1706439.41 36,517 36,517 2 36,517 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 8607432.35 184,195 184,195 3 184,195 Cyberonics Inc Com Stk USD0.01 COM 23251P102 121338 2,700 2,700 3 2,700 CYS Investments REIT USD0.01 COM 12673A108 634797 46,100 46,100 3 46,100 Dana Holding Cp ComStk USD0.01 COM 235825205 124257 9,700 9,700 2 9,700 Dana Holding Cp ComStk USD0.01 COM 235825205 101199 7,900 7,900 3 7,900 Danaher Corp Com Stock USD0.01 COM 235851102 255192 4,900 4,900 2 4,900 Danaher Corp Com Stock USD0.01 COM 235851102 16727054.4 321,180 321,180 3 321,180 Danaher Corp Com Stock USD0.01 COM 235851102 595795.2 11,440 11,440 4 11,440 Danaher Corp Com Stock USD0.01 COM 235851102 165666.48 3,181 3,181 7 3,181 Darden Restaurants CmSkUSD0.01 COM 237194105 1685979 33,300 33,300 2 33,300 Darden Restaurants CmSkUSD0.01 COM 237194105 27323188.32 539,664 539,664 3 539,664 Darling Intl Com Stk USD0.01 COM 237266101 1729801 104,900 104,900 2 104,900 Darling Intl Com Stk USD0.01 COM 237266101 24225459 1,469,100 1,469,100 3 1,469,100 DaVita Inc Com Stk USD0.001 COM 23918K108 51984517.2 529,320 529,320 1 529,320 DaVita Inc Com Stk USD0.001 COM 23918K108 6216693 63,300 63,300 2 63,300 DaVita Inc Com Stk USD0.001 COM 23918K108 58373077.7 594,370 594,370 3 594,370 DaVita Inc Com Stk USD0.001 COM 23918K108 1129415 11,500 11,500 4 11,500 DDR Corporation REIT USD0.10 COM 23317H102 15751176 1,075,900 1,075,900 3 1,075,900 Deere & Company CommonStk USD1 COM 244199105 2675826.56 33,088 33,088 2 33,088 Deere & Company CommonStk USD1 COM 244199105 10845799.18 134,114 134,114 3 134,114 Delek US Hldgs Com Stk USD0.01 COM 246647101 816176 46,400 46,400 3 46,400 Dell Inc Common Stock USD0.01 COM 24702R101 5264195.49 420,799 420,799 2 420,799 Dell Inc Common Stock USD0.01 COM 24702R101 65526053.94 5,237,894 5,237,894 3 5,237,894 Delphi Auto USD0.01(US List) COM G27823106 68850 2,700 2,700 2 2,700 Delphi Auto USD0.01(US List) COM G27823106 130050 5,100 5,100 3 5,100 Deluxe Corp Common Stock USD1 COM 248019101 6390924.88 256,252 256,252 3 256,252 DenburyResources ComStkUSD0.001 COM 247916208 482009 31,900 31,900 2 31,900 DenburyResources ComStkUSD0.001 COM 247916208 7440164 492,400 492,400 3 492,400 Dentsply Intl Inc. ComStk USD1 COM 249030107 52737463.62 1,394,802 1,394,802 1 1,394,802 Dentsply Intl Inc. ComStk USD1 COM 249030107 1514441.74 40,054 40,054 3 40,054 Dentsply Intl Inc. ComStk USD1 COM 249030107 659406.4 17,440 17,440 4 17,440 DesarrolladoraADR(Rep6 OrdNPV) COM 25030W100 12320 800 800 3 800 DestinationMaternityCS USD0.01 COM 25065D100 34560 1,600 1,600 2 1,600 DestinationMaternityCS USD0.01 COM 25065D100 1360800 63,000 63,000 3 63,000 Devon Energy Com Stk USD0.10 COM 25179M103 1855680 32,000 32,000 2 32,000 Devon Energy Com Stk USD0.10 COM 25179M103 73852468.62 1,273,538 1,273,538 3 1,273,538 DeVry Inc Common Stock USD0.01 COM 251893103 7878768 254,400 254,400 1 254,400 DeVry Inc Common Stock USD0.01 COM 251893103 2443533 78,900 78,900 2 78,900 DeVry Inc Common Stock USD0.01 COM 251893103 31196081 1,007,300 1,007,300 3 1,007,300 DHT Holdings Inc CmStk USD0.01 COM Y2065G105 17046.12 27,300 27,300 2 27,300 DHT Holdings Inc CmStk USD0.01 COM Y2065G105 216956.5216 347,464 347,464 3 347,464 DiageoSponADR (Repr4OrdGBP0.28) COM 25243Q205 115232.26 1,118 1,118 2 1,118 DiamondHillInvGrp 'A'ComStk NPV COM 25264R207 23487 300 300 3 300 DiamondO/ShDrill ComStkUSD0.01 COM 25271C102 4091796 69,200 69,200 2 69,200 DiamondO/ShDrill ComStkUSD0.01 COM 25271C102 31895786.34 539,418 539,418 3 539,418 DiamondRock Hospi.REIT USD0.01 COM 252784301 10508040 1,030,200 1,030,200 3 1,030,200 Dice Holdings ComStock USD0.01 COM 253017107 175593 18,700 18,700 2 18,700 Dice Holdings ComStock USD0.01 COM 253017107 681714 72,600 72,600 3 72,600 Diebold Inc Com Stock USD1.25 COM 253651103 118112 3,200 3,200 2 3,200 Diebold Inc Com Stock USD1.25 COM 253651103 239915 6,500 6,500 3 6,500 Digimarc Corp ComStck USD0.001 COM 25381B101 10264 400 400 3 400 DigitalGeneration CmStkUSD0.001 COM 25400B108 491089 39,700 39,700 3 39,700 DigitalRealty Tst REIT USD0.01 COM 253868103 22191292.56 295,608 295,608 1 295,608 DIRECTV Class A ComStk USD0.01 COM 25490A101 1394103.92 28,556 28,556 2 28,556 DIRECTV Class A ComStk USD0.01 COM 25490A101 32533257.44 666,392 666,392 3 666,392 DiscoverFin SvcsComStk USD0.01 COM 254709108 7207094.44 208,418 208,418 2 208,418 DiscoverFin SvcsComStk USD0.01 COM 254709108 82511095.94 2,386,093 2,386,093 3 2,386,093 DiscoveryCommun'A' CmStkUSD0.01 COM 25470F104 945000 17,500 17,500 2 17,500 DiscoveryCommun'A' CmStkUSD0.01 COM 25470F104 3083400 57,100 57,100 3 57,100 DISH NetworkCls'A' CmStkUSD0.01 COM 25470M109 117055 4,100 4,100 3 4,100 Dolby Lab.Cls'A' ComStkUSD0.001 COM 25659T107 900340 21,800 21,800 2 21,800 Dolby Lab.Cls'A' ComStkUSD0.001 COM 25659T107 5129460 124,200 124,200 3 124,200 Dollar General ComStk USD0.875 COM 256677105 29321159.49 539,091 539,091 1 539,091 Dollar General ComStk USD0.875 COM 256677105 2821535.64 51,876 51,876 2 51,876 Dollar General ComStk USD0.875 COM 256677105 78852337.62 1,449,758 1,449,758 3 1,449,758 Dollar General ComStk USD0.875 COM 256677105 4230127.86 77,774 77,774 4 77,774 Dollar General ComStk USD0.875 COM 256677105 2365965 43,500 43,500 5 43,500 Dollar General ComStk USD0.875 COM 256677105 641747.61 11,799 11,799 7 11,799 Dollar Tree Inc ComStk USD0.01 COM 256746108 188300 3,500 3,500 2 3,500 Dollar Tree Inc ComStk USD0.01 COM 256746108 6668187.2 123,944 123,944 3 123,944 DominionRes(Virginia) ComStkNPV COM 25746U109 4838346 89,599 89,599 2 89,599 DominionRes(Virginia) ComStkNPV COM 25746U109 74746314 1,384,191 1,384,191 3 1,384,191 DominionRes(Virginia) ComStkNPV COM 25746U109 847260 15,690 15,690 4 15,690 DominionRes(Virginia) ComStkNPV COM 25746U109 1927800 35,700 35,700 5 35,700 DominionRes(Virginia) ComStkNPV COM 25746U109 434160 8,040 8,040 7 8,040 Domino's Pizza Com.Stk USD0.01 COM 25754A201 22793034 737,400 737,400 1 737,400 Domstar Corp Com Stk USD0.01 COM 257559203 398892 5,200 5,200 2 5,200 Domstar Corp Com Stk USD0.01 COM 257559203 11700806.43 152,533 152,533 3 152,533 Donaldson Common Stock USD5 COM 257651109 260286 7,800 7,800 3 7,800 Donnelley(R.R) Common USD1.25 COM 257867101 808810.86 68,718 68,718 3 68,718 Doral Fin.Corp Com Stk USD0.01 COM 25811P886 30750 20,500 20,500 2 20,500 Dorchester Min. LP Com Uts NPV COM 25820R105 140480 6,400 6,400 2 6,400 Dorchester Min. LP Com Uts NPV COM 25820R105 596535.15 27,177 27,177 3 27,177 Dorman Products ComStk USD0.01 COM 258278100 200720 8,000 8,000 2 8,000 Dorman Products ComStk USD0.01 COM 258278100 205738 8,200 8,200 3 8,200 Douglas Dynamics ComStkUSD0.01 COM 25960R105 682575 47,900 47,900 3 47,900 Dover Corp Common Stock USD1 COM 260003108 12581302.02 234,682 234,682 1 234,682 Dover Corp Common Stock USD1 COM 260003108 2342757 43,700 43,700 2 43,700 Dover Corp Common Stock USD1 COM 260003108 29930463 558,300 558,300 3 558,300 Dow Chemical Com USD2.50 COM 260543103 592200 18,800 18,800 2 18,800 Dow Chemical Com USD2.50 COM 260543103 482895 15,330 15,330 3 15,330 Dresser-Rand Grp ComStkUSD0.01 COM 261608103 20880352 468,800 468,800 1 468,800 DrPepper Snapple ComStkUSD0.01 COM 26138E109 367500 8,400 8,400 2 8,400 DrReddy'sLabADR (EachRep1/2Ord) COM 256135203 5481391.44 184,683 184,683 2 184,683 DrReddy'sLabADR (EachRep1/2Ord) COM 256135203 22421192.08 755,431 755,431 3 755,431 DSW Inc Class 'A' Com Stk NPV COM 23334L102 571200 10,500 10,500 2 10,500 DSW Inc Class 'A' Com Stk NPV COM 23334L102 3313177.6 60,904 60,904 3 60,904 DTE Energy Company NPV COM 233331107 41531 700 700 3 700 Duke Engy Corp CommonStock NPV COM 26441C105 2517460.2 109,170 109,170 2 109,170 Duke Engy Corp CommonStock NPV COM 26441C105 11729561.24 508,654 508,654 3 508,654 Dun&Brad.ComStkUSD0.01 (Sep00Nw COM 26483E100 5337.75 75 75 7 75 DuPont(EI)DeNemours CmStkUSD0.3 COM 263534109 2129452.13 42,109 42,109 2 42,109 DuPont(EI)DeNemours CmStkUSD0.3 COM 263534109 13480495.47 266,571 266,571 3 266,571 Dusa Pharm Inc Common Stk NPV COM 266898105 22968 4,400 4,400 3 4,400 DvrDwnsGmng&EntInc ComStkUSD0.1 COM 260095104 12423 4,100 4,100 3 4,100 DXP Enterprises ComStk USD0.01 COM 233377407 136917 3,300 3,300 2 3,300 DXP Enterprises ComStk USD0.01 COM 233377407 12447 300 300 3 300 DycomIndustries ComStkUSD0.333 COM 267475101 7907389 424,900 424,900 1 424,900 DynamicsResearch ComStkUSD0.10 COM 268057106 2324 400 400 3 400 Dynavax Techn.Com Stk USD0.001 COM 268158102 324972 75,225 75,225 3 75,225 Dynex Capital Inc REIT USD0.01 COM 26817Q506 180612 17,400 17,400 2 17,400 Dynex Capital Inc REIT USD0.01 COM 26817Q506 175422 16,900 16,900 3 16,900 East West Banc.ComStk USD0.001 COM 27579R104 2259198 96,300 96,300 3 96,300 Eastman Chemical ComStkUSD0.01 COM 277432100 574218 11,400 11,400 2 11,400 Eastman Chemical ComStkUSD0.01 COM 277432100 7192836 142,800 142,800 3 142,800 Eaton Corp Com Stk USD0.50 COM 278058102 110964 2,800 2,800 2 2,800 Eaton Corp Com Stk USD0.50 COM 278058102 107001 2,700 2,700 3 2,700 Eaton Vance CpComStkUSD0.00781 COM 278265103 371910 13,800 13,800 2 13,800 Eaton Vance CpComStkUSD0.00781 COM 278265103 2587200 96,000 96,000 3 96,000 eBay Inc Common Stock USD0.001 COM 278642103 588140 14,000 14,000 2 14,000 eBay Inc Common Stock USD0.001 COM 278642103 15947122.03 379,603 379,603 3 379,603 Ebix Inc.Common Stock USD0.10 COM 278715206 798000 40,000 40,000 2 40,000 Ebix Inc.Common Stock USD0.10 COM 278715206 5512185 276,300 276,300 3 276,300 Ecolab Common Stk USD1 COM 278865100 7302488.27 106,559 106,559 3 106,559 Ecopetrol SpnADR(EachRep20Ord) COM 279158109 32352621 579,900 579,900 2 579,900 Ecopetrol SpnADR(EachRep20Ord) COM 279158109 100390590.2 1,799,437 1,799,437 3 1,799,437 Edgen Grp Inc ComStkUSD0.01 COM 28014Q107 4350320 578,500 578,500 1 578,500 Edison Intl Common Stock NPV COM 281020107 5691054.6 123,183 123,183 3 123,183 E-House ADS(Rep 1Ord USD0.001) COM 26852W103 469700 85,400 85,400 3 85,400 EinsteinNoahRest. CS USD0.001 COM 28257U104 14048 800 800 3 800 El Paso Electric Co ComStk NPV COM 283677854 281860 8,500 8,500 2 8,500 El Paso Electric Co ComStk NPV COM 283677854 242068 7,300 7,300 3 7,300 EldoradoGoldCorpLtd CommonNPV COM 284902103 7425175.771 603,636 603,636 3 603,636 Electro Rent Corp Com Stk NPV COM 285218103 2785068 171,600 171,600 1 171,600 Electro Rent Corp Com Stk NPV COM 285218103 73035 4,500 4,500 2 4,500 Electro Rent Corp Com Stk NPV COM 285218103 473916 29,200 29,200 3 29,200 Eli Lilly And Co ComSk NPV COM 532457108 13819637.51 322,061 322,061 2 322,061 Eli Lilly And Co ComSk NPV COM 532457108 236267437.6 5,506,116 5,506,116 3 5,506,116 Eli Lilly And Co ComSk NPV COM 532457108 630777 14,700 14,700 7 14,700 ElizabethArdenInc ComStkUSD0.01 COM 28660G106 35573246 916,600 916,600 1 916,600 EMC Corp Massac.ComStk USD0.01 COM 268648102 1163602 45,400 45,400 2 45,400 EMC Corp Massac.ComStk USD0.01 COM 268648102 3642023 142,100 142,100 3 142,100 EMC Corp Massac.ComStk USD0.01 COM 268648102 41008 1,600 1,600 7 1,600 EMC Insurance Grp Com Stk USD1 COM 268664109 84840 4,200 4,200 3 4,200 Emerson Electric Com.USD1 COM 291011104 5569803.5 119,575 119,575 2 119,575 Emerson Electric Com.USD1 COM 291011104 34878731.36 748,792 748,792 3 748,792 Emerson Electric Com.USD1 COM 291011104 1774092.46 38,087 38,087 7 38,087 Emerson Radio ComStock USD0.01 COM 291087203 5945 2,900 2,900 3 2,900 EmpresaNac.Elec.ADS (Rep30CmSh) COM 29244T101 13430993.94 263,198 263,198 3 263,198 Enbridge Inc Common NPV COM 29250N105 96121.04566 2,410 2,410 3 2,410 Encore Capital Com Stk USD0.01 COM 292554102 299162 10,100 10,100 2 10,100 Encore Capital Com Stk USD0.01 COM 292554102 4106131.74 138,627 138,627 3 138,627 Endeavour Intl ComStk USD0.001 COM 29259G200 3512619.6 418,169 418,169 3 418,169 EndoHealthSolut. ComStkUSD0.01 COM 29264F205 1403394 45,300 45,300 3 45,300 EnduranceSpec.Hldgs ComStk USD1 COM G30397106 187768 4,900 4,900 2 4,900 EnduranceSpec.Hldgs ComStk USD1 COM G30397106 1049968 27,400 27,400 3 27,400 Energen Corp Com Stock USD0.01 COM 29265N108 49364818.68 1,093,836 1,093,836 1 1,093,836 Energen Corp Com Stock USD0.01 COM 29265N108 523508 11,600 11,600 2 11,600 Energen Corp Com Stock USD0.01 COM 29265N108 13633773 302,100 302,100 3 302,100 EnergizerHldgs CommStockUSD0.01 COM 29266R108 1941450 25,800 25,800 3 25,800 Energy Partners CmStk USD0.001 COM 29270U303 304200 18,000 18,000 3 18,000 Enerplus Corporation Com NPV COM 292766102 17962.62691 1,400 1,400 2 1,400 Enerplus Corporation Com NPV COM 292766102 111624.8958 8,700 8,700 3 8,700 Enersis SponADR(Rep50ComShNPV) COM 29274F104 7695050 411,500 411,500 3 411,500 EnerSys Common Stock USD0.01 COM 29275Y102 26709312 761,600 761,600 1 761,600 Ennis Inc Common Stock USD2.50 COM 293389102 141496 9,200 9,200 3 9,200 EnPro Industries ComStkUSD0.01 COM 29355X107 21487750 575,000 575,000 1 575,000 Ensco PLC Cls A ComStk USD0.10 COM G3157S106 148049.44 3,152 3,152 2 3,152 Ensco PLC Cls A ComStk USD0.10 COM G3157S106 112681.03 2,399 2,399 3 2,399 EnsignGroupInc ComStk USD0.001 COM 29358P101 678480 24,000 24,000 2 24,000 EnsignGroupInc ComStk USD0.001 COM 29358P101 13760365.96 486,748 486,748 3 486,748 Entegris Inc CommonStk USD0.01 COM 29362U104 58072 6,800 6,800 2 6,800 Entegris Inc CommonStk USD0.01 COM 29362U104 1393728 163,200 163,200 3 163,200 Entergy Corp CommStock USD0.01 COM 29364G103 835047 12,300 12,300 2 12,300 Entergy Corp CommStock USD0.01 COM 29364G103 13146287.49 193,641 193,641 3 193,641 EnterpriseFinSvcs ComStkUSD0.01 COM 293712105 5480 500 500 3 500 Entertain.Prop.TstREIT USD0.01 COM 29380T105 263104 6,400 6,400 2 6,400 Entertain.Prop.TstREIT USD0.01 COM 29380T105 9997952 243,200 243,200 3 243,200 Entropic Comm. ComStk USD0.001 COM 29384R105 11270 2,000 2,000 3 2,000 EOG Resources Com Stk USD0.01 COM 26875P101 745570.14 8,274 8,274 2 8,274 EOG Resources Com Stk USD0.01 COM 26875P101 4777992.64 53,024 53,024 3 53,024 EPAM Systems Inc CmStkUSD0.001 COM 29414B104 742463 43,700 43,700 3 43,700 Epoch Holding Corp CS USD0.01 COM 29428R103 13668 600 600 3 600 EqtyLifestyleProp REIT USD0.01 COM 29472R108 13874625.93 201,169 201,169 1 201,169 Equifax Common Stk USD2.50 COM 294429105 205226.4 4,404 4,404 3 4,404 Equity Residential SBI USD0.01 COM 29476L107 26970700 432,500 432,500 3 432,500 eResearchTechnol. ComStkUSD0.01 COM 29481V108 77551.5 9,700 9,700 3 9,700 Erie Indemnity Cls'A'ComStkNPV COM 29530P102 11428956 159,600 159,600 1 159,600 Erie Indemnity Cls'A'ComStkNPV COM 29530P102 1095633 15,300 15,300 2 15,300 Erie Indemnity Cls'A'ComStkNPV COM 29530P102 2807112 39,200 39,200 3 39,200 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 22876632.24 422,702 422,702 1 422,702 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1425683.16 26,343 26,343 3 26,343 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1140849.6 21,080 21,080 4 21,080 Everest Re Group ComStkUSD0.01 COM G3223R108 615662.01 5,949 5,949 3 5,949 EXCO Resources ComStk USD0.001 COM 269279402 25498475.97 3,359,483 3,359,483 2 3,359,483 EXCO Resources ComStk USD0.001 COM 269279402 17832006.72 2,349,408 2,349,408 3 2,349,408 Exelis Inc Common Stk USD0.01 COM 30162A108 129166 13,100 13,100 2 13,100 Exelis Inc Common Stk USD0.01 COM 30162A108 70006 7,100 7,100 3 7,100 Exelon Corp Common Stock NPV COM 30161N101 2374386.3 63,115 63,115 2 63,115 Exelon Corp Common Stock NPV COM 30161N101 20675425.32 549,586 549,586 3 549,586 EXFO Inc Com NPV (US Listing) COM 302046107 3581323 717,700 717,700 1 717,700 ExideTechnologies ComStkUSD0.01 COM 302051206 68544 20,400 20,400 2 20,400 ExideTechnologies ComStkUSD0.01 COM 302051206 20832 6,200 6,200 3 6,200 Expedi.IntlOfWash ComStkUSD0.01 COM 302130109 19297.5 498 498 7 498 Express Inc Com Stk USD0.01 COM 30219E103 15889665 874,500 874,500 1 874,500 Express Inc Com Stk USD0.01 COM 30219E103 588708 32,400 32,400 2 32,400 Express Inc Com Stk USD0.01 COM 30219E103 4057361 223,300 223,300 3 223,300 ExpressScriptsHldg USD0.01 COM 30219G108 4092841.47 73,309 73,309 2 73,309 ExpressScriptsHldg USD0.01 COM 30219G108 75787550.1 1,357,470 1,357,470 3 1,357,470 ExpressScriptsHldg USD0.01 COM 30219G108 2103674.4 37,680 37,680 4 37,680 ExpressScriptsHldg USD0.01 COM 30219G108 2060127 36,900 36,900 5 36,900 ExpressScriptsHldg USD0.01 COM 30219G108 425982.9 7,630 7,630 7 7,630 Exxon MobilCorp. CommonStockNPV COM 30231G102 39426976.49 460,757 460,757 1 460,757 Exxon MobilCorp. CommonStockNPV COM 30231G102 26269647.72 306,996 306,996 2 306,996 Exxon MobilCorp. CommonStockNPV COM 30231G102 191592428 2,239,014 2,239,014 3 2,239,014 Exxon MobilCorp. CommonStockNPV COM 30231G102 1987791.1 23,230 23,230 4 23,230 Exxon MobilCorp. CommonStockNPV COM 30231G102 260817.36 3,048 3,048 7 3,048 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 943092 40,200 40,200 2 40,200 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 4448016 189,600 189,600 3 189,600 Facebook Inc A CS USD0.000006 COM 30303M102 9234188.865 296,967 296,967 1 296,967 Facebook Inc A CS USD0.000006 COM 30303M102 1291002.21 41,518 41,518 3 41,518 Facebook Inc A CS USD0.000006 COM 30303M102 421337.25 13,550 13,550 4 13,550 Fair Isaac Corp ComStk USD0.01 COM 303250104 59192 1,400 1,400 2 1,400 Fair Isaac Corp ComStk USD0.01 COM 303250104 38052 900 900 3 900 FairchildSemiClsA ComStkUSD0.01 COM 303726103 10837260 768,600 768,600 1 768,600 Fastenal Co Com Stk USD0.01 COM 311900104 2555654 63,400 63,400 3 63,400 FBL Financial Grp Com Stk NPV COM 30239F106 705852 25,200 25,200 2 25,200 FBL Financial Grp Com Stk NPV COM 30239F106 6782061.3 242,130 242,130 3 242,130 FederatedInvestors 'B'ComStkNPV COM 314211103 303715 13,900 13,900 2 13,900 FederatedInvestors 'B'ComStkNPV COM 314211103 1750359.8 80,108 80,108 3 80,108 FedEx Corp Common Stk USD0.10 COM 31428X106 3397448.46 37,086 37,086 2 37,086 FedEx Corp Common Stk USD0.10 COM 31428X106 63510098.26 693,266 693,266 3 693,266 FedEx Corp Common Stk USD0.10 COM 31428X106 738284.99 8,059 8,059 4 8,059 FedEx Corp Common Stk USD0.10 COM 31428X106 2665851 29,100 29,100 5 29,100 FedEx Corp Common Stk USD0.10 COM 31428X106 880921.76 9,616 9,616 7 9,616 FEI Company Common Stock NPV COM 30241L109 1382576 28,900 28,900 1 28,900 Feihe Intl IncComStockUSD0.001 COM 31429Y103 95760 14,000 14,000 3 14,000 Fifth And Pacific Cos CS USD1 COM 316645100 7022785 654,500 654,500 1 654,500 Fifth Third Bancorp CommStkNPV COM 316773100 4937900 368,500 368,500 2 368,500 Fifth Third Bancorp CommStkNPV COM 316773100 69468856.2 5,184,243 5,184,243 3 5,184,243 Fifth Third Bancorp CommStkNPV COM 316773100 5105.4 381 381 7 381 FinancialInstit.ComStk USD0.01 COM 317585404 6752 400 400 2 400 FinancialInstit.ComStk USD0.01 COM 317585404 642047.68 38,036 38,036 3 38,036 FinishLineClass 'A'CmStkUSD0.01 COM 317923100 28381143 1,357,300 1,357,300 1 1,357,300 FinishLineClass 'A'CmStkUSD0.01 COM 317923100 161007 7,700 7,700 2 7,700 FinishLineClass 'A'CmStkUSD0.01 COM 317923100 127551 6,100 6,100 3 6,100 First Busey CorpComStkUSD0.001 COM 319383105 17834 3,700 3,700 3 3,700 First Cash Fin Com Stk USD0.01 COM 31942D107 16068 400 400 3 400 First Community Com Stock USD1 COM 31983A103 28860 2,000 2,000 2 2,000 First Community Com Stock USD1 COM 31983A103 154401 10,700 10,700 3 10,700 First Fin.Bancorp Com Stk NPV COM 320209109 474606 29,700 29,700 3 29,700 First Fin.Corp Com Stock NPV COM 320218100 11600 400 400 3 400 FirstBancorp Inc ComStkUSD0.01 COM 31866P102 62900 3,700 3,700 3 3,700 FirstCitizensBancShsA CmStkUSD1 COM 31946M103 299970 1,800 1,800 3 1,800 FirstDefianceFin ComStkUSD0.01 COM 32006W106 25680 1,500 1,500 2 1,500 FirstDefianceFin ComStkUSD0.01 COM 32006W106 20544 1,200 1,200 3 1,200 FirstEnergy Corp ComStkUSD0.10 COM 337932107 304978 6,200 6,200 2 6,200 FirstEnergy Corp ComStkUSD0.10 COM 337932107 5864825.32 119,228 119,228 3 119,228 FirstFncl Hldgs ComStk USD0.01 COM 320239106 51456 4,800 4,800 2 4,800 FirstInterstateBancsy ACmStkNPV COM 32055Y201 156640 11,000 11,000 3 11,000 FirstMerit Corp CommonStockNPV COM 337915102 13049504 790,400 790,400 1 790,400 FirstMerit Corp CommonStockNPV COM 337915102 179959 10,900 10,900 2 10,900 FirstMerit Corp CommonStockNPV COM 337915102 1976247 119,700 119,700 3 119,700 FirstRepublic Bk ComStkUSD0.01 COM 33616C100 90720 2,700 2,700 3 2,700 FiveStarQualityCare CmSkUSD0.01 COM 33832D106 127405 41,500 41,500 2 41,500 FiveStarQualityCare CmSkUSD0.01 COM 33832D106 358883 116,900 116,900 3 116,900 FleetCor Techno ComStkUSD0.001 COM 339041105 262800 7,500 7,500 2 7,500 FleetCor Techno ComStkUSD0.001 COM 339041105 830448 23,700 23,700 3 23,700 Flexsteel Inds Com Stk USD1 COM 339382103 7912 400 400 3 400 FlextronicsIntl ComStkUSD0.01 COM Y2573F102 665260 107,300 107,300 3 107,300 FLIR Systems Inc ComStkUSD0.01 COM 302445101 167700 8,600 8,600 3 8,600 Flowserve Corp Com Stk USD1.25 COM 34354P105 642600 5,600 5,600 2 5,600 Flowserve Corp Com Stk USD1.25 COM 34354P105 791775 6,900 6,900 3 6,900 Fluidigm Corp Com Stk USD0.001 COM 34385P108 5297088 352,200 352,200 1 352,200 Fluor Corp Comm Stock USD0.01 COM 343412102 4738564.26 96,039 96,039 3 96,039 Flushing Fin Cp ComStk USD0.01 COM 343873105 58609 4,300 4,300 2 4,300 Flushing Fin Cp ComStk USD0.01 COM 343873105 106314 7,800 7,800 3 7,800 FomeEcoADR(Rp10Ut) 1B&2D-B&2D-L COM 344419106 20774722.5 232,770 232,770 2 232,770 FomeEcoADR(Rp10Ut) 1B&2D-B&2D-L COM 344419106 58656617.25 657,217 657,217 3 657,217 Fonar Corp CmStk USD0.0001 COM 344437405 50348 12,280 12,280 2 12,280 Fonar Corp CmStk USD0.0001 COM 344437405 1286489.8 313,778 313,778 3 313,778 Foot Locker Inc Com StkUSD0.01 COM 344849104 366960 12,000 12,000 2 12,000 Foot Locker Inc Com StkUSD0.01 COM 344849104 146784 4,800 4,800 3 4,800 Ford Motor Co Com Stk USD0.01 COM 345370860 725963 75,700 75,700 2 75,700 Ford Motor Co Com Stk USD0.01 COM 345370860 2622289.6 273,440 273,440 3 273,440 Forest Labs.Common USD0.10 COM 345838106 7456369 213,100 213,100 2 213,100 Forest Labs.Common USD0.10 COM 345838106 60481264.7 1,728,530 1,728,530 3 1,728,530 Forrester Res. Com Stk USD0.01 COM 346563109 8881478 262,300 262,300 1 262,300 Fossil Inc. Common Stk USD0.01 COM 349882100 38270 500 500 2 500 Fossil Inc. Common Stk USD0.01 COM 349882100 425792.02 5,563 5,563 3 5,563 Franco-Nevada Corp Common NPV COM 351858105 9236948.59 204,531 204,531 3 204,531 FranklinElecCoIncCmStk USD0.10 COM 353514102 102260 2,000 2,000 2 2,000 FranklinElecCoIncCmStk USD0.10 COM 353514102 3223951.02 63,054 63,054 3 63,054 FranklinResources ComStkUSD0.10 COM 354613101 11931868.96 107,504 107,504 1 107,504 FranklinResources ComStkUSD0.10 COM 354613101 1720345 15,500 15,500 2 15,500 FranklinResources ComStkUSD0.10 COM 354613101 17667166.22 159,178 159,178 3 159,178 FranklinResources ComStkUSD0.10 COM 354613101 675929.1 6,090 6,090 4 6,090 FranklinResources ComStkUSD0.10 COM 354613101 72143.5 650 650 7 650 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 5461421 160,300 160,300 2 160,300 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 59755747.77 1,753,911 1,753,911 3 1,753,911 FrontierCom. Cls'BComStkUSD0.25 COM 35906A108 84229.36 21,992 21,992 3 21,992 Frst of LongIslandCmStkUSD0.10 COM 320734106 121674 4,200 4,200 3 4,200 FstFinancial BkshsCmStkUSD0.01 COM 32020R109 895104 25,900 25,900 2 25,900 FstFinancial BkshsCmStkUSD0.01 COM 32020R109 2128896 61,600 61,600 3 61,600 Fuel Tech Inc Comm Stk USD0.01 COM 359523107 40513.76 8,302 8,302 7 8,302 Fulton Financial ComStkUSD2.50 COM 360271100 9990 1,000 1,000 3 1,000 FushiCopperweld ComStkUSD0.006 COM 36113E107 154682 17,800 17,800 2 17,800 FushiCopperweld ComStkUSD0.006 COM 36113E107 1375131.67 158,243 158,243 3 158,243 FX Energy Inc Com Stk USD0.001 COM 302695101 4651626.7 781,786 781,786 3 781,786 Gain Cap Hldgs ComStkUSD.00001 COM 36268W100 67365 13,500 13,500 3 13,500 Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 785568 22,400 22,400 2 22,400 Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 5330640 152,000 152,000 3 152,000 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 712368 38,800 38,800 2 38,800 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 16652721.96 907,011 907,011 3 907,011 Gannett Co.Com.USD1 COM 364730101 16203 1,100 1,100 3 1,100 Gap Inc (The) Com Stk USD0.05 COM 364760108 481536 17,600 17,600 2 17,600 Gap Inc (The) Com Stk USD0.05 COM 364760108 18065808 660,300 660,300 3 660,300 GarminLimited ComStockUSD0.005 COM H2906T109 53606 1,400 1,400 3 1,400 Gartner Common Stock USD0.0005 COM 366651107 28830585 669,700 669,700 1 669,700 GastarExplorationComNPV (USLst) COM 367299203 1899716.37 984,309 984,309 3 984,309 GblGeophysicalSvcs CmStkUSD0.01 COM 37946S107 31212 5,100 5,100 2 5,100 GblGeophysicalSvcs CmStkUSD0.01 COM 37946S107 50796 8,300 8,300 3 8,300 Gen.Electric Com Stock USD0.06 COM 369604103 8087774.76 388,089 388,089 2 388,089 Gen.Electric Com Stock USD0.06 COM 369604103 50557214.8 2,425,970 2,425,970 3 2,425,970 Gen.Electric Com Stock USD0.06 COM 369604103 2574281.84 123,526 123,526 7 123,526 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 4974550.5 129,075 129,075 2 129,075 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 17002499.1 441,165 441,165 3 441,165 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 1541522.92 39,998 39,998 7 39,998 General Dynamics Corp Com USD1 COM 369550108 9783780.84 148,329 148,329 2 148,329 General Dynamics Corp Com USD1 COM 369550108 92385422.88 1,400,628 1,400,628 3 1,400,628 General Motors Co CS USD0.01 COM 37045V100 69020 3,500 3,500 3 3,500 Genesee&Wyoming 'A'CmStkUSD0.01 COM 371559105 11846728 224,200 224,200 1 224,200 Genpact Limited ComStk USD0.01 COM G3922B107 10094410 607,000 607,000 1 607,000 Gen-Probe Inc ComStk USD0.0001 COM 36866T103 419220 5,100 5,100 3 5,100 Gentex Corp Common Stk USD0.06 COM 371901109 10414130 499,000 499,000 1 499,000 Gentex Corp Common Stk USD0.06 COM 371901109 7617.55 365 365 3 365 Genuine Parts Co.Com.USD1 COM 372460105 771200 12,800 12,800 2 12,800 Genuine Parts Co.Com.USD1 COM 372460105 5386350 89,400 89,400 3 89,400 GenworthFin.'A'ComStk USD0.001 COM 37247D106 198100 35,000 35,000 2 35,000 GenworthFin.'A'ComStk USD0.001 COM 37247D106 2910762.54 514,269 514,269 3 514,269 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 21383887.08 2,441,083 2,441,083 2 2,441,083 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 112227504.8 12,811,359 12,811,359 3 12,811,359 Getty Realty Corp REIT USD0.01 COM 374297109 178095 9,300 9,300 2 9,300 Getty Realty Corp REIT USD0.01 COM 374297109 183303.8 9,572 9,572 3 9,572 Gilead Sciences ComStkUSD0.001 COM 375558103 19515014.24 380,558 380,558 1 380,558 Gilead Sciences ComStkUSD0.001 COM 375558103 9981805.84 194,653 194,653 2 194,653 Gilead Sciences ComStkUSD0.001 COM 375558103 152506822.6 2,974,002 2,974,002 3 2,974,002 Gilead Sciences ComStkUSD0.001 COM 375558103 2282113.84 44,503 44,503 4 44,503 Gilead Sciences ComStkUSD0.001 COM 375558103 1266616 24,700 24,700 5 24,700 Gilead Sciences ComStkUSD0.001 COM 375558103 411675.84 8,028 8,028 7 8,028 Glatfelter CommonStock USD0.01 COM 377316104 155515 9,500 9,500 3 9,500 GlaxoSmithKlineADR (EchCnv2Ord) COM 37733W105 101529.96 2,228 2,228 2 2,228 GlbSpecialtyMetals CSUSD0.0001 COM 37954N206 119527 8,900 8,900 3 8,900 Global Payments ComStkUSD0.001 COM 37940X102 890538 20,600 20,600 2 20,600 Global Payments ComStkUSD0.001 COM 37940X102 6908154 159,800 159,800 3 159,800 Global Sources Ltd CS USD0.01 COM G39300101 9900 1,500 1,500 2 1,500 Global Sources Ltd CS USD0.01 COM G39300101 137940 20,900 20,900 3 20,900 Globecomm Systems CS USD0.001 COM 37956X103 42588 4,200 4,200 2 4,200 Globecomm Systems CS USD0.001 COM 37956X103 164268 16,200 16,200 3 16,200 Goldcorp Inc Com NPV(US List.) COM 380956409 23787952.1 632,995 632,995 3 632,995 GoldFields SponADR(EchRep1Ord) COM 38059T106 94794 7,400 7,400 3 7,400 GoldmanSachsGroup ComStkUSD0.01 COM 38141G104 5447052.78 56,823 56,823 2 56,823 GoldmanSachsGroup ComStkUSD0.01 COM 38141G104 63656120.58 664,053 664,053 3 664,053 GoldmanSachsGroup ComStkUSD0.01 COM 38141G104 1476244 15,400 15,400 5 15,400 GoldmanSachsGroup ComStkUSD0.01 COM 38141G104 598262.26 6,241 6,241 7 6,241 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 39859510.05 68,715 68,715 1 68,715 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 10031730.58 17,294 17,294 2 17,294 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 140629850.5 242,436 242,436 3 242,436 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3631818.27 6,261 6,261 4 6,261 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3596434 6,200 6,200 5 6,200 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 1699605.1 2,930 2,930 7 2,930 GordmansStores ComStk USD0.001 COM 38269P100 217800 13,200 13,200 3 13,200 GpoTelevisaADR (Rep20OrdPtgCts) COM 40049J206 12399716.64 577,268 577,268 3 577,268 Graco Inc Common Stock USD1 COM 384109104 677376 14,700 14,700 2 14,700 Graco Inc Common Stock USD1 COM 384109104 4801536 104,200 104,200 3 104,200 GRAFTECH INTERNATIONAL LTD COM 384313102 8356900 866,000 866,000 1 866,000 Grainger (W.W) Com.USD0.50 COM 384802104 943195.68 4,932 4,932 2 4,932 Grainger (W.W) Com.USD0.50 COM 384802104 3537940 18,500 18,500 3 18,500 GrandCanyonEducInc ComStUSD0.01 COM 38526M106 43974 2,100 2,100 2 2,100 GrandCanyonEducInc ComStUSD0.01 COM 38526M106 843882 40,300 40,300 3 40,300 GranTierra Engy ComStkUSD0.001 COM 38500T101 75123 15,300 15,300 2 15,300 GranTierra Engy ComStkUSD0.001 COM 38500T101 6456826.76 1,315,036 1,315,036 3 1,315,036 Great Northern IronOreProp.NPV COM 391064102 120912 1,600 1,600 2 1,600 Great Northern IronOreProp.NPV COM 391064102 944625 12,500 12,500 3 12,500 Great Southern Com Stk USD0.01 COM 390905107 49644 1,800 1,800 2 1,800 Great Southern Com Stk USD0.01 COM 390905107 607090.96 22,012 22,012 3 22,012 Greenhill&Co Inc CmStk USD0.01 COM 395259104 74865 2,100 2,100 3 2,100 GreenMtnCoffee Com Stk USD0.10 COM 393122106 148104 6,800 6,800 2 6,800 GreenMtnCoffee Com Stk USD0.10 COM 393122106 1962378 90,100 90,100 3 90,100 GreenPlainsRenewable CSUSD0.001 COM 393222104 99840 16,000 16,000 2 16,000 GreenPlainsRenewable CSUSD0.001 COM 393222104 480480 77,000 77,000 3 77,000 Grifols SpnADR(EchRp0.5 B Ord) COM 398438309 123264 12,840 12,840 3 12,840 Grp 1 Automotive CmStk USD0.01 COM 398905109 14280491 313,100 313,100 1 313,100 GrupoAero.del SurADSRep10'B'NPV COM 40051E202 46842 600 600 2 600 GrupoAero.del SurADSRep10'B'NPV COM 40051E202 12482924.58 159,894 159,894 3 159,894 GT AdvancedTechn ComStkUSD0.01 COM 36191U106 504240 95,500 95,500 2 95,500 GT AdvancedTechn ComStkUSD0.01 COM 36191U106 10377312 1,965,400 1,965,400 3 1,965,400 Guess? Inc CommonStock USD0.01 COM 401617105 2037827 67,100 67,100 2 67,100 Guess? Inc CommonStock USD0.01 COM 401617105 18635032 613,600 613,600 3 613,600 Hackett Group Com.Stk USD0.001 COM 404609109 61270 11,000 11,000 2 11,000 Hackett Group Com.Stk USD0.001 COM 404609109 65169 11,700 11,700 3 11,700 Haemonetics Corp CmStk USD0.01 COM 405024100 29347560 396,000 396,000 1 396,000 Haemonetics Corp CmStk USD0.01 COM 405024100 51877 700 700 3 700 Halliburton Co Com Stk USD2.50 COM 406216101 3018907.43 106,337 106,337 2 106,337 Halliburton Co Com Stk USD2.50 COM 406216101 60734301.15 2,139,285 2,139,285 3 2,139,285 Halliburton Co Com Stk USD2.50 COM 406216101 671281.55 23,645 23,645 4 23,645 Halliburton Co Com Stk USD2.50 COM 406216101 667165 23,500 23,500 5 23,500 Halliburton Co Com Stk USD2.50 COM 406216101 166478.96 5,864 5,864 7 5,864 Hanesbrands Inc ComStk USD0.01 COM 410345102 2190.67 79 79 7 79 Hanger Inc CommonStock USD0.01 COM 41043F208 33332 1,300 1,300 3 1,300 Hanmi Fin Corp ComStk USD0.001 COM 410495204 22008 2,100 2,100 2 2,100 Hanmi Fin Corp ComStk USD0.001 COM 410495204 107944 10,300 10,300 3 10,300 Harman IntIndInc Cm Sk USD0.01 COM 413086109 31208760 788,100 788,100 1 788,100 Harris Corp.Com.USD1 COM 413875105 1542883.95 36,867 36,867 2 36,867 Harris Corp.Com.USD1 COM 413875105 21057078.6 503,156 503,156 3 503,156 HarrisTeeterSupermkt CmStk NPV COM 414585109 43359222 1,057,800 1,057,800 1 1,057,800 HarrisTeeterSupermkt CmStk NPV COM 414585109 1229700 30,000 30,000 3 30,000 HartfordFinancialServ CmStkUSD1 COM 416515104 562397 31,900 31,900 2 31,900 HartfordFinancialServ CmStkUSD1 COM 416515104 8051039.21 456,667 456,667 3 456,667 Harvard Bioscience CS USD0.01 COM 416906105 3016 800 800 3 800 Hasbro Inc. Com Stk USD0.50 COM 418056107 54192 1,600 1,600 3 1,600 Hatteras Fin Cp REIT USD0.001 COM 41902R103 331760 11,600 11,600 2 11,600 Hatteras Fin Cp REIT USD0.001 COM 41902R103 1727440 60,400 60,400 3 60,400 HawaiianHldgsInc CmStk USD0.01 COM 419879101 10429671 1,602,100 1,602,100 1 1,602,100 Hawkins Inc Com Stk USD0.05 COM 420261109 99268 2,600 2,600 3 2,600 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 1222525.25 40,175 40,175 3 40,175 HCC Insurance Hldg ComStk USD1 COM 404132102 18096542.2 576,323 576,323 1 576,323 HCC Insurance Hldg ComStk USD1 COM 404132102 1347060 42,900 42,900 2 42,900 HCC Insurance Hldg ComStk USD1 COM 404132102 22102460 703,900 703,900 3 703,900 HCP Incorporated REIT USD1 COM 40414L109 1320085 29,900 29,900 2 29,900 HCP Incorporated REIT USD1 COM 40414L109 18913860 428,400 428,400 3 428,400 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 16554149.6 507,796 507,796 2 507,796 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 64469792.6 1,977,601 1,977,601 3 1,977,601 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 911496 27,960 27,960 4 27,960 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 273840 8,400 8,400 6 8,400 Health Care REIT IncComStkUSD1 COM 42217K106 23063130.2 395,594 395,594 1 395,594 Health Care REIT IncComStkUSD1 COM 42217K106 21734240 372,800 372,800 3 372,800 Healthcare Serv. ComStkUSD0.01 COM 421906108 8848908 456,600 456,600 1 456,600 Healthcare Serv. ComStkUSD0.01 COM 421906108 290700 15,000 15,000 2 15,000 Healthcare Serv. ComStkUSD0.01 COM 421906108 2432190 125,500 125,500 3 125,500 Healthsouth Corp ComStkUSD0.01 COM 421924309 18098606 778,100 778,100 1 778,100 Heartland Fin USA Com Stk USD1 COM 42234Q102 7200 300 300 3 300 Heinz(H.J.)Co.Common USD0.25 COM 423074103 2494138.7 45,865 45,865 2 45,865 Heinz(H.J.)Co.Common USD0.25 COM 423074103 14671071.44 269,788 269,788 3 269,788 HelixEnergySol.Grp Com Stk NPV COM 42330P107 10925778 665,800 665,800 1 665,800 HelixEnergySol.Grp Com Stk NPV COM 42330P107 313431 19,100 19,100 3 19,100 Helmerich & PayneComStkUSD0.10 COM 423452101 1560932 35,900 35,900 2 35,900 Helmerich & PayneComStkUSD0.10 COM 423452101 11943782.08 274,696 274,696 3 274,696 Henry Schein Inc Com Stk NPV COM 806407102 24887609.2 317,080 317,080 1 317,080 Henry Schein Inc Com Stk NPV COM 806407102 455242 5,800 5,800 3 5,800 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 676592 19,600 19,600 2 19,600 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 925136 26,800 26,800 3 26,800 Herbalife Limited USD0.002 COM G4412G101 763614 15,800 15,800 2 15,800 Herbalife Limited USD0.002 COM G4412G101 4228778.34 87,498 87,498 3 87,498 Hershey Company CommonStk USD1 COM 427866108 151263 2,100 2,100 3 2,100 Hess Corporation Com Stk USD1 COM 42809H107 1807867.6 41,608 41,608 3 41,608 Hewlett-Packard ComStk USD0.01 COM 428236103 2803997.63 139,433 139,433 2 139,433 Hewlett-Packard ComStk USD0.01 COM 428236103 53348934.16 2,652,856 2,652,856 3 2,652,856 Hewlett-Packard ComStk USD0.01 COM 428236103 58319 2,900 2,900 7 2,900 Hexcel Corp Common Stk USD0.01 COM 428291108 18228372 706,800 706,800 1 706,800 Hexcel Corp Common Stk USD0.01 COM 428291108 3746410.14 145,266 145,266 3 145,266 HFF Inc Cls A Com Stk USD0.01 COM 40418F108 204918 14,700 14,700 3 14,700 hhgregg Inc Com Stk USD0.0001 COM 42833L108 209235 18,500 18,500 2 18,500 hhgregg Inc Com Stk USD0.0001 COM 42833L108 4563585 403,500 403,500 3 403,500 HickoryTech Corp Com Stk NPV COM 429060106 16665 1,500 1,500 2 1,500 HickoryTech Corp Com Stk NPV COM 429060106 596451.46 53,686 53,686 3 53,686 HighwoodsPropert. REIT USD0.01 COM 431284108 14657940 435,600 435,600 3 435,600 Hillenbrand Inc Common Stk NPV COM 431571108 158068 8,600 8,600 2 8,600 Hillenbrand Inc Common Stk NPV COM 431571108 2880146 156,700 156,700 3 156,700 HimaxTechno.ADR (EchRep1OrdNPV) COM 43289P106 10500 5,600 5,600 3 5,600 HI-TECH PHARMACAL CO INC COM 42840B101 712800 22,000 22,000 2 22,000 HI-TECH PHARMACAL CO INC COM 42840B101 10766520 332,300 332,300 3 332,300 HittiteMicrowave CmStk USD0.01 COM 43365Y104 10653408 208,400 208,400 1 208,400 HMS Hldgs Corp Com Stk USD0.01 COM 40425J101 12697772 381,200 381,200 1 381,200 HollyfrontierCorp ComStkUSD0.01 COM 436106108 4442922 125,400 125,400 2 125,400 HollyfrontierCorp ComStkUSD0.01 COM 436106108 60997705.2 1,721,640 1,721,640 3 1,721,640 HollysysAutoTechLtd USD0.0001 COM G45667105 25682688 3,014,400 3,014,400 4 3,014,400 HollysysAutoTechLtd USD0.0001 COM G45667105 3210336 376,800 376,800 6 376,800 Home Bancshares ComStk USD0.01 COM 436893200 113146 3,700 3,700 3 3,700 Home Depot Common USD0.05 COM 437076102 25592951.23 482,977 482,977 1 482,977 Home Depot Common USD0.05 COM 437076102 5799755.5 109,450 109,450 2 109,450 Home Depot Common USD0.05 COM 437076102 95100358.15 1,794,685 1,794,685 3 1,794,685 Home Depot Common USD0.05 COM 437076102 2545374.65 48,035 48,035 4 48,035 Home Depot Common USD0.05 COM 437076102 1748670 33,000 33,000 5 33,000 Home Depot Common USD0.05 COM 437076102 550195.17 10,383 10,383 7 10,383 Home Inns&HotelsADR (Rp2OrdShs) COM 43713W107 9693948 427,800 427,800 1 427,800 Home Inns&HotelsADR (Rp2OrdShs) COM 43713W107 5316036 234,600 234,600 4 234,600 HomeInnsHTL Mgt CONB2%15/12/15 COM 43713WAB3 567045501 7,127,000 7,127,000 6 7,127,000 Homeowners Choice Comm Stk NPV COM 43741E103 604929.6 34,371 34,371 3 34,371 HondaMotorADR (ConvInto1OrdNPV) COM 438128308 96112.18 2,773 2,773 2 2,773 Honeywell Intl Inc ComStk USD1 COM 438516106 999033.44 17,891 17,891 2 17,891 Honeywell Intl Inc ComStk USD1 COM 438516106 5839970.56 104,584 104,584 3 104,584 HoraceMannEducat. CmSkUSD0.001 COM 440327104 503424 28,800 28,800 2 28,800 HoraceMannEducat. CmSkUSD0.001 COM 440327104 11307305.08 646,871 646,871 3 646,871 Hormel Foods Com Stk USD0.0586 COM 440452100 4566832.92 150,126 150,126 2 150,126 Hormel Foods Com Stk USD0.0586 COM 440452100 31907538 1,048,900 1,048,900 3 1,048,900 HospiraInc CommonStock USD0.01 COM 441060100 20533.26 587 587 7 587 HospitalityProTst REIT USD0.01 COM 44106M102 9005752.75 363,575 363,575 3 363,575 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 98498.16 2,232 2,232 2 2,232 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 10370.55 235 235 7 235 Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 1808208 23,200 23,200 2 23,200 Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 25977402 333,300 333,300 3 333,300 HudBay Minerals Inc Com NPV COM 443628102 159394.7717 20,700 20,700 3 20,700 Hudson Valley Hldg CS USD0.20 COM 444172100 92310 5,100 5,100 3 5,100 HudsonCityBancp ComStk USD0.01 COM 443683107 3123211 490,300 490,300 2 490,300 HudsonCityBancp ComStk USD0.01 COM 443683107 36362960.27 5,708,471 5,708,471 3 5,708,471 HudsonPacificProp REIT USD0.01 COM 444097109 6093500 350,000 350,000 1 350,000 Humana Inc Com Stk USD0.166 COM 444859102 5172992 66,800 66,800 2 66,800 Humana Inc Com Stk USD0.166 COM 444859102 64303078.4 830,360 830,360 3 830,360 Huntington BancsharesComStkNPV COM 446150104 19807360 3,094,900 3,094,900 1 3,094,900 Huntington BancsharesComStkNPV COM 446150104 3753600 586,500 586,500 2 586,500 Huntington BancsharesComStkNPV COM 446150104 47270291.2 7,385,983 7,385,983 3 7,385,983 Huntington Ingalls CS USD0.01 COM 446413106 14727.84 366 366 2 366 Huntington Ingalls CS USD0.01 COM 446413106 1474353.36 36,639 36,639 3 36,639 IAM Gold Corp Com Stk NPV COM 450913108 1214097.798 102,800 102,800 2 102,800 IAM Gold Corp Com Stk NPV COM 450913108 10622186.51 899,401 899,401 3 899,401 Icahn Enterprises LP NPV COM 451100101 82600 2,065 2,065 3 2,065 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 14860827.66 458,526 458,526 2 458,526 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 44591006.81 1,375,841 1,375,841 3 1,375,841 Iconix Brand Grp CmStkUSD0.001 COM 451055107 213134 12,200 12,200 2 12,200 Iconix Brand Grp CmStkUSD0.001 COM 451055107 2636223 150,900 150,900 3 150,900 ICU Medical ComStk USD0.10 COM 44930G107 176154 3,300 3,300 2 3,300 ICU Medical ComStk USD0.10 COM 44930G107 507110 9,500 9,500 3 9,500 IDACORP Inc Common Stock NPV COM 451107106 26796544 636,800 636,800 1 636,800 Idex Corp Common Stock USD0.01 COM 45167R104 62581415.5 1,605,475 1,605,475 1 1,605,475 Idex Corp Common Stock USD0.01 COM 45167R104 918368.8 23,560 23,560 4 23,560 Illinois Tool Works Common NPV COM 452308109 3348095.67 63,303 63,303 2 63,303 Illinois Tool Works Common NPV COM 452308109 13706496.39 259,151 259,151 3 259,151 Illinois Tool Works Common NPV COM 452308109 1597119.33 30,197 30,197 7 30,197 Imperial Oil Common NPV COM 453038408 1520781.971 36,402 36,402 3 36,402 Infinity Prop.&Cas. ComStk NPV COM 45665Q103 9088792 157,600 157,600 1 157,600 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 5956932 132,200 132,200 2 132,200 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 35103181.92 779,032 779,032 3 779,032 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 674998.8 14,980 14,980 4 14,980 ING GroepSpADR (Rep1OrdEUR0.24) COM 456837103 51883.56 7,767 7,767 2 7,767 Ingersoll-Rand PLC ComStk USD1 COM G47791101 1678764 39,800 39,800 3 39,800 Ingles Markets'A'ComStkUSD0.05 COM 457030104 30457 1,900 1,900 2 1,900 Ingles Markets'A'ComStkUSD0.05 COM 457030104 1839394.41 114,747 114,747 3 114,747 Ingredion Inc CommStockUSD0.01 COM 457187102 54472 1,100 1,100 2 1,100 Ingredion Inc CommStockUSD0.01 COM 457187102 222840 4,500 4,500 3 4,500 InnophosHldgsInc ComStkUSD0.001 COM 45774N108 33802602 598,700 598,700 1 598,700 InnophosHldgsInc ComStkUSD0.001 COM 45774N108 225840 4,000 4,000 2 4,000 InnophosHldgsInc ComStkUSD0.001 COM 45774N108 807378 14,300 14,300 3 14,300 Insperity Inc ComStock USD0.01 COM 45778Q107 127135 4,700 4,700 2 4,700 Insperity Inc ComStock USD0.01 COM 45778Q107 83855 3,100 3,100 3 3,100 IntegratedDevTech ComStUSD0.001 COM 458118106 30208427.3 5,375,165 5,375,165 1 5,375,165 IntegratedSil. ComStkUSD0.0001 COM 45812P107 161440 16,000 16,000 2 16,000 IntegratedSil. ComStkUSD0.0001 COM 45812P107 2534608 251,200 251,200 3 251,200 Intel Cp.Common Stk USD0.001 COM 458140100 13144073.15 493,211 493,211 2 493,211 Intel Cp.Common Stk USD0.001 COM 458140100 117659803.3 4,415,002 4,415,002 3 4,415,002 Intel Cp.Common Stk USD0.001 COM 458140100 5526250.6 207,364 207,364 7 207,364 Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 446016 30,300 30,300 2 30,300 Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 4112768 279,400 279,400 3 279,400 InterParfumsIncComStk USD0.001 COM 458334109 34540 2,000 2,000 3 2,000 Interpublic Group Com.USD0.10 COM 460690100 11036620 1,017,200 1,017,200 1 1,017,200 IntersectionsInc CmStk USD0.01 COM 460981301 171180 10,800 10,800 2 10,800 IntersectionsInc CmStk USD0.01 COM 460981301 2846660 179,600 179,600 3 179,600 IntervalLeisureGrp CmStkUSD0.01 COM 46113M108 20911 1,100 1,100 3 1,100 Intervest Bancshs Com Stk USD1 COM 460927106 8043 2,100 2,100 3 2,100 Intl Bancshares Cp ComStk USD1 COM 459044103 513376 26,300 26,300 3 26,300 Intl Shipholding Cp ComStkUSD1 COM 460321201 1762787.62 93,467 93,467 3 93,467 Intl.BusinessMach ComStkUSD0.20 COM 459200101 50241763.88 256,886 256,886 1 256,886 Intl.BusinessMach ComStkUSD0.20 COM 459200101 15682191.14 80,183 80,183 2 80,183 Intl.BusinessMach ComStkUSD0.20 COM 459200101 110161804.1 563,257 563,257 3 563,257 Intl.BusinessMach ComStkUSD0.20 COM 459200101 3925290.6 20,070 20,070 4 20,070 Intl.BusinessMach ComStkUSD0.20 COM 459200101 156464 800 800 7 800 Intl.Paper Co.Com.USD1 COM 460146103 500143 17,300 17,300 2 17,300 Intl.Paper Co.Com.USD1 COM 460146103 9433737.74 326,314 326,314 3 326,314 INTREPID POTASH INC COMMON STO COM 46121Y102 487064 21,400 21,400 2 21,400 INTREPID POTASH INC COMMON STO COM 46121Y102 3398068 149,300 149,300 3 149,300 Intuit Inc Com Stock USD0.01 COM 461202103 23740 400 400 2 400 Intuit Inc Com Stock USD0.01 COM 461202103 771550 13,000 13,000 3 13,000 IntuitiveSurg. ComStk USD0.001 COM 46120E602 110758 200 200 2 200 IntuitiveSurg. ComStk USD0.001 COM 46120E602 166137 300 300 3 300 Invesco Mortgage ComStkUSD0.01 COM 46131B100 6381971.54 347,981 347,981 1 347,981 Invesco Mortgage ComStkUSD0.01 COM 46131B100 344792 18,800 18,800 2 18,800 Invesco Mortgage ComStkUSD0.01 COM 46131B100 1654268 90,200 90,200 3 90,200 Ishares FTSE China 25 Index Fd COM 464287184 25248.75 750 750 7 750 iShares iBoxx $ InvGradeCpBdFd COM 464287242 64852413.67 551,513 551,513 2 551,513 iShares iBoxx $ InvGradeCpBdFd COM 464287242 457765170.3 3,892,892 3,892,892 3 3,892,892 Ishares Inc MSCI Brazil Idx Fd COM 464286400 140093.45 2,710 2,710 3 2,710 Ishares MSCI Japan Idx Fd ETF COM 464286848 2032560 216,000 216,000 3 216,000 Ishares MSCI MalaysiaFreeIdxFd COM 464286830 434236.1 30,430 30,430 4 30,430 ISHARES S&P GLOBAL INFRASTR COM 464288372 443178 13,050 13,050 7 13,050 iShares Trust JPM USD EM Bd Fd COM 464288281 8252153.76 71,933 71,933 2 71,933 iShares Trust JPM USD EM Bd Fd COM 464288281 18701654.4 163,020 163,020 3 163,020 Ishares Trust S&P 500 Index Fd COM 464287200 267609767.3 1,956,927 1,956,927 2 1,956,927 Ishares Trust S&P 500 Index Fd COM 464287200 140626452.3 1,028,347 1,028,347 3 1,028,347 Ishares Trust S&P 500 Index Fd COM 464287200 1539805 11,260 11,260 7 11,260 Ishares Tst Comex Gold ETF USD COM 464285105 108138701.3 6,949,788 6,949,788 2 6,949,788 Ishares Tst Comex Gold ETF USD COM 464285105 43248257.56 2,779,451 2,779,451 3 2,779,451 Ishares Tst MSCI EAFE Index Fd COM 464287465 9667509.8 193,505 193,505 3 193,505 Ishares Tst MSCI EmgMkts IdxFd COM 464287234 232266.225 5,935 5,935 7 5,935 Ishares Tst RussellMidcapIdxFd COM 464287499 4751736 45,100 45,100 1 45,100 iShares Tst S&P Glb 100 Idx Fd COM 464287572 64801 1,100 1,100 7 1,100 IsharesMSCI PacificExJpnIdxETF COM 464286665 19967.5 490 490 7 490 IsharesMSCI ThailandInvestable COM 464286624 37361.46 541 541 4 541 IsharesTst Russell2000IdxFdETF COM 464287655 13509288 169,800 169,800 1 169,800 IsharesTst S&PMidcap400IndexFd COM 464287507 499101 5,300 5,300 7 5,300 IsharesTstS&PGlobal EnSectIdxFd COM 464287341 36270 1,000 1,000 7 1,000 iShs Tst DJ US Real Est Idx Fd COM 464287739 53073786.14 830,121 830,121 2 830,121 iShsMSCI AllCountryAsia ex-Jap COM 464288182 333231.74 6,334 6,334 3 6,334 iShsTst DJ US Fin Svcs Idx Fd COM 464287770 179643.2 3,460 3,460 7 3,460 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 65501924.16 4,705,598 4,705,598 2 4,705,598 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 270500678.4 19,432,520 19,432,520 3 19,432,520 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 91412.64 6,567 6,567 7 6,567 Itron Incorporated Com Stk NPV COM 465741106 11938980 289,500 289,500 1 289,500 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 2089800 34,400 34,400 2 34,400 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 25319385 416,780 416,780 3 416,780 IturanLocationCntrl ILS0.33333 COM M6158M104 8971.785102 819 819 2 819 IturanLocationCntrl ILS0.33333 COM M6158M104 36018.59514 3,288 3,288 3 3,288 IXYS Corp Common Stock USD0.01 COM 46600W106 196064 17,600 17,600 2 17,600 IXYS Corp Common Stock USD0.01 COM 46600W106 741924 66,600 66,600 3 66,600 J&J Snack Foods Corp CmStk NPV COM 466032109 218670 3,700 3,700 3 3,700 J2 Global Inc Com Stk USD0.01 COM 48123V102 2097748 79,400 79,400 2 79,400 J2 Global Inc Com Stk USD0.01 COM 48123V102 23981434 907,700 907,700 3 907,700 Jabil Circuit Com Stk USD0.001 COM 466313103 654626 32,200 32,200 2 32,200 Jabil Circuit Com Stk USD0.001 COM 466313103 3763083 185,100 185,100 3 185,100 James River Coal ComStkUSD0.01 COM 470355207 38753 14,300 14,300 2 14,300 James River Coal ComStkUSD0.01 COM 470355207 232789 85,900 85,900 3 85,900 Janus CapitalGrp ComStkUSD0.01 COM 47102X105 21896 2,800 2,800 3 2,800 JB Hunt Transp.Com Stk USD0.01 COM 445658107 202640 3,400 3,400 3 3,400 JDA SoftwareGrp ComStk USD0.01 COM 46612K108 290962 9,800 9,800 2 9,800 JDA SoftwareGrp ComStk USD0.01 COM 46612K108 1344957 45,300 45,300 3 45,300 JDS Uniphase ComStock USD0.001 COM 46612J507 6301900 572,900 572,900 1 572,900 JefferiesGroup COMstkUSD0.0001 COM 472319102 119508 9,200 9,200 2 9,200 JefferiesGroup COMstkUSD0.0001 COM 472319102 94827 7,300 7,300 3 7,300 John BeanTech CpCom StkUSD0.01 COM 477839104 123487 9,100 9,100 2 9,100 John BeanTech CpCom StkUSD0.01 COM 477839104 29854 2,200 2,200 3 2,200 Johnson and Johnson Com.USD1 COM 478160104 15611832.36 231,081 231,081 2 231,081 Johnson and Johnson Com.USD1 COM 478160104 116474183.2 1,724,011 1,724,011 3 1,724,011 Johnson and Johnson Com.USD1 COM 478160104 3682965.84 54,514 54,514 7 54,514 JohnsonControls CmStkUSD0.01388 COM 478366107 30481 1,100 1,100 2 1,100 JohnsonControls CmStkUSD0.01388 COM 478366107 1315615.38 47,478 47,478 3 47,478 Jones Grp Inc Com Stk USD0.01 COM 48020T101 51624 5,400 5,400 3 5,400 JosABankClothiers ComStkUSD0.01 COM 480838101 208054 4,900 4,900 2 4,900 JosABankClothiers ComStkUSD0.01 COM 480838101 4340898.1 102,235 102,235 3 102,235 Joy Global Inc Common Stk USD1 COM 481165108 1321809 23,300 23,300 2 23,300 Joy Global Inc Common Stk USD1 COM 481165108 14914317 262,900 262,900 3 262,900 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 36091909.17 1,010,129 1,010,129 1 1,010,129 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 12823997.22 358,914 358,914 2 358,914 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 173965832.7 4,868,901 4,868,901 3 4,868,901 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 2932504.02 82,074 82,074 4 82,074 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 2451078 68,600 68,600 5 68,600 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 913008.69 25,553 25,553 7 25,553 JuniperNetwork ComStkUSD0.00001 COM 48203R104 20455072.33 1,254,143 1,254,143 1 1,254,143 JuniperNetwork ComStkUSD0.00001 COM 48203R104 168188.72 10,312 10,312 3 10,312 JuniperNetwork ComStkUSD0.00001 COM 48203R104 1052810.5 64,550 64,550 4 64,550 Kaiser Aluminum ComStk USD0.01 COM 483007704 16396992 316,300 316,300 1 316,300 Kaman Corporation Com Stk USD1 COM 483548103 114478 3,700 3,700 2 3,700 Kaman Corporation Com Stk USD1 COM 483548103 6188 200 200 3 200 KansasCitySouth. ComStkUSD0.01 COM 485170302 21203557.44 304,824 304,824 1 304,824 KapStone Paper ComStkUSD0.0001 COM 48562P103 11424680 720,800 720,800 1 720,800 KapStone Paper ComStkUSD0.0001 COM 48562P103 1922605 121,300 121,300 3 121,300 KB Fin.Grp ADR(Rep1OrdKRW5000) COM 48241A105 408625 12,500 12,500 4 12,500 Kellogg Co Common USD0.25 COM 487836108 11839.2 240 240 7 240 Kemet Corp Common StockUSD0.01 COM 488360207 182103 30,300 30,300 2 30,300 Kemet Corp Common StockUSD0.01 COM 488360207 2892613 481,300 481,300 3 481,300 Kenexa Corp Common Stk USD0.01 COM 488879107 19151091 659,700 659,700 1 659,700 Kennametal Inc Cap Stk USD1.25 COM 489170100 5579145 168,300 168,300 1 168,300 Kennametal Inc Cap Stk USD1.25 COM 489170100 1607775 48,500 48,500 3 48,500 Keycorp Common Stk USD1 COM 493267108 3726810 481,500 481,500 2 481,500 Keycorp Common Stk USD1 COM 493267108 40899878.28 5,284,222 5,284,222 3 5,284,222 Keynote Systems ComStkUSD0.001 COM 493308100 102465 6,900 6,900 2 6,900 Keynote Systems ComStkUSD0.001 COM 493308100 286605 19,300 19,300 3 19,300 Kilroy RealtyCorp REIT USD0.01 COM 49427F108 13085223 270,300 270,300 3 270,300 Kimberly-Clark Common USD1.25 COM 494368103 4589088.14 54,782 54,782 2 54,782 Kimberly-Clark Common USD1.25 COM 494368103 47152792.68 562,884 562,884 3 562,884 Kimberly-Clark Common USD1.25 COM 494368103 619898 7,400 7,400 7 7,400 Kimco Realty Corp REIT USD0.01 COM 49446R109 15876729 834,300 834,300 3 834,300 Kindred Health Com Stk USD0.25 COM 494580103 8847 900 900 3 900 Kirklands Inc Common Stock NPV COM 497498105 14625 1,300 1,300 3 1,300 KKR And Company LP Com Stk NPV COM 48248M102 6162709 478,100 478,100 1 478,100 KKR And Company LP Com Stk NPV COM 48248M102 1397817.38 108,442 108,442 3 108,442 KKR Finan.Holdings LLC USD0.01 COM 48248A306 218112 25,600 25,600 3 25,600 KLA-TencorCorp ComStk USD0.001 COM 482480100 4944700 100,400 100,400 2 100,400 KLA-TencorCorp ComStk USD0.001 COM 482480100 60917423.5 1,236,902 1,236,902 3 1,236,902 KnightCapital 'A'ComStkUSD0.01 COM 499005106 15522 1,300 1,300 3 1,300 Knology Inc Comm Stock USD0.01 COM 499183804 3934 200 200 3 200 Kohls Corp Com Stk USD0.01 COM 500255104 1128152 24,800 24,800 2 24,800 Kohls Corp Com Stk USD0.01 COM 500255104 25368726.73 557,677 557,677 3 557,677 Koppers Holdings CmStk USD0.01 COM 50060P106 122400 3,600 3,600 2 3,600 Koppers Holdings CmStk USD0.01 COM 50060P106 78200 2,300 2,300 3 2,300 Kraft Foods Cls A Com Stk NPV COM 50075N104 43443213.18 1,124,889 1,124,889 1 1,124,889 Kraft Foods Cls A Com Stk NPV COM 50075N104 8151909.6 211,080 211,080 2 211,080 Kraft Foods Cls A Com Stk NPV COM 50075N104 121918744.2 3,156,881 3,156,881 3 3,156,881 Kraft Foods Cls A Com Stk NPV COM 50075N104 3190205.1 82,605 82,605 4 82,605 Kraft Foods Cls A Com Stk NPV COM 50075N104 1950310 50,500 50,500 5 50,500 Kraft Foods Cls A Com Stk NPV COM 50075N104 1851056.6 47,930 47,930 7 47,930 Kraton Perf.Poly CmStk USD0.01 COM 50077C106 54775 2,500 2,500 2 2,500 Kroger Co.Com.USD1 COM 501044101 204072 8,800 8,800 2 8,800 Kroger Co.Com.USD1 COM 501044101 108993 4,700 4,700 3 4,700 Kronos Worldwide ComStkUSD0.01 COM 50105F105 1177934 74,600 74,600 2 74,600 Kronos Worldwide ComStkUSD0.01 COM 50105F105 13760985 871,500 871,500 3 871,500 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 1597495.08 121,206 121,206 3 121,206 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 584137.6 44,320 44,320 4 44,320 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 3618700.8 274,560 274,560 6 274,560 Kulicke & Soffa Com NPV COM 501242101 551256 61,800 61,800 2 61,800 Kulicke & Soffa Com NPV COM 501242101 9450445.64 1,059,467 1,059,467 3 1,059,467 L-3Communications ComStkUSD0.01 COM 502424104 828912 11,200 11,200 2 11,200 L-3Communications ComStkUSD0.01 COM 502424104 33174464.43 448,243 448,243 3 448,243 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 4491585 48,500 48,500 2 48,500 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 26717985 288,500 288,500 3 288,500 Lakeland Bancorp Inc ComStkNPV COM 511637100 25405.8 2,415 2,415 3 2,415 Lakeland Fin Corp Com Stk NPV COM 511656100 8821704 328,800 328,800 1 328,800 Lakeland Fin Corp Com Stk NPV COM 511656100 18781 700 700 2 700 Lakeland Fin Corp Com Stk NPV COM 511656100 237445.5 8,850 8,850 3 8,850 Lam Research Cp. Com Stk NPV COM 512807108 3774 100 100 2 100 Lam Research Cp. Com Stk NPV COM 512807108 682037.28 18,072 18,072 3 18,072 LamarAdvert. ClsAComStkUSD0.001 COM 512815101 23017280 804,800 804,800 1 804,800 Lancaster Colony CommStock NPV COM 513847103 320445 4,500 4,500 3 4,500 LandauerInc CommonStockUSD0.10 COM 51476K103 154791 2,700 2,700 2 2,700 LandauerInc CommonStockUSD0.10 COM 51476K103 1559376 27,200 27,200 3 27,200 LaSalleHotel Prop.REIT USD0.01 COM 517942108 15459148.82 530,513 530,513 1 530,513 Lazard Ltd LP Class'A' USD0.01 COM G54050102 20334576 782,400 782,400 1 782,400 LEAR CORP ComStkUSD0.01 COM 521865204 19015920 504,000 504,000 1 504,000 LEAR CORP ComStkUSD0.01 COM 521865204 101871 2,700 2,700 2 2,700 LEAR CORP ComStkUSD0.01 COM 521865204 15092 400 400 3 400 Leggett & Platt Com StkUSD0.01 COM 524660107 137345 6,500 6,500 3 6,500 LenderProcessing CmStkUSD0.0001 COM 52602E102 219936 8,700 8,700 2 8,700 LenderProcessing CmStkUSD0.0001 COM 52602E102 1304448 51,600 51,600 3 51,600 Lexicon Pharm.Com Stk USD0.001 COM 528872104 9006940 4,012,000 4,012,000 1 4,012,000 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 1581510 59,500 59,500 2 59,500 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 21653556.48 814,656 814,656 3 814,656 Lib.Media-Lib. A ComStkUSD0.01 COM 530322106 10544364.95 119,945 119,945 1 119,945 Liberty Property REIT USD0.001 COM 531172104 442080 12,000 12,000 2 12,000 Liberty Property REIT USD0.001 COM 531172104 279984 7,600 7,600 3 7,600 Life Techn.Corp ComStk USD0.01 COM 53217V109 34486904.54 766,546 766,546 1 766,546 LifePointHospit. ComStkUSD0.01 COM 53219L109 25596108 624,600 624,600 1 624,600 Limited Brands Com Stk USD0.50 COM 532716107 2143512 50,400 50,400 2 50,400 Limited Brands Com Stk USD0.50 COM 532716107 13951796.38 328,046 328,046 3 328,046 Lincare Hldgs Com Stk USD0.01 COM 532791100 16914744 497,200 497,200 1 497,200 Lincare Hldgs Com Stk USD0.01 COM 532791100 1786050 52,500 52,500 2 52,500 Lincare Hldgs Com Stk USD0.01 COM 532791100 22466876.04 660,402 660,402 3 660,402 Lincoln Education. Com Stk NPV COM 533535100 112450 17,300 17,300 2 17,300 Lincoln Education. Com Stk NPV COM 533535100 4558021 701,234 701,234 3 701,234 Lincoln Electric Com Stk NPV COM 533900106 214571 4,900 4,900 2 4,900 Lincoln Electric Com Stk NPV COM 533900106 201434 4,600 4,600 3 4,600 LincolnNationalCrp CmStkUSD1.25 COM 534187109 1100061 50,300 50,300 2 50,300 LincolnNationalCrp CmStkUSD1.25 COM 534187109 21081367.8 963,940 963,940 3 963,940 Linear Tech Cp ComStk USD0.001 COM 535678106 1654224 52,800 52,800 2 52,800 Linear Tech Cp ComStk USD0.001 COM 535678106 19106600.5 609,850 609,850 3 609,850 LinkedIn Corp A CmStkUSD0.0001 COM 53578A108 793305.55 7,465 7,465 3 7,465 LinnEngy Repr Ltd Lbty Co Ints COM 536020100 323850 8,500 8,500 2 8,500 LinnEngy Repr Ltd Lbty Co Ints COM 536020100 2487930 65,300 65,300 3 65,300 Littelfuse Inc ComStockUSD0.01 COM 537008104 1126422 19,800 19,800 2 19,800 Littelfuse Inc ComStockUSD0.01 COM 537008104 8692792 152,800 152,800 3 152,800 LKQ Corp Common Stock USD0.01 COM 501889208 10132950.5 303,700 303,700 1 303,700 Lockheed Martin ComStk USD0.01 COM 539830109 11129085.24 127,803 127,803 2 127,803 Lockheed Martin ComStk USD0.01 COM 539830109 99739167.92 1,145,374 1,145,374 3 1,145,374 Lockheed Martin ComStk USD0.01 COM 539830109 743140.72 8,534 8,534 7 8,534 Lorillard Inc ComStock USD0.01 COM 544147101 9494198.35 71,953 71,953 2 71,953 Lorillard Inc ComStock USD0.01 COM 544147101 132251637.7 1,002,286 1,002,286 3 1,002,286 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 2116191.96 74,409 74,409 2 74,409 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 11200496.76 393,829 393,829 3 393,829 LSB Industries Inc CS USD0.10 COM 502160104 21637 700 700 2 700 LSB Industries Inc CS USD0.10 COM 502160104 1452770 47,000 47,000 3 47,000 LTC PropertiesInc REIT USD0.01 COM 502175102 228564 6,300 6,300 2 6,300 LTC PropertiesInc REIT USD0.01 COM 502175102 380940 10,500 10,500 3 10,500 Lumos Networks Com Stk USD0.01 COM 550283105 77326 8,200 8,200 2 8,200 Lumos Networks Com Stk USD0.01 COM 550283105 442917.67 46,969 46,969 3 46,969 LyondellBasellInd A CS USD0.01 COM N53745100 3974649 98,700 98,700 2 98,700 LyondellBasellInd A CS USD0.01 COM N53745100 47820625 1,187,500 1,187,500 3 1,187,500 M & T Bank Corp ComStk USD0.50 COM 55261F104 4417495 53,500 53,500 3 53,500 M & T Bank Corp ComStk USD0.50 COM 55261F104 11807.51 143 143 7 143 Macerich Company REIT USD0.01 COM 554382101 17874435 302,700 302,700 3 302,700 Mack-Cali Realty ComStkUSD0.01 COM 554489104 20965284 721,200 721,200 3 721,200 MA-ComTechSOLUTION. CmStkUSD.01 COM 55405Y100 6193800 334,800 334,800 1 334,800 Macy's Inc CommonStock USD0.01 COM 55616P104 2978145 86,700 86,700 3 86,700 Madison Square ClsA CS USD0.01 COM 55826P100 5387616 143,900 143,900 1 143,900 Magellan Health ComStk USD0.01 COM 559079207 362640 8,000 8,000 2 8,000 Magellan Health ComStk USD0.01 COM 559079207 14024422.05 309,385 309,385 3 309,385 Magna Intl Inc Sub Vtg Com NPV COM 559222401 291876.9925 7,400 7,400 2 7,400 Magna Intl Inc Sub Vtg Com NPV COM 559222401 8983461.072 227,759 227,759 3 227,759 Main Street Capital CS USD0.01 COM 56035L104 145200 6,000 6,000 2 6,000 Main Street Capital CS USD0.01 COM 56035L104 7879520 325,600 325,600 3 325,600 MainSource Financial ComStkNPV COM 56062Y102 164437 13,900 13,900 3 13,900 Manhattan Assoc. ComStkUSD0.01 COM 562750109 214837 4,700 4,700 2 4,700 Manpower Group Com Stk USD0.01 COM 56418H100 5783370 157,800 157,800 1 157,800 ManTech Intl 'A'ComStk USD0.01 COM 564563104 771176 32,900 32,900 2 32,900 ManTech Intl 'A'ComStk USD0.01 COM 564563104 14678924.96 626,234 626,234 3 626,234 ManulifeFinComNPV (CanadianList COM 56501R106 1998364.805 183,700 183,700 2 183,700 ManulifeFinComNPV (CanadianList COM 56501R106 11761742.12 1,081,200 1,081,200 3 1,081,200 Marathon Oil Corp Com Stk USD1 COM 565849106 963989 37,700 37,700 2 37,700 Marathon Oil Corp Com Stk USD1 COM 565849106 16788213.63 656,559 656,559 3 656,559 Marathon Oil Corp Com Stk USD1 COM 565849106 755951.48 29,564 29,564 7 29,564 Marathon Petroleum CS USD0.01 COM 56585A102 1226316 27,300 27,300 2 27,300 Marathon Petroleum CS USD0.01 COM 56585A102 17640802.72 392,716 392,716 3 392,716 MARKET VECTORS AGRIBUSINESS COM 57060U605 61975 1,250 1,250 7 1,250 Market Vectors Gold Miners ETF COM 57060U100 5416722.3 120,990 120,990 7 120,990 Market Vectors Vietnam ETF COM 57060U761 1098526 59,800 59,800 3 59,800 MarketAxess Hldgs CS USD0.003 COM 57060D108 21312 800 800 3 800 MarketVectorsEMLocal CurrencyBd COM 57060U522 6829146.36 267,181 267,181 2 267,181 Marriott Intl Cls A ComStkUSD1 COM 571903202 31634.4 807 807 7 807 MarriottVacationsWrld CSUSD0.01 COM 57164Y107 12392 400 400 3 400 MarriottVacationsWrld CSUSD0.01 COM 57164Y107 2478.4 80 80 7 80 Marsh & McLennan Com USD1 COM 571748102 2742773 85,100 85,100 2 85,100 Marsh & McLennan Com USD1 COM 571748102 15612212 484,400 484,400 3 484,400 MartenTransportLtd CmSkUSD0.01 COM 573075108 119056 5,600 5,600 2 5,600 MartenTransportLtd CmSkUSD0.01 COM 573075108 82914 3,900 3,900 3 3,900 MartinMariet.Mat. ComStkUSD0.01 COM 573284106 13793500 175,000 175,000 1 175,000 Masco Corporation Com Stk USD1 COM 574599106 8322 600 600 7 600 Masimo Corp Com Stock USD0.001 COM 574795100 31790790 1,420,500 1,420,500 1 1,420,500 MasterCard Cl'A'ComStkUSD0.0001 COM 57636Q104 1376352 3,200 3,200 2 3,200 MasterCard Cl'A'ComStkUSD0.0001 COM 57636Q104 4076152.47 9,477 9,477 3 9,477 MaterialSciences ComStkUSD0.02 COM 576674105 18860 2,300 2,300 3 2,300 Materion Corp Common Stock NPV COM 576690101 73788.12 3,204 3,204 3 3,204 Matrix Service Com Stk USD0.01 COM 576853105 54384 4,800 4,800 2 4,800 Matrix Service Com Stk USD0.01 COM 576853105 61182 5,400 5,400 3 5,400 Mattel Inc Common Stock USD1 COM 577081102 5154716 158,900 158,900 2 158,900 Mattel Inc Common Stock USD1 COM 577081102 48312892 1,489,300 1,489,300 3 1,489,300 MaximInteg.Prod. ComStkUSD0.001 COM 57772K101 2115300 82,500 82,500 2 82,500 MaximInteg.Prod. ComStkUSD0.001 COM 57772K101 17609552 686,800 686,800 3 686,800 MAXIMUS Inc.Common Stock NPV COM 577933104 998775 19,300 19,300 2 19,300 MAXIMUS Inc.Common Stock NPV COM 577933104 8952750 173,000 173,000 3 173,000 MB Financial Com Stock USD0.01 COM 55264U108 10545984 489,600 489,600 1 489,600 McCormick&CoInc ComStkN/VtgNPV COM 579780206 11244510 185,400 185,400 1 185,400 McCormick&CoInc ComStkN/VtgNPV COM 579780206 3118137.8 51,412 51,412 2 51,412 McCormick&CoInc ComStkN/VtgNPV COM 579780206 24059855 396,700 396,700 3 396,700 McDonald's Corp ComStk USD0.01 COM 580135101 9906418.47 111,899 111,899 2 111,899 McDonald's Corp ComStk USD0.01 COM 580135101 113355671.1 1,280,421 1,280,421 3 1,280,421 McDonald's Corp ComStk USD0.01 COM 580135101 847232.1 9,570 9,570 4 9,570 McDonald's Corp ComStk USD0.01 COM 580135101 1558128 17,600 17,600 5 17,600 McDonald's Corp ComStk USD0.01 COM 580135101 2686000.2 30,340 30,340 7 30,340 McGrath Rentcorp Com Stock NPV COM 580589109 153700 5,800 5,800 2 5,800 McGrath Rentcorp Com Stock NPV COM 580589109 567100 21,400 21,400 3 21,400 McGraw-Hill Common USD1 COM 580645109 3897000 86,600 86,600 2 86,600 McGraw-Hill Common USD1 COM 580645109 23857380 530,164 530,164 3 530,164 McKesson HBOC Com Stk USD0.01 COM 58155Q103 1378125 14,700 14,700 2 14,700 McKesson HBOC Com Stk USD0.01 COM 58155Q103 4007906.25 42,751 42,751 3 42,751 MDU Resources Grp Com Stk USD1 COM 552690109 1491090 69,000 69,000 3 69,000 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 920953.89 11,439 11,439 3 11,439 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 1247905 15,500 15,500 5 15,500 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 72078 8,200 8,200 2 8,200 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 549058.56 62,464 62,464 3 62,464 Mechel OAO ADR (EachRep1OrdSh) COM 583840103 23865 3,700 3,700 3 3,700 Medallion Fin. Com Stk USD0.01 COM 583928106 36108 3,400 3,400 3 3,400 MedAssets IncComStk USD0.01 COM 584045108 6330915 470,700 470,700 1 470,700 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 8520425 249,500 249,500 1 249,500 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 215145 6,300 6,300 2 6,300 MedicisPharm. ClsACmSkUSD0.001 COM 584690309 20490 600 600 3 600 MedidataSolutions ComStkUSD0.01 COM 58471A105 124146 3,800 3,800 2 3,800 MedidataSolutions ComStkUSD0.01 COM 58471A105 78408 2,400 2,400 3 2,400 Medifast Inc Com Stk USD0.001 COM 58470H101 19680 1,000 1,000 2 1,000 Medifast Inc Com Stk USD0.001 COM 58470H101 838741.92 42,619 42,619 3 42,619 Medivation Inc Com Stk USD0.01 COM 58501N101 435886.6 4,769 4,769 3 4,769 Mednax Inc Common Stk USD0.01 COM 58502B106 1590128 23,200 23,200 2 23,200 Mednax Inc Common Stk USD0.01 COM 58502B106 12769002 186,300 186,300 3 186,300 Medtox Scientific ComStUSD0.15 COM 584977201 18872 700 700 3 700 Medtronic Inc Com Stk USD0.10 COM 585055106 13170601.26 340,062 340,062 2 340,062 Medtronic Inc Com Stk USD0.10 COM 585055106 140023744.9 3,615,382 3,615,382 3 3,615,382 Mercer Intl Inc Com.Stk USD1 COM 588056101 77085 13,500 13,500 3 13,500 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 46623519.25 1,116,731 1,116,731 1 1,116,731 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 10675767.25 255,707 255,707 2 255,707 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 278052369.8 6,659,937 6,659,937 3 6,659,937 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 2553847.5 61,170 61,170 4 61,170 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 768200 18,400 18,400 7 18,400 MercuryGeneral Corp ComStk NPV COM 589400100 8334 200 200 3 200 Meredith Corp Com Stk USD1 COM 589433101 335370 10,500 10,500 2 10,500 Meredith Corp Com Stk USD1 COM 589433101 9144422 286,300 286,300 3 286,300 Meridian Bioscience ComStk NPV COM 589584101 286440 14,000 14,000 2 14,000 Meridian Bioscience ComStk NPV COM 589584101 1252152 61,200 61,200 3 61,200 MeritageHomesCorp ComStkUSD0.01 COM 59001A102 2998836.58 88,357 88,357 3 88,357 MeritMedicalSystems ComStk NPV COM 589889104 5787771 419,100 419,100 1 419,100 Metals USA Hldgs ComStkUSD0.01 COM 59132A104 143190 9,000 9,000 2 9,000 Metals USA Hldgs ComStkUSD0.01 COM 59132A104 380249 23,900 23,900 3 23,900 Metlife Inc Common Stk USD0.01 COM 59156R108 19589256.4 634,984 634,984 1 634,984 Metlife Inc Common Stk USD0.01 COM 59156R108 3106595 100,700 100,700 2 100,700 Metlife Inc Common Stk USD0.01 COM 59156R108 37881640.5 1,227,930 1,227,930 3 1,227,930 Metlife Inc Common Stk USD0.01 COM 59156R108 1148237 37,220 37,220 4 37,220 Metlife Inc Common Stk USD0.01 COM 59156R108 879225 28,500 28,500 5 28,500 MetroPCSCommun. ComStkUSD0.0001 COM 591708102 3445475 569,500 569,500 1 569,500 MetroPCSCommun. ComStkUSD0.0001 COM 591708102 6458375 1,067,500 1,067,500 3 1,067,500 MetropolitanHealth CS USD0.001 COM 592142103 146564.55 15,315 15,315 2 15,315 MetropolitanHealth CS USD0.001 COM 592142103 2808795 293,500 293,500 3 293,500 Mettler-ToledoIntl CmStkUSD0.01 COM 592688105 888345 5,700 5,700 3 5,700 Mettler-ToledoIntl CmStkUSD0.01 COM 592688105 1496160 9,600 9,600 7 9,600 MFA Financial Inc REIT USD0.01 COM 55272X102 33426852.9 4,236,610 4,236,610 1 4,236,610 MFA Financial Inc REIT USD0.01 COM 55272X102 3312577.05 419,845 419,845 2 419,845 MFA Financial Inc REIT USD0.01 COM 55272X102 55117267.68 6,985,712 6,985,712 3 6,985,712 MFA Financial Inc REIT USD0.01 COM 55272X102 1153044.6 146,140 146,140 4 146,140 MFA Financial Inc REIT USD0.01 COM 55272X102 457036.14 57,926 57,926 7 57,926 MGE Energy Inc ComStock USD1 COM 55277P104 373670 7,900 7,900 2 7,900 MGE Energy Inc ComStock USD1 COM 55277P104 212850 4,500 4,500 3 4,500 Michael Kors Hldgs Com Stk NPV COM G60754101 12966425.2 309,905 309,905 1 309,905 Michael Kors Hldgs Com Stk NPV COM G60754101 453127.2 10,830 10,830 4 10,830 Microchip Tech.Com StkUSD0.001 COM 595017104 1409208 42,600 42,600 2 42,600 Microchip Tech.Com StkUSD0.001 COM 595017104 15971024 482,800 482,800 3 482,800 Micros Systems ComStk USD0.025 COM 594901100 10631628.8 207,649 207,649 1 207,649 Micros Systems ComStk USD0.025 COM 594901100 445440 8,700 8,700 4 8,700 Microsoft Com Stk USD0.0000125 COM 594918104 59949150.17 1,959,763 1,959,763 1 1,959,763 Microsoft Com Stk USD0.0000125 COM 594918104 22087417.73 722,047 722,047 2 722,047 Microsoft Com Stk USD0.0000125 COM 594918104 281800280.3 9,212,170 9,212,170 3 9,212,170 Microsoft Com Stk USD0.0000125 COM 594918104 4243475.39 138,721 138,721 4 138,721 Microsoft Com Stk USD0.0000125 COM 594918104 3545075.1 115,890 115,890 5 115,890 Microsoft Com Stk USD0.0000125 COM 594918104 2786657.23 91,097 91,097 7 91,097 Mid-Amer.AptCmntys CmSkUSD0.01 COM 59522J103 11569273.12 169,538 169,538 1 169,538 Middlesex Water Co Com Stk NPV COM 596680108 38000 2,000 2,000 2 2,000 Middlesex Water Co Com Stk NPV COM 596680108 119700 6,300 6,300 3 6,300 Miller Inds Inc ComStk USD0.01 COM 600551204 170451 10,700 10,700 2 10,700 Miller Inds Inc ComStk USD0.01 COM 600551204 3007584 188,800 188,800 3 188,800 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 14193894 468,600 468,600 2 468,600 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 43935645 1,450,500 1,450,500 3 1,450,500 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 33679451 1,111,900 1,111,900 4 1,111,900 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 17316883.87 571,703 571,703 6 571,703 Mineral Tech.Inc ComStkUSD0.10 COM 603158106 12328674 193,300 193,300 1 193,300 MissionWestProp. REIT USD0.001 COM 605203108 21550 2,500 2,500 3 2,500 MitchamIndustries ComStkUSD0.01 COM 606501104 27287.76 1,608 1,608 3 1,608 MKS Instruments Common Stk NPV COM 55306N104 83694 2,900 2,900 2 2,900 MKS Instruments Common Stk NPV COM 55306N104 54834 1,900 1,900 3 1,900 MModal Inc Common Stk USD0.10 COM 60689B107 59708 4,600 4,600 2 4,600 MobileTeleSystems ADR(Rp2ComSh) COM 607409109 32275800 1,876,500 1,876,500 2 1,876,500 MobileTeleSystems ADR(Rp2ComSh) COM 607409109 154207838.4 8,965,572 8,965,572 3 8,965,572 Molex Com.USD0.05 COM 608554101 18076543.38 755,077 755,077 1 755,077 Molex Com.USD0.05 COM 608554101 304038 12,700 12,700 2 12,700 Molex Com.USD0.05 COM 608554101 2638188 110,200 110,200 3 110,200 MomentaPharm. ComStk USD0.0001 COM 60877T100 748932 55,600 55,600 2 55,600 MomentaPharm. ComStk USD0.0001 COM 60877T100 9287565 689,500 689,500 3 689,500 MonolithicPower ComStkUSD0.001 COM 609839105 5446840 274,400 274,400 1 274,400 MonotypeImagingComStk USD0.001 COM 61022P100 13416 800 800 3 800 Monsanto Co. Com Stk USD0.01 COM 61166W101 2376944.92 28,714 28,714 2 28,714 Monsanto Co. Com Stk USD0.01 COM 61166W101 9425661.92 113,864 113,864 3 113,864 Monsanto Co. Com Stk USD0.01 COM 61166W101 1804604 21,800 21,800 5 21,800 Monsanto Co. Com Stk USD0.01 COM 61166W101 503881.86 6,087 6,087 7 6,087 MonsterWorldwide ComStkUSD0.001 COM 611742107 3961377 476,700 476,700 1 476,700 Moody's Corp Common StkUSD0.01 COM 615369105 416670 11,400 11,400 2 11,400 Moody's Corp Common StkUSD0.01 COM 615369105 7039530 192,600 192,600 3 192,600 Morgan Stanley ComStockUSD0.01 COM 617446448 3370290 231,000 231,000 2 231,000 Morgan Stanley ComStockUSD0.01 COM 617446448 63688005.38 4,365,182 4,365,182 3 4,365,182 Mosaic Co (The) ComStk USD0.01 COM 61945C103 4495796 82,100 82,100 2 82,100 Mosaic Co (The) ComStk USD0.01 COM 61945C103 44404884 810,900 810,900 3 810,900 Mosaic Co (The) ComStk USD0.01 COM 61945C103 44355.6 810 810 7 810 MRC Global Inc ComStkUSD0.01 COM 55345K103 21445984 1,007,800 1,007,800 1 1,007,800 MSC Ind.Dir. ClsAComStkUSD0.001 COM 553530106 340860 5,200 5,200 3 5,200 MSCI Inc ComStkUSD0.01 COM 55354G100 17884314 525,700 525,700 1 525,700 MTS Systems Corp ComStkUSD0.25 COM 553777103 177330 4,600 4,600 2 4,600 MTS Systems Corp ComStkUSD0.25 COM 553777103 1688490 43,800 43,800 3 43,800 Multi-Color Corp Com Stock NPV COM 625383104 40032 1,800 1,800 2 1,800 Multi-Color Corp Com Stock NPV COM 625383104 11120 500 500 3 500 MultiFinelineElc CmStkUSD0.0001 COM 62541B101 56672 2,300 2,300 2 2,300 MultiFinelineElc CmStkUSD0.0001 COM 62541B101 66528 2,700 2,700 3 2,700 Murphy Oil Corp Com Stock USD1 COM 626717102 1333690.8 26,520 26,520 2 26,520 Murphy Oil Corp Com Stock USD1 COM 626717102 26022409.63 517,447 517,447 3 517,447 Mylan Inc Common Stock USD0.50 COM 628530107 687836.19 32,187 32,187 3 32,187 MYR Group Inc Com Stk USD0.01 COM 55405W104 16363952 959,200 959,200 1 959,200 Myriad Genetics ComStk USD0.01 COM 62855J104 14152658 595,400 595,400 1 595,400 Myriad Genetics ComStk USD0.01 COM 62855J104 527717.77 22,201 22,201 3 22,201 Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 290625 2,500 2,500 2 2,500 Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 3289875 28,300 28,300 3 28,300 Nanometrics Common Stock NPV COM 630077105 8630784 561,900 561,900 1 561,900 Nanometrics Common Stock NPV COM 630077105 13824 900 900 3 900 Nash Finch Co Com Stk USD1.667 COM 631158102 66588 3,100 3,100 2 3,100 Nash Finch Co Com Stk USD1.667 COM 631158102 1606897.32 74,809 74,809 3 74,809 National CineMedia CS USD0.01 COM 635309107 833030.21 54,913 54,913 3 54,913 NationalBeverageCp CmStkUSD0.01 COM 635017106 29880 2,000 2,000 2 2,000 NationalBeverageCp CmStkUSD0.01 COM 635017106 35856 2,400 2,400 3 2,400 National-Oilwell ComStkUSD0.01 COM 637071101 831276 12,900 12,900 2 12,900 National-Oilwell ComStkUSD0.01 COM 637071101 35741194.92 554,643 554,643 3 554,643 Natl Bankshares ComStk USD1.25 COM 634865109 111444 3,700 3,700 3 3,700 Natl Fin PartnersComStkUSD0.10 COM 63607P208 42880 3,200 3,200 3 3,200 Natl Healthcare Com StkUSD0.01 COM 635906100 63322 1,400 1,400 2 1,400 Natl Healthcare Com StkUSD0.01 COM 635906100 1329762 29,400 29,400 3 29,400 Natl Instruments ComStkUSD0.01 COM 636518102 6312717.78 235,023 235,023 3 235,023 Natl Interstate ComStk USD0.01 COM 63654U100 5318 200 200 2 200 Natl Interstate ComStk USD0.01 COM 63654U100 13295 500 500 3 500 Natl Presto Indust. ComStkUSD1 COM 637215104 223264 3,200 3,200 2 3,200 Natl Presto Indust. ComStkUSD1 COM 637215104 941895 13,500 13,500 3 13,500 Natl Research Corp CS USD0.001 COM 637372103 20940 400 400 3 400 NatlHealthInvest. REIT USD0.01 COM 63633D104 35644 700 700 3 700 NatlWesternLife 'A'ComStk USD1 COM 638522102 56768 400 400 2 400 NatlWesternLife 'A'ComStk USD1 COM 638522102 1151964.64 8,117 8,117 3 8,117 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 596373 26,900 26,900 2 26,900 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 3862014 174,200 174,200 3 174,200 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 5989840.65 2,464,955 2,464,955 2 2,464,955 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 1188831.33 489,231 489,231 3 489,231 NBT Bancorp Inc ComStk USD0.01 COM 628778102 544068 25,200 25,200 3 25,200 NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 12555 3,100 3,100 2 3,100 NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 140162.4 34,608 34,608 3 34,608 NelnetInc Class'A'ComStkUSD0.01 COM 64031N108 96600 4,200 4,200 2 4,200 Net 1 UEPS Com Stock USD0.001 COM 64107N206 190836 22,800 22,800 2 22,800 Net 1 UEPS Com Stock USD0.001 COM 64107N206 268677 32,100 32,100 3 32,100 NetEase Inc ADR(Repr 1 HKD0.1) COM 64110W102 100045 1,700 1,700 3 1,700 Netgear Inc Com Stock USD0.001 COM 64111Q104 386512 11,200 11,200 2 11,200 Netgear Inc Com Stock USD0.001 COM 64111Q104 3264646 94,600 94,600 3 94,600 NetScout Sys. Com Stk USD0.001 COM 64115T104 8363966 387,400 387,400 1 387,400 NeurocrineBiosc. ComStkUSD0.001 COM 64125C109 78950 10,000 10,000 3 10,000 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 6115540 183,100 183,100 1 183,100 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 2391440 71,600 71,600 2 71,600 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 12900983.8 386,257 386,257 3 386,257 Neutral Tandem Inc CS USD0.001 COM 64128B108 22406 1,700 1,700 3 1,700 Nevsun Resources Ltd Com NPV COM 64156L101 594498.0136 183,100 183,100 2 183,100 Nevsun Resources Ltd Com NPV COM 64156L101 4499158.37 1,385,700 1,385,700 3 1,385,700 New Gold Inc Com NPV (US List) COM 644535106 7142062 751,796 751,796 3 751,796 NewfieldExplor.Co. ComStUSD0.01 COM 651290108 120171 4,100 4,100 2 4,100 NewfieldExplor.Co. ComStUSD0.01 COM 651290108 703440 24,000 24,000 3 24,000 NewMarket Corp CommonStock NPV COM 651587107 1624500 7,500 7,500 2 7,500 NewMarket Corp CommonStock NPV COM 651587107 10136880 46,800 46,800 3 46,800 NewmontMin.Cp Com Stk USD1.60 COM 651639106 1940400 40,000 40,000 2 40,000 NewmontMin.Cp Com Stk USD1.60 COM 651639106 35931987.63 740,713 740,713 3 740,713 NewmontMin.Cp Com Stk USD1.60 COM 651639106 37595.25 775 775 7 775 NewOrientalADR (EachRep4OrdShs) COM 647581107 25237450 1,030,100 1,030,100 4 1,030,100 NewOrientalADR (EachRep4OrdShs) COM 647581107 2519016.5 102,817 102,817 6 102,817 NewOrientalADR (EachRep4OrdShs) COM 647581107 346136 14,128 14,128 7 14,128 NewparkResources ComStkUSD0.01 COM 651718504 75520 12,800 12,800 2 12,800 NewparkResources ComStkUSD0.01 COM 651718504 747530 126,700 126,700 3 126,700 Newport Corp CommStk USD0.1167 COM 651824104 100968 8,400 8,400 2 8,400 Newport Corp CommStk USD0.1167 COM 651824104 358196 29,800 29,800 3 29,800 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 916119 41,100 41,100 2 41,100 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 679176.3 30,470 30,470 3 30,470 News Corp Cls'B' ComStkUSD0.01 COM 65248E203 11642.84 517 517 3 517 Nexen Incorporated Common NPV COM 65334H102 764380.7936 45,200 45,200 2 45,200 Nexen Incorporated Common NPV COM 65334H102 3820212.86 225,900 225,900 3 225,900 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 3357171.09 48,789 48,789 2 48,789 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 8958717.95 130,195 130,195 3 130,195 NGP Capital Com Stock USD0.001 COM 62912R107 26904 3,800 3,800 3 3,800 NII Holdings Com Stk USD0.001 COM 62913F201 11133176.01 1,088,287 1,088,287 1 1,088,287 Nike Inc Comm Stk 'B'NPV COM 654106103 1763324.64 20,088 20,088 2 20,088 Nike Inc Comm Stk 'B'NPV COM 654106103 10360673.4 118,030 118,030 3 118,030 Nippon Tel&Tel ADR (Rep0.5Ord) COM 654624105 101607.74 4,391 4,391 2 4,391 Noble Corp CommonStock CHF3.15 COM H5833N103 26488886.23 814,291 814,291 3 814,291 Noble Energy Com Stk USD0.01 COM 655044105 576776 6,800 6,800 2 6,800 Noble Energy Com Stk USD0.01 COM 655044105 252085.04 2,972 2,972 3 2,972 NorandaAluminumHldg CS USD0.01 COM 65542W107 188652 23,700 23,700 3 23,700 Nordson Corp Common Stock NPV COM 655663102 220547 4,300 4,300 2 4,300 Nordson Corp Common Stock NPV COM 655663102 179515 3,500 3,500 3 3,500 Nordstrom Inc Common Stock NPV COM 655664100 382613 7,700 7,700 3 7,700 Norfolk Southern Cp ComUSD1.00 COM 655844108 2482308.99 34,587 34,587 2 34,587 Norfolk Southern Cp ComUSD1.00 COM 655844108 16852385.47 234,811 234,811 3 234,811 Norfolk Southern Cp ComUSD1.00 COM 655844108 4338281.19 60,447 60,447 7 60,447 North European Oil Rty Uts NPV COM 659310106 422540.73 15,021 15,021 3 15,021 NorthAmer.Engy Com NPV(USList) COM 656844107 1159039.2 449,240 449,240 3 449,240 Northern Trust ComStk USD1 2/3 COM 665859104 2936076 63,800 63,800 2 63,800 Northern Trust ComStk USD1 2/3 COM 665859104 11249727.06 244,453 244,453 3 244,453 Northrim BanCorp Com Stk USD1 COM 666762109 32235 1,500 1,500 3 1,500 Northrop Grumman Com Stk USD1 COM 666807102 1894563 29,700 29,700 2 29,700 Northrop Grumman Com Stk USD1 COM 666807102 53248319.76 834,744 834,744 3 834,744 NorthStarRealtyFinREIT USD0.01 COM 66704R100 107010 20,500 20,500 2 20,500 NorthStarRealtyFinREIT USD0.01 COM 66704R100 550835.28 105,524 105,524 3 105,524 NorthwestBancshs ComStkUSD0.01 COM 667340103 63234 5,400 5,400 3 5,400 NorthWesternCorp CmStk USD0.01 COM 668074305 35400673.2 964,596 964,596 1 964,596 Nova Measuring Instrum ILS0.01 COM M7516K103 14824 1,700 1,700 2 1,700 Nova Measuring Instrum ILS0.01 COM M7516K103 238928 27,400 27,400 3 27,400 NovartisADR (EchRep1CHF0.5)Regd COM 66987V109 75185.5 1,345 1,345 2 1,345 NTELOS Hldgs Cp ComStk USD0.01 COM 67020Q305 42412.5 2,250 2,250 2 2,250 NTELOS Hldgs Cp ComStk USD0.01 COM 67020Q305 36757.5 1,950 1,950 3 1,950 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 680050 14,500 14,500 2 14,500 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 4525850 96,500 96,500 3 96,500 Nucor Corporation Com.USD0.40 COM 670346105 523020 13,800 13,800 3 13,800 NuStar Energy LP CommonStk NPV COM 67058H102 97002 1,800 1,800 2 1,800 NuStar Energy LP CommonStk NPV COM 67058H102 1013132 18,800 18,800 3 18,800 NutriSystem Inc ComStkUSD0.001 COM 67069D108 39246.2 3,395 3,395 3 3,395 Obagi Med.Prod. Com.StkUSD0.001 COM 67423R108 154227 10,100 10,100 3 10,100 Occidental Petrol Com.USD0.20 COM 674599105 9802824.84 114,292 114,292 2 114,292 Occidental Petrol Com.USD0.20 COM 674599105 73788960.24 860,312 860,312 3 860,312 Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 17634420 939,000 939,000 1 939,000 Oil States Intl ComStk USD0.01 COM 678026105 42019986.6 634,743 634,743 1 634,743 Oil States Intl ComStk USD0.01 COM 678026105 218460 3,300 3,300 2 3,300 Oil States Intl ComStk USD0.01 COM 678026105 172120 2,600 2,600 3 2,600 Old Natl Bancorp Com Stk NPV COM 680033107 10889467 906,700 906,700 1 906,700 Old Natl Bancorp Com Stk NPV COM 680033107 652143 54,300 54,300 3 54,300 Omega Protein Corp CS USD0.01 COM 68210P107 188416 25,600 25,600 2 25,600 Omega Protein Corp CS USD0.01 COM 68210P107 1429680 194,250 194,250 3 194,250 OmegaHealthcareInv REIT USD0.1 COM 681936100 270000 12,000 12,000 2 12,000 OmegaHealthcareInv REIT USD0.1 COM 681936100 182250 8,100 8,100 3 8,100 Omnicom Gp.Common Stk.USD0.15 COM 681919106 5186883.6 106,726 106,726 3 106,726 ON Semiconductor ComStkUSD0.01 COM 682189105 2812203.5 396,085 396,085 3 396,085 One Liberty Propert. REIT USD1 COM 682406103 37810.64 2,008 2,008 3 2,008 OneBeaconInsGrp ComStk USD0.01 COM G67742109 9114 700 700 3 700 ONEOK Partn.LP Ltd Partn.Units COM 68268N103 209625 3,900 3,900 2 3,900 ONEOK Partn.LP Ltd Partn.Units COM 68268N103 129000 2,400 2,400 3 2,400 Onyx Pharmaceut. ComStkUSD0.001 COM 683399109 15256920 229,600 229,600 1 229,600 Opnet Technologies CS USD0.001 COM 683757108 74452 2,800 2,800 2 2,800 Opnet Technologies CS USD0.001 COM 683757108 61157 2,300 2,300 3 2,300 Oracle Corp.Com Stk USD0.01 COM 68389X105 9346025.7 314,681 314,681 2 314,681 Oracle Corp.Com Stk USD0.01 COM 68389X105 87728661.9 2,953,827 2,953,827 3 2,953,827 Oracle Corp.Com Stk USD0.01 COM 68389X105 480219.3 16,169 16,169 4 16,169 Oracle Corp.Com Stk USD0.01 COM 68389X105 2153250 72,500 72,500 5 72,500 Oracle Corp.Com Stk USD0.01 COM 68389X105 198099 6,670 6,670 7 6,670 OrchidsPaperPrdcts CS USD0.001 COM 68572N104 44200 2,500 2,500 3 2,500 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 21821498.61 260,493 260,493 1 260,493 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 206995.67 2,471 2,471 3 2,471 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 1133408.1 13,530 13,530 4 13,530 Oriental Fin Grp CommonStkUSD1 COM 68618W100 121880 11,000 11,000 2 11,000 Oriental Fin Grp CommonStkUSD1 COM 68618W100 2027640 183,000 183,000 3 183,000 Orion Marine Grp ComStkUSD0.01 COM 68628V308 2795832 401,700 401,700 1 401,700 Orrstown Fin Svcs Com Stk NPV COM 687380105 2409 300 300 3 300 Orthofix Intl NV ComStkUSD0.10 COM N6748L102 5341875 129,500 129,500 1 129,500 Owens & Minor Inc Com Stk USD2 COM 690732102 36756 1,200 1,200 3 1,200 OwensCorning Inc ComStkUSD0.01 COM 690742101 6863327.74 240,481 240,481 3 240,481 Paccar Inc Common Stock USD1 COM 693718108 662271.81 16,899 16,899 3 16,899 Pack.Cp of Amer.ComStk USD0.01 COM 695156109 25715344 910,600 910,600 1 910,600 PacWest Bancorp Com Stock NPV COM 695263103 409491 17,300 17,300 2 17,300 PacWest Bancorp Com Stock NPV COM 695263103 18936 800 800 3 800 Pall Corporation ComStkUSD0.10 COM 696429307 548100 10,000 10,000 2 10,000 Pall Corporation ComStkUSD0.10 COM 696429307 460404 8,400 8,400 3 8,400 PanAmerican Silver Corp ComNPV COM 697900108 2031532.689 120,200 120,200 2 120,200 PanAmerican Silver Corp ComNPV COM 697900108 5430378.145 321,300 321,300 3 321,300 PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 13944 100 100 3 100 Papa Johns Int'l Com Stk NPV COM 698813102 23785 500 500 3 500 ParametricTech Cp CmStkUSD0.01 COM 699173209 66565878.88 3,175,853 3,175,853 1 3,175,853 Parexel Intl Cp Com StkUSD0.01 COM 699462107 46890030 1,661,000 1,661,000 1 1,661,000 Park National Corp Com Stk NPV COM 700658107 810076.5 11,614 11,614 2 11,614 Park National Corp Com Stk NPV COM 700658107 11447091 164,116 164,116 3 164,116 ParkerDrilling CmStk USD0.1666 COM 701081101 75768 16,800 16,800 2 16,800 Parker-Hannifin Com Stk USD0.5 COM 701094104 3059824 39,800 39,800 2 39,800 Parker-Hannifin Com Stk USD0.5 COM 701094104 24678480 321,000 321,000 3 321,000 Parker-Hannifin Com Stk USD0.5 COM 701094104 691920 9,000 9,000 7 9,000 Partnerre Holdings ComStk USD1 COM G6852T105 42535696.07 562,121 562,121 1 562,121 Partnerre Holdings ComStk USD1 COM G6852T105 143773 1,900 1,900 2 1,900 Partnerre Holdings ComStk USD1 COM G6852T105 45402 600 600 3 600 Patterson Cos Com Stk USD0.01 COM 703395103 1078911 31,300 31,300 2 31,300 Patterson Cos Com Stk USD0.01 COM 703395103 17931259.53 520,199 520,199 3 520,199 Patterson-UTI En.ComStkUSD0.01 COM 703481101 460096 31,600 31,600 2 31,600 Patterson-UTI En.ComStkUSD0.01 COM 703481101 9459835.84 649,714 649,714 3 649,714 Paychex Inc Com Stock USD0.01 COM 704326107 1862613 59,300 59,300 2 59,300 Paychex Inc Com Stock USD0.01 COM 704326107 10092033 321,300 321,300 3 321,300 PC ConnectionInc CmStk USD0.01 COM 69318J100 39294 3,700 3,700 2 3,700 PC Mall Inc Com Stock USD0.001 COM 69323K100 17853 3,300 3,300 3 3,300 PDC Energy Inc Com Stk USD0.01 COM 69327R101 9312696 379,800 379,800 1 379,800 PDL Biopharma Com Stk USD0.01 COM 69329Y104 1114503 168,100 168,100 2 168,100 PDL Biopharma Com Stk USD0.01 COM 69329Y104 14996397 2,261,900 2,261,900 3 2,261,900 PeabodyEnergyCorp ComStkUSD0.01 COM 704549104 289336 11,800 11,800 2 11,800 PeabodyEnergyCorp ComStkUSD0.01 COM 704549104 1358015.68 55,384 55,384 3 55,384 PeabodyEnergyCorp ComStkUSD0.01 COM 704549104 18390 750 750 7 750 Penn Virginia Common Units NPV COM 707884102 116130 4,740 4,740 2 4,740 Penn Virginia Common Units NPV COM 707884102 75607 3,086 3,086 3 3,086 Penns Woods Bancorp CS USD8.33 COM 708430103 47772 1,200 1,200 3 1,200 PennWest Petroleum Ltd Com NPV COM 707887105 56639.1878 4,227 4,227 3 4,227 PennymacMortgInvTst REITUSD0.01 COM 70931T103 167705 8,500 8,500 2 8,500 PennymacMortgInvTst REITUSD0.01 COM 70931T103 1000311 50,700 50,700 3 50,700 PenskeAutomotive CmStkUSD0.0001 COM 70959W103 46728 2,200 2,200 2 2,200 People's Utd Fin.ComStkUSD0.01 COM 712704105 25862424.39 2,227,599 2,227,599 1 2,227,599 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 12245660.64 173,304 173,304 2 173,304 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 72902536.42 1,031,737 1,031,737 3 1,031,737 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 1614581 22,850 22,850 7 22,850 Perrigo Co CS NPV (IsraelList) COM 714290103 131749.4055 1,123 1,123 3 1,123 PetMed Express ComStk USD0.001 COM 716382106 100928 8,300 8,300 2 8,300 PetMed Express ComStk USD0.001 COM 716382106 1944384 159,900 159,900 3 159,900 PetrolBras-Pet. SponADRRp2PfNPV COM 71654V101 25379238.64 1,399,076 1,399,076 2 1,399,076 PetrolBras-Pet. SponADRRp2PfNPV COM 71654V101 175937411.1 9,698,865 9,698,865 3 9,698,865 PetrolBras-Pet. SponADRRp2PfNPV COM 71654V101 253960 14,000 14,000 7 14,000 PetrolBras-PetrobADS (Rp2ComSh) COM 71654V408 130229582.3 6,938,177 6,938,177 2 6,938,177 PetrolBras-PetrobADS (Rp2ComSh) COM 71654V408 126805540.1 6,755,756 6,755,756 3 6,755,756 PetrolBras-PetrobADS (Rp2ComSh) COM 71654V408 733662.99 39,087 39,087 7 39,087 PetroQuestEnergy ComStkUSD0.001 COM 716748108 10514000 2,102,800 2,102,800 1 2,102,800 Petsmart Inc Com Stk USD0.0001 COM 716768106 2324938 34,100 34,100 2 34,100 Petsmart Inc Com Stk USD0.0001 COM 716768106 15729126 230,700 230,700 3 230,700 Pfizer Inc Com.Stk. USD0.05 COM 717081103 49321706 2,144,422 2,144,422 1 2,144,422 Pfizer Inc Com.Stk. USD0.05 COM 717081103 15823356 687,972 687,972 2 687,972 Pfizer Inc Com.Stk. USD0.05 COM 717081103 368095243 16,004,141 16,004,141 3 16,004,141 Pfizer Inc Com.Stk. USD0.05 COM 717081103 3410325 148,275 148,275 4 148,275 Pfizer Inc Com.Stk. USD0.05 COM 717081103 2760000 120,000 120,000 5 120,000 Pfizer Inc Com.Stk. USD0.05 COM 717081103 2654108 115,396 115,396 7 115,396 PG & E Corporation ComStk USD5 COM 69331C108 291402.99 6,437 6,437 2 6,437 PG & E Corporation ComStk USD5 COM 69331C108 1449228.51 32,013 32,013 3 32,013 Philip Morris Intl Com Stk NPV COM 718172109 13853223.08 158,758 158,758 2 158,758 Philip Morris Intl Com Stk NPV COM 718172109 96320118.54 1,103,829 1,103,829 3 1,103,829 Philip Morris Intl Com Stk NPV COM 718172109 549738 6,300 6,300 7 6,300 Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 1679040 26,400 26,400 2 26,400 Philip.LgDstTel ADR(Rp1CmPHP5) COM 718252604 17676220.8 277,928 277,928 3 277,928 Phillips 66 Common Stk USD0.01 COM 718546104 280811.52 8,448 8,448 1 8,448 Phillips 66 Common Stk USD0.01 COM 718546104 1748257.8 52,595 52,595 2 52,595 Phillips 66 Common Stk USD0.01 COM 718546104 19664385.12 591,588 591,588 3 591,588 Phillips 66 Common Stk USD0.01 COM 718546104 339712.8 10,220 10,220 4 10,220 PhoenixNwMediaADR (EchRep8ClsA) COM 71910C103 16267296 3,403,200 3,403,200 4 3,403,200 Photronics Inc Com Stk USD0.01 COM 719405102 81130 13,300 13,300 2 13,300 Photronics Inc Com Stk USD0.01 COM 719405102 2859680 468,800 468,800 3 468,800 Piedmont Office A REIT USD0.01 COM 720190206 11067751 643,100 643,100 3 643,100 Pier1ImportsInc ComStkUSD0.001 COM 720279108 290811 17,700 17,700 3 17,700 Pinnacle Entmt Com Stk USD0.10 COM 723456109 7282465.06 757,013 757,013 1 757,013 Pitney Bowes Common Stk USD2 COM 724479100 473052 31,600 31,600 2 31,600 Pitney Bowes Common Stk USD2 COM 724479100 7030226.37 469,621 469,621 3 469,621 PlainsAllAmerPipLtdPtSh USD0.10 COM 726503105 1454580 18,000 18,000 2 18,000 PlainsAllAmerPipLtdPtSh USD0.10 COM 726503105 13850834 171,400 171,400 3 171,400 Plantronics Inc ComStk USD0.01 COM 727493108 160320 4,800 4,800 2 4,800 Plantronics Inc ComStk USD0.01 COM 727493108 571140 17,100 17,100 3 17,100 PMC-Sierra Inc ComStk USD0.001 COM 69344F106 15618318 2,543,700 2,543,700 1 2,543,700 PNC Financial Serv. ComStkUSD5 COM 693475105 6648768 108,800 108,800 2 108,800 PNC Financial Serv. ComStkUSD5 COM 693475105 74450679.66 1,218,306 1,218,306 3 1,218,306 PNC Financial Serv. ComStkUSD5 COM 693475105 1477578.69 24,179 24,179 5 24,179 PolarisIndustries ComStkUSD0.01 COM 731068102 207292 2,900 2,900 2 2,900 PolarisIndustries ComStkUSD0.01 COM 731068102 714800 10,000 10,000 3 10,000 Polycom Inc. Com Stk NPV COM 73172K104 4651744.12 442,181 442,181 3 442,181 PortfolioRecovery ComStkUSD0.01 COM 73640Q105 1441908 15,800 15,800 2 15,800 PortfolioRecovery ComStkUSD0.01 COM 73640Q105 9618804 105,400 105,400 3 105,400 PortlandGen.Electric ComStk NPV COM 736508847 14289760 536,000 536,000 1 536,000 PortlandGen.Electric ComStk NPV COM 736508847 981088 36,800 36,800 2 36,800 PortlandGen.Electric ComStk NPV COM 736508847 19712404 739,400 739,400 3 739,400 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 120660 1,500 1,500 3 1,500 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 188229.6 2,340 2,340 4 2,340 Potash Crp of Sask. Common NPV COM 73755L107 1060880.58 24,282 24,282 2 24,282 Potash Crp of Sask. Common NPV COM 73755L107 383292.37 8,773 8,773 3 8,773 Potash Crp of Sask. Common NPV COM 73755L107 543066.7 12,430 12,430 4 12,430 Power-One Inc Com Stk USD0.001 COM 73930R102 312332 69,100 69,100 2 69,100 Power-One Inc Com Stk USD0.001 COM 73930R102 4023084.76 890,063 890,063 3 890,063 PowerSharesQQQ Nasdaq100UnitSr1 COM 73935A104 87610159.2 1,365,495 1,365,495 2 1,365,495 Pozen Inc CommonStock USD0.001 COM 73941U102 73514 11,800 11,800 2 11,800 Pozen Inc CommonStock USD0.001 COM 73941U102 2393129.9 384,130 384,130 3 384,130 PPG Inds.Common Stk USD1.666 COM 693506107 222852 2,100 2,100 2 2,100 PPG Inds.Common Stk USD1.666 COM 693506107 1124872 10,600 10,600 3 10,600 PPG Inds.Common Stk USD1.666 COM 693506107 31836 300 300 7 300 PPL Corp Common Stock USD0.01 COM 69351T106 1073466 38,600 38,600 2 38,600 PPL Corp Common Stock USD0.01 COM 69351T106 14232573.99 511,779 511,779 3 511,779 Praxair Inc Comm Stk USD0.01 COM 74005P104 1586153.24 14,588 14,588 2 14,588 Praxair Inc Comm Stk USD0.01 COM 74005P104 6157814.82 56,634 56,634 3 56,634 Precision Castparts ComStk NPV COM 740189105 24419198.46 148,454 148,454 1 148,454 Precision Castparts ComStk NPV COM 740189105 82245 500 500 2 500 Precision Castparts ComStk NPV COM 740189105 11227100.46 68,254 68,254 3 68,254 Precision Castparts ComStk NPV COM 740189105 1820904.3 11,070 11,070 4 11,070 Precision Castparts ComStk NPV COM 740189105 756654 4,600 4,600 5 4,600 Precision Castparts ComStk NPV COM 740189105 198868.41 1,209 1,209 7 1,209 PrecisionDrilling Corp Com NPV COM 74022D308 1477838.05 217,400 217,400 3 217,400 PreformedLineProducts CmStkUSD2 COM 740444104 92656 1,600 1,600 3 1,600 Presidential LifeCmStk USD0.01 COM 740884101 48167 4,900 4,900 3 4,900 Pretium Resource ComStkUSD0.01 COM 74139C102 17498400 1,268,000 1,268,000 1 1,268,000 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 2782832 44,200 44,200 2 44,200 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 17664498.32 280,567 280,567 3 280,567 Priceline.comInc ComStkUSD0.008 COM 741503403 1129684 1,700 1,700 2 1,700 Priceline.comInc ComStkUSD0.008 COM 741503403 1700506.68 2,559 2,559 3 2,559 Primerica Inc Com Stk USD0.01 COM 74164M108 9924849 371,300 371,300 1 371,300 Primerica Inc Com Stk USD0.01 COM 74164M108 2317491 86,700 86,700 2 86,700 Primerica Inc Com Stk USD0.01 COM 74164M108 25291926 946,200 946,200 3 946,200 PrimorisServices CmStkUSD0.0001 COM 74164F103 505200 42,100 42,100 2 42,100 PrimorisServices CmStkUSD0.0001 COM 74164F103 6970800 580,900 580,900 3 580,900 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 1982988 75,600 75,600 2 75,600 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 30105508.73 1,147,751 1,147,751 3 1,147,751 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 45850.04 1,748 1,748 7 1,748 ProAssurance CommonStk USD0.01 COM 74267C106 2325249 26,100 26,100 2 26,100 ProAssurance CommonStk USD0.01 COM 74267C106 17443732.91 195,799 195,799 3 195,799 Procter And Gamble ComStk NPV COM 742718109 8239227.5 134,518 134,518 2 134,518 Procter And Gamble ComStk NPV COM 742718109 55776577.5 910,638 910,638 3 910,638 Procter And Gamble ComStk NPV COM 742718109 1970412.5 32,170 32,170 4 32,170 Procter And Gamble ComStk NPV COM 742718109 1267875 20,700 20,700 5 20,700 Procter And Gamble ComStk NPV COM 742718109 2350530 38,376 38,376 7 38,376 ProgressiveWaste SolComNPV (US) COM 74339G101 12759648 674,400 674,400 1 674,400 ProLogis Inc REIT USD0.01 COM 74340W103 21041236 633,200 633,200 3 633,200 Prospect Cap Com Stk USD0.001 COM 74348T102 4556 400 400 3 400 Protective LifeCpComStkUSD0.50 COM 743674103 1102875 37,500 37,500 2 37,500 Protective LifeCpComStkUSD0.50 COM 743674103 23385861.47 795,167 795,167 3 795,167 ProvidentFinanSvcs CmStkUSD0.01 COM 74386T105 145825 9,500 9,500 3 9,500 Prudential ADR (EachRep2Ord5p) COM 74435K204 93403.2 4,026 4,026 2 4,026 PrudentialFinancl ComStkUSD0.01 COM 744320102 1733794 35,800 35,800 2 35,800 PrudentialFinancl ComStkUSD0.01 COM 744320102 59582218.25 1,230,275 1,230,275 3 1,230,275 PrudentialFinancl ComStkUSD0.01 COM 744320102 602953.5 12,450 12,450 4 12,450 PrudentialFinancl ComStkUSD0.01 COM 744320102 184082.43 3,801 3,801 7 3,801 PS Business Cls'A'REIT USD0.01 COM 69360J107 914220 13,500 13,500 2 13,500 PS Business Cls'A'REIT USD0.01 COM 69360J107 4503041.4 66,495 66,495 3 66,495 PSSWorldMedicalInc CmStkUSD0.01 COM 69366A100 707363 33,700 33,700 2 33,700 PSSWorldMedicalInc CmStkUSD0.01 COM 69366A100 4533840 216,000 216,000 3 216,000 Public Service Ent Com NPV COM 744573106 793000 24,400 24,400 2 24,400 Public Service Ent Com NPV COM 744573106 9863750 303,500 303,500 3 303,500 Public Service Ent Com NPV COM 744573106 65000 2,000 2,000 7 2,000 Public Storage Com Stk USD0.10 COM 74460D109 57764 400 400 2 400 Public Storage Com Stk USD0.10 COM 74460D109 24809638 171,800 171,800 3 171,800 QAD Inc Cls B ComStk USD0.001 COM 74727D207 1863 135 135 3 135 QEP Resources Inc CS USD0.01 COM 74733V100 8562249.18 285,694 285,694 1 285,694 QEP Resources Inc CS USD0.01 COM 74733V100 10760308.92 359,036 359,036 3 359,036 QEP Resources Inc CS USD0.01 COM 74733V100 1448540.01 48,333 48,333 4 48,333 QEP Resources Inc CS USD0.01 COM 74733V100 225014.76 7,508 7,508 7 7,508 QLogic Corp Com Stock USD0.001 COM 747277101 10821945 790,500 790,500 1 790,500 QLogic Corp Com Stock USD0.001 COM 747277101 1342989 98,100 98,100 2 98,100 QLogic Corp Com Stock USD0.001 COM 747277101 17008456 1,242,400 1,242,400 3 1,242,400 Quaker Chemical Com Stock USD1 COM 747316107 7324285 158,500 158,500 1 158,500 Qualcomm Inc Com Stk USD0.0001 COM 747525103 4793602.56 86,092 86,092 2 86,092 Qualcomm Inc Com Stk USD0.0001 COM 747525103 24789459.84 445,213 445,213 3 445,213 Quality Systems ComStk USD0.01 COM 747582104 382389 13,900 13,900 2 13,900 Quality Systems ComStk USD0.01 COM 747582104 222831 8,100 8,100 3 8,100 QuantaServices ComStkUSD0.00001 COM 74762E102 30253583 1,256,900 1,256,900 1 1,256,900 QuantaServices ComStkUSD0.00001 COM 74762E102 5999495.64 249,252 249,252 3 249,252 Questar Corp Common Stock NPV COM 748356102 53105888.64 2,545,824 2,545,824 1 2,545,824 QuestDiagnostics ComStkUSD0.01 COM 74834L100 8020610 133,900 133,900 2 133,900 QuestDiagnostics ComStkUSD0.01 COM 74834L100 101779204.8 1,699,152 1,699,152 3 1,699,152 QuicksilverRes. ComStk USD0.01 COM 74837R104 5420 1,000 1,000 3 1,000 QuimicaMin.ChileADR (Rp10SrBNPV COM 833635105 10162335.82 182,546 182,546 3 182,546 Radioshack Corp Com Stk USD1 COM 750438103 797184 207,600 207,600 3 207,600 RAIT FinancialTst REIT USD0.01 COM 749227609 286440 62,000 62,000 3 62,000 RalphLaurenCorp A ComStkUSD.01 COM 751212101 431104.68 3,078 3,078 2 3,078 RalphLaurenCorp A ComStkUSD.01 COM 751212101 2310990 16,500 16,500 3 16,500 RandgoldResources ADR(Rep1Ord) COM 752344309 10531260.01 117,001 117,001 3 117,001 Range Resources ComStk USD0.01 COM 75281A109 22352331.73 361,279 361,279 2 361,279 Range Resources ComStk USD0.01 COM 75281A109 40558321.67 655,541 655,541 3 655,541 Raven Industries ComStock USD1 COM 754212108 340991 4,900 4,900 3 4,900 Raymond James FinComStkUSD0.01 COM 754730109 12319552 359,800 359,800 1 359,800 Raytheon Company ComStkUSD0.01 COM 755111507 9812706 173,400 173,400 2 173,400 Raytheon Company ComStkUSD0.01 COM 755111507 87352041.05 1,543,595 1,543,595 3 1,543,595 Realty Income Corp REIT USD1 COM 756109104 15191749 363,700 363,700 3 363,700 Redwood Trust Inc REIT USD0.01 COM 758075402 5992796.16 480,192 480,192 1 480,192 Regal-Beloit CommonStk USD0.01 COM 758750103 5678112 91,200 91,200 1 91,200 Regency Centers REIT USD0.01 COM 758849103 15522091 326,300 326,300 3 326,300 RegionsFinancial ComStkUSD0.01 COM 7591EP100 2944350 436,200 436,200 3 436,200 ReinsuranceGroup ComStkUSD0.01 COM 759351604 53841443.07 1,011,867 1,011,867 1 1,011,867 ReinsuranceGroup ComStkUSD0.01 COM 759351604 3141039.51 59,031 59,031 3 59,031 Reliance Steel&Alum.ComStk NPV COM 759509102 30401000 602,000 602,000 1 602,000 Reliance Steel&Alum.ComStk NPV COM 759509102 1802850 35,700 35,700 3 35,700 Renaissance Hldgs Com Stk NPV COM G7496G103 889317 11,700 11,700 2 11,700 Renaissance Hldgs Com Stk NPV COM G7496G103 4601037.32 60,532 60,532 3 60,532 Renasant Corp CommonStock USD5 COM 75970E107 265499 16,900 16,900 2 16,900 Renasant Corp CommonStock USD5 COM 75970E107 1216205.36 77,416 77,416 3 77,416 Rent-A-Center Com Stk USD0.01 COM 76009N100 59717265 1,771,500 1,771,500 1 1,771,500 Rent-A-Center Com Stk USD0.01 COM 76009N100 471940 14,000 14,000 2 14,000 Rent-A-Center Com Stk USD0.01 COM 76009N100 12130577.21 359,851 359,851 3 359,851 Republic Services CmStkUSD0.01 COM 760759100 33514236 1,266,600 1,266,600 1 1,266,600 RepublicBancorpInc A ComStkNPV COM 760281204 202475 9,100 9,100 2 9,100 RepublicBancorpInc A ComStkNPV COM 760281204 928804 41,744 41,744 3 41,744 Research in Mot. ComNPV(CanLst COM 760975102 2046483.731 276,696 276,696 2 276,696 Research in Mot. ComNPV(CanLst COM 760975102 18816451.09 2,544,089 2,544,089 3 2,544,089 ResMed Inc Com Stk USD0.004 COM 761152107 237120 7,600 7,600 3 7,600 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 47826349.69 1,065,887 1,065,887 1 1,065,887 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 3885742 86,600 86,600 2 86,600 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 66281425.56 1,477,188 1,477,188 3 1,477,188 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 1500901.5 33,450 33,450 4 33,450 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 80766 1,800 1,800 7 1,800 RG Barry Corp CommonStock USD1 COM 68798107 13590 1,000 1,000 2 1,000 RG Barry Corp CommonStock USD1 COM 68798107 266364 19,600 19,600 3 19,600 RLI Corp Common Stock USD1 COM 749607107 1145760 16,800 16,800 2 16,800 RLI Corp Common Stock USD1 COM 749607107 3682800 54,000 54,000 3 54,000 Robbins & Myers Inc ComStk NPV COM 770196103 347106 8,300 8,300 3 8,300 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 53669563 983,860 983,860 1 983,860 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 201835 3,700 3,700 2 3,700 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 164904.65 3,023 3,023 3 3,023 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 762063.5 13,970 13,970 4 13,970 Rockwell Automation ComStkUSD1 COM 773903109 713448 10,800 10,800 2 10,800 Rockwell Automation ComStkUSD1 COM 773903109 8726658.12 132,102 132,102 3 132,102 Rockwell Collins ComStkUSD0.01 COM 774341101 2625420 53,200 53,200 2 53,200 Rockwell Collins ComStkUSD0.01 COM 774341101 16698164.7 338,362 338,362 3 338,362 RogersCommun.Inc ComStkClss'B' COM 775109200 3298348.129 91,100 91,100 2 91,100 RogersCommun.Inc ComStkClss'B' COM 775109200 37794978.3 1,043,893 1,043,893 3 1,043,893 Rollins Inc Common Stock USD1 COM 775711104 13081976 584,800 584,800 1 584,800 Roper Indust. Comm Stk USD0.01 COM 776696106 177444 1,800 1,800 3 1,800 Ross Stores Inc.ComStk USD0.01 COM 778296103 53071326.03 849,549 849,549 1 849,549 Ross Stores Inc.ComStk USD0.01 COM 778296103 1708679.44 27,352 27,352 2 27,352 Ross Stores Inc.ComStk USD0.01 COM 778296103 9882754 158,200 158,200 3 158,200 Rovi Corp CommonStock USD0.001 COM 779376102 6371791.2 324,760 324,760 1 324,760 Roy.DutchShellADR (2'A'EUR0.07) COM 780259206 2438268.8 36,160 36,160 7 36,160 Royal Bk of Canada Common NPV COM 780087102 230241.797 4,500 4,500 2 4,500 Royal Bk of Canada Common NPV COM 780087102 12954938.45 253,200 253,200 3 253,200 Royal Bk of Canada Common NPV COM 780087102 303305.194 5,928 5,928 7 5,928 Royal Gold Inc Com Stk USD0.01 COM 780287108 20007680 255,200 255,200 1 255,200 Royal Gold Inc Com Stk USD0.01 COM 780287108 8932660.8 113,937 113,937 3 113,937 RoyalCari.Cruises ComStkUSD0.01 COM V7780T103 2003398.95 76,965 76,965 3 76,965 RPC Inc Common Stock USD0.10 COM 749660106 2022489 170,100 170,100 2 170,100 RPC Inc Common Stock USD0.10 COM 749660106 16550285.5 1,391,950 1,391,950 3 1,391,950 RudolphTechnol. ComStkUSD0.001 COM 781270103 872 100 100 2 100 Rue21 Inc Common Stk USD0.001 COM 781295100 53004 2,100 2,100 3 2,100 RuthsHospitality ComStkUSD0.01 COM 783332109 62040 9,400 9,400 2 9,400 RuthsHospitality ComStkUSD0.01 COM 783332109 277200 42,000 42,000 3 42,000 Ryder System Common COM 783549108 23121804.94 642,094 642,094 1 642,094 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 28382 4,600 4,600 2 4,600 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 216567 35,100 35,100 3 35,100 Safety Insurance ComStkUSD0.01 COM 78648T100 40640 1,000 1,000 3 1,000 Safeway Inc.CommonStockUSD0.01 COM 786514208 827640 45,600 45,600 3 45,600 Safeway Inc.CommonStockUSD0.01 COM 786514208 217800 12,000 12,000 7 12,000 SalixPharmaceut. ComStkUSD0.001 COM 795435106 37128080 682,000 682,000 1 682,000 Sandisk Corp. Com Stk USD0.001 COM 80004C101 4432283.52 121,499 121,499 1 121,499 Sandisk Corp. Com Stk USD0.001 COM 80004C101 7296 200 200 2 200 Sandisk Corp. Com Stk USD0.001 COM 80004C101 740544 20,300 20,300 4 20,300 SandySpring Bancorp ComStkUSD1 COM 800363103 41400 2,300 2,300 2 2,300 SandySpring Bancorp ComStkUSD1 COM 800363103 108000 6,000 6,000 3 6,000 Sanofi Contingent Value Rights COM 80105N113 9521.73 6,753 6,753 3 6,753 SAP SponADR(Each1Rep 1/4thCom) COM 803054204 68085.92 1,147 1,147 2 1,147 Sapient Corp Com Stk USD0.01 COM 803062108 19462289 1,932,700 1,932,700 1 1,932,700 Sara Lee Corp Com Stk USD1.333 COM 803111103 11766 636 636 7 636 Sauer-Danfoss Inc CmStkUSD0.01 COM 804137107 324849 9,300 9,300 2 9,300 Sauer-Danfoss Inc CmStkUSD0.01 COM 804137107 4327827 123,900 123,900 3 123,900 SBACommunications ComStkUSD0.01 COM 78388J106 39536220.5 693,010 693,010 1 693,010 SBACommunications ComStkUSD0.01 COM 78388J106 742791 13,020 13,020 4 13,020 SCANA Corp Common Stock NPV COM 80589M102 325312 6,800 6,800 2 6,800 SCANA Corp Common Stock NPV COM 80589M102 449696 9,400 9,400 3 9,400 ScanSource Inc CommonStock NPV COM 806037107 12317280 402,000 402,000 1 402,000 Schlumberger Com Stk USD0.01 COM 806857108 30598249.45 471,395 471,395 1 471,395 Schlumberger Com Stk USD0.01 COM 806857108 5437251.06 83,766 83,766 2 83,766 Schlumberger Com Stk USD0.01 COM 806857108 129488894.1 1,994,899 1,994,899 3 1,994,899 Schlumberger Com Stk USD0.01 COM 806857108 2495789.5 38,450 38,450 4 38,450 Schlumberger Com Stk USD0.01 COM 806857108 1739588 26,800 26,800 5 26,800 Schlumberger Com Stk USD0.01 COM 806857108 3157092.58 48,638 48,638 7 48,638 Schnitzer Steel 'A'ComStk USD1 COM 806882106 114882 4,100 4,100 2 4,100 Schnitzer Steel 'A'ComStk USD1 COM 806882106 627648 22,400 22,400 3 22,400 ScholasticCorp CommStk USD0.01 COM 807066105 16884 600 600 3 600 Sciclone Pharm ComStk USD0.001 COM 80862K104 145107 20,700 20,700 2 20,700 Sciclone Pharm ComStk USD0.001 COM 80862K104 1968408 280,800 280,800 3 280,800 ScrippsNtwks Cls'A'CmStkUSD0.01 COM 811065101 693692 12,200 12,200 2 12,200 ScrippsNtwks Cls'A'CmStkUSD0.01 COM 811065101 3758446 66,100 66,100 3 66,100 Seaboard Corp CommonStock USD1 COM 811543107 738011.08 346 346 2 346 Seaboard Corp CommonStock USD1 COM 811543107 7580610.92 3,554 3,554 3 3,554 SeaCubeContainerLeasing USD0.01 COM G79978105 170700 10,000 10,000 2 10,000 SeaCubeContainerLeasing USD0.01 COM G79978105 1828197 107,100 107,100 3 107,100 SeaDrill Limited USD2 COM G7945E105 1716868.777 48,346 48,346 2 48,346 SeaDrill Limited USD2 COM G7945E105 31894745.64 898,137 898,137 3 898,137 Seagate Techn.ComStkUSD0.00001 COM G7945M107 4775363 193,100 193,100 2 193,100 Seagate Techn.ComStkUSD0.00001 COM G7945M107 73418968.06 2,968,822 2,968,822 3 2,968,822 Seaspan Corp Com Stock USD0.01 COM Y75638109 14435.2 832 832 7 832 SelectComfortCorp CmStkUSD0.01 COM 81616X103 54392 2,600 2,600 2 2,600 Selective Ins.Grp Com Stk USD2 COM 816300107 76604 4,400 4,400 3 4,400 SelectMedicalHld ComStkUSD0.001 COM 81619Q105 959439 94,900 94,900 3 94,900 SempraEnergyCorp CommonStockNPV COM 816851109 13776 200 200 7 200 SeniorHousingProp.REIT USD0.01 COM 81721M109 127224 5,700 5,700 2 5,700 SeniorHousingProp.REIT USD0.01 COM 81721M109 162936 7,300 7,300 3 7,300 ShandaGamesADR (Rp2OrdAUSD0.01) COM 81941U105 2304000 576,000 576,000 2 576,000 ShandaGamesADR (Rp2OrdAUSD0.01) COM 81941U105 1128800 282,200 282,200 3 282,200 ShandaGamesADR (Rp2OrdAUSD0.01) COM 81941U105 1113600 278,400 278,400 6 278,400 Shaw Communications Cls'B'NPV COM 82028K200 845506.891 44,800 44,800 2 44,800 Shaw Communications Cls'B'NPV COM 82028K200 13042340.12 691,061 691,061 3 691,061 ShenandoahTelecomCo ComStk NPV COM 82312B106 13610 1,000 1,000 3 1,000 ShinhanFinSpADR (Rp2OrdKRW5000) COM 824596100 1824186 25,700 25,700 2 25,700 ShinhanFinSpADR (Rp2OrdKRW5000) COM 824596100 397488 5,600 5,600 3 5,600 ShinhanFinSpADR (Rp2OrdKRW5000) COM 824596100 155801.1 2,195 2,195 4 2,195 Shire PLC ADR (Each Rep 3 Ord) COM 82481R106 70148.68 812 812 2 812 Sierra Bancorp CommonStock NPV COM 82620P102 990 100 100 3 100 Signet Jewelers Ltd OrdUSD0.18 COM G81276100 16348293.59 372,657 372,657 3 372,657 SilganHldgsInc CommonStkUSD0.01 COM 827048109 58318296.72 1,366,088 1,366,088 1 1,366,088 SiliconPrecSpnADR (Rp5OrdTWD10) COM 827084864 3259320 628,000 628,000 2 628,000 SiliconPrecSpnADR (Rp5OrdTWD10) COM 827084864 10712679 2,064,100 2,064,100 3 2,064,100 SiliconPrecSpnADR (Rp5OrdTWD10) COM 827084864 281682.06 54,274 54,274 4 54,274 Silver Wheaton Corp Com NPV COM 828336107 91282.55432 3,400 3,400 2 3,400 Silver Wheaton Corp Com NPV COM 828336107 786640.8357 29,300 29,300 3 29,300 Silvercorp Metals Inc Com NPV COM 82835P103 63069.30207 11,400 11,400 2 11,400 Silvercorp Metals Inc Com NPV COM 82835P103 40386.48291 7,300 7,300 3 7,300 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 9560400 411,200 411,200 1 411,200 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 11625 500 500 3 500 Simon Prop Grp ComStkUSD0.0001 COM 828806109 1177256.58 7,563 7,563 2 7,563 Simon Prop Grp ComStkUSD0.0001 COM 828806109 32704632.98 210,103 210,103 3 210,103 SINA Corp CommonStock USD0.133 COM G81477104 58208535 1,123,500 1,123,500 4 1,123,500 SINA Corp CommonStock USD0.133 COM G81477104 4414367.43 85,203 85,203 6 85,203 Sirona Dental Com.StockUSD0.01 COM 82966C103 25930261 576,100 576,100 1 576,100 SIX FLAGS CORP ComStkUSD0.01 COM 83001A102 23102352 426,400 426,400 1 426,400 SJW Corporation ComStkUSD1.042 COM 784305104 100842 4,200 4,200 3 4,200 SK TelecomADR (Rp1/9KRW500)(US) COM 78440P108 187550 15,500 15,500 2 15,500 SK TelecomADR (Rp1/9KRW500)(US) COM 78440P108 8912134 736,540 736,540 3 736,540 SK TelecomADR (Rp1/9KRW500)(US) COM 78440P108 494769 40,890 40,890 4 40,890 SkyworksSolutions ComStkUSD0.25 COM 83088M102 9144004 334,700 334,700 1 334,700 SkyworksSolutions ComStkUSD0.25 COM 83088M102 3895832 142,600 142,600 3 142,600 SLM Corp Common Stock USD0.20 COM 78442P106 18918421.88 1,204,228 1,204,228 1 1,204,228 SLM Corp Common Stock USD0.20 COM 78442P106 3035596.17 193,227 193,227 2 193,227 SLM Corp Common Stock USD0.20 COM 78442P106 63959730.25 4,071,275 4,071,275 3 4,071,275 SLM Corp Common Stock USD0.20 COM 78442P106 1942541.5 123,650 123,650 4 123,650 SLM Corp Common Stock USD0.20 COM 78442P106 2408343 153,300 153,300 5 153,300 SLM Corp Common Stock USD0.20 COM 78442P106 459690.31 29,261 29,261 7 29,261 SM Energy Co Com Stock USD0.01 COM 78454L100 30692374.92 624,972 624,972 1 624,972 SNAP-ON INCORPORATED COMMON ST COM 833034101 20841300 334,800 334,800 1 334,800 Sohu.comInc CommonStk USD0.001 COM 83408W103 1665072 37,300 37,300 2 37,300 Sohu.comInc CommonStk USD0.001 COM 83408W103 21637008 484,700 484,700 3 484,700 Sohu.comInc CommonStk USD0.001 COM 83408W103 32427835.2 726,430 726,430 4 726,430 Solera Hldgs Inc ComStkUSD0.01 COM 83421A104 1161762 27,800 27,800 3 27,800 Sonoco Products Common Stk NPV COM 835495102 8752545 290,300 290,300 1 290,300 Sonoco Products Common Stk NPV COM 835495102 229140 7,600 7,600 3 7,600 Southern.Co Com.USD5 COM 842587107 4952525.8 106,966 106,966 2 106,966 Southern.Co Com.USD5 COM 842587107 16300609.5 352,065 352,065 3 352,065 Southern.Co Com.USD5 COM 842587107 878033.2 18,964 18,964 7 18,964 SouthernCopperCorp CmStkUSD0.01 COM 84265V105 1881556.63 59,713 59,713 2 59,713 SouthernCopperCorp CmStkUSD0.01 COM 84265V105 13698184.75 434,725 434,725 3 434,725 SouthsideBancshares CS USD1.25 COM 84470P109 241615.04 10,748 10,748 2 10,748 SouthsideBancshares CS USD1.25 COM 84470P109 2753125.6 122,470 122,470 3 122,470 SouthwesternEnergy ComStkUSD0.1 COM 845467109 105369 3,300 3,300 2 3,300 SouthwesternEnergy ComStkUSD0.1 COM 845467109 30167176.63 944,791 944,791 3 944,791 Spartan Stores Inc Com Stk NPV COM 846822104 145040 8,000 8,000 2 8,000 Spartan Stores Inc Com Stk NPV COM 846822104 589225 32,500 32,500 3 32,500 SPDR BARCLAYS CAPITAL HIGH COM 78464A417 71041929.38 1,800,353 1,800,353 2 1,800,353 SPDR GOLD TRUST COM 78463V107 192163.0559 1,260 1,260 4 1,260 SPDR Idx S&P Intl Dividend ETF COM 78463X772 3561600 80,000 80,000 2 80,000 SPDR S&P 500 ETF Trust COM 78462F103 157165887.7 1,154,740 1,154,740 2 1,154,740 SPDR S&P 500 ETF Trust COM 78462F103 15914621.55 116,929 116,929 3 116,929 SPDR S&P 500 ETF Trust COM 78462F103 687466.355 5,051 5,051 7 5,051 SPDR S&P HOMEBUILDERS ETF COM 78464A888 20838483.15 976,270 976,270 4 976,270 Spectra Energy ComStk USD0.001 COM 847560109 995014.4 34,240 34,240 2 34,240 Spectra Energy ComStk USD0.001 COM 847560109 4666164.2 160,570 160,570 3 160,570 Spectrum Pharm ComStk USD0.001 COM 84763A108 15560 1,000 1,000 2 1,000 Spectrum Pharm ComStk USD0.001 COM 84763A108 725096 46,600 46,600 3 46,600 SpiritAirlinesInc ComSTKUSD0.01 COM 848577102 35279034 1,812,900 1,812,900 1 1,812,900 SpiritAirlinesInc ComSTKUSD0.01 COM 848577102 1021650 52,500 52,500 2 52,500 SpiritAirlinesInc ComSTKUSD0.01 COM 848577102 12281206 631,100 631,100 3 631,100 Sprint Nextel Common StockUSD2 COM 852061100 35208 10,800 10,800 7 10,800 St.JudeMedicalInc ComStkUSD0.10 COM 790849103 4270370 107,000 107,000 2 107,000 St.JudeMedicalInc ComStkUSD0.10 COM 790849103 34473020.79 863,769 863,769 3 863,769 Stancorp Fin.Group Com Stk NPV COM 852891100 1029332 27,700 27,700 2 27,700 Stancorp Fin.Group Com Stk NPV COM 852891100 26900012.52 723,897 723,897 3 723,897 StandardMotorProducts CmStkUSD2 COM 853666105 143616 10,200 10,200 2 10,200 StandardMotorProducts CmStkUSD2 COM 853666105 651904 46,300 46,300 3 46,300 StandardParking ComStkUSD0.001 COM 853790103 23394392 1,087,100 1,087,100 1 1,087,100 StandardParking ComStkUSD0.001 COM 853790103 27976 1,300 1,300 3 1,300 StandexIntlCorp ComStk USD1.50 COM 854231107 93654 2,200 2,200 2 2,200 StandexIntlCorp ComStk USD1.50 COM 854231107 76626 1,800 1,800 3 1,800 StanleyBlackDecker CmStkUSD2.50 COM 854502101 22496523.12 349,542 349,542 1 349,542 StanleyBlackDecker CmStkUSD2.50 COM 854502101 5206144.76 80,891 80,891 3 80,891 StanleyBlackDecker CmStkUSD2.50 COM 854502101 1538204 23,900 23,900 4 23,900 StanleyBlackDecker CmStkUSD2.50 COM 854502101 1467408 22,800 22,800 5 22,800 StanleyBlackDecker CmStkUSD2.50 COM 854502101 161286.16 2,506 2,506 7 2,506 StanleyTech.GroupInc ComStkNPV COM 85472N109 13324439.65 468,400 468,400 1 468,400 Staples Inc Com Stk USD0.0006 COM 855030102 553320 42,400 42,400 2 42,400 Staples Inc Com Stk USD0.0006 COM 855030102 736020 56,400 56,400 3 56,400 Starbucks Corp ComStk USD0.001 COM 855244109 794468 14,900 14,900 2 14,900 Starbucks Corp ComStk USD0.001 COM 855244109 1565261.92 29,356 29,356 3 29,356 Starwood Prop.Tst REIT USD0.01 COM 85571B105 4172498 195,800 195,800 3 195,800 State Auto Fin Cp Com Stk NPV COM 855707105 29505 2,100 2,100 2 2,100 State Auto Fin Cp Com Stk NPV COM 855707105 5620 400 400 3 400 State Street Corp Com Stk USD1 COM 857477103 13624574.4 305,210 305,210 1 305,210 State Street Corp Com Stk USD1 COM 857477103 6659172 149,175 149,175 2 149,175 State Street Corp Com Stk USD1 COM 857477103 99687637.44 2,233,146 2,233,146 3 2,233,146 State Street Corp Com Stk USD1 COM 857477103 1228939.2 27,530 27,530 4 27,530 State Street Corp Com Stk USD1 COM 857477103 1517760 34,000 34,000 5 34,000 State Street Corp Com Stk USD1 COM 857477103 423455.04 9,486 9,486 7 9,486 Statoil SponADR(Rp1OrdNOK2.50) COM 85771P102 67547.66 2,831 2,831 2 2,831 Std Microsystems CmStk USD0.10 COM 853626109 22126622 599,800 599,800 1 599,800 Steel Dynamics Com Stk USD0.01 COM 858119100 133608 11,400 11,400 2 11,400 Steel Dynamics Com Stk USD0.01 COM 858119100 3373016 287,800 287,800 3 287,800 Steelcase Inc Cls'A'ComStk NPV COM 858155203 7502124 830,800 830,800 1 830,800 SteinerLeisureLtd ComStkUSD0.01 COM P8744Y102 143871 3,100 3,100 2 3,100 SteinerLeisureLtd ComStkUSD0.01 COM P8744Y102 69615 1,500 1,500 3 1,500 Steris Corp Common Stock NPV COM 859152100 2067283 65,900 65,900 2 65,900 Steris Corp Common Stock NPV COM 859152100 13093838 417,400 417,400 3 417,400 Sterling Bancorp/NY CmStk USD1 COM 859158107 27944 2,800 2,800 3 2,800 Stone Energy CommStock USD0.01 COM 861642106 88994.08 3,512 3,512 3 3,512 StrayerEducation CmStk USD0.01 COM 863236105 2234910 20,500 20,500 2 20,500 StrayerEducation CmStk USD0.01 COM 863236105 26786214 245,700 245,700 3 245,700 Stryker Corp.Com.Stk.USD0.10 COM 863667101 4969964.9 90,199 90,199 2 90,199 Stryker Corp.Com.Stk.USD0.10 COM 863667101 35710144.7 648,097 648,097 3 648,097 Sturm Ruger And Co ComStk USD1 COM 864159108 152570 3,800 3,800 2 3,800 Sturm Ruger And Co ComStk USD1 COM 864159108 1164350 29,000 29,000 3 29,000 Sumitomo Mitsui ADR(Rep0.2Ord) COM 86562M209 98823.12 14,883 14,883 2 14,883 Sun Life Fin.Inc Common NPV COM 866796105 845912.9433 38,933 38,933 3 38,933 SUNCOKE ENERGY ComStkUSD0.01 COM 86722A103 11659935 795,900 795,900 1 795,900 SUNCOKE ENERGY ComStkUSD0.01 COM 86722A103 5860 400 400 3 400 SuncorEnergy NewComNPV(CanLst) COM 867224107 163583304.4 5,664,572 5,664,572 2 5,664,572 SuncorEnergy NewComNPV(CanLst) COM 867224107 98766962.11 3,420,108 3,420,108 3 3,420,108 SuncorEnergy NewComNPV(CanLst) COM 867224107 1955062.043 67,700 67,700 5 67,700 SuncorEnergy NewComNPV(CanLst) COM 867224107 397885.448 13,778 13,778 7 13,778 Sunoco Logistics Partn.Uts NPV COM 86764L108 935766 25,800 25,800 2 25,800 Sunoco Logistics Partn.Uts NPV COM 86764L108 4052338.29 111,727 111,727 3 111,727 Suntrust Banks Common Stk USD1 COM 867914103 1471754.43 60,741 60,741 3 60,741 Suntrust Banks Common Stk USD1 COM 867914103 3901.03 161 161 7 161 Superior Energy ComStkUSD0.001 COM 868157108 315588 15,600 15,600 3 15,600 Superior Inds. Com Stk USD0.50 COM 868168105 124412 7,600 7,600 2 7,600 Superior Inds. Com Stk USD0.50 COM 868168105 1448745 88,500 88,500 3 88,500 Supervalu Inc CommonStock USD1 COM 868536103 46102 8,900 8,900 3 8,900 Supervalu Inc CommonStock USD1 COM 868536103 2372.44 458 458 7 458 SVB Fin.Group Com Stk USD0.001 COM 78486Q101 10411056 177,300 177,300 1 177,300 SVB Fin.Group Com Stk USD0.001 COM 78486Q101 99824 1,700 1,700 3 1,700 Swift Energy Co ComStk USD0.01 COM 870738101 26528555 1,425,500 1,425,500 1 1,425,500 Swift Energy Co ComStk USD0.01 COM 870738101 234486 12,600 12,600 3 12,600 SwiftTransport Co A CS USD0.01 COM 87074U101 7174440 759,200 759,200 1 759,200 Symantec Corp Com Stk USD0.01 COM 871503108 851763 58,300 58,300 2 58,300 Symantec Corp Com Stk USD0.01 COM 871503108 2793432 191,200 191,200 3 191,200 Symetra Fin Corp CmStk USD0.01 COM 87151Q106 2849596 225,800 225,800 2 225,800 Symetra Fin Corp CmStk USD0.01 COM 87151Q106 29198061.08 2,313,634 2,313,634 3 2,313,634 Synaptics Inc Common Stock NPV COM 87157D109 111657 3,900 3,900 2 3,900 Synaptics Inc Common Stock NPV COM 87157D109 747243 26,100 26,100 3 26,100 SYNNEX Corp Com Stk USD0.001 COM 87162W100 575983 16,700 16,700 2 16,700 SYNNEX Corp Com Stk USD0.001 COM 87162W100 5932280 172,000 172,000 3 172,000 Synopsys Inc Com Stk USD0.01 COM 871607107 22040686.17 748,919 748,919 1 748,919 Synopsys Inc Com Stk USD0.01 COM 871607107 117720 4,000 4,000 3 4,000 Syntel Inc Common Stock NPV COM 87162H103 534160 8,800 8,800 2 8,800 Syntel Inc Common Stock NPV COM 87162H103 60700 1,000 1,000 3 1,000 Sysco Corp.Common USD1 COM 871829107 560428 18,800 18,800 3 18,800 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 12839012 919,700 919,700 2 919,700 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 42032917.84 3,010,954 3,010,954 3 3,010,954 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 1387330.84 99,379 99,379 4 99,379 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 2374247 170,075 170,075 6 170,075 TAL Intl Grp Com Stk USD0.001 COM 874083108 254524 7,600 7,600 2 7,600 TAL Intl Grp Com Stk USD0.001 COM 874083108 3586779 107,100 107,100 3 107,100 Talisman Energy Com NPV(USLst) COM 87425E103 28959179.34 2,526,979 2,526,979 3 2,526,979 TANGER FACTORY OUTLET CENTER COM 875465106 24488892.2 764,084 764,084 1 764,084 Target Corp CommonStk USD0.167 COM 87612E106 2397835.33 41,207 41,207 2 41,207 Target Corp CommonStk USD0.167 COM 87612E106 13499090.77 231,983 231,983 3 231,983 Tata Mot.SpnADR (EchRp5OrdINR2) COM 876568502 140544 6,400 6,400 3 6,400 Tata Mot.SpnADR (EchRp5OrdINR2) COM 876568502 133956 6,100 6,100 7 6,100 Taubman Centers REIT USD0.01 COM 876664103 13140348 170,300 170,300 3 170,300 TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 1534794 90,282 90,282 3 90,282 TE Connectivity Ltd CHF1.37 COM H84989104 2284756 71,600 71,600 3 71,600 Team Inc Common Stock USD0.30 COM 878155100 408458 13,100 13,100 3 13,100 Tech Data Corp ComStkUSD0.0015 COM 878237106 308288 6,400 6,400 2 6,400 Tech Data Corp ComStkUSD0.0015 COM 878237106 4453846.37 92,461 92,461 3 92,461 Techne Corp Common Stk USD0.01 COM 878377100 6633480 89,400 89,400 1 89,400 Techne Corp Common Stk USD0.01 COM 878377100 155820 2,100 2,100 2 2,100 Techne Corp Common Stk USD0.01 COM 878377100 2174060 29,300 29,300 3 29,300 TeckResour. 'B'Sub.VotingComNPV COM 878742204 2100041.199 67,900 67,900 2 67,900 TeckResour.'B' Sub.VotingComNPV COM 878742204 4796722.968 155,091 155,091 3 155,091 TelecomArgent. ADR(Rep10'B'Sh) COM 879273209 1495146 126,600 126,600 3 126,600 TeledyneTechno.Inc CmStkUSD0.01 COM 879360105 789120 12,800 12,800 2 12,800 TeledyneTechno.Inc CmStkUSD0.01 COM 879360105 9145900.8 148,352 148,352 3 148,352 TELEFBrasil ADR(EchRep1PrefSh) COM 87936R106 25971680.9 1,049,785 1,049,785 2 1,049,785 TELEFBrasil ADR(EchRep1PrefSh) COM 87936R106 136655546.3 5,523,668 5,523,668 3 5,523,668 Telenav Inc Com Stock USD0.001 COM 879455103 154476 25,200 25,200 2 25,200 Telenav Inc Com Stock USD0.001 COM 879455103 1633645 266,500 266,500 3 266,500 Telular Corp Com Stk USD0.01 COM 87970T208 35112 3,800 3,800 2 3,800 Telular Corp Com Stk USD0.01 COM 87970T208 167244 18,100 18,100 3 18,100 Tempur-Pedic Intl CmStkUSD0.01 COM 88023U101 37424 1,600 1,600 2 1,600 Tempur-Pedic Intl CmStkUSD0.01 COM 88023U101 1157805 49,500 49,500 3 49,500 Teradyne Inc Comm Stk USD0.125 COM 880770102 9486282 674,700 674,700 1 674,700 Teradyne Inc Comm Stk USD0.125 COM 880770102 248862 17,700 17,700 3 17,700 Terex Corp CommonStock USD0.01 COM 880779103 3566 200 200 7 200 Terra Nitrogen Company LP NPV COM 881005201 2732220 12,900 12,900 2 12,900 Terra Nitrogen Company LP NPV COM 881005201 42513766.8 200,726 200,726 3 200,726 Territorial Bancorp CS USD0.01 COM 88145X108 11385 500 500 3 500 Tesco Corp Com NPV(US Listing) COM 88157K101 3068664 255,722 255,722 3 255,722 Tesoro Corp Com Stk USD0.1666 COM 881609101 64896 2,600 2,600 3 2,600 Tessco Technologies CS USD0.01 COM 872386107 313110 14,200 14,200 2 14,200 Tessco Technologies CS USD0.01 COM 872386107 6073209.45 275,429 275,429 3 275,429 Teva Pharm.ADR (Cnv1OrdILS0.10) COM 881624209 3032344.4 76,885 76,885 3 76,885 Texas Instruments Com Stk USD1 COM 882508104 2593690.76 90,404 90,404 2 90,404 Texas Instruments Com Stk USD1 COM 882508104 13064249.71 455,359 455,359 3 455,359 TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 826560 22,400 22,400 2 22,400 TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 6315029.1 171,139 171,139 3 171,139 Textron Inc Com Stk USD0.125 COM 883203101 932625 37,500 37,500 3 37,500 TGC Industries ComStk USD0.01 COM 872417308 222990.15 22,965 22,965 3 22,965 TheMen'sWearhouse ComStkUSD0.01 COM 587118100 24411450 867,500 867,500 1 867,500 ThermoFisherScient. ComStk USD1 COM 883556102 207640 4,000 4,000 2 4,000 ThermoFisherScient. ComStk USD1 COM 883556102 1458099.99 28,089 28,089 3 28,089 ThermoFisherScient. ComStk USD1 COM 883556102 46719 900 900 7 900 Thermon Group Com Stk USD0.001 COM 88362T103 11044643 533,300 533,300 1 533,300 ThomsonReutComNPV (Canad.List.) COM 884903105 78602.20707 2,766 2,766 7 2,766 TICC Cap Corp ComStock USD0.01 COM 87244T109 7752 800 800 3 800 Tiffany & Co Com Stk USD0.01 COM 886547108 232980 4,400 4,400 2 4,400 Tiffany & Co Com Stk USD0.01 COM 886547108 776299.95 14,661 14,661 3 14,661 Tim Partic SpnADR(EachRep5Ord) COM 88706P205 13759327.28 501,068 501,068 3 501,068 TimeWarnerCable ComStk USD0.01 COM 88732J207 1190450 14,500 14,500 2 14,500 TimeWarnerCable ComStk USD0.01 COM 88732J207 16717776.7 203,627 203,627 3 203,627 TimeWarnerInc CommonStkUSD0.01 COM 887317303 1079732.5 28,045 28,045 2 28,045 TimeWarnerInc CommonStkUSD0.01 COM 887317303 3521017.5 91,455 91,455 3 91,455 Timken Co Common Stock NPV COM 887389104 109896 2,400 2,400 2 2,400 Timken Co Common Stock NPV COM 887389104 10646175 232,500 232,500 3 232,500 Titan Intl Inc CommonStock NPV COM 88830M102 95667 3,900 3,900 2 3,900 Titan Intl Inc CommonStock NPV COM 88830M102 66231 2,700 2,700 3 2,700 Titan Machinery CS USD0.00001 COM 88830R101 54666 1,800 1,800 3 1,800 TJX Corp Common Stk USD1 COM 872540109 27352634.85 637,145 637,145 1 637,145 TJX Corp Common Stk USD1 COM 872540109 105307.29 2,453 2,453 3 2,453 TJX Corp Common Stk USD1 COM 872540109 971076.6 22,620 22,620 4 22,620 TNS Inc Common Stock USD0.001 COM 872960109 7931220.18 442,097 442,097 1 442,097 Tompkins Fin Cp ComStk USD0.10 COM 890110109 60288 1,600 1,600 2 1,600 Tompkins Fin Cp ComStk USD0.10 COM 890110109 1375320 36,500 36,500 3 36,500 Torchmark Corp Common Stk USD1 COM 891027104 401872.5 7,950 7,950 2 7,950 Torchmark Corp Common Stk USD1 COM 891027104 427147.5 8,450 8,450 3 8,450 Toro Com Stk USD1 COM 891092108 117264 1,600 1,600 3 1,600 Toronto Dom.Bk.Common NPV COM 891160509 229179751.4 2,932,195 2,932,195 2 2,932,195 Toronto Dom.Bk.Common NPV COM 891160509 41600236.68 532,246 532,246 3 532,246 Toronto Dom.Bk.Common NPV COM 891160509 686555.6133 8,784 8,784 4 8,784 Toronto Dom.Bk.Common NPV COM 891160509 1133316.985 14,500 14,500 5 14,500 Toronto Dom.Bk.Common NPV COM 891160509 536410.6528 6,863 6,863 7 6,863 Total System Ser.ComStkUSD0.10 COM 891906109 988309 41,300 41,300 2 41,300 Total System Ser.ComStkUSD0.10 COM 891906109 10594026.37 442,709 442,709 3 442,709 TotalSpoADR (EachRep1OrdEUR2.5) COM 89151E109 61851.2 1,376 1,376 2 1,376 Tower Group Inc ComStk USD0.01 COM 891777104 770103 36,900 36,900 3 36,900 TowersWatsonAndCo A CS USD0.01 COM 891894107 29362980 490,200 490,200 1 490,200 TowneBank CommonStock USD1.667 COM 89214P109 25956 1,854 1,854 2 1,854 TowneBank CommonStock USD1.667 COM 89214P109 41818 2,987 2,987 3 2,987 Tractor Supply CommStkUSD0.008 COM 892356106 141202 1,700 1,700 2 1,700 Tractor Supply CommStkUSD0.008 COM 892356106 3744843.16 45,086 45,086 3 45,086 TransAtlantic Petroleum ComNPV COM G89982105 34306762.32 32,086,265 32,086,265 3 32,086,265 TransCanada Corp Common NPV COM 89353D107 159052.4302 3,800 3,800 3 3,800 TransDigm Group CommStkUSD0.01 COM 893641100 12447998.4 92,688 92,688 1 92,688 TransDigm Group CommStkUSD0.01 COM 893641100 1042168 7,760 7,760 4 7,760 Transglobe Energy Corp Com NPV COM 893662106 506567.2667 57,000 57,000 2 57,000 Transglobe Energy Corp Com NPV COM 893662106 2953198.293 332,300 332,300 3 332,300 Travelers Co's CommonStock NPV COM 89417E109 515891.04 8,081 8,081 2 8,081 Travelers Co's CommonStock NPV COM 89417E109 430153.92 6,738 6,738 3 6,738 Travelers Co's CommonStock NPV COM 89417E109 3766.56 59 59 7 59 TriCo Bancshares Com Stock NPV COM 896095106 9240 600 600 3 600 Trimble Navigation Com Stk NPV COM 896239100 4742066.66 103,066 103,066 3 103,066 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 332696 18,200 18,200 2 18,200 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 1433152 78,400 78,400 3 78,400 TrueReligionAppar. CSUSD0.00001 COM 89784N104 84042 2,900 2,900 2 2,900 TrueReligionAppar. CSUSD0.00001 COM 89784N104 570906 19,700 19,700 3 19,700 TrustCo Bank Common Stock USD1 COM 898349105 335790 61,500 61,500 2 61,500 TrustCo Bank Common Stock USD1 COM 898349105 4138980.3 758,055 758,055 3 758,055 Trustmark Corp Common Stk NPV COM 898402102 575280 23,500 23,500 2 23,500 Trustmark Corp Common Stk NPV COM 898402102 5755248 235,100 235,100 3 235,100 TRW AutoHldgsCorp ComStkUSD0.01 COM 87264S106 77196 2,100 2,100 2 2,100 TRW AutoHldgsCorp ComStkUSD0.01 COM 87264S106 2268092 61,700 61,700 3 61,700 Tsakos Energy Nav.Com Stk USD1 COM G9108L108 4626500 950,000 950,000 1 950,000 TupperwareBrandsCp CmStkUSD0.01 COM 899896104 1593516 29,100 29,100 2 29,100 TupperwareBrandsCp CmStkUSD0.01 COM 899896104 9095636 166,100 166,100 3 166,100 Tutor Perini Corp Com Stk USD1 COM 901109108 101360 8,000 8,000 2 8,000 Tutor Perini Corp Com Stk USD1 COM 901109108 647842.44 51,132 51,132 3 51,132 Twin Disc Inc Common Stock NPV COM 901476101 184900 10,000 10,000 2 10,000 Twin Disc Inc Common Stock NPV COM 901476101 478891 25,900 25,900 3 25,900 Two Harbors Inv REIT USD0.0001 COM 90187B101 4393676 424,100 424,100 3 424,100 Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 1004361.4 19,004 19,004 3 19,004 Tyson Foods Class'A'ComUSD0.10 COM 902494103 192066 10,200 10,200 3 10,200 U.S.Bancorp Com Stk USD0.01 COM 902973304 1310552.16 40,751 40,751 2 40,751 U.S.Bancorp Com Stk USD0.01 COM 902973304 3886889.76 120,861 120,861 3 120,861 UBS AG CHF0.10 (Regd) COM H89231338 39203.27522 3,358 3,358 2 3,358 UBS AG CHF0.10 (Regd) COM H89231338 70669437.35 6,053,269 6,053,269 3 6,053,269 UDR Incorporated REIT USD0.01 COM 902653104 16488504 638,100 638,100 3 638,100 UGI Corporation Comm Stock NPV COM 902681105 738693 25,100 25,100 2 25,100 UGI Corporation Comm Stock NPV COM 902681105 9185132.43 312,101 312,101 3 312,101 Ultra Petrol.Com NPV(US List.) 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ComStkUSD0.10 COM 92343V104 2233998.8 50,270 50,270 4 50,270 Verizon Communi. 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USD0.01 COM 969904101 381173 10,900 10,900 3 10,900 Willis Grp HldgsOrdUSD0.000115 COM G96666105 49285546.91 1,350,659 1,350,659 1 1,350,659 Willis Grp HldgsOrdUSD0.000115 COM G96666105 1550825 42,500 42,500 2 42,500 Willis Grp HldgsOrdUSD0.000115 COM G96666105 10538312 288,800 288,800 3 288,800 Windstream Corp Com Stock NPV COM 97381W104 266616 27,600 27,600 2 27,600 Windstream Corp Com Stock NPV COM 97381W104 4219594.26 436,811 436,811 3 436,811 WisdomTreeTst IntlDvdEx-Fin Fd COM 97717W786 1283989.62 33,674 33,674 3 33,674 WolverineWorldWide ComStk USD1 COM 978097103 271460 7,000 7,000 2 7,000 WolverineWorldWide ComStk USD1 COM 978097103 135730 3,500 3,500 3 3,500 Woodward Inc ComStk USD0.00875 COM 980745103 19720 500 500 3 500 WooriFinanceADR(EachRep 3 Ord) COM 981063100 13300 400 400 3 400 World Acceptance Com Stk NPV COM 981419104 427700 6,500 6,500 2 6,500 World Acceptance Com Stk NPV COM 981419104 467180 7,100 7,100 3 7,100 World Wresting Com Stk USD0.01 COM 98156Q108 21896 2,800 2,800 3 2,800 WPP PLC SpnADR(EachRep5Ord10p) COM 92933H101 64937.62 1,067 1,067 2 1,067 WPX Energy Inc Common Stk USD1 COM 98212B103 1067.88 66 66 3 66 WrightExpressCp ComStk USD0.01 COM 98233Q105 234536 3,800 3,800 2 3,800 WrightExpressCp ComStk USD0.01 COM 98233Q105 2061448 33,400 33,400 3 33,400 WuXi PharmaTechADR (EchRep8Com) COM 929352102 17310414 1,225,950 1,225,950 4 1,225,950 WuXi PharmaTechADR (EchRep8Com) COM 929352102 39316335.16 2,784,443 2,784,443 6 2,784,443 WyndhamWorldwide ComStkUSD0.01 COM 98310W108 210960 4,000 4,000 3 4,000 Wynn Resorts Com Stock USD0.01 COM 983134107 477112 4,600 4,600 2 4,600 Wynn Resorts Com Stock USD0.01 COM 983134107 445996 4,300 4,300 3 4,300 Xcel Energy Common Stk USD2.50 COM 98389B100 556836 19,600 19,600 2 19,600 Xcel Energy Common Stk USD2.50 COM 98389B100 581552.7 20,470 20,470 3 20,470 Xerox Corp Common Stock USD1 COM 984121103 18888 2,400 2,400 7 2,400 Xilinx Inc Common Stk USD0.01 COM 983919101 2010843 59,900 59,900 2 59,900 Xilinx Inc Common Stk USD0.01 COM 983919101 20820114 620,200 620,200 3 620,200 XL Group PLC Com Stk USD0.01 COM G98290102 342952 16,300 16,300 2 16,300 XL Group PLC Com Stk USD0.01 COM G98290102 1340248 63,700 63,700 3 63,700 XuedaEducation ADR(EchRep2Ord) COM 98418W109 2796091.83 715,113 715,113 4 715,113 Xyratex Limited ComStk USD0.01 COM G98268108 42978 3,800 3,800 2 3,800 Xyratex Limited ComStk USD0.01 COM G98268108 22620 2,000 2,000 3 2,000 Yamana Gold Inc Common NPV COM 98462Y100 460767.0803 29,900 29,900 2 29,900 Yamana Gold Inc Common NPV COM 98462Y100 3604231.056 233,885 233,885 3 233,885 York Water Co (The) ComStk NPV COM 987184108 17890 1,000 1,000 3 1,000 YoungInnovations ComStkUSD0.01 COM 987520103 17245 500 500 3 500 Yum Brands Inc Common Stk NPV COM 988498101 14545907.16 225,798 225,798 1 225,798 Yum Brands Inc Common Stk NPV COM 988498101 1882932.18 29,229 29,229 2 29,229 Yum Brands Inc Common Stk NPV COM 988498101 15597885.76 242,128 242,128 3 242,128 Yum Brands Inc Common Stk NPV COM 988498101 785279.8 12,190 12,190 4 12,190 Yum Brands Inc Common Stk NPV COM 988498101 1597616 24,800 24,800 5 24,800 Yum Brands Inc Common Stk NPV COM 988498101 36075.2 560 560 7 560 ZebraTech Class'A'ComStkUSD0.01 COM 989207105 8321992 242,200 242,200 1 242,200 ZebraTech Class'A'ComStkUSD0.01 COM 989207105 1013620 29,500 29,500 2 29,500 ZebraTech Class'A'ComStkUSD0.01 COM 989207105 5277696 153,600 153,600 3 153,600 Zhongpin Inc ComStock USD0.001 COM 98952K107 62628 6,800 6,800 2 6,800 Zhongpin Inc ComStock USD0.001 COM 98952K107 388533.06 42,186 42,186 3 42,186 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 8017453.92 124,572 124,572 3 124,572 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 632015.2 9,820 9,820 4 9,820 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 1177788 18,300 18,300 5 18,300 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 174994.84 2,719 2,719 7 2,719 Zions Bancorp Common Stock NPV COM 989701107 640860 33,000 33,000 2 33,000 Zions Bancorp Common Stock NPV COM 989701107 20930642.96 1,077,788 1,077,788 3 1,077,788 Zipcar Inc Com Stk USD0.001 COM 98974X103 2144912.61 182,857 182,857 3 182,857 Zix Corporation ComStk USD0.01 COM 98974P100 11960 4,600 4,600 2 4,600 Zix Corporation ComStk USD0.01 COM 98974P100 43940 16,900 16,900 3 16,900 Zygo Corp Common Stock USD0.10 COM 989855101 75012 4,200 4,200 2 4,200 Zygo Corp Common Stock USD0.10 COM 989855101 585808 32,800 32,800 3 32,800 30745218492.05