0001047469-13-000475.txt : 20130128 0001047469-13-000475.hdr.sgml : 20130128 20130128132601 ACCESSION NUMBER: 0001047469-13-000475 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130128 DATE AS OF CHANGE: 20130128 EFFECTIVENESS DATE: 20130128 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: 13550936 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR 1 a2212322z13f-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: December 31st, 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: 28-04731 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephen M. DeTore ------------------------------- Title: Authorized Signatory ------------------------------- Phone: (212) 641-3903 ------------------------------- Signature, Place, and Date of Signing: /s/ Stephen M. DeTore New York, NY 01/23/13 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 -------------------- Form 13F Information Table Entry Total: 2,658 -------------------- Form 13F Information Table Value Total: $33,878,643,227.06 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-1732 Schroder Investment Management North America Inc. ------ ----------------- ------------------------------------------------- 2 Schroder Investment Management North America Ltd. ------ ------------------------------------------------- 3 Schroder Investment Management Ltd. ------ ------------------------------------------------- 4 Schroder Investment Management (Hong Kong) Ltd. ------ ------------------------------------------------- 5 Schroder Investment Management (Japan) Ltd. ------ ------------------------------------------------- 6 Schroder Investment Management (Japan) Ltd. ------ ------------------------------------------------- 7 Schroder & Co Limited ------ ------------------------------------------------- FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP DECEMBER 31ST, 2012

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------ -------------- --------- -------------- ------------------- ---------- -------- -------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------ -------------- --------- -------------- ---------- --- ---- ---------- -------- ---------- -------- ------ 1st SourceCorp CommonStock NPV COM 336901103 198810 9,000 9,000 2 9,000 1st SourceCorp CommonStock NPV COM 336901103 470848.35 21,315 21,315 3 21,315 3M Co Common Stock USD0.01 COM 88579Y101 33738533.1 363,366 363,366 1 363,366 3M Co Common Stock USD0.01 COM 88579Y101 9108213.6 98,096 98,096 2 98,096 3M Co Common Stock USD0.01 COM 88579Y101 87757456.05 945,153 945,153 3 945,153 3M Co Common Stock USD0.01 COM 88579Y101 2297109 24,740 24,740 4 24,740 3M Co Common Stock USD0.01 COM 88579Y101 1290615 13,900 13,900 5 13,900 3M Co Common Stock USD0.01 COM 88579Y101 213462.15 2,299 2,299 7 2,299 3SBio Inc SponADR(EachRep7Ord) COM 88575Y105 32736 2,400 2,400 3 2,400 Aaron's Inc Common Stk USD0.50 COM 2535300 995456 35,200 35,200 2 35,200 Aaron's Inc Common Stk USD0.50 COM 2535300 10016776 354,200 354,200 3 354,200 Abbott Laboratories ComStk NPV COM 2824100 12795097.5 195,345 195,345 2 195,345 Abbott Laboratories ComStk NPV COM 2824100 107269546.5 1,637,703 1,637,703 3 1,637,703 Abbott Laboratories ComStk NPV COM 2824100 1143040.5 17,451 17,451 7 17,451 ABM Industries Com Stk USD0.01 COM 957100 9516150 477,000 477,000 1 477,000 ABM Industries Com Stk USD0.01 COM 957100 77805 3,900 3,900 3 3,900 Accenture A NewCS USD0.0000225 COM G1151C101 6906158 103,852 103,852 2 103,852 Accenture A NewCS USD0.0000225 COM G1151C101 61713396.5 928,021 928,021 3 928,021 ACE Limited CHF30.57(US List.) COM H0023R105 27419998.2 343,609 343,609 1 343,609 ACE Limited CHF30.57(US List.) COM H0023R105 5921160 74,200 74,200 2 74,200 ACE Limited CHF30.57(US List.) COM H0023R105 73211313 917,435 917,435 3 917,435 ACE Limited CHF30.57(US List.) COM H0023R105 1163484 14,580 14,580 4 14,580 ACE Limited CHF30.57(US List.) COM H0023R105 2692930.8 33,746 33,746 7 33,746 ActuateCorpCommonStockUSD0.001 COM 00508B102 62720 11,200 11,200 2 11,200 ActuateCorpCommonStockUSD0.001 COM 00508B102 168560 30,100 30,100 3 30,100 Adams Res Engy Com Stk USD0.10 COM 6351308 108717 3,100 3,100 2 3,100 Adams Res Engy Com Stk USD0.10 COM 6351308 1062305.37 30,291 30,291 3 30,291 Adobe Systems Inc NPV COM 00724F101 1465752 38,900 38,900 3 38,900 ADT Corporation CmStk USD0.01 COM 00101J106 11622.5 250 250 3 250 Adtran Inc Common StockUSD0.01 COM 00738A106 20180912 1,032,800 1,032,800 1 1,032,800 AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 282165 3,900 3,900 2 3,900 AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 10447340 144,400 144,400 3 144,400 Aeropostale Inc Com StkUSD0.01 COM 7865108 120993 9,300 9,300 2 9,300 Aeropostale Inc Com StkUSD0.01 COM 7865108 2011346 154,600 154,600 3 154,600 Aetna Inc Common Stock NPV COM 00817Y108 4682543.03 101,113 101,113 2 101,113 Aetna Inc Common Stock NPV COM 00817Y108 59345246.18 1,281,478 1,281,478 3 1,281,478 AFC Enterprises Com StkUSD0.01 COM 00104Q107 6903546 264,200 264,200 1 264,200 AffiliatedManagers Com Stk NPV COM 8252108 7087057.95 54,453 54,453 1 54,453 AFLAC Inc. Com Stk USD0.10 COM 1055102 9497856 178,800 178,800 2 178,800 AFLAC Inc. Com Stk USD0.10 COM 1055102 107314086.4 2,020,220 2,020,220 3 2,020,220 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 41600 400 400 2 400 AFP Provida ADS Repr1 Cm ShNPV COM 00709P108 1185600 11,400 11,400 3 11,400 AGCO Corp Common Stock USD0.01 COM 1084102 23533392 479,100 479,100 1 479,100 AGCO Corp Common Stock USD0.01 COM 1084102 3202574.88 65,199 65,199 3 65,199 Agilent Technologies USD0.01 COM 00846U101 294768 7,200 7,200 2 7,200 Agilent Technologies USD0.01 COM 00846U101 6721733.9 164,185 164,185 3 164,185 Agnico-EagleMinesComNPV(USLst) COM 8474108 15130460.74 288,419 288,419 3 288,419 Agree Realty Cp REIT USD0.0001 COM 8492100 61617 2,300 2,300 2 2,300 Agree Realty Cp REIT USD0.0001 COM 8492100 1796966.04 67,076 67,076 3 67,076 Agrium Inc Com NPV(US Listing) COM 8916108 24638274.38 246,700 246,700 2 246,700 Agrium Inc Com NPV(US Listing) COM 8916108 20810203.62 208,370 208,370 3 208,370 Air Products&Chemicals ComUSD1 COM 9158106 6347038.84 75,542 75,542 3 75,542 Aircastle Ltd ComStock USD0.01 COM G0129K104 916674 73,100 73,100 3 73,100 Airgas Inc Common StockUSD0.01 COM 9363102 35163812.52 385,188 385,188 1 385,188 Airgas Inc Common StockUSD0.01 COM 9363102 730320 8,000 8,000 7 8,000 AirmediaGrp ADR (EachRep2 Ord) COM 9411109 3005760 1,565,500 1,565,500 4 1,565,500 Alaska Airgroup Com.Stk USD1 COM 11659109 13448389 312,100 312,100 1 312,100 Alaska Airgroup Com.Stk USD1 COM 11659109 336102 7,800 7,800 2 7,800 Alaska Airgroup Com.Stk USD1 COM 11659109 2999064 69,600 69,600 3 69,600 AlaskaCommSysGp ComStk USD0.01 COM 01167P101 7954 4,100 4,100 3 4,100 Albemarle Corp Com Stk USD0.01 COM 12653101 55908 900 900 2 900 Albemarle Corp Com Stk USD0.01 COM 12653101 2385408 38,400 38,400 3 38,400 Alcoa Inc Common Stock USD1 COM 13817101 248248 28,600 28,600 2 28,600 Alcoa Inc Common Stock USD1 COM 13817101 685720 79,000 79,000 3 79,000 Alere Inc Com Stk USD0.001 COM 01449J105 92500 5,000 5,000 2 5,000 Alere Inc Com Stk USD0.001 COM 01449J105 908350 49,100 49,100 3 49,100 AlexionPharma.ComStk USD0.0001 COM 15351109 455763.88 4,862 4,862 3 4,862 Alleghany Corp Com Stock USD1 COM 17175100 469588 1,400 1,400 2 1,400 Alleghany Corp Com Stock USD1 COM 17175100 3387742 10,100 10,100 3 10,100 Allegiant Travel ComStkUSD0.01 COM 01748X102 10490289 142,900 142,900 1 142,900 Allegiant Travel ComStkUSD0.01 COM 01748X102 146820 2,000 2,000 2 2,000 Allegiant Travel ComStkUSD0.01 COM 01748X102 1585656 21,600 21,600 3 21,600 Allergan Inc Common StkUSD0.01 COM 18490102 1028660.22 11,214 11,214 3 11,214 Alliance Resource Ptnrs LP NPV COM 01877R108 3349969.68 57,700 57,700 2 57,700 Alliance Resource Ptnrs LP NPV COM 01877R108 36593280.59 630,284 630,284 3 630,284 Allied Nevada Gold CS USD0.001 COM 19344100 6098914.6 202,420 202,420 3 202,420 AlliedWorldAssur.ComStkUSD0.03 COM H01531104 4712240 59,800 59,800 2 59,800 AlliedWorldAssur.ComStkUSD0.03 COM H01531104 54433148.8 690,776 690,776 3 690,776 Allstate Corp.Com Stk USD0.01 COM 20002101 24955572.33 621,249 621,249 1 621,249 Allstate Corp.Com Stk USD0.01 COM 20002101 819468 20,400 20,400 2 20,400 Allstate Corp.Com Stk USD0.01 COM 20002101 6011119.14 149,642 149,642 3 149,642 Allstate Corp.Com Stk USD0.01 COM 20002101 1113914.1 27,730 27,730 4 27,730 AlmostFamily Inc ComStkUSD0.10 COM 20409108 370758 18,300 18,300 2 18,300 AlmostFamily Inc ComStkUSD0.10 COM 20409108 6811047.32 336,182 336,182 3 336,182 Alnylam Pharm. Com Stk USD0.01 COM 02043Q107 362901.25 19,885 19,885 3 19,885 Alpha And Omega ComStkUSD0.002 COM G6331P104 17640 2,100 2,100 2 2,100 Alpha And Omega ComStkUSD0.002 COM G6331P104 193200 23,000 23,000 3 23,000 Alterra Capital Holdings USD1 COM G0229R108 27175582.85 964,015 964,015 1 964,015 Alterra Capital Holdings USD1 COM G0229R108 343918 12,200 12,200 2 12,200 Alterra Capital Holdings USD1 COM G0229R108 3456094 122,600 122,600 3 122,600 Altisource Portolio ComStkUSD1 COM L0175J104 4523391 52,200 52,200 1 52,200 AltisourceResident B CSUSD0.01 COM 02153W100 242304.48 15,297 15,297 1 15,297 Altria Group ComStockUSD0.3333 COM 02209S103 2480616 78,900 78,900 2 78,900 Altria Group ComStockUSD0.3333 COM 02209S103 11804588.16 375,464 375,464 3 375,464 Altria Group ComStockUSD0.3333 COM 02209S103 1044122.4 33,210 33,210 4 33,210 Altria Group ComStockUSD0.3333 COM 02209S103 2845477.2 90,505 90,505 7 90,505 Amazon Comm.Inc USD0.01 COM 23135106 38459374.48 153,304 153,304 1 153,304 Amazon Comm.Inc USD0.01 COM 23135106 2660727.22 10,606 10,606 2 10,606 Amazon Comm.Inc USD0.01 COM 23135106 24237052.44 96,612 96,612 3 96,612 Amazon Comm.Inc USD0.01 COM 23135106 2338108.4 9,320 9,320 4 9,320 Amazon Comm.Inc USD0.01 COM 23135106 953306 3,800 3,800 5 3,800 Amazon Comm.Inc USD0.01 COM 23135106 191915.55 765 765 7 765 Amdocs Limited Ord USD0.01 COM G02602103 45293204.55 1,332,545 1,332,545 1 1,332,545 Amdocs Limited Ord USD0.01 COM G02602103 503052 14,800 14,800 7 14,800 Amerco Inc Common StockUSD0.25 COM 23586100 621369 4,900 4,900 2 4,900 Amerco Inc Common StockUSD0.25 COM 23586100 2815182 22,200 22,200 3 22,200 Ameresco Inc ClsA CS USD0.0001 COM 02361E108 3508536.69 357,649 357,649 3 357,649 American Cap.Ltd ComStkUSD0.01 COM 02503Y103 213964.9 17,800 17,800 2 17,800 American Cap.Ltd ComStkUSD0.01 COM 02503Y103 18587299.15 1,546,300 1,546,300 3 1,546,300 American Equity Com Stock USD1 COM 25676206 98901 8,100 8,100 2 8,100 American Equity Com Stock USD1 COM 25676206 2070254.34 169,554 169,554 3 169,554 American Express ComStkUSD0.20 COM 25816109 1731699.96 30,127 30,127 2 30,127 American Express ComStkUSD0.20 COM 25816109 29152016.64 507,168 507,168 3 507,168 American Express ComStkUSD0.20 COM 25816109 649926.36 11,307 11,307 4 11,307 American Express ComStkUSD0.20 COM 25816109 1477236 25,700 25,700 5 25,700 American Express ComStkUSD0.20 COM 25816109 177095.88 3,081 3,081 7 3,081 American Intl Grp Wts 19/01/21 COM 26874156 10557 765 765 3 765 American Intl.Gp.Com USD2.50 COM 26874784 7161840.5 202,885 202,885 1 202,885 American Intl.Gp.Com USD2.50 COM 26874784 2919310 82,700 82,700 2 82,700 American Intl.Gp.Com USD2.50 COM 26874784 21880528.5 619,845 619,845 3 619,845 American Intl.Gp.Com USD2.50 COM 26874784 374886 10,620 10,620 4 10,620 American Natl Ins. ComStk USD1 COM 28591105 81948 1,200 1,200 3 1,200 American States Water CS NPV COM 29899101 235102 4,900 4,900 2 4,900 American States Water CS NPV COM 29899101 196718 4,100 4,100 3 4,100 AmericanCapAgency REIT USD0.01 COM 02503X105 442170 15,300 15,300 2 15,300 AmericanCapAgency REIT USD0.01 COM 02503X105 11948184.8 413,432 413,432 3 413,432 AmericanEagleOut.ComStkUSD0.01 COM 02553E106 155876 7,600 7,600 2 7,600 AmericanEagleOut.ComStkUSD0.01 COM 02553E106 133315 6,500 6,500 3 6,500 AmericanFinancialGrp ComStkNPV COM 25932104 3181360 80,500 80,500 2 80,500 AmericanFinancialGrp ComStkNPV COM 25932104 53272960 1,348,000 1,348,000 3 1,348,000 AmericanNatlBankshs CmStk USD1 COM 27745108 12114 600 600 2 600 AmericanNatlBankshs CmStk USD1 COM 27745108 28266 1,400 1,400 3 1,400 AmericanPublicEducat.CSUSD0.01 COM 02913V103 205884 5,700 5,700 2 5,700 AmericanPublicEducat.CSUSD0.01 COM 02913V103 2383920 66,000 66,000 3 66,000 AmericanSoftwareA CmStkUSD0.10 COM 29683109 98552 12,700 12,700 2 12,700 AmericanSoftwareA CmStkUSD0.10 COM 29683109 197880 25,500 25,500 3 25,500 Ameriprise Fin.Com Stk USD0.01 COM 03076C106 56367 900 900 2 900 Ameriprise Fin.Com Stk USD0.01 COM 03076C106 3739011 59,700 59,700 3 59,700 AmerisafeIncCmStkUSD0.01 COM 03071H100 8333050 305,800 305,800 1 305,800 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 3653028 84,600 84,600 2 84,600 Amerisc.Berg ClsAComStkUSD0.01 COM 03073E105 44744713.66 1,036,237 1,036,237 3 1,036,237 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 46992758.28 2,030,802 2,030,802 2 2,030,802 AmerMovilSAB ADR(Rep20Sr'L'Sh) COM 02364W105 200765578.8 8,676,127 8,676,127 3 8,676,127 Ametek Inc CommonStock USD0.01 COM 31100100 48841 1,300 1,300 3 1,300 Amgen Inc Common Stk USD0.0001 COM 31162100 2941661.2 34,126 34,126 2 34,126 Amgen Inc Common Stk USD0.0001 COM 31162100 30849773.2 357,886 357,886 3 357,886 AmkorTechnology ComStkUSD0.001 COM 31652100 277772.4 65,500 65,500 3 65,500 Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 51760 800 800 2 800 Amphenol Corp.Cl'A'ComUSD0.001 COM 32095101 2575060 39,800 39,800 3 39,800 Amsurg Corp Common Stock NPV COM 03232P405 3484161 116,100 116,100 2 116,100 Amsurg Corp Common Stock NPV COM 03232P405 36805344.36 1,226,436 1,226,436 3 1,226,436 AmTrustFinancial CmStk USD0.01 COM 32359309 756555.3 26,370 26,370 2 26,370 AmTrustFinancial CmStk USD0.01 COM 32359309 6047765.93 210,797 210,797 3 210,797 Anadarko Petrol.ComStk USD0.10 COM 32511107 549894 7,400 7,400 2 7,400 Anadarko Petrol.ComStk USD0.10 COM 32511107 334989.48 4,508 4,508 3 4,508 Anadigics Inc ComStock USD0.01 COM 32515108 5533668 2,195,900 2,195,900 1 2,195,900 AnalogDevices Com Stk USD0.166 COM 32654105 1896906 45,100 45,100 2 45,100 AnalogDevices Com Stk USD0.166 COM 32654105 17264620.56 410,476 410,476 3 410,476 Ancestry.com Inc CmStk USD0.01 COM 32803108 3191058.25 99,565 99,565 1 99,565 AngloGoldAshSpADR(Rp1OrdLv1BNY COM 35128206 1662610 53,000 53,000 2 53,000 AngloGoldAshSpADR(Rp1OrdLv1BNY COM 35128206 401536 12,800 12,800 3 12,800 Anheuser-Busch ADR(Rep1OrdNPV) COM 03524A108 10838.84 124 124 3 124 Anika Therapeutics CS USD0.01 COM 35255108 75544 7,600 7,600 2 7,600 Anika Therapeutics CS USD0.01 COM 35255108 1371123.6 137,940 137,940 3 137,940 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 352404 25,100 25,100 2 25,100 AnnalyCapitalMgmt REIT USD0.01 COM 35710409 6414876 456,900 456,900 3 456,900 ANNIncorporatedComStkUSD0.0068 COM 35623107 77832 2,300 2,300 2 2,300 ANNIncorporatedComStkUSD0.0068 COM 35623107 145512 4,300 4,300 3 4,300 Anworth MtgeAsset REIT USD0.01 COM 37347101 84388 14,600 14,600 2 14,600 Anworth MtgeAsset REIT USD0.01 COM 37347101 487404.28 84,326 84,326 3 84,326 Apache Corp CommonStk USD0.625 COM 37411105 22713661 289,346 289,346 1 289,346 Apache Corp CommonStk USD0.625 COM 37411105 8224209.5 104,767 104,767 2 104,767 Apache Corp CommonStk USD0.625 COM 37411105 158787759 2,022,774 2,022,774 3 2,022,774 Apache Corp CommonStk USD0.625 COM 37411105 2089748.5 26,621 26,621 4 26,621 Apache Corp CommonStk USD0.625 COM 37411105 1624950 20,700 20,700 5 20,700 Apache Corp CommonStk USD0.625 COM 37411105 392107.5 4,995 4,995 7 4,995 ApartmentIn&Mg'A'ComStkUSD0.01 COM 03748R101 39624878.04 1,464,334 1,464,334 1 1,464,334 Apollo Commercial REIT USD0.01 COM 03762U105 488523 30,100 30,100 3 30,100 Apollo Grp Cls'A'Com Stk NPV COM 37604105 1071104 51,200 51,200 2 51,200 Apollo Grp Cls'A'Com Stk NPV COM 37604105 12644131.68 604,404 604,404 3 604,404 Apple Inc Common Stock NPV COM 37833100 91021788.47 171,038 171,038 1 171,038 Apple Inc Common Stock NPV COM 37833100 31979866.08 60,093 60,093 2 60,093 Apple Inc Common Stock NPV COM 37833100 303712670.5 570,703 570,703 3 570,703 Apple Inc Common Stock NPV COM 37833100 6086461.457 11,437 11,437 4 11,437 Apple Inc Common Stock NPV COM 37833100 2926950.95 5,500 5,500 5 5,500 Apple Inc Common Stock NPV COM 37833100 4704940.609 8,841 8,841 7 8,841 Applied MaterialsComStkUSD0.01 COM 38222105 920920 80,500 80,500 2 80,500 Applied MaterialsComStkUSD0.01 COM 38222105 5995704 524,100 524,100 3 524,100 AppliedIndustrialTechComStkNPV COM 03820C105 65684945.55 1,563,555 1,563,555 1 1,563,555 AppliedIndustrialTechComStkNPV COM 03820C105 247859 5,900 5,900 2 5,900 AppliedIndustrialTechComStkNPV COM 03820C105 882210 21,000 21,000 3 21,000 AptarGroup Inc CommStk USD0.01 COM 38336103 496288 10,400 10,400 2 10,400 AptarGroup Inc CommStk USD0.01 COM 38336103 2720040 57,000 57,000 3 57,000 Arbitron Common Stock USD0.50 COM 03875Q108 10113081.96 216,647 216,647 1 216,647 Arbitron Common Stock USD0.50 COM 03875Q108 261408 5,600 5,600 2 5,600 Arbitron Common Stock USD0.50 COM 03875Q108 5069448 108,600 108,600 3 108,600 Arbor RealtyTrust REIT USD0.01 COM 38923108 35940 6,000 6,000 3 6,000 Arch Capital Com Stk USD0.01 COM G0450A105 5502500 125,000 125,000 2 125,000 Arch Capital Com Stk USD0.01 COM G0450A105 37126468 843,400 843,400 3 843,400 Arch Coal Inc Com Stk USD0.01 COM 39380100 45384 6,200 6,200 2 6,200 Arch Coal Inc Com Stk USD0.01 COM 39380100 373320 51,000 51,000 3 51,000 Archer-Daniels-Midland Com NPV COM 39483102 724492.89 26,451 26,451 2 26,451 Archer-Daniels-Midland Com NPV COM 39483102 2706104.61 98,799 98,799 3 98,799 Arctic Cat Inc Com Stk USD0.01 COM 39670104 96831 2,900 2,900 2 2,900 Arctic Cat Inc Com Stk USD0.01 COM 39670104 734580 22,000 22,000 3 22,000 Argan Inc Common Stock USD0.15 COM 04010E109 199800 11,100 11,100 2 11,100 Argan Inc Common Stock USD0.15 COM 04010E109 3504600 194,700 194,700 3 194,700 Arling.AssetInv A CS USD0.01 COM 41356205 151621 7,300 7,300 2 7,300 Arling.AssetInv A CS USD0.01 COM 41356205 1105628.64 53,232 53,232 3 53,232 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 21139555.32 558,804 558,804 1 558,804 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 200196.36 5,292 5,292 3 5,292 ARM HldgsADR(EchRep3 Ord0.05p) COM 42068106 113868.3 3,010 3,010 4 3,010 ARMOURResidentialREITUSD0.0001 COM 42315101 901918 139,400 139,400 3 139,400 ArmstrongWorldIndsCmStkUSD0.01 COM 04247X102 43171230 851,000 851,000 1 851,000 Arrow FinancialCorp ComStkUSD1 COM 42744102 63622.5 2,550 2,550 2 2,550 Arrow FinancialCorp ComStkUSD1 COM 42744102 355312.95 14,241 14,241 3 14,241 ArrowElectronicsInc ComStkUSD1 COM 42735100 43257623.36 1,135,967 1,135,967 1 1,135,967 ArrowElectronicsInc ComStkUSD1 COM 42735100 643552 16,900 16,900 2 16,900 ArrowElectronicsInc ComStkUSD1 COM 42735100 8110697.28 212,991 212,991 3 212,991 AsburyAutomotive ComStkUSD0.01 COM 43436104 33243937 1,037,900 1,037,900 1 1,037,900 AsiaInfo-Linkage ComStkUSD0.01 COM 04518A104 34615840 3,190,400 3,190,400 4 3,190,400 AspenInsur.Hldgs USD0.15144558 COM G05384105 1235080 38,500 38,500 3 38,500 AssistedLiving Cls A CSUSD0.01 COM 04544X300 28275 2,900 2,900 2 2,900 AssistedLiving Cls A CSUSD0.01 COM 04544X300 28275 2,900 2,900 3 2,900 Assurant Inc Com Stock USD0.01 COM 04621X108 2189570 63,100 63,100 2 63,100 Assurant Inc Com Stock USD0.01 COM 04621X108 29455372.6 848,858 848,858 3 848,858 AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 415516 29,200 29,200 2 29,200 AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 12026669.49 845,163 845,163 3 845,163 ASTA FundingInc ComStk USD0.01 COM 46220109 4755 500 500 3 500 Astronic Corp Com Stk USD0.01 COM 46433108 50336 2,200 2,200 2 2,200 Astronic Corp Com Stk USD0.01 COM 46433108 34320 1,500 1,500 3 1,500 AT&T Incorporated Com Stk USD1 COM 00206R102 8625950.77 255,887 255,887 2 255,887 AT&T Incorporated Com Stk USD1 COM 00206R102 50112240.99 1,486,569 1,486,569 3 1,486,569 AT&T Incorporated Com Stk USD1 COM 00206R102 534303.5 15,850 15,850 7 15,850 AtlanticTele-NwrkComStkUSD0.01 COM 49079205 84433 2,300 2,300 3 2,300 Atmel Corp Common Stock NPV COM 49513104 29093672.1 4,441,782 4,441,782 1 4,441,782 Atrion Corp Common Stk USD0.10 COM 49904105 39200 200 200 2 200 Atrion Corp Common Stk USD0.10 COM 49904105 548800 2,800 2,800 3 2,800 Aurizon Mines Ltd Com Stk NPV COM 05155P106 59595.25962 17,300 17,300 2 17,300 Aurizon Mines Ltd Com Stk NPV COM 05155P106 675872.2507 196,200 196,200 3 196,200 Auto Data ProcessCmStk USD0.10 COM 53015103 7843929.26 137,782 137,782 2 137,782 Auto Data ProcessCmStk USD0.10 COM 53015103 62136590.08 1,091,456 1,091,456 3 1,091,456 Autodesk Common Stock USD0.01 COM 52769106 11916485 337,100 337,100 1 337,100 Autoliv Inc Common Stock USD1 COM 52800109 8140712 120,800 120,800 1 120,800 Autoliv Inc Common Stock USD1 COM 52800109 431296 6,400 6,400 2 6,400 Autoliv Inc Common Stock USD1 COM 52800109 17284726.32 256,488 256,488 3 256,488 AutoZone Inc CommonStk USD0.01 COM 53332102 5074019.88 14,316 14,316 3 14,316 Avago Technologies Com Stk NPV COM Y0486S104 288022.28 9,100 9,100 2 9,100 Avago Technologies Com Stk NPV COM Y0486S104 8567871.56 270,700 270,700 3 270,700 Avnet Com.USD1 COM 53807103 19382252 633,200 633,200 1 633,200 Avnet Com.USD1 COM 53807103 492821 16,100 16,100 2 16,100 Avnet Com.USD1 COM 53807103 6153773.18 201,038 201,038 3 201,038 Aware Inc Com Stk USD0.01 COM 05453N100 13700 2,500 2,500 3 2,500 Axis Capital Hldgs USD0.0125 COM G0692U109 5594360 161,500 161,500 2 161,500 Axis Capital Hldgs USD0.0125 COM G0692U109 64773024.24 1,869,891 1,869,891 3 1,869,891 AXTIncorporated ComStkUSD0.001 COM 00246W103 51423 18,300 18,300 2 18,300 AXTIncorporated ComStkUSD0.001 COM 00246W103 800633.63 284,923 284,923 3 284,923 AZZ Incorporated Com Stk USD1 COM 2474104 6944301 180,700 180,700 1 180,700 AZZ Incorporated Com Stk USD1 COM 2474104 1771008.12 46,084 46,084 3 46,084 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 26948725.32 268,708 268,708 3 268,708 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 170531210.5 1,700,381 1,700,381 4 1,700,381 BaiduIncADR(EchRp0.10ClsA Shs) COM 56752108 44876866.59 447,471 447,471 6 447,471 Baker Hughes Common Stock USD1 COM 57224107 18904152.17 462,796 462,796 1 462,796 Baker Hughes Common Stock USD1 COM 57224107 2907620.981 71,182 71,182 2 71,182 Baker Hughes Common Stock USD1 COM 57224107 87542462.32 2,143,143 2,143,143 3 2,143,143 Baker Hughes Common Stock USD1 COM 57224107 1816619.762 44,473 44,473 4 44,473 Baker Hughes Common Stock USD1 COM 57224107 1997452.53 48,900 48,900 5 48,900 Baker Hughes Common Stock USD1 COM 57224107 894891.4116 21,908 21,908 7 21,908 Ball Corp. Com Stk NPV COM 58498106 21602122.75 482,729 482,729 1 482,729 Ball Corp. Com Stk NPV COM 58498106 3230234 72,184 72,184 2 72,184 Ball Corp. Com Stk NPV COM 58498106 70569586.5 1,576,974 1,576,974 3 1,576,974 Ball Corp. Com Stk NPV COM 58498106 2075057.5 46,370 46,370 4 46,370 Ball Corp. Com Stk NPV COM 58498106 1597575 35,700 35,700 5 35,700 Ball Corp. Com Stk NPV COM 58498106 1191021.25 26,615 26,615 7 26,615 BallantyneStrong ComStkUSD0.01 COM 58516105 93720 28,400 28,400 2 28,400 BallantyneStrong ComStkUSD0.01 COM 58516105 1235483.7 374,389 374,389 3 374,389 Bally Tech Inc Com Stk USD0.10 COM 05874B107 39186079.5 876,450 876,450 1 876,450 BancFirst Corp Com Stock USD1 COM 05945F103 12708 300 300 2 300 BancFirst Corp Com Stock USD1 COM 05945F103 76248 1,800 1,800 3 1,800 BancolombiaSAADR(Repr4PrfCOP10 COM 05968L102 4205059.64 63,158 63,158 3 63,158 BancorpSouth Inc ComStkUSD2.50 COM 59692103 31988 2,200 2,200 3 2,200 Bank of America ComStk USD0.01 COM 60505104 14874151.5 1,281,150 1,281,150 2 1,281,150 Bank of America ComStk USD0.01 COM 60505104 143491832.9 12,359,331 12,359,331 3 12,359,331 Bank of America ComStk USD0.01 COM 60505104 281217.42 24,222 24,222 7 24,222 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 25368395 575,900 575,900 1 575,900 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 26430 600 600 2 600 Bank of HawaiiCp ComStkUSD0.01 COM 62540109 290730 6,600 6,600 3 6,600 Bank of Kentucky Fin ComStkNPV COM 62896105 96447 3,900 3,900 3 3,900 Bank of Montreal Common NPV COM 63671101 122245.6563 2,000 2,000 2 2,000 Bank of Montreal Common NPV COM 63671101 7426423.622 121,500 121,500 3 121,500 Bank Of Nova Scotia Cap.Stk. COM 64149107 51937.33052 900 900 2 900 Bank Of Nova Scotia Cap.Stk. COM 64149107 8922833.384 154,620 154,620 3 154,620 BankUnited Inc Com Stk USD0.01 COM 06652K103 139308 5,700 5,700 3 5,700 Bard (C.R) Com.USD0.25 COM 67383109 5815530 59,500 59,500 2 59,500 Bard (C.R) Com.USD0.25 COM 67383109 40464360 414,000 414,000 3 414,000 Barrick Gold Corp Common NPV COM 67901108 3327815.627 95,161 95,161 3 95,161 Basic Engy Svcs ComStk USD0.01 COM 06985P100 79870 7,000 7,000 2 7,000 Basic Engy Svcs ComStk USD0.01 COM 06985P100 658357 57,700 57,700 3 57,700 Baxter Intl.Comon USD1 COM 71813109 24521947.56 367,866 367,866 1 367,866 Baxter Intl.Comon USD1 COM 71813109 9384794.76 140,786 140,786 2 140,786 Baxter Intl.Comon USD1 COM 71813109 87417724.02 1,311,397 1,311,397 3 1,311,397 Baxter Intl.Comon USD1 COM 71813109 1327200.6 19,910 19,910 4 19,910 Baytex Energy Corp Common NPV COM 07317Q105 353052.1241 8,200 8,200 2 8,200 Baytex Energy Corp Common NPV COM 07317Q105 6669240.735 154,900 154,900 3 154,900 BB&T Corp Common Stock USD5 COM 54937107 32021 1,100 1,100 2 1,100 BB&T Corp Common Stock USD5 COM 54937107 311477 10,700 10,700 3 10,700 BCE Incorporated Common NPV COM 05534B760 620804.4592 14,500 14,500 2 14,500 BCE Incorporated Common NPV COM 05534B760 6599408.286 154,141 154,141 3 154,141 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 51163265.52 2,945,496 2,945,496 2 2,945,496 BcoBradesco SponADR(Rp1PrfNPV) COM 59460303 316499100 18,221,019 18,221,019 3 18,221,019 BcoSantan.ChileADR(Rep400Com) COM 05965X109 6146859.95 215,755 215,755 3 215,755 Becton Dickinson Com.USD1 COM 75887109 7396774 94,600 94,600 2 94,600 Becton Dickinson Com.USD1 COM 75887109 89425903 1,143,700 1,143,700 3 1,143,700 Bed Bath & Beyond CmSk USD0.01 COM 75896100 3393737 60,700 60,700 2 60,700 Bed Bath & Beyond CmSk USD0.01 COM 75896100 28184231 504,100 504,100 3 504,100 Bellatrix Exploration Com NPV COM 78314101 3576477.724 833,981 833,981 3 833,981 Belo(A.H.)Cp.Common 'A'USD0.01 COM 80555105 238537 31,100 31,100 2 31,100 Belo(A.H.)Cp.Common 'A'USD0.01 COM 80555105 2097745 273,500 273,500 3 273,500 Bemis Co Inc Com Stk USD0.10 COM 81437105 421596 12,600 12,600 2 12,600 Bemis Co Inc Com Stk USD0.10 COM 81437105 287756 8,600 8,600 3 8,600 Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 10623772.26 281,499 281,499 1 281,499 Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 1479408 39,200 39,200 3 39,200 BerkshireHath.BComStkUSD0.0033 COM 84670702 5444790 60,700 60,700 2 60,700 BerkshireHath.BComStkUSD0.0033 COM 84670702 11845782 132,060 132,060 3 132,060 BerkshireHathawayCnvCls'A'USD5 COM 84670108 402180 3 3 3 3 BerryPlasticGrp ComStkUSD0.01 COM 08579W103 52417149.84 3,259,773 3,259,773 1 3,259,773 Best Buy Co Common Stk USD0.10 COM 86516101 1014360 85,600 85,600 2 85,600 Best Buy Co Common Stk USD0.10 COM 86516101 10310424.3 870,078 870,078 3 870,078 BGC Partners 'A'ComStk USD0.01 COM 05541T101 66432 19,200 19,200 2 19,200 BGC Partners 'A'ComStk USD0.01 COM 05541T101 15210.16 4,396 4,396 3 4,396 BHPBillitonADR(EachRep2OrdNPV) COM 88606108 25408.08 324 324 3 324 Big Lots Inc Common StkUSD0.01 COM 89302103 378518 13,300 13,300 2 13,300 Big Lots Inc Common StkUSD0.01 COM 89302103 5196796 182,600 182,600 3 182,600 Biogen Idec Com Stk USD0.0005 COM 09062X103 1405152 9,600 9,600 2 9,600 Biogen Idec Com Stk USD0.0005 COM 09062X103 8856409.59 60,507 60,507 3 60,507 BioMarin Pharma.ComStkUSD0.001 COM 09061G101 981294 19,945 19,945 3 19,945 Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 21010 200 200 2 200 Bio-RadLab.'A'ComStk USD0.0001 COM 90572207 1008480 9,600 9,600 3 9,600 Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 695704.14 24,300 24,300 2 24,300 Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 9175850.9 320,500 320,500 3 320,500 Bk of Marin Bancorp ComStk NPV COM 63425102 37460 1,000 1,000 3 1,000 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 349520 13,600 13,600 2 13,600 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 234178.4 9,112 9,112 3 9,112 Bk ofNY MellonCp ComStkUSD0.01 COM 64058100 411200 16,000 16,000 7 16,000 BlackRock Inc Com Stk USD0.01 COM 09247X101 806169 3,900 3,900 2 3,900 BlackRock Inc Com Stk USD0.01 COM 09247X101 1178247 5,700 5,700 3 5,700 Block (H&R) Com NPV COM 93671105 2529234 136,200 136,200 2 136,200 Block (H&R) Com NPV COM 93671105 28048443.69 1,510,417 1,510,417 3 1,510,417 Blyth Industries ComStkUSD0.02 COM 09643P207 17105 1,100 1,100 2 1,100 Blyth Industries ComStkUSD0.02 COM 09643P207 942330 60,600 60,600 3 60,600 BMC Software Inc ComStkUSD0.01 COM 55921100 2908108 73,400 73,400 2 73,400 BMC Software Inc ComStkUSD0.01 COM 55921100 34061908.3 859,715 859,715 3 859,715 BodyCentralCorp CS USD0.001 COM 09689U102 149685 15,000 15,000 2 15,000 BodyCentralCorp CS USD0.001 COM 09689U102 2669542.164 267,516 267,516 3 267,516 Boeing Co.Com USD5 COM 97023105 1183152 15,700 15,700 2 15,700 Boeing Co.Com USD5 COM 97023105 4589424 60,900 60,900 3 60,900 Boise Inc Common Stk USD0.0001 COM 09746Y105 68370 8,600 8,600 2 8,600 Boise Inc Common Stk USD0.0001 COM 09746Y105 44520 5,600 5,600 3 5,600 BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 2047696 37,600 37,600 2 37,600 BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 7368438 135,300 135,300 3 135,300 BONA FILM GROUP LTD-SPON ADR COM 09777B107 2517519.72 511,691 511,691 4 511,691 BoozAllenHamilton A CS USD0.01 COM 99502106 2945472 211,600 211,600 2 211,600 BoozAllenHamilton A CS USD0.01 COM 99502106 33968976 2,440,300 2,440,300 3 2,440,300 BorgWarnerInc CommonStkUSD0.01 COM 99724106 3179068.56 44,388 44,388 2 44,388 BorgWarnerInc CommonStkUSD0.01 COM 99724106 78559405.04 1,096,892 1,096,892 3 1,096,892 BorgWarnerInc CommonStkUSD0.01 COM 99724106 917953.54 12,817 12,817 4 12,817 BorgWarnerInc CommonStkUSD0.01 COM 99724106 1589964 22,200 22,200 5 22,200 BorgWarnerInc CommonStkUSD0.01 COM 99724106 443972.38 6,199 6,199 7 6,199 BostonBeerCo Cls'A'CmSkUSD0.01 COM 100557107 968040 7,200 7,200 3 7,200 BP Prudhoe Bay Units of BenInt COM 55630107 1130910 16,500 16,500 2 16,500 BP Prudhoe Bay Units of BenInt COM 55630107 6641526 96,900 96,900 3 96,900 BP Spon ADR(Rep 6 Ord USD0.25) COM 55622104 16434.8472 397 397 7 397 BrasilFoods ADR(EachRep1Share) COM 10552T107 19872954 941,400 941,400 2 941,400 BrasilFoods ADR(EachRep1Share) COM 10552T107 152545757.5 7,226,232 7,226,232 3 7,226,232 BRE Prop.Class'A' REIT USD0.01 COM 05564E106 13510614 265,800 265,800 3 265,800 Bridge Bancorp Com Stk USD0.01 COM 108035106 65088 3,200 3,200 3 3,200 BridgepointEducation CSUSD0.01 COM 10807M105 903310 87,700 87,700 2 87,700 BridgepointEducation CSUSD0.01 COM 10807M105 11001182.8 1,068,076 1,068,076 3 1,068,076 Bristol-MyersSquibb CS USD0.10 COM 110122108 13388558.62 410,818 410,818 2 410,818 Bristol-MyersSquibb CS USD0.10 COM 110122108 114546940.9 3,514,788 3,514,788 3 3,514,788 Bristol-MyersSquibb CS USD0.10 COM 110122108 1675777.8 51,420 51,420 7 51,420 Bristow Group. Com Stk USD0.01 COM 110394103 32196 600 600 2 600 Bristow Group. Com Stk USD0.01 COM 110394103 10732 200 200 3 200 BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 1926.18 58 58 3 58 Broadridge Fin.Com Stk USD0.01 COM 11133T103 334048 14,600 14,600 2 14,600 Broadridge Fin.Com Stk USD0.01 COM 11133T103 3195764 139,675 139,675 3 139,675 BrookfieldOfficePropert.ComNPV COM 112900105 355994.7775 20,900 20,900 2 20,900 BrookfieldOfficePropert.ComNPV COM 112900105 2673367.48 156,950 156,950 3 156,950 Brown & Brown Common StkUSD0.1 COM 115236101 18628470.96 731,676 731,676 1 731,676 Bruker Corp Com Stock USD0.01 COM 116794108 236187.45 15,500 15,500 2 15,500 Bruker Corp Com Stock USD0.01 COM 116794108 1391220.27 91,300 91,300 3 91,300 Buckeye Techno.Com Stk USD0.01 COM 118255108 588555 20,500 20,500 2 20,500 Buckeye Techno.Com Stk USD0.01 COM 118255108 6689430 233,000 233,000 3 233,000 Buckle Inc.(The)ComStk USD0.01 COM 118440106 1468656 32,900 32,900 2 32,900 Buckle Inc.(The)ComStk USD0.01 COM 118440106 15382944 344,600 344,600 3 344,600 Buffalo Wild Wings Com Stk NPV COM 119848109 14564 200 200 3 200 C&J Energy Services CS USD0.01 COM 12467B304 1436480 67,000 67,000 2 67,000 C&J Energy Services CS USD0.01 COM 12467B304 13215058.56 616,374 616,374 3 616,374 C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 233914 3,700 3,700 2 3,700 C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 311421.72 4,926 4,926 3 4,926 CA Inc Common Stock USD0.10 COM 12673P105 5875254 267,300 267,300 2 267,300 CA Inc Common Stock USD0.10 COM 12673P105 67946598.16 3,091,292 3,091,292 3 3,091,292 Cabot Corp Common Stock USD1 COM 127055101 36885648.32 927,008 927,008 1 927,008 CabotMicroelect.ComStkUSD0.001 COM 12709P103 15340320 432,000 432,000 1 432,000 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 996043 18,100 18,100 2 18,100 CACI Intl Cls'A'ComStk USD0.10 COM 127190304 15339997.71 278,757 278,757 3 278,757 CadenceDesignSyst.ComSkUSD0.01 COM 127387108 10482409 775,900 775,900 1 775,900 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 476707 45,100 45,100 2 45,100 CalamosAssetMgmt ACmStkUSD0.01 COM 12811R104 3782421.65 357,845 357,845 3 357,845 CallawayGolfCo Com Stk USD0.01 COM 131193104 10024950 1,542,300 1,542,300 1 1,542,300 Calpine Corp Com Stk USD0.001 COM 131347304 26437184.13 1,458,201 1,458,201 1 1,458,201 Calpine Corp Com Stk USD0.001 COM 131347304 17588547.55 970,135 970,135 3 970,135 Calpine Corp Com Stk USD0.001 COM 131347304 1972362.7 108,790 108,790 4 108,790 Calpine Corp Com Stk USD0.001 COM 131347304 1983422 109,400 109,400 5 109,400 Calpine Corp Com Stk USD0.001 COM 131347304 227404.59 12,543 12,543 7 12,543 Cambrex Corp Com Stk USD0.10 COM 132011107 70556 6,200 6,200 2 6,200 Cambrex Corp Com Stk USD0.10 COM 132011107 121766 10,700 10,700 3 10,700 Camden Property REIT USD0.01 COM 133131102 21281520 312,000 312,000 3 312,000 Cameco Corp Com NPV (US List.) COM 13321L108 2267.8 115 115 7 115 Canadian Imp.Bk.Com.NPV COM 136069101 64252.28482 800 800 3 800 Canadian Nat'l Railway CmSkNPV COM 136375102 2939331.124 32,400 32,400 2 32,400 Canadian Nat'l Railway CmSkNPV COM 136375102 32003146.97 352,768 352,768 3 352,768 CanadianNaturalRes. Common NPV COM 136385101 109301.9986 3,800 3,800 3 3,800 CanadianPac Railway ComNPV(US) COM 13645T100 672013.06 6,613 6,613 1 6,613 CanadianPac Railway ComNPV(US) COM 13645T100 182204.66 1,793 1,793 3 1,793 Capella EducationComStkUSD0.01 COM 139594105 640821 22,700 22,700 2 22,700 Capella EducationComStkUSD0.01 COM 139594105 5677109.46 201,102 201,102 3 201,102 Capital One Fin.ComStk USD0.01 COM 14040H105 22780682.85 393,245 393,245 1 393,245 Capital One Fin.ComStk USD0.01 COM 14040H105 7064795.22 121,954 121,954 2 121,954 Capital One Fin.ComStk USD0.01 COM 14040H105 115757985.3 1,998,239 1,998,239 3 1,998,239 Capital One Fin.ComStk USD0.01 COM 14040H105 1999743.6 34,520 34,520 4 34,520 Capital One Fin.ComStk USD0.01 COM 14040H105 2114445 36,500 36,500 5 36,500 Capital One Fin.ComStk USD0.01 COM 14040H105 467321.31 8,067 8,067 7 8,067 Capital Southwest Com Stk USD1 COM 140501107 79704 800 800 2 800 Capital Southwest Com Stk USD1 COM 140501107 577854 5,800 5,800 3 5,800 CapitalSourceInc ComStkUSD0.01 COM 14055X102 19708 2,600 2,600 2 2,600 CapitalSourceInc ComStkUSD0.01 COM 14055X102 1463698 193,100 193,100 3 193,100 Capstead Mortgage REIT USD0.01 COM 14067E506 906130 79,000 79,000 2 79,000 Capstead Mortgage REIT USD0.01 COM 14067E506 10834619.35 944,605 944,605 3 944,605 Carbo Ceramics Com Stk USD0.01 COM 140781105 180182 2,300 2,300 3 2,300 Cardinal Health Corp ComStkNPV COM 14149Y108 703395.58 17,081 17,081 3 17,081 Career Education ComStkUSD0.01 COM 141665109 64988.65 18,500 18,500 2 18,500 Career Education ComStkUSD0.01 COM 141665109 840988.26 239,400 239,400 3 239,400 CareFusion Corp ComStk USD0.01 COM 14170T101 44707694 1,564,300 1,564,300 1 1,564,300 Carlisle Companies ComStk USD1 COM 142339100 35256 600 600 2 600 Carlisle Companies ComStk USD1 COM 142339100 1151696 19,600 19,600 3 19,600 CarnivalCpComStkUSD0.01-Paired COM 143658300 3036429.83 82,579 82,579 7 82,579 CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 7863932.6 375,905 375,905 1 375,905 Casey's Gen Stores Com Stk NPV COM 147528103 36494461.8 687,278 687,278 1 687,278 Cash America Com Stock USD0.10 COM 14754D100 1229770 31,000 31,000 2 31,000 Cash America Com Stock USD0.10 COM 14754D100 10524451 265,300 265,300 3 265,300 Cass Information ComStkUSD0.50 COM 14808P109 37136 880 880 2 880 Cass Information ComStkUSD0.50 COM 14808P109 157828 3,740 3,740 3 3,740 Caterpillar Common Stk USD1 COM 149123101 29882821.8 333,482 333,482 1 333,482 Caterpillar Common Stk USD1 COM 149123101 5244964.722 58,532 58,532 2 58,532 Caterpillar Common Stk USD1 COM 149123101 93103321.11 1,039,001 1,039,001 3 1,039,001 Caterpillar Common Stk USD1 COM 149123101 2194153.731 24,486 24,486 4 24,486 Caterpillar Common Stk USD1 COM 149123101 2195408.25 24,500 24,500 5 24,500 Caterpillar Common Stk USD1 COM 149123101 321156.864 3,584 3,584 7 3,584 Cato Corp 'A'ComStk USD0.03333 COM 149205106 663806 24,200 24,200 2 24,200 Cato Corp 'A'ComStk USD0.03333 COM 149205106 10307563.11 375,777 375,777 3 375,777 CBL & Associates ComStkUSD0.01 COM 124830100 17519.46 826 826 3 826 CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 1384620 47,000 47,000 2 47,000 CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 13192188 447,800 447,800 3 447,800 CEC Entertain. Com Stk USD0.10 COM 125137109 189183 5,700 5,700 2 5,700 CEC Entertain. Com Stk USD0.10 COM 125137109 4210981.25 126,875 126,875 3 126,875 Celanese A USD0.0001 (US List) COM 150870103 17522555 393,500 393,500 1 393,500 Celanese A USD0.0001 (US List) COM 150870103 3331111.18 74,806 74,806 2 74,806 Celanese A USD0.0001 (US List) COM 150870103 73094347.39 1,641,463 1,641,463 3 1,641,463 Celanese A USD0.0001 (US List) COM 150870103 1393699.94 31,298 31,298 4 31,298 Celanese A USD0.0001 (US List) COM 150870103 2021662 45,400 45,400 5 45,400 Celanese A USD0.0001 (US List) COM 150870103 1033185.06 23,202 23,202 7 23,202 CelesticaIncSubOrdVotingShsNPV COM 15101Q108 525194.3356 64,800 64,800 2 64,800 CelesticaIncSubOrdVotingShsNPV COM 15101Q108 5004745.405 617,500 617,500 3 617,500 Celgene Corp Com Stk USD0.01 COM 151020104 2495346 31,800 31,800 2 31,800 Celgene Corp Com Stk USD0.01 COM 151020104 21970658.36 279,988 279,988 3 279,988 Cellcom Israel Limited ILS0.01 COM M2196U109 474377.3085 57,638 57,638 2 57,638 Cellcom Israel Limited ILS0.01 COM M2196U109 2820610.045 342,711 342,711 3 342,711 CemexSAB SpnADR(EachRepr10CPO) COM 151290889 27788096.7 2,815,410 2,815,410 3 2,815,410 Cenovus Energy Inc Common NPV COM 15135U109 13373.50608 400 400 3 400 Centene Corp Com Stk USD0.001 COM 15135B101 4797000 117,000 117,000 1 117,000 Central Pacific Fin CmStk NPV COM 154760409 62360 4,000 4,000 3 4,000 Cepheid Inc Common Stock NPV COM 15670R107 11878088 350,800 350,800 1 350,800 CFIndustriesHldgsComStkUSD0.01 COM 125269100 7350735.12 36,182 36,182 2 36,182 CFIndustriesHldgsComStkUSD0.01 COM 125269100 82869979.8 407,905 407,905 3 407,905 Changyou.com ADR(Rep2 'A' Shs) COM 15911M107 900828 34,200 34,200 2 34,200 Changyou.com ADR(Rep2 'A' Shs) COM 15911M107 740154 28,100 28,100 3 28,100 CharmCommIncADR(EachRep2.0) COM 16112R101 5195844 1,286,100 1,286,100 3 1,286,100 CheckPointSoftwareTech ILS1 COM M22465104 286760928.8 6,019,331 6,019,331 2 6,019,331 CheckPointSoftwareTech ILS1 COM M22465104 90907981.92 1,908,228 1,908,228 3 1,908,228 CheckPointSoftwareTech ILS1 COM M22465104 285125.4 5,985 5,985 4 5,985 CheckPointSoftwareTech ILS1 COM M22465104 2429640 51,000 51,000 5 51,000 CheckPointSoftwareTech ILS1 COM M22465104 524611.68 11,012 11,012 7 11,012 CheesecakeFactoryComStkUSD0.01 COM 163072101 71962 2,200 2,200 2 2,200 CheesecakeFactoryComStkUSD0.01 COM 163072101 2934087 89,700 89,700 3 89,700 Chefs' Warehouse ComStkUSD0.01 COM 163086101 11803746 746,600 746,600 1 746,600 Chemed Corp Common Stock USD1 COM 16359R103 3566680 52,000 52,000 2 52,000 Chemed Corp Common Stock USD1 COM 16359R103 37500828.01 546,739 546,739 3 546,739 ChemoCentryx Inc CmStkUSD0.001 COM 16383L106 166441.16 15,214 15,214 3 15,214 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 309132 18,600 18,600 2 18,600 ChesapeakeEnergyCom StkUSD0.01 COM 165167107 3649752 219,600 219,600 3 219,600 ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 63560 1,400 1,400 3 1,400 Chevron Corp Com Stock USD0.75 COM 166764100 23840652.54 220,461 220,461 2 220,461 Chevron Corp Com Stock USD0.75 COM 166764100 210490725.1 1,946,465 1,946,465 3 1,946,465 Chevron Corp Com Stock USD0.75 COM 166764100 1849194 17,100 17,100 7 17,100 Chico's FAS Common Stk USD0.01 COM 168615102 20306 1,100 1,100 2 1,100 Chico's FAS Common Stk USD0.01 COM 168615102 2433028 131,800 131,800 3 131,800 Childrens Place ComStk USD0.10 COM 168905107 29919666.6 675,540 675,540 1 675,540 Chimera Inv Corp REIT USD0.01 COM 16934Q109 651978 249,800 249,800 2 249,800 Chimera Inv Corp REIT USD0.01 COM 16934Q109 7765958.43 2,975,463 2,975,463 3 2,975,463 China Lodging Group Spons ADS COM 16949N109 7947005 466,100 466,100 3 466,100 China Lodging Group Spons ADS COM 16949N109 44800580 2,627,600 2,627,600 4 2,627,600 China Lodging Group Spons ADS COM 16949N109 54667415 3,206,300 3,206,300 6 3,206,300 ChinaAutomotiveComStkUSD0.0001 COM 16936R105 81669.6 17,100 17,100 2 17,100 ChinaAutomotiveComStkUSD0.0001 COM 16936R105 691665.096 144,821 144,821 3 144,821 ChinaGreenAgriInUSD0.001 COM 16943W105 91184 27,800 27,800 2 27,800 ChinaGreenAgriInUSD0.001 COM 16943W105 2155137.12 657,054 657,054 3 657,054 ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 14973.6 255 255 3 255 ChinaTechfaithADR(EachRp15Ord) COM 169424108 70056 55,600 55,600 3 55,600 ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 171893 10,900 10,900 2 10,900 ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 23655 1,500 1,500 3 1,500 Chubb Corp Com USD1 COM 171232101 37660 500 500 2 500 Chubb Corp Com USD1 COM 171232101 128872.52 1,711 1,711 3 1,711 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 2309722.8 71,420 71,420 2 71,420 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 6649104 205,600 205,600 3 205,600 Chunghwa Tel ADR(Rp10OrdTWD10) COM 17133Q502 310496.34 9,601 9,601 4 9,601 Church & Dwight Comm Stk USD1 COM 171340102 551771 10,300 10,300 2 10,300 Church & Dwight Comm Stk USD1 COM 171340102 557128 10,400 10,400 3 10,400 CHURCHILL DOWNS INC COM 171484108 6372555 95,900 95,900 1 95,900 CiaBrasileira ADR(EchRep1Pref) COM 20440T201 87832894.96 1,978,664 1,978,664 2 1,978,664 CiaBrasileira ADR(EchRep1Pref) COM 20440T201 681075.77 15,343 15,343 3 15,343 CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 958514.46 88,261 88,261 2 88,261 CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 14638541.52 1,347,932 1,347,932 3 1,347,932 Cigna Corp Common Stk USD0.25 COM 125509109 3474900 65,000 65,000 2 65,000 Cigna Corp Common Stk USD0.25 COM 125509109 49380574.32 923,692 923,692 3 923,692 Cintas Corp Comm Stk NPV COM 172908105 89980 2,200 2,200 3 2,200 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 11457270.4 583,085 583,085 2 583,085 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 100167060.8 5,097,716 5,097,716 3 5,097,716 CiscoSysComStkUSD0.001(US Lst) COM 17275R102 337969.68 17,200 17,200 7 17,200 CIT Group Inc Com Stk USD0.01 COM 125581801 18288312 473,300 473,300 1 473,300 Citigroup Inc Com Stk USD0.01 COM 172967424 40460187.8 1,022,755 1,022,755 1 1,022,755 Citigroup Inc Com Stk USD0.01 COM 172967424 12874485.52 325,442 325,442 2 325,442 Citigroup Inc Com Stk USD0.01 COM 172967424 163077475.9 4,122,282 4,122,282 3 4,122,282 Citigroup Inc Com Stk USD0.01 COM 172967424 3062814.32 77,422 77,422 4 77,422 Citigroup Inc Com Stk USD0.01 COM 172967424 3180228.4 80,390 80,390 5 80,390 Citigroup Inc Com Stk USD0.01 COM 172967424 1493548.24 37,754 37,754 7 37,754 Citizens NrthnCorp ComStk USD1 COM 172922106 100170 5,300 5,300 2 5,300 Citizens NrthnCorp ComStk USD1 COM 172922106 997920 52,800 52,800 3 52,800 City Holding Co. ComStkUSD2.50 COM 177835105 13940 400 400 2 400 City Holding Co. ComStkUSD2.50 COM 177835105 453050 13,000 13,000 3 13,000 Clean Harbors Com.StockUSD0.01 COM 184496107 15593519.67 283,467 283,467 1 283,467 Cleco Corporation Com Stk USD1 COM 12561W105 49548784.1 1,238,410 1,238,410 1 1,238,410 CliffsNaturalRes CmStk USD0.25 COM 18683K101 1106959 28,700 28,700 2 28,700 CliffsNaturalRes CmStk USD0.25 COM 18683K101 15758892.03 408,579 408,579 3 408,579 Clorox Co. Com Stk USD1 COM 189054109 5139824.34 70,197 70,197 3 70,197 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 228094 11,800 11,800 2 11,800 Cloud Peak Engy ComStk USD0.01 COM 18911Q102 3699762 191,400 191,400 3 191,400 CNA Financial Cp ComStkUSD2.50 COM 126117100 3058692 109,200 109,200 2 109,200 CNA Financial Cp ComStkUSD2.50 COM 126117100 12969358.26 463,026 463,026 3 463,026 CNB FinancialCorp ComStock NPV COM 126128107 77198.94 4,713 4,713 3 4,713 CNH Global NV EUR2.25(US List) COM N20935206 604350 15,000 15,000 3 15,000 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 1305267 139,900 139,900 2 139,900 CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 16344424.62 1,751,814 1,751,814 3 1,751,814 Coach Inc Common Stock USD0.01 COM 189754104 1248975 22,500 22,500 2 22,500 Coach Inc Common Stock USD0.01 COM 189754104 21186279.66 381,666 381,666 3 381,666 Coach Inc Common Stock USD0.01 COM 189754104 386238.58 6,958 6,958 7 6,958 Coca-Cola Co Comm Stk USD0.25 COM 191216100 43562313.75 1,201,719 1,201,719 1 1,201,719 Coca-Cola Co Comm Stk USD0.25 COM 191216100 12158177.5 335,398 335,398 2 335,398 Coca-Cola Co Comm Stk USD0.25 COM 191216100 76265396.25 2,103,873 2,103,873 3 2,103,873 Coca-Cola Co Comm Stk USD0.25 COM 191216100 2269612.5 62,610 62,610 4 62,610 Coca-Cola Co Comm Stk USD0.25 COM 191216100 5146811.25 141,981 141,981 7 141,981 CocaColaFemsaADS SerL Rep10NPV COM 191241108 312984 2,100 2,100 2 2,100 CocaColaFemsaADS SerL Rep10NPV COM 191241108 4486104 30,100 30,100 3 30,100 CognizantTech. A ComStkUSD0.01 COM 192446102 16140696.67 218,465 218,465 1 218,465 CognizantTech. A ComStkUSD0.01 COM 192446102 81270.53 1,100 1,100 2 1,100 CognizantTech. A ComStkUSD0.01 COM 192446102 16583103.88 224,453 224,453 3 224,453 CognizantTech. A ComStkUSD0.01 COM 192446102 1442182.496 19,520 19,520 4 19,520 CognizantTech. A ComStkUSD0.01 COM 192446102 1662351.75 22,500 22,500 5 22,500 CognizantTech. A ComStkUSD0.01 COM 192446102 202880.7958 2,746 2,746 7 2,746 Cogo Group Inc Com Stk USD0.01 COM G22538105 14824 6,800 6,800 2 6,800 Cogo Group Inc Com Stk USD0.01 COM G22538105 64809.22 29,729 29,729 3 29,729 Coinstar Inc ComStock USD0.001 COM 19259P300 2272837 43,700 43,700 2 43,700 Coinstar Inc ComStock USD0.001 COM 19259P300 26192236 503,600 503,600 3 503,600 Coleman Cable Inc CS USD0.001 COM 193459302 26883 2,900 2,900 3 2,900 Colgate-Palmolive Com USD1 COM 194162103 8751775.18 83,717 83,717 2 83,717 Colgate-Palmolive Com USD1 COM 194162103 70565754.48 675,012 675,012 3 675,012 Colgate-Palmolive Com USD1 COM 194162103 463634.9 4,435 4,435 7 4,435 CollectorsUniverse CS USD0.001 COM 19421R200 51153 5,100 5,100 3 5,100 Colonial Props. REIT USD0.01 COM 195872106 21254409.67 994,591 994,591 1 994,591 Colony Fin Inc REIT USD0.01 COM 19624R106 29250 1,500 1,500 2 1,500 Colony Fin Inc REIT USD0.01 COM 19624R106 1926600 98,800 98,800 3 98,800 Columbia Bkng System ComStkNPV COM 197236102 1168414.26 65,129 65,129 3 65,129 Comcast Corp Cls A ComStk USD1 COM 20030N101 40730992.8 1,090,230 1,090,230 1 1,090,230 Comcast Corp Cls A ComStk USD1 COM 20030N101 6294524.88 168,483 168,483 2 168,483 Comcast Corp Cls A ComStk USD1 COM 20030N101 73661441.76 1,971,666 1,971,666 3 1,971,666 Comcast Corp Cls A ComStk USD1 COM 20030N101 2787354.88 74,608 74,608 4 74,608 Comcast Corp Cls A ComStk USD1 COM 20030N101 1894152 50,700 50,700 5 50,700 Comcast Corp Cls A ComStk USD1 COM 20030N101 491321.36 13,151 13,151 7 13,151 Comerica Common Stk USD5 COM 200340107 8634764 284,600 284,600 1 284,600 Comerica Common Stk USD5 COM 200340107 2138970 70,500 70,500 2 70,500 Comerica Common Stk USD5 COM 200340107 15570488 513,200 513,200 3 513,200 CommerceBancshares Com StkUSD5 COM 200525103 2439439.74 69,579 69,579 2 69,579 CommerceBancshares Com StkUSD5 COM 200525103 20826902.16 594,036 594,036 3 594,036 CommonWealth REIT USD0.01 COM 203233101 110880 7,000 7,000 2 7,000 CommonWealth REIT USD0.01 COM 203233101 10992.96 694 694 3 694 Commun.HealthSys.ComStkUSD0.01 COM 203668108 21548.74 701 701 2 701 Commun.HealthSys.ComStkUSD0.01 COM 203668108 3550470 115,500 115,500 3 115,500 Commun.Systems Inc CS USD0.05 COM 203900105 39520 3,800 3,800 3 3,800 Community Bank Sys.ComStk USD1 COM 203607106 1151856 42,100 42,100 2 42,100 Community Bank Sys.ComStk USD1 COM 203607106 7635710.88 279,083 279,083 3 279,083 Community Tst Bancp ComStkUSD5 COM 204149108 13112 400 400 2 400 Community Tst Bancp ComStkUSD5 COM 204149108 1537054.2 46,890 46,890 3 46,890 Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 47779875.13 1,137,887 1,137,887 2 1,137,887 Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 242405918.6 5,772,944 5,772,944 3 5,772,944 Compass Diversified LP NPV COM 20451Q104 14699703 999,300 999,300 1 999,300 CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 3545712.55 98,629 98,629 3 98,629 CompParaDeEnergADR1000Pr'B'Shs COM 20441B407 2282545 148,700 148,700 2 148,700 CompParaDeEnergADR1000Pr'B'Shs COM 20441B407 3418383.6 222,696 222,696 3 222,696 Computer Sciences Com Stk USD1 COM 205363104 712890 17,800 17,800 2 17,800 Computer Sciences Com Stk USD1 COM 205363104 4369455 109,100 109,100 3 109,100 ComputerProg&SysComStkUSD0.001 COM 205306103 246666 4,900 4,900 2 4,900 ComputerProg&SysComStkUSD0.001 COM 205306103 1067208 21,200 21,200 3 21,200 comScore Inc Com Stk USD0.001 COM 20564W105 5653934 410,300 410,300 1 410,300 Comtech Telecomm.ComStkUSD0.10 COM 205826209 807084 31,800 31,800 3 31,800 Comverse Inc Com Stk USD0.01 COM 20585P105 2736312.3 95,910 95,910 1 95,910 Comverse Techno. ComStkUSD0.10 COM 205862402 8174776.32 2,128,848 2,128,848 1 2,128,848 ConchoResourcsIncCmStkUSD0.001 COM 20605P101 16812872 208,700 208,700 1 208,700 ConocoPhillips CommStk USD0.01 COM 20825C104 9408645.54 162,246 162,246 2 162,246 ConocoPhillips CommStk USD0.01 COM 20825C104 95554878.18 1,647,782 1,647,782 3 1,647,782 ConocoPhillips CommStk USD0.01 COM 20825C104 3121543.71 53,829 53,829 7 53,829 Consolid.Edison ComStk USD0.10 COM 209115104 6720.34 121 121 3 121 ContangoOil And Gas CS USD0.04 COM 21075N204 546444 12,900 12,900 2 12,900 ContangoOil And Gas CS USD0.04 COM 21075N204 1685419.68 39,788 39,788 3 39,788 Cooper Companies ComStkUSD0.10 COM 216648402 25182304 272,300 272,300 1 272,300 Cooper Tire&Rubber ComStk USD1 COM 216831107 1714336 67,600 67,600 2 67,600 Cooper Tire&Rubber ComStk USD1 COM 216831107 16807416.08 662,753 662,753 3 662,753 Core Laboratories NV EUR0.02 COM N22717107 21862 200 200 2 200 Core-Mark Hldg Co CmStkUSD0.01 COM 218681104 12973900 274,000 274,000 1 274,000 Corning Inc Common StkUSD0.50 COM 219350105 2739802 217,100 217,100 2 217,100 Corning Inc Common StkUSD0.50 COM 219350105 31408529.8 2,488,790 2,488,790 3 2,488,790 CorVel Corp CommStockUSD0.0001 COM 221006109 53796 1,200 1,200 2 1,200 CorVel Corp CommStockUSD0.0001 COM 221006109 85177 1,900 1,900 3 1,900 Cosan Ltd Class A Shs USD0.01 COM G25343107 393542.85 22,735 22,735 3 22,735 CostcoWholesaleCom Stk USD0.01 COM 22160K105 1033999.29 10,473 10,473 2 10,473 CostcoWholesaleCom Stk USD0.01 COM 22160K105 3465423 35,100 35,100 3 35,100 Courier Corp Common Stock USD1 COM 222660102 27500 2,500 2,500 2 2,500 Courier Corp Common Stock USD1 COM 222660102 114257 10,387 10,387 3 10,387 CoventryHlthCare CmStkUSD0.01 COM 222862104 24880650 555,000 555,000 1 555,000 Covidien USD0.20(PostCons)(US) COM G2554F113 9536222.92 165,158 165,158 3 165,158 CPFL Energia ADR(1Repr2ComShs) COM 126153105 251520 12,000 12,000 3 12,000 CrackerBarrelOld ComStkUSD0.01 COM 22410J106 25704 400 400 2 400 Crawford & Co 'B'ComStock USD1 COM 224633107 48678 6,100 6,100 3 6,100 Crawford And Co A Com Stk USD1 COM 224633206 10716 1,900 1,900 3 1,900 CredicorpComStkUSD5(USListing) COM G2519Y108 1333696 9,100 9,100 2 9,100 CredicorpComStkUSD5(USListing) COM G2519Y108 5111133.44 34,874 34,874 3 34,874 CreditAcceptance CmStk USD0.01 COM 225310101 213528 2,100 2,100 2 2,100 CreditAcceptance CmStk USD0.01 COM 225310101 1077808 10,600 10,600 3 10,600 CreditSuisSpADR(EchRp1OrdCHF1) COM 225401108 21711.04 884 884 3 884 CreXus Inv Corp REIT USD0.01 COM 226553105 1990625 162,500 162,500 2 162,500 CreXus Inv Corp REIT USD0.01 COM 226553105 13945522.5 1,138,410 1,138,410 3 1,138,410 Crocs Inc Comm Stock USD0.001 COM 227046109 582795 40,500 40,500 2 40,500 Crocs Inc Comm Stock USD0.001 COM 227046109 6017898 418,200 418,200 3 418,200 Crown Holdings Common Stk USD5 COM 228368106 44092306.35 1,197,835 1,197,835 1 1,197,835 CSG Systems Intl ComStkUSD0.01 COM 126349109 590853.25 32,500 32,500 2 32,500 CSG Systems Intl ComStkUSD0.01 COM 126349109 8548755.703 470,226 470,226 3 470,226 CSS Industries Com Stk USD0.10 COM 125906107 13134 600 600 2 600 CSS Industries Com Stk USD0.10 COM 125906107 85371 3,900 3,900 3 3,900 CSX Corp Com USD1 COM 126408103 2661281.05 134,885 134,885 2 134,885 CSX Corp Com USD1 COM 126408103 22184747.41 1,124,417 1,124,417 3 1,124,417 CTC Media Inc Common Stock NPV COM 12642X106 588946 75,700 75,700 2 75,700 CTC Media Inc Common Stock NPV COM 12642X106 5976245.9 768,155 768,155 3 768,155 Ctrip.comIntlADR (Rep0.25 Ord) COM 22943F100 811228 35,800 35,800 2 35,800 Ctrip.comIntlADR (Rep0.25 Ord) COM 22943F100 256058 11,300 11,300 3 11,300 Cubic Corp. Common Stock NPV COM 229669106 1746108 36,400 36,400 3 36,400 Cubist Pharm.IncComStkUSD0.001 COM 229678107 29435 700 700 2 700 Cubist Pharm.IncComStkUSD0.001 COM 229678107 243890 5,800 5,800 3 5,800 Cullen Frost Bankers CmSk USD5 COM 229899109 17602745.85 324,355 324,355 1 324,355 Cullen Frost Bankers CmSk USD5 COM 229899109 2007990 37,000 37,000 2 37,000 Cullen Frost Bankers CmSk USD5 COM 229899109 13773726 253,800 253,800 3 253,800 Cummins Inc Common Stk USD2.50 COM 231021106 19061365.4 175,924 175,924 1 175,924 Cummins Inc Common Stk USD2.50 COM 231021106 5016605 46,300 46,300 2 46,300 Cummins Inc Common Stk USD2.50 COM 231021106 50570953.95 466,737 466,737 3 466,737 Cummins Inc Common Stk USD2.50 COM 231021106 821293 7,580 7,580 4 7,580 Cummins Inc Common Stk USD2.50 COM 231021106 238370 2,200 2,200 7 2,200 CVB Financial Corp Com Stk NPV COM 126600105 1032720 99,300 99,300 2 99,300 CVB Financial Corp Com Stk NPV COM 126600105 7063680 679,200 679,200 3 679,200 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 1828451.95 37,817 37,817 2 37,817 CVS CaremarkCorp ComStkUSD0.01 COM 126650100 8604269.3 177,958 177,958 3 177,958 CYS Investments REIT USD0.01 COM 12673A108 115738 9,800 9,800 3 9,800 Dana Holding Cp ComStk USD0.01 COM 235825205 123319 7,900 7,900 3 7,900 Danaher Corp Com Stock USD0.01 COM 235851102 24352052.4 435,636 435,636 1 435,636 Danaher Corp Com Stock USD0.01 COM 235851102 3549370.5 63,495 63,495 2 63,495 Danaher Corp Com Stock USD0.01 COM 235851102 82602926.9 1,477,691 1,477,691 3 1,477,691 Danaher Corp Com Stock USD0.01 COM 235851102 2217553 39,670 39,670 4 39,670 Danaher Corp Com Stock USD0.01 COM 235851102 1939730 34,700 34,700 5 34,700 Danaher Corp Com Stock USD0.01 COM 235851102 478783.5 8,565 8,565 7 8,565 Darden Restaurants CmSkUSD0.01 COM 237194105 189294 4,200 4,200 2 4,200 Darden Restaurants CmSkUSD0.01 COM 237194105 1924489 42,700 42,700 3 42,700 Darling Intl Com Stk USD0.01 COM 237266101 1252724 78,100 78,100 2 78,100 Darling Intl Com Stk USD0.01 COM 237266101 22061303.72 1,375,393 1,375,393 3 1,375,393 Datalink Corp CmStk USD0.001 COM 237934104 44460 5,200 5,200 2 5,200 Datalink Corp CmStk USD0.001 COM 237934104 31635 3,700 3,700 3 3,700 DaVitaHlthCareCom Stk USD0.001 COM 23918K108 38866327.08 351,636 351,636 1 351,636 DaVitaHlthCareCom Stk USD0.001 COM 23918K108 1867957 16,900 16,900 2 16,900 DaVitaHlthCareCom Stk USD0.001 COM 23918K108 33974600.87 307,379 307,379 3 307,379 DaVitaHlthCareCom Stk USD0.001 COM 23918K108 1135143.1 10,270 10,270 4 10,270 Dawson Geop. ComStkUSD0.33 1/3 COM 239359102 31656 1,200 1,200 2 1,200 Dawson Geop. ComStkUSD0.33 1/3 COM 239359102 113434 4,300 4,300 3 4,300 DDR Corporation REIT USD0.10 COM 23317H102 17418618 1,112,300 1,112,300 3 1,112,300 Deckers Outdoor ComStk USD0.01 COM 243537107 463105 11,500 11,500 2 11,500 Deckers Outdoor ComStk USD0.01 COM 243537107 5025696 124,800 124,800 3 124,800 Deere & Company CommonStk USD1 COM 244199105 2710649.72 31,366 31,366 2 31,366 Deere & Company CommonStk USD1 COM 244199105 4017233.7 46,485 46,485 3 46,485 Deere & Company CommonStk USD1 COM 244199105 4672556.56 54,068 54,068 7 54,068 Delek US Hldgs Com Stk USD0.01 COM 246647101 1268532 50,100 50,100 2 50,100 Delek US Hldgs Com Stk USD0.01 COM 246647101 14930165.88 589,659 589,659 3 589,659 Dell Inc Common Stock USD0.01 COM 24702R101 4194907.86 413,699 413,699 2 413,699 Dell Inc Common Stock USD0.01 COM 24702R101 138278439.8 13,636,927 13,636,927 3 13,636,927 Delphi Auto USD0.01(US List) COM G27823106 5370300 140,400 140,400 2 140,400 Delphi Auto USD0.01(US List) COM G27823106 40152363.75 1,049,735 1,049,735 3 1,049,735 Deluxe Corp Common Stock USD1 COM 248019101 2408328 74,700 74,700 2 74,700 Deluxe Corp Common Stock USD1 COM 248019101 25210906.24 781,976 781,976 3 781,976 DenburyResourcesComStkUSD0.001 COM 247916208 29032020 1,792,100 1,792,100 1 1,792,100 DenburyResourcesComStkUSD0.001 COM 247916208 113400 7,000 7,000 2 7,000 DenburyResourcesComStkUSD0.001 COM 247916208 392040 24,200 24,200 3 24,200 Dendreon Corp Com Stk USD0.001 COM 24823Q107 430468.46 81,374 81,374 3 81,374 Dentsply Intl Inc. ComStk USD1 COM 249030107 35729725.18 902,038 902,038 1 902,038 Dentsply Intl Inc. ComStk USD1 COM 249030107 1202321.94 30,354 30,354 3 30,354 Dentsply Intl Inc. ComStk USD1 COM 249030107 690798.4 17,440 17,440 4 17,440 DestinationMaternityCS USD0.01 COM 25065D100 34509.44 1,600 1,600 2 1,600 DestinationMaternityCS USD0.01 COM 25065D100 77646.24 3,600 3,600 3 3,600 Devon Energy Com Stk USD0.10 COM 25179M103 62448 1,200 1,200 2 1,200 Devon Energy Com Stk USD0.10 COM 25179M103 29568139.24 568,181 568,181 3 568,181 DeVry Inc Common Stock USD0.01 COM 251893103 1188873 50,100 50,100 2 50,100 DeVry Inc Common Stock USD0.01 COM 251893103 16832661.93 709,341 709,341 3 709,341 DiageoSponADR(Repr4OrdGBP0.28) COM 25243Q205 20634.66 177 177 3 177 DiamondHillInvGrp'A'ComStk NPV COM 25264R207 20358 300 300 3 300 DiamondO/ShDrillComStkUSD0.01 COM 25271C102 625232 9,200 9,200 2 9,200 DiamondO/ShDrillComStkUSD0.01 COM 25271C102 14051817.36 206,766 206,766 3 206,766 DiamondRock Hospi.REIT USD0.01 COM 252784301 9943200 1,104,800 1,104,800 3 1,104,800 Dice Holdings ComStock USD0.01 COM 253017107 231336 25,200 25,200 2 25,200 Dice Holdings ComStock USD0.01 COM 253017107 1999404 217,800 217,800 3 217,800 Diebold Inc Com Stock USD1.25 COM 253651103 198965 6,500 6,500 2 6,500 Diebold Inc Com Stock USD1.25 COM 253651103 1398877 45,700 45,700 3 45,700 Digimarc Corp ComStck USD0.001 COM 25381B101 60030 2,900 2,900 3 2,900 Dillard IncComStkCls'A'USD NPV COM 254067101 628275 7,500 7,500 3 7,500 DIRECTV Common Stock USD0.01 COM 25490A309 3724680.96 74,256 74,256 2 74,256 DIRECTV Common Stock USD0.01 COM 25490A309 50403877.92 1,004,862 1,004,862 3 1,004,862 DiscoverFin SvcsComStk USD0.01 COM 254709108 6338313.9 164,418 164,418 2 164,418 DiscoverFin SvcsComStk USD0.01 COM 254709108 81990992.7 2,126,874 2,126,874 3 2,126,874 DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 742716 11,700 11,700 2 11,700 DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 3243828 51,100 51,100 3 51,100 Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 569002 19,400 19,400 2 19,400 Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 5842536 199,200 199,200 3 199,200 Dollar General ComStk USD0.875 COM 256677105 25372340.03 575,467 575,467 1 575,467 Dollar General ComStk USD0.875 COM 256677105 2904384.66 65,874 65,874 2 65,874 Dollar General ComStk USD0.875 COM 256677105 75347517.32 1,708,948 1,708,948 3 1,708,948 Dollar General ComStk USD0.875 COM 256677105 3722254.16 84,424 84,424 4 84,424 Dollar General ComStk USD0.875 COM 256677105 2332361 52,900 52,900 5 52,900 Dollar General ComStk USD0.875 COM 256677105 497555.65 11,285 11,285 7 11,285 Dollar Tree Inc ComStk USD0.01 COM 256746108 178464 4,400 4,400 2 4,400 Dollar Tree Inc ComStk USD0.01 COM 256746108 4288976.64 105,744 105,744 3 105,744 DominionRes(Virginia)ComStkNPV COM 25746U109 4970106.4 95,948 95,948 2 95,948 DominionRes(Virginia)ComStkNPV COM 25746U109 81832086 1,579,770 1,579,770 3 1,579,770 DominionRes(Virginia)ComStkNPV COM 25746U109 1063454 20,530 20,530 4 20,530 DominionRes(Virginia)ComStkNPV COM 25746U109 2185960 42,200 42,200 5 42,200 DominionRes(Virginia)ComStkNPV COM 25746U109 387205 7,475 7,475 7 7,475 Domino's Pizza Com.Stk USD0.01 COM 25754A201 45422606.45 1,042,999 1,042,999 1 1,042,999 Domstar Corp Com Stk USD0.01 COM 257559203 551232 6,600 6,600 2 6,600 Domstar Corp Com Stk USD0.01 COM 257559203 10492200 125,625 125,625 3 125,625 Donaldson Common Stock USD5 COM 257651109 26272 800 800 3 800 Donnelley(R.R) Common USD1.25 COM 257867101 145638 16,200 16,200 2 16,200 Donnelley(R.R) Common USD1.25 COM 257867101 790382.82 87,918 87,918 3 87,918 Doral Fin.Corp Com Stk USD0.01 COM 25811P886 14844.05 20,500 20,500 2 20,500 Doral Fin.Corp Com Stk USD0.01 COM 25811P886 93843.36 129,600 129,600 3 129,600 Dorchester Min. LP Com Uts NPV COM 25820R105 428920.8 21,100 21,100 2 21,100 Dorchester Min. LP Com Uts NPV COM 25820R105 1166359.656 57,377 57,377 3 57,377 Dorman Products ComStk USD0.01 COM 258278100 130758 3,700 3,700 2 3,700 Dorman Products ComStk USD0.01 COM 258278100 141360 4,000 4,000 3 4,000 Dover Corp Common Stock USD1 COM 260003108 14750712.22 224,482 224,482 1 224,482 Dover Corp Common Stock USD1 COM 260003108 2983234 45,400 45,400 2 45,400 Dover Corp Common Stock USD1 COM 260003108 42501228 646,800 646,800 3 646,800 Dow Chemical Com USD2.50 COM 260543103 607792.72 18,800 18,800 2 18,800 Dow Chemical Com USD2.50 COM 260543103 615228.482 19,030 19,030 3 19,030 DRDGOLD LtdADR (EchReps10 Ord) COM 26152H301 165692.7 21,300 21,300 2 21,300 DRDGOLD LtdADR (EchReps10 Ord) COM 26152H301 54453 7,000 7,000 3 7,000 Dresser-Rand Grp ComStkUSD0.01 COM 261608103 37669940 671,000 671,000 1 671,000 DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 7778275.08 233,652 233,652 2 233,652 DrReddy'sLabADR(EachRep1/2Ord) COM 256135203 34767376.91 1,044,379 1,044,379 3 1,044,379 DSW Inc Class 'A' Com Stk NPV COM 23334L102 459830 7,000 7,000 2 7,000 DSW Inc Class 'A' Com Stk NPV COM 23334L102 4150688.34 63,186 63,186 3 63,186 Duff And Phelps Cp A CSUSD0.01 COM 26433B107 15620 1,000 1,000 2 1,000 Duff And Phelps Cp A CSUSD0.01 COM 26433B107 542014 34,700 34,700 3 34,700 Duke Engy Corp ComStk USD0.001 COM 26441C204 1955852.8 30,656 30,656 2 30,656 Duke Engy Corp ComStk USD0.001 COM 26441C204 7382744.6 115,717 115,717 3 115,717 Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 62920 800 800 2 800 Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 3751605 47,700 47,700 3 47,700 Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 2988.7 38 38 7 38 DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 1562193.262 34,732 34,732 2 34,732 DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 8281306.485 184,117 184,117 3 184,117 DvrDwnsGmng&EntIncComStkUSD0.1 COM 260095104 9020 4,100 4,100 3 4,100 DynamicsResearch ComStkUSD0.10 COM 268057106 2340 400 400 3 400 Dynavax Techn.Com Stk USD0.001 COM 268158102 376385.25 132,065 132,065 3 132,065 Dynex Capital Inc REIT USD0.01 COM 26817Q506 184080 19,500 19,500 2 19,500 Dynex Capital Inc REIT USD0.01 COM 26817Q506 114224 12,100 12,100 3 12,100 East West Banc.ComStk USD0.001 COM 27579R104 27937 1,300 1,300 2 1,300 East West Banc.ComStk USD0.001 COM 27579R104 2722783 126,700 126,700 3 126,700 Eaton Corp PLC Com Stk USD0.50 COM G29183103 35038531.08 646,706 646,706 1 646,706 Eaton Corp PLC Com Stk USD0.50 COM G29183103 3021456.06 55,767 55,767 2 55,767 Eaton Corp PLC Com Stk USD0.50 COM G29183103 65332411.2 1,205,840 1,205,840 3 1,205,840 Eaton Corp PLC Com Stk USD0.50 COM G29183103 2778350.4 51,280 51,280 4 51,280 Eaton Corp PLC Com Stk USD0.50 COM G29183103 1197378 22,100 22,100 5 22,100 Eaton Corp PLC Com Stk USD0.50 COM G29183103 342255.06 6,317 6,317 7 6,317 Eaton Vance CpComStkUSD0.00781 COM 278265103 41405 1,300 1,300 2 1,300 Eaton Vance CpComStkUSD0.00781 COM 278265103 7210840 226,400 226,400 3 226,400 eBay Inc Common Stock USD0.001 COM 278642103 2055207.31 40,300 40,300 2 40,300 eBay Inc Common Stock USD0.001 COM 278642103 30752633.05 603,020 603,020 3 603,020 eBay Inc Common Stock USD0.001 COM 278642103 479888.357 9,410 9,410 4 9,410 eBay Inc Common Stock USD0.001 COM 278642103 118008.6778 2,314 2,314 7 2,314 Ebix Inc.Common Stock USD0.10 COM 278715206 1149356 71,300 71,300 2 71,300 Ebix Inc.Common Stock USD0.10 COM 278715206 11848200 735,000 735,000 3 735,000 Ecolab Common Stk USD1 COM 278865100 6687059.5 93,005 93,005 3 93,005 Ecopetrol SpnADR(EachRep20Ord) COM 279158109 41160366 689,800 689,800 2 689,800 Ecopetrol SpnADR(EachRep20Ord) COM 279158109 117833332.5 1,974,750 1,974,750 3 1,974,750 Edison Intl Common Stock NPV COM 281020107 7450656.06 164,874 164,874 3 164,874 El Paso Electric Co ComStk NPV COM 283677854 271235 8,500 8,500 2 8,500 El Paso Electric Co ComStk NPV COM 283677854 232943 7,300 7,300 3 7,300 EldoradoGoldCorpLtdCommonNPV COM 284902103 14140.80546 1,100 1,100 2 1,100 EldoradoGoldCorpLtdCommonNPV COM 284902103 12837100.33 998,586 998,586 3 998,586 Electro Rent Corp Com Stk NPV COM 285218103 3191350 207,500 207,500 1 207,500 Electro Rent Corp Com Stk NPV COM 285218103 78438 5,100 5,100 2 5,100 Electro Rent Corp Com Stk NPV COM 285218103 401418 26,100 26,100 3 26,100 Eli Lilly And Co ComSk NPV COM 532457108 15699443.76 318,318 318,318 2 318,318 Eli Lilly And Co ComSk NPV COM 532457108 201486058.9 4,085,281 4,085,281 3 4,085,281 Eli Lilly And Co ComSk NPV COM 532457108 725004 14,700 14,700 7 14,700 ElizabethArdenIncComStkUSD0.01 COM 28660G106 23666258 525,800 525,800 1 525,800 EMC Corp Massac.ComStk USD0.01 COM 268648102 1586310 62,700 62,700 2 62,700 EMC Corp Massac.ComStk USD0.01 COM 268648102 6557760 259,200 259,200 3 259,200 EMC Insurance Grp Com Stk USD1 COM 268664109 11940 500 500 2 500 EMC Insurance Grp Com Stk USD1 COM 268664109 124176 5,200 5,200 3 5,200 Emcor Group Inc ComStk USD0.01 COM 29084Q100 17305 500 500 2 500 Emerson Electric Com.USD1 COM 291011104 6759973.28 127,643 127,643 2 127,643 Emerson Electric Com.USD1 COM 291011104 58475307.36 1,104,141 1,104,141 3 1,104,141 Emerson Electric Com.USD1 COM 291011104 4409979.2 83,270 83,270 7 83,270 Emerson Radio ComStock USD0.01 COM 291087203 5017 2,900 2,900 3 2,900 EmpresaNac.Elec.ADS(Rep30CmSh) COM 29244T101 5793649.38 118,698 118,698 3 118,698 Enbridge Inc Common NPV COM 29250N105 39317.26424 910 910 3 910 Encore Capital Com Stk USD0.01 COM 292554102 443990 14,500 14,500 2 14,500 Encore Capital Com Stk USD0.01 COM 292554102 5198143.06 169,763 169,763 3 169,763 Endeavour Intl ComStk USD0.001 COM 29259G200 1895077.1 365,845 365,845 3 365,845 EnduranceSpec.HldgsComStk USD1 COM G30397106 301644 7,600 7,600 2 7,600 EnduranceSpec.HldgsComStk USD1 COM G30397106 1674918 42,200 42,200 3 42,200 Energen Corp Com Stock USD0.01 COM 29265N108 29863107 662,300 662,300 1 662,300 Energen Corp Com Stock USD0.01 COM 29265N108 175851 3,900 3,900 2 3,900 Energen Corp Com Stock USD0.01 COM 29265N108 4418820 98,000 98,000 3 98,000 EnergizerHldgsCommStockUSD0.01 COM 29266R108 1095726 13,700 13,700 2 13,700 EnergizerHldgsCommStockUSD0.01 COM 29266R108 4270932 53,400 53,400 3 53,400 Enerplus Corporation Com NPV COM 292766102 410695.9928 31,700 31,700 3 31,700 Enersis SponADR(Rep50ComShNPV) COM 29274F104 2157248 118,400 118,400 2 118,400 Enersis SponADR(Rep50ComShNPV) COM 29274F104 6027176 330,800 330,800 3 330,800 EnerSys Common Stock USD0.01 COM 29275Y102 20986251 557,700 557,700 1 557,700 EnerSys Common Stock USD0.01 COM 29275Y102 477901 12,700 12,700 2 12,700 EnerSys Common Stock USD0.01 COM 29275Y102 12463056 331,200 331,200 3 331,200 EngilityHldgsInc ComStkUSD0.01 COM 29285W104 635.58 33 33 3 33 Ennis Inc Common Stock USD2.50 COM 293389102 157794 10,200 10,200 3 10,200 EnPro Industries ComStkUSD0.01 COM 29355X107 21693278.2 530,398 530,398 1 530,398 Ensco PLC Cls A ComStk USD0.10 COM G3157S106 9213060.48 155,416 155,416 3 155,416 EnsignGroupInc ComStk USD0.001 COM 29358P101 621735 22,900 22,900 2 22,900 EnsignGroupInc ComStk USD0.001 COM 29358P101 11883880.8 437,712 437,712 3 437,712 Entegris Inc CommonStk USD0.01 COM 29362U104 380970 41,500 41,500 3 41,500 EOG Resources Com Stk USD0.01 COM 26875P101 25186768.43 208,517 208,517 1 208,517 EOG Resources Com Stk USD0.01 COM 26875P101 858092.16 7,104 7,104 2 7,104 EOG Resources Com Stk USD0.01 COM 26875P101 33532028.74 277,606 277,606 3 277,606 EOG Resources Com Stk USD0.01 COM 26875P101 1281581.9 10,610 10,610 4 10,610 EPAM Systems Inc CmStkUSD0.001 COM 29414B104 861560 47,600 47,600 3 47,600 Epoch Holding Corp CS USD0.01 COM 29428R103 83700 3,000 3,000 3 3,000 EPR Properties REIT USD0.01 COM 26884U109 336603 7,300 7,300 2 7,300 EPR Properties REIT USD0.01 COM 26884U109 12671028 274,800 274,800 3 274,800 EqtyLifestyleProp REIT USD0.01 COM 29472R108 19504477.53 289,857 289,857 1 289,857 Equifax Common Stk USD2.50 COM 294429105 806388 14,900 14,900 2 14,900 Equifax Common Stk USD2.50 COM 294429105 23618671.56 436,413 436,413 3 436,413 Equity Residential SBI USD0.01 COM 29476L107 28057317 495,100 495,100 3 495,100 Erie Indemnity Cls'A'ComStkNPV COM 29530P102 15719862 227,100 227,100 1 227,100 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 31434162.08 525,128 525,128 1 525,128 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 10709792.04 178,914 178,914 3 178,914 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 2075346.2 34,670 34,670 4 34,670 EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 116786.86 1,951 1,951 7 1,951 EverbankFinCorpComStkUSD0.01 COM 29977G102 3663595.74 245,714 245,714 1 245,714 EXCO Resources ComStk USD0.001 COM 269279402 8807810.62 1,301,006 1,301,006 2 1,301,006 EXCO Resources ComStk USD0.001 COM 269279402 25159229.14 3,716,282 3,716,282 3 3,716,282 Exelis Inc Common Stk USD0.01 COM 30162A108 145383 12,900 12,900 3 12,900 Exelon Corp Common Stock NPV COM 30161N101 966490.52 32,498 32,498 2 32,498 Exelon Corp Common Stock NPV COM 30161N101 3585335.44 120,556 120,556 3 120,556 EXFO Inc Com NPV (US Listing) COM 302046107 2715924 508,600 508,600 1 508,600 ExlserviceHldgs CmStk USD0.001 COM 302081104 63600 2,400 2,400 3 2,400 Expedi.IntlOfWashComStkUSD0.01 COM 302130109 71190 1,800 1,800 2 1,800 Expedi.IntlOfWashComStkUSD0.01 COM 302130109 19695.9 498 498 7 498 Express Inc Com Stk USD0.01 COM 30219E103 1238889 82,100 82,100 2 82,100 Express Inc Com Stk USD0.01 COM 30219E103 13951082.25 924,525 924,525 3 924,525 ExpressScriptsHldgUSD0.01 COM 30219G108 3013686 55,809 55,809 2 55,809 ExpressScriptsHldgUSD0.01 COM 30219G108 61809966 1,144,629 1,144,629 3 1,144,629 ExpressScriptsHldgUSD0.01 COM 30219G108 2034720 37,680 37,680 4 37,680 ExpressScriptsHldgUSD0.01 COM 30219G108 1992600 36,900 36,900 5 36,900 ExpressScriptsHldgUSD0.01 COM 30219G108 402570 7,455 7,455 7 7,455 Exxon MobilCorp.CommonStockNPV COM 30231G102 33160161.15 383,133 383,133 1 383,133 Exxon MobilCorp.CommonStockNPV COM 30231G102 30576210.9 353,278 353,278 2 353,278 Exxon MobilCorp.CommonStockNPV COM 30231G102 247220294.9 2,856,387 2,856,387 3 2,856,387 Exxon MobilCorp.CommonStockNPV COM 30231G102 1649643 19,060 19,060 4 19,060 Exxon MobilCorp.CommonStockNPV COM 30231G102 324475.95 3,749 3,749 7 3,749 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 897039 45,100 45,100 2 45,100 Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 7812792 392,800 392,800 3 392,800 Facebook Inc A CS USD0.000006 COM 30303M102 8005954.634 300,753 300,753 1 300,753 Facebook Inc A CS USD0.000006 COM 30303M102 360696.935 13,550 13,550 4 13,550 FactSetResearchSysCmStkUSD0.01 COM 303075105 361046 4,100 4,100 2 4,100 FactSetResearchSysCmStkUSD0.01 COM 303075105 52836 600 600 3 600 FairchildSemiClsAComStkUSD0.01 COM 303726103 16721280 1,161,200 1,161,200 1 1,161,200 Fastenal Co Com Stk USD0.01 COM 311900104 3204855 68,700 68,700 3 68,700 FBL Financial Grp Com Stk NPV COM 30239F106 420783 12,300 12,300 2 12,300 FBL Financial Grp Com Stk NPV COM 30239F106 5921066.8 173,080 173,080 3 173,080 FederatedInvestors'B'ComStkNPV COM 314211103 374255 18,500 18,500 2 18,500 FederatedInvestors'B'ComStkNPV COM 314211103 3168018 156,600 156,600 3 156,600 FedEx Corp Common Stk USD0.10 COM 31428X106 4439706.6 48,405 48,405 2 48,405 FedEx Corp Common Stk USD0.10 COM 31428X106 90197906.6 983,405 983,405 3 983,405 FedEx Corp Common Stk USD0.10 COM 31428X106 739171.48 8,059 8,059 4 8,059 FedEx Corp Common Stk USD0.10 COM 31428X106 2669052 29,100 29,100 5 29,100 FedEx Corp Common Stk USD0.10 COM 31428X106 461535.04 5,032 5,032 7 5,032 Feihe Intl IncComStockUSD0.001 COM 31429Y103 92400 14,000 14,000 3 14,000 FidelityNatlInfo CmStk USD0.01 COM 31620M106 309809 8,900 8,900 2 8,900 FidelityNatlInfo CmStk USD0.01 COM 31620M106 497783 14,300 14,300 3 14,300 Fifth And Pacific Cos CS USD1 COM 316645100 19036050 1,529,000 1,529,000 1 1,529,000 Fifth Third Bancorp CommStkNPV COM 316773100 469680 30,900 30,900 2 30,900 Fifth Third Bancorp CommStkNPV COM 316773100 39633544 2,607,470 2,607,470 3 2,607,470 FinancialInstit.ComStk USD0.01 COM 317585404 7452 400 400 2 400 FinancialInstit.ComStk USD0.01 COM 317585404 573822.63 30,801 30,801 3 30,801 FinishLineClass'A'CmStkUSD0.01 COM 317923100 26769575.55 1,414,135 1,414,135 1 1,414,135 FinishLineClass'A'CmStkUSD0.01 COM 317923100 484608 25,600 25,600 2 25,600 FinishLineClass'A'CmStkUSD0.01 COM 317923100 1514400 80,000 80,000 3 80,000 First Busey CorpComStkUSD0.001 COM 319383105 14880 3,200 3,200 3 3,200 First Cash Fin Com Stk USD0.01 COM 31942D107 208404 4,200 4,200 2 4,200 First Cash Fin Com Stk USD0.01 COM 31942D107 143898 2,900 2,900 3 2,900 First Fin.Bancorp Com Stk NPV COM 320209109 13158 900 900 2 900 First Fin.Bancorp Com Stk NPV COM 320209109 662286 45,300 45,300 3 45,300 First Fin.Corp Com Stock NPV COM 320218100 9072 300 300 2 300 First Fin.Corp Com Stock NPV COM 320218100 51408 1,700 1,700 3 1,700 First Solar Inc ComStkUSD0.001 COM 336433107 135764.64 4,400 4,400 2 4,400 First Solar Inc ComStkUSD0.001 COM 336433107 111080.16 3,600 3,600 3 3,600 FirstCitizensBancShsACmStkUSD1 COM 31946M103 32700 200 200 2 200 FirstCitizensBancShsACmStkUSD1 COM 31946M103 719400 4,400 4,400 3 4,400 FirstDefianceFin ComStkUSD0.01 COM 32006W106 28785 1,500 1,500 2 1,500 FirstDefianceFin ComStkUSD0.01 COM 32006W106 23028 1,200 1,200 3 1,200 FirstEnergy Corp ComStkUSD0.10 COM 337932107 37584 900 900 2 900 FirstEnergy Corp ComStkUSD0.10 COM 337932107 5579303.04 133,604 133,604 3 133,604 FirstFncl Hldgs ComStk USD0.01 COM 320239106 62784 4,800 4,800 2 4,800 FirstHorizonNatlComStkUSD0.625 COM 320517105 23351022.19 2,356,309 2,356,309 1 2,356,309 FirstInterstateBancsyACmStkNPV COM 32055Y201 33946 2,200 2,200 2 2,200 FirstInterstateBancsyACmStkNPV COM 32055Y201 336374 21,800 21,800 3 21,800 FirstMajesticSilver Cp Com NPV COM 32076V103 5150224.184 255,637 255,637 3 255,637 FirstMerit Corp CommonStockNPV COM 337915102 14316291 1,008,900 1,008,900 1 1,008,900 FirstMerit Corp CommonStockNPV COM 337915102 32637 2,300 2,300 3 2,300 FirstRepublic Bk ComStkUSD0.01 COM 33616C100 21991806.98 670,891 670,891 1 670,891 FirstRepublic Bk ComStkUSD0.01 COM 33616C100 75394 2,300 2,300 2 2,300 FirstRepublic Bk ComStkUSD0.01 COM 33616C100 2940366 89,700 89,700 3 89,700 FleetCor Techno ComStkUSD0.001 COM 339041105 295075 5,500 5,500 2 5,500 FleetCor Techno ComStkUSD0.001 COM 339041105 4034480 75,200 75,200 3 75,200 FlextronicsIntl ComStkUSD0.01 COM Y2573F102 33534 5,400 5,400 2 5,400 FlextronicsIntl ComStkUSD0.01 COM Y2573F102 845181 136,100 136,100 3 136,100 FLIR Systems Inc ComStkUSD0.01 COM 302445101 553429.36 24,800 24,800 2 24,800 FLIR Systems Inc ComStkUSD0.01 COM 302445101 3079566.6 138,000 138,000 3 138,000 Flowserve Corp Com Stk USD1.25 COM 34354P105 880800 6,000 6,000 2 6,000 Flowserve Corp Com Stk USD1.25 COM 34354P105 1409280 9,600 9,600 3 9,600 Fluidigm Corp Com Stk USD0.001 COM 34385P108 5052861 353,100 353,100 1 353,100 Fluor Corp Comm Stock USD0.01 COM 343412102 593274 10,100 10,100 2 10,100 Fluor Corp Comm Stock USD0.01 COM 343412102 2415212.58 41,117 41,117 3 41,117 Flushing Fin Cp ComStk USD0.01 COM 343873105 67496 4,400 4,400 3 4,400 FocusMediaADR(EachRep10OrdShs) COM 34415V109 154020 6,000 6,000 2 6,000 FocusMediaADR(EachRep10OrdShs) COM 34415V109 213061 8,300 8,300 3 8,300 FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 62654230.9 622,187 622,187 2 622,187 FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 157057459.9 1,559,657 1,559,657 3 1,559,657 Fonar Corp CmStk USD0.0001 COM 344437405 144968.4 33,480 33,480 2 33,480 Fonar Corp CmStk USD0.0001 COM 344437405 1723340 398,000 398,000 3 398,000 Foot Locker Inc Com StkUSD0.01 COM 344849104 407924 12,700 12,700 2 12,700 Foot Locker Inc Com StkUSD0.01 COM 344849104 645612 20,100 20,100 3 20,100 Ford Motor Co Com Stk USD0.01 COM 345370860 1096865 84,700 84,700 2 84,700 Ford Motor Co Com Stk USD0.01 COM 345370860 4029263 311,140 311,140 3 311,140 Forest Labs.Common USD0.10 COM 345838106 240176 6,800 6,800 3 6,800 Forum Energy Techno CS USD0.01 COM 34984V100 18265500 738,000 738,000 3 738,000 ForwardAir Corp ComStk USD0.01 COM 349853101 563661 16,100 16,100 2 16,100 ForwardAir Corp ComStk USD0.01 COM 349853101 6046227 172,700 172,700 3 172,700 Fossil Inc. Common Stk USD0.01 COM 349882100 18620 200 200 2 200 Fossil Inc. Common Stk USD0.01 COM 349882100 2206470 23,700 23,700 3 23,700 Franco-Nevada Corp Common NPV COM 351858105 9313014.884 163,314 163,314 3 163,314 FranklinElecCoIncCmStk USD0.10 COM 353514102 2360516.258 38,054 38,054 3 38,054 FranklinResourcesComStkUSD0.10 COM 354613101 2966520 23,600 23,600 2 23,600 FranklinResourcesComStkUSD0.10 COM 354613101 24874773 197,890 197,890 3 197,890 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 4357080 127,400 127,400 2 127,400 FreeportMcMornC&G ComStUSD0.10 COM 35671D857 51078452.4 1,493,522 1,493,522 3 1,493,522 FreightCarAmericaComStkUSD0.01 COM 357023100 56050 2,500 2,500 3 2,500 Fresh Del Monte ComStk USD0.01 COM G36738105 339915 12,900 12,900 2 12,900 Fresh Del Monte ComStk USD0.01 COM G36738105 3425500 130,000 130,000 3 130,000 Frst of LongIslandCmStkUSD0.10 COM 320734106 22656 800 800 2 800 Frst of LongIslandCmStkUSD0.10 COM 320734106 118944 4,200 4,200 3 4,200 Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 13740 3,000 3,000 2 3,000 Fst BancorpPuertoRicoCmStkUSD1 COM 318672706 34808 7,600 7,600 3 7,600 FstFinancial BkshsCmStkUSD0.01 COM 32020R109 1010359 25,900 25,900 2 25,900 FstFinancial BkshsCmStkUSD0.01 COM 32020R109 2414719 61,900 61,900 3 61,900 Fuel Tech Inc Comm Stk USD0.01 COM 359523107 83386.8 19,854 19,854 7 19,854 FushiCopperweld ComStkUSD0.006 COM 36113E107 53865 5,700 5,700 3 5,700 FutureFuel Cp ComStk USD0.0001 COM 36116M106 329152 27,800 27,800 2 27,800 FutureFuel Cp ComStk USD0.0001 COM 36116M106 4049280 342,000 342,000 3 342,000 FX Energy Inc Com Stk USD0.001 COM 302695101 1521789.113 370,274 370,274 3 370,274 Gain Cap Hldgs ComStkUSD.00001 COM 36268W100 29039 7,100 7,100 3 7,100 Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 554400 16,000 16,000 2 16,000 Gallagher(ArthurJ.) ComStkUSD1 COM 363576109 4339427.4 125,236 125,236 3 125,236 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 434057 17,300 17,300 2 17,300 GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 9115297.36 363,304 363,304 3 363,304 Gannett Co.Com.USD1 COM 364730101 369205 20,500 20,500 2 20,500 Gannett Co.Com.USD1 COM 364730101 9905500 550,000 550,000 3 550,000 Gap Inc (The) Com Stk USD0.05 COM 364760108 568032 18,300 18,300 2 18,300 Gap Inc (The) Com Stk USD0.05 COM 364760108 3942080 127,000 127,000 3 127,000 GardnerDenverInc ComStkUSD0.01 COM 365558105 1116550 16,300 16,300 3 16,300 GarminLimited ComStockUSD0.005 COM H2906T109 44825 1,100 1,100 2 1,100 GarminLimited ComStockUSD0.005 COM H2906T109 5252675 128,900 128,900 3 128,900 Gartner Common Stock USD0.0005 COM 366651107 17901780 389,000 389,000 1 389,000 GastarExplorationComNPV(USLst) COM 367299203 2162159.89 1,786,909 1,786,909 3 1,786,909 GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 19635 5,100 5,100 2 5,100 GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 46970 12,200 12,200 3 12,200 Gen.Electric Com Stock USD0.06 COM 369604103 8502818.11 405,089 405,089 2 405,089 Gen.Electric Com Stock USD0.06 COM 369604103 55432658.92 2,640,908 2,640,908 3 2,640,908 Gen.Electric Com Stock USD0.06 COM 369604103 2547451.35 121,365 121,365 7 121,365 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 4396483.4 108,770 108,770 2 108,770 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 14475331.66 358,123 358,123 3 358,123 Gen.Mills Inc Comm Stk USD0.10 COM 370334104 3004903.64 74,342 74,342 7 74,342 Generac Holdings ComStkUSD0.01 COM 368736104 446030 13,000 13,000 2 13,000 Generac Holdings ComStkUSD0.01 COM 368736104 4889175 142,500 142,500 3 142,500 General Dynamics Corp Com USD1 COM 369550108 11078905.26 159,938 159,938 2 159,938 General Dynamics Corp Com USD1 COM 369550108 91698309.87 1,323,781 1,323,781 3 1,323,781 General Motors Co CS USD0.01 COM 37045V100 611196 21,200 21,200 3 21,200 Genesco Inc Common Stock USD1 COM 371532102 11000 200 200 2 200 Genesco Inc Common Stock USD1 COM 371532102 27500 500 500 3 500 Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 17320829.28 227,666 227,666 1 227,666 Genpact Limited ComStk USD0.01 COM G3922B107 19641600 1,267,200 1,267,200 1 1,267,200 Gentex Corp Common Stk USD0.06 COM 371901109 69085.25 3,665 3,665 3 3,665 Genuine Parts Co.Com.USD1 COM 372460105 604010 9,500 9,500 2 9,500 Genuine Parts Co.Com.USD1 COM 372460105 5359794 84,300 84,300 3 84,300 GenworthFin.'A'ComStk USD0.001 COM 37247D106 1000332 133,200 133,200 2 133,200 GenworthFin.'A'ComStk USD0.001 COM 37247D106 12496444.74 1,663,974 1,663,974 3 1,663,974 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 21530897.17 2,394,983 2,394,983 2 2,394,983 Gerdau SA ADR(EachRep1PrefNPV) COM 373737105 127531384.8 14,185,916 14,185,916 3 14,185,916 GiantInteractiveADR(EchRp1Ord) COM 374511103 2118556 391,600 391,600 2 391,600 GiantInteractiveADR(EchRp1Ord) COM 374511103 11357754 2,099,400 2,099,400 3 2,099,400 Gilead Sciences ComStkUSD0.001 COM 375558103 22638024.5 308,210 308,210 1 308,210 Gilead Sciences ComStkUSD0.001 COM 375558103 9006439 122,620 122,620 2 122,620 Gilead Sciences ComStkUSD0.001 COM 375558103 122748832.1 1,671,189 1,671,189 3 1,671,189 Gilead Sciences ComStkUSD0.001 COM 375558103 2171402.35 29,563 29,563 4 29,563 Gilead Sciences ComStkUSD0.001 COM 375558103 1446965 19,700 19,700 5 19,700 Gilead Sciences ComStkUSD0.001 COM 375558103 532512.5 7,250 7,250 7 7,250 Glacier Bancorp ComStk USD0.01 COM 37637Q105 167694 11,400 11,400 3 11,400 Glatfelter CommonStock USD0.01 COM 377316104 143336 8,200 8,200 3 8,200 GlbSpecialtyMetals CSUSD0.0001 COM 37954N206 5019726.25 365,071 365,071 1 365,071 Global Payments ComStkUSD0.001 COM 37940X102 561720 12,400 12,400 3 12,400 Global Sources Ltd CS USD0.01 COM G39300101 20736 3,200 3,200 2 3,200 Global Sources Ltd CS USD0.01 COM G39300101 226800 35,000 35,000 3 35,000 Globecomm Systems CS USD0.001 COM 37956X103 47460 4,200 4,200 2 4,200 Globecomm Systems CS USD0.001 COM 37956X103 40680 3,600 3,600 3 3,600 Gold Resources Cp CS USD0.001 COM 38068T105 152559 9,900 9,900 2 9,900 Gold Resources Cp CS USD0.001 COM 38068T105 3880238 251,800 251,800 3 251,800 Goldcorp Inc Com NPV(US List.) COM 380956409 20960067.3 571,119 571,119 3 571,119 GoldFields SponADR(EchRep1Ord) COM 38059T106 3431003 274,700 274,700 2 274,700 GoldFields SponADR(EchRep1Ord) COM 38059T106 724420 58,000 58,000 3 58,000 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 11610893.88 91,023 91,023 2 91,023 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 120088045.4 941,424 941,424 3 941,424 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 1964424 15,400 15,400 5 15,400 GoldmanSachsGroupComStkUSD0.01 COM 38141G104 262646.04 2,059 2,059 7 2,059 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 47400826.42 67,009 67,009 1 67,009 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 12551043.34 17,743 17,743 2 17,743 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 156685377.4 221,501 221,501 3 221,501 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 5288372.88 7,476 7,476 4 7,476 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3961328 5,600 5,600 5 5,600 GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 2086063.62 2,949 2,949 7 2,949 GordmansStores ComStk USD0.001 COM 38269P100 235814 15,700 15,700 2 15,700 GordmansStores ComStk USD0.001 COM 38269P100 2237980 149,000 149,000 3 149,000 Grainger (W.W) Com.USD0.50 COM 384802104 836192.84 4,132 4,132 2 4,132 Grainger (W.W) Com.USD0.50 COM 384802104 4310481 21,300 21,300 3 21,300 GrandCanyonEducIncComStUSD0.01 COM 38526M106 729917 31,100 31,100 2 31,100 GrandCanyonEducIncComStUSD0.01 COM 38526M106 6235979 265,700 265,700 3 265,700 GranTierraEngyCSUSD0.01(CnLst) COM 38500T101 22795260.12 4,126,771 4,126,771 3 4,126,771 GrayTelevision Inc CommStk NPV COM 389375106 44220 20,100 20,100 3 20,100 Great Lakes D&D ComStkUSD0.01 COM 390607109 5534653.791 619,789 619,789 1 619,789 Great Northern IronOreProp.NPV COM 391064102 295665.92 4,400 4,400 2 4,400 Great Northern IronOreProp.NPV COM 391064102 1243140.8 18,500 18,500 3 18,500 Great Southern Com Stk USD0.01 COM 390905107 5090 200 200 2 200 Great Southern Com Stk USD0.01 COM 390905107 307945 12,100 12,100 3 12,100 Green Dot Crp ClA CSt USD0.001 COM 39304D102 107360 8,800 8,800 2 8,800 Green Dot Crp ClA CSt USD0.001 COM 39304D102 999180 81,900 81,900 3 81,900 Greenhill&Co Inc CmStk USD0.01 COM 395259104 10398 200 200 2 200 GreenMtnCoffee Com Stk USD0.10 COM 393122106 33072 800 800 2 800 GreenMtnCoffee Com Stk USD0.10 COM 393122106 3228654 78,100 78,100 3 78,100 GreenPlainsRenewableCSUSD0.001 COM 393222104 126560 16,000 16,000 2 16,000 GreenPlainsRenewableCSUSD0.001 COM 393222104 603533 76,300 76,300 3 76,300 Grifols Spon ADR (EachRep1Ord) COM 398438408 166470.6 6,420 6,420 3 6,420 Grp 1 Automotive CmStk USD0.01 COM 398905109 21942290.35 353,965 353,965 1 353,965 Grp Simec ADR(EchRp3 B OrdNPV) COM 400491106 67863.84 4,800 4,800 3 4,800 GrpFinSantMex ADR(Rep5OrdSerB) COM 40053C105 96707860 5,977,000 5,977,000 2 5,977,000 GrpFinSantMex ADR(Rep5OrdSerB) COM 40053C105 37492975.56 2,317,242 2,317,242 3 2,317,242 GrpFinSantMex ADR(Rep5OrdSerB) COM 40053C105 362804.14 22,423 22,423 7 22,423 GrupoAero.delSurADSRep10'B'NPV COM 40051E202 1060200 9,300 9,300 2 9,300 GrupoAero.delSurADSRep10'B'NPV COM 40051E202 16506516 144,794 144,794 3 144,794 GT AdvancedTechn ComStkUSD0.01 COM 36191U106 543279 179,300 179,300 2 179,300 GT AdvancedTechn ComStkUSD0.01 COM 36191U106 6402180.93 2,112,931 2,112,931 3 2,112,931 Guess? Inc CommonStock USD0.01 COM 401617105 1585284 64,600 64,600 2 64,600 Guess? Inc CommonStock USD0.01 COM 401617105 16562806.74 674,931 674,931 3 674,931 Gyrodyne Co America REIT USD1 COM 403820103 396330 5,500 5,500 3 5,500 Hackett Group Com.Stk USD0.001 COM 404609109 47080 11,000 11,000 2 11,000 Hackett Group Com.Stk USD0.001 COM 404609109 41088 9,600 9,600 3 9,600 Haemonetics Corp CmStk USD0.01 COM 405024100 22363984 547,600 547,600 1 547,600 Haemonetics Corp CmStk USD0.01 COM 405024100 57176 1,400 1,400 3 1,400 Halliburton Co Com Stk USD2.50 COM 406216101 1760066.53 50,737 50,737 2 50,737 Halliburton Co Com Stk USD2.50 COM 406216101 17095613.59 492,811 492,811 3 492,811 Halliburton Co Com Stk USD2.50 COM 406216101 1255778 36,200 36,200 5 36,200 Hanesbrands Inc ComStk USD0.01 COM 410345102 16881966 471,300 471,300 1 471,300 Hanesbrands Inc ComStk USD0.01 COM 410345102 1432.8 40 40 7 40 Hanmi Fin Corp ComStk USD0.001 COM 410495204 103284 7,600 7,600 2 7,600 Hanmi Fin Corp ComStk USD0.001 COM 410495204 400905 29,500 29,500 3 29,500 Harman IntIndInc Cm Sk USD0.01 COM 413086109 43287408 969,700 969,700 1 969,700 Harman IntIndInc Cm Sk USD0.01 COM 413086109 339264 7,600 7,600 2 7,600 Harman IntIndInc Cm Sk USD0.01 COM 413086109 1075824 24,100 24,100 3 24,100 Harris Corp.Com.USD1 COM 413875105 3352144.32 68,467 68,467 2 68,467 Harris Corp.Com.USD1 COM 413875105 38921829.12 794,972 794,972 3 794,972 HarrisTeeterSupermkt CmStk NPV COM 414585109 12007584 311,400 311,400 1 311,400 HartfordFinancialServCmStkUSD1 COM 416515104 857208 38,200 38,200 2 38,200 HartfordFinancialServCmStkUSD1 COM 416515104 10102757.28 450,212 450,212 3 450,212 Harvard Bioscience CS USD0.01 COM 416906105 3504 800 800 3 800 Hasbro Inc. Com Stk USD0.50 COM 418056107 495420 13,800 13,800 2 13,800 Hasbro Inc. Com Stk USD0.50 COM 418056107 5399360 150,400 150,400 3 150,400 Hatteras Fin Cp REIT USD0.001 COM 41902R103 287796 11,600 11,600 2 11,600 Hatteras Fin Cp REIT USD0.001 COM 41902R103 1471233 59,300 59,300 3 59,300 HawaiianHldgsInc CmStk USD0.01 COM 419879101 10475208 1,594,400 1,594,400 1 1,594,400 HawaiianHldgsInc CmStk USD0.01 COM 419879101 521001 79,300 79,300 2 79,300 HawaiianHldgsInc CmStk USD0.01 COM 419879101 6545691 996,300 996,300 3 996,300 Hawkins Inc Com Stk USD0.05 COM 420261109 7728 200 200 2 200 Hawkins Inc Com Stk USD0.05 COM 420261109 127512 3,300 3,300 3 3,300 Haynes Intl Inc ComStkUSD0.001 COM 420877201 736554 14,200 14,200 3 14,200 HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 442050.84 14,652 14,652 3 14,652 HCC Insurance Hldg ComStk USD1 COM 404132102 23087874.75 620,475 620,475 1 620,475 HCC Insurance Hldg ComStk USD1 COM 404132102 2020503 54,300 54,300 2 54,300 HCC Insurance Hldg ComStk USD1 COM 404132102 23846475.02 640,862 640,862 3 640,862 HCP Incorporated REIT USD1 COM 40414L109 40644 900 900 2 900 HCP Incorporated REIT USD1 COM 40414L109 15259564 337,900 337,900 3 337,900 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 21858496 536,800 536,800 2 536,800 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 94547808.72 2,321,901 2,321,901 3 2,321,901 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 1138531.2 27,960 27,960 4 27,960 HDFC Bank ADR(Each Rep 3 Ord) COM 40415F101 342048 8,400 8,400 6 8,400 Health Care REIT IncComStkUSD1 COM 42217K106 17933454 292,600 292,600 1 292,600 Health Care REIT IncComStkUSD1 COM 42217K106 22211496 362,400 362,400 3 362,400 Healthcare Serv. ComStkUSD0.01 COM 421906108 7765789 334,300 334,300 1 334,300 Healthcare Serv. ComStkUSD0.01 COM 421906108 48783 2,100 2,100 2 2,100 Healthcare Serv. ComStkUSD0.01 COM 421906108 2437245.14 104,918 104,918 3 104,918 HealthManage.ClsAComStkUSD0.01 COM 421933102 25164 2,700 2,700 2 2,700 Healthsouth Corp ComStkUSD0.01 COM 421924309 20354262 964,200 964,200 1 964,200 Heartland ExpressComStkUSD0.01 COM 422347104 13070 1,000 1,000 2 1,000 Heinz(H.J.)Co.Common USD0.25 COM 423074103 453653.2 7,865 7,865 2 7,865 Heinz(H.J.)Co.Common USD0.25 COM 423074103 1455151.04 25,228 25,228 3 25,228 HelixEnergySol.Grp Com Stk NPV COM 42330P107 13849440 671,000 671,000 1 671,000 HelixEnergySol.Grp Com Stk NPV COM 42330P107 218784 10,600 10,600 2 10,600 HelixEnergySol.Grp Com Stk NPV COM 42330P107 2057808 99,700 99,700 3 99,700 Helmerich & PayneComStkUSD0.10 COM 423452101 2302011 41,100 41,100 2 41,100 Helmerich & PayneComStkUSD0.10 COM 423452101 20645061.96 368,596 368,596 3 368,596 Henry Schein Inc Com Stk NPV COM 806407102 27034067.62 336,161 336,161 1 336,161 Henry Schein Inc Com Stk NPV COM 806407102 120630 1,500 1,500 3 1,500 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 706680 18,000 18,000 2 18,000 Henry(Jack)&Ass.ComStk USD0.01 COM 426281101 5841888 148,800 148,800 3 148,800 Herbalife Limited USD0.002 COM G4412G101 3643164 110,600 110,600 2 110,600 Herbalife Limited USD0.002 COM G4412G101 41883144.12 1,271,498 1,271,498 3 1,271,498 Hershey Company CommonStk USD1 COM 427866108 274436 3,800 3,800 2 3,800 Hershey Company CommonStk USD1 COM 427866108 881084 12,200 12,200 3 12,200 Hess Corporation Com Stk USD1 COM 42809H107 423.68 8 8 3 8 Hewlett-Packard ComStk USD0.01 COM 428236103 2122295.25 148,933 148,933 2 148,933 Hewlett-Packard ComStk USD0.01 COM 428236103 112922742.8 7,924,403 7,924,403 3 7,924,403 Hewlett-Packard ComStk USD0.01 COM 428236103 41325 2,900 2,900 7 2,900 Hexcel Corp Common Stk USD0.01 COM 428291108 39819138.16 1,476,971 1,476,971 1 1,476,971 Hexcel Corp Common Stk USD0.01 COM 428291108 16176 600 600 2 600 Hexcel Corp Common Stk USD0.01 COM 428291108 4990242.08 185,098 185,098 3 185,098 HFF Inc Cls A Com Stk USD0.01 COM 40418F108 11473000 770,000 770,000 1 770,000 hhgregg Inc Com Stk USD0.0001 COM 42833L108 317304 45,200 45,200 2 45,200 hhgregg Inc Com Stk USD0.0001 COM 42833L108 4284046.26 610,263 610,263 3 610,263 HickoryTech Corp Com Stk NPV COM 429060106 14595 1,500 1,500 2 1,500 HickoryTech Corp Com Stk NPV COM 429060106 18195.1 1,870 1,870 3 1,870 Higher One Hldgs CS USD0.001 COM 42983D104 72726 6,900 6,900 2 6,900 Higher One Hldgs CS USD0.001 COM 42983D104 62186 5,900 5,900 3 5,900 HighwoodsPropert. REIT USD0.01 COM 431284108 16688205 498,900 498,900 3 498,900 Hillenbrand Inc Common Stk NPV COM 431571108 7298508 322,800 322,800 1 322,800 Hillenbrand Inc Common Stk NPV COM 431571108 244188 10,800 10,800 2 10,800 Hillenbrand Inc Common Stk NPV COM 431571108 2431117.64 107,524 107,524 3 107,524 Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 433200 15,200 15,200 2 15,200 Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 3112200 109,200 109,200 3 109,200 Hillshire Brands ComStkUSD0.01 COM 432589109 1772.82 63 63 7 63 HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 200400 83,500 83,500 2 83,500 HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 66000 27,500 27,500 3 27,500 HI-TECH PHARMACAL CO INC COM 42840B101 517704 14,800 14,800 2 14,800 HI-TECH PHARMACAL CO INC COM 42840B101 7705919.1 220,295 220,295 3 220,295 HittiteMicrowave CmStk USD0.01 COM 43365Y104 8703108.22 140,237 140,237 1 140,237 HMS Hldgs Corp Com Stk USD0.01 COM 40425J101 10964367.36 423,008 423,008 1 423,008 HollyfrontierCorpComStkUSD0.01 COM 436106108 6032880 129,600 129,600 2 129,600 HollyfrontierCorpComStkUSD0.01 COM 436106108 67551870.4 1,451,168 1,451,168 3 1,451,168 HollysysAutoTechLtdUSD0.0001 COM G45667105 36830480 3,100,000 3,100,000 4 3,100,000 HollysysAutoTechLtdUSD0.0001 COM G45667105 4791526.64 403,300 403,300 6 403,300 Home Depot Common USD0.05 COM 437076102 39131876.5 632,690 632,690 1 632,690 Home Depot Common USD0.05 COM 437076102 6068660.15 98,119 98,119 2 98,119 Home Depot Common USD0.05 COM 437076102 75524045.4 1,221,084 1,221,084 3 1,221,084 Home Depot Common USD0.05 COM 437076102 2556569.75 41,335 41,335 4 41,335 Home Depot Common USD0.05 COM 437076102 1744170 28,200 28,200 5 28,200 Home Depot Common USD0.05 COM 437076102 523745.8 8,468 8,468 7 8,468 Home Inns&HotelsADR(Rp2OrdShs) COM 43713W107 4970800 172,000 172,000 1 172,000 Home Inns&HotelsADR(Rp2OrdShs) COM 43713W107 6779940 234,600 234,600 4 234,600 HomeInnsHTL Mgt CONB2%15/12/15 COM 43713WAB3 619136744 7,127,000 7,127,000 6 7,127,000 Homeowners Choice Comm Stk NPV COM 43741E103 446985 21,500 21,500 2 21,500 Homeowners Choice Comm Stk NPV COM 43741E103 5572094.22 268,018 268,018 3 268,018 HondaMotorADR(ConvInto1OrdNPV) COM 438128308 24528.16 664 664 3 664 Honeywell Intl Inc ComStk USD1 COM 438516106 1135541.77 17,891 17,891 2 17,891 Honeywell Intl Inc ComStk USD1 COM 438516106 6850444.04 107,932 107,932 3 107,932 HoraceMannEducat. CmSkUSD0.001 COM 440327104 1055884 52,900 52,900 2 52,900 HoraceMannEducat. CmSkUSD0.001 COM 440327104 17605698.04 882,049 882,049 3 882,049 Hormel Foods Com Stk USD0.0586 COM 440452100 5106767.46 163,626 163,626 2 163,626 Hormel Foods Com Stk USD0.0586 COM 440452100 41865094 1,341,400 1,341,400 3 1,341,400 HospiraInc CommonStock USD0.01 COM 441060100 18337.88 587 587 7 587 HospitalityProTst REIT USD0.01 COM 44106M102 7534167.16 321,698 321,698 3 321,698 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 20962.65 395 395 3 395 HSBCHldgs SpnADR(EchRp5USD0.5) COM 404280406 12471.45 235 235 7 235 HSN Inc Common Stock USD0.01 COM 404303109 22032 400 400 2 400 Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 3469830 41,000 41,000 2 41,000 Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 37888851 447,700 447,700 3 447,700 HudBay Minerals Inc Com NPV COM 443628102 679270.8647 67,500 67,500 2 67,500 HudBay Minerals Inc Com NPV COM 443628102 6467664.959 642,700 642,700 3 642,700 Hudson Valley Hldg CS USD0.20 COM 444172100 79407 5,100 5,100 3 5,100 HudsonPacificProp REIT USD0.01 COM 444097109 8185727.16 388,686 388,686 1 388,686 Humana Inc Com Stk USD0.166 COM 444859102 2278516 33,200 33,200 2 33,200 Humana Inc Com Stk USD0.166 COM 444859102 33087140.67 482,109 482,109 3 482,109 Huntington BancsharesComStkNPV COM 446150104 18049833 2,824,700 2,824,700 1 2,824,700 Huntington BancsharesComStkNPV COM 446150104 1223685 191,500 191,500 2 191,500 Huntington BancsharesComStkNPV COM 446150104 20876717.88 3,267,092 3,267,092 3 3,267,092 Huntington Ingalls CS USD0.01 COM 446413106 1415484.4 32,660 32,660 3 32,660 Huntsman Corp Com Stk USD0.01 COM 447011107 33390 2,100 2,100 3 2,100 HyattHotelsCorpA ComStkUSD0.01 COM 448579102 428319.85 11,105 11,105 3 11,105 Hyster-YaleMaterialsACSUSD0.01 COM 449172105 244000 5,000 5,000 2 5,000 Hyster-YaleMaterialsACSUSD0.01 COM 449172105 2395689.6 49,092 49,092 3 49,092 IAM Gold Corp Com Stk NPV COM 450913108 2453705.936 214,500 214,500 2 214,500 IAM Gold Corp Com Stk NPV COM 450913108 21307787.88 1,862,701 1,862,701 3 1,862,701 Icahn Enterprises LP NPV COM 451100101 51181.5 1,145 1,145 3 1,145 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 28792325.03 660,223 660,223 2 660,223 ICICI Bk Spon ADR(Rp2OrdINR10) COM 45104G104 112394919.1 2,577,274 2,577,274 3 2,577,274 Iconix Brand Grp CmStkUSD0.001 COM 451055107 234360 10,500 10,500 2 10,500 Iconix Brand Grp CmStkUSD0.001 COM 451055107 3344138.64 149,827 149,827 3 149,827 ICU Medical ComStk USD0.10 COM 44930G107 481347 7,900 7,900 2 7,900 ICU Medical ComStk USD0.10 COM 44930G107 4915954.26 80,682 80,682 3 80,682 IDACORP Inc Common Stock NPV COM 451107106 40688310 938,600 938,600 1 938,600 Idex Corp Common Stock USD0.01 COM 45167R104 67228219.08 1,444,836 1,444,836 1 1,444,836 Idex Corp Common Stock USD0.01 COM 45167R104 41877 900 900 2 900 Ignite Rest Grp ComStk USD0.01 COM 451730105 15926300 1,225,100 1,225,100 1 1,225,100 Illinois Tool Works Common NPV COM 452308109 3865326.84 63,564 63,564 2 63,564 Illinois Tool Works Common NPV COM 452308109 16675135.77 274,217 274,217 3 274,217 Illinois Tool Works Common NPV COM 452308109 4835672.01 79,521 79,521 7 79,521 Imperial Oil Common NPV COM 453038408 1639420.97 38,202 38,202 3 38,202 Infinity Prop.&Cas. ComStk NPV COM 45665Q103 3610880 62,000 62,000 1 62,000 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 9619020 227,400 227,400 2 227,400 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 27237054.6 643,902 643,902 3 643,902 InfosysLtd SponADR(Rp1OrdINR5) COM 456788108 633654 14,980 14,980 4 14,980 ING GroepSpADR(Rep1OrdEUR0.24) COM 456837103 15383.29 1,621 1,621 3 1,621 Ingles Markets'A'ComStkUSD0.05 COM 457030104 32794 1,900 1,900 2 1,900 Ingles Markets'A'ComStkUSD0.05 COM 457030104 1967570.96 113,996 113,996 3 113,996 Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 697104 41,200 41,200 2 41,200 Ingram MicroCls'A'CmStkUSD0.01 COM 457153104 8011620 473,500 473,500 3 473,500 Ingredion Inc CommStockUSD0.01 COM 457187102 289935 4,500 4,500 3 4,500 InnophosHldgsIncComStkUSD0.001 COM 45774N108 27328050 587,700 587,700 1 587,700 InnophosHldgsIncComStkUSD0.001 COM 45774N108 199950 4,300 4,300 2 4,300 InnophosHldgsIncComStkUSD0.001 COM 45774N108 971850 20,900 20,900 3 20,900 Innospec Inc Com.Stock USD0.01 COM 45768S105 131062 3,800 3,800 2 3,800 Innospec Inc Com.Stock USD0.01 COM 45768S105 1141619 33,100 33,100 3 33,100 Insperity Inc ComStock USD0.01 COM 45778Q107 153032 4,700 4,700 2 4,700 Insperity Inc ComStock USD0.01 COM 45778Q107 156288 4,800 4,800 3 4,800 IntegratedDevTechComStUSD0.001 COM 458118106 38662260 5,296,200 5,296,200 1 5,296,200 IntegratedSil. ComStkUSD0.0001 COM 45812P107 201600 22,400 22,400 2 22,400 IntegratedSil. ComStkUSD0.0001 COM 45812P107 2861163 317,907 317,907 3 317,907 Intel Cp.Common Stk USD0.001 COM 458140100 18970131.94 919,987 919,987 2 919,987 Intel Cp.Common Stk USD0.001 COM 458140100 184860877.5 8,965,125 8,965,125 3 8,965,125 Intel Cp.Common Stk USD0.001 COM 458140100 6920876.18 335,639 335,639 7 335,639 Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 425444.89 31,100 31,100 2 31,100 Inter.BrksGrp 'A'CmStk USD0.01 COM 45841N107 4364613.135 319,053 319,053 3 319,053 IntercntlExchange CmStkUSD0.01 COM 45865V100 37143 300 300 2 300 IntercntlExchange CmStkUSD0.01 COM 45865V100 3640014 29,400 29,400 3 29,400 InterDigital Inc.CmStk USD0.01 COM 45867G101 632786 15,400 15,400 2 15,400 InterDigital Inc.CmStk USD0.01 COM 45867G101 6323751 153,900 153,900 3 153,900 InterParfumsIncComStk USD0.001 COM 458334109 1585990 81,500 81,500 1 81,500 IntersectionsInc CmStk USD0.01 COM 460981301 316632 33,400 33,400 2 33,400 IntersectionsInc CmStk USD0.01 COM 460981301 3408600.36 359,557 359,557 3 359,557 Intervest Bancshs Com Stk USD1 COM 460927106 3501 900 900 3 900 Intl Bancshares Cp ComStk USD1 COM 459044103 155574 8,600 8,600 2 8,600 Intl Bancshares Cp ComStk USD1 COM 459044103 3147660 174,000 174,000 3 174,000 Intl Shipholding Cp ComStkUSD1 COM 460321201 1520576.64 92,268 92,268 3 92,268 Intl.BusinessMachComStkUSD0.20 COM 459200101 49038907.05 256,011 256,011 1 256,011 Intl.BusinessMachComStkUSD0.20 COM 459200101 16850461.95 87,969 87,969 2 87,969 Intl.BusinessMachComStkUSD0.20 COM 459200101 128936902.2 673,124 673,124 3 673,124 Intl.BusinessMachComStkUSD0.20 COM 459200101 3629872.5 18,950 18,950 4 18,950 Intl.BusinessMachComStkUSD0.20 COM 459200101 290198.25 1,515 1,515 7 1,515 Intl.Paper Co.Com.USD1 COM 460146103 1091616 27,400 27,400 2 27,400 Intl.Paper Co.Com.USD1 COM 460146103 13138395.36 329,779 329,779 3 329,779 Intuit Inc Com Stock USD0.01 COM 461202103 297377 5,000 5,000 2 5,000 Intuit Inc Com Stock USD0.01 COM 461202103 1094347.36 18,400 18,400 3 18,400 IntuitiveSurg. ComStk USD0.001 COM 46120E602 98074 200 200 2 200 IntuitiveSurg. ComStk USD0.001 COM 46120E602 479091.49 977 977 3 977 Invesco Mortgage ComStkUSD0.01 COM 46131B100 234549 11,900 11,900 2 11,900 Invesco Mortgage ComStkUSD0.01 COM 46131B100 1391526 70,600 70,600 3 70,600 Iridium Commun CS USD0.001 COM 46269C102 145824 21,700 21,700 2 21,700 Iridium Commun CS USD0.001 COM 46269C102 699552 104,100 104,100 3 104,100 ISHARES DJ US HOME CONSTRUCT COM 464288752 3553081.4 167,915 167,915 7 167,915 Ishares FTSE China 25 Index Fd COM 464287184 30337.5 750 750 7 750 iShares iBoxx $ InvGradeCpBdFd COM 464287242 541603144.7 4,476,429 4,476,429 3 4,476,429 iShares iBoxx $ InvGradeCpBdFd COM 464287242 3846151.11 31,789 31,789 6 31,789 Ishares Inc MSCI Brazil Idx Fd COM 464286400 4583835.48 81,942 81,942 2 81,942 Ishares Inc MSCI Brazil Idx Fd COM 464286400 1480172.4 26,460 26,460 3 26,460 Ishares Inc MSCI HongKongIdxFd COM 464286871 1986568.9 102,295 102,295 3 102,295 Ishares MSCI Canada Idx Fd ETF COM 464286509 1313301.2 46,243 46,243 3 46,243 Ishares MSCI MalaysiaFreeIdxFd COM 464286830 767544.9 50,730 50,730 4 50,730 Ishares MSCI Taiwan Index Fd COM 464286731 1264480.8 92,840 92,840 3 92,840 iShares MSCIPoland InvMktIdxFd COM 46429B606 2006014.5 67,725 67,725 3 67,725 ISHARES S&P CONSUMER STAPLES COM 464288737 180467.13 2,451 2,451 7 2,451 ISHARES S&P GLOBAL INFRASTR COM 464288372 466015.5 13,050 13,050 7 13,050 ISHARES S&P NA TEC SEC IND F COM 464287549 15377507 227,950 227,950 4 227,950 Ishares Trust Core S&P 500 ETF COM 464287200 289836456.4 2,024,846 2,024,846 2 2,024,846 Ishares Trust Core S&P 500 ETF COM 464287200 123100256.9 859,999 859,999 3 859,999 Ishares Trust Core S&P 500 ETF COM 464287200 1611756.4 11,260 11,260 7 11,260 iShares Trust JPM USD EM Bd Fd COM 464288281 8832653.07 71,933 71,933 2 71,933 Ishares Tst Comex Gold ETF USD COM 464285105 151765088.5 9,322,638 9,322,638 2 9,322,638 Ishares Tst Comex Gold ETF USD COM 464285105 31902559.87 1,959,713 1,959,713 3 1,959,713 Ishares Tst RussellMidcapIdxFd COM 464287499 2126280 18,800 18,800 1 18,800 iShares Tst S&P Glb 100 Idx Fd COM 464287572 70356 1,100 1,100 7 1,100 IsharesMSCI PacificExJpnIdxETF COM 464286665 23098.6 490 490 7 490 IsharesMSCI ThailandInvestable COM 464286624 44627.09 541 541 4 541 IsharesTst Core S&P Mid-capETF COM 464287507 539010 5,300 5,300 7 5,300 IsharesTst Russell2000IdxFdETF COM 464287655 23775343.02 281,973 281,973 1 281,973 IsharesTstMSCIEmgMktsIndexFund COM 464287234 2224596 50,160 50,160 2 50,160 IsharesTstMSCIEmgMktsIndexFund COM 464287234 15811395.9 356,514 356,514 3 356,514 IsharesTstMSCIEmgMktsIndexFund COM 464287234 263217.25 5,935 5,935 7 5,935 IsharesTstS&PGlobalEnSectIdxFd COM 464287341 38250 1,000 1,000 7 1,000 iShs Tst DJ US Real Est Idx Fd COM 464287739 47992965.07 742,121 742,121 2 742,121 iShs Tst S&P IndiaNifty50IdxFd COM 464289529 1218099 48,900 48,900 3 48,900 iShsCoreTotalUS Bond MarketETF COM 464287226 13702495.56 123,357 123,357 2 123,357 iShsFTSENAREIT MtgPlusCpdIdxFd COM 464288539 241726.61 17,683 17,683 3 17,683 iShsMSCI AllCountryAsia ex-Jap COM 464288182 496082.44 8,197 8,197 3 8,197 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 73700176.72 4,477,532 4,477,532 2 4,477,532 Itau Unibanco ADR (Rep1PrefSh) COM 465562106 409019461.5 24,849,299 24,849,299 3 24,849,299 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 424095 24,500 24,500 2 24,500 ITT Educat.Svs Com Stk USD0.01 COM 45068B109 5186872.26 299,646 299,646 3 299,646 IturanLocationCntrl ILS0.33333 COM M6158M104 27743.04106 2,071 2,071 2 2,071 IturanLocationCntrl ILS0.33333 COM M6158M104 56718.51079 4,234 4,234 3 4,234 IXYS Corp Common Stock USD0.01 COM 46600W106 191940 21,000 21,000 2 21,000 IXYS Corp Common Stock USD0.01 COM 46600W106 1101370 120,500 120,500 3 120,500 J&J Snack Foods Corp CmStk NPV COM 466032109 236367.47 3,700 3,700 3 3,700 J2 Global Inc Com Stk USD0.01 COM 48123V102 2417400 79,000 79,000 2 79,000 J2 Global Inc Com Stk USD0.01 COM 48123V102 30065601.6 982,536 982,536 3 982,536 Jabil Circuit Com Stk USD0.001 COM 466313103 187113 9,700 9,700 2 9,700 Jabil Circuit Com Stk USD0.001 COM 466313103 3159702 163,800 163,800 3 163,800 Jack in the Box ComStk USD0.01 COM 466367109 15462475.6 540,646 540,646 1 540,646 James River Coal ComStkUSD0.01 COM 470355207 236827.38 73,778 73,778 3 73,778 Jazz Pharmaceuticals USD0.0001 COM G50871105 10650.02 200 200 2 200 Jazz Pharmaceuticals USD0.0001 COM G50871105 1815828.41 34,100 34,100 3 34,100 JB Hunt Transp.Com Stk USD0.01 COM 445658107 203014 3,400 3,400 3 3,400 JDS Uniphase ComStock USD0.001 COM 46612J507 24205500 1,793,000 1,793,000 1 1,793,000 JefferiesGroup COMstkUSD0.0001 COM 472319102 116991 6,300 6,300 2 6,300 JefferiesGroup COMstkUSD0.0001 COM 472319102 83565 4,500 4,500 3 4,500 JetBlue Airways ComStk USD0.01 COM 477143101 176748 30,900 30,900 3 30,900 Johnson and Johnson Com.USD1 COM 478160104 17270607.1 246,371 246,371 2 246,371 Johnson and Johnson Com.USD1 COM 478160104 130870320.9 1,866,909 1,866,909 3 1,866,909 Johnson and Johnson Com.USD1 COM 478160104 6971515.1 99,451 99,451 7 99,451 JohnsonControlsCmStkUSD0.01388 COM 478366107 33737 1,100 1,100 2 1,100 JohnsonControlsCmStkUSD0.01388 COM 478366107 41925.89 1,367 1,367 3 1,367 Jones Grp Inc Com Stk USD0.01 COM 48020T101 59724 5,400 5,400 3 5,400 JosABankClothiersComStkUSD0.01 COM 480838101 336382 7,900 7,900 2 7,900 JosABankClothiersComStkUSD0.01 COM 480838101 7208155.3 169,285 169,285 3 169,285 Joy Global Inc Common Stk USD1 COM 481165108 2257812 35,400 35,400 2 35,400 Joy Global Inc Common Stk USD1 COM 481165108 21277008 333,600 333,600 3 333,600 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 45080990.6 1,025,288 1,025,288 1 1,025,288 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 20278065.26 461,189 461,189 2 461,189 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 253060549.6 5,755,418 5,755,418 3 5,755,418 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3786794.768 86,124 86,124 4 86,124 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3337254.69 75,900 75,900 5 75,900 JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3453640.898 78,547 78,547 7 78,547 JuniperNetworkComStkUSD0.00001 COM 48203R104 25295305.28 1,285,984 1,285,984 1 1,285,984 JuniperNetworkComStkUSD0.00001 COM 48203R104 204390.97 10,391 10,391 3 10,391 JuniperNetworkComStkUSD0.00001 COM 48203R104 1277566.5 64,950 64,950 4 64,950 Kadant Inc Common StockUSD0.01 COM 48282T104 111342 4,200 4,200 2 4,200 Kadant Inc Common StockUSD0.01 COM 48282T104 1017984 38,400 38,400 3 38,400 Kaiser Aluminum ComStk USD0.01 COM 483007704 15243599 247,100 247,100 1 247,100 KansasCitySouth. ComStkUSD0.01 COM 485170302 13230327.8 158,485 158,485 1 158,485 KapStone Paper ComStkUSD0.0001 COM 48562P103 8742860 394,000 394,000 1 394,000 KapStone Paper ComStkUSD0.0001 COM 48562P103 330631 14,900 14,900 2 14,900 KapStone Paper ComStkUSD0.0001 COM 48562P103 6746203.8 304,020 304,020 3 304,020 KB Fin.Grp ADR(Rep1OrdKRW5000) COM 48241A105 180577 5,030 5,030 4 5,030 KBW Inc Common Stock USD0.01 COM 482423100 9285921.9 606,923 606,923 1 606,923 Kellogg Co Common USD0.25 COM 487836108 185980.5 3,330 3,330 7 3,330 Kemet Corp Common StockUSD0.01 COM 488360207 148888 29,600 29,600 3 29,600 Kennametal Inc Cap Stk USD1.25 COM 489170100 12176000 304,400 304,400 1 304,400 Kennametal Inc Cap Stk USD1.25 COM 489170100 40000 1,000 1,000 2 1,000 Kennametal Inc Cap Stk USD1.25 COM 489170100 2236000 55,900 55,900 3 55,900 Key Energy Ser.Com Stk USD0.10 COM 492914106 289815 41,700 41,700 3 41,700 Keycorp Common Stk USD1 COM 493267108 20905773.82 2,482,871 2,482,871 1 2,482,871 Keycorp Common Stk USD1 COM 493267108 4941698 586,900 586,900 2 586,900 Keycorp Common Stk USD1 COM 493267108 53411470.1 6,343,405 6,343,405 3 6,343,405 Keycorp Common Stk USD1 COM 493267108 986487.2 117,160 117,160 4 117,160 Kilroy RealtyCorp REIT USD0.01 COM 49427F108 19165902 404,600 404,600 3 404,600 Kimberly-Clark Common USD1.25 COM 494368103 4604643.34 54,538 54,538 2 54,538 Kimberly-Clark Common USD1.25 COM 494368103 57057540.71 675,797 675,797 3 675,797 Kimberly-Clark Common USD1.25 COM 494368103 624782 7,400 7,400 7 7,400 Kimco Realty Corp REIT USD0.01 COM 49446R109 13479564 697,700 697,700 3 697,700 Kindred Health Com Stk USD0.25 COM 494580103 1082 100 100 3 100 Kinross Gold ComNPV (US List.) COM 496902404 7464026.88 767,904 767,904 3 767,904 Kirklands Inc Common Stock NPV COM 497498105 13767 1,300 1,300 3 1,300 KLA-TencorCorp ComStk USD0.001 COM 482480100 4021392 84,200 84,200 2 84,200 KLA-TencorCorp ComStk USD0.001 COM 482480100 50396304.24 1,055,199 1,055,199 3 1,055,199 KnightCapital 'A'ComStkUSD0.01 COM 499005106 4563 1,300 1,300 3 1,300 Knoll Inc Common Stock USD0.01 COM 498904200 142848 9,300 9,300 2 9,300 Knoll Inc Common Stock USD0.01 COM 498904200 121344 7,900 7,900 3 7,900 Kohls Corp Com Stk USD0.01 COM 500255104 1001434 23,300 23,300 2 23,300 Kohls Corp Com Stk USD0.01 COM 500255104 24774832.46 576,427 576,427 3 576,427 Kraft Foods Group ComStk NPV COM 50076Q106 31126397.56 684,548 684,548 1 684,548 Kraft Foods Group ComStk NPV COM 50076Q106 1322949.65 29,095 29,095 2 29,095 Kraft Foods Group ComStk NPV COM 50076Q106 12298907.48 270,484 270,484 3 270,484 Kraft Foods Group ComStk NPV COM 50076Q106 1493644.03 32,849 32,849 4 32,849 Kraft Foods Group ComStk NPV COM 50076Q106 431555.77 9,491 9,491 7 9,491 Kronos Worldwide ComStkUSD0.01 COM 50105F105 1593150 81,700 81,700 2 81,700 Kronos Worldwide ComStkUSD0.01 COM 50105F105 18143677.5 930,445 930,445 3 930,445 KT Corp ADR(Repr1/2OrdKRW5000) COM 48268K101 220968 13,200 13,200 3 13,200 Kulicke & Soffa Com NPV COM 501242101 1182214 98,600 98,600 2 98,600 Kulicke & Soffa Com NPV COM 501242101 14171916.22 1,181,978 1,181,978 3 1,181,978 L-3CommunicationsComStkUSD0.01 COM 502424104 1754598 22,900 22,900 2 22,900 L-3CommunicationsComStkUSD0.01 COM 502424104 37165833.54 485,067 485,067 3 485,067 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 8428126 97,300 97,300 2 97,300 Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 75662570 873,500 873,500 3 873,500 Lakeland Fin Corp Com Stk NPV COM 511656100 8519448 329,700 329,700 1 329,700 Lakeland Fin Corp Com Stk NPV COM 511656100 18088 700 700 2 700 Lakeland Fin Corp Com Stk NPV COM 511656100 228684 8,850 8,850 3 8,850 LamarAdvert.ClsAComStkUSD0.001 COM 512815101 19630750 506,600 506,600 1 506,600 Lancaster Colony CommStock NPV COM 513847103 837199 12,100 12,100 2 12,100 Lancaster Colony CommStock NPV COM 513847103 6891324 99,600 99,600 3 99,600 LandauerInc CommonStockUSD0.10 COM 51476K103 612100 10,000 10,000 3 10,000 Landstar Common Stock NPV COM 515098101 823622 15,700 15,700 2 15,700 Landstar Common Stock NPV COM 515098101 6846030 130,500 130,500 3 130,500 Laredo Petroleum ComStkUSD0.01 COM 516806106 22442473.04 1,235,819 1,235,819 1 1,235,819 LaSalleHotel Prop.REIT USD0.01 COM 517942108 6822496.12 268,708 268,708 1 268,708 LatamAirlines SponADR(Rep1Ord) COM 51817R106 10475647.72 444,637 444,637 3 444,637 LeapfrogEnterp.ComStkUSD0.0001 COM 52186N106 88889 10,300 10,300 2 10,300 LeapfrogEnterp.ComStkUSD0.0001 COM 52186N106 378857 43,900 43,900 3 43,900 LEAR CORP ComStkUSD0.01 COM 521865204 154572 3,300 3,300 2 3,300 LEAR CORP ComStkUSD0.01 COM 521865204 163940 3,500 3,500 3 3,500 Lexicon Pharm.Com Stk USD0.001 COM 528872104 8032466 3,634,600 3,634,600 1 3,634,600 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 1287045 55,500 55,500 2 55,500 LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 16086740.67 693,693 693,693 3 693,693 LG Display ADR (Rep1/2KRW5000) COM 50186V102 1003464 69,300 69,300 3 69,300 LHC Group Inc ComStock USD0.01 COM 50187A107 17040 800 800 2 800 LHC Group Inc ComStock USD0.01 COM 50187A107 615570 28,900 28,900 3 28,900 Lib.Media-Lib. A ComStkUSD0.01 COM 530322106 13717602.45 118,245 118,245 1 118,245 Life Techn.Corp ComStk USD0.01 COM 53217V109 39072203.12 796,904 796,904 1 796,904 Life Techn.Corp ComStk USD0.01 COM 53217V109 850180.2 17,340 17,340 3 17,340 Life Time FitnessCmStk USD0.02 COM 53217R207 29117557 591,700 591,700 1 591,700 LifePointHospit. ComStkUSD0.01 COM 53219L109 22495225 595,900 595,900 1 595,900 Limited Brands Com Stk USD0.50 COM 532716107 108238 2,300 2,300 2 2,300 Limited Brands Com Stk USD0.50 COM 532716107 14058986.76 298,746 298,746 3 298,746 Lincoln Education. Com Stk NPV COM 533535100 96707 17,300 17,300 2 17,300 Lincoln Education. Com Stk NPV COM 533535100 1717248 307,200 307,200 3 307,200 Lincoln Electric Com Stk NPV COM 533900106 38944 800 800 2 800 Lincoln Electric Com Stk NPV COM 533900106 2706608 55,600 55,600 3 55,600 LincolnNationalCrpCmStkUSD1.25 COM 534187109 1437450 55,500 55,500 2 55,500 LincolnNationalCrpCmStkUSD1.25 COM 534187109 23861695.9 921,301 921,301 3 921,301 Linear Tech Cp ComStk USD0.001 COM 535678106 22545390 657,300 657,300 1 657,300 Linear Tech Cp ComStk USD0.001 COM 535678106 1149050 33,500 33,500 2 33,500 Linear Tech Cp ComStk USD0.001 COM 535678106 14140175 412,250 412,250 3 412,250 Littelfuse Inc ComStockUSD0.01 COM 537008104 1178661 19,100 19,100 2 19,100 Littelfuse Inc ComStockUSD0.01 COM 537008104 10052559 162,900 162,900 3 162,900 LKQ Corp Common Stock USD0.01 COM 501889208 13503789 639,990 639,990 1 639,990 Lockheed Martin ComStk USD0.01 COM 539830109 11434177.26 123,894 123,894 2 123,894 Lockheed Martin ComStk USD0.01 COM 539830109 100862910.4 1,092,891 1,092,891 3 1,092,891 Lockheed Martin ComStk USD0.01 COM 539830109 1851983.43 20,067 20,067 7 20,067 Loews Corp Com Stock USD0.01 COM 540424108 419725 10,300 10,300 2 10,300 Loews Corp Com Stock USD0.01 COM 540424108 680525 16,700 16,700 3 16,700 Logitech Intl CHF0.25(Rgd)(US) COM H50430232 51272 6,800 6,800 3 6,800 Lorillard Inc ComStock USD0.01 COM 544147101 10716489.51 91,853 91,853 2 91,853 Lorillard Inc ComStock USD0.01 COM 544147101 104173359.6 892,889 892,889 3 892,889 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 2028724.8 57,115 57,115 2 57,115 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 22021476.48 619,974 619,974 3 619,974 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 592473.6 16,680 16,680 4 16,680 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 816960 23,000 23,000 5 23,000 Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 160692.48 4,524 4,524 7 4,524 LSB Industries Inc CS USD0.10 COM 502160104 323597.12 9,136 9,136 3 9,136 LTC PropertiesInc REIT USD0.01 COM 502175102 204102 5,800 5,800 3 5,800 Lumos Networks Com Stk USD0.01 COM 550283105 22545 2,250 2,250 2 2,250 Lumos Networks Com Stk USD0.01 COM 550283105 467192.52 46,626 46,626 3 46,626 LyondellBasellInd A CS USD0.01 COM N53745100 30566556.9 535,410 535,410 1 535,410 LyondellBasellInd A CS USD0.01 COM N53745100 7273266 127,400 127,400 2 127,400 LyondellBasellInd A CS USD0.01 COM N53745100 63767417.67 1,116,963 1,116,963 3 1,116,963 LyondellBasellInd A CS USD0.01 COM N53745100 1577967.6 27,640 27,640 4 27,640 M & T Bank Corp ComStk USD0.50 COM 55261F104 14081.21 143 143 7 143 Macerich Company REIT USD0.01 COM 554382101 24381060 418,200 418,200 3 418,200 Mack-Cali Realty ComStkUSD0.01 COM 554489104 5754644 220,400 220,400 3 220,400 MA-ComTechSOLUTION.CmStkUSD.01 COM 55405Y100 11622708 776,400 776,400 1 776,400 Macy's Inc CommonStock USD0.01 COM 55616P104 831126 21,300 21,300 2 21,300 Macy's Inc CommonStock USD0.01 COM 55616P104 4538026 116,300 116,300 3 116,300 Madison Square ClsA CS USD0.01 COM 55826P100 6617020 149,200 149,200 1 149,200 Magellan Health ComStk USD0.01 COM 559079207 1274000 26,000 26,000 2 26,000 Magellan Health ComStk USD0.01 COM 559079207 19141899 390,651 390,651 3 390,651 MagicSoftwareEnterpris ILS0.10 COM 559166103 32900 7,000 7,000 2 7,000 Magna Intl Inc Sub Vtg Com NPV COM 559222401 538861.1027 10,800 10,800 2 10,800 Magna Intl Inc Sub Vtg Com NPV COM 559222401 15588902.44 312,437 312,437 3 312,437 Main Street Capital CS USD0.01 COM 56035L104 201366 6,600 6,600 2 6,600 Main Street Capital CS USD0.01 COM 56035L104 5779814.4 189,440 189,440 3 189,440 MainSource Financial ComStkNPV COM 56062Y102 164710 13,000 13,000 3 13,000 Manhattan Assoc. ComStkUSD0.01 COM 562750109 567196 9,400 9,400 2 9,400 Manhattan Assoc. ComStkUSD0.01 COM 562750109 1834336 30,400 30,400 3 30,400 Mannkind Corp ComStock USD0.01 COM 56400P201 693140.91 300,061 300,061 3 300,061 Manpower Group Com Stk USD0.01 COM 56418H100 11174452 263,300 263,300 1 263,300 ManTech Intl 'A'ComStk USD0.01 COM 564563104 526582 20,300 20,300 2 20,300 ManTech Intl 'A'ComStk USD0.01 COM 564563104 10230891.64 394,406 394,406 3 394,406 Manulife Fin.CpComNPV(HKList.) COM 56501R106 133404.7234 10,000 10,000 4 10,000 Marathon Oil Corp Com Stk USD1 COM 565849106 873810 28,500 28,500 2 28,500 Marathon Oil Corp Com Stk USD1 COM 565849106 11188631.16 364,926 364,926 3 364,926 Marathon Oil Corp Com Stk USD1 COM 565849106 1903648.74 62,089 62,089 7 62,089 Marathon Petroleum CS USD0.01 COM 56585A102 8901900 141,300 141,300 2 141,300 Marathon Petroleum CS USD0.01 COM 56585A102 95572008 1,517,016 1,517,016 3 1,517,016 MARKET VECTORS AGRIBUSINESS COM 57060U605 65950 1,250 1,250 7 1,250 Market Vectors Gold Miners ETF COM 57060U100 48245.6 1,040 1,040 7 1,040 Market Vectors Vietnam ETF COM 57060U761 1076400 59,800 59,800 3 59,800 MarketAxess Hldgs CS USD0.003 COM 57060D108 28240 800 800 3 800 MarketVectorsEMLocalCurrencyBd COM 57060U522 4088952 148,960 148,960 2 148,960 MarketVectorsPfdSecsEx-Fin ETF COM 57061R791 501041.97 24,453 24,453 3 24,453 Marriott Intl Cls A ComStkUSD1 COM 571903202 30076.89 807 807 7 807 MarriottVacationsWrldCSUSD0.01 COM 57164Y107 16668 400 400 3 400 MarriottVacationsWrldCSUSD0.01 COM 57164Y107 3333.6 80 80 7 80 Marsh & McLennan Com USD1 COM 571748102 2523204 73,200 73,200 2 73,200 Marsh & McLennan Com USD1 COM 571748102 14348034.09 416,247 416,247 3 416,247 MartenTransportLtd CmSkUSD0.01 COM 573075108 12873 700 700 2 700 MartenTransportLtd CmSkUSD0.01 COM 573075108 16551 900 900 3 900 MartinMariet.Mat.ComStkUSD0.01 COM 573284106 10512220 111,500 111,500 1 111,500 Marvell Tech.CommonStkUSD0.002 COM G5876H105 307849.44 42,400 42,400 2 42,400 Marvell Tech.CommonStkUSD0.002 COM G5876H105 5006183.7 689,500 689,500 3 689,500 Masco Corporation Com Stk USD1 COM 574599106 4998 300 300 7 300 Masimo Corp Com Stock USD0.001 COM 574795100 19125508.05 910,305 910,305 1 910,305 Masimo Corp Com Stock USD0.001 COM 574795100 109252 5,200 5,200 2 5,200 Masimo Corp Com Stock USD0.001 COM 574795100 77737 3,700 3,700 3 3,700 MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 1621224 3,300 3,300 2 3,300 MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 5392780.56 10,977 10,977 3 10,977 Mattel Inc Common Stock USD1 COM 577081102 3610732 98,600 98,600 2 98,600 Mattel Inc Common Stock USD1 COM 577081102 42918640 1,172,000 1,172,000 3 1,172,000 MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 1496460 50,900 50,900 2 50,900 MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 14979300 509,500 509,500 3 509,500 MAXIMUS Inc.Common Stock NPV COM 577933104 733352 11,600 11,600 2 11,600 MAXIMUS Inc.Common Stock NPV COM 577933104 7925638.52 125,366 125,366 3 125,366 Maxygen Common Stock USD0.0001 COM 577776107 82902 33,700 33,700 2 33,700 Maxygen Common Stock USD0.0001 COM 577776107 488556 198,600 198,600 3 198,600 MB Financial Com Stock USD0.01 COM 55264U108 10022611.5 507,474 507,474 1 507,474 MB Financial Com Stock USD0.01 COM 55264U108 154050 7,800 7,800 3 7,800 McCormick&CoInc ComStkN/VtgNPV COM 579780206 8805258 138,600 138,600 1 138,600 McCormick&CoInc ComStkN/VtgNPV COM 579780206 750416.36 11,812 11,812 2 11,812 McCormick&CoInc ComStkN/VtgNPV COM 579780206 4663102 73,400 73,400 3 73,400 McDermott Intl.Com USD1 COM 580037109 267786 24,300 24,300 3 24,300 McDonald's Corp ComStk USD0.01 COM 580135101 6753269.39 76,559 76,559 2 76,559 McDonald's Corp ComStk USD0.01 COM 580135101 63233073.87 716,847 716,847 3 716,847 McDonald's Corp ComStk USD0.01 COM 580135101 763016.5 8,650 8,650 4 8,650 McDonald's Corp ComStk USD0.01 COM 580135101 1596601 18,100 18,100 5 18,100 McDonald's Corp ComStk USD0.01 COM 580135101 6811840.83 77,223 77,223 7 77,223 MCG Capital Corp ComStkUSD0.01 COM 58047P107 10120 2,200 2,200 3 2,200 McGraw-Hill Common USD1 COM 580645109 2667896 48,800 48,800 2 48,800 McGraw-Hill Common USD1 COM 580645109 24779942.88 453,264 453,264 3 453,264 McKesson HBOC Com Stk USD0.01 COM 58155Q103 9696 100 100 2 100 McKesson HBOC Com Stk USD0.01 COM 58155Q103 8212512 84,700 84,700 3 84,700 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 17232409.37 261,533 261,533 1 261,533 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 3055187.52 46,368 46,368 2 46,368 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 69562840.38 1,055,742 1,055,742 3 1,055,742 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 1462099.1 22,190 22,190 4 22,190 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 2253438 34,200 34,200 5 34,200 MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 406277.74 6,166 6,166 7 6,166 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 47396 8,200 8,200 2 8,200 Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 361041.92 62,464 62,464 3 62,464 Medallion Fin. Com Stk USD0.01 COM 583928106 91572 7,800 7,800 3 7,800 MedAssets IncComStk USD0.01 COM 584045108 5456958 325,400 325,400 1 325,400 Medifast Inc Com Stk USD0.001 COM 58470H101 309264.41 11,719 11,719 3 11,719 Medivation Inc Com Stk USD0.01 COM 58501N101 706519.6 13,810 13,810 3 13,810 Mednax Inc Common Stk USD0.01 COM 58502B106 1725584 21,700 21,700 2 21,700 Mednax Inc Common Stk USD0.01 COM 58502B106 17645488 221,900 221,900 3 221,900 Medtronic Inc Com Stk USD0.10 COM 585055106 13582337.3 331,115 331,115 2 331,115 Medtronic Inc Com Stk USD0.10 COM 585055106 156270407.3 3,809,615 3,809,615 3 3,809,615 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 40920307.86 999,519 999,519 1 999,519 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 18611610.58 454,607 454,607 2 454,607 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 302673882.5 7,393,109 7,393,109 3 7,393,109 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 2100222 51,300 51,300 4 51,300 Merck And Co Inc NewCSUSD0.01 COM 58933Y105 734873 17,950 17,950 7 17,950 Meredith Corp Com Stk USD1 COM 589433101 182585 5,300 5,300 2 5,300 Meredith Corp Com Stk USD1 COM 589433101 5358525.25 155,545 155,545 3 155,545 Meridian Bioscience ComStk NPV COM 589584101 431325 21,300 21,300 2 21,300 Meridian Bioscience ComStk NPV COM 589584101 1836675 90,700 90,700 3 90,700 MeritageHomesCorpComStkUSD0.01 COM 59001A102 1417357.8 37,948 37,948 3 37,948 Metals USA Hldgs ComStkUSD0.01 COM 59132A104 117183 6,700 6,700 3 6,700 Metlife Inc Common Stk USD0.01 COM 59156R108 20924212.68 635,222 635,222 1 635,222 Metlife Inc Common Stk USD0.01 COM 59156R108 4413960 134,000 134,000 2 134,000 Metlife Inc Common Stk USD0.01 COM 59156R108 48219087.24 1,463,846 1,463,846 3 1,463,846 Metlife Inc Common Stk USD0.01 COM 59156R108 1196710.2 36,330 36,330 4 36,330 Metlife Inc Common Stk USD0.01 COM 59156R108 938790 28,500 28,500 5 28,500 MetroPCSCommun.ComStkUSD0.0001 COM 591708102 1072526 107,900 107,900 2 107,900 MetroPCSCommun.ComStkUSD0.0001 COM 591708102 15235197.04 1,532,716 1,532,716 3 1,532,716 Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1121140 5,800 5,800 3 5,800 Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1855680 9,600 9,600 7 9,600 MFA Financial Inc REIT USD0.01 COM 55272X102 12246.1 1,510 1,510 4 1,510 Michael Kors Hldgs Com Stk NPV COM G60754101 21187247.76 415,192 415,192 1 415,192 Michael Kors Hldgs Com Stk NPV COM G60754101 190852.2 3,740 3,740 3 3,740 Michael Kors Hldgs Com Stk NPV COM G60754101 959364 18,800 18,800 4 18,800 Microfinancial Com.Stk USD0.01 COM 595072109 13104 1,800 1,800 2 1,800 Microfinancial Com.Stk USD0.01 COM 595072109 8008 1,100 1,100 3 1,100 Micros Systems ComStk USD0.025 COM 594901100 13967555.72 329,113 329,113 1 329,113 Micros Systems ComStk USD0.025 COM 594901100 641692.8 15,120 15,120 4 15,120 Microsoft Com Stk USD0.0000125 COM 594918104 53294772.54 1,995,334 1,995,334 1 1,995,334 Microsoft Com Stk USD0.0000125 COM 594918104 26423265.18 989,276 989,276 2 989,276 Microsoft Com Stk USD0.0000125 COM 594918104 326268414 12,215,353 12,215,353 3 12,215,353 Microsoft Com Stk USD0.0000125 COM 594918104 3898574.522 145,961 145,961 4 145,961 Microsoft Com Stk USD0.0000125 COM 594918104 3506716.513 131,290 131,290 5 131,290 Microsoft Com Stk USD0.0000125 COM 594918104 5938741.537 222,344 222,344 7 222,344 Mid-Amer.AptCmntys CmSkUSD0.01 COM 59522J103 12680316.25 195,835 195,835 1 195,835 Midstates Petroleum CS USD0.01 COM 59804T100 1998279.14 290,026 290,026 3 290,026 Miller Inds Inc ComStk USD0.01 COM 600551204 179950 11,800 11,800 2 11,800 Miller Inds Inc ComStk USD0.01 COM 600551204 2856248.75 187,295 187,295 3 187,295 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 54318591.3 1,661,119 1,661,119 2 1,661,119 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 76059317.1 2,325,973 2,325,973 3 2,325,973 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 38066070 1,164,100 1,164,100 4 1,164,100 Mindray ADR(EachRp1 Cls'A' Sh) COM 602675100 30426532.5 930,475 930,475 6 930,475 Mineral Tech.Inc ComStkUSD0.10 COM 603158106 10622712 266,100 266,100 1 266,100 MitchamIndustriesComStkUSD0.01 COM 606501104 318942 23,400 23,400 2 23,400 MitchamIndustriesComStkUSD0.01 COM 606501104 1357657.04 99,608 99,608 3 99,608 MobileTeleSystemsADR(Rp2ComSh) COM 607409109 38323885 2,054,900 2,054,900 2 2,054,900 MobileTeleSystemsADR(Rp2ComSh) COM 607409109 235003260.2 12,600,711 12,600,711 3 12,600,711 Molex Com.USD0.05 COM 608554101 22100787.12 808,664 808,664 1 808,664 Molex Com.USD0.05 COM 608554101 368955 13,500 13,500 2 13,500 Molex Com.USD0.05 COM 608554101 2817723 103,100 103,100 3 103,100 Mondelez Intl Inc CmStkUSD0.01 COM 609207105 5370981.545 211,014 211,014 2 211,014 Mondelez Intl Inc CmStkUSD0.01 COM 609207105 76115300.19 2,990,402 2,990,402 3 2,990,402 Mondelez Intl Inc CmStkUSD0.01 COM 609207105 882844.242 34,685 34,685 4 34,685 Mondelez Intl Inc CmStkUSD0.01 COM 609207105 1738453.56 68,300 68,300 5 68,300 Mondelez Intl Inc CmStkUSD0.01 COM 609207105 1192609.686 46,855 46,855 7 46,855 MonolithicPower ComStkUSD0.001 COM 609839105 7372095.52 330,884 330,884 1 330,884 Monsanto Co. Com Stk USD0.01 COM 61166W101 2421430.95 25,583 25,583 2 25,583 Monsanto Co. Com Stk USD0.01 COM 61166W101 9229226.85 97,509 97,509 3 97,509 Monsanto Co. Com Stk USD0.01 COM 61166W101 2226357.3 23,522 23,522 7 23,522 MontpelierReHldCmStkUSD0.00166 COM G62185106 96012 4,200 4,200 2 4,200 MontpelierReHldCmStkUSD0.00166 COM G62185106 1741932 76,200 76,200 3 76,200 Moody's Corp Common StkUSD0.01 COM 615369105 402560 8,000 8,000 2 8,000 Moody's Corp Common StkUSD0.01 COM 615369105 8695296 172,800 172,800 3 172,800 Morgan Stanley ComStockUSD0.01 COM 617446448 14457262.96 756,133 756,133 2 756,133 Morgan Stanley ComStockUSD0.01 COM 617446448 201439677.8 10,535,548 10,535,548 3 10,535,548 Morgan Stanley ComStockUSD0.01 COM 617446448 1056762.4 55,270 55,270 4 55,270 Morgan Stanley ComStockUSD0.01 COM 617446448 1835520 96,000 96,000 5 96,000 Morgan Stanley ComStockUSD0.01 COM 617446448 433010.64 22,647 22,647 7 22,647 Mosaic Co (The) ComStk USD0.01 COM 61945C103 4269902 75,400 75,400 2 75,400 Mosaic Co (The) ComStk USD0.01 COM 61945C103 37248099.35 657,745 657,745 3 657,745 MRC Global Inc ComStkUSD0.01 COM 55345K103 51020748 1,836,600 1,836,600 1 1,836,600 MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 927174 12,300 12,300 2 12,300 MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 8073198 107,100 107,100 3 107,100 MTS Systems Corp ComStkUSD0.25 COM 553777103 11082368 217,600 217,600 1 217,600 MTS Systems Corp ComStkUSD0.25 COM 553777103 662090 13,000 13,000 2 13,000 MTS Systems Corp ComStkUSD0.25 COM 553777103 5948624 116,800 116,800 3 116,800 MultiFinelineElcCmStkUSD0.0001 COM 62541B101 46483 2,300 2,300 2 2,300 MultiFinelineElcCmStkUSD0.0001 COM 62541B101 54567 2,700 2,700 3 2,700 Murphy Oil Corp Com Stock USD1 COM 626717102 1090956 18,320 18,320 2 18,320 Murphy Oil Corp Com Stock USD1 COM 626717102 19883566.35 333,897 333,897 3 333,897 Mylan Inc Common Stock USD0.50 COM 628530107 883533.15 32,187 32,187 3 32,187 MYR Group Inc Com Stk USD0.01 COM 55405W104 10392975 467,100 467,100 1 467,100 Myriad Genetics ComStk USD0.01 COM 62855J104 15467100 567,600 567,600 1 567,600 Myriad Genetics ComStk USD0.01 COM 62855J104 24525 900 900 2 900 Myriad Genetics ComStk USD0.01 COM 62855J104 4380355.75 160,747 160,747 3 160,747 NaborsIndustriesComStkUSD0.001 COM G6359F103 981155 67,900 67,900 2 67,900 NaborsIndustriesComStkUSD0.001 COM G6359F103 13913905 962,900 962,900 3 962,900 Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 151725 2,500 2,500 2 2,500 Nacco Indus.Cls'A'Com Stk USD1 COM 629579103 1483627.74 24,446 24,446 3 24,446 Nanometrics Common Stock NPV COM 630077105 8424164 584,200 584,200 1 584,200 Nasdaq OMX Group ComStkUSD0.01 COM 631103108 39984 1,600 1,600 2 1,600 Nash Finch Co Com Stk USD1.667 COM 631158102 1469128.64 69,038 69,038 3 69,038 National CineMedia CS USD0.01 COM 635309107 749214.99 53,023 53,023 3 53,023 NationalBeverageCpCmStkUSD0.01 COM 635017106 39393 2,700 2,700 2 2,700 NationalBeverageCpCmStkUSD0.01 COM 635017106 53983 3,700 3,700 3 3,700 National-Oilwell ComStkUSD0.01 COM 637071101 519460 7,600 7,600 2 7,600 National-Oilwell ComStkUSD0.01 COM 637071101 1282519.4 18,764 18,764 3 18,764 Natl Bankshares ComStk USD1.25 COM 634865109 32390 1,000 1,000 2 1,000 Natl Bankshares ComStk USD1.25 COM 634865109 372485 11,500 11,500 3 11,500 Natl Healthcare Com StkUSD0.01 COM 635906100 1303864.6 27,730 27,730 3 27,730 Natl Instruments ComStkUSD0.01 COM 636518102 6065943.63 235,023 235,023 3 235,023 Natl Interstate ComStk USD0.01 COM 63654U100 14410 500 500 2 500 Natl Interstate ComStk USD0.01 COM 63654U100 25938 900 900 3 900 Natl Penn Bcshs Inc ComStk NPV COM 637138108 23300 2,500 2,500 2 2,500 Natl Penn Bcshs Inc ComStk NPV COM 637138108 20504 2,200 2,200 3 2,200 Natl Presto Indust. ComStkUSD1 COM 637215104 241850 3,500 3,500 2 3,500 Natl Presto Indust. ComStkUSD1 COM 637215104 1140150 16,500 16,500 3 16,500 Natl Research Corp CS USD0.001 COM 637372103 21680 400 400 3 400 NatlHealthInvest. REIT USD0.01 COM 63633D104 39571 700 700 3 700 NatlWesternLife 'A'ComStk USD1 COM 638522102 110418 700 700 2 700 NatlWesternLife 'A'ComStk USD1 COM 638522102 1468874.88 9,312 9,312 3 9,312 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 346698 18,700 18,700 2 18,700 NaturalResPtnrsLP ComStkUSD100 COM 63900P103 3833497.26 206,769 206,769 3 206,769 NaturesSunshineProd ComStk NPV COM 639027101 26064 1,800 1,800 2 1,800 NaturesSunshineProd ComStk NPV COM 639027101 486528 33,600 33,600 3 33,600 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 4042266.24 2,105,347 2,105,347 2 2,105,347 Natuzzi S.p.A. ADR(Repr 1EUR1) COM 63905A101 686858.88 357,739 357,739 3 357,739 NavigatorsGrpInc ComStkUSD0.10 COM 638904102 97033 1,900 1,900 3 1,900 NBT Bancorp Inc ComStk USD0.01 COM 628778102 401346 19,800 19,800 3 19,800 NCI Inc Class'A'ComStkUSD0.019 COM 62886K104 8789.06 1,874 1,874 3 1,874 NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 14895 500 500 2 500 NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 411102 13,800 13,800 3 13,800 Net 1 UEPS Com Stock USD0.001 COM 64107N206 47523 9,300 9,300 2 9,300 Net 1 UEPS Com Stock USD0.001 COM 64107N206 51100 10,000 10,000 3 10,000 NetEase Inc ADR(Repr 1 HKD0.1) COM 64110W102 2692149 63,300 63,300 2 63,300 NetEase Inc ADR(Repr 1 HKD0.1) COM 64110W102 1054744 24,800 24,800 3 24,800 Netgear Inc Com Stock USD0.001 COM 64111Q104 398243 10,100 10,100 2 10,100 Netgear Inc Com Stock USD0.001 COM 64111Q104 3753736 95,200 95,200 3 95,200 NetScout Sys. Com Stk USD0.001 COM 64115T104 12927426 497,400 497,400 1 497,400 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 1379497 32,900 32,900 2 32,900 NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 14266976.01 340,257 340,257 3 340,257 Neutral Tandem Inc CS USD0.001 COM 64128B108 666915 259,500 259,500 3 259,500 Nevsun Resources Ltd Com NPV COM 64156L101 1778623.079 416,700 416,700 2 416,700 Nevsun Resources Ltd Com NPV COM 64156L101 15787548.46 3,698,744 3,698,744 3 3,698,744 New Gold Inc Com NPV (US List) COM 644535106 12977820.79 1,176,593 1,176,593 3 1,176,593 Newcastle Inv Cp REIT USD0.01 COM 65105M108 746480 86,000 86,000 3 86,000 Newell Rubbermaid Com Stk USD1 COM 651229106 173706 7,800 7,800 3 7,800 NewfieldExplor.Co.ComStUSD0.01 COM 651290108 514176 19,200 19,200 2 19,200 NewfieldExplor.Co.ComStUSD0.01 COM 651290108 5803226 216,700 216,700 3 216,700 NewMarket Corp CommonStock NPV COM 651587107 1442100 5,500 5,500 2 5,500 NewMarket Corp CommonStock NPV COM 651587107 11933246.4 45,512 45,512 3 45,512 NewmontMin.Cp Com Stk USD1.60 COM 651639106 1667196 35,900 35,900 2 35,900 NewmontMin.Cp Com Stk USD1.60 COM 651639106 38415864.6 827,215 827,215 3 827,215 NewOrientalADR(EachRep4OrdShs) COM 647581107 1564115 80,500 80,500 2 80,500 NewOrientalADR(EachRep4OrdShs) COM 647581107 1602975 82,500 82,500 3 82,500 NewOrientalADR(EachRep4OrdShs) COM 647581107 29145 1,500 1,500 7 1,500 Newport Corp CommStk USD0.1167 COM 651824104 112980 8,400 8,400 2 8,400 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 1048461 41,100 41,100 2 41,100 News Corp Cls'A' ComStkUSD0.01 COM 65248E104 820656.7 32,170 32,170 3 32,170 News Corp Cls'B' ComStkUSD0.01 COM 65248E203 14353.28 547 547 3 547 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 1572688.7 22,730 22,730 2 22,730 NextEra Engy Inc ComStkUSD0.01 COM 65339F101 5566543.07 80,453 80,453 3 80,453 NGP Capital Com Stock USD0.001 COM 62912R107 71478 9,900 9,900 3 9,900 Nicholas Fin Inc Com Stk NPV COM 65373J209 17360 1,400 1,400 2 1,400 Nicholas Fin Inc Com Stk NPV COM 65373J209 37200 3,000 3,000 3 3,000 NII Holdings Com Stk USD0.001 COM 62913F201 12192207.31 1,709,987 1,709,987 1 1,709,987 NII Holdings Com Stk USD0.001 COM 62913F201 56327 7,900 7,900 2 7,900 NII Holdings Com Stk USD0.001 COM 62913F201 1479475 207,500 207,500 3 207,500 Nike Inc Class B Com Stock NPV COM 654106103 1686494.4 32,684 32,684 2 32,684 Nike Inc Class B Com Stock NPV COM 654106103 12354897.6 239,436 239,436 3 239,436 Nippon Tel&Tel ADR (Rep0.5Ord) COM 654624105 19263.48 916 916 3 916 Noble Corp CommonStock CHF3.15 COM H5833N103 162853.14 4,677 4,677 3 4,677 Noble Energy Com Stk USD0.01 COM 655044105 37847.28 372 372 3 372 Nordstrom Inc Common Stock NPV COM 655664100 21678360.5 405,203 405,203 1 405,203 Nordstrom Inc Common Stock NPV COM 655664100 111547.5 2,085 2,085 3 2,085 Nordstrom Inc Common Stock NPV COM 655664100 1060370 19,820 19,820 4 19,820 Norfolk Southern Cp ComUSD1.00 COM 655844108 2704325.04 43,731 43,731 2 43,731 Norfolk Southern Cp ComUSD1.00 COM 655844108 39334383.28 636,067 636,067 3 636,067 Norfolk Southern Cp ComUSD1.00 COM 655844108 5714881.76 92,414 92,414 7 92,414 North European Oil Rty Uts NPV COM 659310106 74085 3,300 3,300 2 3,300 North European Oil Rty Uts NPV COM 659310106 328241.45 14,621 14,621 3 14,621 Northern Trust ComStk USD1 2/3 COM 665859104 2648448 52,800 52,800 2 52,800 Northern Trust ComStk USD1 2/3 COM 665859104 12146394.48 242,153 242,153 3 242,153 Northrim BanCorp Com Stk USD1 COM 666762109 29445 1,300 1,300 2 1,300 Northrim BanCorp Com Stk USD1 COM 666762109 231030 10,200 10,200 3 10,200 Northrop Grumman Com Stk USD1 COM 666807102 9467958 140,100 140,100 2 140,100 Northrop Grumman Com Stk USD1 COM 666807102 103824235.3 1,536,316 1,536,316 3 1,536,316 NorthwestBancshs ComStkUSD0.01 COM 667340103 14568 1,200 1,200 3 1,200 NorthWesternCorp CmStk USD0.01 COM 668074305 33574359.25 966,725 966,725 1 966,725 NorthwestNat.GasComStkUSD3.167 COM 667655104 260780 5,900 5,900 2 5,900 NorthwestNat.GasComStkUSD3.167 COM 667655104 256360 5,800 5,800 3 5,800 NovartisADR(EchRep1CHF0.5)Regd COM 66987V109 17724 280 280 3 280 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 3375255 91,100 91,100 2 91,100 Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 37705785 1,017,700 1,017,700 3 1,017,700 Nutraceutical Intl CS USD0.01 COM 67060Y101 19848 1,200 1,200 2 1,200 Nutraceutical Intl CS USD0.01 COM 67060Y101 16540 1,000 1,000 3 1,000 NV Energy Inc CommonStock USD1 COM 67073Y106 335590 18,500 18,500 2 18,500 NV Energy Inc CommonStock USD1 COM 67073Y106 112468 6,200 6,200 3 6,200 Nvidia Corp. Com Stk USD0.001 COM 67066G104 495304 40,400 40,400 2 40,400 Nvidia Corp. Com Stk USD0.001 COM 67066G104 1199028 97,800 97,800 3 97,800 NVR Inc Common Stock USD0.01 COM 62944T105 184000 200 200 3 200 Obagi Med.Prod.Com.StkUSD0.001 COM 67423R108 148131 10,900 10,900 2 10,900 Obagi Med.Prod.Com.StkUSD0.001 COM 67423R108 756963 55,700 55,700 3 55,700 Occidental Petrol Com.USD0.20 COM 674599105 26433820.84 345,044 345,044 1 345,044 Occidental Petrol Com.USD0.20 COM 674599105 9810140.33 128,053 128,053 2 128,053 Occidental Petrol Com.USD0.20 COM 674599105 124890924.4 1,630,217 1,630,217 3 1,630,217 Occidental Petrol Com.USD0.20 COM 674599105 2345032.1 30,610 30,610 4 30,610 Occidental Petrol Com.USD0.20 COM 674599105 1225760 16,000 16,000 5 16,000 Oceaneering Intl ComStkUSD0.25 COM 675232102 10758 200 200 2 200 Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 8730516 252,400 252,400 1 252,400 Oil States Intl ComStk USD0.01 COM 678026105 48897017.68 683,492 683,492 1 683,492 Old Natl Bancorp Com Stk NPV COM 680033107 19703998.21 1,659,983 1,659,983 1 1,659,983 Old Natl Bancorp Com Stk NPV COM 680033107 929421 78,300 78,300 3 78,300 Old Republic Intl. Common USD1 COM 680223104 17040 1,600 1,600 3 1,600 Omega Protein Corp CS USD0.01 COM 68210P107 123012 20,100 20,100 3 20,100 OmegaHealthcareInv REIT USD0.1 COM 681936100 286200 12,000 12,000 2 12,000 OmegaHealthcareInv REIT USD0.1 COM 681936100 193185 8,100 8,100 3 8,100 Omnicom Gp.Common Stk.USD0.15 COM 681919106 1873500 37,500 37,500 2 37,500 Omnicom Gp.Common Stk.USD0.15 COM 681919106 32410350.96 648,726 648,726 3 648,726 OneBeaconInsGrp ComStk USD0.01 COM G67742109 9730 700 700 3 700 Onyx Pharmaceut.ComStkUSD0.001 COM 683399109 10898979 144,300 144,300 1 144,300 Oracle Corp.Com Stk USD0.01 COM 68389X105 13310706.92 399,481 399,481 2 399,481 Oracle Corp.Com Stk USD0.01 COM 68389X105 128147953.6 3,845,977 3,845,977 3 3,845,977 Oracle Corp.Com Stk USD0.01 COM 68389X105 538751.08 16,169 16,169 4 16,169 Oracle Corp.Com Stk USD0.01 COM 68389X105 1752632 52,600 52,600 5 52,600 Oracle Corp.Com Stk USD0.01 COM 68389X105 222244.4 6,670 6,670 7 6,670 OrchidsPaperPrdcts CS USD0.001 COM 68572N104 30330 1,500 1,500 2 1,500 OrchidsPaperPrdcts CS USD0.001 COM 68572N104 93012 4,600 4,600 3 4,600 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 26007449.32 290,846 290,846 1 290,846 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 35768 400 400 2 400 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 700516.28 7,834 7,834 3 7,834 O'Reilly Auto. Com Stk USD0.01 COM 67103H107 1199122.2 13,410 13,410 4 13,410 Oriental Fin Grp CommonStkUSD1 COM 68618W100 292365 21,900 21,900 2 21,900 Oriental Fin Grp CommonStkUSD1 COM 68618W100 3055080.75 228,845 228,845 3 228,845 Orrstown Fin Svcs Com Stk NPV COM 687380105 2892 300 300 3 300 Orthofix Intl NV ComStkUSD0.10 COM N6748L102 165186 4,200 4,200 2 4,200 Orthofix Intl NV ComStkUSD0.10 COM N6748L102 1349019 34,300 34,300 3 34,300 Owens & Minor Inc Com Stk USD2 COM 690732102 205272 7,200 7,200 2 7,200 Owens & Minor Inc Com Stk USD2 COM 690732102 54169 1,900 1,900 3 1,900 OwensCorning Inc ComStkUSD0.01 COM 690742101 7103966.49 192,051 192,051 3 192,051 Pack.Cp of Amer.ComStk USD0.01 COM 695156109 24313040 632,000 632,000 1 632,000 PanAmerican Silver Corp ComNPV COM 697900108 1168159.084 62,400 62,400 2 62,400 PanAmerican Silver Corp ComNPV COM 697900108 8478513.609 452,900 452,900 3 452,900 PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 15883 100 100 3 100 Papa Johns Int'l Com Stk NPV COM 698813102 247185 4,500 4,500 2 4,500 Papa Johns Int'l Com Stk NPV COM 698813102 1675365 30,500 30,500 3 30,500 ParametricTech Cp CmStkUSD0.01 COM 699173209 71276857.03 3,166,453 3,166,453 1 3,166,453 Parexel Intl Cp Com StkUSD0.01 COM 699462107 58274013.38 1,969,382 1,969,382 1 1,969,382 Parexel Intl Cp Com StkUSD0.01 COM 699462107 11836 400 400 2 400 Park National Corp Com Stk NPV COM 700658107 232668 3,600 3,600 2 3,600 Park National Corp Com Stk NPV COM 700658107 252057 3,900 3,900 3 3,900 ParkerDrilling CmStk USD0.1666 COM 701081101 103960 22,600 22,600 2 22,600 ParkerDrilling CmStk USD0.1666 COM 701081101 2035040 442,400 442,400 3 442,400 Parker-Hannifin Com Stk USD0.5 COM 701094104 5775574 67,900 67,900 2 67,900 Parker-Hannifin Com Stk USD0.5 COM 701094104 61498380 723,000 723,000 3 723,000 Parker-Hannifin Com Stk USD0.5 COM 701094104 765540 9,000 9,000 7 9,000 Partnerre Holdings ComStk USD1 COM G6852T105 32849176.35 408,115 408,115 1 408,115 Partnerre Holdings ComStk USD1 COM G6852T105 193176 2,400 2,400 2 2,400 Partnerre Holdings ComStk USD1 COM G6852T105 3791079 47,100 47,100 3 47,100 Patterson-UTI En.ComStkUSD0.01 COM 703481101 924048 49,600 49,600 2 49,600 Patterson-UTI En.ComStkUSD0.01 COM 703481101 21429958.59 1,150,293 1,150,293 3 1,150,293 Paychex Inc Com Stock USD0.01 COM 704326107 2727470 87,700 87,700 2 87,700 Paychex Inc Com Stock USD0.01 COM 704326107 14299780 459,800 459,800 3 459,800 PC ConnectionInc CmStk USD0.01 COM 69318J100 42550 3,700 3,700 2 3,700 PC ConnectionInc CmStk USD0.01 COM 69318J100 12650 1,100 1,100 3 1,100 PC Mall Inc Com Stock USD0.001 COM 69323K100 20493 3,300 3,300 3 3,300 PDC Energy Inc Com Stk USD0.01 COM 69327R101 8319105 250,500 250,500 1 250,500 PDL Biopharma Com Stk USD0.01 COM 69329Y104 1458688 207,200 207,200 2 207,200 PDL Biopharma Com Stk USD0.01 COM 69329Y104 17417438.72 2,474,068 2,474,068 3 2,474,068 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 367218 13,800 13,800 2 13,800 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 505563.39 18,999 18,999 3 18,999 PeabodyEnergyCorpComStkUSD0.01 COM 704549104 19957.5 750 750 7 750 Pebblebrook Hotel REIT USD0.01 COM 70509V100 270270 11,700 11,700 3 11,700 Pengrowth Energy Corp Com NPV COM 70706P104 329602.2898 66,300 66,300 3 66,300 Penns Woods Bancorp CS USD8.33 COM 708430103 86043 2,300 2,300 3 2,300 PennWest Petroleum Ltd Com NPV COM 707887105 559979.5119 51,627 51,627 3 51,627 PennymacMortgInvTstREITUSD0.01 COM 70931T103 18983230.38 750,622 750,622 1 750,622 PennymacMortgInvTstREITUSD0.01 COM 70931T103 141624 5,600 5,600 3 5,600 Pentair Inc ComStk USD0.166666 COM H6169Q108 5848.85 119 119 3 119 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 24419656.08 356,856 356,856 1 356,856 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 7206568.59 105,313 105,313 2 105,313 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 68328723.6 998,520 998,520 3 998,520 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 1166047.2 17,040 17,040 4 17,040 Pepsico Inc CapStk USD0.01 2/3 COM 713448108 1715882.25 25,075 25,075 7 25,075 PetMed Express ComStk USD0.001 COM 716382106 357420 32,200 32,200 2 32,200 PetMed Express ComStk USD0.001 COM 716382106 4081203.6 367,676 367,676 3 367,676 PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 23288497.23 1,206,033 1,206,033 2 1,206,033 PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 151539936.6 7,847,744 7,847,744 3 7,847,744 PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 270340 14,000 14,000 7 14,000 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 8951079.39 459,737 459,737 2 459,737 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 54642379.77 2,806,491 2,806,491 3 2,806,491 PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 482369.25 24,775 24,775 7 24,775 PetroQuestEnergyComStkUSD0.001 COM 716748108 10339065 2,088,700 2,088,700 1 2,088,700 Petsmart Inc Com Stk USD0.0001 COM 716768106 1770006 25,900 25,900 2 25,900 Petsmart Inc Com Stk USD0.0001 COM 716768106 13750008 201,200 201,200 3 201,200 Pfizer Inc Com.Stk. USD0.05 COM 717081103 55159211.79 2,199,392 2,199,392 1 2,199,392 Pfizer Inc Com.Stk. USD0.05 COM 717081103 21829574.46 870,422 870,422 2 870,422 Pfizer Inc Com.Stk. USD0.05 COM 717081103 426656650.6 17,012,303 17,012,303 3 17,012,303 Pfizer Inc Com.Stk. USD0.05 COM 717081103 4002530.884 159,595 159,595 4 159,595 Pfizer Inc Com.Stk. USD0.05 COM 717081103 3009516 120,000 120,000 5 120,000 Pfizer Inc Com.Stk. USD0.05 COM 717081103 2966028.494 118,266 118,266 7 118,266 PharMerica Corp ComStk USD0.01 COM 71714F104 17088 1,200 1,200 2 1,200 PharMerica Corp ComStk USD0.01 COM 71714F104 633680 44,500 44,500 3 44,500 Philip Morris Intl Com Stk NPV COM 718172109 49744388.16 594,744 594,744 1 594,744 Philip Morris Intl Com Stk NPV COM 718172109 13792821.48 164,907 164,907 2 164,907 Philip Morris Intl Com Stk NPV COM 718172109 93475729.44 1,117,596 1,117,596 3 1,117,596 Philip Morris Intl Com Stk NPV COM 718172109 1742221.2 20,830 20,830 4 20,830 Philip Morris Intl Com Stk NPV COM 718172109 526932 6,300 6,300 7 6,300 Phillips 66 Common Stk USD0.01 COM 718546104 3784914.9 71,279 71,279 2 71,279 Phillips 66 Common Stk USD0.01 COM 718546104 38878917.3 732,183 732,183 3 732,183 PhoenixNwMediaADR(EchRep8ClsA) COM 71910C103 13610324 3,739,100 3,739,100 4 3,739,100 Photomedex Inc Com Stk USD0.01 COM 719358301 116237.6 8,000 8,000 2 8,000 Photomedex Inc Com Stk USD0.01 COM 719358301 100254.93 6,900 6,900 3 6,900 Photronics Inc Com Stk USD0.01 COM 719405102 98936 16,600 16,600 2 16,600 Photronics Inc Com Stk USD0.01 COM 719405102 3274203.48 549,363 549,363 3 549,363 Piedmont Office A REIT USD0.01 COM 720190206 13342560 739,200 739,200 3 739,200 Pier1ImportsInc ComStkUSD0.001 COM 720279108 54000 2,700 2,700 2 2,700 Pier1ImportsInc ComStkUSD0.001 COM 720279108 4536600 226,830 226,830 3 226,830 PinnacleWestCap ComStk USD2.50 COM 723484101 519996 10,200 10,200 2 10,200 PinnacleWestCap ComStk USD2.50 COM 723484101 214116 4,200 4,200 3 4,200 Pitney Bowes Common Stk USD2 COM 724479100 735224 69,100 69,100 2 69,100 Pitney Bowes Common Stk USD2 COM 724479100 14677603.36 1,379,474 1,379,474 3 1,379,474 PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 2017704 44,600 44,600 3 44,600 Plantronics Inc ComStk USD0.01 COM 727493108 199098 5,400 5,400 2 5,400 Plantronics Inc ComStk USD0.01 COM 727493108 1036047 28,100 28,100 3 28,100 Platinum Under. ComStk USD0.01 COM G7127P100 202400 4,400 4,400 3 4,400 PlumCreekTimberCoComStkUSD0.01 COM 729251108 12353495.4 278,420 278,420 2 278,420 PlumCreekTimberCoComStkUSD0.01 COM 729251108 10434049.2 235,160 235,160 3 235,160 PLX Technology Inc CS USD0.001 COM 693417107 4501566.63 1,240,101 1,240,101 1 1,240,101 PMC-Sierra Inc ComStk USD0.001 COM 69344F106 9679659 1,857,900 1,857,900 1 1,857,900 PNC Financial Serv. ComStkUSD5 COM 693475105 7842695 134,500 134,500 2 134,500 PNC Financial Serv. ComStkUSD5 COM 693475105 94712933 1,624,300 1,624,300 3 1,624,300 PNC Financial Serv. ComStkUSD5 COM 693475105 1409877.49 24,179 24,179 5 24,179 PNM Resources Inc Com Stk NPV COM 69349H107 145621 7,100 7,100 3 7,100 PolarisIndustriesComStkUSD0.01 COM 731068102 437580 5,200 5,200 2 5,200 PolarisIndustriesComStkUSD0.01 COM 731068102 1312740 15,600 15,600 3 15,600 Polycom Inc. Com Stk NPV COM 73172K104 6146567.96 587,626 587,626 3 587,626 Popular Inc Common Stk USD0.01 COM 733174700 320166 15,400 15,400 2 15,400 Popular Inc Common Stk USD0.01 COM 733174700 2629935 126,500 126,500 3 126,500 PortfolioRecoveryComStkUSD0.01 COM 73640Q105 1720446 16,100 16,100 2 16,100 PortfolioRecoveryComStkUSD0.01 COM 73640Q105 12705654 118,900 118,900 3 118,900 PortlandGen.ElectricComStk NPV COM 736508847 12451536 455,100 455,100 1 455,100 PortlandGen.ElectricComStk NPV COM 736508847 1471968 53,800 53,800 2 53,800 PortlandGen.ElectricComStk NPV COM 736508847 19929735.36 728,426 728,426 3 728,426 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 123225 1,500 1,500 3 1,500 POSCO ADR(Rep 1/4 Ord KRW5000) COM 693483109 263701.5 3,210 3,210 4 3,210 PotashCorpSaskatchewan Com NPV COM 73755L107 829358.2404 20,400 20,400 2 20,400 PotashCorpSaskatchewan Com NPV COM 73755L107 13383565.33 329,200 329,200 3 329,200 Power-One Inc Com Stk USD0.001 COM 73930R102 298666.14 72,700 72,700 2 72,700 Power-One Inc Com Stk USD0.001 COM 73930R102 5111664.824 1,244,259 1,244,259 3 1,244,259 PowerShares KBW Bank Portfolio COM 73937B746 4702960.48 179,024 179,024 2 179,024 PowerShares KBW Bank Portfolio COM 73937B746 526056.75 20,025 20,025 3 20,025 POWERSHARES S&P 500 LOW VOLA COM 73937B779 179006.56 6,467 6,467 7 6,467 Pozen Inc CommonStock USD0.001 COM 73941U102 356211 71,100 71,100 2 71,100 Pozen Inc CommonStock USD0.001 COM 73941U102 3081976.65 615,165 615,165 3 615,165 PPG Inds.Common Stk USD1.666 COM 693506107 676750 5,000 5,000 3 5,000 PPG Inds.Common Stk USD1.666 COM 693506107 20302.5 150 150 7 150 PPL Corp Common Stock USD0.01 COM 69351T106 498162 17,400 17,400 2 17,400 PPL Corp Common Stock USD0.01 COM 69351T106 853174 29,800 29,800 3 29,800 Praxair Inc Comm Stk USD0.01 COM 74005P104 1408949.85 12,873 12,873 2 12,873 Praxair Inc Comm Stk USD0.01 COM 74005P104 4107877.4 37,532 37,532 3 37,532 Precision Castparts ComStk NPV COM 740189105 31798882.5 167,875 167,875 1 167,875 Precision Castparts ComStk NPV COM 740189105 94710 500 500 2 500 Precision Castparts ComStk NPV COM 740189105 13914035.52 73,456 73,456 3 73,456 Precision Castparts ComStk NPV COM 740189105 2401845.6 12,680 12,680 4 12,680 Precision Castparts ComStk NPV COM 740189105 1572186 8,300 8,300 5 8,300 Precision Castparts ComStk NPV COM 740189105 229008.78 1,209 1,209 7 1,209 PrecisionDrilling Corp Com NPV COM 74022D308 1734133.534 210,058 210,058 3 210,058 PreformedLineProductsCmStkUSD2 COM 740444104 95072 1,600 1,600 3 1,600 Pretium Resource ComStkUSD0.01 COM 74139C102 16393610 1,241,000 1,241,000 1 1,241,000 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 2155376.01 33,100 33,100 2 33,100 Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 19308001.56 296,512 296,512 3 296,512 Priceline.comIncComStkUSD0.008 COM 741503403 1054663 1,700 1,700 2 1,700 Priceline.comIncComStkUSD0.008 COM 741503403 1649617.01 2,659 2,659 3 2,659 Primerica Inc Com Stk USD0.01 COM 74164M108 11169722 372,200 372,200 1 372,200 Primerica Inc Com Stk USD0.01 COM 74164M108 2034678 67,800 67,800 2 67,800 Primerica Inc Com Stk USD0.01 COM 74164M108 18657397.06 621,706 621,706 3 621,706 PrimorisServicesCmStkUSD0.0001 COM 74164F103 10234379.75 680,500 680,500 1 680,500 PrimorisServicesCmStkUSD0.0001 COM 74164F103 18047.4 1,200 1,200 2 1,200 PrimorisServicesCmStkUSD0.0001 COM 74164F103 2522455.019 167,722 167,722 3 167,722 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 2783552 97,600 97,600 2 97,600 PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 36354329.92 1,274,696 1,274,696 3 1,274,696 PrivateBancorp Inc Com Stk NPV COM 742962103 22980 1,500 1,500 3 1,500 ProAssurance CommonStk USD0.01 COM 74267C106 1164444 27,600 27,600 2 27,600 ProAssurance CommonStk USD0.01 COM 74267C106 10226813.81 242,399 242,399 3 242,399 Procter And Gamble ComStk NPV COM 742718109 8273890.08 121,872 121,872 2 121,872 Procter And Gamble ComStk NPV COM 742718109 51713646.03 761,727 761,727 3 761,727 Procter And Gamble ComStk NPV COM 742718109 2046883.5 30,150 30,150 4 30,150 Procter And Gamble ComStk NPV COM 742718109 4907768.1 72,290 72,290 7 72,290 ProLogis Inc REIT USD0.01 COM 74340W103 23357249 640,100 640,100 3 640,100 Protective LifeCpComStkUSD0.50 COM 743674103 2657940 93,000 93,000 2 93,000 Protective LifeCpComStkUSD0.50 COM 743674103 30428440.08 1,064,676 1,064,676 3 1,064,676 Prudential ADR (EachRep2Ord5p) COM 74435K204 23982 840 840 3 840 PrudentialFinanclComStkUSD0.01 COM 744320102 2890486 54,200 54,200 2 54,200 PrudentialFinanclComStkUSD0.01 COM 744320102 67930047.44 1,273,768 1,273,768 3 1,273,768 PrudentialFinanclComStkUSD0.01 COM 744320102 663958.5 12,450 12,450 4 12,450 PrudentialFinanclComStkUSD0.01 COM 744320102 202707.33 3,801 3,801 7 3,801 PS Business Cls'A'REIT USD0.01 COM 69360J107 155952 2,400 2,400 3 2,400 Public Service Ent Com NPV COM 744573106 1089360 35,600 35,600 2 35,600 Public Service Ent Com NPV COM 744573106 3947430.6 129,001 129,001 3 129,001 Public Service Ent Com NPV COM 744573106 61200 2,000 2,000 7 2,000 Public Storage Com Stk USD0.10 COM 74460D109 57984 400 400 2 400 Public Storage Com Stk USD0.10 COM 74460D109 23135616 159,600 159,600 3 159,600 PumaBiotechnologyCmStUSD0.0001 COM 74587V107 1933125 103,100 103,100 1 103,100 QAD Inc Cls B ComStk USD0.001 COM 74727D207 1815.75 135 135 3 135 QEP Resources Inc CS USD0.01 COM 74733V100 3019916.82 99,766 99,766 3 99,766 Qiagen NV EUR0.01(U.S.Listing) COM N72482107 805905.5694 44,403 44,403 3 44,403 QLogic Corp Com Stock USD0.001 COM 747277101 1112139 114,300 114,300 2 114,300 QLogic Corp Com Stock USD0.001 COM 747277101 13583157.84 1,396,008 1,396,008 3 1,396,008 Quaker Chemical Com Stock USD1 COM 747316107 8563740 159,000 159,000 1 159,000 Qualcomm Inc Com Stk USD0.0001 COM 747525103 5646234.99 91,275 91,275 2 91,275 Qualcomm Inc Com Stk USD0.0001 COM 747525103 34879226.16 563,845 563,845 3 563,845 Quality Systems ComStk USD0.01 COM 747582104 2650872 152,700 152,700 2 152,700 Quality Systems ComStk USD0.01 COM 747582104 27401024 1,578,400 1,578,400 3 1,578,400 QuantaServicesComStkUSD0.00001 COM 74762E102 22271369 816,100 816,100 1 816,100 QuantaServicesComStkUSD0.00001 COM 74762E102 7073022.2 259,180 259,180 3 259,180 Questar Corp Common Stock NPV COM 748356102 30303936 1,533,600 1,533,600 1 1,533,600 Questcor Pharmaceut.ComStk NPV COM 74835Y101 2543744 95,200 95,200 2 95,200 Questcor Pharmaceut.ComStk NPV COM 74835Y101 30351248 1,135,900 1,135,900 3 1,135,900 QuestDiagnostics ComStkUSD0.01 COM 74834L100 10354579 177,700 177,700 2 177,700 QuestDiagnostics ComStkUSD0.01 COM 74834L100 114780712.2 1,969,808 1,969,808 3 1,969,808 QuimicaMin.ChileADR(Rp10SrBNPV COM 833635105 11196339.44 194,246 194,246 3 194,246 RAIT FinancialTst REIT USD0.01 COM 749227609 426575 75,500 75,500 3 75,500 RalphLaurenCorp A ComStkUSD.01 COM 751212101 44976 300 300 2 300 RalphLaurenCorp A ComStkUSD.01 COM 751212101 2745784.8 18,315 18,315 3 18,315 RandgoldResources ADR(Rep1Ord) COM 752344309 6641072.937 66,938 66,938 3 66,938 Raven Industries ComStock USD1 COM 754212108 179248 6,800 6,800 3 6,800 Raymond James FinComStkUSD0.01 COM 754730109 16070863 417,100 417,100 1 417,100 Rayonier Inc Common Stock NPV COM 754907103 15549 300 300 3 300 Raytheon Company ComStkUSD0.01 COM 755111507 10337776 179,600 179,600 2 179,600 Raytheon Company ComStkUSD0.01 COM 755111507 88468223.44 1,536,974 1,536,974 3 1,536,974 Realty Income Corp REIT USD1 COM 756109104 12521394 311,400 311,400 3 311,400 Red Robin Gourm.ComStkUSD0.001 COM 75689M101 8180222 231,800 231,800 1 231,800 Redwood Trust Inc REIT USD0.01 COM 758075402 17343209.37 1,026,833 1,026,833 1 1,026,833 Regal-Beloit CommonStk USD0.01 COM 758750103 20238984 287,200 287,200 1 287,200 Regency Centers REIT USD0.01 COM 758849103 14602488 309,900 309,900 3 309,900 Regeneron Pharm. CmStkUSD0.001 COM 75886F107 373274.74 2,182 2,182 3 2,182 RegionsFinancial ComStkUSD0.01 COM 7591EP100 3634161 509,700 509,700 3 509,700 ReinsuranceGroup ComStkUSD0.01 COM 759351604 50237671.92 938,671 938,671 1 938,671 ReinsuranceGroup ComStkUSD0.01 COM 759351604 3243847.2 60,610 60,610 3 60,610 Reliance Steel&Alum.ComStk NPV COM 759509102 28764720 463,200 463,200 1 463,200 Reliance Steel&Alum.ComStk NPV COM 759509102 2428110 39,100 39,100 3 39,100 Renaissance Hldgs Com Stk NPV COM G7496G103 3396668 41,800 41,800 2 41,800 Renaissance Hldgs Com Stk NPV COM G7496G103 15287606.32 188,132 188,132 3 188,132 Renasant Corp CommonStock USD5 COM 05564E106 112926 5,900 5,900 2 5,900 Renasant Corp CommonStock USD5 COM 05564E106 286028.16 14,944 14,944 3 14,944 Rent-A-Center Com Stk USD0.01 COM 76009N100 48148668 1,401,300 1,401,300 1 1,401,300 Rent-A-Center Com Stk USD0.01 COM 76009N100 481040 14,000 14,000 2 14,000 Rent-A-Center Com Stk USD0.01 COM 76009N100 10520963.28 306,198 306,198 3 306,198 Republic Services CmStkUSD0.01 COM 760759100 27212374 927,800 927,800 1 927,800 RepublicBancorpInc A ComStkNPV COM 760281204 240882 11,400 11,400 2 11,400 RepublicBancorpInc A ComStkNPV COM 760281204 1223236.83 57,891 57,891 3 57,891 Research in Mot. ComNPV(CanLst COM 760975102 955187.3054 80,600 80,600 2 80,600 Research in Mot. ComNPV(CanLst COM 760975102 12352337.65 1,042,307 1,042,307 3 1,042,307 ResMed Inc Com Stk USD0.004 COM 761152107 540410 13,000 13,000 2 13,000 ResMed Inc Com Stk USD0.004 COM 761152107 835557 20,100 20,100 3 20,100 ResoluteForestProdCmStUSD0.001 COM 76117W109 182712 13,800 13,800 3 13,800 Resource Capital REIT USD0.001 COM 76120W302 94080 16,800 16,800 2 16,800 Resource Capital REIT USD0.001 COM 76120W302 67760 12,100 12,100 3 12,100 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 12076845 291,500 291,500 2 291,500 ReynoldsAmeri.ComStk USD0.0001 COM 761713106 100367158 2,422,572 2,422,572 3 2,422,572 RG Barry Corp CommonStock USD1 COM 68798107 174291 12,300 12,300 2 12,300 RG Barry Corp CommonStock USD1 COM 68798107 1809509 127,700 127,700 3 127,700 RLI Corp Common Stock USD1 COM 749607107 3304126 51,100 51,100 3 51,100 RoadrunnerTransport CS USD0.01 COM 76973Q105 12734280 702,000 702,000 1 702,000 Robert Half Intl Com Stk USD1 COM 770323103 28638 900 900 2 900 Robert Half Intl Com Stk USD1 COM 770323103 677766 21,300 21,300 3 21,300 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 33306452.29 476,419 476,419 1 476,419 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 170650.31 2,441 2,441 3 2,441 Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 976642.7 13,970 13,970 4 13,970 Rockwell Automation ComStkUSD1 COM 773903109 176379 2,100 2,100 2 2,100 Rockwell Automation ComStkUSD1 COM 773903109 9306092 110,800 110,800 3 110,800 Rockwell Collins ComStkUSD0.01 COM 774341101 3583272 61,600 61,600 2 61,600 Rockwell Collins ComStkUSD0.01 COM 774341101 30036777.54 516,362 516,362 3 516,362 RockwoodHldgsInc ComStkUSD0.01 COM 774415103 29676 600 600 2 600 RogersCommun.Inc ComStkClss'B' COM 775109200 1669064.979 36,800 36,800 2 36,800 RogersCommun.Inc ComStkClss'B' COM 775109200 16263677.57 358,586 358,586 3 358,586 Rollins Inc Common Stock USD1 COM 775711104 13832304 627,600 627,600 1 627,600 Roper Indust. Comm Stk USD0.01 COM 776696106 200664 1,800 1,800 3 1,800 Ross Stores Inc.ComStk USD0.01 COM 778296103 60109946.55 1,111,295 1,111,295 1 1,111,295 Ross Stores Inc.ComStk USD0.01 COM 778296103 3134623.68 57,952 57,952 2 57,952 Ross Stores Inc.ComStk USD0.01 COM 778296103 28716381 530,900 530,900 3 530,900 Roy.DutchShellADR(2'A'EUR0.07) COM 780259206 2493232 36,160 36,160 7 36,160 Royal Bk of Canada Common NPV COM 780087102 96221.75354 1,600 1,600 2 1,600 Royal Bk of Canada Common NPV COM 780087102 11203820.43 186,300 186,300 3 186,300 Royal Bk of Canada Common NPV COM 780087102 356501.5969 5,928 5,928 7 5,928 Royal Gold Inc Com Stk USD0.01 COM 780287108 24326640 299,000 299,000 1 299,000 Royal Gold Inc Com Stk USD0.01 COM 780287108 3763469.52 46,257 46,257 3 46,257 RoyalCari.CruisesComStkUSD0.01 COM V7780T103 733210 21,565 21,565 3 21,565 RPC Inc Common Stock USD0.10 COM 749660106 1743588 142,450 142,450 2 142,450 RPC Inc Common Stock USD0.10 COM 749660106 16529508 1,350,450 1,350,450 3 1,350,450 RPX Corp Common Stk USD0.0001 COM 74972G103 110288 12,200 12,200 2 12,200 RPX Corp Common Stk USD0.0001 COM 74972G103 2436280 269,500 269,500 3 269,500 RudolphTechnol.ComStkUSD0.001 COM 781270103 1344 100 100 2 100 Rue21 Inc Common Stk USD0.001 COM 781295100 8517 300 300 2 300 Rue21 Inc Common Stk USD0.001 COM 781295100 1039074 36,600 36,600 3 36,600 Ryder System Common COM 783549108 26123076.42 523,194 523,194 1 523,194 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 15456 4,600 4,600 2 4,600 Safe Bulkers IncCmStk USD0.001 COM Y7388L103 117072.48 34,843 34,843 3 34,843 Safeway Inc.CommonStockUSD0.01 COM 786514208 452250 25,000 25,000 2 25,000 Safeway Inc.CommonStockUSD0.01 COM 786514208 4043115 223,500 223,500 3 223,500 Safeway Inc.CommonStockUSD0.01 COM 786514208 217080 12,000 12,000 7 12,000 SalixPharmaceut.ComStkUSD0.001 COM 795435106 30337586.32 749,600 749,600 1 749,600 Sally Beauty Co.ComStk USD0.01 COM 79546E104 9472783 401,900 401,900 1 401,900 Sandisk Corp. Com Stk USD0.001 COM 80004C101 4921720.5 113,143 113,143 1 113,143 Sandisk Corp. Com Stk USD0.001 COM 80004C101 883050 20,300 20,300 4 20,300 Sanofi ADR (Repr 1/2 Ord EUR2) COM 80105N105 20562.92 434 434 3 434 Sapient Corp Com Stk USD0.01 COM 803062108 18371232 1,739,700 1,739,700 1 1,739,700 Sapient Corp Com Stk USD0.01 COM 803062108 9504 900 900 2 900 SBACommunicationsComStkUSD0.01 COM 78388J106 41793804.78 588,811 588,811 1 588,811 SBACommunicationsComStkUSD0.01 COM 78388J106 1024241.4 14,430 14,430 4 14,430 ScanSource Inc CommonStock NPV COM 806037107 11100438 349,400 349,400 1 349,400 Schlumberger Com Stk USD0.01 COM 806857108 36139774.29 521,508 521,508 1 521,508 Schlumberger Com Stk USD0.01 COM 806857108 6312894.564 91,097 91,097 2 91,097 Schlumberger Com Stk USD0.01 COM 806857108 152671260.6 2,203,093 2,203,093 3 2,203,093 Schlumberger Com Stk USD0.01 COM 806857108 2840549.614 40,990 40,990 4 40,990 Schlumberger Com Stk USD0.01 COM 806857108 1857202.48 26,800 26,800 5 26,800 Schlumberger Com Stk USD0.01 COM 806857108 5146114.036 74,260 74,260 7 74,260 Schnitzer Steel 'A'ComStk USD1 COM 806882106 124353 4,100 4,100 2 4,100 Schnitzer Steel 'A'ComStk USD1 COM 806882106 749151 24,700 24,700 3 24,700 ScholasticCorp CommStk USD0.01 COM 807066105 520256 17,600 17,600 2 17,600 ScholasticCorp CommStk USD0.01 COM 807066105 7573272 256,200 256,200 3 256,200 Schulman (A) Inc Comm Stk USD1 COM 808194104 112850.79 3,900 3,900 2 3,900 Schulman (A) Inc Comm Stk USD1 COM 808194104 95489.13 3,300 3,300 3 3,300 Schweitzer-Maud. ComStkUSD0.10 COM 808541106 1026489 26,300 26,300 2 26,300 Schweitzer-Maud. ComStkUSD0.10 COM 808541106 11794866 302,200 302,200 3 302,200 Sciclone Pharm ComStk USD0.001 COM 80862K104 511154.14 118,600 118,600 2 118,600 Sciclone Pharm ComStk USD0.001 COM 80862K104 8495657.64 1,971,196 1,971,196 3 1,971,196 ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 758752 13,100 13,100 2 13,100 ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 6741888 116,400 116,400 3 116,400 Seaboard Corp CommonStock USD1 COM 811543107 3830238.32 1,514 1,514 3 1,514 SeaCubeContainerLeasingUSD0.01 COM G79978105 231855 12,300 12,300 2 12,300 SeaCubeContainerLeasingUSD0.01 COM G79978105 2121963.35 112,571 112,571 3 112,571 SeaDrill Limited USD2 COM G7945E105 675407.8793 18,489 18,489 2 18,489 SeaDrill Limited USD2 COM G7945E105 2301588.698 63,005 63,005 3 63,005 Seagate Techn.ComStkUSD0.00001 COM G7945M107 4407858 144,900 144,900 2 144,900 Seagate Techn.ComStkUSD0.00001 COM G7945M107 67570242.48 2,221,244 2,221,244 3 2,221,244 Seaspan Corp Com Stock USD0.01 COM Y75638109 288540 18,000 18,000 3 18,000 Seaspan Corp Com Stock USD0.01 COM Y75638109 13336.96 832 832 7 832 SEI Investments ComStk USD0.01 COM 784117103 49014 2,100 2,100 3 2,100 SelectComfortCorp CmStkUSD0.01 COM 81616X103 10468 400 400 2 400 SelectComfortCorp CmStkUSD0.01 COM 81616X103 225062 8,600 8,600 3 8,600 SelectMedicalHldComStkUSD0.001 COM 81619Q105 1006181 106,700 106,700 2 106,700 SelectMedicalHldComStkUSD0.001 COM 81619Q105 9920360 1,052,000 1,052,000 3 1,052,000 Shaw Communications Cls'B'NPV COM 82028K200 331119.2126 14,435 14,435 3 14,435 Sherwin Williams Com USD1.00 COM 824348106 2215777.1 14,405 14,405 7 14,405 ShinhanFinSpADR(Rp1OrdKRW5000) COM 824596100 95264 2,600 2,600 3 2,600 ShinhanFinSpADR(Rp1OrdKRW5000) COM 824596100 160849.6 4,390 4,390 4 4,390 ShipFinanceIntlCommonStockUSD1 COM G81075106 23282 1,400 1,400 3 1,400 Shire PLC ADR (Each Rep 3 Ord) COM 82481R106 21477.94 233 233 3 233 Sigma-Aldrich Com.USD1 COM 826552101 566566 7,700 7,700 2 7,700 Sigma-Aldrich Com.USD1 COM 826552101 492986 6,700 6,700 3 6,700 Signet Jewelers Ltd OrdUSD0.18 COM G81276100 16472185.34 308,153 308,153 3 308,153 SilganHldgsIncCommonStkUSD0.01 COM 827048109 23280469.9 560,435 560,435 1 560,435 SiliconMotionTech.ADR(Rep4Ord) COM 82706C108 162108 11,400 11,400 2 11,400 SiliconMotionTech.ADR(Rep4Ord) COM 82706C108 69678 4,900 4,900 3 4,900 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 2886270 540,500 540,500 2 540,500 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 10860492 2,033,800 2,033,800 3 2,033,800 SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 289823.16 54,274 54,274 4 54,274 Silver Wheaton Com NPV(USList) COM 828336107 7803165.92 216,274 216,274 3 216,274 Silvercorp Metals Inc Com NPV COM 82835P103 58391.08165 11,400 11,400 2 11,400 Silvercorp Metals Inc Com NPV COM 82835P103 26122.326 5,100 5,100 3 5,100 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 10455928 412,300 412,300 1 412,300 SimmonsFirst 'A'ComStk USD0.10 COM 828730200 30432 1,200 1,200 3 1,200 Simon Prop Grp ComStkUSD0.0001 COM 828806109 1195634.67 7,563 7,563 2 7,563 Simon Prop Grp ComStkUSD0.0001 COM 828806109 39586210.27 250,403 250,403 3 250,403 SINA Corp CommonStock USD0.133 COM G81477104 58918104 1,173,200 1,173,200 4 1,173,200 SINA Corp CommonStock USD0.133 COM G81477104 1968774.66 39,203 39,203 6 39,203 Sirona Dental Com.StockUSD0.01 COM 82966C103 46823744 726,400 726,400 1 726,400 SIX FLAGS CORP ComStkUSD0.01 COM 83001A102 25055280 409,400 409,400 1 409,400 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 104478 6,600 6,600 2 6,600 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 11057286.66 698,502 698,502 3 698,502 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 647288.7 40,890 40,890 4 40,890 SK TelecomADR(Rp1/9KRW500)(US) COM 78440P108 227382.12 14,364 14,364 7 14,364 Skullcandy Inc ComStkUSD0.0001 COM 83083J104 976866 125,400 125,400 3 125,400 SLM Corp Common Stock USD0.20 COM 78442P106 13041856.98 761,346 761,346 1 761,346 SLM Corp Common Stock USD0.20 COM 78442P106 47964 2,800 2,800 3 2,800 SLM Corp Common Stock USD0.20 COM 78442P106 649227 37,900 37,900 4 37,900 SM Energy Co Com Stock USD0.01 COM 78454L100 13450496.83 257,623 257,623 1 257,623 Smith And WessonHldgCSUSD0.001 COM 831756101 91152 10,800 10,800 2 10,800 Smith And WessonHldgCSUSD0.001 COM 831756101 914052 108,300 108,300 3 108,300 SNAP-ON INCORPORATED COMMON ST COM 833034101 25245204 319,600 319,600 1 319,600 Sohu.comInc CommonStk USD0.001 COM 83408W103 1448604 30,600 30,600 2 30,600 Sohu.comInc CommonStk USD0.001 COM 83408W103 19567089.54 413,331 413,331 3 413,331 Sohu.comInc CommonStk USD0.001 COM 83408W103 28679992.2 605,830 605,830 4 605,830 Sonoco Products Common Stk NPV COM 835495102 356760 12,000 12,000 3 12,000 SouFun Hldgs ADR (EachRep1Ord) COM 836034108 1255000 50,200 50,200 2 50,200 SouFun Hldgs ADR (EachRep1Ord) COM 836034108 292500 11,700 11,700 3 11,700 Southern.Co Com.USD5 COM 842587107 2744463.48 64,108 64,108 2 64,108 Southern.Co Com.USD5 COM 842587107 8879393.34 207,414 207,414 3 207,414 Southern.Co Com.USD5 COM 842587107 2024955.81 47,301 47,301 7 47,301 SouthernCopperCorpCmStkUSD0.01 COM 84265V105 4592910.18 121,313 121,313 2 121,313 SouthernCopperCorpCmStkUSD0.01 COM 84265V105 43931116.02 1,160,357 1,160,357 3 1,160,357 SouthsideBancshares CS USD1.25 COM 84470P109 238988.88 11,348 11,348 2 11,348 SouthsideBancshares CS USD1.25 COM 84470P109 2535118.56 120,376 120,376 3 120,376 Southwest Airlines Comm.USD1 COM 844741108 594944 58,100 58,100 2 58,100 Southwest Airlines Comm.USD1 COM 844741108 56320 5,500 5,500 3 5,500 SouthwesternEnergyComStkUSD0.1 COM 845467109 31954794.04 956,444 956,444 3 956,444 Spartan Stores Inc Com Stk NPV COM 846822104 193536 12,600 12,600 2 12,600 Spartan Stores Inc Com Stk NPV COM 846822104 393216 25,600 25,600 3 25,600 SPDR BarclaysHighYieldBd ETF COM 78464A417 108423390.8 2,663,311 2,663,311 2 2,663,311 SPDR GOLD TRUST COM 78463V107 202715.8312 1,260 1,260 4 1,260 SPDR Idx S&P Intl Dividend ETF COM 78463X772 1924400 40,000 40,000 2 40,000 SPDR S&P 500 ETF Trust COM 78462F103 219320371.8 1,540,063 1,540,063 2 1,540,063 SPDR S&P 500 ETF Trust COM 78462F103 6538755.15 45,915 45,915 3 45,915 SPDR S&P 500 ETF Trust COM 78462F103 642411.51 4,511 4,511 7 4,511 SPDR S&P DIVIDEND ETF COM 78464A763 58160 1,000 1,000 7 1,000 SPDR S&P HOMEBUILDERS ETF COM 78464A888 30028208 1,128,880 1,128,880 4 1,128,880 SPDR S&P METALS & MINING ETF COM 78464A755 9424543.03 208,831 208,831 7 208,831 SPDR S&P Regional Banking ETF COM 78464A698 6024738 215,400 215,400 3 215,400 Spectra Energy ComStk USD0.001 COM 847560109 781589.48 28,546 28,546 2 28,546 Spectra Energy ComStk USD0.001 COM 847560109 2945567.78 107,581 107,581 3 107,581 Spectrum Pharm ComStk USD0.001 COM 84763A108 761766.6 68,100 68,100 2 68,100 Spectrum Pharm ComStk USD0.001 COM 84763A108 7523703.6 672,600 672,600 3 672,600 SpiritAirlinesIncComSTKUSD0.01 COM 848577102 39686178.15 2,238,300 2,238,300 1 2,238,300 SpiritAirlinesIncComSTKUSD0.01 COM 848577102 1195035.7 67,400 67,400 2 67,400 SpiritAirlinesIncComSTKUSD0.01 COM 848577102 16339560.01 921,551 921,551 3 921,551 St.JudeMedicalIncComStkUSD0.10 COM 790849103 3866980 107,000 107,000 2 107,000 St.JudeMedicalIncComStkUSD0.10 COM 790849103 30779932.04 851,686 851,686 3 851,686 Stancorp Fin.Group Com Stk NPV COM 852891100 1796830 49,000 49,000 2 49,000 Stancorp Fin.Group Com Stk NPV COM 852891100 29121480.5 794,150 794,150 3 794,150 StandardMotorProductsCmStkUSD2 COM 853666105 226644 10,200 10,200 2 10,200 StandardMotorProductsCmStkUSD2 COM 853666105 1082114 48,700 48,700 3 48,700 StandardParking ComStkUSD0.001 COM 853790103 20514471 932,900 932,900 1 932,900 StanleyTech.GroupInc ComStkNPV COM 85472N109 7992316.963 200,200 200,200 1 200,200 Staples Inc Com Stk USD0.0006 COM 855030102 531240 46,600 46,600 2 46,600 Staples Inc Com Stk USD0.0006 COM 855030102 9181560 805,400 805,400 3 805,400 Starbucks Corp ComStk USD0.001 COM 855244109 799087 14,900 14,900 2 14,900 Starbucks Corp ComStk USD0.001 COM 855244109 1220404.28 22,756 22,756 3 22,756 Starwood Prop.Tst REIT USD0.01 COM 85571B105 461496 20,100 20,100 2 20,100 Starwood Prop.Tst REIT USD0.01 COM 85571B105 9764888 425,300 425,300 3 425,300 State Auto Fin Cp Com Stk NPV COM 855707105 31374 2,100 2,100 2 2,100 State Auto Fin Cp Com Stk NPV COM 855707105 5976 400 400 3 400 State Street Corp Com Stk USD1 COM 857477103 18588224.1 395,410 395,410 1 395,410 State Street Corp Com Stk USD1 COM 857477103 8225574.75 174,975 174,975 2 174,975 State Street Corp Com Stk USD1 COM 857477103 123074013.4 2,618,039 2,618,039 3 2,618,039 State Street Corp Com Stk USD1 COM 857477103 1673085.9 35,590 35,590 4 35,590 State Street Corp Com Stk USD1 COM 857477103 1861596 39,600 39,600 5 39,600 State Street Corp Com Stk USD1 COM 857477103 445936.86 9,486 9,486 7 9,486 Statoil SponADR(Rp1OrdNOK2.50) COM 85771P102 33628.72 1,343 1,343 3 1,343 Steel Dynamics Com Stk USD0.01 COM 858119100 1207443.66 87,942 87,942 3 87,942 Steelcase Inc Cls'A'ComStk NPV COM 858155203 150332 11,800 11,800 2 11,800 Steelcase Inc Cls'A'ComStk NPV COM 858155203 141414 11,100 11,100 3 11,100 SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 149787.04 3,100 3,100 2 3,100 SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 48318.4 1,000 1,000 3 1,000 StellarOne Corp ComStk USD1 COM 85856G100 12726 900 900 3 900 Stepan Co Common Stock USD1 COM 858586100 22216 400 400 2 400 Stepan Co Common Stock USD1 COM 858586100 849762 15,300 15,300 3 15,300 Steris Corp Common Stock NPV COM 859152100 2698521 77,700 77,700 2 77,700 Steris Corp Common Stock NPV COM 859152100 18045708 519,600 519,600 3 519,600 Sterling Bancorp/NY CmStk USD1 COM 859158107 25508 2,800 2,800 3 2,800 Sterling Financial ComStk USD1 COM 859319303 489060 23,400 23,400 2 23,400 Sterling Financial ComStk USD1 COM 859319303 3887400 186,000 186,000 3 186,000 Steven Madden ComStk USD0.0001 COM 556269108 338160 8,000 8,000 3 8,000 Stone Energy CommStock USD0.01 COM 861642106 447582.24 21,812 21,812 3 21,812 StrayerEducation CmStk USD0.01 COM 863236105 668423 11,900 11,900 2 11,900 StrayerEducation CmStk USD0.01 COM 863236105 6281097.91 111,823 111,823 3 111,823 Stryker Corp.Com.Stk.USD0.10 COM 863667101 6622201.18 120,799 120,799 2 120,799 Stryker Corp.Com.Stk.USD0.10 COM 863667101 46377555.54 845,997 845,997 3 845,997 Sturm Ruger And Co ComStk USD1 COM 864159108 930700 20,500 20,500 2 20,500 Sturm Ruger And Co ComStk USD1 COM 864159108 8126600 179,000 179,000 3 179,000 Sumitomo Mitsui ADR(Rep0.2Ord) COM 86562M209 28626 3,900 3,900 3 3,900 Sumitomo Mitsui ADR(Rep0.2Ord) COM 86562M209 151578.34 20,651 20,651 7 20,651 SuncorEnergy NewComNPV(CanLst) COM 867224107 206990732.8 6,300,846 6,300,846 2 6,300,846 SuncorEnergy NewComNPV(CanLst) COM 867224107 128219225 3,903,023 3,903,023 3 3,903,023 SuncorEnergy NewComNPV(CanLst) COM 867224107 2463844.531 75,000 75,000 5 75,000 SuncorEnergy NewComNPV(CanLst) COM 867224107 536132.5701 16,320 16,320 7 16,320 Sunoco Logistics Partn.Uts NPV COM 86764L108 759128.45 15,265 15,265 3 15,265 Superior Energy ComStkUSD0.001 COM 868157108 128464 6,200 6,200 3 6,200 Superior Inds. Com Stk USD0.50 COM 868168105 706166.4 34,616 34,616 3 34,616 SusquehannaBancshs ComStk USD2 COM 869099101 17583249.68 1,677,791 1,677,791 1 1,677,791 SVB Fin.Group Com Stk USD0.001 COM 78486Q101 9375030.97 167,501 167,501 1 167,501 SVB Fin.Group Com Stk USD0.001 COM 78486Q101 27985 500 500 3 500 Swift Energy Co ComStk USD0.01 COM 870738101 193914 12,600 12,600 3 12,600 SwiftTransport Co A CS USD0.01 COM 87074U101 5188368 568,900 568,900 1 568,900 SY Bancorp Inc Common Stk NPV COM 785060104 11210 500 500 2 500 Symantec Corp Com Stk USD0.01 COM 871503108 2683732 142,600 142,600 2 142,600 Symantec Corp Com Stk USD0.01 COM 871503108 20869498 1,108,900 1,108,900 3 1,108,900 Symetra Fin Corp CmStk USD0.01 COM 87151Q106 3875828 298,600 298,600 2 298,600 Symetra Fin Corp CmStk USD0.01 COM 87151Q106 43177217.16 3,326,442 3,326,442 3 3,326,442 Synaptics Inc Common Stock NPV COM 87157D109 1096902 36,600 36,600 3 36,600 Syngenta AG ADR (Repr 0.2 Ord) COM 87160A100 19634.4 243 243 3 243 SYNNEX Corp Com Stk USD0.001 COM 87162W100 831996 24,200 24,200 2 24,200 SYNNEX Corp Com Stk USD0.001 COM 87162W100 10223614.98 297,371 297,371 3 297,371 Synopsys Inc Com Stk USD0.01 COM 871607107 22278030.9 699,788 699,788 1 699,788 Syntel Inc Common Stock NPV COM 87162H103 536283 10,000 10,000 2 10,000 Syntel Inc Common Stock NPV COM 87162H103 3491202.33 65,100 65,100 3 65,100 Sysco Corp.Common USD1 COM 871829107 1092270 34,500 34,500 2 34,500 Sysco Corp.Common USD1 COM 871829107 1218910 38,500 38,500 3 38,500 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 18112380 1,055,500 1,055,500 2 1,055,500 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 60036902.64 3,498,654 3,498,654 3 3,498,654 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 1674798.84 97,599 97,599 4 97,599 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 2918487 170,075 170,075 6 170,075 TaiwanSemiManuADS Rep.5 ComShs COM 874039100 19665.36 1,146 1,146 7 1,146 TAL Intl Grp Com Stk USD0.001 COM 874083108 276488 7,600 7,600 2 7,600 TAL Intl Grp Com Stk USD0.001 COM 874083108 4115451.12 113,124 113,124 3 113,124 TANGER FACTORY OUTLET CENTER COM 875465106 7554951 220,905 220,905 1 220,905 Target Corp CommonStk USD0.167 COM 87612E106 2179763.63 36,839 36,839 2 36,839 Target Corp CommonStk USD0.167 COM 87612E106 7529086.65 127,245 127,245 3 127,245 Tata Mot.SpnADR(EchRp5OrdINR2) COM 876568502 12273032.48 427,334 427,334 2 427,334 Tata Mot.SpnADR(EchRp5OrdINR2) COM 876568502 50644733.12 1,763,396 1,763,396 3 1,763,396 Taubman Centers REIT USD0.01 COM 876664103 14508096 184,300 184,300 3 184,300 TD AmeritradeHldg CmStkUSD0.01 COM 87236Y108 483472.41 28,761 28,761 3 28,761 TE Connectivity CHF0.77 (US) COM H84989104 111360 3,000 3,000 2 3,000 TE Connectivity CHF0.77 (US) COM H84989104 2973312 80,100 80,100 3 80,100 Tech Data Corp ComStkUSD0.0015 COM 878237106 669291 14,700 14,700 2 14,700 Tech Data Corp ComStkUSD0.0015 COM 878237106 8302441.03 182,351 182,351 3 182,351 Techne Corp Common Stk USD0.01 COM 878377100 6236981.76 91,264 91,264 1 91,264 Techne Corp Common Stk USD0.01 COM 878377100 1949945.22 28,533 28,533 3 28,533 TeckResour.'B'Sub.VotingComNPV COM 878742204 3136848.448 86,400 86,400 2 86,400 TeckResour.'B'Sub.VotingComNPV COM 878742204 19484258.21 536,666 536,666 3 536,666 Teekay Corp Com Stk USD0.001 COM Y8564W103 3563742 111,020 111,020 1 111,020 TelecomArgent. ADR(Rep10'B'Sh) COM 879273209 1212061.04 106,508 106,508 3 106,508 TeledyneTechno.IncCmStkUSD0.01 COM 879360105 65.07 1 1 3 1 TELEFBrasil ADR(EchRep1PrefSh) COM 87936R106 4460724 185,400 185,400 2 185,400 TELEFBrasil ADR(EchRep1PrefSh) COM 87936R106 9655398.3 401,305 401,305 3 401,305 Telenav Inc Com Stock USD0.001 COM 879455103 201307.68 25,200 25,200 2 25,200 Telenav Inc Com Stock USD0.001 COM 879455103 2194517.329 274,713 274,713 3 274,713 Telular Corp Com Stk USD0.01 COM 87970T208 35986 3,800 3,800 2 3,800 Telular Corp Com Stk USD0.01 COM 87970T208 65343 6,900 6,900 3 6,900 Tempur-Pedic Intl CmStkUSD0.01 COM 88023U101 1171428 37,200 37,200 2 37,200 Tempur-Pedic Intl CmStkUSD0.01 COM 88023U101 7829169.76 248,624 248,624 3 248,624 Teradyne Inc Comm Stk USD0.125 COM 880770102 430695 25,500 25,500 2 25,500 Teradyne Inc Comm Stk USD0.125 COM 880770102 2373045 140,500 140,500 3 140,500 Terra Nitrogen Company LP NPV COM 881005201 4410254 20,600 20,600 2 20,600 Terra Nitrogen Company LP NPV COM 881005201 42955231.69 200,641 200,641 3 200,641 Tesco Corp Com NPV(US Listing) COM 88157K101 3030822.05 266,095 266,095 3 266,095 Tesoro Corp Com Stk USD0.1666 COM 881609101 775280 17,600 17,600 2 17,600 Tesoro Corp Com Stk USD0.1666 COM 881609101 11893500 270,000 270,000 3 270,000 Tessco Technologies CS USD0.01 COM 872386107 429516 19,400 19,400 2 19,400 Tessco Technologies CS USD0.01 COM 872386107 6338704.14 286,301 286,301 3 286,301 Teva Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 2889742.6 77,390 77,390 3 77,390 Texas Instruments Com Stk USD1 COM 882508104 2420663.96 78,364 78,364 2 78,364 Texas Instruments Com Stk USD1 COM 882508104 11040889.14 357,426 357,426 3 357,426 TextainerGrpHldgs CmStkUSD0.01 COM G8766E109 1004140.28 31,918 31,918 3 31,918 TGC Industries ComStk USD0.01 COM 872417308 27027 3,300 3,300 2 3,300 TGC Industries ComStk USD0.01 COM 872417308 181203.75 22,125 22,125 3 22,125 TheMen'sWearhouseComStkUSD0.01 COM 587118100 202540 6,500 6,500 2 6,500 TheMen'sWearhouseComStkUSD0.01 COM 587118100 1367924 43,900 43,900 3 43,900 ThermoFisherScient.ComStk USD1 COM 883556102 261498 4,100 4,100 2 4,100 ThermoFisherScient.ComStk USD1 COM 883556102 1093125.42 17,139 17,139 3 17,139 Thermon Group Com Stk USD0.001 COM 88362T103 12637077 560,900 560,900 1 560,900 ThomsonReutComNPV(Canad.List.) COM 884903105 69948.37803 2,420 2,420 7 2,420 TICC Cap Corp ComStock USD0.01 COM 87244T109 12144 1,200 1,200 3 1,200 Tiffany & Co Com Stk USD0.01 COM 886547108 51606 900 900 2 900 Tiffany & Co Com Stk USD0.01 COM 886547108 1089460 19,000 19,000 3 19,000 Tim Hortons Inc CmStk USD0.001 COM 88706M103 1406548 28,600 28,600 2 28,600 Tim Hortons Inc CmStk USD0.001 COM 88706M103 12181886 247,700 247,700 3 247,700 Tim Partic SpnADR(EachRep5Ord) COM 88706P205 392436 19,800 19,800 2 19,800 TimeWarnerCable ComStk USD0.01 COM 88732J207 1127404 11,600 11,600 2 11,600 TimeWarnerCable ComStk USD0.01 COM 88732J207 11806544.01 121,479 121,479 3 121,479 TimeWarnerInc CommonStkUSD0.01 COM 887317303 982667.35 20,545 20,545 2 20,545 TimeWarnerInc CommonStkUSD0.01 COM 887317303 2312915.31 48,357 48,357 3 48,357 Timken Co Common Stock NPV COM 887389104 3879013 81,100 81,100 2 81,100 Timken Co Common Stock NPV COM 887389104 44253655.24 925,228 925,228 3 925,228 TJX Corp Common Stk USD1 COM 872540109 3828990 90,200 90,200 2 90,200 TJX Corp Common Stk USD1 COM 872540109 31920192.6 751,948 751,948 3 751,948 TNS Inc Common Stock USD0.001 COM 872960109 14284234.53 689,061 689,061 1 689,061 Tompkins Fin Cp ComStk USD0.10 COM 890110109 99100 2,500 2,500 2 2,500 Tompkins Fin Cp ComStk USD0.10 COM 890110109 1482536 37,400 37,400 3 37,400 Torchmark Corp Common Stk USD1 COM 891027104 12586812 243,600 243,600 1 243,600 Toro Com Stk USD1 COM 891092108 30086 700 700 2 700 Toro Com Stk USD1 COM 891092108 137536 3,200 3,200 3 3,200 Toronto Dom.Bk.Common NPV COM 891160509 230645329.9 2,742,132 2,742,132 2 2,742,132 Toronto Dom.Bk.Common NPV COM 891160509 47236783.17 561,596 561,596 3 561,596 Toronto Dom.Bk.Common NPV COM 891160509 738836.9991 8,784 8,784 4 8,784 Toronto Dom.Bk.Common NPV COM 891160509 1791578.789 21,300 21,300 5 21,300 Toronto Dom.Bk.Common NPV COM 891160509 577258.4614 6,863 6,863 7 6,863 Total System Ser.ComStkUSD0.10 COM 891906109 848232 39,600 39,600 2 39,600 Total System Ser.ComStkUSD0.10 COM 891906109 9964776.78 465,209 465,209 3 465,209 TotalSpoADR(EachRep1OrdEUR2.5) COM 89151E109 18307.52 352 352 3 352 TowersWatsonAndCo A CS USD0.01 COM 891894107 34136333 607,300 607,300 1 607,300 TowersWatsonAndCo A CS USD0.01 COM 891894107 455301 8,100 8,100 2 8,100 TowersWatsonAndCo A CS USD0.01 COM 891894107 4131435 73,500 73,500 3 73,500 Tractor Supply CommStkUSD0.008 COM 892356106 5865866.96 66,386 66,386 3 66,386 TransAtlantic Petroleum ComNPV COM G89982105 26805228.23 32,950,575 32,950,575 3 32,950,575 TransCanada Corp Common NPV COM 89353D107 28333.83549 600 600 3 600 TransDigm Group CommStkUSD0.01 COM 893641100 11564827.96 84,811 84,811 1 84,811 TransDigm Group CommStkUSD0.01 COM 893641100 739071.2 5,420 5,420 4 5,420 Transglobe Energy Corp Com NPV COM 893662106 595950.5875 63,600 63,600 2 63,600 Transglobe Energy Corp Com NPV COM 893662106 5140542.332 548,600 548,600 3 548,600 Travelers Co's CommonStock NPV COM 89417E109 278733.42 3,881 3,881 2 3,881 Travelers Co's CommonStock NPV COM 89417E109 232553.16 3,238 3,238 3 3,238 Travelers Co's CommonStock NPV COM 89417E109 4237.38 59 59 7 59 Travelzoo Inc Com Stk USD0.01 COM 89421Q106 66465 3,500 3,500 2 3,500 Travelzoo Inc Com Stk USD0.01 COM 89421Q106 558306 29,400 29,400 3 29,400 TriCo Bancshares Com Stock NPV COM 896095106 11725 700 700 3 700 Trimble Navigation Com Stk NPV COM 896239100 7176349.88 120,046 120,046 3 120,046 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 543018 29,400 29,400 2 29,400 Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 3558448.67 192,661 192,661 3 192,661 TriusTherapeutics CS USD0.0001 COM 89685K100 470629.24 98,458 98,458 3 98,458 TrueReligionAppar.CSUSD0.00001 COM 89784N104 386384 15,200 15,200 2 15,200 TrueReligionAppar.CSUSD0.00001 COM 89784N104 4547638 178,900 178,900 3 178,900 TrustCo Bank Common Stock USD1 COM 898349105 673200 127,500 127,500 2 127,500 TrustCo Bank Common Stock USD1 COM 898349105 5438347.2 1,029,990 1,029,990 3 1,029,990 Trustmark Corp Common Stk NPV COM 898402102 554762 24,700 24,700 2 24,700 Trustmark Corp Common Stk NPV COM 898402102 7133296 317,600 317,600 3 317,600 TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 906009 16,900 16,900 2 16,900 TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 9976821 186,100 186,100 3 186,100 TupperwareBrandsCpCmStkUSD0.01 COM 899896104 1890950 29,500 29,500 2 29,500 TupperwareBrandsCpCmStkUSD0.01 COM 899896104 12922560 201,600 201,600 3 201,600 Tutor Perini Corp Com Stk USD1 COM 901109108 70281 5,130 5,130 3 5,130 Twin Disc Inc Common Stock NPV COM 901476101 66234 3,800 3,800 2 3,800 Twin Disc Inc Common Stock NPV COM 901476101 224847 12,900 12,900 3 12,900 Two Harbors Inv REIT USD0.0001 COM 90187B101 4737808 427,600 427,600 3 427,600 Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 14625 500 500 3 500 Tyson Foods Class'A'ComUSD0.10 COM 902494103 91180 4,700 4,700 3 4,700 U.S.Bancorp Com Stk USD0.01 COM 902973304 1355884.94 42,451 42,451 2 42,451 U.S.Bancorp Com Stk USD0.01 COM 902973304 4441608.34 139,061 139,061 3 139,061 UbiquitiNetworksComStkUSD0.001 COM 90347A100 1882914 155,100 155,100 3 155,100 UBS AG CHF0.10 (Regd) COM H89231338 37306.06872 2,393 2,393 2 2,393 UBS AG CHF0.10 (Regd) COM H89231338 103212968.3 6,620,602 6,620,602 3 6,620,602 UDR Incorporated REIT USD0.01 COM 902653104 15174018 638,100 638,100 3 638,100 UFP Tech.Inc ComStk USD0.01 COM 902673102 32256 1,800 1,800 3 1,800 UGI Corporation Comm Stock NPV COM 902681105 304203 9,300 9,300 2 9,300 UltraCleanHldgs ComStkUSD0.001 COM 90385V107 171835.27 34,997 34,997 3 34,997 UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 12695411.36 569,812 569,812 2 569,812 UltraparPart.SpnADR(EchRp1Ord) COM 90400P101 46070940.48 2,067,816 2,067,816 3 2,067,816 Umpqua Hldgs Corp ComStock NPV COM 904214103 30654 2,600 2,600 3 2,600 UnileverSpoADR(EachRep1Ord)JPM COM 904767704 19747.2 510 510 3 510 Unilife Corp Com Stock USD0.01 COM 90478E103 4202117.31 1,851,153 1,851,153 1 1,851,153 Union Fst Mkt Bnksh CS USD1.33 COM 90662P104 11039 700 700 3 700 Union Pacific Cp.ComStkUSD2.50 COM 907818108 7518056 59,800 59,800 2 59,800 Union Pacific Cp.ComStkUSD2.50 COM 907818108 59177284.04 470,707 470,707 3 470,707 Unisys Corp Common Stk USD0.01 COM 909214306 269880 15,600 15,600 2 15,600 Unisys Corp Common Stk USD0.01 COM 909214306 2822529.6 163,152 163,152 3 163,152 Unit Corporation ComStk USD0.2 COM 909218109 387430 8,600 8,600 2 8,600 Unit Corporation ComStk USD0.2 COM 909218109 3437315 76,300 76,300 3 76,300 United Online ComStk USD0.0001 COM 911268100 233103 41,700 41,700 2 41,700 United Online ComStk USD0.0001 COM 911268100 2340029.9 418,610 418,610 3 418,610 UNITED STATIONERS INC COM 913004107 24792 800 800 2 800 UNITED STATIONERS INC COM 913004107 793344 25,600 25,600 3 25,600 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 17584608 324,200 324,200 1 324,200 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 11287344 208,100 208,100 2 208,100 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 114536546.9 2,111,662 2,111,662 3 2,111,662 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 834211.2 15,380 15,380 4 15,380 UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1247520 23,000 23,000 5 23,000 Unitil Corp Common Stock NPV COM 913259107 2592 100 100 3 100 Universal Corp Com Stk NPV COM 913456109 13468113.68 269,848 269,848 1 269,848 Universal Corp Com Stk NPV COM 913456109 848470 17,000 17,000 2 17,000 Universal Corp Com Stk NPV COM 913456109 10768831.15 215,765 215,765 3 215,765 UniversalAmerFin ComStkUSD0.01 COM 91338E101 56694 6,600 6,600 2 6,600 UniversalAmerFin ComStkUSD0.01 COM 91338E101 39514 4,600 4,600 3 4,600 UniversalHlthClsBComStkUSD0.01 COM 913903100 33229311.1 687,266 687,266 1 687,266 UniversalHlthClsBComStkUSD0.01 COM 913903100 1112050 23,000 23,000 2 23,000 UniversalHlthClsBComStkUSD0.01 COM 913903100 24520509.1 507,146 507,146 3 507,146 UniversalInsuranceCmStkUSD0.01 COM 91359V107 278130 63,500 63,500 2 63,500 UniversalInsuranceCmStkUSD0.01 COM 91359V107 1415002.8 323,060 323,060 3 323,060 UniversalTecInstCmStkUSD0.0001 COM 913915104 102408 10,200 10,200 2 10,200 UniversalTecInstCmStkUSD0.0001 COM 913915104 70280 7,000 7,000 3 7,000 UnivestCp ofPennsyl ComStkUSD5 COM 915271100 75240 4,400 4,400 2 4,400 UnivestCp ofPennsyl ComStkUSD5 COM 915271100 580014.9 33,919 33,919 3 33,919 UNS Energy Corp Com Stock NPV COM 903119105 10282608 242,400 242,400 1 242,400 Unum Group CommonStock USD0.10 COM 91529Y106 5594334 268,700 268,700 1 268,700 Unum Group CommonStock USD0.10 COM 91529Y106 1430334 68,700 68,700 2 68,700 Unum Group CommonStock USD0.10 COM 91529Y106 27081219.42 1,300,731 1,300,731 3 1,300,731 URS Corp Common Stock USD0.01 COM 903236107 113854 2,900 2,900 2 2,900 URS Corp Common Stock USD0.01 COM 903236107 1856998 47,300 47,300 3 47,300 UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 39360 2,000 2,000 3 2,000 US Airways Grp Com Stk USD0.01 COM 90341W108 238950 17,700 17,700 3 17,700 US Ecology Inc Com Stk USD0.01 COM 91732J102 141240 6,000 6,000 2 6,000 US Ecology Inc Com Stk USD0.01 COM 91732J102 65912 2,800 2,800 3 2,800 US PhysicalTherapyCmStkUSD0.01 COM 90337L108 402084 14,600 14,600 2 14,600 US PhysicalTherapyCmStkUSD0.01 COM 90337L108 5959738.62 216,403 216,403 3 216,403 USA Mobility Com.Stk USD0.0001 COM 90341G103 330544 28,300 28,300 2 28,300 USA Mobility Com.Stk USD0.0001 COM 90341G103 5212632.16 446,287 446,287 3 446,287 USANAHealthScien.CmStkUSD0.001 COM 90328M107 1020830 31,000 31,000 2 31,000 USANAHealthScien.CmStkUSD0.001 COM 90328M107 12643012.48 383,936 383,936 3 383,936 UtahMedicalProdComStockUSD0.01 COM 917488108 43260 1,200 1,200 3 1,200 Utd Bankshares Com Stk USD2.50 COM 909907107 1165886 47,900 47,900 2 47,900 Utd Bankshares Com Stk USD2.50 COM 909907107 9185916 377,400 377,400 3 377,400 Utd Fire Grp Com Stk USD0.001 COM 910340108 39312 1,800 1,800 2 1,800 Utd Fire Grp Com Stk USD0.001 COM 910340108 61152 2,800 2,800 3 2,800 Utd Parcels Serv.Cls B USD0.01 COM 911312106 2187126.72 29,664 29,664 2 29,664 Utd Parcels Serv.Cls B USD0.01 COM 911312106 23300965.63 316,031 316,031 3 316,031 Utd States Steel Comm Stk USD1 COM 912909108 221805 9,300 9,300 2 9,300 Utd States Steel Comm Stk USD1 COM 912909108 2890620 121,200 121,200 3 121,200 Utd Technologies Com Stk USD1 COM 913017109 2835003.69 34,569 34,569 2 34,569 Utd Technologies Com Stk USD1 COM 913017109 12126408.65 147,865 147,865 3 147,865 Utd Therapeutics ComStkUSD0.01 COM 91307C102 4033210 75,500 75,500 2 75,500 Utd Therapeutics ComStkUSD0.01 COM 91307C102 45205125.82 846,221 846,221 3 846,221 UtdMicroelec.ADR(Rep5OrdTWD10) COM 910873405 12332.03 6,197 6,197 7 6,197 Vaalco Energy Inc CS USD0.10 COM 91851C201 1083845 125,300 125,300 2 125,300 Vaalco Energy Inc CS USD0.10 COM 91851C201 12387595.8 1,432,092 1,432,092 3 1,432,092 Valassis Comm IncComStkUSD0.01 COM 918866104 144368 5,600 5,600 2 5,600 Valassis Comm IncComStkUSD0.01 COM 918866104 2608936 101,200 101,200 3 101,200 Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 65217040 3,111,500 3,111,500 2 3,111,500 Vale Rio DoceSpnADR(Rp1OrdNPV) COM 91912E105 339124227.4 16,179,591 16,179,591 3 16,179,591 Valeant Pharm Com NPV(US List) COM 91911K102 454072.69 7,597 7,597 3 7,597 ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 1804948 52,900 52,900 2 52,900 ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 21635799.08 634,109 634,109 3 634,109 ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 39760121.68 1,959,592 1,959,592 2 1,959,592 ValeSA SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 219939684 10,839,807 10,839,807 3 10,839,807 Validus Holdings Ltd USD0.175 COM G9319H102 712348 20,600 20,600 2 20,600 Validus Holdings Ltd USD0.175 COM G9319H102 14719461.12 425,664 425,664 3 425,664 ValmontIndustriesIncComStkUSD1 COM 920253101 27310 200 200 2 200 ValmontIndustriesIncComStkUSD1 COM 920253101 942195 6,900 6,900 3 6,900 ValueClickInc Com Stk USD0.001 COM 92046N102 432843 22,300 22,300 2 22,300 ValueClickInc Com Stk USD0.001 COM 92046N102 2734441.98 140,878 140,878 3 140,878 Vanguard Index Funds Value ETF COM 922908744 2841098.4 48,318 48,318 3 48,318 Vanguard MSCI EAFE ETF COM 921943858 12464338.77 353,799 353,799 2 353,799 Vanguard MSCI Emrg Markets ETF COM 922042858 9930100.94 222,998 222,998 2 222,998 Vanguard MSCI Emrg Markets ETF COM 922042858 3202241.36 71,912 71,912 3 71,912 Vanguard Total Stock Mkt ETF COM 922908769 8314788.48 113,466 113,466 2 113,466 Vantiv Inc Cl A CS USD0.00001 COM 92210H105 65378101.4 3,201,670 3,201,670 1 3,201,670 Vantiv Inc Cl A CS USD0.00001 COM 92210H105 211142.8 10,340 10,340 3 10,340 Vantiv Inc Cl A CS USD0.00001 COM 92210H105 1045708.2 51,210 51,210 4 51,210 VarianMedicalSystemsComStkUSD1 COM 92220P105 505728 7,200 7,200 2 7,200 VarianMedicalSystemsComStkUSD1 COM 92220P105 10433800.8 148,545 148,545 3 148,545 Vector Grp Ltd Com Stk USD0.10 COM 92240M108 1561.35 105 105 2 105 Vector Grp Ltd Com Stk USD0.10 COM 92240M108 328210.64 22,072 22,072 3 22,072 Vectren Corp. Common Stock NPV COM 92240G101 352800 12,000 12,000 2 12,000 Vectren Corp. Common Stock NPV COM 92240G101 299880 10,200 10,200 3 10,200 VeecoInstruments CmStk USD0.01 COM 922417100 2435372.67 82,583 82,583 3 82,583 Ventas Inc. REIT USD0.25 COM 92276F100 64720 1,000 1,000 2 1,000 Ventas Inc. REIT USD0.25 COM 92276F100 19856096 306,800 306,800 3 306,800 Vera Bradley Inc Com Stock NPV COM 92335C106 90360 3,600 3,600 2 3,600 Vera Bradley Inc Com Stock NPV COM 92335C106 75300 3,000 3,000 3 3,000 Verastem Inc Com Stk USD0.0001 COM 92337C104 307720.32 35,008 35,008 3 35,008 Verisign Inc Com Stk USD0.001 COM 92343E102 45354803.52 1,168,336 1,168,336 1 1,168,336 VERISK ANALYTICS INC-CL A COMM COM 92345Y106 27497193.66 539,478 539,478 1 539,478 Verizon Communi. ComStkUSD0.10 COM 92343V104 7050846.5 162,950 162,950 2 162,950 Verizon Communi. ComStkUSD0.10 COM 92343V104 35596714.55 822,665 822,665 3 822,665 Verizon Communi. ComStkUSD0.10 COM 92343V104 1545604.4 35,720 35,720 4 35,720 Verizon Communi. ComStkUSD0.10 COM 92343V104 713479.03 16,489 16,489 7 16,489 VF Corporation Common Stk USD1 COM 918204108 4393227 29,100 29,100 3 29,100 ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 5680098 107,700 107,700 2 107,700 ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 61389623.7 1,164,005 1,164,005 3 1,164,005 VillageSuperMkt Cls'A'CmStkNPV COM 927107409 42718 1,300 1,300 3 1,300 Virginia Commerce Com Stk USD1 COM 92778Q109 32220 3,600 3,600 3 3,600 VirginMedia USD0.01 (LdnList) COM 92769L101 395825928.9 10,890,441 10,890,441 3 10,890,441 VirginMedia USD0.01 (LdnList) COM 92769L101 1936524.47 53,280 53,280 4 53,280 VirginMedia USD0.01 (LdnList) COM 92769L101 171772.0467 4,726 4,726 7 4,726 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 2167594 14,300 14,300 2 14,300 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 19023138.42 125,499 125,499 3 125,499 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1614175.42 10,649 10,649 4 10,649 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1349062 8,900 8,900 5 8,900 VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 927821.18 6,121 6,121 7 6,121 Vishay Intertech.CommonUSD0.10 COM 928298108 226419 21,300 21,300 2 21,300 Vishay Intertech.CommonUSD0.10 COM 928298108 4883422 459,400 459,400 3 459,400 Vivus Inc CommonStock USD0.001 COM 928551100 3838415.24 286,022 286,022 1 286,022 Vodafone ADR(10 USD0.11428571) COM 92857W209 20731.37 823 823 3 823 Volcano Corp Com.Stk USD0.001 COM 928645100 6933855.63 293,683 293,683 1 293,683 Volterra Semi.Com Stk USD0.001 COM 928708106 726291 42,300 42,300 3 42,300 VonageHldgsCorp ComStkUSD0.001 COM 92886T201 622836 262,800 262,800 2 262,800 VonageHldgsCorp ComStkUSD0.001 COM 92886T201 6595667.34 2,782,982 2,782,982 3 2,782,982 VornadoRealtyTstComStk USD0.04 COM 929042109 22030008 275,100 275,100 3 275,100 VSE Corp Common Stock USD0.05 COM 918284100 49020 2,000 2,000 2 2,000 VSE Corp Common Stock USD0.05 COM 918284100 128800.05 5,255 5,255 3 5,255 W&T Offshore ComStk USD0.00001 COM 92922P106 487312 30,400 30,400 2 30,400 W&T Offshore ComStk USD0.00001 COM 92922P106 6038501 376,700 376,700 3 376,700 Wabash National ComStk USD0.01 COM 929566107 3714925.5 414,150 414,150 1 414,150 Wabtec Corp CommonStockUSD0.01 COM 929740108 393930 4,500 4,500 2 4,500 Wabtec Corp CommonStockUSD0.01 COM 929740108 446454 5,100 5,100 3 5,100 Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 2914434 83,700 83,700 2 83,700 Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 26112980.44 749,942 749,942 3 749,942 Walgreen Co ComStk USD0.078125 COM 931422109 10122086.96 273,496 273,496 2 273,496 Walgreen Co ComStk USD0.078125 COM 931422109 108865951.3 2,941,528 2,941,528 3 2,941,528 Walgreen Co ComStk USD0.078125 COM 931422109 544047 14,700 14,700 7 14,700 Wal-Mart Stores Com.USD0.10 COM 931142103 7410937.91 108,617 108,617 2 108,617 Wal-Mart Stores Com.USD0.10 COM 931142103 45913809.21 672,927 672,927 3 672,927 Wal-Mart Stores Com.USD0.10 COM 931142103 89449.53 1,311 1,311 7 1,311 Walt Disney Co Com Stk USD0.01 COM 254687106 31482914.06 632,314 632,314 1 632,314 Walt Disney Co Com Stk USD0.01 COM 254687106 2737055.88 54,972 54,972 2 54,972 Walt Disney Co Com Stk USD0.01 COM 254687106 13577633.42 272,698 272,698 3 272,698 Walt Disney Co Com Stk USD0.01 COM 254687106 1627635.1 32,690 32,690 4 32,690 WarnerChilcott ClsA CS USD0.01 COM G94368100 1336440 111,000 111,000 2 111,000 WarnerChilcott ClsA CS USD0.01 COM G94368100 23937386.2 1,988,155 1,988,155 3 1,988,155 Washington Fed Common Stk USD1 COM 938824109 28679 1,700 1,700 2 1,700 Washington Fed Common Stk USD1 COM 938824109 441994 26,200 26,200 3 26,200 Washington Post 'B'ComStk USD1 COM 939640108 109563 300 300 3 300 WashingtonBanking Co ComStkNPV COM 937303105 5448 400 400 2 400 WashingtonBanking Co ComStkNPV COM 937303105 155268 11,400 11,400 3 11,400 WashingtonTrustBancCSUSD0.0625 COM 940610108 10524 400 400 2 400 Waste Management ComStkUSD0.01 COM 94106L109 222684 6,600 6,600 2 6,600 Waste Management ComStkUSD0.01 COM 94106L109 276668 8,200 8,200 3 8,200 Waste Management ComStkUSD0.01 COM 94106L109 683235 20,250 20,250 7 20,250 WasteConnections ComStkUSD0.01 COM 941053100 99010714.62 2,930,178 2,930,178 1 2,930,178 Waters Corp Common Stk USD0.01 COM 941848103 384024.96 4,408 4,408 2 4,408 Waters Corp Common Stk USD0.01 COM 941848103 5105232 58,600 58,600 3 58,600 Waters Corp Common Stk USD0.01 COM 941848103 1219680 14,000 14,000 7 14,000 Watson Pharm.Com Stk USD0.0033 COM 942683103 692816 8,056 8,056 3 8,056 WD-40 Company Com Stk USD0.001 COM 929236107 146041 3,100 3,100 3 3,100 Websense Inc Com Stk USD0.01 COM 947684106 4710528 313,200 313,200 1 313,200 Websense Inc Com Stk USD0.01 COM 947684106 16544 1,100 1,100 3 1,100 Weingarten Realty REIT USD0.03 COM 948741103 9832621 367,300 367,300 3 367,300 Weis Markets Common Stock NPV COM 948849104 250688 6,400 6,400 2 6,400 Weis Markets Common Stock NPV COM 948849104 54838 1,400 1,400 3 1,400 WellCare Health ComStk USD0.01 COM 94946T106 2317157.1 47,590 47,590 3 47,590 WellPoint Inc Com Stk USD0.01 COM 94973V107 2138292 35,100 35,100 2 35,100 WellPoint Inc Com Stk USD0.01 COM 94973V107 21738449.12 356,836 356,836 3 356,836 WellPoint Inc Com Stk USD0.01 COM 94973V107 182760 3,000 3,000 7 3,000 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 44692469.16 1,307,562 1,307,562 1 1,307,562 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 14699860.96 430,072 430,072 2 430,072 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 107604245.5 3,148,164 3,148,164 3 3,148,164 Wells Fargo&Co ComStkUSD1.6667 COM 949746101 3568392 104,400 104,400 4 104,400 Wendy's Co (The) ComStkUSD0.10 COM 95058W100 14267790 3,035,700 3,035,700 1 3,035,700 WesBanco Inc Com Stk USD2.0833 COM 950810101 15554 700 700 2 700 WesBanco Inc Com Stk USD2.0833 COM 950810101 217756 9,800 9,800 3 9,800 West Pharmaceut.ComStk USD0.25 COM 955306105 13154180.25 240,259 240,259 1 240,259 Westamerica Bancorp CommStkNPV COM 957090103 847541 19,900 19,900 2 19,900 Westamerica Bancorp CommStkNPV COM 957090103 1908032 44,800 44,800 3 44,800 Westell Tech.'A'ComStk USD0.01 COM 957541105 19055 10,300 10,300 3 10,300 Western Digital ComStk USD0.01 COM 958102105 4758880 112,000 112,000 2 112,000 Western Digital ComStk USD0.01 COM 958102105 55678896 1,310,400 1,310,400 3 1,310,400 Western Refining ComStkUSD0.01 COM 959319104 2742887 97,300 97,300 2 97,300 Western Refining ComStkUSD0.01 COM 959319104 25992223.03 922,037 922,037 3 922,037 Western Union Co.CmStk USD0.01 COM 959802109 5328315 391,500 391,500 2 391,500 Western Union Co.CmStk USD0.01 COM 959802109 57577105 4,230,500 4,230,500 3 4,230,500 WestlakeChemical CmStk USD0.01 COM 960413102 31720 400 400 2 400 Westwood Hldgs Com Stk USD0.01 COM 961765104 12270 300 300 3 300 Weyerhaeuser Co REIT USD1.25 COM 962166104 12135918.6 436,230 436,230 2 436,230 Weyerhaeuser Co REIT USD1.25 COM 962166104 10250835.4 368,470 368,470 3 368,470 Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 23358 600 600 2 600 Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 962154.95 24,715 24,715 3 24,715 Williams Cos Common Stock USD1 COM 969457100 6548 200 200 3 200 Williams-Sonoma ComStk USD0.01 COM 969904101 639042 14,600 14,600 2 14,600 Williams-Sonoma ComStk USD0.01 COM 969904101 8088696 184,800 184,800 3 184,800 Willis Grp HldgsOrdUSD0.000115 COM G96666105 22792319.27 679,759 679,759 1 679,759 Willis Grp HldgsOrdUSD0.000115 COM G96666105 1988329 59,300 59,300 2 59,300 Willis Grp HldgsOrdUSD0.000115 COM G96666105 16865590 503,000 503,000 3 503,000 Wilshire Bancorp Com Stock NPV COM 97186T108 116226 19,800 19,800 2 19,800 Wilshire Bancorp Com Stock NPV COM 97186T108 758404 129,200 129,200 3 129,200 Wintrust Financial Cp CmStkNPV COM 97650W108 25690 700 700 3 700 Wipro ADR (Each Repr1Ord INR2) COM 97651M109 1450656 165,600 165,600 2 165,600 Wipro ADR (Each Repr1Ord INR2) COM 97651M109 472164 53,900 53,900 3 53,900 WolverineWorldWide ComStk USD1 COM 978097103 18604920 454,000 454,000 1 454,000 WolverineWorldWide ComStk USD1 COM 978097103 118842 2,900 2,900 3 2,900 WooriFinanceADR(EachRep 3 Ord) COM 981063100 13340 400 400 3 400 World Acceptance Com Stk NPV COM 981419104 961824 12,900 12,900 2 12,900 World Acceptance Com Stk NPV COM 981419104 14106752 189,200 189,200 3 189,200 World Wresting Com Stk USD0.01 COM 98156Q108 6312 800 800 3 800 WPP PLC SpnADR(EachRep5Ord10p) COM 92933H101 22599 310 310 3 310 WPX Energy Inc Common Stk USD1 COM 98212B103 24615076.32 1,654,239 1,654,239 3 1,654,239 Wright Medical Com Stk USD0.01 COM 98235T107 6968680 332,000 332,000 1 332,000 WusconsinEner.Crp CmStkUSD0.01 COM 976657106 195305 5,300 5,300 2 5,300 WuXi PharmaTechADR(EchRep8Com) COM 929352102 1549800 98,400 98,400 2 98,400 WuXi PharmaTechADR(EchRep8Com) COM 929352102 373275 23,700 23,700 3 23,700 WuXi PharmaTechADR(EchRep8Com) COM 929352102 23984887.5 1,522,850 1,522,850 4 1,522,850 WuXi PharmaTechADR(EchRep8Com) COM 929352102 59879673 3,801,884 3,801,884 6 3,801,884 WyndhamWorldwide ComStkUSD0.01 COM 98310W108 21284 400 400 3 400 Xcel Energy Common Stk USD2.50 COM 98389B100 4540.7 170 170 3 170 Xerox Corp Common Stock USD1 COM 984121103 53196 7,800 7,800 2 7,800 Xerox Corp Common Stock USD1 COM 984121103 872960 128,000 128,000 3 128,000 Xilinx Inc Common Stk USD0.01 COM 983919101 2510270 70,000 70,000 2 70,000 Xilinx Inc Common Stk USD0.01 COM 983919101 18844955.5 525,500 525,500 3 525,500 XL Group PLC Com Stk USD0.01 COM G98290102 478646 19,100 19,100 2 19,100 XL Group PLC Com Stk USD0.01 COM G98290102 4282754 170,900 170,900 3 170,900 XuedaEducation ADR(EchRep2Ord) COM 98418W109 1475176.85 602,113 602,113 4 602,113 Xyratex Limited ComStk USD0.01 COM G98268108 183338 21,800 21,800 2 21,800 Xyratex Limited ComStk USD0.01 COM G98268108 2270700 270,000 270,000 3 270,000 Yamana Gold Inc Common NPV COM 98462Y100 2933290.148 170,700 170,700 3 170,700 Yandex NV Class 'A' USD0.01 COM N97284108 2957442 137,300 137,300 3 137,300 YoungInnovations ComStkUSD0.01 COM 987520103 181286 4,600 4,600 3 4,600 Yum Brands Inc Common Stk NPV COM 988498101 15760969.6 237,364 237,364 1 237,364 Yum Brands Inc Common Stk NPV COM 988498101 2820406.4 42,476 42,476 2 42,476 Yum Brands Inc Common Stk NPV COM 988498101 38834903.2 584,863 584,863 3 584,863 Yum Brands Inc Common Stk NPV COM 988498101 651384 9,810 9,810 4 9,810 Yum Brands Inc Common Stk NPV COM 988498101 1646720 24,800 24,800 5 24,800 Yum Brands Inc Common Stk NPV COM 988498101 37184 560 560 7 560 Zagg Inc Common Stock USD0.001 COM 98884U108 56672 7,700 7,700 2 7,700 Zagg Inc Common Stock USD0.001 COM 98884U108 52256 7,100 7,100 3 7,100 ZebraTechClass'A'ComStkUSD0.01 COM 989207105 15059661 383,100 383,100 1 383,100 ZebraTechClass'A'ComStkUSD0.01 COM 989207105 271239 6,900 6,900 2 6,900 ZebraTechClass'A'ComStkUSD0.01 COM 989207105 5385470 137,000 137,000 3 137,000 Zhongpin Inc ComStock USD0.001 COM 98952K107 87312 6,800 6,800 2 6,800 Zhongpin Inc ComStock USD0.001 COM 98952K107 368328.24 28,686 28,686 3 28,686 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 20255307.6 303,860 303,860 1 303,860 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 3512982 52,700 52,700 2 52,700 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 43259140.32 648,952 648,952 3 648,952 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 1654501.2 24,820 24,820 4 24,820 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 1466520 22,000 22,000 5 22,000 Zimmer Hldgs Com Stk USD0.01 COM 98956P102 181248.54 2,719 2,719 7 2,719 Zions Bancorp Common Stock NPV COM 989701107 23788240 1,111,600 1,111,600 1 1,111,600 Zions Bancorp Common Stock NPV COM 989701107 457960 21,400 21,400 2 21,400 Zions Bancorp Common Stock NPV COM 989701107 3488200 163,000 163,000 3 163,000 Zix Corporation ComStk USD0.01 COM 98974P100 47151 16,900 16,900 3 16,900 Zumiez Inc Common Stock NPV COM 989817101 91227 4,700 4,700 3 4,700 Zygo Corp Common Stock USD0.10 COM 989855101 65940 4,200 4,200 2 4,200 Zygo Corp Common Stock USD0.10 COM 989855101 615440 39,200 39,200 3 39,200 33878643227.06 33878643227.06