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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M Co Common Stock USD0.01 COM 88579Y101 14,233,854 104,923 SH   SOLE 2 104,923 0 0
3M Co Common Stock USD0.01 COM 88579Y101 103,472,494 762,734 SH   SOLE 3 762,734 0 0
3M Co Common Stock USD0.01 COM 88579Y101 27,132 200 SH   SOLE 7 200 0 0
3M Co Common Stock USD0.01 COM 88579Y101 1,054,892 7,776 SH   SOLE 8 7,776 0 0
3M Co Common Stock USD0.01 COM 88579Y101 1,570,265 11,575 SH   SOLE 10 11,575 0 0
51JobsInc ADR(Rp2OrdUSD0.0001) ADR 316827104 1,246,875 17,500 SH   SOLE 6 17,500 0 0
Aaron's Inc Common Stk USD0.50 COM 002535300 43,878 1,451 SH   SOLE 2 1,451 0 0
ABB Ltd ADR(Each Rep1 CHF1.54) ADR 000375204 128,950 5,000 SH   SOLE 10 5,000 0 0
Abbott Laboratories ComStk NPV COM 002824100 1,808,930 46,973 SH   SOLE 2 46,973 0 0
Abbott Laboratories ComStk NPV COM 002824100 7,317,593 190,018 SH   SOLE 3 190,018 0 0
Abbott Laboratories ComStk NPV COM 002824100 1,491,377 38,727 SH   SOLE 7 38,727 0 0
Abbott Laboratories ComStk NPV COM 002824100 181,767 4,720 SH   SOLE 8 4,720 0 0
Abbott Laboratories ComStk NPV COM 002824100 115,530 3,000 SH   SOLE 10 3,000 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 22,820,932 443,987 SH   SOLE 2 443,987 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 238,178,605 4,633,825 SH   SOLE 3 4,633,825 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 1,628,712 31,687 SH   SOLE 7 31,687 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 267,794 5,210 SH   SOLE 8 5,210 0 0
AbbVie Inc Common Stk USD0.01 COM 00287Y109 97,660 1,900 SH   SOLE 10 1,900 0 0
Abercrombie&Fitch A CS USD0.01 COM 002896207 1,050,896 27,296 SH   SOLE 3 27,296 0 0
ABM Industries Com Stk USD0.01 COM 000957100 23,882,940 831,000 SH   SOLE 1 831,000 0 0
Accenture A NewCS USD0.0000225 COM G1151C101 8,797,261 110,352 SH   SOLE 2 110,352 0 0
Accenture A NewCS USD0.0000225 COM G1151C101 73,013,714 915,877 SH   SOLE 3 915,877 0 0
Accenture A NewCS USD0.0000225 COM G1151C101 777,509 9,753 SH   SOLE 7 9,753 0 0
ACCURAY INC COM 004397105 18,240 1,900 SH   SOLE 8 1,900 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 20,013,092 202,030 SH   SOLE 2 202,030 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 191,422,553 1,932,390 SH   SOLE 3 1,932,390 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 12,753,381 128,744 SH   SOLE 7 128,744 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 100,546 1,015 SH   SOLE 8 1,015 0 0
ACE Limited CHF30.57(US List.) COM H0023R105 4,449,775 44,920 SH   SOLE 10 44,920 0 0
Acorda Therap. ComStk USD0.001 COM 00484M106 79,611 2,100 SH   SOLE 3 2,100 0 0
Acorda Therap. ComStk USD0.001 COM 00484M106 7,658 202 SH   SOLE 7 202 0 0
Actavis PLC Com Stk USD0.0033 COM G0083B108 3,931,735 19,100 SH   SOLE 3 19,100 0 0
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 140,382 6,868 SH   SOLE 2 6,868 0 0
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 308,644 15,100 SH   SOLE 3 15,100 0 0
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 21,053 1,030 SH   SOLE 8 1,030 0 0
Acuity Brands Inc CmStkUSD0.01 COM 00508Y102 4,480,336 33,796 SH   SOLE 3 33,796 0 0
Adams Res Engy Com Stk USD0.10 COM 006351308 161,133 2,782 SH   SOLE 2 2,782 0 0
Adams Res Engy Com Stk USD0.10 COM 006351308 917,395 15,839 SH   SOLE 3 15,839 0 0
Adecoagro SA USD1.50 (US List) COM L00849106 397,066 48,660 SH   SOLE 3 48,660 0 0
ADEPT TECHNOLOGY INC COM 006854202 19,000 1,000 SH   SOLE 8 1,000 0 0
ADT Corporation CmStk USD0.01 COM 00101J106 32,496 1,085 SH   SOLE 10 1,085 0 0
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 44,768,350 353,900 SH   SOLE 1 353,900 0 0
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 860,200 6,800 SH   SOLE 2 6,800 0 0
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 17,468,765 138,093 SH   SOLE 3 138,093 0 0
AeriePharmaInc COMSTK USD.0010 COM 00771V108 8,512,023 401,700 SH   SOLE 1 401,700 0 0
Aeropostale Inc Com StkUSD0.01 COM 007865108 414,737 82,617 SH   SOLE 3 82,617 0 0
AES Corp Common Stock USD0.01 COM 00130H105 1,862,498 130,427 SH   SOLE 2 130,427 0 0
AES Corp Common Stock USD0.01 COM 00130H105 2,019,678 141,434 SH   SOLE 3 141,434 0 0
Aetna Inc Common Stock NPV COM 00817Y108 593,238 7,913 SH   SOLE 2 7,913 0 0
Aetna Inc Common Stock NPV COM 00817Y108 8,810,025 117,514 SH   SOLE 3 117,514 0 0
AffiliatedManagers Com Stk NPV COM 008252108 29,446,760 147,197 SH   SOLE 1 147,197 0 0
AffiliatedManagers Com Stk NPV COM 008252108 360,090 1,800 SH   SOLE 2 1,800 0 0
AffiliatedManagers Com Stk NPV COM 008252108 220,055 1,100 SH   SOLE 3 1,100 0 0
AFLAC Inc. Com Stk USD0.10 COM 001055102 19,508,106 309,456 SH   SOLE 2 309,456 0 0
AFLAC Inc. Com Stk USD0.10 COM 001055102 196,806,908 3,121,937 SH   SOLE 3 3,121,937 0 0
AFLAC Inc. Com Stk USD0.10 COM 001055102 56,736 900 SH   SOLE 8 900 0 0
AGCO Corp Common Stock USD0.01 COM 001084102 23,045,848 417,800 SH   SOLE 1 417,800 0 0
AGCO Corp Common Stock USD0.01 COM 001084102 306,524 5,557 SH   SOLE 2 5,557 0 0
AGCO Corp Common Stock USD0.01 COM 001084102 5,058,172 91,700 SH   SOLE 3 91,700 0 0
Agilent Technologies USD0.01 COM 00846U101 178,944 3,200 SH   SOLE 2 3,200 0 0
Agilent Technologies USD0.01 COM 00846U101 2,091,408 37,400 SH   SOLE 3 37,400 0 0
Agnico Eagle Mines Common NPV COM 008474108 83,690 2,760 SH   SOLE 7 2,760 0 0
Agnico Eagle Mines Common NPV COM 008474108 22,742 750 SH   SOLE 8 750 0 0
Agree Realty Cp REIT USD0.0001 REIT 008492100 201,649 6,631 SH   SOLE 3 6,631 0 0
Agrium Inc ComNPV (CanListing) COM 008916108 5,372,055 55,042 SH   SOLE 2 55,042 0 0
Agrium Inc ComNPV (CanListing) COM 008916108 45,503,579 466,229 SH   SOLE 3 466,229 0 0
Air Products&Chemicals ComUSD1 COM 009158106 1,078,502 9,060 SH   SOLE 2 9,060 0 0
Air Products&Chemicals ComUSD1 COM 009158106 4,151,401 34,874 SH   SOLE 3 34,874 0 0
Air Products&Chemicals ComUSD1 COM 009158106 119,040 1,000 SH   SOLE 8 1,000 0 0
Aircastle Ltd ComStock USD0.01 COM G0129K104 701,556 36,200 SH   SOLE 3 36,200 0 0
Airgas Inc Common StockUSD0.01 COM 009363102 29,993,642 281,604 SH   SOLE 1 281,604 0 0
Airgas Inc Common StockUSD0.01 COM 009363102 3,318,852 31,160 SH   SOLE 7 31,160 0 0
Airgas Inc Common StockUSD0.01 COM 009363102 166,156 1,560 SH   SOLE 10 1,560 0 0
Alamos Gold Inc Common NPV COM 011527108 3,112,349 343,885 SH   SOLE 3 343,885 0 0
Alaska Airgroup Com.Stk USD1 COM 011659109 50,284,759 538,900 SH   SOLE 1 538,900 0 0
Alaska Airgroup Com.Stk USD1 COM 011659109 3,501,738 37,528 SH   SOLE 2 37,528 0 0
Alaska Airgroup Com.Stk USD1 COM 011659109 30,484,377 326,700 SH   SOLE 3 326,700 0 0
AlaskaCommSysGp ComStk USD0.01 COM 01167P101 201,685 104,500 SH   SOLE 3 104,500 0 0
Albemarle Corp Com Stk USD0.01 COM 012653101 365,310 5,500 SH   SOLE 2 5,500 0 0
Albemarle Corp Com Stk USD0.01 COM 012653101 7,704,720 116,000 SH   SOLE 3 116,000 0 0
AlexandriaRealEst.REIT USD0.01 REIT 015271109 13,480,269 185,781 SH   SOLE 1 185,781 0 0
AlexionPharma.ComStk USD0.0001 COM 015351109 927,993 6,100 SH   SOLE 2 6,100 0 0
AlexionPharma.ComStk USD0.0001 COM 015351109 2,805,125 18,439 SH   SOLE 3 18,439 0 0
Allegiant Travel ComStkUSD0.01 COM 01748X102 19,329,416 172,692 SH   SOLE 1 172,692 0 0
Allergan Inc Common StkUSD0.01 COM 018490102 670,140 5,400 SH   SOLE 2 5,400 0 0
Allergan Inc Common StkUSD0.01 COM 018490102 5,633,395 45,394 SH   SOLE 3 45,394 0 0
Alliance Resource Ptnrs LP NPV PART 01877R108 4,615,079 54,850 SH   SOLE 2 54,850 0 0
Alliance Resource Ptnrs LP NPV PART 01877R108 47,597,409 565,693 SH   SOLE 3 565,693 0 0
Alliant Energy Com Stk USD0.01 COM 018802108 640,817 11,280 SH   SOLE 3 11,280 0 0
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 5,087,267 49,300 SH   SOLE 2 49,300 0 0
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 54,237,386 525,607 SH   SOLE 3 525,607 0 0
AllisonTransmission CS USD0.01 COM 01973R101 23,829,246 795,900 SH   SOLE 1 795,900 0 0
Allstate Corp.Com Stk USD0.01 COM 020002101 40,823,036 721,510 SH   SOLE 1 721,510 0 0
Allstate Corp.Com Stk USD0.01 COM 020002101 1,695,137 29,960 SH   SOLE 4 29,960 0 0
Allstate Corp.Com Stk USD0.01 COM 020002101 113,160 2,000 SH   SOLE 10 2,000 0 0
Alnylam Pharm. Com Stk USD0.01 COM 02043Q107 1,081,760 16,112 SH   SOLE 3 16,112 0 0
Alpha And Omega ComStkUSD0.002 COM G6331P104 80,960 11,000 SH   SOLE 3 11,000 0 0
Altera Corp Com Stk USD0.001 COM 021441100 826,158 22,800 SH   SOLE 2 22,800 0 0
Altera Corp Com Stk USD0.001 COM 021441100 4,369,941 120,600 SH   SOLE 3 120,600 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 13,311,680 355,642 SH   SOLE 2 355,642 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 93,784,309 2,505,592 SH   SOLE 3 2,505,592 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 4,111,985 109,858 SH   SOLE 7 109,858 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 220,725 5,897 SH   SOLE 8 5,897 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 748,600 20,000 SH   SOLE 9 20,000 0 0
Altria Group ComStockUSD0.3333 COM 02209S103 3,635,763 97,135 SH   SOLE 10 97,135 0 0
AMAG Pham Inc 2.5%Conv15/02/19 CONB 00163UAA4 510,380,000 5,000,000 SH   SOLE 9 5,000,000 0 0
Amazon Comm.Inc USD0.01 COM 023135106 55,800,599 165,893 SH   SOLE 1 165,893 0 0
Amazon Comm.Inc USD0.01 COM 023135106 4,273,854 12,706 SH   SOLE 2 12,706 0 0
Amazon Comm.Inc USD0.01 COM 023135106 41,464,723 123,273 SH   SOLE 3 123,273 0 0
Amazon Comm.Inc USD0.01 COM 023135106 2,982,885 8,868 SH   SOLE 4 8,868 0 0
Amazon Comm.Inc USD0.01 COM 023135106 770,949 2,292 SH   SOLE 7 2,292 0 0
Amazon Comm.Inc USD0.01 COM 023135106 2,357,919 7,010 SH   SOLE 8 7,010 0 0
Amazon Comm.Inc USD0.01 COM 023135106 1,873,217 5,569 SH   SOLE 9 5,569 0 0
Amazon Comm.Inc USD0.01 COM 023135106 714,776 2,125 SH   SOLE 10 2,125 0 0
AMBEV SA Spn ADR (1Rep5ComNPV) ADR 02319V103 82,534,321 11,138,235 SH   SOLE 2 11,138,235 0 0
AMBEV SA Spn ADR (1Rep5ComNPV) ADR 02319V103 286,474,001 38,660,459 SH   SOLE 3 38,660,459 0 0
AMCEntertainmentHldgsCS USD.01 COM 00165C104 20,108,100 829,200 SH   SOLE 1 829,200 0 0
Amdocs Limited Ord 1p (USList) COM G02602103 49,997,697 1,076,145 SH   SOLE 1 1,076,145 0 0
Amdocs Limited Ord 1p (USList) COM G02602103 320,574 6,900 SH   SOLE 2 6,900 0 0
Amdocs Limited Ord 1p (USList) COM G02602103 4,152,595 89,380 SH   SOLE 3 89,380 0 0
Amdocs Limited Ord 1p (USList) COM G02602103 687,608 14,800 SH   SOLE 7 14,800 0 0
Amdocs Limited Ord 1p (USList) COM G02602103 39,026 840 SH   SOLE 10 840 0 0
Amer Realty 3.75%Conv15/12/20 CONB 02917TAB0 1,639,200,000 15,000,000 SH   SOLE 9 15,000,000 0 0
Amer.Elec.Power Com.USD6.50 COM 025537101 495,151 9,774 SH   SOLE 2 9,774 0 0
Amer.Elec.Power Com.USD6.50 COM 025537101 3,316,862 65,473 SH   SOLE 3 65,473 0 0
Ameren Corp Common Stk USD0.01 COM 023608102 652,649 15,841 SH   SOLE 3 15,841 0 0
American Cap.Ltd ComStkUSD0.01 COM 02503Y103 1,145,138 72,500 SH   SOLE 2 72,500 0 0
American Cap.Ltd ComStkUSD0.01 COM 02503Y103 20,361,335 1,289,100 SH   SOLE 3 1,289,100 0 0
American Cap.Ltd ComStkUSD0.01 COM 02503Y103 48,633 3,079 SH   SOLE 8 3,079 0 0
American Equity Com Stock USD1 COM 025676206 5,328,247 225,582 SH   SOLE 2 225,582 0 0
American Equity Com Stock USD1 COM 025676206 58,860,402 2,491,973 SH   SOLE 3 2,491,973 0 0
American Express ComStkUSD0.20 COM 025816109 2,955,415 32,827 SH   SOLE 2 32,827 0 0
American Express ComStkUSD0.20 COM 025816109 51,285,319 569,647 SH   SOLE 3 569,647 0 0
American Express ComStkUSD0.20 COM 025816109 243,081 2,700 SH   SOLE 4 2,700 0 0
American Express ComStkUSD0.20 COM 025816109 472,748 5,251 SH   SOLE 7 5,251 0 0
American Express ComStkUSD0.20 COM 025816109 54,018 600 SH   SOLE 8 600 0 0
American Express ComStkUSD0.20 COM 025816109 2,164,951 24,047 SH   SOLE 9 24,047 0 0
American Express ComStkUSD0.20 COM 025816109 81,027 900 SH   SOLE 10 900 0 0
American Intl Grp Wts 19/01/21 WARR 026874156 15,637 765 SH   SOLE 3 765 0 0
American Intl.Gp.Com USD2.50 COM 026874784 33,427,184 668,410 SH   SOLE 1 668,410 0 0
American Intl.Gp.Com USD2.50 COM 026874784 7,562,612 151,222 SH   SOLE 2 151,222 0 0
American Intl.Gp.Com USD2.50 COM 026874784 95,490,044 1,909,419 SH   SOLE 3 1,909,419 0 0
American Intl.Gp.Com USD2.50 COM 026874784 1,353,771 27,070 SH   SOLE 4 27,070 0 0
American Intl.Gp.Com USD2.50 COM 026874784 169,134 3,382 SH   SOLE 8 3,382 0 0
American Intl.Gp.Com USD2.50 COM 026874784 20,004 400 SH   SOLE 10 400 0 0
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 28,104,264 2,296,100 SH   SOLE 1 2,296,100 0 0
AmericanFinancialGrp ComStkNPV COM 025932104 3,672,607 63,639 SH   SOLE 2 63,639 0 0
AmericanFinancialGrp ComStkNPV COM 025932104 29,558,312 512,187 SH   SOLE 3 512,187 0 0
AmericanNatlBankshs CmStk USD1 COM 027745108 242,256 10,300 SH   SOLE 3 10,300 0 0
AmericanPublicEducat.CSUSD0.01 COM 02913V103 434,746 12,393 SH   SOLE 2 12,393 0 0
AmericanPublicEducat.CSUSD0.01 COM 02913V103 2,942,405 83,877 SH   SOLE 3 83,877 0 0
AmericanWaterWrksComStkUSD0.01 COM 030420103 18,160 400 SH   SOLE 7 400 0 0
AmerisafeIncCmStkUSD0.01 COM 03071H100 7,899,409 179,900 SH   SOLE 1 179,900 0 0
AmerMovilSAB ADR(Rep20Sr'L'Sh) ADR 02364W105 24,440,273 1,229,390 SH   SOLE 2 1,229,390 0 0
AmerMovilSAB ADR(Rep20Sr'L'Sh) ADR 02364W105 92,009,550 4,628,247 SH   SOLE 3 4,628,247 0 0
AmerRealtyCapProp REIT USD0.01 REIT 02917T104 545,084 38,879 SH   SOLE 3 38,879 0 0
Ametek Inc CommonStock USD0.01 COM 031100100 44,333 861 SH   SOLE 3 861 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 59,172,118 479,748 SH   SOLE 1 479,748 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 49,214,633 399,016 SH   SOLE 2 399,016 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 203,168,115 1,647,220 SH   SOLE 3 1,647,220 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 3,718,701 30,150 SH   SOLE 4 30,150 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 840,562 6,815 SH   SOLE 7 6,815 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 3,152,940 25,563 SH   SOLE 9 25,563 0 0
Amgen Inc Common Stk USD0.0001 COM 031162100 449,698 3,646 SH   SOLE 10 3,646 0 0
AmkorTechnology ComStkUSD0.001 COM 031652100 280,574 40,900 SH   SOLE 3 40,900 0 0
Amphenol Corp.Cl'A'ComUSD0.001 COM 032095101 439,920 4,800 SH   SOLE 2 4,800 0 0
Amphenol Corp.Cl'A'ComUSD0.001 COM 032095101 2,016,300 22,000 SH   SOLE 3 22,000 0 0
Amsurg Corp Common Stock NPV COM 03232P405 6,037,068 128,230 SH   SOLE 2 128,230 0 0
Amsurg Corp Common Stock NPV COM 03232P405 66,148,671 1,405,027 SH   SOLE 3 1,405,027 0 0
AmTrustFinancial CmStk USD0.01 COM 032359309 188,050 5,000 SH   SOLE 2 5,000 0 0
AmTrustFinancial CmStk USD0.01 COM 032359309 2,907,441 77,305 SH   SOLE 3 77,305 0 0
Anadarko Petrol.ComStk USD0.10 COM 032511107 627,224 7,400 SH   SOLE 2 7,400 0 0
Anadarko Petrol.ComStk USD0.10 COM 032511107 382,098 4,508 SH   SOLE 3 4,508 0 0
AnalogDevices Com Stk USD0.166 COM 032654105 3,214,970 60,500 SH   SOLE 2 60,500 0 0
AnalogDevices Com Stk USD0.166 COM 032654105 17,722,190 333,500 SH   SOLE 3 333,500 0 0
AnnalyCapitalMgmt REIT USD0.01 REIT 035710409 46,623 4,250 SH   SOLE 7 4,250 0 0
ANNIncorporatedComStkUSD0.0068 COM 035623107 261,324 6,300 SH   SOLE 3 6,300 0 0
AOL Incorporated ComStkUSD0.01 COM 00184X105 30,976,029 707,700 SH   SOLE 1 707,700 0 0
AOL Incorporated ComStkUSD0.01 COM 00184X105 6,609 151 SH   SOLE 8 151 0 0
Apache Corp CommonStk USD0.625 COM 037411105 7,795,475 93,978 SH   SOLE 2 93,978 0 0
Apache Corp CommonStk USD0.625 COM 037411105 90,588,285 1,092,083 SH   SOLE 3 1,092,083 0 0
Apache Corp CommonStk USD0.625 COM 037411105 238,564 2,876 SH   SOLE 7 2,876 0 0
Apache Corp CommonStk USD0.625 COM 037411105 1,220,195 14,710 SH   SOLE 10 14,710 0 0
ApartmentIn&Mg'A'ComStkUSD0.01 REIT 03748R101 36,028,707 1,192,214 SH   SOLE 1 1,192,214 0 0
Apollo Commercial REIT USD0.01 REIT 03762U105 1,433,506 86,200 SH   SOLE 2 86,200 0 0
Apollo Commercial REIT USD0.01 REIT 03762U105 15,379,790 924,822 SH   SOLE 3 924,822 0 0
ApolloEduGrp Cls A Com Stk NPV COM 037604105 2,451,687 71,603 SH   SOLE 2 71,603 0 0
ApolloEduGrp Cls A Com Stk NPV COM 037604105 61,560,849 1,797,922 SH   SOLE 3 1,797,922 0 0
ApolloResidentMtg REIT USD0.01 REIT 03763V102 292,140 18,000 SH   SOLE 2 18,000 0 0
ApolloResidentMtg REIT USD0.01 REIT 03763V102 4,640,157 285,900 SH   SOLE 3 285,900 0 0
Apple Inc Common Stock NPV COM 037833100 104,404,518 194,516 SH   SOLE 1 194,516 0 0
Apple Inc Common Stock NPV COM 037833100 45,181,700 84,178 SH   SOLE 2 84,178 0 0
Apple Inc Common Stock NPV COM 037833100 361,448,230 673,414 SH   SOLE 3 673,414 0 0
Apple Inc Common Stock NPV COM 037833100 5,172,563 9,637 SH   SOLE 4 9,637 0 0
Apple Inc Common Stock NPV COM 037833100 10,887,234 20,284 SH   SOLE 7 20,284 0 0
Apple Inc Common Stock NPV COM 037833100 1,198,540 2,233 SH   SOLE 8 2,233 0 0
Apple Inc Common Stock NPV COM 037833100 5,311,042 9,895 SH   SOLE 10 9,895 0 0
Applied MaterialsComStkUSD0.01 COM 038222105 18,374 900 SH   SOLE 8 900 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 55,218,157 1,144,655 SH   SOLE 1 1,144,655 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 57,888 1,200 SH   SOLE 2 1,200 0 0
AppliedIndustrialTechComStkNPV COM 03820C105 1,895,832 39,300 SH   SOLE 3 39,300 0 0
Arch Capital Com Stk USD0.01 COM G0450A105 4,301,173 74,751 SH   SOLE 2 74,751 0 0
Arch Capital Com Stk USD0.01 COM G0450A105 19,998,430 347,557 SH   SOLE 3 347,557 0 0
Arch Coal Inc Com Stk USD0.01 COM 039380100 54,466 11,300 SH   SOLE 2 11,300 0 0
Arch Coal Inc Com Stk USD0.01 COM 039380100 186,052 38,600 SH   SOLE 3 38,600 0 0
Archer-Daniels-Midland Com NPV COM 039483102 1,976,979 45,563 SH   SOLE 2 45,563 0 0
Archer-Daniels-Midland Com NPV COM 039483102 2,143,813 49,408 SH   SOLE 3 49,408 0 0
Arctic Cat Inc Com Stk USD0.01 COM 039670104 200,718 4,200 SH   SOLE 3 4,200 0 0
AresCapitalCONB5.75%1/2/16 CONB 04010LAB9 107,000,000 1,000,000 SH   SOLE 5 1,000,000 0 0
AresCapitalCorp ComStkUSD0.001 COM 04010L103 15,887,954 901,700 SH   SOLE 1 901,700 0 0
Argan Inc Common Stock USD0.15 COM 04010E109 11,892 400 SH   SOLE 3 400 0 0
Ariad Pharm Inc ComStkUSD0.001 COM 04033A100 24,180 3,000 SH   SOLE 8 3,000 0 0
Arling.AssetInv A CS USD0.01 COM 041356205 124,456 4,700 SH   SOLE 2 4,700 0 0
Arling.AssetInv A CS USD0.01 COM 041356205 169,472 6,400 SH   SOLE 3 6,400 0 0
ARM HldgsADR(EchRep3 Ord0.05p) ADR 042068106 30,546,270 599,299 SH   SOLE 1 599,299 0 0
ARM HldgsADR(EchRep3 Ord0.05p) ADR 042068106 700,838 13,750 SH   SOLE 4 13,750 0 0
ARMOURResidentialREITUSD0.0001 REIT 042315101 339,076 82,300 SH   SOLE 2 82,300 0 0
ARMOURResidentialREITUSD0.0001 REIT 042315101 4,447,676 1,079,533 SH   SOLE 3 1,079,533 0 0
ArQule Inc Common StockUSD0.01 COM 04269E107 1,367 667 SH   SOLE 10 667 0 0
Arrow FinancialCorp ComStkUSD1 COM 042744102 26,440 1,000 SH   SOLE 3 1,000 0 0
ArrowElectronicsInc ComStkUSD1 COM 042735100 50,293,769 847,267 SH   SOLE 1 847,267 0 0
ASA Gold Precious Metals NPV ITR G3156P103 42,912 3,200 SH   SOLE 10 3,200 0 0
AspenInsur.Hldgs USD0.15144558 COM G05384105 3,064,840 77,200 SH   SOLE 2 77,200 0 0
AspenInsur.Hldgs USD0.15144558 COM G05384105 27,550,014 693,955 SH   SOLE 3 693,955 0 0
AspenInsur.Hldgs USD0.15144558 COM G05384105 2,184 55 SH   SOLE 8 55 0 0
AssociatedEstates REIT USD0.10 REIT 045604105 530,781 31,333 SH   SOLE 3 31,333 0 0
Assurant Inc Com Stock USD0.01 COM 04621X108 591,136 9,100 SH   SOLE 3 9,100 0 0
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 2,696,580 106,500 SH   SOLE 2 106,500 0 0
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 34,912,355 1,378,845 SH   SOLE 3 1,378,845 0 0
AstraZenecSpADR(Rp1OrdUSD0.25) ADR 046353108 21,865 337 SH   SOLE 2 337 0 0
AstraZenecSpADR(Rp1OrdUSD0.25) ADR 046353108 917,792 14,146 SH   SOLE 7 14,146 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 24,834,505 708,141 SH   SOLE 2 708,141 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 224,584,913 6,403,904 SH   SOLE 3 6,403,904 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 1,946,736 55,510 SH   SOLE 7 55,510 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 61,022 1,740 SH   SOLE 8 1,740 0 0
AT&T Incorporated Com Stk USD1 COM 00206R102 786,129 22,416 SH   SOLE 10 22,416 0 0
AtlasAirWorldwideComStkUSD0.01 COM 049164205 176,350 5,000 SH   SOLE 2 5,000 0 0
AtlasAirWorldwideComStkUSD0.01 COM 049164205 505,595 14,335 SH   SOLE 3 14,335 0 0
Atmel Corp Common Stock NPV COM 049513104 47,664,390 5,701,482 SH   SOLE 1 5,701,482 0 0
Atmel Corp Common Stock NPV COM 049513104 37,620 4,500 SH   SOLE 7 4,500 0 0
Atrion Corp Common Stk USD0.10 COM 049904105 183,684 600 SH   SOLE 2 600 0 0
Atrion Corp Common Stk USD0.10 COM 049904105 673,508 2,200 SH   SOLE 3 2,200 0 0
AuRico Gold Com NPV (US List) COM 05155C105 3,682,123 846,465 SH   SOLE 3 846,465 0 0
AuRico Gold Com NPV (US List) COM 05155C105 6,525 1,500 SH   SOLE 8 1,500 0 0
Auto Data ProcessCmStk USD0.10 COM 053015103 1,350,582 17,481 SH   SOLE 2 17,481 0 0
Auto Data ProcessCmStk USD0.10 COM 053015103 3,660,193 47,375 SH   SOLE 3 47,375 0 0
Auto Data ProcessCmStk USD0.10 COM 053015103 40,562 525 SH   SOLE 7 525 0 0
Auto Data ProcessCmStk USD0.10 COM 053015103 100,438 1,300 SH   SOLE 8 1,300 0 0
Autoliv Inc Common Stock USD1 COM 052800109 722,520 7,200 SH   SOLE 2 7,200 0 0
Autoliv Inc Common Stock USD1 COM 052800109 6,426,815 64,044 SH   SOLE 3 64,044 0 0
AutoZone Inc CommonStk USD0.01 COM 053332102 1,665,010 3,100 SH   SOLE 2 3,100 0 0
AutoZone Inc CommonStk USD0.01 COM 053332102 10,589,464 19,716 SH   SOLE 3 19,716 0 0
Avago Technologies Com Stk NPV COM Y0486S104 1,133,616 17,600 SH   SOLE 2 17,600 0 0
Avago Technologies Com Stk NPV COM Y0486S104 5,442,645 84,500 SH   SOLE 3 84,500 0 0
AVALON RARE METALS INC COMMON NPV COM 053470100 19,297 30,000 SH   SOLE 8 30,000 0 0
Avery Dennison Com Stk USD1 COM 053611109 197,613 3,900 SH   SOLE 2 3,900 0 0
Avery Dennison Com Stk USD1 COM 053611109 775,251 15,300 SH   SOLE 3 15,300 0 0
Avnet Com.USD1 COM 053807103 40,443,876 869,200 SH   SOLE 1 869,200 0 0
Avnet Com.USD1 COM 053807103 30,245 650 SH   SOLE 8 650 0 0
Axis Capital Hldgs USD0.0125 COM G0692U109 13,458,717 293,538 SH   SOLE 2 293,538 0 0
Axis Capital Hldgs USD0.0125 COM G0692U109 98,715,875 2,153,018 SH   SOLE 3 2,153,018 0 0
AXTIncorporated ComStkUSD0.001 COM 00246W103 35,640 16,200 SH   SOLE 2 16,200 0 0
AXTIncorporated ComStkUSD0.001 COM 00246W103 56,320 25,600 SH   SOLE 3 25,600 0 0
B Communications Ltd ILS0.01 COM M15629104 53,432 3,304 SH   SOLE 2 3,304 0 0
B&G Foods Inc Com Stk USD0.01 COM 05508R106 909,322 30,200 SH   SOLE 3 30,200 0 0
B2Gold Corporation Common NPV COM 11777Q209 3,834,184 1,410,724 SH   SOLE 3 1,410,724 0 0
Babcock And Wilcox CS USD0.01 COM 05615F102 7,463,360 224,800 SH   SOLE 2 224,800 0 0
Babcock And Wilcox CS USD0.01 COM 05615F102 57,439,320 1,730,100 SH   SOLE 3 1,730,100 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 056752108 46,863,986 307,769 SH   SOLE 3 307,769 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 056752108 75,486,330 495,740 SH   SOLE 4 495,740 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 056752108 65,045,785 427,174 SH   SOLE 6 427,174 0 0
BaiduIncADR(EchRp0.10ClsA Shs) ADR 056752108 33,499 220 SH   SOLE 10 220 0 0
Baker Hughes Common Stock USD1 COM 057224107 104,032 1,600 SH   SOLE 2 1,600 0 0
Baker Hughes Common Stock USD1 COM 057224107 300,197 4,617 SH   SOLE 3 4,617 0 0
Baker Hughes Common Stock USD1 COM 057224107 850,657 13,083 SH   SOLE 7 13,083 0 0
Baker Hughes Common Stock USD1 COM 057224107 26,008 400 SH   SOLE 8 400 0 0
Baker Hughes Common Stock USD1 COM 057224107 795,845 12,240 SH   SOLE 10 12,240 0 0
Ball Corp. Com Stk NPV COM 058498106 27,987,575 510,629 SH   SOLE 1 510,629 0 0
Ball Corp. Com Stk NPV COM 058498106 32,214,632 587,751 SH   SOLE 2 587,751 0 0
Ball Corp. Com Stk NPV COM 058498106 73,583,521 1,342,520 SH   SOLE 3 1,342,520 0 0
Ball Corp. Com Stk NPV COM 058498106 1,399,847 25,540 SH   SOLE 4 25,540 0 0
Ball Corp. Com Stk NPV COM 058498106 4,715,030 86,025 SH   SOLE 7 86,025 0 0
Ball Corp. Com Stk NPV COM 058498106 2,161,652 39,439 SH   SOLE 9 39,439 0 0
Ball Corp. Com Stk NPV COM 058498106 136,477 2,490 SH   SOLE 10 2,490 0 0
Bally Tech Inc Com Stk USD0.10 COM 05874B107 52,860,266 797,650 SH   SOLE 1 797,650 0 0
Bally Tech Inc Com Stk USD0.10 COM 05874B107 1,172,979 17,700 SH   SOLE 3 17,700 0 0
BancFirst Corp Com Stock USD1 COM 05945F103 79,282 1,400 SH   SOLE 3 1,400 0 0
Bank of America ComStk USD0.01 COM 060505104 17,276,987 1,004,476 SH   SOLE 2 1,004,476 0 0
Bank of America ComStk USD0.01 COM 060505104 167,883,541 9,760,671 SH   SOLE 3 9,760,671 0 0
Bank of America ComStk USD0.01 COM 060505104 2,012,761 117,021 SH   SOLE 7 117,021 0 0
Bank of America ComStk USD0.01 COM 060505104 210,631 12,246 SH   SOLE 8 12,246 0 0
Bank of America ComStk USD0.01 COM 060505104 89,681 5,214 SH   SOLE 10 5,214 0 0
Bank of Kentucky Fin ComStkNPV COM 062896105 67,572 1,800 SH   SOLE 3 1,800 0 0
Bank of Montreal Common NPV COM 063671101 1,987,231 29,658 SH   SOLE 2 29,658 0 0
Bank of Montreal Common NPV COM 063671101 2,795,511 41,721 SH   SOLE 3 41,721 0 0
Bank of Montreal Common NPV COM 063671101 35,513 530 SH   SOLE 7 530 0 0
Bank of Montreal Common NPV COM 063671101 87,106 1,300 SH   SOLE 8 1,300 0 0
Bank Of Nova Scotia Cap.Stk. COM 064149107 1,792,643 30,903 SH   SOLE 2 30,903 0 0
Bank Of Nova Scotia Cap.Stk. COM 064149107 17,463,924 301,057 SH   SOLE 3 301,057 0 0
Bank Of Nova Scotia Cap.Stk. COM 064149107 237,952 4,102 SH   SOLE 8 4,102 0 0
Barcl iPATHS&P500VIXShrtTrmFut ETF 06742E711 4,552 108 SH   SOLE 7 108 0 0
Barcl iPATHS&P500VIXShrtTrmFut ETF 06742E711 7,713 183 SH   SOLE 10 183 0 0
BarclaysSpoADR(Rep4OrdGBP0.25) ADR 06738E204 21,274 1,355 SH   SOLE 2 1,355 0 0
Bard (C.R) Com.USD0.25 COM 067383109 5,845,210 39,500 SH   SOLE 2 39,500 0 0
Bard (C.R) Com.USD0.25 COM 067383109 63,948,077 432,140 SH   SOLE 3 432,140 0 0
Bard (C.R) Com.USD0.25 COM 067383109 11,838 80 SH   SOLE 8 80 0 0
Barrick Gold Corp Common NPV COM 067901108 12,481 700 SH   SOLE 3 700 0 0
Barrick Gold Corp Common NPV COM 067901108 95,387 5,350 SH   SOLE 8 5,350 0 0
BAXANO SURGICAL INC COM 071773105 19,034 17,624 SH   SOLE 10 17,624 0 0
Baxter Intl Inc Com Stock USD1 COM 071813109 12,211,852 165,967 SH   SOLE 2 165,967 0 0
Baxter Intl Inc Com Stock USD1 COM 071813109 124,146,972 1,687,238 SH   SOLE 3 1,687,238 0 0
Baxter Intl Inc Com Stock USD1 COM 071813109 211,543 2,875 SH   SOLE 8 2,875 0 0
Baxter Intl Inc Com Stock USD1 COM 071813109 497,695 6,764 SH   SOLE 9 6,764 0 0
Baxter Intl Inc Com Stock USD1 COM 071813109 145,321 1,975 SH   SOLE 10 1,975 0 0
Baytex Energy Corp Common NPV COM 07317Q105 1,901,918 46,119 SH   SOLE 3 46,119 0 0
BCE Incorporated Common NPV COM 05534B760 2,632,215 61,013 SH   SOLE 2 61,013 0 0
BCE Incorporated Common NPV COM 05534B760 28,719,243 665,693 SH   SOLE 3 665,693 0 0
BcoBradesco SponADR(Rp1PrfNPV) ADR 059460303 35,471,326 2,594,830 SH   SOLE 2 2,594,830 0 0
BcoBradesco SponADR(Rp1PrfNPV) ADR 059460303 159,501,601 11,668,003 SH   SOLE 3 11,668,003 0 0
BcoSantan.ChileADR(Rep400Com) ADR 05965X109 5,537,817 236,255 SH   SOLE 3 236,255 0 0
BeaconRoofingSupply CS USD0.01 COM 073685109 26,014,314 672,900 SH   SOLE 1 672,900 0 0
BeaconRoofingSupply CS USD0.01 COM 073685109 84,395 2,183 SH   SOLE 3 2,183 0 0
Becton Dickinson Com.USD1 COM 075887109 12,463,517 106,453 SH   SOLE 2 106,453 0 0
Becton Dickinson Com.USD1 COM 075887109 93,412,278 797,850 SH   SOLE 3 797,850 0 0
Bed Bath & Beyond CmSk USD0.01 COM 075896100 4,220,330 61,342 SH   SOLE 2 61,342 0 0
Bed Bath & Beyond CmSk USD0.01 COM 075896100 34,887,242 507,082 SH   SOLE 3 507,082 0 0
Belden Inc Common StockUSD0.01 COM 077454106 14,588,160 209,600 SH   SOLE 1 209,600 0 0
Bellatrix Exploration Com NPV COM 078314101 3,238,532 382,320 SH   SOLE 3 382,320 0 0
Bemis Co Inc Com Stk USD0.10 COM 081437105 58,860 1,500 SH   SOLE 3 1,500 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 33,837,018 812,999 SH   SOLE 1 812,999 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 1,885,136 45,294 SH   SOLE 2 45,294 0 0
Berkley(W.R.)CorpComStkUSD0.20 COM 084423102 2,164,948 52,017 SH   SOLE 3 52,017 0 0
BerkshireHath.BComStkUSD0.0033 COM 084670702 7,985,583 63,900 SH   SOLE 2 63,900 0 0
BerkshireHath.BComStkUSD0.0033 COM 084670702 18,818,233 150,582 SH   SOLE 3 150,582 0 0
BerkshireHath.BComStkUSD0.0033 COM 084670702 439,145 3,514 SH   SOLE 7 3,514 0 0
BerkshireHath.BComStkUSD0.0033 COM 084670702 124,970 1,000 SH   SOLE 10 1,000 0 0
BerkshireHathawayCnvCls'A'USD5 COM 084670108 187,350 1 SH   SOLE 3 1 0 0
BerkshireHathawayCnvCls'A'USD5 COM 084670108 1,498,800 8 SH   SOLE 7 8 0 0
BerkshireHathawayCnvCls'A'USD5 COM 084670108 187,350 1 SH   SOLE 10 1 0 0
BerryPlasticGrp ComStkUSD0.01 COM 08579W103 86,345,287 3,729,818 SH   SOLE 1 3,729,818 0 0
BerryPlasticGrp ComStkUSD0.01 COM 08579W103 41,670 1,800 SH   SOLE 10 1,800 0 0
Best Buy Co Common Stk USD0.10 COM 086516101 149,930 5,677 SH   SOLE 2 5,677 0 0
Best Buy Co Common Stk USD0.10 COM 086516101 1,457,832 55,200 SH   SOLE 3 55,200 0 0
BGC Partners 'A'ComStk USD0.01 COM 05541T101 28,122 4,300 SH   SOLE 8 4,300 0 0
BHPBillitonADR(EachRep2OrdNPV) ADR 088606108 25,414 375 SH   SOLE 2 375 0 0
Big Lots Inc Common StkUSD0.01 COM 089302103 2,518,355 66,500 SH   SOLE 3 66,500 0 0
Biogen Idec Com Stk USD0.0005 COM 09062X103 4,190,419 13,700 SH   SOLE 2 13,700 0 0
Biogen Idec Com Stk USD0.0005 COM 09062X103 18,119,739 59,240 SH   SOLE 3 59,240 0 0
Biogen Idec Com Stk USD0.0005 COM 09062X103 103,384 338 SH   SOLE 8 338 0 0
BIOMARIN PHARMACEUTICAL CONV 1 CONB 09061GAF8 1,378,371,600 12,400,000 SH   SOLE 9 12,400,000 0 0
BioMedRealtyTrust REIT USD0.01 REIT 09063H107 504,115 24,603 SH   SOLE 3 24,603 0 0
Bio-RadLab.'A'ComStk USD0.0001 COM 090572207 166,556 1,300 SH   SOLE 3 1,300 0 0
Bio-ReferenceLabs CmStkUSD0.01 COM 09057G602 166,080 6,000 SH   SOLE 3 6,000 0 0
Bk of Marin Bancorp ComStk NPV COM 063425102 67,590 1,500 SH   SOLE 3 1,500 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 356,429 10,100 SH   SOLE 2 10,100 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 212,163 6,012 SH   SOLE 3 6,012 0 0
Bk ofNY MellonCp ComStkUSD0.01 COM 064058100 564,640 16,000 SH   SOLE 7 16,000 0 0
Black Box Corp ComStk USD0.001 COM 091826107 172,814 7,100 SH   SOLE 3 7,100 0 0
BlackRock Inc Com Stk USD0.01 COM 09247X101 817,648 2,600 SH   SOLE 2 2,600 0 0
BlackRock Inc Com Stk USD0.01 COM 09247X101 503,168 1,600 SH   SOLE 3 1,600 0 0
Blackstone Mtge REIT A USD0.01 REIT 09257W100 12,345,164 429,397 SH   SOLE 1 429,397 0 0
Block (H&R) Com NPV COM 093671105 184,159 6,100 SH   SOLE 2 6,100 0 0
Block (H&R) Com NPV COM 093671105 621,914 20,600 SH   SOLE 3 20,600 0 0
Boeing Co.Com USD5 COM 097023105 3,814,896 30,400 SH   SOLE 2 30,400 0 0
Boeing Co.Com USD5 COM 097023105 102,427,197 816,218 SH   SOLE 3 816,218 0 0
Boeing Co.Com USD5 COM 097023105 301,176 2,400 SH   SOLE 4 2,400 0 0
Boeing Co.Com USD5 COM 097023105 265,913 2,119 SH   SOLE 7 2,119 0 0
Boeing Co.Com USD5 COM 097023105 2,512,812 20,024 SH   SOLE 9 20,024 0 0
Boeing Co.Com USD5 COM 097023105 1,734,272 13,820 SH   SOLE 10 13,820 0 0
BofI Holding Inc ComStkUSD0.01 COM 05566U108 123,737 1,443 SH   SOLE 10 1,443 0 0
BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 462,635 6,700 SH   SOLE 2 6,700 0 0
BOK FinancialCpCmStkUSD0.00006 COM 05561Q201 469,540 6,800 SH   SOLE 3 6,800 0 0
BoozAllenHamilton A CS USD0.01 COM 099502106 970,200 44,100 SH   SOLE 2 44,100 0 0
BoozAllenHamilton A CS USD0.01 COM 099502106 15,359,366 698,153 SH   SOLE 3 698,153 0 0
BorgWarnerInc CommonStkUSD0.01 COM 099724106 24,197,481 393,647 SH   SOLE 2 393,647 0 0
BorgWarnerInc CommonStkUSD0.01 COM 099724106 79,789,966 1,298,031 SH   SOLE 3 1,298,031 0 0
BorgWarnerInc CommonStkUSD0.01 COM 099724106 215,145 3,500 SH   SOLE 4 3,500 0 0
BorgWarnerInc CommonStkUSD0.01 COM 099724106 505,406 8,222 SH   SOLE 7 8,222 0 0
BorgWarnerInc CommonStkUSD0.01 COM 099724106 1,799,104 29,268 SH   SOLE 9 29,268 0 0
BostonScientific ComStkUSD0.01 COM 101137107 2,613,957 193,340 SH   SOLE 3 193,340 0 0
BP Prudhoe Bay Units of BenInt UTEC 055630107 363,092 4,300 SH   SOLE 2 4,300 0 0
BP Prudhoe Bay Units of BenInt UTEC 055630107 5,893,912 69,800 SH   SOLE 3 69,800 0 0
BP SprADR(Rp6OrdUSD0.25)USList ADR 055622104 19,096 397 SH   SOLE 7 397 0 0
BP SprADR(Rp6OrdUSD0.25)USList ADR 055622104 43,290 900 SH   SOLE 8 900 0 0
BrasilFoods ADR(EachRep1Share) ADR 10552T107 11,471,557 574,152 SH   SOLE 2 574,152 0 0
BrasilFoods ADR(EachRep1Share) ADR 10552T107 51,725,942 2,588,886 SH   SOLE 3 2,588,886 0 0
BridgepointEducation CSUSD0.01 COM 10807M105 34,247 2,300 SH   SOLE 3 2,300 0 0
Brinker Intl. Com Stk USD0.10 COM 109641100 330,435 6,300 SH   SOLE 2 6,300 0 0
Brinker Intl. Com Stk USD0.10 COM 109641100 167,840 3,200 SH   SOLE 3 3,200 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 38,458,117 740,291 SH   SOLE 2 740,291 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 105,364,938 2,028,199 SH   SOLE 3 2,028,199 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 264,426 5,090 SH   SOLE 4 5,090 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 3,409,946 65,639 SH   SOLE 7 65,639 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 233,567 4,496 SH   SOLE 8 4,496 0 0
Bristol-MyersSquibb CS USD0.10 COM 110122108 2,064,909 39,748 SH   SOLE 9 39,748 0 0
Bristow Group. Com Stk USD0.01 COM 110394103 11,985,024 158,700 SH   SOLE 1 158,700 0 0
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 1,807,479 57,435 SH   SOLE 2 57,435 0 0
BroadcomCp Cls'A'CmStUSD0.0001 COM 111320107 6,076,857 193,100 SH   SOLE 3 193,100 0 0
Broadridge Fin.Com Stk USD0.01 COM 11133T103 549,672 14,800 SH   SOLE 2 14,800 0 0
Broadridge Fin.Com Stk USD0.01 COM 11133T103 5,473,730 147,381 SH   SOLE 3 147,381 0 0
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 6,947,237 654,782 SH   SOLE 2 654,782 0 0
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 59,593,049 5,616,687 SH   SOLE 3 5,616,687 0 0
Brown & Brown Common StkUSD0.1 COM 115236101 30,445,510 989,776 SH   SOLE 1 989,776 0 0
Brown-Forman 'B' Com.USD0.15 COM 115637209 843,086 9,400 SH   SOLE 2 9,400 0 0
Brown-Forman 'B' Com.USD0.15 COM 115637209 188,349 2,100 SH   SOLE 3 2,100 0 0
Brown-Forman 'B' Com.USD0.15 COM 115637209 843,983 9,410 SH   SOLE 10 9,410 0 0
Bruker Corp Com Stock USD0.01 COM 116794108 43,301 1,900 SH   SOLE 2 1,900 0 0
Bruker Corp Com Stock USD0.01 COM 116794108 303,107 13,300 SH   SOLE 3 13,300 0 0
BrunswickCorp Comm Stk USD0.75 COM 117043109 51,372,447 1,134,300 SH   SOLE 1 1,134,300 0 0
BT GroupSponADR(Rep10Ord5pShs) ADR 05577E101 24,391 382 SH   SOLE 2 382 0 0
Buckle Inc.(The)ComStk USD0.01 COM 118440106 1,396,900 30,500 SH   SOLE 2 30,500 0 0
Buckle Inc.(The)ComStk USD0.01 COM 118440106 12,037,843 262,835 SH   SOLE 3 262,835 0 0
Bunge Ltd Common Stock USD0.01 COM G16962105 1,995,781 25,101 SH   SOLE 2 25,101 0 0
Bunge Ltd Common Stock USD0.01 COM G16962105 2,164,262 27,220 SH   SOLE 3 27,220 0 0
BURGER KING WORLDWIDE INC COM 121220107 1,194,750 45,000 SH   SOLE 8 45,000 0 0
BURGER KING WORLDWIDE INC COM 121220107 42,480 1,600 SH   SOLE 10 1,600 0 0
C&J Energy Services CS USD0.01 COM 12467B304 279,936 9,600 SH   SOLE 2 9,600 0 0
C&J Energy Services CS USD0.01 COM 12467B304 37,908 1,300 SH   SOLE 3 1,300 0 0
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 230,516 4,400 SH   SOLE 2 4,400 0 0
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 5,558,579 106,100 SH   SOLE 3 106,100 0 0
CA Inc Common Stock USD0.10 COM 12673P105 8,873,354 286,422 SH   SOLE 2 286,422 0 0
CA Inc Common Stock USD0.10 COM 12673P105 83,881,045 2,707,587 SH   SOLE 3 2,707,587 0 0
CablevisionSys ClACmStkUSD0.01 COM 12686C109 2,004,308 118,809 SH   SOLE 2 118,809 0 0
CablevisionSys ClACmStkUSD0.01 COM 12686C109 2,173,430 128,834 SH   SOLE 3 128,834 0 0
Cabot Oil & Gas ComStk USD0.10 COM 127097103 19,305,773 569,828 SH   SOLE 2 569,828 0 0
Cabot Oil & Gas ComStk USD0.10 COM 127097103 55,869,475 1,649,040 SH   SOLE 3 1,649,040 0 0
Cabot Oil & Gas ComStk USD0.10 COM 127097103 234,450 6,920 SH   SOLE 4 6,920 0 0
Cabot Oil & Gas ComStk USD0.10 COM 127097103 163,945 4,839 SH   SOLE 7 4,839 0 0
Cabot Oil & Gas ComStk USD0.10 COM 127097103 1,856,082 54,784 SH   SOLE 9 54,784 0 0
CabotMicroelect.ComStkUSD0.001 COM 12709P103 872,168 19,822 SH   SOLE 3 19,822 0 0
CACI Intl Cls'A'ComStk USD0.10 COM 127190304 1,136,003 15,393 SH   SOLE 3 15,393 0 0
CadenceDesignSyst.ComSkUSD0.01 COM 127387108 25,280,472 1,626,800 SH   SOLE 1 1,626,800 0 0
CADIZ INC COM 127537207 675,954 95,880 SH   SOLE 8 95,880 0 0
CallawayGolfCo Com Stk USD0.01 COM 131193104 19,776,722 1,935,100 SH   SOLE 1 1,935,100 0 0
Callon Petroleum ComStkUSD0.01 COM 13123X102 336,541 40,208 SH   SOLE 3 40,208 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 32,962,461 1,576,397 SH   SOLE 1 1,576,397 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 31,834,346 1,522,446 SH   SOLE 2 1,522,446 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 81,484,284 3,896,905 SH   SOLE 3 3,896,905 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 1,894,864 90,620 SH   SOLE 4 90,620 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 531,846 25,435 SH   SOLE 7 25,435 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 1,777,496 85,007 SH   SOLE 9 85,007 0 0
Calpine Corp Com Stk USD0.001 COM 131347304 48,093 2,300 SH   SOLE 10 2,300 0 0
Cameco Corp Com NPV (US List.) COM 13321L108 22,900 1,000 SH   SOLE 7 1,000 0 0
Cameco Corp Com NPV (US List.) COM 13321L108 34,350 1,500 SH   SOLE 8 1,500 0 0
CampbellSoupCoCapStkUSD0.0375 COM 134429109 615,709 13,719 SH   SOLE 3 13,719 0 0
CampbellSoupCoCapStkUSD0.0375 COM 134429109 157,080 3,500 SH   SOLE 8 3,500 0 0
Campus Crest Comm REIT USD0.01 REIT 13466Y105 427,915 49,299 SH   SOLE 3 49,299 0 0
Canadian Imp.Bk.Com.NPV COM 136069101 1,982,405 22,973 SH   SOLE 2 22,973 0 0
Canadian Imp.Bk.Com.NPV COM 136069101 2,744,888 31,809 SH   SOLE 3 31,809 0 0
Canadian Imp.Bk.Com.NPV COM 136069101 640,638 7,424 SH   SOLE 8 7,424 0 0
Canadian Imp.Bk.Com.NPV COM 136069101 179,144 2,076 SH   SOLE 10 2,076 0 0
Canadian Nat'l Railway CmSkNPV COM 136375102 67,523 1,200 SH   SOLE 2 1,200 0 0
Canadian Nat'l Railway CmSkNPV COM 136375102 4,875,393 86,644 SH   SOLE 3 86,644 0 0
Canadian Pacific RailwayComNPV COM 13645T100 127,284,271 848,152 SH   SOLE 2 848,152 0 0
Canadian Pacific RailwayComNPV COM 13645T100 58,443,625 389,436 SH   SOLE 3 389,436 0 0
Canadian Pacific RailwayComNPV COM 13645T100 240,116 1,600 SH   SOLE 4 1,600 0 0
Canadian Pacific RailwayComNPV COM 13645T100 596,538 3,975 SH   SOLE 7 3,975 0 0
Canadian Pacific RailwayComNPV COM 13645T100 202,598 1,350 SH   SOLE 8 1,350 0 0
Canadian Pacific RailwayComNPV COM 13645T100 1,987,110 13,241 SH   SOLE 9 13,241 0 0
CanadianNaturalRes. Common NPV COM 136385101 226,475 5,900 SH   SOLE 3 5,900 0 0
CanadianNaturalRes. Common NPV COM 136385101 149,243 3,888 SH   SOLE 8 3,888 0 0
Capella EducationComStkUSD0.01 COM 139594105 486,255 7,700 SH   SOLE 2 7,700 0 0
Capella EducationComStkUSD0.01 COM 139594105 3,689,286 58,421 SH   SOLE 3 58,421 0 0
Capital One Fin ComStk USD0.01 COM 14040H105 12,575,460 162,979 SH   SOLE 2 162,979 0 0
Capital One Fin ComStk USD0.01 COM 14040H105 183,392,962 2,376,788 SH   SOLE 3 2,376,788 0 0
Capital One Fin ComStk USD0.01 COM 14040H105 267,745 3,470 SH   SOLE 4 3,470 0 0
Capital One Fin ComStk USD0.01 COM 14040H105 595,598 7,719 SH   SOLE 7 7,719 0 0
Capital One Fin ComStk USD0.01 COM 14040H105 1,831,470 23,736 SH   SOLE 9 23,736 0 0
Capital Southwest CStk USD0.25 COM 140501107 661,520 19,053 SH   SOLE 2 19,053 0 0
Capital Southwest CStk USD0.25 COM 140501107 4,048,178 116,595 SH   SOLE 3 116,595 0 0
CapitolFedFinIncCom StkUSD0.01 COM 14057J101 57,776 4,600 SH   SOLE 3 4,600 0 0
Cardinal Health Corp ComStkNPV COM 14149Y108 4,058,840 58,000 SH   SOLE 2 58,000 0 0
Cardinal Health Corp ComStkNPV COM 14149Y108 47,479,750 678,476 SH   SOLE 3 678,476 0 0
Career Education ComStkUSD0.01 COM 141665109 1,645,713 220,605 SH   SOLE 3 220,605 0 0
CareFusion Corp ComStk USD0.01 COM 14170T101 45,870,910 1,140,500 SH   SOLE 1 1,140,500 0 0
CareFusion Corp ComStk USD0.01 COM 14170T101 40,220 1,000 SH   SOLE 10 1,000 0 0
Carlisle Companies ComStk USD1 COM 142339100 26,729,646 336,900 SH   SOLE 1 336,900 0 0
CarnivalCpComStkUSD0.01-Paired COM 143658300 4,309,415 113,825 SH   SOLE 7 113,825 0 0
CarnivalCpComStkUSD0.01-Paired COM 143658300 88,782 2,345 SH   SOLE 8 2,345 0 0
CarnivalCpComStkUSD0.01-Paired COM 143658300 2,287,085 60,409 SH   SOLE 10 60,409 0 0
CARRIZO OIL & GAS COMSTKUSD1 COM 144577103 30,365,547 568,005 SH   SOLE 1 568,005 0 0
Cash America Com Stock USD0.10 COM 14754D100 1,539,778 39,767 SH   SOLE 2 39,767 0 0
Cash America Com Stock USD0.10 COM 14754D100 8,746,848 225,900 SH   SOLE 3 225,900 0 0
Catamaran Corp Common NPV COM 148887102 1,175,426 26,232 SH   SOLE 2 26,232 0 0
Catamaran Corp Common NPV COM 148887102 1,274,632 28,446 SH   SOLE 3 28,446 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 1,824,930 18,365 SH   SOLE 2 18,365 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 7,355,864 74,025 SH   SOLE 3 74,025 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 145,478 1,464 SH   SOLE 7 1,464 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 226,067 2,275 SH   SOLE 8 2,275 0 0
Caterpillar Inc Com Stock USD1 COM 149123101 221,595 2,230 SH   SOLE 10 2,230 0 0
Cato Corp 'A'ComStk USD0.03333 COM 149205106 256,880 9,500 SH   SOLE 2 9,500 0 0
Cato Corp 'A'ComStk USD0.03333 COM 149205106 5,805,218 214,690 SH   SOLE 3 214,690 0 0
CBL & Associates ComStkUSD0.01 REIT 124830100 512,602 28,879 SH   SOLE 3 28,879 0 0
CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 1,324,440 23,400 SH   SOLE 2 23,400 0 0
CBOE Holdings Inc CmStkUSD0.01 COM 12503M108 11,619,980 205,300 SH   SOLE 3 205,300 0 0
CBS Corp Cls 'B'ComStkUSD0.001 COM 124857202 747,780 12,100 SH   SOLE 2 12,100 0 0
CBS Corp Cls 'B'ComStkUSD0.001 COM 124857202 1,359,600 22,000 SH   SOLE 3 22,000 0 0
CDW Corp Common Stock USD0.01 COM 12514G108 27,283,592 994,300 SH   SOLE 1 994,300 0 0
CedarFairDeposit.Ut(RpLtdPart) PART 150185106 611,160 12,000 SH   SOLE 3 12,000 0 0
Celanese A USD0.0001 (US List) COM 150870103 1,542,900 27,795 SH   SOLE 7 27,795 0 0
Celanese A USD0.0001 (US List) COM 150870103 277,272 4,995 SH   SOLE 8 4,995 0 0
Celanese A USD0.0001 (US List) COM 150870103 1,315,032 23,690 SH   SOLE 10 23,690 0 0
Celgene Corp Com Stk USD0.01 COM 151020104 2,666,360 19,100 SH   SOLE 2 19,100 0 0
Celgene Corp Com Stk USD0.01 COM 151020104 15,448,276 110,661 SH   SOLE 3 110,661 0 0
Cell Therapeutics Com Stk NPV COM 150934883 25,500 7,500 SH   SOLE 10 7,500 0 0
CelldexTherapeuticsCS USD0.001 COM 15117B103 397,575 22,500 SH   SOLE 8 22,500 0 0
CEMEX SAB DE CV CONV 3.2500 15 CONB 151290BB8 1,090,523,808 7,920,000 SH   SOLE 9 7,920,000 0 0
CemexSAB SpnADR(EachRepr10CPO) ADR 151290889 28,644,840 2,268,000 SH   SOLE 2 2,268,000 0 0
CemexSAB SpnADR(EachRepr10CPO) ADR 151290889 100,034,298 7,920,372 SH   SOLE 3 7,920,372 0 0
CemexSabDeCv Conb 4.875%03/15 CONB 151290AV5 2,886,152,500 23,500,000 SH   SOLE 9 23,500,000 0 0
Cenovus Energy Inc Common NPV COM 15135U109 17,716,704 611,689 SH   SOLE 3 611,689 0 0
Cenovus Energy Inc Common NPV COM 15135U109 106,934 3,692 SH   SOLE 8 3,692 0 0
Centene Corp Com Stk USD0.001 COM 15135B101 14,230,350 228,600 SH   SOLE 1 228,600 0 0
CenterPoint Energy CommStk NPV COM 15189T107 1,989,036 83,961 SH   SOLE 2 83,961 0 0
CenterPoint Energy CommStk NPV COM 15189T107 2,719,636 114,801 SH   SOLE 3 114,801 0 0
Central Euro.'A'ComStk USD0.01 COM G20045202 148,500 50,000 SH   SOLE 10 50,000 0 0
Central Fd Canada Cls'A'ComNPV UTEC 153501101 11,009 800 SH   SOLE 10 800 0 0
Central Pacific Fin CmStk NPV COM 154760409 80,800 4,000 SH   SOLE 3 4,000 0 0
CenturyLink Inc Comm Stk USD1 COM 156700106 2,172,629 66,158 SH   SOLE 2 66,158 0 0
CenturyLink Inc Comm Stk USD1 COM 156700106 8,175,255 248,942 SH   SOLE 3 248,942 0 0
Cepheid Inc Common Stock NPV COM 15670R107 17,918,892 347,400 SH   SOLE 1 347,400 0 0
CEVA INC COMMON STOCK USD0.001 COM 157210105 386 22 SH   SOLE 8 22 0 0
CFIndustriesHldgsComStkUSD0.01 COM 125269100 11,482,235 44,054 SH   SOLE 2 44,054 0 0
CFIndustriesHldgsComStkUSD0.01 COM 125269100 115,287,067 442,323 SH   SOLE 3 442,323 0 0
Changyou.com ADR (Rep 2 A Shs) ADR 15911M107 3,078,936 104,300 SH   SOLE 2 104,300 0 0
Changyou.com ADR (Rep 2 A Shs) ADR 15911M107 11,400,624 386,200 SH   SOLE 3 386,200 0 0
CharlesRiverLab. ComStkUSD0.01 COM 159864107 398,244 6,600 SH   SOLE 2 6,600 0 0
CharlesRiverLab. ComStkUSD0.01 COM 159864107 3,385,074 56,100 SH   SOLE 3 56,100 0 0
CharmCommIncADR(EachRep2.0) ADR 16112R101 5,655,413 1,306,100 SH   SOLE 3 1,306,100 0 0
CheckPointSoftwareTech ILS1 COM M22465104 343,520,025 5,079,403 SH   SOLE 2 5,079,403 0 0
CheckPointSoftwareTech ILS1 COM M22465104 97,780,739 1,445,819 SH   SOLE 3 1,445,819 0 0
CheckPointSoftwareTech ILS1 COM M22465104 229,942 3,400 SH   SOLE 4 3,400 0 0
CheckPointSoftwareTech ILS1 COM M22465104 543,137 8,031 SH   SOLE 7 8,031 0 0
CheckPointSoftwareTech ILS1 COM M22465104 1,958,632 28,961 SH   SOLE 9 28,961 0 0
CheesecakeFactoryComStkUSD0.01 COM 163072101 438,196 9,200 SH   SOLE 2 9,200 0 0
CheesecakeFactoryComStkUSD0.01 COM 163072101 2,895,904 60,800 SH   SOLE 3 60,800 0 0
Chegg Inc ComStk USD0.001000 COM 163092109 7,696,500 1,099,500 SH   SOLE 1 1,099,500 0 0
Chemed Corp Common Stock USD1 COM 16359R103 7,039,715 78,700 SH   SOLE 2 78,700 0 0
Chemed Corp Common Stock USD1 COM 16359R103 70,252,420 785,382 SH   SOLE 3 785,382 0 0
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 1,414,224 55,200 SH   SOLE 2 55,200 0 0
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 1,181,082 46,100 SH   SOLE 3 46,100 0 0
ChesapeakeEnergyCom StkUSD0.01 COM 165167107 18,062 705 SH   SOLE 8 705 0 0
ChesapeakeEnergyConb2.75%11/35 CONB 165167BW6 156,375,000 1,500,000 SH   SOLE 5 1,500,000 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 48,933,130 411,514 SH   SOLE 1 411,514 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 25,530,453 214,704 SH   SOLE 2 214,704 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 197,772,777 1,663,214 SH   SOLE 3 1,663,214 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 2,651,098 22,295 SH   SOLE 4 22,295 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 3,448,390 29,000 SH   SOLE 7 29,000 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 338,894 2,850 SH   SOLE 8 2,850 0 0
Chevron Corp Com Stock USD0.75 COM 166764100 991,709 8,340 SH   SOLE 10 8,340 0 0
Chico's FAS Common Stk USD0.01 COM 168615102 912,107 56,900 SH   SOLE 2 56,900 0 0
Chico's FAS Common Stk USD0.01 COM 168615102 8,915,101 556,151 SH   SOLE 3 556,151 0 0
Childrens Place ComStk USD0.10 COM 168905107 118,946 2,388 SH   SOLE 2 2,388 0 0
Childrens Place ComStk USD0.10 COM 168905107 413,423 8,300 SH   SOLE 3 8,300 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 12,958,218 527,400 SH   SOLE 3 527,400 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 65,479,050 2,665,000 SH   SOLE 4 2,665,000 0 0
China Lodging SponADS(Rep4Shs) ADR 16949N109 97,191,549 3,955,700 SH   SOLE 6 3,955,700 0 0
ChinaPet.&Chem.SpADR(100'H'Sh) ADR 16941R108 116,350 1,300 SH   SOLE 10 1,300 0 0
ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 239,334 11,300 SH   SOLE 2 11,300 0 0
ChinaYuchaiInt'l ComStkUSD0.10 COM G21082105 582,450 27,500 SH   SOLE 3 27,500 0 0
ChipotleMexGrill ComStkUSD0.01 COM 169656105 28,403 50 SH   SOLE 8 50 0 0
Chubb Corp Com USD1 COM 171232101 9,126,460 102,200 SH   SOLE 2 102,200 0 0
Chubb Corp Com USD1 COM 171232101 88,426,110 990,214 SH   SOLE 3 990,214 0 0
Chubb Corp Com USD1 COM 171232101 456,859 5,116 SH   SOLE 8 5,116 0 0
Chubb Corp Com USD1 COM 171232101 1,133,931 12,698 SH   SOLE 10 12,698 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 1,574,129 51,308 SH   SOLE 2 51,308 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 3,027,871 98,692 SH   SOLE 3 98,692 0 0
Chunghwa Tel ADR(Rp10OrdTWD10) ADR 17133Q502 50,315 1,640 SH   SOLE 10 1,640 0 0
Church & Dwight Comm Stk USD1 COM 171340102 5,912,392 85,600 SH   SOLE 2 85,600 0 0
Church & Dwight Comm Stk USD1 COM 171340102 45,188,081 654,236 SH   SOLE 3 654,236 0 0
Church & Dwight Comm Stk USD1 COM 171340102 55,256 800 SH   SOLE 8 800 0 0
CHYRON CORP COM 171607104 4,155 1,500 SH   SOLE 8 1,500 0 0
CiaBrasileira ADR(EchRep1Pref) ADR 20440T201 34,777,822 794,740 SH   SOLE 2 794,740 0 0
CiaBrasileira ADR(EchRep1Pref) ADR 20440T201 880,451 20,120 SH   SOLE 3 20,120 0 0
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) ADR 204409601 2,693,092 396,043 SH   SOLE 2 396,043 0 0
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) ADR 204409601 18,817,681 2,767,306 SH   SOLE 3 2,767,306 0 0
CiaSanBasEstSponADR(Rep1ComSh) ADR 20441A102 779,692 84,200 SH   SOLE 2 84,200 0 0
CiaSanBasEstSponADR(Rep1ComSh) ADR 20441A102 1,288,992 139,200 SH   SOLE 3 139,200 0 0
CiaSiderNaclSpn(2ADRRp1OrdNPV) ADR 20440W105 270,320 62,000 SH   SOLE 3 62,000 0 0
Ciena Corp CommonStock USD0.01 COM 171779309 10,278,480 452,000 SH   SOLE 1 452,000 0 0
CIENA CORP CONV 0.8750 15/06/2 CONB 171779AE1 1,841,094,000 18,000,000 SH   SOLE 9 18,000,000 0 0
Cigna Corp Common Stk USD0.25 COM 125509109 301,428 3,600 SH   SOLE 2 3,600 0 0
Cigna Corp Common Stk USD0.25 COM 125509109 309,801 3,700 SH   SOLE 3 3,700 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 37,828,860 317,596 SH   SOLE 1 317,596 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 23,060,530 193,607 SH   SOLE 2 193,607 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 86,959,233 730,075 SH   SOLE 3 730,075 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 2,219,019 18,630 SH   SOLE 4 18,630 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 600,195 5,039 SH   SOLE 7 5,039 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 2,910,572 24,436 SH   SOLE 9 24,436 0 0
Cimarex Energy ComStockUSD0.01 COM 171798101 154,843 1,300 SH   SOLE 10 1,300 0 0
Cincinnati Fin.Com Stock USD2 COM 172062101 1,062,832 21,842 SH   SOLE 3 21,842 0 0
Cinedigm Corp Cls A CSUSD0.001 COM 172406100 7,680,000 3,000,000 SH   SOLE 1 3,000,000 0 0
Cintas Corp Comm Stk NPV COM 172908105 2,732,999 45,848 SH   SOLE 2 45,848 0 0
Cintas Corp Comm Stk NPV COM 172908105 6,793,752 113,970 SH   SOLE 3 113,970 0 0
Cirrus Logic Inc CmStkUSD0.001 COM 172755100 495,598 24,942 SH   SOLE 2 24,942 0 0
Cirrus Logic Inc CmStkUSD0.001 COM 172755100 6,603,894 332,355 SH   SOLE 3 332,355 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 22,821,877 1,018,152 SH   SOLE 2 1,018,152 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 256,246,958 11,431,941 SH   SOLE 3 11,431,941 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 943,672 42,100 SH   SOLE 7 42,100 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 328,581 14,659 SH   SOLE 8 14,659 0 0
CiscoSysComStkUSD0.001(US Lst) COM 17275R102 110,999 4,952 SH   SOLE 10 4,952 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 35,443,579 744,613 SH   SOLE 1 744,613 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 63,245,216 1,328,681 SH   SOLE 2 1,328,681 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 301,591,410 6,335,954 SH   SOLE 3 6,335,954 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 1,728,975 36,323 SH   SOLE 4 36,323 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 4,984,053 104,707 SH   SOLE 7 104,707 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 209,821 4,408 SH   SOLE 8 4,408 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 3,531,825 74,198 SH   SOLE 9 74,198 0 0
Citigroup Inc Com Stk USD0.01 COM 172967424 550,637 11,568 SH   SOLE 10 11,568 0 0
Citizens NrthnCorp ComStk USD1 COM 172922106 67,014 3,400 SH   SOLE 2 3,400 0 0
Citizens NrthnCorp ComStk USD1 COM 172922106 1,267,511 64,308 SH   SOLE 3 64,308 0 0
Citrix Systems Com StkUSD0.001 COM 177376100 1,183,264 20,600 SH   SOLE 2 20,600 0 0
Citrix Systems Com StkUSD0.001 COM 177376100 3,877,200 67,500 SH   SOLE 3 67,500 0 0
Clarcor Inc Common Stock USD1 COM 179895107 35,172,755 613,300 SH   SOLE 1 613,300 0 0
Clarcor Inc Common Stock USD1 COM 179895107 281,015 4,900 SH   SOLE 3 4,900 0 0
CLEAN DIESEL TECHNOLOGIES COM 18449C401 85,975 22,625 SH   SOLE 8 22,625 0 0
CliffsNaturalRes CmStk USD0.25 COM 18683K101 511,500 25,000 SH   SOLE 2 25,000 0 0
CliffsNaturalRes CmStk USD0.25 COM 18683K101 2,691,002 131,525 SH   SOLE 3 131,525 0 0
Clorox Co. Com Stk USD1 COM 189054109 4,224,568 48,001 SH   SOLE 2 48,001 0 0
Clorox Co. Com Stk USD1 COM 189054109 11,427,306 129,841 SH   SOLE 3 129,841 0 0
ClubCorp Hldgs Com Stk USD0.01 COM 18948M108 17,301,060 915,400 SH   SOLE 1 915,400 0 0
CMS Energy Common USD0.01 COM 125896100 614,353 20,982 SH   SOLE 3 20,982 0 0
CNA Financial Cp ComStkUSD2.50 COM 126117100 1,618,661 37,890 SH   SOLE 2 37,890 0 0
CNA Financial Cp ComStkUSD2.50 COM 126117100 19,499,886 456,458 SH   SOLE 3 456,458 0 0
CNH Industrial NV EUR0.01 (IT) COM N20944109 14,067 1,224 SH   SOLE 7 1,224 0 0
CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 3,741,252 206,699 SH   SOLE 2 206,699 0 0
CNO Fin Grp Inc ComStk USD0.01 COM 12621E103 39,465,150 2,180,395 SH   SOLE 3 2,180,395 0 0
CNOOC ADR(Repr 100Ord HKD0.02) ADR 126132109 2,140,521 14,100 SH   SOLE 3 14,100 0 0
Coach Inc Common Stock USD0.01 COM 189754104 1,067,690 21,500 SH   SOLE 2 21,500 0 0
Coach Inc Common Stock USD0.01 COM 189754104 13,019,660 262,176 SH   SOLE 3 262,176 0 0
Coach Inc Common Stock USD0.01 COM 189754104 76,973 1,550 SH   SOLE 7 1,550 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 44,833,345 1,159,683 SH   SOLE 2 1,159,683 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 195,182,974 5,048,706 SH   SOLE 3 5,048,706 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 287,244 7,430 SH   SOLE 4 7,430 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 11,348,720 293,552 SH   SOLE 7 293,552 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 1,156,707 29,920 SH   SOLE 8 29,920 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 2,418,183 62,550 SH   SOLE 9 62,550 0 0
Coca-Cola Co Comm Stk USD0.25 COM 191216100 5,202,592 134,573 SH   SOLE 10 134,573 0 0
Coca-Cola Enterprises CS USD1 COM 19122T109 491,928 10,300 SH   SOLE 2 10,300 0 0
Coca-Cola Enterprises CS USD1 COM 19122T109 76,416 1,600 SH   SOLE 3 1,600 0 0
Coeur Mining Inc ComStk USD1 COM 192108504 75,249 8,100 SH   SOLE 2 8,100 0 0
Coeur Mining Inc ComStk USD1 COM 192108504 502,589 54,100 SH   SOLE 3 54,100 0 0
Coeur Mining Inc ComStk USD1 COM 192108504 2,973 320 SH   SOLE 8 320 0 0
Cognex Corp Com Stock USD0.002 COM 192422103 30,474 900 SH   SOLE 8 900 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 333,960 6,600 SH   SOLE 2 6,600 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 16,508,655 326,258 SH   SOLE 3 326,258 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 182,160 3,600 SH   SOLE 4 3,600 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 35,847,570 708,450 SH   SOLE 6 708,450 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 277,895 5,492 SH   SOLE 7 5,492 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 1,579,024 31,206 SH   SOLE 9 31,206 0 0
CognizantTech. A ComStkUSD0.01 COM 192446102 354,200 7,000 SH   SOLE 10 7,000 0 0
Colgate-Palmolive Com USD1 COM 194162103 6,818,551 105,111 SH   SOLE 2 105,111 0 0
Colgate-Palmolive Com USD1 COM 194162103 52,728,087 812,827 SH   SOLE 3 812,827 0 0
Colgate-Palmolive Com USD1 COM 194162103 616,654 9,506 SH   SOLE 7 9,506 0 0
Colgate-Palmolive Com USD1 COM 194162103 1,049,597 16,180 SH   SOLE 8 16,180 0 0
Colgate-Palmolive Com USD1 COM 194162103 194,610 3,000 SH   SOLE 10 3,000 0 0
CollectorsUniverse CS USD0.001 COM 19421R200 159,970 8,500 SH   SOLE 3 8,500 0 0
Colony Fin Inc REIT USD0.01 REIT 19624R106 2,030,375 92,500 SH   SOLE 2 92,500 0 0
Colony Fin Inc REIT USD0.01 REIT 19624R106 23,914,327 1,089,491 SH   SOLE 3 1,089,491 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 64,304,502 1,285,062 SH   SOLE 1 1,285,062 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 8,489,786 169,660 SH   SOLE 2 169,660 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 91,869,837 1,835,928 SH   SOLE 3 1,835,928 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 3,283,124 65,610 SH   SOLE 4 65,610 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 891,613 17,818 SH   SOLE 7 17,818 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 1,925,489 38,479 SH   SOLE 9 38,479 0 0
Comcast Corp Cls A ComStk USD1 COM 20030N101 35,028 700 SH   SOLE 10 700 0 0
Comcast Cp.Cl'A'SpecComStkUSD1 COM 20030N200 1,994,157 40,889 SH   SOLE 2 40,889 0 0
Comcast Cp.Cl'A'SpecComStkUSD1 COM 20030N200 2,162,608 44,343 SH   SOLE 3 44,343 0 0
Comerica Common Stk USD5 COM 200340107 139,860 2,700 SH   SOLE 3 2,700 0 0
CommerceBancshares Com StkUSD5 COM 200525103 34,674,115 746,965 SH   SOLE 1 746,965 0 0
CompanCervecerADR(Cv2CmShsNPV) ADR 204429104 3,920,976 175,200 SH   SOLE 3 175,200 0 0
Compass Diversified LP NPV PART 20451Q104 12,679,155 670,500 SH   SOLE 1 670,500 0 0
CompassMinerals ComStk USD0.01 COM 20451N101 17,535,500 212,500 SH   SOLE 1 212,500 0 0
CompdeMinasBueSpADR(Rp1CmPEN4) ADR 204448104 85,476 6,800 SH   SOLE 2 6,800 0 0
CompdeMinasBueSpADR(Rp1CmPEN4) ADR 204448104 2,576,850 205,000 SH   SOLE 3 205,000 0 0
CompdeMinasBueSpADR(Rp1CmPEN4) ADR 204448104 35,196 2,800 SH   SOLE 10 2,800 0 0
CompParaDeEnergADR1000Pr'B'Shs ADR 20441B407 3,204,084 244,400 SH   SOLE 2 244,400 0 0
CompParaDeEnergADR1000Pr'B'Shs ADR 20441B407 14,468,144 1,103,596 SH   SOLE 3 1,103,596 0 0
Computer Sciences Com Stk USD1 COM 205363104 298,018 4,900 SH   SOLE 3 4,900 0 0
ComputerProg&SysComStkUSD0.001 COM 205306103 1,899,240 29,400 SH   SOLE 2 29,400 0 0
ComputerProg&SysComStkUSD0.001 COM 205306103 12,766,058 197,617 SH   SOLE 3 197,617 0 0
Conagra Foods Inc Com Stk USD5 COM 205887102 544,763 17,556 SH   SOLE 3 17,556 0 0
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 9,126,250 74,500 SH   SOLE 1 74,500 0 0
Concur Techno.Com Stk USD0.001 COM 206708109 30,613 309 SH   SOLE 3 309 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 11,674,583 165,950 SH   SOLE 2 165,950 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 104,354,657 1,483,364 SH   SOLE 3 1,483,364 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 10,354,113 147,180 SH   SOLE 7 147,180 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 666,918 9,480 SH   SOLE 8 9,480 0 0
ConocoPhillips CommStk USD0.01 COM 20825C104 4,642,397 65,990 SH   SOLE 10 65,990 0 0
Consolid.Edison ComStk USD0.10 COM 209115104 545,942 10,176 SH   SOLE 3 10,176 0 0
Conversant Inc Cm Stk USD0.001 COM 21249J105 850,130 30,200 SH   SOLE 3 30,200 0 0
Cooper Companies ComStkUSD0.10 COM 216648402 14,505,216 105,600 SH   SOLE 1 105,600 0 0
Copa Holdings SA Class 'A' NPV COM P31076105 1,830,701 12,609 SH   SOLE 2 12,609 0 0
Copa Holdings SA Class 'A' NPV COM P31076105 17,603,852 121,247 SH   SOLE 3 121,247 0 0
Copart Inc Common Stock NPV COM 217204106 27,652,761 759,900 SH   SOLE 1 759,900 0 0
CoreLogic Inc Common Stk USD1 COM 21871D103 33,951,208 1,130,200 SH   SOLE 1 1,130,200 0 0
Core-Mark Hldg Co CmStkUSD0.01 COM 218681104 7,129,320 98,200 SH   SOLE 1 98,200 0 0
CoresiteRealtyCorpREIT USD0.01 REIT 21870Q105 133,300 4,300 SH   SOLE 2 4,300 0 0
CoresiteRealtyCorpREIT USD0.01 REIT 21870Q105 89,900 2,900 SH   SOLE 3 2,900 0 0
Corning Inc Common StkUSD0.50 COM 219350105 6,827,107 327,911 SH   SOLE 2 327,911 0 0
Corning Inc Common StkUSD0.50 COM 219350105 74,170,417 3,562,460 SH   SOLE 3 3,562,460 0 0
Corning Inc Common StkUSD0.50 COM 219350105 20,820 1,000 SH   SOLE 7 1,000 0 0
CorVel Corp CommStockUSD0.0001 COM 221006109 1,751,552 35,200 SH   SOLE 2 35,200 0 0
CorVel Corp CommStockUSD0.0001 COM 221006109 11,537,403 231,861 SH   SOLE 3 231,861 0 0
CostcoWholesaleCom Stk USD0.01 COM 22160K105 1,571,673 14,073 SH   SOLE 2 14,073 0 0
CostcoWholesaleCom Stk USD0.01 COM 22160K105 5,260,128 47,100 SH   SOLE 3 47,100 0 0
CostcoWholesaleCom Stk USD0.01 COM 22160K105 29,037 260 SH   SOLE 8 260 0 0
Cott Corp Com Stk NPV COM 22163N106 11,653,873 1,375,900 SH   SOLE 1 1,375,900 0 0
Courier Corp Common Stock USD1 COM 222660102 133,980 8,700 SH   SOLE 2 8,700 0 0
Courier Corp Common Stock USD1 COM 222660102 181,720 11,800 SH   SOLE 3 11,800 0 0
Covance Inc CommonStockUSD0.01 COM 222816100 238,970 2,300 SH   SOLE 2 2,300 0 0
Covance Inc CommonStockUSD0.01 COM 222816100 2,981,930 28,700 SH   SOLE 3 28,700 0 0
Covanta Hldg 3.25%Conv01/06/14 CONB 22282EAC6 743,050,875 6,375,000 SH   SOLE 9 6,375,000 0 0
Covidien USD0.20(PostCons)(US) COM G2554F113 43,875,505 595,649 SH   SOLE 1 595,649 0 0
Covidien USD0.20(PostCons)(US) COM G2554F113 1,503,327 20,409 SH   SOLE 2 20,409 0 0
Covidien USD0.20(PostCons)(US) COM G2554F113 18,043,312 244,954 SH   SOLE 3 244,954 0 0
Covidien USD0.20(PostCons)(US) COM G2554F113 2,245,893 30,490 SH   SOLE 4 30,490 0 0
Covidien USD0.20(PostCons)(US) COM G2554F113 159,916 2,171 SH   SOLE 10 2,171 0 0
CPFL Energia ADR(1Repr2ComShs) ADR 126153105 68,586 4,200 SH   SOLE 8 4,200 0 0
CrackerBarrelOld ComStkUSD0.01 COM 22410J106 340,340 3,500 SH   SOLE 2 3,500 0 0
CrackerBarrelOld ComStkUSD0.01 COM 22410J106 3,782,636 38,900 SH   SOLE 3 38,900 0 0
Crane Company CommonStock USD1 COM 224399105 690,155 9,700 SH   SOLE 2 9,700 0 0
Crane Company CommonStock USD1 COM 224399105 8,559,345 120,300 SH   SOLE 3 120,300 0 0
Crawford And Co A Com Stk USD1 COM 224633206 17,746 1,900 SH   SOLE 3 1,900 0 0
CrdtSuisADR(EchRep1OrdCHF0.40) ADR 225401108 32,348 999 SH   SOLE 2 999 0 0
CredicorpComStkUSD5(USListing) COM G2519Y108 25,277,978 183,280 SH   SOLE 2 183,280 0 0
CredicorpComStkUSD5(USListing) COM G2519Y108 71,227,405 516,440 SH   SOLE 3 516,440 0 0
CreditAcceptance CmStk USD0.01 COM 225310101 270,085 1,900 SH   SOLE 2 1,900 0 0
CreditAcceptance CmStk USD0.01 COM 225310101 2,160,680 15,200 SH   SOLE 3 15,200 0 0
Cree Inc Common Stk USD0.0025 COM 225447101 4,959,520 87,686 SH   SOLE 3 87,686 0 0
Crescent Point Engy Cp Com NPV COM 22576C101 475,222 13,000 SH   SOLE 10 13,000 0 0
Crown Crafts Inc CmStk USD0.01 COM 228309100 57,312 7,200 SH   SOLE 3 7,200 0 0
Crown Holdings Common Stk USD5 COM 228368106 2,015,134 45,041 SH   SOLE 2 45,041 0 0
Crown Holdings Common Stk USD5 COM 228368106 2,185,191 48,842 SH   SOLE 3 48,842 0 0
CSG Systems Intl ComStkUSD0.01 COM 126349109 210,273 8,075 SH   SOLE 2 8,075 0 0
CSG Systems Intl ComStkUSD0.01 COM 126349109 2,579,939 99,076 SH   SOLE 3 99,076 0 0
CSS Industries Com Stk USD0.10 COM 125906107 10,800 400 SH   SOLE 3 400 0 0
CST Brands Inc CmStk USD0.01 COM 12646R105 687 22 SH   SOLE 10 22 0 0
CSX Corp Com USD1 COM 126408103 4,088,855 141,141 SH   SOLE 2 141,141 0 0
CSX Corp Com USD1 COM 126408103 48,714,938 1,681,565 SH   SOLE 3 1,681,565 0 0
CSX Corp Com USD1 COM 126408103 672,973 23,230 SH   SOLE 7 23,230 0 0
CTC Media Inc Common Stock NPV COM 12642X106 2,844,140 308,810 SH   SOLE 2 308,810 0 0
CTC Media Inc Common Stock NPV COM 12642X106 16,907,460 1,835,772 SH   SOLE 3 1,835,772 0 0
Cubist Pharm.IncComStkUSD0.001 COM 229678107 51,205 700 SH   SOLE 2 700 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 24,046,317 310,155 SH   SOLE 1 310,155 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 124,048 1,600 SH   SOLE 2 1,600 0 0
Cullen Frost Bankers CmSk USD5 COM 229899109 9,055,504 116,800 SH   SOLE 3 116,800 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 6,679,222 44,830 SH   SOLE 2 44,830 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 66,018,661 443,108 SH   SOLE 3 443,108 0 0
Cummins Inc Common Stk USD2.50 COM 231021106 327,778 2,200 SH   SOLE 7 2,200 0 0
CUSTOM BRANDED NETWORKS INC COM 53224K104 15,145 5,630 SH   SOLE 10 5,630 0 0
CVB Financial Corp Com Stk NPV COM 126600105 469,050 29,500 SH   SOLE 2 29,500 0 0
CVB Financial Corp Com Stk NPV COM 126600105 3,054,390 192,100 SH   SOLE 3 192,100 0 0
CVR Energy Com Stk USD00.01 COM 12662P108 2,005,481 47,467 SH   SOLE 2 47,467 0 0
CVR Energy Com Stk USD00.01 COM 12662P108 15,922,377 376,861 SH   SOLE 3 376,861 0 0
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 3,437,347 45,917 SH   SOLE 2 45,917 0 0
CVS CaremarkCorp ComStkUSD0.01 COM 126650100 17,820,722 238,054 SH   SOLE 3 238,054 0 0
Cyberonics Inc Com Stk USD0.01 COM 23251P102 404,587 6,200 SH   SOLE 2 6,200 0 0
Cyberonics Inc Com Stk USD0.01 COM 23251P102 1,513,939 23,200 SH   SOLE 3 23,200 0 0
D.R. Horton Inc ComStk USD0.01 COM 23331A109 300,286 13,870 SH   SOLE 10 13,870 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 36,215,925 482,879 SH   SOLE 1 482,879 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 38,505,600 513,408 SH   SOLE 2 513,408 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 119,827,575 1,597,701 SH   SOLE 3 1,597,701 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 2,446,500 32,620 SH   SOLE 4 32,620 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 956,625 12,755 SH   SOLE 7 12,755 0 0
Danaher Corp Com Stock USD0.01 COM 235851102 2,234,625 29,795 SH   SOLE 9 29,795 0 0
Darden Restaurants CmSkUSD0.01 COM 237194105 131,976 2,600 SH   SOLE 2 2,600 0 0
Darden Restaurants CmSkUSD0.01 COM 237194105 1,820,203 35,859 SH   SOLE 3 35,859 0 0
DaVitaHlthCareCom Stk USD0.001 COM 23918K108 4,393,938 63,819 SH   SOLE 3 63,819 0 0
DaVitaHlthCareCom Stk USD0.001 COM 23918K108 38,556 560 SH   SOLE 10 560 0 0
Dean Foods Co Com Stk USD0.01 COM 242370203 16,660,469 1,077,650 SH   SOLE 1 1,077,650 0 0
Deere & Company CommonStk USD1 COM 244199105 4,486,156 49,407 SH   SOLE 2 49,407 0 0
Deere & Company CommonStk USD1 COM 244199105 61,832,076 680,970 SH   SOLE 3 680,970 0 0
Deere & Company CommonStk USD1 COM 244199105 8,513,317 93,759 SH   SOLE 7 93,759 0 0
Deere & Company CommonStk USD1 COM 244199105 167,526 1,845 SH   SOLE 8 1,845 0 0
Deere & Company CommonStk USD1 COM 244199105 648,766 7,145 SH   SOLE 10 7,145 0 0
DELCATH SYSTEMS INC COM 24661P104 4,900 17,500 SH   SOLE 10 17,500 0 0
Delphi Auto USD0.01(US List) COM G27823106 44,200,475 651,348 SH   SOLE 1 651,348 0 0
Delphi Auto USD0.01(US List) COM G27823106 6,996,366 103,100 SH   SOLE 2 103,100 0 0
Delphi Auto USD0.01(US List) COM G27823106 84,374,002 1,243,354 SH   SOLE 3 1,243,354 0 0
Delphi Auto USD0.01(US List) COM G27823106 1,750,924 25,802 SH   SOLE 4 25,802 0 0
DeltaAir Lines ComStkUSD0.0001 COM 247361702 2,058,210 59,400 SH   SOLE 2 59,400 0 0
DeltaAir Lines ComStkUSD0.0001 COM 247361702 4,345,110 125,400 SH   SOLE 3 125,400 0 0
Deluxe Corp Common Stock USD1 COM 248019101 6,069,205 115,670 SH   SOLE 2 115,670 0 0
Deluxe Corp Common Stock USD1 COM 248019101 50,677,625 965,840 SH   SOLE 3 965,840 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 45,524,694 2,775,896 SH   SOLE 1 2,775,896 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 419,840 25,600 SH   SOLE 2 25,600 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 562,520 34,300 SH   SOLE 3 34,300 0 0
DenburyResourcesComStkUSD0.001 COM 247916208 31,160 1,900 SH   SOLE 10 1,900 0 0
Denison Mines Corp NPV COM 248356107 22,151 15,000 SH   SOLE 7 15,000 0 0
Denison Mines Corp NPV COM 248356107 69,819 47,280 SH   SOLE 10 47,280 0 0
Dentsply Intl Inc. ComStk USD1 COM 249030107 17,836,172 387,406 SH   SOLE 1 387,406 0 0
Dentsply Intl Inc. ComStk USD1 COM 249030107 1,999,839 43,437 SH   SOLE 2 43,437 0 0
Dentsply Intl Inc. ComStk USD1 COM 249030107 2,168,622 47,103 SH   SOLE 3 47,103 0 0
DestinationMaternityCS USD0.01 COM 25065D100 627,981 22,919 SH   SOLE 3 22,919 0 0
DevlprsDivrsfd1.75%Cnv15/11/40 CONB 251591AX1 815,952,900 7,050,000 SH   SOLE 9 7,050,000 0 0
Devon Energy Com Stk USD0.10 COM 25179M103 80,316 1,200 SH   SOLE 2 1,200 0 0
Devon Energy Com Stk USD0.10 COM 25179M103 19,477,902 291,019 SH   SOLE 3 291,019 0 0
DeVryEduGrpIncComStkUSD0.01 COM 251893103 1,364,237 32,183 SH   SOLE 3 32,183 0 0
DiageoSponADR(Repr4OrdGBP0.28) ADR 25243Q205 25,666 206 SH   SOLE 2 206 0 0
DiamondHillInvGrp'A'ComStk NPV COM 25264R207 552,048 4,200 SH   SOLE 2 4,200 0 0
DiamondHillInvGrp'A'ComStk NPV COM 25264R207 3,997,748 30,415 SH   SOLE 3 30,415 0 0
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 10,184,794 208,876 SH   SOLE 2 208,876 0 0
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 114,421,191 2,346,620 SH   SOLE 3 2,346,620 0 0
Dice Holdings ComStock USD0.01 COM 253017107 134,280 18,000 SH   SOLE 2 18,000 0 0
Dice Holdings ComStock USD0.01 COM 253017107 191,722 25,700 SH   SOLE 3 25,700 0 0
Dillards Inc Class A ComStkNPV COM 254067101 4,616,581 49,963 SH   SOLE 3 49,963 0 0
DIRECTV Common Stock USD0.01 COM 25490A309 10,354,375 135,493 SH   SOLE 2 135,493 0 0
DIRECTV Common Stock USD0.01 COM 25490A309 110,502,479 1,445,989 SH   SOLE 3 1,445,989 0 0
DIRECTV Common Stock USD0.01 COM 25490A309 91,704 1,200 SH   SOLE 8 1,200 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 37,580,731 645,828 SH   SOLE 1 645,828 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 10,433,292 179,297 SH   SOLE 2 179,297 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 131,032,708 2,251,808 SH   SOLE 3 2,251,808 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 1,796,325 30,870 SH   SOLE 4 30,870 0 0
DiscoverFin SvcsComStk USD0.01 COM 254709108 47,308 813 SH   SOLE 8 813 0 0
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 206,750 2,500 SH   SOLE 2 2,500 0 0
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 74,430 900 SH   SOLE 3 900 0 0
Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 878,163 19,734 SH   SOLE 2 19,734 0 0
Dolby Lab.Cls'A'ComStkUSD0.001 COM 25659T107 11,122,597 249,946 SH   SOLE 3 249,946 0 0
Dollar General ComStk USD0.875 COM 256677105 199,728 3,600 SH   SOLE 2 3,600 0 0
Dollar General ComStk USD0.875 COM 256677105 166,440 3,000 SH   SOLE 3 3,000 0 0
Dollar Tree Inc ComStk USD0.01 COM 256746108 2,102,854 40,300 SH   SOLE 2 40,300 0 0
Dollar Tree Inc ComStk USD0.01 COM 256746108 16,174,861 309,982 SH   SOLE 3 309,982 0 0
DominionRes(Virginia)ComStkNPV COM 25746U109 890,215 12,540 SH   SOLE 2 12,540 0 0
DominionRes(Virginia)ComStkNPV COM 25746U109 3,305,507 46,563 SH   SOLE 3 46,563 0 0
Domino's Pizza Com.Stk USD0.01 COM 25754A201 31,345,879 407,248 SH   SOLE 1 407,248 0 0
Donaldson Common Stock USD5 COM 257651109 2,760,240 65,100 SH   SOLE 3 65,100 0 0
Donnelley(R.R) Common USD1.25 COM 257867101 1,850,860 103,400 SH   SOLE 2 103,400 0 0
Donnelley(R.R) Common USD1.25 COM 257867101 18,811,522 1,050,923 SH   SOLE 3 1,050,923 0 0
Doral Fin Corp Com Stk USD0.01 COM 25811P852 109,194 12,580 SH   SOLE 2 12,580 0 0
Doral Fin Corp Com Stk USD0.01 COM 25811P852 367,077 42,290 SH   SOLE 3 42,290 0 0
Dorchester Min. LP Com Uts NPV PART 25820R105 815,894 31,141 SH   SOLE 2 31,141 0 0
Dorchester Min. LP Com Uts NPV PART 25820R105 2,631,030 100,421 SH   SOLE 3 100,421 0 0
Dorman Products ComStk USD0.01 COM 258278100 336,642 5,700 SH   SOLE 3 5,700 0 0
DouglasEmmett Inc REIT USD0.01 REIT 25960P109 16,822,322 619,835 SH   SOLE 1 619,835 0 0
Dover Corp Common Stock USD1 COM 260003108 20,738,504 253,682 SH   SOLE 1 253,682 0 0
Dover Corp Common Stock USD1 COM 260003108 4,561,650 55,800 SH   SOLE 2 55,800 0 0
Dover Corp Common Stock USD1 COM 260003108 45,616,500 558,000 SH   SOLE 3 558,000 0 0
Dover Corp Common Stock USD1 COM 260003108 840,390 10,280 SH   SOLE 8 10,280 0 0
Dow Chemical Com USD2.50 COM 260543103 3,585,942 73,800 SH   SOLE 2 73,800 0 0
Dow Chemical Com USD2.50 COM 260543103 33,305,044 685,430 SH   SOLE 3 685,430 0 0
Dow Chemical Com USD2.50 COM 260543103 129,735 2,670 SH   SOLE 8 2,670 0 0
DRDGOLD LtdADR (EchReps10 Ord) ADR 26152H301 79,449 21,300 SH   SOLE 2 21,300 0 0
DrPepper Snapple ComStkUSD0.01 COM 26138E109 947,604 17,400 SH   SOLE 3 17,400 0 0
DrPepper Snapple ComStkUSD0.01 COM 26138E109 16,011 294 SH   SOLE 7 294 0 0
DrPepper Snapple ComStkUSD0.01 COM 26138E109 126,238 2,318 SH   SOLE 8 2,318 0 0
DrPepper Snapple ComStkUSD0.01 COM 26138E109 2,832 52 SH   SOLE 10 52 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 8,461,154 192,737 SH   SOLE 2 192,737 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 41,042,681 934,913 SH   SOLE 3 934,913 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 1,546,597 35,230 SH   SOLE 4 35,230 0 0
DrReddy'sLabADR(EachRep1/2Ord) ADR 256135203 3,937,523 89,693 SH   SOLE 6 89,693 0 0
DryShips Inc Com.Stock USD0.01 COM Y2109Q101 3,230 1,000 SH   SOLE 7 1,000 0 0
DST Systems Inc Com StkUSD0.01 COM 233326107 104,269 1,100 SH   SOLE 2 1,100 0 0
DST Systems Inc Com StkUSD0.01 COM 233326107 123,227 1,300 SH   SOLE 3 1,300 0 0
DTE Energy Company NPV COM 233331107 621,882 8,371 SH   SOLE 3 8,371 0 0
Duke Engy Corp ComStk USD0.001 COM 26441C204 3,777,153 53,035 SH   SOLE 2 53,035 0 0
Duke Engy Corp ComStk USD0.001 COM 26441C204 7,140,375 100,258 SH   SOLE 3 100,258 0 0
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 1,520,055 15,300 SH   SOLE 2 15,300 0 0
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 8,593,775 86,500 SH   SOLE 3 86,500 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 3,014,535 44,926 SH   SOLE 2 44,926 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 13,883,594 206,909 SH   SOLE 3 206,909 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 168,086 2,505 SH   SOLE 8 2,505 0 0
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 97,295 1,450 SH   SOLE 10 1,450 0 0
DuPontFabrosTech.REIT USD0.001 REIT 26613Q106 472,350 19,624 SH   SOLE 3 19,624 0 0
DycomIndustries ComStkUSD0.333 COM 267475101 8,711,716 275,600 SH   SOLE 1 275,600 0 0
EagleBancorp Inc ComStkUSD0.01 COM 268948106 8,490,720 235,200 SH   SOLE 1 235,200 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 36,068,117 480,140 SH   SOLE 1 480,140 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 31,254,427 416,060 SH   SOLE 2 416,060 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 124,176,590 1,653,043 SH   SOLE 3 1,653,043 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 2,060,542 27,430 SH   SOLE 4 27,430 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 925,704 12,323 SH   SOLE 7 12,323 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 2,625,144 34,946 SH   SOLE 9 34,946 0 0
Eaton Corp PLC Com Stk USD0.50 COM G29183103 842,846 11,220 SH   SOLE 10 11,220 0 0
eBay Inc Common Stock USD0.001 COM 278642103 32,719,425 592,314 SH   SOLE 2 592,314 0 0
eBay Inc Common Stock USD0.001 COM 278642103 123,909,231 2,243,107 SH   SOLE 3 2,243,107 0 0
eBay Inc Common Stock USD0.001 COM 278642103 281,724 5,100 SH   SOLE 4 5,100 0 0
eBay Inc Common Stock USD0.001 COM 278642103 2,044,156 37,005 SH   SOLE 7 37,005 0 0
eBay Inc Common Stock USD0.001 COM 278642103 62,421 1,130 SH   SOLE 8 1,130 0 0
eBay Inc Common Stock USD0.001 COM 278642103 2,333,338 42,240 SH   SOLE 9 42,240 0 0
eBay Inc Common Stock USD0.001 COM 278642103 116,004 2,100 SH   SOLE 10 2,100 0 0
Ebix Inc.Common Stock USD0.10 COM 278715206 480,896 28,172 SH   SOLE 2 28,172 0 0
Ebix Inc.Common Stock USD0.10 COM 278715206 6,549,759 383,700 SH   SOLE 3 383,700 0 0
Ecolab Common Stk USD1 COM 278865100 5,150,799 47,697 SH   SOLE 3 47,697 0 0
Ecopetrol SpnADR(EachRep20Ord) ADR 279158109 3,079,645 75,500 SH   SOLE 2 75,500 0 0
Ecopetrol SpnADR(EachRep20Ord) ADR 279158109 15,350,786 376,337 SH   SOLE 3 376,337 0 0
Edison Intl Common Stock NPV COM 281020107 24,869,452 439,312 SH   SOLE 3 439,312 0 0
EDUCATION REALTY TRUST INC REIT 28140H104 528,993 53,596 SH   SOLE 3 53,596 0 0
EdwardsLifesciences ComStkUSD1 COM 28176E108 59,336 800 SH   SOLE 2 800 0 0
EdwardsLifesciences ComStkUSD1 COM 28176E108 712,032 9,600 SH   SOLE 3 9,600 0 0
EGALET CORP COM 28226B104 27,980 2,000 SH   SOLE 8 2,000 0 0
E-House ADS(Rep 1Ord USD0.001) ADR 26852W103 11,220,729 928,100 SH   SOLE 3 928,100 0 0
E-House ADS(Rep 1Ord USD0.001) ADR 26852W103 2,896,764 239,600 SH   SOLE 6 239,600 0 0
Eldorado Gold Com NPV(US List) COM 284902103 684,208 122,618 SH   SOLE 3 122,618 0 0
Eldorado Gold Com NPV(US List) COM 284902103 31,460 5,638 SH   SOLE 7 5,638 0 0
Electro Rent Corp Com Stk NPV COM 285218103 82,796 4,707 SH   SOLE 3 4,707 0 0
ElectronicArts0.75%Conv15/7/16 CONB 285512AA7 2,673,428,000 23,000,000 SH   SOLE 9 23,000,000 0 0
Eli Lilly And Co ComSk NPV COM 532457108 24,115,825 409,715 SH   SOLE 2 409,715 0 0
Eli Lilly And Co ComSk NPV COM 532457108 319,925,348 5,435,361 SH   SOLE 3 5,435,361 0 0
Eli Lilly And Co ComSk NPV COM 532457108 15,999,737 271,827 SH   SOLE 7 271,827 0 0
Eli Lilly And Co ComSk NPV COM 532457108 578,594 9,830 SH   SOLE 8 9,830 0 0
Eli Lilly And Co ComSk NPV COM 532457108 7,520,248 127,765 SH   SOLE 10 127,765 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 15,583,654 568,539 SH   SOLE 2 568,539 0 0
EMC Corp Massac.ComStk USD0.01 COM 268648102 137,755,287 5,025,731 SH   SOLE 3 5,025,731 0 0
EMC Insurance Grp Com Stk USD1 COM 268664109 152,779 4,300 SH   SOLE 3 4,300 0 0
Emerald Oil Inc CmStk USD0.001 COM 29101U209 3,194,271 475,338 SH   SOLE 3 475,338 0 0
Emerson Electric Com.USD1 COM 291011104 8,723,813 130,596 SH   SOLE 2 130,596 0 0
Emerson Electric Com.USD1 COM 291011104 87,598,648 1,311,357 SH   SOLE 3 1,311,357 0 0
Emerson Electric Com.USD1 COM 291011104 7,058,489 105,666 SH   SOLE 7 105,666 0 0
Emerson Electric Com.USD1 COM 291011104 337,073 5,046 SH   SOLE 8 5,046 0 0
Emerson Electric Com.USD1 COM 291011104 3,541,335 53,014 SH   SOLE 10 53,014 0 0
EmpresaNac.Elec.ADS(Rep30CmSh) ADR 29244T101 4,741,078 109,798 SH   SOLE 3 109,798 0 0
EnCanaCorpComNPV(CanadianList) COM 292505104 78,971 3,692 SH   SOLE 8 3,692 0 0
Endeavour Silver Corp Com NPV COM 29258Y103 34,571 8,000 SH   SOLE 10 8,000 0 0
Endo Intl PLC ComStk USD0.0001 COM G30401106 61,785 900 SH   SOLE 3 900 0 0
EnduranceSpec.HldgsComStk USD1 COM G30397106 1,383,431 25,700 SH   SOLE 2 25,700 0 0
EnduranceSpec.HldgsComStk USD1 COM G30397106 12,185,712 226,374 SH   SOLE 3 226,374 0 0
Energen Corp Com Stock USD0.01 COM 29265N108 29,401,183 363,831 SH   SOLE 1 363,831 0 0
EnergizerHldgsCommStockUSD0.01 COM 29266R108 6,840,649 67,904 SH   SOLE 2 67,904 0 0
EnergizerHldgsCommStockUSD0.01 COM 29266R108 80,033,497 794,456 SH   SOLE 3 794,456 0 0
EnergyTransfer Partners LP NPV PART 29273R109 451,997 8,403 SH   SOLE 3 8,403 0 0
Enersis SponADR(Rep50ComShNPV) ADR 29274F104 443,319 28,546 SH   SOLE 2 28,546 0 0
Enersis SponADR(Rep50ComShNPV) ADR 29274F104 4,933,881 317,700 SH   SOLE 3 317,700 0 0
EnerSys Common Stock USD0.01 COM 29275Y102 29,448,250 425,000 SH   SOLE 1 425,000 0 0
EnerSys Common Stock USD0.01 COM 29275Y102 173,225 2,500 SH   SOLE 3 2,500 0 0
EngilityHldgsInc ComStkUSD0.01 COM 29285W104 157,675 3,500 SH   SOLE 2 3,500 0 0
EngilityHldgsInc ComStkUSD0.01 COM 29285W104 103,615 2,300 SH   SOLE 3 2,300 0 0
Engy Sel. Shs Ben Int USD0.001 ETF 81369Y506 88,762,183 996,656 SH   SOLE 2 996,656 0 0
Engy Sel. Shs Ben Int USD0.001 ETF 81369Y506 2,649,357 29,748 SH   SOLE 3 29,748 0 0
Ennis Inc Common Stock USD2.50 COM 293389102 183,927 11,100 SH   SOLE 2 11,100 0 0
Ennis Inc Common Stock USD2.50 COM 293389102 1,040,596 62,800 SH   SOLE 3 62,800 0 0
Ensco PLC Cls A ComStk USD0.10 COM G3157S106 7,109,149 134,694 SH   SOLE 2 134,694 0 0
Ensco PLC Cls A ComStk USD0.10 COM G3157S106 127,592,219 2,417,435 SH   SOLE 3 2,417,435 0 0
EnsignGroupInc ComStk USD0.001 COM 29358P101 309,844 7,100 SH   SOLE 2 7,100 0 0
Entegris Inc CommonStk USD0.01 COM 29362U104 10,840,872 895,200 SH   SOLE 1 895,200 0 0
Entergy Corp CommStock USD0.01 COM 29364G103 1,971,072 29,485 SH   SOLE 2 29,485 0 0
Entergy Corp CommStock USD0.01 COM 29364G103 5,004,458 74,861 SH   SOLE 3 74,861 0 0
EnvisionHealthcareI CS USD0.01 COM 29413U103 20,486,974 605,586 SH   SOLE 1 605,586 0 0
EnzonPharmaceuti.ComStkUSD0.01 COM 293904108 18,746 18,200 SH   SOLE 3 18,200 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 23,973,347 122,207 SH   SOLE 1 122,207 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 1,373,190 7,000 SH   SOLE 2 7,000 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 6,532,461 33,300 SH   SOLE 3 33,300 0 0
EOG Resources Com Stk USD0.01 COM 26875P101 1,294,722 6,600 SH   SOLE 4 6,600 0 0
EP Engy Corp Cls A CS USD0.01 COM 268785102 33,541,023 1,713,900 SH   SOLE 1 1,713,900 0 0
EPAM Systems Inc CmStkUSD0.001 COM 29414B104 6,800,430 206,700 SH   SOLE 1 206,700 0 0
EPAM Systems Inc CmStkUSD0.001 COM 29414B104 69,847 2,123 SH   SOLE 2 2,123 0 0
EPAM Systems Inc CmStkUSD0.001 COM 29414B104 3,070,853 93,339 SH   SOLE 3 93,339 0 0
EPR Properties REIT USD0.01 REIT 26884U109 48,051 900 SH   SOLE 2 900 0 0
EPR Properties REIT USD0.01 REIT 26884U109 3,518,828 65,908 SH   SOLE 3 65,908 0 0
EQT Corporation CommonStockNPV COM 26884L109 23,492,534 242,266 SH   SOLE 2 242,266 0 0
EQT Corporation CommonStockNPV COM 26884L109 13,101,423 135,108 SH   SOLE 3 135,108 0 0
EqtyLifestyleProp REIT USD0.01 REIT 29472R108 37,585,518 924,613 SH   SOLE 1 924,613 0 0
Equifax Common Stk USD2.50 COM 294429105 1,224,540 18,000 SH   SOLE 2 18,000 0 0
Equifax Common Stk USD2.50 COM 294429105 10,531,316 154,804 SH   SOLE 3 154,804 0 0
Eros Intl PLC Ord 30p(US List) COM G3788M114 108,135 6,729 SH   SOLE 2 6,729 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 10,672,644 159,579 SH   SOLE 3 159,579 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 194,621 2,910 SH   SOLE 4 2,910 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 265,915 3,976 SH   SOLE 7 3,976 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 1,883,006 28,155 SH   SOLE 9 28,155 0 0
EsteeLauder Cl'A'ComStkUSD0.01 COM 518439104 183,920 2,750 SH   SOLE 10 2,750 0 0
ETFS PLATINUM TRUST ETF 26922V101 851,786 6,167 SH   SOLE 10 6,167 0 0
E-Trade Fin.Corp ComStkUSD0.01 COM 269246401 46,040 2,000 SH   SOLE 10 2,000 0 0
EvercorePartners 'A'CS USD0.01 COM 29977A105 221,000 4,000 SH   SOLE 3 4,000 0 0
Everest Re Group ComStkUSD0.01 COM G3223R108 2,156,015 14,087 SH   SOLE 2 14,087 0 0
Everest Re Group ComStkUSD0.01 COM G3223R108 10,793,392 70,522 SH   SOLE 3 70,522 0 0
Exact Sciences Corp COMMON USD COM 30063P105 9,451,390 667,000 SH   SOLE 1 667,000 0 0
Excel Trust Inc REIT USD0.01 REIT 30068C109 252,865 19,942 SH   SOLE 3 19,942 0 0
EXCO Resources ComStk USD0.001 COM 269279402 8,997,262 1,606,654 SH   SOLE 2 1,606,654 0 0
EXCO Resources ComStk USD0.001 COM 269279402 5,718,759 1,021,207 SH   SOLE 3 1,021,207 0 0
Exelis Inc Common Stk USD0.01 COM 30162A108 5,206,839 273,900 SH   SOLE 2 273,900 0 0
Exelis Inc Common Stk USD0.01 COM 30162A108 44,923,710 2,363,162 SH   SOLE 3 2,363,162 0 0
Exelon Corp Common Stock NPV COM 30161N101 544,008 16,210 SH   SOLE 2 16,210 0 0
Exelon Corp Common Stock NPV COM 30161N101 2,755,645 82,111 SH   SOLE 3 82,111 0 0
Exelon Corp Common Stock NPV COM 30161N101 40,272 1,200 SH   SOLE 10 1,200 0 0
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 986,787 24,900 SH   SOLE 2 24,900 0 0
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 7,347,402 185,400 SH   SOLE 3 185,400 0 0
Exponent Incorp ComStkUSD0.001 COM 30214U102 172,638 2,300 SH   SOLE 2 2,300 0 0
Exponent Incorp ComStkUSD0.001 COM 30214U102 2,007,555 26,746 SH   SOLE 3 26,746 0 0
Express Inc Com Stk USD0.01 COM 30219E103 1,405,825 88,528 SH   SOLE 2 88,528 0 0
Express Inc Com Stk USD0.01 COM 30219E103 13,115,911 825,939 SH   SOLE 3 825,939 0 0
ExpressScriptsHldgUSD0.01 COM 30219G108 1,150,679 15,324 SH   SOLE 2 15,324 0 0
ExpressScriptsHldgUSD0.01 COM 30219G108 5,957,415 79,337 SH   SOLE 3 79,337 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 37,169,584 380,524 SH   SOLE 2 380,524 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 276,326,171 2,828,892 SH   SOLE 3 2,828,892 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 3,138,654 32,132 SH   SOLE 7 32,132 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 2,771,670 28,375 SH   SOLE 8 28,375 0 0
Exxon MobilCorp.CommonStockNPV COM 30231G102 914,089 9,358 SH   SOLE 10 9,358 0 0
Ezcorp Inc Cls A ComStkUSD0.01 COM 302301106 103,584 9,600 SH   SOLE 3 9,600 0 0
F5 Networks Inc Com Stock NPV COM 315616102 2,399,175 22,500 SH   SOLE 2 22,500 0 0
F5 Networks Inc Com Stock NPV COM 315616102 24,463,908 229,428 SH   SOLE 3 229,428 0 0
Fabrinet Common Stock USD0.01 COM G3323L100 11,228,262 540,600 SH   SOLE 1 540,600 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 44,512,902 738,926 SH   SOLE 1 738,926 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 4,174,632 69,300 SH   SOLE 2 69,300 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 25,541,760 424,000 SH   SOLE 3 424,000 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 2,232,494 37,060 SH   SOLE 4 37,060 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 6,928 115 SH   SOLE 7 115 0 0
Facebook Inc A CS USD0.000006 COM 30303M102 40,782 677 SH   SOLE 10 677 0 0
FactSetResearchSysCmStkUSD0.01 COM 303075105 2,210,105 20,500 SH   SOLE 2 20,500 0 0
FactSetResearchSysCmStkUSD0.01 COM 303075105 20,904,359 193,900 SH   SOLE 3 193,900 0 0
FairchildSemiClsAComStkUSD0.01 COM 303726103 15,915,039 1,154,100 SH   SOLE 1 1,154,100 0 0
FBL Financial Grp Com Stk NPV COM 30239F106 674,839 15,578 SH   SOLE 2 15,578 0 0
FBL Financial Grp Com Stk NPV COM 30239F106 3,711,701 85,681 SH   SOLE 3 85,681 0 0
FBR And Company ComStkUSD0.001 COM 30247C400 104,792 4,057 SH   SOLE 2 4,057 0 0
FBR And Company ComStkUSD0.001 COM 30247C400 1,603,862 62,093 SH   SOLE 3 62,093 0 0
FederatedInvestors'B'ComStkNPV COM 314211103 36,648 1,200 SH   SOLE 3 1,200 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 715,824 5,400 SH   SOLE 2 5,400 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 1,794,332 13,536 SH   SOLE 3 13,536 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 381,640 2,879 SH   SOLE 7 2,879 0 0
FedEx Corp Common Stk USD0.10 COM 31428X106 1,173,156 8,850 SH   SOLE 10 8,850 0 0
Fifth Third Bancorp CommStkNPV COM 316773100 31,196,442 1,359,026 SH   SOLE 1 1,359,026 0 0
Fifth Third Bancorp CommStkNPV COM 316773100 52,797 2,300 SH   SOLE 3 2,300 0 0
Fifth Third Bancorp CommStkNPV COM 316773100 1,326,110 57,770 SH   SOLE 4 57,770 0 0
Fin.Select Sector SPDR Fund ETF 81369Y605 13,292 595 SH   SOLE 7 595 0 0
FinancialInstit.ComStk USD0.01 COM 317585404 9,208 400 SH   SOLE 3 400 0 0
Finisar Corp ComStock USD0.001 COM 31787A507 36,533,431 1,378,100 SH   SOLE 1 1,378,100 0 0
FinishLineClass'A'CmStkUSD0.01 COM 317923100 22,060,335 814,335 SH   SOLE 1 814,335 0 0
First American CS USD0.00001 COM 31847R102 44,782,841 1,686,736 SH   SOLE 3 1,686,736 0 0
First Cash Fin Com Stk USD0.01 COM 31942D107 292,668 5,800 SH   SOLE 2 5,800 0 0
First Cash Fin Com Stk USD0.01 COM 31942D107 222,024 4,400 SH   SOLE 3 4,400 0 0
First Community Com Stock USD1 COM 31983A103 14,724 900 SH   SOLE 3 900 0 0
First Fin.Corp Com Stock NPV COM 320218100 10,104 300 SH   SOLE 2 300 0 0
First Fin.Corp Com Stock NPV COM 320218100 303,120 9,000 SH   SOLE 3 9,000 0 0
First FinancialHldgs CSUSD2.50 COM 32023E105 11,785,084 188,200 SH   SOLE 1 188,200 0 0
First Solar Inc ComStkUSD0.001 COM 336433107 788,627 11,300 SH   SOLE 2 11,300 0 0
First Solar Inc ComStkUSD0.001 COM 336433107 8,277,094 118,600 SH   SOLE 3 118,600 0 0
FIRST TRUST DJ INTERNET IND ETF 33733E302 848,405 14,370 SH   SOLE 10 14,370 0 0
FirstCitizensBancShsACmStkUSD1 COM 31946M103 16,587,675 68,900 SH   SOLE 1 68,900 0 0
FirstCitizensBancShsACmStkUSD1 COM 31946M103 794,475 3,300 SH   SOLE 2 3,300 0 0
FirstCitizensBancShsACmStkUSD1 COM 31946M103 3,149,492 13,082 SH   SOLE 3 13,082 0 0
FirstEnergy Corp ComStkUSD0.10 COM 337932107 596,206 17,520 SH   SOLE 3 17,520 0 0
FirstHorizonNatlComStkUSD0.625 COM 320517105 27,768,813 2,250,309 SH   SOLE 1 2,250,309 0 0
FirstInterstateBancsyACmStkNPV COM 32055Y201 273,734 9,700 SH   SOLE 2 9,700 0 0
FirstInterstateBancsyACmStkNPV COM 32055Y201 36,686 1,300 SH   SOLE 3 1,300 0 0
FirstMajesticSilver Cp Com NPV COM 32076V103 2,257,809 233,787 SH   SOLE 3 233,787 0 0
FirstMerit Corp CommonStockNPV COM 337915102 10,277,522 493,400 SH   SOLE 1 493,400 0 0
FirstMidwestBancorp CS USD0.01 COM 320867104 280,112 16,400 SH   SOLE 2 16,400 0 0
FirstPotomacRealtyREITUSD0.001 REIT 33610F109 247,702 19,172 SH   SOLE 3 19,172 0 0
FirstRepublic Bk ComStkUSD0.01 COM 33616C100 18,267,247 338,345 SH   SOLE 1 338,345 0 0
Fiserv Inc Common StockUSD0.01 COM 337738108 2,009,037 35,439 SH   SOLE 2 35,439 0 0
Fiserv Inc Common StockUSD0.01 COM 337738108 2,178,597 38,430 SH   SOLE 3 38,430 0 0
Fiserv Inc Common StockUSD0.01 COM 337738108 141,725 2,500 SH   SOLE 8 2,500 0 0
FLIR Systems Inc ComStkUSD0.01 COM 302445101 914,400 25,400 SH   SOLE 2 25,400 0 0
FLIR Systems Inc ComStkUSD0.01 COM 302445101 5,097,600 141,600 SH   SOLE 3 141,600 0 0
Flowserve Corp Com Stk USD1.25 COM 34354P105 1,684,310 21,500 SH   SOLE 2 21,500 0 0
Flowserve Corp Com Stk USD1.25 COM 34354P105 8,525,742 108,830 SH   SOLE 3 108,830 0 0
Fluidigm Corp Com Stk USD0.001 COM 34385P108 11,784,318 267,400 SH   SOLE 1 267,400 0 0
FluidigmCorp 2.75%Conv01/02/34 CONB 34385PAA6 767,643,750 6,750,000 SH   SOLE 9 6,750,000 0 0
Fluor Corp Comm Stock USD0.01 COM 343412102 264,282 3,400 SH   SOLE 2 3,400 0 0
Fluor Corp Comm Stock USD0.01 COM 343412102 6,995,700 90,000 SH   SOLE 3 90,000 0 0
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L ADR 344419106 30,294,795 324,912 SH   SOLE 2 324,912 0 0
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L ADR 344419106 67,360,958 722,447 SH   SOLE 3 722,447 0 0
Foot Locker Inc Com StkUSD0.01 COM 344849104 1,221,480 26,000 SH   SOLE 2 26,000 0 0
Foot Locker Inc Com StkUSD0.01 COM 344849104 9,218,744 196,227 SH   SOLE 3 196,227 0 0
Ford Motor Co Com Stk USD0.01 COM 345370860 1,864,200 119,500 SH   SOLE 2 119,500 0 0
Ford Motor Co Com Stk USD0.01 COM 345370860 5,718,024 366,540 SH   SOLE 3 366,540 0 0
Ford Motor Co Com Stk USD0.01 COM 345370860 574,954 36,856 SH   SOLE 8 36,856 0 0
FortinetIncCommonStockUSD0.001 COM 34959E109 14,544,206 660,200 SH   SOLE 1 660,200 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 65,809,459 1,563,913 SH   SOLE 1 1,563,913 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 1,994,045 47,387 SH   SOLE 3 47,387 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 1,063,782 25,280 SH   SOLE 4 25,280 0 0
Fortune Brands Home CS USD0.01 COM 34964C106 291,572 6,929 SH   SOLE 7 6,929 0 0
ForwardAir Corp ComStk USD0.01 COM 349853101 1,844,400 40,000 SH   SOLE 2 40,000 0 0
ForwardAir Corp ComStk USD0.01 COM 349853101 12,781,692 277,200 SH   SOLE 3 277,200 0 0
Fossil Grp Inc Com Stk USD0.01 COM 34988V106 26,403,105 226,500 SH   SOLE 1 226,500 0 0
Fossil Grp Inc Com Stk USD0.01 COM 34988V106 932,560 8,000 SH   SOLE 2 8,000 0 0
Fossil Grp Inc Com Stk USD0.01 COM 34988V106 8,244,413 70,725 SH   SOLE 3 70,725 0 0
Fox Factory Hldg CS USD0.001 COM 35138V102 10,262,700 543,000 SH   SOLE 1 543,000 0 0
Franco-Nevada Corp Com NPV(US) COM 351858105 157,804 3,441 SH   SOLE 3 3,441 0 0
FranklinResourcesComStkUSD0.10 COM 354613101 6,463,674 119,300 SH   SOLE 2 119,300 0 0
FranklinResourcesComStkUSD0.10 COM 354613101 54,826,909 1,011,940 SH   SOLE 3 1,011,940 0 0
FranklinStProps REIT USD0.0001 REIT 35471R106 334,202 26,524 SH   SOLE 3 26,524 0 0
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 3,001,632 90,766 SH   SOLE 2 90,766 0 0
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 32,865,231 993,808 SH   SOLE 3 993,808 0 0
FreeportMcMornC&G ComStUSD0.10 COM 35671D857 558,883 16,900 SH   SOLE 10 16,900 0 0
FRESCO DJ EURO STOXX 50 ETF 78463X202 105,584 2,475 SH   SOLE 10 2,475 0 0
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 2,022,440 354,503 SH   SOLE 2 354,503 0 0
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 2,193,088 384,415 SH   SOLE 3 384,415 0 0
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 23,139 4,056 SH   SOLE 7 4,056 0 0
Fuel Tech Inc Comm Stk USD0.01 COM 359523107 99,270 19,854 SH   SOLE 7 19,854 0 0
Fuel Tech Inc Comm Stk USD0.01 COM 359523107 19,500 3,900 SH   SOLE 8 3,900 0 0
Fuel Tech Inc Comm Stk USD0.01 COM 359523107 85,000 17,000 SH   SOLE 10 17,000 0 0
FutureFuel Cp ComStk USD0.0001 COM 36116M106 830,270 40,900 SH   SOLE 2 40,900 0 0
FutureFuel Cp ComStk USD0.0001 COM 36116M106 6,356,072 313,107 SH   SOLE 3 313,107 0 0
FX Energy Inc Com Stk USD0.001 COM 302695101 1,370,315 410,274 SH   SOLE 3 410,274 0 0
FX Energy Inc Com Stk USD0.001 COM 302695101 32,064 9,600 SH   SOLE 8 9,600 0 0
FXCM Inc Cls A Com Stk USD0.01 COM 302693106 15,396,248 1,042,400 SH   SOLE 1 1,042,400 0 0
GAMCO Investors CmStk USD0.001 COM 361438104 15,530 200 SH   SOLE 3 200 0 0
GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 1,664,550 40,500 SH   SOLE 2 40,500 0 0
GameStop Cls'A'Com.StkUSD0.001 COM 36467W109 20,377,709 495,808 SH   SOLE 3 495,808 0 0
Gannett Co.Com.USD1 COM 364730101 27,486,840 995,900 SH   SOLE 1 995,900 0 0
Gannett Co.Com.USD1 COM 364730101 701,040 25,400 SH   SOLE 3 25,400 0 0
Gap Inc (The) Com Stk USD0.05 COM 364760108 3,737,598 93,300 SH   SOLE 2 93,300 0 0
Gap Inc (The) Com Stk USD0.05 COM 364760108 31,131,427 777,120 SH   SOLE 3 777,120 0 0
GarminLimited ComStockUSD0.005 COM H2906T109 668,646 12,100 SH   SOLE 2 12,100 0 0
GarminLimited ComStockUSD0.005 COM H2906T109 4,929,579 89,207 SH   SOLE 3 89,207 0 0
Gartner Common Stock USD0.0005 COM 366651107 33,442,304 481,600 SH   SOLE 1 481,600 0 0
Gartner Common Stock USD0.0005 COM 366651107 256,928 3,700 SH   SOLE 3 3,700 0 0
Gastar Exploration CmStk NPV COM 36729W202 2,461,500 450,000 SH   SOLE 3 450,000 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 35,074,193 1,354,739 SH   SOLE 1 1,354,739 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 11,657,982 450,289 SH   SOLE 2 450,289 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 95,797,453 3,700,172 SH   SOLE 3 3,700,172 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 3,732,044 144,150 SH   SOLE 4 144,150 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 11,598,202 447,980 SH   SOLE 7 447,980 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 1,140,895 44,067 SH   SOLE 8 44,067 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 2,905,298 112,217 SH   SOLE 9 112,217 0 0
Gen.Electric Com Stock USD0.06 COM 369604103 687,302 26,547 SH   SOLE 10 26,547 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 13,921,858 268,658 SH   SOLE 2 268,658 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 124,934,859 2,410,939 SH   SOLE 3 2,410,939 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 2,225,203 42,941 SH   SOLE 7 42,941 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 132,141 2,550 SH   SOLE 8 2,550 0 0
Gen.Mills Inc Comm Stk USD0.10 COM 370334104 3,587,550 69,231 SH   SOLE 10 69,231 0 0
General Dynamics Corp Com USD1 COM 369550108 1,529,999 14,047 SH   SOLE 2 14,047 0 0
General Dynamics Corp Com USD1 COM 369550108 12,700,617 116,605 SH   SOLE 3 116,605 0 0
General Dynamics Corp Com USD1 COM 369550108 54,460 500 SH   SOLE 7 500 0 0
General Motors Co CS USD0.01 COM 37045V100 936,224 27,200 SH   SOLE 2 27,200 0 0
General Motors Co CS USD0.01 COM 37045V100 457,786 13,300 SH   SOLE 3 13,300 0 0
General Motors Co CS USD0.01 COM 37045V100 21,685 630 SH   SOLE 8 630 0 0
Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 32,102,559 329,866 SH   SOLE 1 329,866 0 0
GENOCEA BIOSCIENCES INC COM 372427104 63,665 3,500 SH   SOLE 8 3,500 0 0
Gentex Corp Common Stk USD0.06 COM 371901109 390,972 12,400 SH   SOLE 2 12,400 0 0
Gentex Corp Common Stk USD0.06 COM 371901109 5,889,804 186,800 SH   SOLE 3 186,800 0 0
Genuine Parts Co.Com.USD1 COM 372460105 2,232,045 25,700 SH   SOLE 2 25,700 0 0
Genuine Parts Co.Com.USD1 COM 372460105 25,846,560 297,600 SH   SOLE 3 297,600 0 0
GenworthFin.'A'ComStk USD0.001 COM 37247D106 929,052 52,400 SH   SOLE 2 52,400 0 0
GenworthFin.'A'ComStk USD0.001 COM 37247D106 17,888,329 1,008,930 SH   SOLE 3 1,008,930 0 0
Gerdau SA ADR(EachRep1PrefNPV) ADR 373737105 17,241,509 2,689,783 SH   SOLE 2 2,689,783 0 0
Gerdau SA ADR(EachRep1PrefNPV) ADR 373737105 92,801,467 14,477,608 SH   SOLE 3 14,477,608 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 5,513,191 77,804 SH   SOLE 2 77,804 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 55,934,900 789,372 SH   SOLE 3 789,372 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 155,892 2,200 SH   SOLE 4 2,200 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 187,283 2,643 SH   SOLE 7 2,643 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 1,408,626 19,879 SH   SOLE 9 19,879 0 0
Gilead Sciences ComStkUSD0.001 COM 375558103 5,669 80 SH   SOLE 10 80 0 0
GladstoneInvestmentCS USD0.001 COM 376546107 186,902 22,600 SH   SOLE 3 22,600 0 0
GlaxoSmithKlineADR(EchCnv2Ord) ADR 37733W105 267,150 5,000 SH   SOLE 7 5,000 0 0
GlaxoSmithKlineADR(EchCnv2Ord) ADR 37733W105 192,348 3,600 SH   SOLE 8 3,600 0 0
GlaxoSmithKlineADR(EchCnv2Ord) ADR 37733W105 96,174 1,800 SH   SOLE 10 1,800 0 0
Global Payments ComStkUSD0.001 COM 37940X102 191,997 2,700 SH   SOLE 2 2,700 0 0
Global Payments ComStkUSD0.001 COM 37940X102 5,802,576 81,600 SH   SOLE 3 81,600 0 0
Global Sources Ltd CS USD0.01 COM G39300101 42,112 4,700 SH   SOLE 2 4,700 0 0
Global Sources Ltd CS USD0.01 COM G39300101 197,120 22,000 SH   SOLE 3 22,000 0 0
GLOBAL X CHINA CONSUMER ETF ETF 37950E408 460,900 31,730 SH   SOLE 7 31,730 0 0
GLOBAL X FTSE GREECE 20 ETF ETF 37950E366 368,550 15,000 SH   SOLE 7 15,000 0 0
Gold Resources Cp CS USD0.001 COM 38068T105 47,800 10,000 SH   SOLE 8 10,000 0 0
Goldcorp Inc Com NPV(US List.) COM 380956409 7,688,703 314,081 SH   SOLE 3 314,081 0 0
Goldcorp Inc Com NPV(US List.) COM 380956409 391,680 16,000 SH   SOLE 8 16,000 0 0
GoldFields SponADR(EchRep1Ord) ADR 38059T106 1,152,756 312,400 SH   SOLE 2 312,400 0 0
GoldFields SponADR(EchRep1Ord) ADR 38059T106 4,775,967 1,294,300 SH   SOLE 3 1,294,300 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 17,084,476 104,269 SH   SOLE 2 104,269 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 168,673,252 1,029,437 SH   SOLE 3 1,029,437 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 679,814 4,149 SH   SOLE 7 4,149 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 235,944 1,440 SH   SOLE 8 1,440 0 0
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 589,860 3,600 SH   SOLE 10 3,600 0 0
Golub Cap BDC Com Stk USD0.001 COM 38173M102 12,343,496 691,900 SH   SOLE 1 691,900 0 0
GoodyearTire&Rubber CommStkNPV COM 382550101 491,244 18,800 SH   SOLE 3 18,800 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 82,986,415 74,460 SH   SOLE 1 74,460 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 60,570,275 54,347 SH   SOLE 2 54,347 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 243,686,497 218,649 SH   SOLE 3 218,649 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 4,959,570 4,450 SH   SOLE 4 4,450 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 8,956,202 8,036 SH   SOLE 7 8,036 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 1,784,331 1,601 SH   SOLE 8 1,601 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 3,781,532 3,393 SH   SOLE 9 3,393 0 0
GoogleInc Cls'A'ComStkUSD0.001 COM 38259P508 2,761,756 2,478 SH   SOLE 10 2,478 0 0
GovtPropertiesInc REIT USD0.01 REIT 38376A103 519,473 20,614 SH   SOLE 3 20,614 0 0
Graco Inc Common Stock USD1 COM 384109104 14,305,236 191,400 SH   SOLE 1 191,400 0 0
Graco Inc Common Stock USD1 COM 384109104 866,984 11,600 SH   SOLE 2 11,600 0 0
Graco Inc Common Stock USD1 COM 384109104 3,064,340 41,000 SH   SOLE 3 41,000 0 0
Graham Holdings Co ComStk USD1 COM 384637104 34,272,625 48,700 SH   SOLE 1 48,700 0 0
Graham Holdings Co ComStk USD1 COM 384637104 67,817,573 96,366 SH   SOLE 3 96,366 0 0
Grainger (W.W) Com.USD0.50 COM 384802104 2,661,015 10,532 SH   SOLE 2 10,532 0 0
Grainger (W.W) Com.USD0.50 COM 384802104 26,845,630 106,252 SH   SOLE 3 106,252 0 0
GrandCanyonEducIncComStUSD0.01 COM 38526M106 257,691 5,518 SH   SOLE 2 5,518 0 0
GrandCanyonEducIncComStUSD0.01 COM 38526M106 2,072,639 44,382 SH   SOLE 3 44,382 0 0
Granite REIT NPV (Stpld Unit) REIT 387437114 62,622 1,700 SH   SOLE 2 1,700 0 0
Granite REIT NPV (Stpld Unit) REIT 387437114 1,145,612 31,100 SH   SOLE 3 31,100 0 0
GranTierra Engy ComStkUSD0.001 COM 38500T101 2,778,820 371,500 SH   SOLE 2 371,500 0 0
GranTierra Engy ComStkUSD0.001 COM 38500T101 22,276,637 2,978,160 SH   SOLE 3 2,978,160 0 0
Great Southern Com Stk USD0.01 COM 390905107 48,048 1,600 SH   SOLE 3 1,600 0 0
Grifols Spon ADR (EachRep1Ord) ADR 398438408 164,663 3,987 SH   SOLE 2 3,987 0 0
Grifols Spon ADR (EachRep1Ord) ADR 398438408 278,403 6,741 SH   SOLE 3 6,741 0 0
GrpAeroport.ADR(Rp10Ser'B'Shs) ADR 400506101 2,656,908 45,425 SH   SOLE 3 45,425 0 0
GrpFinSantMex ADR(Rep5OrdSerB) ADR 40053C105 20,819,260 1,694,000 SH   SOLE 2 1,694,000 0 0
GrpFinSantMex ADR(Rep5OrdSerB) ADR 40053C105 42,331,406 3,444,378 SH   SOLE 3 3,444,378 0 0
GrupoAero.delSurADSRep10'B'NPV ADR 40051E202 2,219,048 18,094 SH   SOLE 3 18,094 0 0
GSV CAPITAL CORP COM 36191J101 5,506 543 SH   SOLE 7 543 0 0
Guess? Inc CommonStock USD0.01 COM 401617105 2,162,984 78,369 SH   SOLE 2 78,369 0 0
Guess? Inc CommonStock USD0.01 COM 401617105 32,792,278 1,188,126 SH   SOLE 3 1,188,126 0 0
Haemonetics Corp CmStk USD0.01 COM 405024100 8,385,407 257,300 SH   SOLE 1 257,300 0 0
Halliburton Co Com Stk USD2.50 COM 406216101 1,073,977 18,237 SH   SOLE 2 18,237 0 0
Halliburton Co Com Stk USD2.50 COM 406216101 2,378,979 40,397 SH   SOLE 3 40,397 0 0
Halliburton Co Com Stk USD2.50 COM 406216101 238,505 4,050 SH   SOLE 8 4,050 0 0
Hanesbrands Inc ComStk USD0.01 COM 410345102 43,682,164 571,158 SH   SOLE 1 571,158 0 0
Hanesbrands Inc ComStk USD0.01 COM 410345102 3,059 40 SH   SOLE 7 40 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 20,406,973 306,365 SH   SOLE 1 306,365 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 36,041,006 541,075 SH   SOLE 2 541,075 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 109,498,980 1,643,882 SH   SOLE 3 1,643,882 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 1,474,745 22,140 SH   SOLE 4 22,140 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 726,049 10,900 SH   SOLE 7 10,900 0 0
Harley-Davidson CommStkUSD0.01 COM 412822108 2,767,312 41,545 SH   SOLE 9 41,545 0 0
Harman IntIndInc Cm Sk USD0.01 COM 413086109 66,074,400 621,000 SH   SOLE 1 621,000 0 0
HarmonyGoldSpnADR(1ZAR0.50BNY) ADR 413216300 855,220 280,400 SH   SOLE 2 280,400 0 0
HarmonyGoldSpnADR(1ZAR0.50BNY) ADR 413216300 5,253,625 1,722,500 SH   SOLE 3 1,722,500 0 0
Harris Corp.Com.USD1 COM 413875105 4,709,602 64,374 SH   SOLE 2 64,374 0 0
Harris Corp.Com.USD1 COM 413875105 47,174,446 644,812 SH   SOLE 3 644,812 0 0
Harte-Hanks Inc Common StkUSD1 COM 416196103 1,702,584 192,600 SH   SOLE 3 192,600 0 0
HARVARD APPARATUS REGENERATI COM 41690A106 2,168 239 SH   SOLE 8 239 0 0
Harvard Bioscience CS USD0.01 COM 416906105 4,531 956 SH   SOLE 8 956 0 0
Hasbro Inc. Com Stk USD0.50 COM 418056107 578,448 10,400 SH   SOLE 2 10,400 0 0
Hasbro Inc. Com Stk USD0.50 COM 418056107 1,558,361 28,018 SH   SOLE 3 28,018 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 45,470,828 866,111 SH   SOLE 1 866,111 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 3,078,495 58,638 SH   SOLE 3 58,638 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 2,430,750 46,300 SH   SOLE 4 46,300 0 0
HCA HOLDINGS INC ComStkUSD0.01 COM 40412C101 379,313 7,225 SH   SOLE 10 7,225 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 39,088,420 859,275 SH   SOLE 1 859,275 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 1,795,763 39,476 SH   SOLE 2 39,476 0 0
HCC Insurance Hldg ComStk USD1 COM 404132102 17,425,854 383,070 SH   SOLE 3 383,070 0 0
HCP Incorporated REIT USD1 REIT 40414L109 2,137,329 55,100 SH   SOLE 2 55,100 0 0
HCP Incorporated REIT USD1 REIT 40414L109 15,970,929 411,728 SH   SOLE 3 411,728 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 29,684,836 723,491 SH   SOLE 2 723,491 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 131,395,375 3,202,422 SH   SOLE 3 3,202,422 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 1,168,124 28,470 SH   SOLE 4 28,470 0 0
HDFC Bank ADR(Each Rep 3 Ord) ADR 40415F101 1,649,406 40,200 SH   SOLE 6 40,200 0 0
Health Care REIT IncComStkUSD1 REIT 42217K106 1,057,423 17,742 SH   SOLE 3 17,742 0 0
Healthcare Realty REIT USD0.01 REIT 421946104 488,168 20,214 SH   SOLE 3 20,214 0 0
Healthsouth Corp ComStkUSD0.01 COM 421924309 32,562,712 906,282 SH   SOLE 1 906,282 0 0
Healthsouth Corp ComStkUSD0.01 COM 421924309 959,331 26,700 SH   SOLE 3 26,700 0 0
Heartland Fin USA Com Stk USD1 COM 42234Q102 7,427,648 275,200 SH   SOLE 1 275,200 0 0
HeartlandPaymentComStkUSD0.001 COM 42235N108 132,640 3,200 SH   SOLE 2 3,200 0 0
HeartlandPaymentComStkUSD0.001 COM 42235N108 29,015 700 SH   SOLE 3 700 0 0
HelixEnergySol.Grp Com Stk NPV COM 42330P107 18,466,728 803,600 SH   SOLE 1 803,600 0 0
Helmerich & PayneComStkUSD0.10 COM 423452101 5,517,828 51,300 SH   SOLE 2 51,300 0 0
Helmerich & PayneComStkUSD0.10 COM 423452101 81,651,485 759,125 SH   SOLE 3 759,125 0 0
Henry Schein Inc Com Stk NPV COM 806407102 32,070,064 268,661 SH   SOLE 1 268,661 0 0
Henry Schein Inc Com Stk NPV COM 806407102 3,128,807 26,211 SH   SOLE 2 26,211 0 0
Henry Schein Inc Com Stk NPV COM 806407102 14,173,994 118,740 SH   SOLE 3 118,740 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 6,801,840 402,000 SH   SOLE 1 402,000 0 0
Hershey Company CommonStk USD1 COM 427866108 344,520 3,300 SH   SOLE 2 3,300 0 0
Hershey Company CommonStk USD1 COM 427866108 970,920 9,300 SH   SOLE 3 9,300 0 0
Hess Corporation Com Stk USD1 COM 42809H107 4,479,498 54,048 SH   SOLE 2 54,048 0 0
Hess Corporation Com Stk USD1 COM 42809H107 40,153,371 484,476 SH   SOLE 3 484,476 0 0
Hess Corporation Com Stk USD1 COM 42809H107 828,800 10,000 SH   SOLE 9 10,000 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 8,595,010 265,606 SH   SOLE 2 265,606 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 292,937,023 9,052,442 SH   SOLE 3 9,052,442 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 520,996 16,100 SH   SOLE 7 16,100 0 0
Hewlett-Packard ComStk USD0.01 COM 428236103 83,489 2,580 SH   SOLE 8 2,580 0 0
Hexcel Corp Common Stk USD0.01 COM 428291108 66,976,319 1,538,271 SH   SOLE 1 1,538,271 0 0
Hexcel Corp Common Stk USD0.01 COM 428291108 6,385,707 146,663 SH   SOLE 3 146,663 0 0
HFF Inc Cls A Com Stk USD0.01 COM 40418F108 16,529,398 491,800 SH   SOLE 1 491,800 0 0
HFF Inc Cls A Com Stk USD0.01 COM 40418F108 53,776 1,600 SH   SOLE 2 1,600 0 0
HFF Inc Cls A Com Stk USD0.01 COM 40418F108 1,761,164 52,400 SH   SOLE 3 52,400 0 0
hhgregg Inc Com Stk USD0.0001 COM 42833L108 19,403 2,019 SH   SOLE 2 2,019 0 0
hhgregg Inc Com Stk USD0.0001 COM 42833L108 98,983 10,300 SH   SOLE 3 10,300 0 0
Hibbett Sports Com.Stk USD0.01 COM 428567101 364,872 6,900 SH   SOLE 2 6,900 0 0
Hibbett Sports Com.Stk USD0.01 COM 428567101 4,987,060 94,309 SH   SOLE 3 94,309 0 0
HighwoodsPropert. REIT USD0.01 REIT 431284108 526,140 13,698 SH   SOLE 3 13,698 0 0
Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 462,480 12,000 SH   SOLE 2 12,000 0 0
Hill-Rom Hldgs Inc Com Stk NPV COM 431475102 7,932,303 205,820 SH   SOLE 3 205,820 0 0
Hillshire Brands ComStkUSD0.01 COM 432589109 11,923 320 SH   SOLE 8 320 0 0
HollyfrontierCorpComStkUSD0.01 COM 436106108 1,090,676 22,923 SH   SOLE 2 22,923 0 0
HollyfrontierCorpComStkUSD0.01 COM 436106108 22,384,630 470,463 SH   SOLE 3 470,463 0 0
HollyfrontierCorpComStkUSD0.01 COM 436106108 17,843 375 SH   SOLE 8 375 0 0
HollysysAutoTechLtdUSD0.0001 COM G45667105 2,097,996 97,400 SH   SOLE 3 97,400 0 0
HollysysAutoTechLtdUSD0.0001 COM G45667105 39,179,106 1,818,900 SH   SOLE 4 1,818,900 0 0
HollysysAutoTechLtdUSD0.0001 COM G45667105 21,815,712 1,012,800 SH   SOLE 6 1,012,800 0 0
Home Depot Common USD0.05 COM 437076102 37,423,900 472,942 SH   SOLE 1 472,942 0 0
Home Depot Common USD0.05 COM 437076102 6,891,669 87,093 SH   SOLE 2 87,093 0 0
Home Depot Common USD0.05 COM 437076102 47,288,405 597,604 SH   SOLE 3 597,604 0 0
Home Depot Common USD0.05 COM 437076102 2,233,049 28,220 SH   SOLE 4 28,220 0 0
Home Depot Common USD0.05 COM 437076102 156,757 1,981 SH   SOLE 7 1,981 0 0
Home Depot Common USD0.05 COM 437076102 19,387 245 SH   SOLE 8 245 0 0
Home Depot Common USD0.05 COM 437076102 1,873,798 23,680 SH   SOLE 10 23,680 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 9,431,909 292,100 SH   SOLE 1 292,100 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 3,289,189 101,864 SH   SOLE 3 101,864 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 11,714,812 362,800 SH   SOLE 4 362,800 0 0
Home Inns&HotelsADR(Rp2OrdShs) ADR 43713W107 20,592,269 637,729 SH   SOLE 6 637,729 0 0
HOME PROPERTIES REIT USD0.01 REIT 437306103 479,697 7,979 SH   SOLE 3 7,979 0 0
HomeInnsHTL Mgt CONB2%15/12/15 CONB 43713WAB3 384,570,938 3,957,000 SH   SOLE 6 3,957,000 0 0
HomeLoanServicingComStkUSD0.01 COM G6648D109 572,400 26,500 SH   SOLE 2 26,500 0 0
HomeLoanServicingComStkUSD0.01 COM G6648D109 7,730,640 357,900 SH   SOLE 3 357,900 0 0
Honeywell Intl Inc ComStk USD1 COM 438516106 4,637,165 49,991 SH   SOLE 2 49,991 0 0
Honeywell Intl Inc ComStk USD1 COM 438516106 32,286,788 348,068 SH   SOLE 3 348,068 0 0
HoraceMannEducat. CmSkUSD0.001 COM 440327104 2,855,862 98,478 SH   SOLE 2 98,478 0 0
HoraceMannEducat. CmSkUSD0.001 COM 440327104 29,557,380 1,019,220 SH   SOLE 3 1,019,220 0 0
Hormel Foods Com Stk USD0.0586 COM 440452100 2,622,445 53,226 SH   SOLE 2 53,226 0 0
Hormel Foods Com Stk USD0.0586 COM 440452100 32,922,214 668,200 SH   SOLE 3 668,200 0 0
HorseheadHldg Cp ComStkUSD0.01 COM 440694305 5,441,270 323,500 SH   SOLE 1 323,500 0 0
HospiraInc CommonStock USD0.01 COM 441060100 15,440 357 SH   SOLE 7 357 0 0
HospitalityProTst REIT USD0.01 REIT 44106M102 507,999 17,688 SH   SOLE 3 17,688 0 0
HospitalityProTst REIT USD0.01 REIT 44106M102 724,893 25,240 SH   SOLE 7 25,240 0 0
HSBCHldgs SpnADR(EchRp5USD0.5) ADR 404280406 28,160 554 SH   SOLE 2 554 0 0
HSBCHldgs SpnADR(EchRp5USD0.5) ADR 404280406 11,945 235 SH   SOLE 7 235 0 0
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 2,876,880 24,000 SH   SOLE 2 24,000 0 0
Hubbell IncCls'B'ComStkUSD0.01 COM 443510201 31,122,328 259,634 SH   SOLE 3 259,634 0 0
Humana Inc Com Stk USD0.166 COM 444859102 3,173,519 28,154 SH   SOLE 2 28,154 0 0
Humana Inc Com Stk USD0.166 COM 444859102 35,412,002 314,159 SH   SOLE 3 314,159 0 0
Huntington BancsharesComStkNPV COM 446150104 43,746,366 4,387,800 SH   SOLE 1 4,387,800 0 0
Hyster-YaleMaterialsACSUSD0.01 COM 449172105 214,500 2,200 SH   SOLE 2 2,200 0 0
Hyster-YaleMaterialsACSUSD0.01 COM 449172105 565,500 5,800 SH   SOLE 3 5,800 0 0
IAM Gold Corp Com Stk NPV COM 450913108 2,329,841 661,100 SH   SOLE 2 661,100 0 0
IAM Gold Corp Com Stk NPV COM 450913108 15,145,414 4,297,560 SH   SOLE 3 4,297,560 0 0
ICICI Bk Spon ADR(Rp2OrdINR10) ADR 45104G104 9,951,360 227,200 SH   SOLE 2 227,200 0 0
ICICI Bk Spon ADR(Rp2OrdINR10) ADR 45104G104 49,380,120 1,127,400 SH   SOLE 3 1,127,400 0 0
ICICI Bk Spon ADR(Rp2OrdINR10) ADR 45104G104 166,440 3,800 SH   SOLE 10 3,800 0 0
ICON PLC EUR0.06 (US Listing) COM G4705A100 5,849 123 SH   SOLE 3 123 0 0
IDACORP Inc Common Stock NPV COM 451107106 19,536,534 352,200 SH   SOLE 1 352,200 0 0
Idex Corp Common Stock USD0.01 COM 45167R104 44,458,235 609,936 SH   SOLE 1 609,936 0 0
Idex Corp Common Stock USD0.01 COM 45167R104 189,514 2,600 SH   SOLE 2 2,600 0 0
Idex Corp Common Stock USD0.01 COM 45167R104 2,270,815 31,154 SH   SOLE 3 31,154 0 0
Ignite Rest Grp ComStk USD0.01 COM 451730105 10,636,920 756,000 SH   SOLE 1 756,000 0 0
Illinois Tool Works Common NPV COM 452308109 18,464,594 227,033 SH   SOLE 1 227,033 0 0
Illinois Tool Works Common NPV COM 452308109 5,101,506 62,726 SH   SOLE 2 62,726 0 0
Illinois Tool Works Common NPV COM 452308109 61,486,456 756,012 SH   SOLE 3 756,012 0 0
Illinois Tool Works Common NPV COM 452308109 10,459,526 128,606 SH   SOLE 7 128,606 0 0
Illinois Tool Works Common NPV COM 452308109 181,366 2,230 SH   SOLE 8 2,230 0 0
Illinois Tool Works Common NPV COM 452308109 3,639,030 44,744 SH   SOLE 10 44,744 0 0
Illumina IncCommonStockUSD0.01 COM 452327109 1,392,944 9,370 SH   SOLE 3 9,370 0 0
IMAX CORP COM 45245E109 1,645,266 60,200 SH   SOLE 7 60,200 0 0
Imperial Hldgs Com Stk USD0.01 COM 452834104 37,208 6,471 SH   SOLE 2 6,471 0 0
Imperial Hldgs Com Stk USD0.01 COM 452834104 31,050 5,400 SH   SOLE 3 5,400 0 0
Imperial Oil Common NPV COM 453038408 13,992 300 SH   SOLE 10 300 0 0
Incyte Genomics ComStkUSD0.001 COM 45337C102 780,482 14,583 SH   SOLE 3 14,583 0 0
Independent BkCpMich.CmStkUSD1 COM 453838609 14,278 1,100 SH   SOLE 3 1,100 0 0
IndustBachoco ADR(Rep12 B Shs) ADR 456463108 598,306 13,700 SH   SOLE 2 13,700 0 0
IndustBachoco ADR(Rep12 B Shs) ADR 456463108 528,431 12,100 SH   SOLE 3 12,100 0 0
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 209,320 4,000 SH   SOLE 7 4,000 0 0
INFINERA CORP COM 45667G103 13,665 1,505 SH   SOLE 10 1,505 0 0
Informatica CommonStk USD0.001 COM 45666Q102 4,862,475 128,705 SH   SOLE 3 128,705 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 26,223,120 484,000 SH   SOLE 2 484,000 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 121,521,677 2,242,925 SH   SOLE 3 2,242,925 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 1,213,632 22,400 SH   SOLE 4 22,400 0 0
InfosysLtd SponADR(Rp1OrdINR5) ADR 456788108 65,016 1,200 SH   SOLE 7 1,200 0 0
ING US Inc Com Stk USD0.01 COM 45685E106 959,233 26,447 SH   SOLE 3 26,447 0 0
Inland RealEstate REIT USD0.01 REIT 457461200 383,904 36,389 SH   SOLE 3 36,389 0 0
InnophosHldgsIncComStkUSD0.001 COM 45774N108 8,896,230 156,900 SH   SOLE 1 156,900 0 0
Integra LifeSci. ComStkUSD0.01 COM 457985208 55,556 1,208 SH   SOLE 8 1,208 0 0
IntegratedDevTechComStUSD0.001 COM 458118106 24,555,394 2,007,800 SH   SOLE 1 2,007,800 0 0
Integrys Engy Grp Com Stk USD1 COM 45822P105 587,135 9,843 SH   SOLE 3 9,843 0 0
Intel Corp 3.25%Conv01/08/2039 CONB 458140AF7 4,469,024,000 32,000,000 SH   SOLE 9 32,000,000 0 0
Intel Corp Common Stk USD0.001 COM 458140100 29,160,527 1,129,640 SH   SOLE 2 1,129,640 0 0
Intel Corp Common Stk USD0.001 COM 458140100 416,904,619 16,150,330 SH   SOLE 3 16,150,330 0 0
Intel Corp Common Stk USD0.001 COM 458140100 17,430,232 675,224 SH   SOLE 7 675,224 0 0
Intel Corp Common Stk USD0.001 COM 458140100 271,563 10,520 SH   SOLE 8 10,520 0 0
Intel Corp Common Stk USD0.001 COM 458140100 1,548,840 60,000 SH   SOLE 9 60,000 0 0
Intel Corp Common Stk USD0.001 COM 458140100 7,635,575 295,792 SH   SOLE 10 295,792 0 0
InteliquentInc ComStk USD0.001 COM 45825N107 254,275 17,500 SH   SOLE 2 17,500 0 0
InteliquentInc ComStk USD0.001 COM 45825N107 5,784,684 398,120 SH   SOLE 3 398,120 0 0
IntercntlExchange CmStkUSD0.01 COM 45866F104 178,047 900 SH   SOLE 2 900 0 0
IntercntlExchange CmStkUSD0.01 COM 45866F104 118,698 600 SH   SOLE 3 600 0 0
InterDigital Inc.CmStk USD0.01 COM 45867G101 873,806 26,391 SH   SOLE 2 26,391 0 0
InterDigital Inc.CmStk USD0.01 COM 45867G101 8,013,580 242,029 SH   SOLE 3 242,029 0 0
Interface Inc Com Stk USD0.10 COM 458665304 7,823,385 380,700 SH   SOLE 1 380,700 0 0
InternapNetwork ComStkUSD0.001 COM 45885A300 140,524 19,848 SH   SOLE 10 19,848 0 0
Internet Gold-GoldLn ILS0.01 COM M56595107 22,988 2,358 SH   SOLE 2 2,358 0 0
Internet Gold-GoldLn ILS0.01 COM M56595107 64,617 6,628 SH   SOLE 3 6,628 0 0
INTEROIL CORPORATION COM 460951106 1,269,296 19,600 SH   SOLE 8 19,600 0 0
InterParfumsIncComStk USD0.001 COM 458334109 1,955 54 SH   SOLE 7 54 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 34,879,334 2,034,967 SH   SOLE 2 2,034,967 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 104,672,952 6,106,940 SH   SOLE 3 6,106,940 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 421,644 24,600 SH   SOLE 4 24,600 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 748,812 43,688 SH   SOLE 7 43,688 0 0
Interpublic Grp ComStk USD0.10 COM 460690100 3,311,174 193,184 SH   SOLE 9 193,184 0 0
IntersectionsInc CmStk USD0.01 COM 460981301 5,540 939 SH   SOLE 2 939 0 0
IntersectionsInc CmStk USD0.01 COM 460981301 392,486 66,523 SH   SOLE 3 66,523 0 0
Intervest Bancshs Com Stk USD1 COM 460927106 90,145 12,100 SH   SOLE 2 12,100 0 0
Intervest Bancshs Com Stk USD1 COM 460927106 179,545 24,100 SH   SOLE 3 24,100 0 0
Intl Bancshares Cp ComStk USD1 COM 459044103 310,992 12,400 SH   SOLE 2 12,400 0 0
Intl Bancshares Cp ComStk USD1 COM 459044103 4,025,340 160,500 SH   SOLE 3 160,500 0 0
Intl Paper Co Common Stk USD1 COM 460146103 169,756 3,700 SH   SOLE 2 3,700 0 0
Intl Paper Co Common Stk USD1 COM 460146103 37,303,055 813,057 SH   SOLE 3 813,057 0 0
Intl Shipholding Cp ComStkUSD1 COM 460321201 594,659 20,199 SH   SOLE 3 20,199 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 54,253,499 281,851 SH   SOLE 1 281,851 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 24,179,631 125,615 SH   SOLE 2 125,615 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 195,861,462 1,017,515 SH   SOLE 3 1,017,515 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 2,841,152 14,760 SH   SOLE 4 14,760 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 1,846,172 9,591 SH   SOLE 7 9,591 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 937,619 4,871 SH   SOLE 8 4,871 0 0
Intl.BusinessMachComStkUSD0.20 COM 459200101 1,926,825 10,010 SH   SOLE 10 10,010 0 0
Intl.Flavors ComStock USD0.125 COM 459506101 34,920 365 SH   SOLE 8 365 0 0
IntlGameTech ComStkUSD0.000625 COM 459902102 373,996 26,600 SH   SOLE 2 26,600 0 0
IntlGameTech ComStkUSD0.000625 COM 459902102 2,830,278 201,300 SH   SOLE 3 201,300 0 0
Intuit Inc Com Stock USD0.01 COM 461202103 4,648,254 59,800 SH   SOLE 2 59,800 0 0
Intuit Inc Com Stock USD0.01 COM 461202103 38,243,860 492,009 SH   SOLE 3 492,009 0 0
IntuitiveSurg. ComStk USD0.001 COM 46120E602 963,578 2,200 SH   SOLE 2 2,200 0 0
IntuitiveSurg. ComStk USD0.001 COM 46120E602 3,766,714 8,600 SH   SOLE 3 8,600 0 0
IntuitiveSurg. ComStk USD0.001 COM 46120E602 14,016 32 SH   SOLE 8 32 0 0
InvenSense Inc Cm Stk USD0.001 COM 46123D205 24,025 1,015 SH   SOLE 10 1,015 0 0
Invesco Limited Ord USD0.10 COM G491BT108 25,900 700 SH   SOLE 7 700 0 0
Invesco Limited Ord USD0.10 COM G491BT108 1,109,334 29,982 SH   SOLE 8 29,982 0 0
InvestorsRealEstateTstREIT NPV REIT 461730103 214,227 23,856 SH   SOLE 3 23,856 0 0
iPath DJ-AIG ComdtyIdxTotalRet ETF 06738C778 3,274 83 SH   SOLE 7 83 0 0
IPG Photonics ComStk USD0.0001 COM 44980X109 9,297,264 130,800 SH   SOLE 1 130,800 0 0
Iridium Commun CS USD0.001 COM 46269C102 144,192 19,200 SH   SOLE 2 19,200 0 0
Iridium Commun CS USD0.001 COM 46269C102 2,016,390 268,494 SH   SOLE 3 268,494 0 0
iRobot Corp Com Stk USD0.01 COM 462726100 77,995 1,900 SH   SOLE 8 1,900 0 0
ISHARES DJ US TECHNOLOGY SEC ETF 464287721 72,848 800 SH   SOLE 7 800 0 0
ISHARES FLOATING RATE BOND E ETF 46429B655 575,559 11,350 SH   SOLE 10 11,350 0 0
ISHARES GLOBAL CONSUMER STAP ETF 464288737 2,073,120 24,000 SH   SOLE 7 24,000 0 0
ISHARES GLOBAL CONSUMER STAP ETF 464288737 1,770,790 20,500 SH   SOLE 10 20,500 0 0
ISHARES GLOBAL INFRASTRUCTUR ETF 464288372 45,815 1,100 SH   SOLE 7 1,100 0 0
ISHARES GLOBAL INFRASTRUCTUR ETF 464288372 499,800 12,000 SH   SOLE 10 12,000 0 0
ISHARES HIGH DIVIDEND ETF ETF 46429B663 162,883 2,280 SH   SOLE 10 2,280 0 0
iShares iBoxx HighYieldCpBdETF ETF 464288513 85,303,169 903,731 SH   SOLE 2 903,731 0 0
iShares iBoxx HighYieldCpBdETF ETF 464288513 418,148 4,430 SH   SOLE 10 4,430 0 0
iShares iBoxx Inv GradeCpBdETF ETF 464287242 3,717,406 31,789 SH   SOLE 6 31,789 0 0
iShares iBoxx Inv GradeCpBdETF ETF 464287242 926,165 7,920 SH   SOLE 10 7,920 0 0
iShares Inc MSCI Germany ETF ETF 464286806 2,858,430 91,178 SH   SOLE 7 91,178 0 0
Ishares Inc MSCI HongKong ETF ETF 464286871 37,582 1,900 SH   SOLE 10 1,900 0 0
iShares MSCI ACWI ETF ETF 464288257 5,843,942 100,515 SH   SOLE 10 100,515 0 0
ISHARES MSCI ALL COUNTRY ASI ETF 46429B622 19,706 340 SH   SOLE 10 340 0 0
Ishares MSCI Canada ETF ETF 464286509 22,163 750 SH   SOLE 8 750 0 0
Ishares MSCI Canada ETF ETF 464286509 1,031,975 34,923 SH   SOLE 9 34,923 0 0
ISHARES MSCI EUROPE FINANCIA ETF 464289180 2,626,389 103,198 SH   SOLE 7 103,198 0 0
Ishares MSCI Japan ETF ETF 464286848 453,200 40,000 SH   SOLE 7 40,000 0 0
Ishares MSCI Japan ETF ETF 464286848 976,646 86,200 SH   SOLE 10 86,200 0 0
Ishares MSCI Malaysia ETF ETF 464286830 1,433,008 91,566 SH   SOLE 4 91,566 0 0
Ishares MSCI PacificExJapanETF ETF 464286665 23,564 490 SH   SOLE 7 490 0 0
Ishares MSCI PacificExJapanETF ETF 464286665 107,722 2,240 SH   SOLE 10 2,240 0 0
ISHARES MSCI SPAIN INDEX FD ETF 464286764 163,200 4,000 SH   SOLE 7 4,000 0 0
Ishares MSCI Taiwan ETF ETF 464286731 14,846,926 1,031,753 SH   SOLE 3 1,031,753 0 0
Ishares MSCI Taiwan ETF ETF 464286731 1,295,100 90,000 SH   SOLE 9 90,000 0 0
iShares MSCI USA ETF ETF 464286699 1,065,944 51,770 SH   SOLE 10 51,770 0 0
ISHARES NASDAQ BIOTECH INDX ETF 464287556 701,872 2,969 SH   SOLE 10 2,969 0 0
iShares NorthAmerican Tech ETF ETF 464287549 18,041,334 198,300 SH   SOLE 4 198,300 0 0
ISHARES RESIDENTIAL REAL EST ETF 464288562 12,713 254 SH   SOLE 10 254 0 0
ISHARES S&P 100 INDEX FUND ETF 464287101 3,337,243 40,300 SH   SOLE 7 40,300 0 0
ISHARES S&P GLBL TECH SECTOR ETF 464287291 2,793,728 33,058 SH   SOLE 7 33,058 0 0
ISHARES S&P GLBL TECH SECTOR ETF 464287291 104,792 1,240 SH   SOLE 10 1,240 0 0
IShares Silver Trust ETF ETF 46428Q109 139,944 7,350 SH   SOLE 10 7,350 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 349,190,662 1,856,015 SH   SOLE 2 1,856,015 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 198,574,809 1,055,463 SH   SOLE 3 1,055,463 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 2,577,518 13,700 SH   SOLE 7 13,700 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 14,540,400 77,285 SH   SOLE 9 77,285 0 0
Ishares Trust Core S&P 500 ETF ETF 464287200 13,183,346 70,072 SH   SOLE 10 70,072 0 0
Ishares Trust Europe ETF ETF 464287861 105,733 2,190 SH   SOLE 10 2,190 0 0
iShares Trust Global 100 ETF ETF 464287572 85,644 1,100 SH   SOLE 7 1,100 0 0
Ishares Trust Global EnergyETF ETF 464287341 875,400 20,000 SH   SOLE 7 20,000 0 0
Ishares Trust Global EnergyETF ETF 464287341 843,448 19,270 SH   SOLE 10 19,270 0 0
iShares Trust MSCI EMU ETF ETF 464286608 271,373 6,420 SH   SOLE 10 6,420 0 0
iShares Trust Russell 2000 ETF ETF 464287655 3,292,422 28,300 SH   SOLE 1 28,300 0 0
iShares Trust Russell 2000 ETF ETF 464287655 99,471 855 SH   SOLE 10 855 0 0
iShares TrustSelectDividendETF ETF 464287168 150,306 2,050 SH   SOLE 10 2,050 0 0
Ishares Tst Comex Gold ETF USD ETF 464285105 59,450,038 4,778,942 SH   SOLE 2 4,778,942 0 0
Ishares Tst Comex Gold ETF USD ETF 464285105 10,165,669 817,176 SH   SOLE 3 817,176 0 0
Ishares Tst Latin Americ40 ETF ETF 464287390 7,314 200 SH   SOLE 10 200 0 0
Ishares Tst RussellMid-capETF ETF 464287499 804,752 5,200 SH   SOLE 1 5,200 0 0
iShares Tst U.S. Fin Svcs ETF ETF 464287770 192,869 2,272 SH   SOLE 10 2,272 0 0
iShares Tst US Financials ETF ETF 464287788 40,880 500 SH   SOLE 10 500 0 0
Ishares USTreaInflPrtSecsBdETF ETF 464287176 6,628,809 59,133 SH   SOLE 2 59,133 0 0
Ishares USTreaInflPrtSecsBdETF ETF 464287176 356,478 3,180 SH   SOLE 10 3,180 0 0
IsharesTrust CoreS&PSml-CapETF ETF 464287804 677,361 6,150 SH   SOLE 10 6,150 0 0
IsharesTst China Large-Cap ETF ETF 464287184 178,900 5,000 SH   SOLE 7 5,000 0 0
IsharesTst China Large-Cap ETF ETF 464287184 82,294 2,300 SH   SOLE 10 2,300 0 0
IsharesTst Core S&P Mid-capETF ETF 464287507 728,591 5,300 SH   SOLE 7 5,300 0 0
IsharesTst MSCI Emg Mkts ETF ETF 464287234 8,433,501 205,645 SH   SOLE 2 205,645 0 0
IsharesTst MSCI Emg Mkts ETF ETF 464287234 28,034,887 683,611 SH   SOLE 3 683,611 0 0
IsharesTst MSCI Emg Mkts ETF ETF 464287234 243,394 5,935 SH   SOLE 7 5,935 0 0
IsharesTst MSCI Emg Mkts ETF ETF 464287234 1,017,048 24,800 SH   SOLE 10 24,800 0 0
Ishs MSCI Brazil Capped ETF ETF 464286400 78,811 1,750 SH   SOLE 10 1,750 0 0
iShs MSCI Russia Capped ETF ETF 46429B705 5,538 300 SH   SOLE 10 300 0 0
iShs Tst U.S. Industrials ETF ETF 464287754 4,521,816 44,944 SH   SOLE 3 44,944 0 0
iShs Tst U.S. Industrials ETF ETF 464287754 12,565,284 124,891 SH   SOLE 9 124,891 0 0
iShs Tst U.S. Industrials ETF ETF 464287754 485,846 4,829 SH   SOLE 10 4,829 0 0
iShs Tst USBasic Materials ETF ETF 464287838 6,442,267 77,366 SH   SOLE 3 77,366 0 0
iShs Tst USBasic Materials ETF ETF 464287838 16,764,832 201,331 SH   SOLE 9 201,331 0 0
iShsCoreTotalUS Bond MarketETF ETF 464287226 37,736,235 349,701 SH   SOLE 2 349,701 0 0
iShsMSCI AllCntryAsia exJapETF ETF 464288182 1,628,107 27,553 SH   SOLE 2 27,553 0 0
iShsMSCI AllCntryAsia exJapETF ETF 464288182 11,450,342 193,778 SH   SOLE 3 193,778 0 0
iShsMSCI AllCntryAsia exJapETF ETF 464288182 712,035 12,050 SH   SOLE 10 12,050 0 0
iShsTst JPMorgan USD EM Bd ETF ETF 464288281 6,806,091 61,085 SH   SOLE 2 61,085 0 0
iShsTst MortgRealEstCapped ETF ETF 464288539 23,099,507 1,884,136 SH   SOLE 3 1,884,136 0 0
Itau Unibanco ADR (Rep1PrefSh) ADR 465562106 105,296,385 7,085,894 SH   SOLE 2 7,085,894 0 0
Itau Unibanco ADR (Rep1PrefSh) ADR 465562106 449,092,664 30,221,579 SH   SOLE 3 30,221,579 0 0
ITC Holdings Corp Com Stk NPV COM 465685105 16,471 441 SH   SOLE 7 441 0 0
ITT Corporation CommonStk USD1 COM 450911201 1,565,016 36,600 SH   SOLE 2 36,600 0 0
ITT Corporation CommonStk USD1 COM 450911201 9,774,936 228,600 SH   SOLE 3 228,600 0 0
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 88,908 3,100 SH   SOLE 2 3,100 0 0
ITT Educat.Svs Com Stk USD0.01 COM 45068B109 788,499 27,493 SH   SOLE 3 27,493 0 0
IturanLocationCntrl ILS0.33333 COM M6158M104 1,044,575 42,018 SH   SOLE 2 42,018 0 0
IturanLocationCntrl ILS0.33333 COM M6158M104 3,951,427 158,946 SH   SOLE 3 158,946 0 0
J&J Snack Foods Corp CmStk NPV COM 466032109 1,122,849 11,700 SH   SOLE 2 11,700 0 0
J&J Snack Foods Corp CmStk NPV COM 466032109 10,209,001 106,377 SH   SOLE 3 106,377 0 0
J.M.Smucker Co Com StkUSD0.001 COM 832696405 1,987,391 20,438 SH   SOLE 2 20,438 0 0
J.M.Smucker Co Com StkUSD0.001 COM 832696405 2,155,325 22,165 SH   SOLE 3 22,165 0 0
J2 Global Inc Com Stk USD0.01 COM 48123V102 1,636,635 32,700 SH   SOLE 2 32,700 0 0
J2 Global Inc Com Stk USD0.01 COM 48123V102 14,764,950 295,004 SH   SOLE 3 295,004 0 0
Jack in the Box ComStk USD0.01 COM 466367109 33,825,312 573,894 SH   SOLE 1 573,894 0 0
JackHenry&Associate Usd0.01 COM 426281101 2,955,280 53,000 SH   SOLE 2 53,000 0 0
JackHenry&Associate Usd0.01 COM 426281101 26,200,732 469,884 SH   SOLE 3 469,884 0 0
James River Coal ComStkUSD0.01 COM 470355207 55,326 73,778 SH   SOLE 3 73,778 0 0
Jarden Cp 1.875%Conv15/09/18 CONB 471109AH1 948,258,450 6,810,000 SH   SOLE 9 6,810,000 0 0
Jazz Pharmaceuticals USD0.0001 COM G50871105 110,944 800 SH   SOLE 2 800 0 0
Jazz Pharmaceuticals USD0.0001 COM G50871105 2,121,804 15,300 SH   SOLE 3 15,300 0 0
JB Hunt Transp.Com Stk USD0.01 COM 445658107 244,528 3,400 SH   SOLE 3 3,400 0 0
JDS Uniphase ComStock USD0.001 COM 46612J507 38,728,200 2,766,300 SH   SOLE 1 2,766,300 0 0
John BeanTech CpCom StkUSD0.01 COM 477839104 71,070 2,300 SH   SOLE 2 2,300 0 0
John BeanTech CpCom StkUSD0.01 COM 477839104 608,730 19,700 SH   SOLE 3 19,700 0 0
Johnson and Johnson Com.USD1 COM 478160104 75,522,859 768,837 SH   SOLE 1 768,837 0 0
Johnson and Johnson Com.USD1 COM 478160104 32,490,751 330,762 SH   SOLE 2 330,762 0 0
Johnson and Johnson Com.USD1 COM 478160104 294,068,302 2,993,671 SH   SOLE 3 2,993,671 0 0
Johnson and Johnson Com.USD1 COM 478160104 4,192,456 42,680 SH   SOLE 4 42,680 0 0
Johnson and Johnson Com.USD1 COM 478160104 19,320,957 196,691 SH   SOLE 7 196,691 0 0
Johnson and Johnson Com.USD1 COM 478160104 1,355,770 13,802 SH   SOLE 8 13,802 0 0
Johnson and Johnson Com.USD1 COM 478160104 5,076,133 51,676 SH   SOLE 9 51,676 0 0
Johnson and Johnson Com.USD1 COM 478160104 8,538,152 86,920 SH   SOLE 10 86,920 0 0
JohnsonControlsCmStkUSD0.01388 COM 478366107 52,052 1,100 SH   SOLE 2 1,100 0 0
JohnsonControlsCmStkUSD0.01388 COM 478366107 64,686 1,367 SH   SOLE 3 1,367 0 0
Jones Engy Inc A CS USD0.001 COM 48019R108 21,002,208 1,387,200 SH   SOLE 1 1,387,200 0 0
Jones Grp Inc Com Stk USD0.01 COM 48020T101 11,348,757 758,100 SH   SOLE 1 758,100 0 0
Joy Global Inc Common Stk USD1 COM 481165108 5,679,998 97,931 SH   SOLE 2 97,931 0 0
Joy Global Inc Common Stk USD1 COM 481165108 46,530,152 802,244 SH   SOLE 3 802,244 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 74,481,031 1,226,833 SH   SOLE 1 1,226,833 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 60,356,243 994,173 SH   SOLE 2 994,173 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 366,398,510 6,035,225 SH   SOLE 3 6,035,225 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3,571,569 58,830 SH   SOLE 4 58,830 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 9,565,832 157,566 SH   SOLE 7 157,566 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 13,731,024 226,174 SH   SOLE 8 226,174 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 3,497,260 57,606 SH   SOLE 9 57,606 0 0
JPMorganChaseNCo CommonStkUSD1 COM 46625H100 907,615 14,950 SH   SOLE 10 14,950 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 30,804,169 1,195,814 SH   SOLE 1 1,195,814 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 82,432 3,200 SH   SOLE 3 3,200 0 0
JuniperNetworkComStkUSD0.00001 COM 48203R104 1,639,882 63,660 SH   SOLE 4 63,660 0 0
KAR Auction Svcs ComStkUSD0.01 COM 48238T109 39,591,575 1,304,500 SH   SOLE 1 1,304,500 0 0
KB Fin.Grp ADR(Rep1OrdKRW5000) ADR 48241A105 59,755 1,700 SH   SOLE 3 1,700 0 0
KB HOME CONV 1.3750 01/02/2019 CONB 48666KAS8 618,996,000 6,000,000 SH   SOLE 9 6,000,000 0 0
Kellogg Co Common USD0.25 COM 487836108 1,993,927 31,796 SH   SOLE 2 31,796 0 0
Kellogg Co Common USD0.25 COM 487836108 3,972,490 63,347 SH   SOLE 3 63,347 0 0
Kellogg Co Common USD0.25 COM 487836108 221,554 3,533 SH   SOLE 7 3,533 0 0
Kellogg Co Common USD0.25 COM 487836108 43,897 700 SH   SOLE 10 700 0 0
KennedyWilsonHldgs CSUSD0.0001 COM 489398107 20,920,794 929,400 SH   SOLE 1 929,400 0 0
KeryxBiopharmac.ComStkUSD0.001 COM 492515101 701,895 41,191 SH   SOLE 3 41,191 0 0
Keurig Green Mntn CmStkUSD0.10 COM 49271M100 718,012 6,800 SH   SOLE 2 6,800 0 0
Keurig Green Mntn CmStkUSD0.10 COM 49271M100 7,855,896 74,400 SH   SOLE 3 74,400 0 0
Keycorp Common Stk USD1 COM 493267108 27,917,150 1,960,474 SH   SOLE 1 1,960,474 0 0
Keycorp Common Stk USD1 COM 493267108 477,040 33,500 SH   SOLE 3 33,500 0 0
Keycorp Common Stk USD1 COM 493267108 1,063,116 74,657 SH   SOLE 4 74,657 0 0
Keycorp Common Stk USD1 COM 493267108 705,321 49,531 SH   SOLE 7 49,531 0 0
Kimberly-Clark Common USD1.25 COM 494368103 17,323,252 157,127 SH   SOLE 2 157,127 0 0
Kimberly-Clark Common USD1.25 COM 494368103 123,708,218 1,122,070 SH   SOLE 3 1,122,070 0 0
Kimberly-Clark Common USD1.25 COM 494368103 815,850 7,400 SH   SOLE 7 7,400 0 0
Kinross Gold ComNPV (US List.) COM 496902404 1,765,313 426,404 SH   SOLE 3 426,404 0 0
KIOR INC - CL A COM 497217109 15,108 26,367 SH   SOLE 7 26,367 0 0
KLA-TencorCorp ComStk USD0.001 COM 482480100 4,522,862 65,416 SH   SOLE 2 65,416 0 0
KLA-TencorCorp ComStk USD0.001 COM 482480100 63,891,721 924,092 SH   SOLE 3 924,092 0 0
Knowles Corp Com Stk USD0.01 COM 49926D109 16,064,079 508,840 SH   SOLE 1 508,840 0 0
Knowles Corp Com Stk USD0.01 COM 49926D109 880,803 27,900 SH   SOLE 2 27,900 0 0
Knowles Corp Com Stk USD0.01 COM 49926D109 8,808,030 279,000 SH   SOLE 3 279,000 0 0
Knowles Corp Com Stk USD0.01 COM 49926D109 162,270 5,140 SH   SOLE 8 5,140 0 0
Kofax Limited Ord USD0.001 COM G5307C105 4,869,058 590,000 SH   SOLE 2 590,000 0 0
Kofax Limited Ord USD0.001 COM G5307C105 29,814,931 3,612,775 SH   SOLE 3 3,612,775 0 0
Kohls Corp Com Stk USD0.01 COM 500255104 5,149,034 90,652 SH   SOLE 2 90,652 0 0
Kohls Corp Com Stk USD0.01 COM 500255104 48,569,850 855,103 SH   SOLE 3 855,103 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 21,235,645 378,532 SH   SOLE 1 378,532 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 2,567,473 45,766 SH   SOLE 2 45,766 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 19,218,177 342,570 SH   SOLE 3 342,570 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 1,417,591 25,269 SH   SOLE 4 25,269 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 642,457 11,452 SH   SOLE 7 11,452 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 57,503 1,025 SH   SOLE 8 1,025 0 0
Kraft Foods Group ComStk NPV COM 50076Q106 1,275,602 22,738 SH   SOLE 10 22,738 0 0
Kroger Co.Com.USD1 COM 501044101 6,085,945 139,426 SH   SOLE 2 139,426 0 0
Kroger Co.Com.USD1 COM 501044101 67,289,181 1,541,562 SH   SOLE 3 1,541,562 0 0
Kulicke & Soffa Com NPV COM 501242101 713,726 56,600 SH   SOLE 2 56,600 0 0
Kulicke & Soffa Com NPV COM 501242101 7,068,750 560,567 SH   SOLE 3 560,567 0 0
L Brands Inc Com Stk USD0.50 COM 501797104 68,124 1,200 SH   SOLE 3 1,200 0 0
L Brands Inc Com Stk USD0.50 COM 501797104 36,901 650 SH   SOLE 10 650 0 0
L-3 COMMS HLDGS INC CONV 3.000 CONB 502413AW7 800,604,000 6,000,000 SH   SOLE 9 6,000,000 0 0
L-3CommunicationsComStkUSD0.01 COM 502424104 4,385,255 37,116 SH   SOLE 2 37,116 0 0
L-3CommunicationsComStkUSD0.01 COM 502424104 47,138,069 398,968 SH   SOLE 3 398,968 0 0
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 10,677,293 108,719 SH   SOLE 2 108,719 0 0
Laborat.Cp ofAmerComStkUSD0.01 COM 50540R409 92,266,920 939,486 SH   SOLE 3 939,486 0 0
LACLEDE GROUP COMMON STCK USD1 COM 505597104 12,051,540 255,600 SH   SOLE 1 255,600 0 0
Lakeland Fin Corp Com Stk NPV COM 511656100 13,457,612 334,600 SH   SOLE 1 334,600 0 0
LAM RESEARCH CORP CONV 0.5000 CONB 512807AJ7 1,160,610,000 10,000,000 SH   SOLE 9 10,000,000 0 0
Lancaster Colony CommStock NPV COM 513847103 4,722,450 47,500 SH   SOLE 2 47,500 0 0
Lancaster Colony CommStock NPV COM 513847103 46,294,426 465,645 SH   SOLE 3 465,645 0 0
Landstar Common Stock NPV COM 515098101 1,604,862 27,100 SH   SOLE 2 27,100 0 0
Landstar Common Stock NPV COM 515098101 17,759,486 299,890 SH   SOLE 3 299,890 0 0
Laredo Petroleum ComStkUSD0.01 COM 516806106 11,102,189 429,319 SH   SOLE 1 429,319 0 0
Las Vegas Sands ComStkUSD0.001 COM 517834107 315,042 3,900 SH   SOLE 2 3,900 0 0
Las Vegas Sands ComStkUSD0.001 COM 517834107 13,094,438 162,100 SH   SOLE 3 162,100 0 0
LaSalleHotel Prop.REIT USD0.01 REIT 517942108 10,860,406 346,867 SH   SOLE 1 346,867 0 0
LEAR CORP ComStkUSD0.01 COM 521865204 15,755,016 188,187 SH   SOLE 3 188,187 0 0
Leggett & Platt Com StkUSD0.01 COM 524660107 3,653,069 111,920 SH   SOLE 2 111,920 0 0
Leggett & Platt Com StkUSD0.01 COM 524660107 44,055,122 1,349,728 SH   SOLE 3 1,349,728 0 0
Leidos Hldgs ComStk USD0.0001 COM 525327102 27,818,576 786,502 SH   SOLE 3 786,502 0 0
Leucadia Natl Corp ComStk USD1 COM 527288104 112,000 4,000 SH   SOLE 7 4,000 0 0
Leucadia Natl Corp ComStk USD1 COM 527288104 84,000 3,000 SH   SOLE 10 3,000 0 0
Level3Commun.Inc ComStkUSD0.01 COM 52729N308 43,289 1,106 SH   SOLE 10 1,106 0 0
Lexicon Pharm.Com Stk USD0.001 COM 528872104 5,607,103 3,241,100 SH   SOLE 1 3,241,100 0 0
LexingtonRealty REIT USD0.0001 REIT 529043101 495,456 45,413 SH   SOLE 3 45,413 0 0
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 3,281,544 70,891 SH   SOLE 2 70,891 0 0
LexmarkInt'lGrp. ComStkUSD0.01 COM 529771107 34,851,000 752,884 SH   SOLE 3 752,884 0 0
LHC Group Inc ComStock USD0.01 COM 50187A107 163,244 7,400 SH   SOLE 3 7,400 0 0
Liberty Global Cls C CSUSD0.01 COM G5480U120 134,302 3,299 SH   SOLE 7 3,299 0 0
Liberty Property REIT USD0.001 REIT 531172104 506,278 13,698 SH   SOLE 3 13,698 0 0
LibertyMedia Corp A CS USD0.01 COM 531229102 9,111,227 69,695 SH   SOLE 1 69,695 0 0
LibertyMedia Corp A CS USD0.01 COM 531229102 104,584 800 SH   SOLE 8 800 0 0
LifePoint Hospitals CS USD0.01 COM 53219L109 53,775,390 985,800 SH   SOLE 1 985,800 0 0
Lincoln Electric Com Stk NPV COM 533900106 770,507 10,700 SH   SOLE 2 10,700 0 0
Lincoln Electric Com Stk NPV COM 533900106 21,898,241 304,100 SH   SOLE 3 304,100 0 0
LincolnNationalCrpCmStkUSD1.25 COM 534187109 1,094,472 21,600 SH   SOLE 2 21,600 0 0
LincolnNationalCrpCmStkUSD1.25 COM 534187109 1,114,740 22,000 SH   SOLE 3 22,000 0 0
Lindsay Corp Common Stock USD1 COM 535555106 449,718 5,100 SH   SOLE 2 5,100 0 0
Lindsay Corp Common Stock USD1 COM 535555106 8,162,205 92,563 SH   SOLE 3 92,563 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 35,558,307 730,300 SH   SOLE 1 730,300 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 1,436,355 29,500 SH   SOLE 2 29,500 0 0
Linear Tech Cp ComStk USD0.001 COM 535678106 19,405,400 398,550 SH   SOLE 3 398,550 0 0
LinerTechCorp3%Cnv01/05/27SerA CONB 535678AC0 476,277,600 4,000,000 SH   SOLE 9 4,000,000 0 0
LinkedIn Corp A CmStkUSD0.0001 COM 53578A108 1,799,466 9,730 SH   SOLE 8 9,730 0 0
LIONS GATE ENTERTAINMENT COR COM 535919203 16,305 610 SH   SOLE 7 610 0 0
LiquiditySvcsIncComStkUSD0.001 COM 53635B107 20,840 800 SH   SOLE 3 800 0 0
Littelfuse Inc ComStockUSD0.01 COM 537008104 2,603,192 27,800 SH   SOLE 3 27,800 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 13,507,620 82,747 SH   SOLE 2 82,747 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 90,784,457 556,141 SH   SOLE 3 556,141 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 2,726,434 16,702 SH   SOLE 7 16,702 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 179,564 1,100 SH   SOLE 8 1,100 0 0
Lockheed Martin ComStk USD0.01 COM 539830109 3,095,357 18,962 SH   SOLE 10 18,962 0 0
Loews Corp Com Stock USD0.01 COM 540424108 127,745 2,900 SH   SOLE 7 2,900 0 0
Logitech Intl SA CHF0.25(Regd) COM H50430232 19,428,115 1,301,235 SH   SOLE 9 1,301,235 0 0
Logitech Intl SA CHF0.25(Regd) COM H50430232 52,257 3,500 SH   SOLE 10 3,500 0 0
Lorillard Inc ComStock USD0.01 COM 544147101 10,330,524 191,023 SH   SOLE 2 191,023 0 0
Lorillard Inc ComStock USD0.01 COM 544147101 85,534,875 1,581,636 SH   SOLE 3 1,581,636 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 3,540,311 72,399 SH   SOLE 2 72,399 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 32,115,124 656,751 SH   SOLE 3 656,751 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 576,580 11,791 SH   SOLE 7 11,791 0 0
Lowe's Cos Inc Com.Stk.USD0.50 COM 548661107 136,920 2,800 SH   SOLE 8 2,800 0 0
LTC PropertiesInc REIT USD0.01 REIT 502175102 492,953 13,100 SH   SOLE 2 13,100 0 0
LTC PropertiesInc REIT USD0.01 REIT 502175102 1,841,687 48,942 SH   SOLE 3 48,942 0 0
LululemonAthleticComStkUSD0.01 COM 550021109 22,614 430 SH   SOLE 10 430 0 0
Lumos Networks Com Stk USD0.01 COM 550283105 2,407,937 180,100 SH   SOLE 1 180,100 0 0
Luxoft Holding Inc NPV(USList) COM G57279104 91,883 2,620 SH   SOLE 2 2,620 0 0
Luxoft Holding Inc NPV(USList) COM G57279104 3,362,406 95,877 SH   SOLE 3 95,877 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 38,046,397 427,776 SH   SOLE 1 427,776 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 14,805,753 166,469 SH   SOLE 2 166,469 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 192,802,531 2,167,782 SH   SOLE 3 2,167,782 0 0
LyondellBasellInd A CS USD0.01 COM N53745100 1,852,620 20,830 SH   SOLE 4 20,830 0 0
M & T Bank Corp ComStk USD0.50 COM 55261F104 17,346 143 SH   SOLE 7 143 0 0
Macerich Company REIT USD0.01 REIT 554382101 235,981 3,786 SH   SOLE 3 3,786 0 0
Mack-Cali Realty ComStkUSD0.01 REIT 554489104 538,315 25,893 SH   SOLE 3 25,893 0 0
MA-ComTechSOLUTION.CmStkUSD.01 COM 55405Y100 13,807,545 671,900 SH   SOLE 1 671,900 0 0
Macy's Inc CommonStock USD0.01 COM 55616P104 907,137 15,300 SH   SOLE 2 15,300 0 0
Macy's Inc CommonStock USD0.01 COM 55616P104 15,889,720 268,000 SH   SOLE 3 268,000 0 0
Magellan Health ComStk USD0.01 COM 559079207 1,611,234 27,148 SH   SOLE 2 27,148 0 0
Magellan Health ComStk USD0.01 COM 559079207 25,044,454 421,979 SH   SOLE 3 421,979 0 0
Magna Intl Inc Sub Vtg Com NPV COM 559222401 5,881,892 61,088 SH   SOLE 2 61,088 0 0
Magna Intl Inc Sub Vtg Com NPV COM 559222401 43,722,117 454,088 SH   SOLE 3 454,088 0 0
MagnachipSemiconductor USD0.01 COM 55933J203 23,350 1,675 SH   SOLE 2 1,675 0 0
MagnachipSemiconductor USD0.01 COM 55933J203 3,536,662 253,706 SH   SOLE 3 253,706 0 0
MainSource Financial ComStkNPV COM 56062Y102 11,970 700 SH   SOLE 3 700 0 0
Manhattan Assoc. ComStkUSD0.01 COM 562750109 756,648 21,600 SH   SOLE 2 21,600 0 0
Manhattan Assoc. ComStkUSD0.01 COM 562750109 4,343,720 124,000 SH   SOLE 3 124,000 0 0
Manpower Group Com Stk USD0.01 COM 56418H100 8,632,673 109,510 SH   SOLE 3 109,510 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 474,014 13,345 SH   SOLE 2 13,345 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 7,463,889 210,132 SH   SOLE 3 210,132 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 330,336 9,300 SH   SOLE 7 9,300 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 195,360 5,500 SH   SOLE 8 5,500 0 0
Marathon Oil Corp Com Stk USD1 COM 565849106 216,672 6,100 SH   SOLE 10 6,100 0 0
Marathon Petroleum CS USD0.01 COM 56585A102 5,660,733 65,036 SH   SOLE 2 65,036 0 0
Marathon Petroleum CS USD0.01 COM 56585A102 57,058,898 655,548 SH   SOLE 3 655,548 0 0
Markel Corp Common Stock NPV COM 570535104 22,322,753 37,448 SH   SOLE 1 37,448 0 0
MARKET VECTORS AGRIBUSINESS ETF 57060U605 16,308 300 SH   SOLE 10 300 0 0
Market Vectors Gold Miners ETF ETF 57060U100 1,213,297 51,400 SH   SOLE 7 51,400 0 0
Market Vectors Gold Miners ETF ETF 57060U100 351,715 14,900 SH   SOLE 10 14,900 0 0
MARKET VECTORS JR GOLD MINER ETF 57061R544 34,228 945 SH   SOLE 7 945 0 0
MARKET VECTORS JR GOLD MINER ETF 57061R544 178,999 4,942 SH   SOLE 10 4,942 0 0
MARKET VECTORS RARE EARTH/ST ETF 57061R536 81,581 2,300 SH   SOLE 10 2,300 0 0
MARKET VECTORS URANIUM+NUCLE ETF 57061R577 10,040 199 SH   SOLE 10 199 0 0
MarketAxess Hldgs CS USD0.003 COM 57060D108 124,362 2,100 SH   SOLE 2 2,100 0 0
MarketAxess Hldgs CS USD0.003 COM 57060D108 5,661,432 95,600 SH   SOLE 3 95,600 0 0
Marriott Intl Cls A ComStkUSD1 COM 571903202 22,632 404 SH   SOLE 7 404 0 0
Marsh & McLennan Com USD1 COM 571748102 611,320 12,400 SH   SOLE 2 12,400 0 0
Marsh & McLennan Com USD1 COM 571748102 966,280 19,600 SH   SOLE 3 19,600 0 0
Marsh & McLennan Com USD1 COM 571748102 178,367 3,618 SH   SOLE 8 3,618 0 0
Marvell Tech.CommonStkUSD0.002 COM G5876H105 218,925 13,900 SH   SOLE 2 13,900 0 0
Marvell Tech.CommonStkUSD0.002 COM G5876H105 8,687,700 551,600 SH   SOLE 3 551,600 0 0
Masco Corporation Com Stk USD1 COM 574599106 6,663 300 SH   SOLE 7 300 0 0
Masimo Corp Com Stock USD0.001 COM 574795100 19,898,203 728,605 SH   SOLE 1 728,605 0 0
Masimo Corp Com Stock USD0.001 COM 574795100 243,059 8,900 SH   SOLE 3 8,900 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 53,269,093 713,107 SH   SOLE 1 713,107 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 3,167,280 42,400 SH   SOLE 2 42,400 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 19,127,383 256,056 SH   SOLE 3 256,056 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 1,826,415 24,450 SH   SOLE 4 24,450 0 0
MasterCardCls AComStkUSD0.0001 COM 57636Q104 1,188,477 15,910 SH   SOLE 10 15,910 0 0
Matador Resources CS USD0.01 COM 576485205 13,431,198 548,436 SH   SOLE 3 548,436 0 0
Mattel Inc Common Stock USD1 COM 577081102 5,797,660 144,544 SH   SOLE 2 144,544 0 0
Mattel Inc Common Stock USD1 COM 577081102 48,655,516 1,213,052 SH   SOLE 3 1,213,052 0 0
Matthews Intl Cls'A'ComStkUSD1 COM 577128101 159,159 3,900 SH   SOLE 3 3,900 0 0
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 6,540,273 197,472 SH   SOLE 2 197,472 0 0
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 74,537,454 2,250,527 SH   SOLE 3 2,250,527 0 0
MB Financial Com Stock USD0.01 COM 55264U108 49,536 1,600 SH   SOLE 3 1,600 0 0
MBIA Com USD1 COM 55262C100 587,580 42,000 SH   SOLE 2 42,000 0 0
MBIA Com USD1 COM 55262C100 8,793,778 628,576 SH   SOLE 3 628,576 0 0
McCormick&CoInc ComStkN/VtgNPV COM 579780206 107,610 1,500 SH   SOLE 2 1,500 0 0
McCormick&CoInc ComStkN/VtgNPV COM 579780206 1,542,410 21,500 SH   SOLE 3 21,500 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 16,171,323 164,963 SH   SOLE 2 164,963 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 123,943,250 1,264,340 SH   SOLE 3 1,264,340 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 13,037,892 132,999 SH   SOLE 7 132,999 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 1,391,830 14,198 SH   SOLE 8 14,198 0 0
McDonald's Corp ComStk USD0.01 COM 580135101 8,182,172 83,466 SH   SOLE 10 83,466 0 0
MCG Capital Corp ComStkUSD0.01 COM 58047P107 66,325 17,500 SH   SOLE 3 17,500 0 0
McGraw-Hill Fin Com Stock USD1 COM 580645109 915,600 12,000 SH   SOLE 2 12,000 0 0
McGraw-Hill Fin Com Stock USD1 COM 580645109 8,456,939 110,838 SH   SOLE 3 110,838 0 0
McGraw-Hill Fin Com Stock USD1 COM 580645109 305,200 4,000 SH   SOLE 7 4,000 0 0
McKesson HBOC Com Stk USD0.01 COM 58155Q103 1,377,246 7,800 SH   SOLE 2 7,800 0 0
McKesson HBOC Com Stk USD0.01 COM 58155Q103 5,985,723 33,900 SH   SOLE 3 33,900 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 108,082 1,300 SH   SOLE 3 1,300 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 225,309 2,710 SH   SOLE 7 2,710 0 0
MeadJohnson Nutr.ComStkUSD0.01 COM 582839106 31,759 382 SH   SOLE 8 382 0 0
Meadowbrook Ins. ComStkUSD0.01 COM 58319P108 57,204 9,812 SH   SOLE 3 9,812 0 0
Meadwestvaco Com Stock USD0.01 COM 583334107 586,958 15,594 SH   SOLE 3 15,594 0 0
MedicalPropertiesREIT USD0.001 REIT 58463J304 351,725 27,500 SH   SOLE 2 27,500 0 0
MedicalPropertiesREIT USD0.001 REIT 58463J304 686,363 53,664 SH   SOLE 3 53,664 0 0
Medicines CompanyCmStkUSD0.001 COM 584688105 8,852,830 311,500 SH   SOLE 1 311,500 0 0
Medifast Inc Com Stk USD0.001 COM 58470H101 46,544 1,600 SH   SOLE 2 1,600 0 0
Medifast Inc Com Stk USD0.001 COM 58470H101 361,269 12,419 SH   SOLE 3 12,419 0 0
Mednax Inc Common Stk USD0.01 COM 58502B106 3,191,970 51,500 SH   SOLE 2 51,500 0 0
Mednax Inc Common Stk USD0.01 COM 58502B106 38,501,976 621,200 SH   SOLE 3 621,200 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 24,190,143 393,080 SH   SOLE 2 393,080 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 231,344,676 3,759,257 SH   SOLE 3 3,759,257 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 608,323 9,885 SH   SOLE 7 9,885 0 0
Medtronic Inc Com Stk USD0.10 COM 585055106 336,316 5,465 SH   SOLE 10 5,465 0 0
Mentor Graphics 4%Conv01/04/31 CONB 587200AK2 254,015,600 2,000,000 SH   SOLE 9 2,000,000 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 64,789,273 1,141,259 SH   SOLE 1 1,141,259 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 19,739,894 347,717 SH   SOLE 2 347,717 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 361,565,916 6,368,961 SH   SOLE 3 6,368,961 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 3,310,826 58,320 SH   SOLE 4 58,320 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 2,012,497 35,450 SH   SOLE 7 35,450 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 965,658 17,010 SH   SOLE 8 17,010 0 0
Merck And Co Inc NewCSUSD0.01 COM 58933Y105 804,261 14,167 SH   SOLE 10 14,167 0 0
Meredith Corp Com Stk USD1 COM 589433101 873,905 18,822 SH   SOLE 2 18,822 0 0
Meredith Corp Com Stk USD1 COM 589433101 7,992,739 172,146 SH   SOLE 3 172,146 0 0
Meridian Bioscience ComStk NPV COM 589584101 1,501,331 68,900 SH   SOLE 2 68,900 0 0
Meridian Bioscience ComStk NPV COM 589584101 10,028,935 460,254 SH   SOLE 3 460,254 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 45,139,195 854,909 SH   SOLE 1 854,909 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 32,509,541 615,711 SH   SOLE 2 615,711 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 82,016,141 1,553,336 SH   SOLE 3 1,553,336 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 2,192,467 41,524 SH   SOLE 4 41,524 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 5,554,771 105,204 SH   SOLE 7 105,204 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 456,456 8,645 SH   SOLE 8 8,645 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 3,180,725 60,241 SH   SOLE 9 60,241 0 0
Metlife Inc Common Stk USD0.01 COM 59156R108 2,776,910 52,593 SH   SOLE 10 52,593 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 589,200 2,500 SH   SOLE 2 2,500 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 11,772,687 49,952 SH   SOLE 3 49,952 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 2,262,528 9,600 SH   SOLE 7 9,600 0 0
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 70,704 300 SH   SOLE 10 300 0 0
MFC Industrial Com NPV(USList) COM 55278T105 175,474 22,100 SH   SOLE 2 22,100 0 0
MGIC Investment 2%Conv01/04/20 CONB 552848AE3 826,177,731 5,799,000 SH   SOLE 9 5,799,000 0 0
MgmResortsIntl 4.25%15/4/15 CONB 55303QAE0 1,737,304,800 11,900,000 SH   SOLE 9 11,900,000 0 0
MgnStnlyChinaAShFdCmStkUSD0.01 ITR 617468103 1,150,760 53,350 SH   SOLE 8 53,350 0 0
Michael Kors Hldgs Com Stk NPV COM G60754101 1,044,624 11,200 SH   SOLE 2 11,200 0 0
Michael Kors Hldgs Com Stk NPV COM G60754101 690,198 7,400 SH   SOLE 3 7,400 0 0
Microchip Tech.Com StkUSD0.001 COM 595017104 22,915,248 479,800 SH   SOLE 1 479,800 0 0
Microchip Tech.Com StkUSD0.001 COM 595017104 119,400 2,500 SH   SOLE 2 2,500 0 0
Microchip Tech.Com StkUSD0.001 COM 595017104 7,829,774 163,940 SH   SOLE 3 163,940 0 0
Microfinancial Com.Stk USD0.01 COM 595072109 8,657 1,100 SH   SOLE 3 1,100 0 0
Micron Technology Com USD0.10 COM 595112103 352,534 14,900 SH   SOLE 2 14,900 0 0
Micron Technology Com USD0.10 COM 595112103 10,119,382 427,700 SH   SOLE 3 427,700 0 0
Micron Technology Com USD0.10 COM 595112103 11,830 500 SH   SOLE 8 500 0 0
MicronTechnology3%Conv15/11/43 CONB 595112AY9 3,130,498,800 28,600,000 SH   SOLE 9 28,600,000 0 0
Micros Systems ComStk USD0.025 COM 594901100 26,533,809 501,300 SH   SOLE 1 501,300 0 0
Micros Systems ComStk USD0.025 COM 594901100 1,159,167 21,900 SH   SOLE 2 21,900 0 0
Micros Systems ComStk USD0.025 COM 594901100 4,790,165 90,500 SH   SOLE 3 90,500 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 36,425,559 888,645 SH   SOLE 2 888,645 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 396,261,561 9,667,274 SH   SOLE 3 9,667,274 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 22,656,690 552,737 SH   SOLE 7 552,737 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 425,066 10,370 SH   SOLE 8 10,370 0 0
Microsoft Com Stk USD0.0000125 COM 594918104 8,802,234 214,741 SH   SOLE 10 214,741 0 0
Mid-Amer.AptCmntysREIT USD0.01 REIT 59522J103 26,277,669 384,908 SH   SOLE 1 384,908 0 0
Mid-Amer.AptCmntysREIT USD0.01 REIT 59522J103 517,487 7,580 SH   SOLE 3 7,580 0 0
Middleby Corp Com Stk USD0.01 COM 596278101 52,842 200 SH   SOLE 2 200 0 0
Middleby Corp Com Stk USD0.01 COM 596278101 1,558,839 5,900 SH   SOLE 3 5,900 0 0
Midstates Petroleum CS USD0.01 COM 59804T100 2,576,788 480,744 SH   SOLE 3 480,744 0 0
Miller(Herman) Common USD0.20 COM 600544100 23,236,416 723,200 SH   SOLE 1 723,200 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 39,838,655 1,231,108 SH   SOLE 2 1,231,108 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 149,074,106 4,606,740 SH   SOLE 3 4,606,740 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 55,170,564 1,704,900 SH   SOLE 4 1,704,900 0 0
Mindray ADR(EachRp1 Cls'A' Sh) ADR 602675100 96,817,560 2,991,890 SH   SOLE 6 2,991,890 0 0
Mineral Tech.Inc ComStkUSD0.10 COM 603158106 49,614,360 768,500 SH   SOLE 1 768,500 0 0
Mitsub.UFJ ADR(Rp1/1000OrdNPV) ADR 606822104 17,252 3,114 SH   SOLE 2 3,114 0 0
Mitsub.UFJ ADR(Rp1/1000OrdNPV) ADR 606822104 464,806 83,900 SH   SOLE 7 83,900 0 0
MobileTeleSystemsADR(Rp2ComSh) ADR 607409109 34,423,293 1,968,170 SH   SOLE 2 1,968,170 0 0
MobileTeleSystemsADR(Rp2ComSh) ADR 607409109 180,754,568 10,334,738 SH   SOLE 3 10,334,738 0 0
MobileTeleSystemsADR(Rp2ComSh) ADR 607409109 388,278 22,200 SH   SOLE 7 22,200 0 0
MolsonCoorsCls'B'ComStkUSD0.01 COM 60871R209 1,990,410 33,816 SH   SOLE 2 33,816 0 0
MolsonCoorsCls'B'ComStkUSD0.01 COM 60871R209 2,158,396 36,670 SH   SOLE 3 36,670 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 29,351,918 849,549 SH   SOLE 2 849,549 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 78,752,821 2,279,387 SH   SOLE 3 2,279,387 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 331,335 9,590 SH   SOLE 4 9,590 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 1,410,227 40,817 SH   SOLE 7 40,817 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 107,554 3,113 SH   SOLE 8 3,113 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 2,292,876 66,364 SH   SOLE 9 66,364 0 0
Mondelez Intl Inc CmStkUSD0.01 COM 609207105 71,726 2,076 SH   SOLE 10 2,076 0 0
MonolithicPower ComStkUSD0.001 COM 609839105 9,901,238 255,384 SH   SOLE 1 255,384 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 3,063,371 26,926 SH   SOLE 2 26,926 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 22,991,893 202,091 SH   SOLE 3 202,091 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 5,835,605 51,293 SH   SOLE 7 51,293 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 183,511 1,613 SH   SOLE 8 1,613 0 0
Monsanto Co. Com Stk USD0.01 COM 61166W101 79,639 700 SH   SOLE 10 700 0 0
Monster Beverage Cp CSUSD0.005 COM 611740101 944,520 13,600 SH   SOLE 2 13,600 0 0
Monster Beverage Cp CSUSD0.005 COM 611740101 5,069,850 73,000 SH   SOLE 3 73,000 0 0
MontpelierReHldCmStkUSD0.00166 COM G62185106 1,979,040 66,500 SH   SOLE 2 66,500 0 0
MontpelierReHldCmStkUSD0.00166 COM G62185106 24,204,106 813,310 SH   SOLE 3 813,310 0 0
Moody's Corp Common StkUSD0.01 COM 615369105 47,592 600 SH   SOLE 2 600 0 0
Moody's Corp Common StkUSD0.01 COM 615369105 31,728 400 SH   SOLE 3 400 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 3,717,615 119,269 SH   SOLE 2 119,269 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 29,448,263 944,763 SH   SOLE 3 944,763 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 543,013 17,421 SH   SOLE 7 17,421 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 355,806 11,415 SH   SOLE 8 11,415 0 0
Morgan Stanley ComStockUSD0.01 COM 617446448 1,467,172 47,070 SH   SOLE 9 47,070 0 0
Morningstar Inc Common Stk NPV COM 617700109 900,828 11,400 SH   SOLE 2 11,400 0 0
Morningstar Inc Common Stk NPV COM 617700109 5,080,986 64,300 SH   SOLE 3 64,300 0 0
Mosaic Co (The) ComStk USD0.01 COM 61945C103 535,000 10,700 SH   SOLE 2 10,700 0 0
Mosaic Co (The) ComStk USD0.01 COM 61945C103 370,000 7,400 SH   SOLE 3 7,400 0 0
MOUNTAIN PROVINCE DIAMONDS I COM 62426E402 170,901 36,000 SH   SOLE 8 36,000 0 0
MRC Global Inc ComStkUSD0.01 COM 55345K103 10,517,096 390,100 SH   SOLE 1 390,100 0 0
MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 1,505,448 17,400 SH   SOLE 2 17,400 0 0
MSC Ind.Dir.ClsAComStkUSD0.001 COM 553530106 12,675,180 146,500 SH   SOLE 3 146,500 0 0
MSCI Inc ComStkUSD0.01 COM 55354G100 38,718 900 SH   SOLE 2 900 0 0
MSCI Inc ComStkUSD0.01 COM 55354G100 1,798,236 41,800 SH   SOLE 3 41,800 0 0
MTS Systems Corp ComStkUSD0.25 COM 553777103 24,711,192 360,800 SH   SOLE 1 360,800 0 0
Murphy Oil Corp Com Stock USD1 COM 626717102 7,027,434 111,795 SH   SOLE 2 111,795 0 0
Murphy Oil Corp Com Stock USD1 COM 626717102 73,170,800 1,164,028 SH   SOLE 3 1,164,028 0 0
Murphy USA Inc ComStk USD0.01 COM 626755102 134,962 3,325 SH   SOLE 3 3,325 0 0
Mylan Inc Common Stock USD0.50 COM 628530107 493,183 10,100 SH   SOLE 3 10,100 0 0
MYR Group Inc Com Stk USD0.01 COM 55405W104 9,097,476 359,300 SH   SOLE 1 359,300 0 0
Myriad Genetics ComStk USD0.01 COM 62855J104 4,739,418 138,620 SH   SOLE 2 138,620 0 0
Myriad Genetics ComStk USD0.01 COM 62855J104 52,321,333 1,530,311 SH   SOLE 3 1,530,311 0 0
NamTaiElectronicsComStkUSD0.01 COM 629865205 470,611 79,900 SH   SOLE 2 79,900 0 0
NamTaiElectronicsComStkUSD0.01 COM 629865205 1,747,563 296,700 SH   SOLE 3 296,700 0 0
Nanometrics Common Stock NPV COM 630077105 10,476,510 583,000 SH   SOLE 1 583,000 0 0
NanoStringTech ComStk USD.0001 COM 63009R109 6,442,800 312,000 SH   SOLE 1 312,000 0 0
National Bk Hldgs A CS USD0.01 COM 633707104 38,856 1,936 SH   SOLE 3 1,936 0 0
NationalBeverageCpCmStkUSD0.01 COM 635017106 9,755 500 SH   SOLE 3 500 0 0
National-Oilwell ComStkUSD0.01 COM 637071101 591,812 7,600 SH   SOLE 2 7,600 0 0
National-Oilwell ComStkUSD0.01 COM 637071101 19,010,092 244,126 SH   SOLE 3 244,126 0 0
Natl Bankshares ComStk USD1.25 COM 634865109 135,087 3,700 SH   SOLE 3 3,700 0 0
Natl Healthcare Com StkUSD0.01 COM 635906100 334,620 6,000 SH   SOLE 3 6,000 0 0
Natl Instruments ComStkUSD0.01 COM 636518102 7,303,298 254,559 SH   SOLE 3 254,559 0 0
Natl Penn Bcshs Inc ComStk NPV COM 637138108 403,370 38,600 SH   SOLE 2 38,600 0 0
Natl Penn Bcshs Inc ComStk NPV COM 637138108 57,475 5,500 SH   SOLE 3 5,500 0 0
Natl Res Corp Cls A CSUSD0.001 COM 637372202 114,471 6,900 SH   SOLE 2 6,900 0 0
Natl Res Corp Cls A CSUSD0.001 COM 637372202 228,013 13,744 SH   SOLE 3 13,744 0 0
Natl Retail Prop. REIT USD0.01 REIT 637417106 511,196 14,895 SH   SOLE 3 14,895 0 0
NatlHealthInvest. REIT USD0.01 REIT 63633D104 506,111 8,371 SH   SOLE 3 8,371 0 0
NatlResearchCp ClB CS USD0.001 COM 637372301 89,954 2,050 SH   SOLE 2 2,050 0 0
NatlResearchCp ClB CS USD0.001 COM 637372301 1,219,864 27,800 SH   SOLE 3 27,800 0 0
NatlWesternLife 'A'ComStk USD1 COM 638522102 1,387,293 5,674 SH   SOLE 2 5,674 0 0
NatlWesternLife 'A'ComStk USD1 COM 638522102 6,485,363 26,525 SH   SOLE 3 26,525 0 0
NaturalResPtnrsLP ComStkUSD100 PART 63900P103 790,237 49,638 SH   SOLE 2 49,638 0 0
NaturalResPtnrsLP ComStkUSD100 PART 63900P103 5,647,954 354,771 SH   SOLE 3 354,771 0 0
NaturesSunshineProd ComStk NPV COM 639027101 228,348 16,571 SH   SOLE 2 16,571 0 0
NaturesSunshineProd ComStk NPV COM 639027101 960,466 69,700 SH   SOLE 3 69,700 0 0
NAVIDEC INC COM 055639108 52,470 16,500 SH   SOLE 7 16,500 0 0
NavigantConsult.ComStkUSD0.001 COM 63935N107 61,578 3,300 SH   SOLE 3 3,300 0 0
NavigatorsGrpInc ComStkUSD0.10 COM 638904102 110,502 1,800 SH   SOLE 2 1,800 0 0
NavigatorsGrpInc ComStkUSD0.10 COM 638904102 884,016 14,400 SH   SOLE 3 14,400 0 0
NektarTherapeutComStkUSD0.0001 COM 640268108 88,973 7,341 SH   SOLE 8 7,341 0 0
NetApp Inc Com Stock USD0.001 COM 64110D104 6,554,363 177,625 SH   SOLE 2 177,625 0 0
NetApp Inc Com Stock USD0.001 COM 64110D104 62,155,541 1,684,432 SH   SOLE 3 1,684,432 0 0
NetEaseADR(Rep25Shs USD0.0001) ADR 64110W102 7,840,450 116,500 SH   SOLE 2 116,500 0 0
NetEaseADR(Rep25Shs USD0.0001) ADR 64110W102 45,246,867 672,316 SH   SOLE 3 672,316 0 0
NetEaseADR(Rep25Shs USD0.0001) ADR 64110W102 1,492,378 22,175 SH   SOLE 7 22,175 0 0
NetEaseADR(Rep25Shs USD0.0001) ADR 64110W102 706,650 10,500 SH   SOLE 10 10,500 0 0
NetScout Sys. Com Stk USD0.001 COM 64115T104 21,093,654 561,300 SH   SOLE 1 561,300 0 0
NetScout Sys. Com Stk USD0.001 COM 64115T104 901,920 24,000 SH   SOLE 3 24,000 0 0
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 2,582,822 79,447 SH   SOLE 2 79,447 0 0
NeuStar Inc 'A'ComStk USD0.001 COM 64126X201 28,685,394 882,356 SH   SOLE 3 882,356 0 0
Nevsun Resources Ltd Com NPV COM 64156L101 945,009 278,904 SH   SOLE 2 278,904 0 0
Nevsun Resources Ltd Com NPV COM 64156L101 8,034,915 2,371,374 SH   SOLE 3 2,371,374 0 0
New Gold Inc Com NPV (US List) COM 644535106 1,922,949 394,047 SH   SOLE 3 394,047 0 0
Newell Rubbermaid Com Stk USD1 COM 651229106 346,840 11,600 SH   SOLE 2 11,600 0 0
Newell Rubbermaid Com Stk USD1 COM 651229106 2,143,830 71,700 SH   SOLE 3 71,700 0 0
Newell Rubbermaid Com Stk USD1 COM 651229106 10,465 350 SH   SOLE 10 350 0 0
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 16,777,004 534,981 SH   SOLE 3 534,981 0 0
NewMarket Corp CommonStock NPV COM 651587107 2,625,651 6,719 SH   SOLE 2 6,719 0 0
NewMarket Corp CommonStock NPV COM 651587107 26,380,385 67,507 SH   SOLE 3 67,507 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 1,234,772 52,678 SH   SOLE 3 52,678 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 236,252 10,079 SH   SOLE 7 10,079 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 252,824 10,786 SH   SOLE 8 10,786 0 0
NewmontMin.Cp Com Stk USD1.60 COM 651639106 209,624 8,943 SH   SOLE 10 8,943 0 0
NewmontMining 1.625%Cnv15/7/17 CONB 651639AJ5 1,591,920,000 15,000,000 SH   SOLE 9 15,000,000 0 0
NewOrientalADR(EachRep4OrdShs) ADR 647581107 510,690 17,400 SH   SOLE 2 17,400 0 0
NewOrientalADR(EachRep4OrdShs) ADR 647581107 1,291,400 44,000 SH   SOLE 3 44,000 0 0
News Corp/New Cls A CS USD0.01 COM 65249B109 43,050 2,500 SH   SOLE 8 2,500 0 0
News Corp/New Cls B CS USD0.01 COM 65249B208 2,154 129 SH   SOLE 3 129 0 0
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 2,213,029 23,144 SH   SOLE 2 23,144 0 0
NextEra Engy Inc ComStkUSD0.01 COM 65339F101 7,876,124 82,369 SH   SOLE 3 82,369 0 0
NGP Capital Com Stock USD0.001 COM 62912R107 25,688 3,800 SH   SOLE 3 3,800 0 0
NIC Incorporated Com Stock NPV COM 62914B100 83,033 4,300 SH   SOLE 3 4,300 0 0
Nike Inc Class B Com Stock NPV COM 654106103 3,503,845 47,439 SH   SOLE 2 47,439 0 0
Nike Inc Class B Com Stock NPV COM 654106103 22,620,290 306,259 SH   SOLE 3 306,259 0 0
Nike Inc Class B Com Stock NPV COM 654106103 32,498 440 SH   SOLE 8 440 0 0
Nike Inc Class B Com Stock NPV COM 654106103 87,155 1,180 SH   SOLE 10 1,180 0 0
Nippon Tel&Tel ADR (Rep0.5Ord) ADR 654624105 14,301 525 SH   SOLE 2 525 0 0
Noble Corp CommonStock CHF3.15 COM G65431101 353,592 10,800 SH   SOLE 2 10,800 0 0
Noble Corp CommonStock CHF3.15 COM G65431101 294,660 9,000 SH   SOLE 3 9,000 0 0
Noble Energy Com Stk USD0.01 COM 655044105 191,808 2,700 SH   SOLE 2 2,700 0 0
Noble Energy Com Stk USD0.01 COM 655044105 52,854 744 SH   SOLE 3 744 0 0
Nokia AB SponADR(Rep1 EUR0.06) ADR 654902204 30,989 4,222 SH   SOLE 2 4,222 0 0
Nokia AB SponADR(Rep1 EUR0.06) ADR 654902204 2,936 400 SH   SOLE 8 400 0 0
Nordion Inc Common NPV COM 65563C105 755,836 65,486 SH   SOLE 3 65,486 0 0
Nordson Corp Common Stock NPV COM 655663102 697,851 9,900 SH   SOLE 2 9,900 0 0
Nordson Corp Common Stock NPV COM 655663102 5,709,690 81,000 SH   SOLE 3 81,000 0 0
Nordstrom Inc Common Stock NPV COM 655664100 2,701,587 43,260 SH   SOLE 2 43,260 0 0
Nordstrom Inc Common Stock NPV COM 655664100 20,234,362 324,009 SH   SOLE 3 324,009 0 0
Nordstrom Inc Common Stock NPV COM 655664100 193,595 3,100 SH   SOLE 4 3,100 0 0
Nordstrom Inc Common Stock NPV COM 655664100 637,490 10,208 SH   SOLE 7 10,208 0 0
Nordstrom Inc Common Stock NPV COM 655664100 1,585,855 25,394 SH   SOLE 9 25,394 0 0
Nordstrom Inc Common Stock NPV COM 655664100 387,190 6,200 SH   SOLE 10 6,200 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 3,372,479 34,707 SH   SOLE 2 34,707 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 24,143,538 248,467 SH   SOLE 3 248,467 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 5,682,599 58,481 SH   SOLE 7 58,481 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 213,288 2,195 SH   SOLE 8 2,195 0 0
Norfolk Southern Cp ComUSD1.00 COM 655844108 5,051,188 51,983 SH   SOLE 10 51,983 0 0
North European Oil Rty Uts NPV UTEC 659310106 41,995 1,807 SH   SOLE 2 1,807 0 0
North European Oil Rty Uts NPV UTEC 659310106 309,580 13,321 SH   SOLE 3 13,321 0 0
NORTHERN DYNASTY MINERALS COM 66510M204 12,828 12,990 SH   SOLE 8 12,990 0 0
Northern Trust ComStk USD1 2/3 COM 665859104 767,052 11,700 SH   SOLE 2 11,700 0 0
Northern Trust ComStk USD1 2/3 COM 665859104 3,173,104 48,400 SH   SOLE 3 48,400 0 0
Northrim BanCorp Com Stk USD1 COM 666762109 20,552 800 SH   SOLE 3 800 0 0
Northrop Grumman Com Stk USD1 COM 666807102 10,960,832 88,838 SH   SOLE 2 88,838 0 0
Northrop Grumman Com Stk USD1 COM 666807102 116,247,526 942,191 SH   SOLE 3 942,191 0 0
NorthwestBancshs ComStkUSD0.01 COM 667340103 143,080 9,800 SH   SOLE 2 9,800 0 0
NorthwestBancshs ComStkUSD0.01 COM 667340103 419,020 28,700 SH   SOLE 3 28,700 0 0
NorthWesternCorp CmStk USD0.01 COM 668074305 89,866,427 1,894,717 SH   SOLE 1 1,894,717 0 0
NovartisADR(EchRep1CHF0.5)Regd ADR 66987V109 23,891 281 SH   SOLE 2 281 0 0
NovartisADR(EchRep1CHF0.5)Regd ADR 66987V109 330,983 3,893 SH   SOLE 7 3,893 0 0
NovartisADR(EchRep1CHF0.5)Regd ADR 66987V109 11,818 139 SH   SOLE 8 139 0 0
NTELOS Hldgs Cp ComStk USD0.01 COM 67020Q305 818,100 60,600 SH   SOLE 3 60,600 0 0
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 3,138,689 37,884 SH   SOLE 2 37,884 0 0
Nu Skin Ent.ClsAComStkUSD0.001 COM 67018T105 32,097,498 387,417 SH   SOLE 3 387,417 0 0
Nucor Corporation Com.USD0.40 COM 670346105 547,550 10,834 SH   SOLE 3 10,834 0 0
Nutraceutical Intl CS USD0.01 COM 67060Y101 664,798 25,579 SH   SOLE 2 25,579 0 0
Nutraceutical Intl CS USD0.01 COM 67060Y101 5,384,608 207,180 SH   SOLE 3 207,180 0 0
NuVasive Inc 2.75%Conv01/07/17 CONB 670704AC9 972,091,250 8,125,000 SH   SOLE 9 8,125,000 0 0
NVIDIA Corp Com Stk USD0.001 COM 67066G104 4,940,205 275,835 SH   SOLE 2 275,835 0 0
NVIDIA Corp Com Stk USD0.001 COM 67066G104 45,505,352 2,540,779 SH   SOLE 3 2,540,779 0 0
Occidental Petrol Com.USD0.20 COM 674599105 45,334,885 475,757 SH   SOLE 1 475,757 0 0
Occidental Petrol Com.USD0.20 COM 674599105 13,364,041 140,246 SH   SOLE 2 140,246 0 0
Occidental Petrol Com.USD0.20 COM 674599105 153,860,475 1,614,655 SH   SOLE 3 1,614,655 0 0
Occidental Petrol Com.USD0.20 COM 674599105 2,290,772 24,040 SH   SOLE 4 24,040 0 0
Occidental Petrol Com.USD0.20 COM 674599105 285,965 3,001 SH   SOLE 7 3,001 0 0
Occidental Petrol Com.USD0.20 COM 674599105 974,340 10,225 SH   SOLE 10 10,225 0 0
OCEAN RIG UDW INC COM Y64354205 125 7 SH   SOLE 7 7 0 0
Oclaro Inc Common StockUSD0.01 COM 67555N206 2,545 821 SH   SOLE 8 821 0 0
Oclaro Inc Common StockUSD0.01 COM 67555N206 124 40 SH   SOLE 10 40 0 0
Ocwen Fin.Corp Com Stk USD0.01 COM 675746309 10,124,112 258,400 SH   SOLE 1 258,400 0 0
Oil States Intl ComStk USD0.01 COM 678026105 14,902,700 151,143 SH   SOLE 1 151,143 0 0
Oil States Intl ComStk USD0.01 COM 678026105 98,600 1,000 SH   SOLE 3 1,000 0 0
Old Natl Bancorp Com Stk NPV COM 680033107 23,442,322 1,572,255 SH   SOLE 1 1,572,255 0 0
Olin Corp. Common Stock USD1 COM 680665205 21,337,008 772,800 SH   SOLE 1 772,800 0 0
Olin Corp. Common Stock USD1 COM 680665205 242,333 8,777 SH   SOLE 2 8,777 0 0
Olin Corp. Common Stock USD1 COM 680665205 1,645,556 59,600 SH   SOLE 3 59,600 0 0
OmegaHealthcareInv REIT USD0.1 REIT 681936100 552,778 16,491 SH   SOLE 3 16,491 0 0
Omnicare Com.USD1 COM 681904108 2,595,943 43,505 SH   SOLE 3 43,505 0 0
OMNICARE INC CONV 3.5000 15/02 CONB 681904AQ1 386,855,200 3,800,000 SH   SOLE 9 3,800,000 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 3,812,153 52,509 SH   SOLE 2 52,509 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 17,194,076 236,833 SH   SOLE 3 236,833 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 40,656 560 SH   SOLE 8 560 0 0
Omnicom Gp.Common Stk.USD0.15 COM 681919106 246,840 3,400 SH   SOLE 10 3,400 0 0
OmniVision Tech ComStkUSD0.001 COM 682128103 208,860 11,800 SH   SOLE 2 11,800 0 0
OmniVision Tech ComStkUSD0.001 COM 682128103 2,456,760 138,800 SH   SOLE 3 138,800 0 0
On Assignment Com Stk USD0.01 COM 682159108 11,384,050 295,000 SH   SOLE 1 295,000 0 0
On Assignment Com Stk USD0.01 COM 682159108 5,433,472 140,800 SH   SOLE 3 140,800 0 0
ONSmicnd2.625%Cnv15/12/26SersB CONB 682189AH8 979,624,000 8,000,000 SH   SOLE 9 8,000,000 0 0
Open Text Corp Common NPV COM 683715106 172,270 3,600 SH   SOLE 2 3,600 0 0
Open Text Corp Common NPV COM 683715106 5,053,263 105,600 SH   SOLE 3 105,600 0 0
Oracle Corp Com Stk USD0.01 COM 68389X105 21,974,807 537,150 SH   SOLE 2 537,150 0 0
Oracle Corp Com Stk USD0.01 COM 68389X105 193,930,337 4,740,414 SH   SOLE 3 4,740,414 0 0
Oracle Corp Com Stk USD0.01 COM 68389X105 916,384 22,400 SH   SOLE 7 22,400 0 0
Oracle Corp Com Stk USD0.01 COM 68389X105 20,373 498 SH   SOLE 8 498 0 0
Oracle Corp Com Stk USD0.01 COM 68389X105 57,274 1,400 SH   SOLE 10 1,400 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 42,304,950 285,093 SH   SOLE 1 285,093 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 845,823 5,700 SH   SOLE 2 5,700 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 8,650,989 58,299 SH   SOLE 3 58,299 0 0
O'Reilly Auto. Com Stk USD0.01 COM 67103H107 2,070,041 13,950 SH   SOLE 4 13,950 0 0
OrientExpressHot.Cls'A'USD0.01 COM G67743107 164,634 11,425 SH   SOLE 8 11,425 0 0
Oshkosh Corp Com Stock USD0.01 COM 688239201 688,779 11,700 SH   SOLE 2 11,700 0 0
Oshkosh Corp Com Stock USD0.01 COM 688239201 5,781,034 98,200 SH   SOLE 3 98,200 0 0
OSI SYSTEMS COMMON STK USD.001 COM 671044105 11,229,736 187,600 SH   SOLE 1 187,600 0 0
Outerwall Inc Com Stk USD0.001 COM 690070107 833,388 11,495 SH   SOLE 2 11,495 0 0
Outerwall Inc Com Stk USD0.001 COM 690070107 13,393,723 184,741 SH   SOLE 3 184,741 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 24,225,623 561,168 SH   SOLE 2 561,168 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 29,568,946 684,942 SH   SOLE 3 684,942 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 233,550 5,410 SH   SOLE 4 5,410 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 264,114 6,118 SH   SOLE 7 6,118 0 0
OwensCorning Inc ComStkUSD0.01 COM 690742101 1,400,435 32,440 SH   SOLE 9 32,440 0 0
Pacific Continental CmStk USD1 COM 69412V108 9,632 700 SH   SOLE 3 700 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 18,739,531 266,300 SH   SOLE 1 266,300 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 288,517 4,100 SH   SOLE 2 4,100 0 0
Pack.Cp of Amer.ComStk USD0.01 COM 695156109 6,551,447 93,100 SH   SOLE 3 93,100 0 0
PacWest Bancorp Com Stock NPV COM 695263103 6,438,597 149,700 SH   SOLE 1 149,700 0 0
Pall Corporation ComStkUSD0.10 COM 696429307 957,329 10,700 SH   SOLE 2 10,700 0 0
Pall Corporation ComStkUSD0.10 COM 696429307 1,181,004 13,200 SH   SOLE 3 13,200 0 0
Pall Corporation ComStkUSD0.10 COM 696429307 334,976 3,744 SH   SOLE 8 3,744 0 0
PanAmer.Silver Com NPV(US Lst) COM 697900108 33,462 2,600 SH   SOLE 10 2,600 0 0
PaneraBread 'A'ComStkUSD0.0001 COM 69840W108 423,528 2,400 SH   SOLE 3 2,400 0 0
Panhandle Oil A CS USD0.01666 COM 698477106 43,610 1,000 SH   SOLE 3 1,000 0 0
Parexel Intl Cp Com StkUSD0.01 COM 699462107 79,603,279 1,471,682 SH   SOLE 1 1,471,682 0 0
Park National Corp Com Stk NPV COM 700658107 30,756 400 SH   SOLE 3 400 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 41,001,274 342,505 SH   SOLE 1 342,505 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 32,314,039 269,936 SH   SOLE 2 269,936 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 125,832,568 1,051,145 SH   SOLE 3 1,051,145 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 2,205,058 18,420 SH   SOLE 4 18,420 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 1,713,529 14,314 SH   SOLE 7 14,314 0 0
Parker-Hannifin Com Stk USD0.5 COM 701094104 2,245,999 18,762 SH   SOLE 9 18,762 0 0
ParkwayPropertiesREIT USD0.001 REIT 70159Q104 25,256,814 1,383,935 SH   SOLE 1 1,383,935 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 59,648,603 576,315 SH   SOLE 1 576,315 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 2,837,142 27,412 SH   SOLE 2 27,412 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 23,559,498 227,628 SH   SOLE 3 227,628 0 0
Partnerre Holdings ComStk USD1 COM G6852T105 41,400 400 SH   SOLE 10 400 0 0
Patterson Cos Com Stk USD0.01 COM 703395103 150,336 3,600 SH   SOLE 2 3,600 0 0
Patterson Cos Com Stk USD0.01 COM 703395103 630,576 15,100 SH   SOLE 3 15,100 0 0
Paychex Inc Com Stock USD0.01 COM 704326107 6,066,240 142,400 SH   SOLE 2 142,400 0 0
Paychex Inc Com Stock USD0.01 COM 704326107 54,450,724 1,278,186 SH   SOLE 3 1,278,186 0 0
PDL Biopharma Com Stk USD0.01 COM 69329Y104 5,429,754 653,400 SH   SOLE 2 653,400 0 0
PDL Biopharma Com Stk USD0.01 COM 69329Y104 67,673,648 8,143,640 SH   SOLE 3 8,143,640 0 0
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 12,255 750 SH   SOLE 7 750 0 0
Pengrowth Energy Corp Com NPV COM 70706P104 28,486 4,700 SH   SOLE 3 4,700 0 0
PennantPark Inv ComStkUSD0.001 COM 708062104 792,285 71,700 SH   SOLE 3 71,700 0 0
Penney (J.C)Co.Com.Stk.USD0.50 COM 708160106 133,610 15,500 SH   SOLE 10 15,500 0 0
PennWest Petroleum Ltd Com NPV COM 707887105 96,267 11,500 SH   SOLE 2 11,500 0 0
PennWest Petroleum Ltd Com NPV COM 707887105 1,308,626 156,327 SH   SOLE 3 156,327 0 0
PennymacMortgInvTstREITUSD0.01 REIT 70931T103 21,744,459 909,810 SH   SOLE 1 909,810 0 0
Pentair Inc ComStk USD0.166666 COM H6169Q108 27,268,365 343,690 SH   SOLE 1 343,690 0 0
Pentair Inc ComStk USD0.166666 COM H6169Q108 1,411,459 17,790 SH   SOLE 4 17,790 0 0
Pentair Inc ComStk USD0.166666 COM H6169Q108 41,257 520 SH   SOLE 10 520 0 0
People's Utd Fin.ComStkUSD0.01 COM 712704105 1,705,024 114,662 SH   SOLE 3 114,662 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 35,121,770 420,620 SH   SOLE 1 420,620 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 21,003,089 251,534 SH   SOLE 2 251,534 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 162,956,262 1,951,572 SH   SOLE 3 1,951,572 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 1,672,505 20,030 SH   SOLE 4 20,030 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 3,111,878 37,268 SH   SOLE 7 37,268 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 302,688 3,625 SH   SOLE 8 3,625 0 0
PepsiCo Inc CapStk USD0.016666 COM 713448108 465,680 5,577 SH   SOLE 10 5,577 0 0
Peregrine Pharm ComStkUSD0.001 COM 713661304 698,797 367,788 SH   SOLE 3 367,788 0 0
Perkinelmer Inc Com Stk USD1 COM 714046109 18,199,734 403,900 SH   SOLE 1 403,900 0 0
PetMed Express ComStk USD0.001 COM 716382106 223,504 16,667 SH   SOLE 2 16,667 0 0
PetMed Express ComStk USD0.001 COM 716382106 4,057,812 302,596 SH   SOLE 3 302,596 0 0
PetrolBrasil SponADR(Rp2PfNPV) ADR 71654V101 50,811,108 3,663,382 SH   SOLE 2 3,663,382 0 0
PetrolBrasil SponADR(Rp2PfNPV) ADR 71654V101 204,736,873 14,761,130 SH   SOLE 3 14,761,130 0 0
PetrolBrasil SponADR(Rp2PfNPV) ADR 71654V101 123,443 8,900 SH   SOLE 7 8,900 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 5,314,402 404,137 SH   SOLE 2 404,137 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 45,572,482 3,465,588 SH   SOLE 3 3,465,588 0 0
PetrolBras-PetrobADS(Rp2ComSh) ADR 71654V408 236,319 17,971 SH   SOLE 7 17,971 0 0
Petsmart Inc Com Stk USD0.0001 COM 716768106 2,398,068 34,800 SH   SOLE 2 34,800 0 0
Petsmart Inc Com Stk USD0.0001 COM 716768106 22,034,799 319,762 SH   SOLE 3 319,762 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 27,066,014 842,653 SH   SOLE 2 842,653 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 425,242,269 13,239,174 SH   SOLE 3 13,239,174 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 4,794,970 149,283 SH   SOLE 7 149,283 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 971,726 30,253 SH   SOLE 8 30,253 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 1,917,564 59,700 SH   SOLE 9 59,700 0 0
Pfizer Inc Com.Stk. USD0.05 COM 717081103 3,222,567 100,329 SH   SOLE 10 100,329 0 0
PG & E Corporation ComStk USD5 COM 69331C108 583,200 13,500 SH   SOLE 3 13,500 0 0
Philip Morris Intl Com Stk NPV COM 718172109 16,691,901 203,883 SH   SOLE 2 203,883 0 0
Philip Morris Intl Com Stk NPV COM 718172109 147,705,842 1,804,151 SH   SOLE 3 1,804,151 0 0
Philip Morris Intl Com Stk NPV COM 718172109 1,637,400 20,000 SH   SOLE 7 20,000 0 0
Philip Morris Intl Com Stk NPV COM 718172109 143,027 1,747 SH   SOLE 8 1,747 0 0
Philip Morris Intl Com Stk NPV COM 718172109 1,637,400 20,000 SH   SOLE 9 20,000 0 0
Philip Morris Intl Com Stk NPV COM 718172109 1,328,914 16,232 SH   SOLE 10 16,232 0 0
Philip.LgDstTel ADR(Rp1CmPHP5) ADR 718252604 1,732,968 28,400 SH   SOLE 2 28,400 0 0
Philip.LgDstTel ADR(Rp1CmPHP5) ADR 718252604 3,307,284 54,200 SH   SOLE 3 54,200 0 0
Phillips 66 Common Stk USD0.01 COM 718546104 4,559,640 59,170 SH   SOLE 2 59,170 0 0
Phillips 66 Common Stk USD0.01 COM 718546104 37,869,750 491,432 SH   SOLE 3 491,432 0 0
Phillips 66 Common Stk USD0.01 COM 718546104 285,122 3,700 SH   SOLE 7 3,700 0 0
Phoenix Cos Inc ComStk USD0.01 COM 71902E604 46,575 900 SH   SOLE 2 900 0 0
Phoenix Cos Inc ComStk USD0.01 COM 71902E604 170,775 3,300 SH   SOLE 3 3,300 0 0
PhoenixNwMediaADR(EchRep8ClsA) ADR 71910C103 4,854,197 468,100 SH   SOLE 4 468,100 0 0
Piedmont Office A REIT USD0.01 REIT 720190206 481,246 28,061 SH   SOLE 3 28,061 0 0
Pier1ImportsInc ComStkUSD0.001 COM 720279108 111,392 5,900 SH   SOLE 3 5,900 0 0
Pinnacle Foods Com Stk USD0.10 COM 72348P104 32,499,624 1,088,400 SH   SOLE 1 1,088,400 0 0
PinnacleWestCap ComStk USD2.50 COM 723484101 873,576 15,982 SH   SOLE 3 15,982 0 0
Pitney Bowes Common Stk USD2 COM 724479100 3,214,573 123,685 SH   SOLE 2 123,685 0 0
Pitney Bowes Common Stk USD2 COM 724479100 28,891,134 1,111,625 SH   SOLE 3 1,111,625 0 0
Plantronics Inc ComStk USD0.01 COM 727493108 1,071,245 24,100 SH   SOLE 2 24,100 0 0
Plantronics Inc ComStk USD0.01 COM 727493108 5,364,537 120,687 SH   SOLE 3 120,687 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 161,925 8,500 SH   SOLE 8 8,500 0 0
Platinum Under. ComStk USD0.01 COM G7127P100 889,480 14,800 SH   SOLE 2 14,800 0 0
Platinum Under. ComStk USD0.01 COM G7127P100 11,892,648 197,881 SH   SOLE 3 197,881 0 0
PlumCreekTimberCoComStkUSD0.01 COM 729251108 8,408 200 SH   SOLE 7 200 0 0
PMC-Sierra Inc ComStk USD0.001 COM 69344F106 13,134,023 1,725,890 SH   SOLE 3 1,725,890 0 0
PNC Financial Serv. ComStkUSD5 COM 693475105 600,300 6,900 SH   SOLE 2 6,900 0 0
PNC Financial Serv. ComStkUSD5 COM 693475105 448,224 5,152 SH   SOLE 3 5,152 0 0
PolarisIndustriesComStkUSD0.01 COM 731068102 1,411,071 10,100 SH   SOLE 2 10,100 0 0
PolarisIndustriesComStkUSD0.01 COM 731068102 13,671,043 97,853 SH   SOLE 3 97,853 0 0
Polycom Inc. Com Stk NPV COM 73172K104 4,694,586 342,171 SH   SOLE 3 342,171 0 0
Popular Inc Common Stk USD0.01 COM 733174700 12,396 400 SH   SOLE 2 400 0 0
Popular Inc Common Stk USD0.01 COM 733174700 1,676,559 54,100 SH   SOLE 3 54,100 0 0
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 1,938,310 33,500 SH   SOLE 2 33,500 0 0
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 17,502,650 302,500 SH   SOLE 3 302,500 0 0
PortlandGen.ElectricComStk NPV COM 736508847 22,544,214 697,100 SH   SOLE 1 697,100 0 0
Potash Crp of Sask. Common NPV COM 73755L107 135,173 3,732 SH   SOLE 3 3,732 0 0
PowellIndustries ComStkUSD0.01 COM 739128106 16,433,280 253,600 SH   SOLE 1 253,600 0 0
POWERSHARES BUYBACK ACHVERS ETF 73935X286 2,705,247 62,161 SH   SOLE 7 62,161 0 0
POWERSHARES CHINESE YUAN DIM ETF 73937B753 2,349,830 96,029 SH   SOLE 7 96,029 0 0
PowerShares KBW Bank Portfolio ETF 73937B746 6,647,161 179,024 SH   SOLE 2 179,024 0 0
PowerSharesQQQNasdaq100UnitSr1 ETF 73935A104 268,358 3,061 SH   SOLE 7 3,061 0 0
PowerSharesQQQNasdaq100UnitSr1 ETF 73935A104 217,685 2,483 SH   SOLE 10 2,483 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 2,541,677 13,138 SH   SOLE 2 13,138 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 23,610,439 122,043 SH   SOLE 3 122,043 0 0
PPG Inds.Common Stk USD1.666 COM 693506107 29,019 150 SH   SOLE 7 150 0 0
PPL Corp Common Stock USD0.01 COM 69351T106 69,594 2,100 SH   SOLE 2 2,100 0 0
PPL Corp Common Stock USD0.01 COM 69351T106 1,867,306 56,346 SH   SOLE 3 56,346 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 1,462,804 11,169 SH   SOLE 2 11,169 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 3,731,728 28,493 SH   SOLE 3 28,493 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 52,519 401 SH   SOLE 8 401 0 0
Praxair Inc Comm Stk USD0.01 COM 74005P104 209,552 1,600 SH   SOLE 10 1,600 0 0
Precision Castparts ComStk NPV COM 740189105 859,384 3,400 SH   SOLE 2 3,400 0 0
Precision Castparts ComStk NPV COM 740189105 596,261 2,359 SH   SOLE 3 2,359 0 0
Precision Castparts ComStk NPV COM 740189105 2,528 10 SH   SOLE 4 10 0 0
Precision Castparts ComStk NPV COM 740189105 22,748 90 SH   SOLE 8 90 0 0
PREMIER DIAMOND CORP COM 76689T104 29,353 15,000 SH   SOLE 8 15,000 0 0
Premier Inc Common Stk USD0.01 COM 74051N102 41,440,787 1,257,687 SH   SOLE 1 1,257,687 0 0
Premier Inc Common Stk USD0.01 COM 74051N102 1,051,237 31,904 SH   SOLE 3 31,904 0 0
Pretium Resource ComStkUSD0.01 COM 74139C102 4,505,472 782,200 SH   SOLE 1 782,200 0 0
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 3,417,525 41,500 SH   SOLE 2 41,500 0 0
Price T.Rowe Grp ComStkUSD0.20 COM 74144T108 24,257,592 294,567 SH   SOLE 3 294,567 0 0
PRICELINE.COM INC CONV 1.0000 CONB 741503AQ9 522,995,000 3,700,000 SH   SOLE 9 3,700,000 0 0
Priceline.comIncComStkUSD0.008 COM 741503403 4,052,426 3,400 SH   SOLE 2 3,400 0 0
Priceline.comIncComStkUSD0.008 COM 741503403 32,608,919 27,359 SH   SOLE 3 27,359 0 0
Primerica Inc Com Stk USD0.01 COM 74164M108 70,665 1,500 SH   SOLE 3 1,500 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 8,975,292 299,376 SH   SOLE 1 299,376 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 209,860 7,000 SH   SOLE 2 7,000 0 0
PrimorisServicesCmStkUSD0.0001 COM 74164F103 137,908 4,600 SH   SOLE 3 4,600 0 0
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 1,499,274 32,600 SH   SOLE 2 32,600 0 0
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 2,745,603 59,700 SH   SOLE 3 59,700 0 0
PrincipalFin.Grp ComStkUSD0.01 COM 74251V102 643,860 14,000 SH   SOLE 7 14,000 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 42,241,158 948,600 SH   SOLE 1 948,600 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 4,786,307 107,485 SH   SOLE 2 107,485 0 0
ProAssurance CommonStk USD0.01 COM 74267C106 39,795,481 893,678 SH   SOLE 3 893,678 0 0
Procter And Gamble ComStk NPV COM 742718109 26,563,987 329,578 SH   SOLE 1 329,578 0 0
Procter And Gamble ComStk NPV COM 742718109 14,857,643 184,338 SH   SOLE 2 184,338 0 0
Procter And Gamble ComStk NPV COM 742718109 95,752,236 1,187,993 SH   SOLE 3 1,187,993 0 0
Procter And Gamble ComStk NPV COM 742718109 2,715,414 33,690 SH   SOLE 4 33,690 0 0
Procter And Gamble ComStk NPV COM 742718109 9,807,650 121,683 SH   SOLE 7 121,683 0 0
Procter And Gamble ComStk NPV COM 742718109 1,303,705 16,175 SH   SOLE 8 16,175 0 0
Procter And Gamble ComStk NPV COM 742718109 1,214,481 15,068 SH   SOLE 9 15,068 0 0
Procter And Gamble ComStk NPV COM 742718109 5,249,397 65,129 SH   SOLE 10 65,129 0 0
ProShares Trust Ultra QQQ ETF 74347R206 11,536 116 SH   SOLE 7 116 0 0
Protective LifeCpComStkUSD0.50 COM 743674103 8,246,848 156,814 SH   SOLE 2 156,814 0 0
Protective LifeCpComStkUSD0.50 COM 743674103 81,698,775 1,553,504 SH   SOLE 3 1,553,504 0 0
ProvidentFinHldgs CmStkUSD0.01 COM 743868101 50,886 3,300 SH   SOLE 2 3,300 0 0
ProvidentFinHldgs CmStkUSD0.01 COM 743868101 154,200 10,000 SH   SOLE 3 10,000 0 0
Prudential ADR (EachRep2Ord5p) ADR 74435K204 23,993 564 SH   SOLE 2 564 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 448,645 5,300 SH   SOLE 2 5,300 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 1,018,847 12,036 SH   SOLE 3 12,036 0 0
PrudentialFinanclComStkUSD0.01 COM 744320102 1,337,893 15,805 SH   SOLE 9 15,805 0 0
PS Business Cls A REIT USD0.01 REIT 69360J107 459,910 5,500 SH   SOLE 3 5,500 0 0
PTC Inc Common Stock USD0.01 COM 69370C100 66,035,383 1,864,353 SH   SOLE 1 1,864,353 0 0
Public Service Ent Com Stk NPV COM 744573106 1,058,499 27,753 SH   SOLE 3 27,753 0 0
Public Service Ent Com Stk NPV COM 744573106 76,280 2,000 SH   SOLE 7 2,000 0 0
Public Storage Com Stk USD0.10 REIT 74460D109 151,641 900 SH   SOLE 2 900 0 0
Public Storage Com Stk USD0.10 REIT 74460D109 84,245 500 SH   SOLE 3 500 0 0
QLogic Corp Com Stock USD0.001 COM 747277101 173,400 13,600 SH   SOLE 2 13,600 0 0
QLogic Corp Com Stock USD0.001 COM 747277101 33,150 2,600 SH   SOLE 3 2,600 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 16,259,118 206,177 SH   SOLE 2 206,177 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 109,042,009 1,382,729 SH   SOLE 3 1,382,729 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 70,895 899 SH   SOLE 7 899 0 0
Qualcomm Inc Com Stk USD0.0001 COM 747525103 181,378 2,300 SH   SOLE 8 2,300 0 0
Quality Systems ComStk USD0.01 COM 747582104 2,459,973 145,733 SH   SOLE 2 145,733 0 0
Quality Systems ComStk USD0.01 COM 747582104 21,123,784 1,251,409 SH   SOLE 3 1,251,409 0 0
QuantaServicesComStkUSD0.00001 COM 74762E102 18,999,810 514,900 SH   SOLE 1 514,900 0 0
QuantaServicesComStkUSD0.00001 COM 74762E102 6,895,503 186,870 SH   SOLE 3 186,870 0 0
Questar Corp Common Stock NPV COM 748356102 13,511,796 568,200 SH   SOLE 1 568,200 0 0
Questcor Pharmaceut.ComStk NPV COM 74835Y101 2,214,113 34,100 SH   SOLE 2 34,100 0 0
Questcor Pharmaceut.ComStk NPV COM 74835Y101 27,740,563 427,238 SH   SOLE 3 427,238 0 0
QuestDiagnostics ComStkUSD0.01 COM 74834L100 11,047,255 190,733 SH   SOLE 2 190,733 0 0
QuestDiagnostics ComStkUSD0.01 COM 74834L100 117,145,227 2,022,535 SH   SOLE 3 2,022,535 0 0
QuimicaMin.ChileADR(Rp10SrBNPV ADR 833635105 47,610 1,500 SH   SOLE 2 1,500 0 0
QuimicaMin.ChileADR(Rp10SrBNPV ADR 833635105 3,853,236 121,400 SH   SOLE 3 121,400 0 0
QuintilesTransnation CSUSD0.01 COM 74876Y101 33,903,546 667,787 SH   SOLE 1 667,787 0 0
QuintilesTransnation CSUSD0.01 COM 74876Y101 3,817,396 75,190 SH   SOLE 8 75,190 0 0
RalphLaurenCorp A ComStkUSD.01 COM 751212101 2,864,554 17,800 SH   SOLE 2 17,800 0 0
RalphLaurenCorp A ComStkUSD.01 COM 751212101 19,804,529 123,063 SH   SOLE 3 123,063 0 0
Rambus Inc. Com Stk USD0.001 COM 750917106 1,075 100 SH   SOLE 8 100 0 0
Ramco-Gershenson REIT USD0.01 REIT 751452202 347,744 21,334 SH   SOLE 3 21,334 0 0
RandgoldResources ADR(Rep1Ord) ADR 752344309 6,471,525 86,287 SH   SOLE 3 86,287 0 0
Range Resources ComStk USD0.01 COM 75281A109 21,341,377 257,218 SH   SOLE 2 257,218 0 0
Range Resources ComStk USD0.01 COM 75281A109 12,656,078 152,538 SH   SOLE 3 152,538 0 0
Raven Industries ComStock USD1 COM 754212108 599,325 18,300 SH   SOLE 3 18,300 0 0
Raymond James FinComStkUSD0.01 COM 754730109 36,550,255 653,500 SH   SOLE 1 653,500 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 29,152,040 295,091 SH   SOLE 1 295,091 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 13,782,094 139,509 SH   SOLE 2 139,509 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 119,392,259 1,208,546 SH   SOLE 3 1,208,546 0 0
Raytheon Company ComStkUSD0.01 COM 755111507 1,302,052 13,180 SH   SOLE 4 13,180 0 0
Realty Income Corp REIT USD1 REIT 756109104 478,185 11,703 SH   SOLE 3 11,703 0 0
Red Robin Gourm.ComStkUSD0.001 COM 75689M101 22,622,208 315,600 SH   SOLE 1 315,600 0 0
Redwood Trust Inc REIT USD0.01 REIT 758075402 6,155,730 303,537 SH   SOLE 1 303,537 0 0
Regal-Beloit CommonStk USD0.01 COM 758750103 52,700,208 724,800 SH   SOLE 1 724,800 0 0
Regeneron Pharm. CmStkUSD0.001 COM 75886F107 1,040,170 3,464 SH   SOLE 3 3,464 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 49,662,922 623,671 SH   SOLE 1 623,671 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 2,468,530 31,000 SH   SOLE 2 31,000 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 18,871,195 236,986 SH   SOLE 3 236,986 0 0
ReinsuranceGroup ComStkUSD0.01 COM 759351604 38,222 480 SH   SOLE 10 480 0 0
Reliance Steel&Alum.ComStk NPV COM 759509102 25,594,465 362,220 SH   SOLE 1 362,220 0 0
Renaissance Hldgs Com Stk NPV COM G7496G103 10,291,432 105,445 SH   SOLE 2 105,445 0 0
Renaissance Hldgs Com Stk NPV COM G7496G103 92,539,830 948,154 SH   SOLE 3 948,154 0 0
Renewable Engy ComStkUSD0.0001 COM 75972A301 312,939 26,100 SH   SOLE 2 26,100 0 0
Renewable Engy ComStkUSD0.0001 COM 75972A301 2,876,305 239,892 SH   SOLE 3 239,892 0 0
Republic AirwaysComStkUSD0.001 COM 760276105 519,152 56,800 SH   SOLE 3 56,800 0 0
Republic Services CmStkUSD0.01 COM 760759100 1,980,050 57,964 SH   SOLE 2 57,964 0 0
Republic Services CmStkUSD0.01 COM 760759100 2,147,127 62,855 SH   SOLE 3 62,855 0 0
Republic Services CmStkUSD0.01 COM 760759100 32,110 940 SH   SOLE 10 940 0 0
RepublicBancorpInc A ComStkNPV COM 760281204 11,300 500 SH   SOLE 2 500 0 0
RepublicBancorpInc A ComStkNPV COM 760281204 133,340 5,900 SH   SOLE 3 5,900 0 0
ResMed Inc Com Stk USD0.004 COM 761152107 2,100,430 47,000 SH   SOLE 2 47,000 0 0
ResMed Inc Com Stk USD0.004 COM 761152107 18,190,841 407,045 SH   SOLE 3 407,045 0 0
RetailOpportInv REIT USD0.0001 REIT 76131N101 478,857 32,052 SH   SOLE 3 32,052 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 8,093,557 151,508 SH   SOLE 2 151,508 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 69,736,925 1,305,446 SH   SOLE 3 1,305,446 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 612,247 11,461 SH   SOLE 7 11,461 0 0
ReynoldsAmeri.ComStk USD0.0001 COM 761713106 148,935 2,788 SH   SOLE 10 2,788 0 0
RoadrunnerTransport CS USD0.01 COM 76973Q105 12,405,460 491,500 SH   SOLE 1 491,500 0 0
Robert Half Intl Com Stk USD1 COM 770323103 117,460 2,800 SH   SOLE 2 2,800 0 0
Robert Half Intl Com Stk USD1 COM 770323103 3,658,040 87,200 SH   SOLE 3 87,200 0 0
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 29,753,215 281,834 SH   SOLE 1 281,834 0 0
Rock-Tenn Cls'A'ComStk USD0.01 COM 772739207 1,569,826 14,870 SH   SOLE 4 14,870 0 0
Rockwell Automation ComStkUSD1 COM 773903109 3,375,305 27,100 SH   SOLE 2 27,100 0 0
Rockwell Automation ComStkUSD1 COM 773903109 38,795,581 311,486 SH   SOLE 3 311,486 0 0
Rockwell Automation ComStkUSD1 COM 773903109 581,649 4,670 SH   SOLE 10 4,670 0 0
Rockwell Collins ComStkUSD0.01 COM 774341101 3,824,160 48,000 SH   SOLE 2 48,000 0 0
Rockwell Collins ComStkUSD0.01 COM 774341101 30,793,331 386,511 SH   SOLE 3 386,511 0 0
RogersCommun.Inc ComStkClss'B' COM 775109200 12,635,434 304,453 SH   SOLE 2 304,453 0 0
RogersCommun.Inc ComStkClss'B' COM 775109200 113,671,593 2,738,937 SH   SOLE 3 2,738,937 0 0
Rollins Inc Common Stock USD1 COM 775711104 32,081,616 1,060,900 SH   SOLE 1 1,060,900 0 0
Rollins Inc Common Stock USD1 COM 775711104 511,056 16,900 SH   SOLE 2 16,900 0 0
Rollins Inc Common Stock USD1 COM 775711104 2,189,376 72,400 SH   SOLE 3 72,400 0 0
Roper Indust. Comm Stk USD0.01 COM 776696106 240,318 1,800 SH   SOLE 3 1,800 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 24,861,342 347,371 SH   SOLE 1 347,371 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 1,989,646 27,800 SH   SOLE 2 27,800 0 0
Ross Stores Inc.ComStk USD0.01 COM 778296103 25,256,051 352,886 SH   SOLE 3 352,886 0 0
RowanCompaniesPLCComStUSD0.125 COM G7665A101 242,496 7,200 SH   SOLE 3 7,200 0 0
Roy.DutchShellADR(2'A'EUR0.07) ADR 780259206 28,055 384 SH   SOLE 2 384 0 0
Roy.DutchShellADR(2'A'EUR0.07) ADR 780259206 2,641,850 36,160 SH   SOLE 7 36,160 0 0
Royal Bk of Canada Common NPV COM 780087102 204,710 3,100 SH   SOLE 2 3,100 0 0
Royal Bk of Canada Common NPV COM 780087102 10,796,806 163,500 SH   SOLE 3 163,500 0 0
Royal Bk of Canada Common NPV COM 780087102 391,459 5,928 SH   SOLE 7 5,928 0 0
Royal Bk of Canada Common NPV COM 780087102 994,693 15,063 SH   SOLE 8 15,063 0 0
Royal Gold 2.875%Conv15/06/19 CONB 780287AA6 1,483,326,768 14,476,000 SH   SOLE 9 14,476,000 0 0
ROYAL GOLD INC COM 780287108 18,808 300 SH   SOLE 10 300 0 0
RPC Inc Common Stock USD0.10 COM 749660106 639,146 31,300 SH   SOLE 2 31,300 0 0
RPC Inc Common Stock USD0.10 COM 749660106 8,874,205 434,584 SH   SOLE 3 434,584 0 0
RuthsHospitality ComStkUSD0.01 COM 783332109 59,241 4,900 SH   SOLE 2 4,900 0 0
Ryder System Common COM 783549108 57,166,296 715,294 SH   SOLE 1 715,294 0 0
RYLAND GROUP CONV 0.2500 01/06 CONB 783764AS2 1,048,858,800 11,000,000 SH   SOLE 9 11,000,000 0 0
RylDutchShellPLCADR(EchRp2'B') ADR 780259107 72,642 930 SH   SOLE 8 930 0 0
Safeway Inc.CommonStockUSD0.01 COM 786514208 1,307,159 35,386 SH   SOLE 3 35,386 0 0
Salesforce.com ComStk USD0.001 COM 79466L302 30,344,191 531,515 SH   SOLE 1 531,515 0 0
Salesforce.com ComStk USD0.001 COM 79466L302 1,414,690 24,780 SH   SOLE 4 24,780 0 0
SalixPharmaceut.ComStkUSD0.001 COM 795435106 38,967,721 376,100 SH   SOLE 1 376,100 0 0
Sanchez Energy Corp CS USD0.01 COM 79970Y105 11,718,606 395,498 SH   SOLE 3 395,498 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 779,424 9,600 SH   SOLE 2 9,600 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 4,595,354 56,600 SH   SOLE 3 56,600 0 0
Sandisk Corp. Com Stk USD0.001 COM 80004C101 455,476 5,610 SH   SOLE 10 5,610 0 0
SandySpring Bancorp ComStkUSD1 COM 800363103 97,422 3,900 SH   SOLE 3 3,900 0 0
Sanofi ADR (Repr 1/2 Ord EUR2) ADR 80105N105 19,762 378 SH   SOLE 2 378 0 0
SAP SponADR(Each1Rep 1/4thCom) ADR 803054204 24,068 296 SH   SOLE 2 296 0 0
Sapient Corp Com Stk USD0.01 COM 803062108 26,492,474 1,552,900 SH   SOLE 1 1,552,900 0 0
SBACommunicationsComStkUSD0.01 COM 78388J106 58,608,257 644,330 SH   SOLE 1 644,330 0 0
SBACommunicationsComStkUSD0.01 COM 78388J106 1,500,840 16,500 SH   SOLE 4 16,500 0 0
SCANA Corp Common Stock NPV COM 80589M102 617,226 12,027 SH   SOLE 3 12,027 0 0
Schlumberger Com Stk USD0.01 COM 806857108 36,319,530 372,508 SH   SOLE 1 372,508 0 0
Schlumberger Com Stk USD0.01 COM 806857108 48,794,070 500,452 SH   SOLE 2 500,452 0 0
Schlumberger Com Stk USD0.01 COM 806857108 162,863,123 1,670,391 SH   SOLE 3 1,670,391 0 0
Schlumberger Com Stk USD0.01 COM 806857108 2,512,575 25,770 SH   SOLE 4 25,770 0 0
Schlumberger Com Stk USD0.01 COM 806857108 11,429,340 117,224 SH   SOLE 7 117,224 0 0
Schlumberger Com Stk USD0.01 COM 806857108 393,900 4,040 SH   SOLE 8 4,040 0 0
Schlumberger Com Stk USD0.01 COM 806857108 3,059,550 31,380 SH   SOLE 9 31,380 0 0
Schlumberger Com Stk USD0.01 COM 806857108 3,156,465 32,374 SH   SOLE 10 32,374 0 0
SCHWAB US LARGE-CAP VALUE ETF 808524409 2,834,465 68,781 SH   SOLE 7 68,781 0 0
Schweitzer-Maud. ComStkUSD0.10 COM 808541106 1,104,827 25,941 SH   SOLE 2 25,941 0 0
Schweitzer-Maud. ComStkUSD0.10 COM 808541106 12,185,595 286,114 SH   SOLE 3 286,114 0 0
Science Applicat CS USD0.0001 COM 808625107 67,855,035 1,814,791 SH   SOLE 3 1,814,791 0 0
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 398,320 6,500 SH   SOLE 2 6,500 0 0
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 1,525,872 24,900 SH   SOLE 3 24,900 0 0
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 3,863,819 50,900 SH   SOLE 2 50,900 0 0
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 36,113,803 475,745 SH   SOLE 3 475,745 0 0
SEABRIDGE GOLD INC COM 811916105 12,744 1,800 SH   SOLE 10 1,800 0 0
SeaDrill Limited USD2 COM G7945E105 1,853,026 52,488 SH   SOLE 2 52,488 0 0
SeaDrill Limited USD2 COM G7945E105 9,208,325 260,831 SH   SOLE 3 260,831 0 0
SeaDrill Limited USD2 COM G7945E105 15,004 425 SH   SOLE 10 425 0 0
Seagate Techn.ComStkUSD0.00001 COM G7945M107 6,404,318 114,037 SH   SOLE 2 114,037 0 0
Seagate Techn.ComStkUSD0.00001 COM G7945M107 64,225,531 1,143,617 SH   SOLE 3 1,143,617 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 49,037,142 1,491,851 SH   SOLE 1 1,491,851 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 31,594,907 961,208 SH   SOLE 2 961,208 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 86,462,563 2,630,440 SH   SOLE 3 2,630,440 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 270,849 8,240 SH   SOLE 4 8,240 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 539,594 16,416 SH   SOLE 7 16,416 0 0
Sealed Air Corp ComStk USD0.01 COM 81211K100 2,022,951 61,544 SH   SOLE 9 61,544 0 0
SEI Investments ComStk USD0.01 COM 784117103 1,109,130 33,000 SH   SOLE 2 33,000 0 0
SEI Investments ComStk USD0.01 COM 784117103 5,945,676 176,902 SH   SOLE 3 176,902 0 0
SELECT INCOME REIT COMMON STOCK USD0.01 REIT 81618T100 290,592 9,600 SH   SOLE 2 9,600 0 0
SELECT INCOME REIT COMMON STOCK USD0.01 REIT 81618T100 5,436,280 179,593 SH   SOLE 3 179,593 0 0
SeniorHousingProp.REIT USD0.01 REIT 81721M109 516,990 23,008 SH   SOLE 3 23,008 0 0
SensataTechnologiesHldgUSD0.01 COM N7902X106 33,921,015 795,521 SH   SOLE 2 795,521 0 0
SensataTechnologiesHldgUSD0.01 COM N7902X106 100,069,258 2,346,840 SH   SOLE 3 2,346,840 0 0
SensataTechnologiesHldgUSD0.01 COM N7902X106 281,424 6,600 SH   SOLE 4 6,600 0 0
SensataTechnologiesHldgUSD0.01 COM N7902X106 632,223 14,827 SH   SOLE 7 14,827 0 0
SensataTechnologiesHldgUSD0.01 COM N7902X106 2,409,629 56,511 SH   SOLE 9 56,511 0 0
Shaw Communications Cls'B'NPV COM 82028K200 9,920,354 414,776 SH   SOLE 2 414,776 0 0
Shaw Communications Cls'B'NPV COM 82028K200 82,471,730 3,448,193 SH   SOLE 3 3,448,193 0 0
Sherwin Williams Com USD1.00 COM 824348106 137,991 700 SH   SOLE 2 700 0 0
Sherwin Williams Com USD1.00 COM 824348106 216,843 1,100 SH   SOLE 3 1,100 0 0
Sherwin Williams Com USD1.00 COM 824348106 4,926,673 24,992 SH   SOLE 7 24,992 0 0
Sherwin Williams Com USD1.00 COM 824348106 805,276 4,085 SH   SOLE 8 4,085 0 0
Sherwin Williams Com USD1.00 COM 824348106 1,452,454 7,368 SH   SOLE 10 7,368 0 0
ShinhanFinSpADR(Rp1OrdKRW5000) ADR 824596100 3,498,420 79,600 SH   SOLE 3 79,600 0 0
Shire PLC ADR (Each Rep 3 Ord) ADR 82481R106 17,527 118 SH   SOLE 2 118 0 0
Siemens AG ADR(EachRep1OrdNPV) ADR 826197501 202,725 1,500 SH   SOLE 7 1,500 0 0
Sigma-Aldrich Com.USD1 COM 826552101 971,152 10,400 SH   SOLE 2 10,400 0 0
Sigma-Aldrich Com.USD1 COM 826552101 9,543,436 102,200 SH   SOLE 3 102,200 0 0
Signet Jewelers Ltd OrdUSD0.18 COM G81276100 219,063 2,065 SH   SOLE 3 2,065 0 0
SiliconMotionTech.ADR(Rep4Ord) ADR 82706C108 266,802 15,900 SH   SOLE 2 15,900 0 0
SiliconMotionTech.ADR(Rep4Ord) ADR 82706C108 288,616 17,200 SH   SOLE 3 17,200 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 7,782,495 1,170,300 SH   SOLE 2 1,170,300 0 0
SiliconPrecSpnADR(Rp5OrdTWD10) ADR 827084864 14,428,505 2,169,700 SH   SOLE 3 2,169,700 0 0
Silver Wheaton Com NPV(USList) COM 828336107 676,006 29,780 SH   SOLE 3 29,780 0 0
Silver Wheaton Com NPV(USList) COM 828336107 304,748 13,425 SH   SOLE 8 13,425 0 0
SimmonsFirst 'A'ComStk USD0.10 COM 828730200 13,883,075 372,500 SH   SOLE 1 372,500 0 0
Simon Prop Grp ComStkUSD0.0001 REIT 828806109 1,305,932 7,963 SH   SOLE 2 7,963 0 0
Simon Prop Grp ComStkUSD0.0001 REIT 828806109 4,246,780 25,895 SH   SOLE 3 25,895 0 0
Simpson Manufact.ComStkUSD0.01 COM 829073105 20,844,700 590,000 SH   SOLE 1 590,000 0 0
SINA Corp CommonStock USD0.133 COM G81477104 54,369 900 SH   SOLE 4 900 0 0
Sirona Dental Com.StockUSD0.01 COM 82966C103 47,960,541 642,300 SH   SOLE 1 642,300 0 0
Six Flags Corp Com Stk USD0.01 COM 83001A102 45,955,690 1,144,600 SH   SOLE 1 1,144,600 0 0
SJW Corporation ComStkUSD1.042 COM 784305104 9,139,952 309,200 SH   SOLE 1 309,200 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 1,024,678 45,400 SH   SOLE 3 45,400 0 0
SK TelecomADR(Rp1/9KRW500)(US) ADR 78440P108 1,009,330 44,720 SH   SOLE 7 44,720 0 0
SkyWest Inc Com Stk NPV COM 830879102 111,012 8,700 SH   SOLE 2 8,700 0 0
SkyWest Inc Com Stk NPV COM 830879102 4,098,512 321,200 SH   SOLE 3 321,200 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 32,645,965 1,333,577 SH   SOLE 1 1,333,577 0 0
SLM Corp Common Stock USD0.20 COM 78442P106 1,213,523 49,572 SH   SOLE 4 49,572 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 61,835,252 544,900 SH   SOLE 1 544,900 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 170,220 1,500 SH   SOLE 2 1,500 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 102,132 900 SH   SOLE 3 900 0 0
SNAP-ON INCORPORATED COMMON ST COM 833034101 187,923 1,656 SH   SOLE 7 1,656 0 0
Sohu.comInc CommonStk USD0.001 COM 83408W103 2,196,462 33,745 SH   SOLE 2 33,745 0 0
Sohu.comInc CommonStk USD0.001 COM 83408W103 16,417,911 252,234 SH   SOLE 3 252,234 0 0
SOLARCITY CORP COM 83416T100 83,034 1,326 SH   SOLE 8 1,326 0 0
SolarWinds Inc ComStk USD0.001 COM 83416B109 221,676 5,200 SH   SOLE 3 5,200 0 0
Sonoco Products Common Stk NPV COM 835495102 2,828,042 68,943 SH   SOLE 2 68,943 0 0
Sonoco Products Common Stk NPV COM 835495102 39,309,630 958,304 SH   SOLE 3 958,304 0 0
Sothebys Common Stock USD0.10 COM 835898107 28,403,310 652,200 SH   SOLE 1 652,200 0 0
SouFun Hldgs ADR (EachRep1Ord) ADR 836034108 444,730 6,500 SH   SOLE 2 6,500 0 0
SouFun Hldgs ADR (EachRep1Ord) ADR 836034108 540,518 7,900 SH   SOLE 3 7,900 0 0
Southern.Co Com.USD5 COM 842587107 1,671,214 38,034 SH   SOLE 2 38,034 0 0
Southern.Co Com.USD5 COM 842587107 5,989,110 136,302 SH   SOLE 3 136,302 0 0
Southern.Co Com.USD5 COM 842587107 10,021,264 228,067 SH   SOLE 7 228,067 0 0
Southern.Co Com.USD5 COM 842587107 56,243 1,280 SH   SOLE 8 1,280 0 0
Southern.Co Com.USD5 COM 842587107 5,066,018 115,294 SH   SOLE 10 115,294 0 0
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 4,485,793 154,098 SH   SOLE 3 154,098 0 0
Southwest Airlines Comm.USD1 COM 844741108 701,217 29,700 SH   SOLE 2 29,700 0 0
Southwest Airlines Comm.USD1 COM 844741108 401,370 17,000 SH   SOLE 3 17,000 0 0
SouthwesternEnergyComStkUSD0.1 COM 845467109 51,163,028 1,111,998 SH   SOLE 2 1,111,998 0 0
SouthwesternEnergyComStkUSD0.1 COM 845467109 46,960,705 1,020,663 SH   SOLE 3 1,020,663 0 0
SP Plus Corp USD0.001 COM 78469C103 10,668,247 406,100 SH   SOLE 1 406,100 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 107,181,683 2,593,942 SH   SOLE 2 2,593,942 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 767,354 18,571 SH   SOLE 3 18,571 0 0
SPDR BarclaysHighYieldBd ETF ETF 78464A417 28,094,377 679,922 SH   SOLE 4 679,922 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 121,905,418 986,210 SH   SOLE 2 986,210 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 74,859,699 605,612 SH   SOLE 3 605,612 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 865,270 7,000 SH   SOLE 7 7,000 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 5,026,353 40,663 SH   SOLE 8 40,663 0 0
SPDR Gold Trust Gold Shs NPV ETF 78463V107 1,967,253 15,915 SH   SOLE 10 15,915 0 0
SPDR RUSSELL/NOMURA S/C JPN ETF 78463X822 14,694 300 SH   SOLE 10 300 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 232,788,552 1,244,792 SH   SOLE 2 1,244,792 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 2,259,268 12,081 SH   SOLE 7 12,081 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 14,960,800 80,000 SH   SOLE 9 80,000 0 0
SPDR S&P 500 ETF Trust ETF 78462F103 21,955,348 117,402 SH   SOLE 10 117,402 0 0
SPDR S&P BANK ETF ETF 78464A797 238,280 7,000 SH   SOLE 7 7,000 0 0
SPDR S&P DIVIDEND ETF ETF 78464A763 73,580 1,000 SH   SOLE 7 1,000 0 0
SPDRBarclaysConvertibleSecsETF ETF 78464A359 55,479,232 1,146,502 SH   SOLE 2 1,146,502 0 0
SPDRBarclaysConvertibleSecsETF ETF 78464A359 757,255 15,649 SH   SOLE 3 15,649 0 0
SPDRDJIndlAvgETFTstSr1UtBenInt ETF 78467X109 139,604 850 SH   SOLE 10 850 0 0
SPDRSerTstSPDR DJ GlbTitansETF ETF 78464A706 4,364,600 62,800 SH   SOLE 7 62,800 0 0
Spectra Energy ComStk USD0.001 COM 847560109 572,311 15,493 SH   SOLE 3 15,493 0 0
SPECTRANETIC COMON STK USD0.00 COM 84760C107 9,059,659 298,900 SH   SOLE 1 298,900 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 31,915,620 537,300 SH   SOLE 1 537,300 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 53,460 900 SH   SOLE 2 900 0 0
SpiritAirlinesIncComSTKUSD0.01 COM 848577102 8,032,959 135,235 SH   SOLE 3 135,235 0 0
SpiritRealtyCap REIT USD0.01 REIT 84860W102 548,198 49,927 SH   SOLE 3 49,927 0 0
St.JudeMedicalIncComStkUSD0.10 COM 790849103 7,341,989 112,280 SH   SOLE 2 112,280 0 0
St.JudeMedicalIncComStkUSD0.10 COM 790849103 62,891,579 961,792 SH   SOLE 3 961,792 0 0
STAGIndustrialInc REIT USD0.01 REIT 85254J102 535,189 22,207 SH   SOLE 3 22,207 0 0
Stancorp Fin.Group Com Stk NPV COM 852891100 1,670,000 25,000 SH   SOLE 2 25,000 0 0
Stancorp Fin.Group Com Stk NPV COM 852891100 17,878,018 267,635 SH   SOLE 3 267,635 0 0
STANDARD PACIFIC CORP CONV 1.2 CONB 85375CBC4 1,254,860,000 10,000,000 SH   SOLE 9 10,000,000 0 0
StandexIntlCorp ComStk USD1.50 COM 854231107 64,296 1,200 SH   SOLE 2 1,200 0 0
StandexIntlCorp ComStk USD1.50 COM 854231107 64,296 1,200 SH   SOLE 3 1,200 0 0
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 2,127,188 26,184 SH   SOLE 7 26,184 0 0
Stantec Inc Common NPV COM 85472N109 165,283 2,700 SH   SOLE 2 2,700 0 0
Stantec Inc Common NPV COM 85472N109 4,480,997 73,200 SH   SOLE 3 73,200 0 0
Staples Inc Com Stk USD0.0006 COM 855030102 4,712,110 415,530 SH   SOLE 2 415,530 0 0
Staples Inc Com Stk USD0.0006 COM 855030102 105,904,804 9,339,048 SH   SOLE 3 9,339,048 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 1,562,994 21,300 SH   SOLE 2 21,300 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 8,230,007 112,156 SH   SOLE 3 112,156 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 59,951 817 SH   SOLE 7 817 0 0
Starbucks Corp ComStk USD0.001 COM 855244109 47,697 650 SH   SOLE 10 650 0 0
StarwoodHot&ResWorCmStkUSD0.01 COM 85590A401 1,122,360 14,100 SH   SOLE 3 14,100 0 0
StarwoodProperty4.%Conv15/1/19 CONB 85571BAB1 686,820,000 6,000,000 SH   SOLE 9 6,000,000 0 0
StarwoodProperty4.55%Cnv1/3/18 CONB 85571BAA3 971,983,500 8,500,000 SH   SOLE 9 8,500,000 0 0
Starz A Common Stock USD0.01 COM 85571Q102 31,957 990 SH   SOLE 8 990 0 0
State Street Corp Com Stk USD1 COM 857477103 132,145 1,900 SH   SOLE 2 1,900 0 0
State Street Corp Com Stk USD1 COM 857477103 9,568,550 137,578 SH   SOLE 3 137,578 0 0
State Street Corp Com Stk USD1 COM 857477103 139,100 2,000 SH   SOLE 4 2,000 0 0
State Street Corp Com Stk USD1 COM 857477103 194,114 2,791 SH   SOLE 7 2,791 0 0
State Street Corp Com Stk USD1 COM 857477103 125,190 1,800 SH   SOLE 8 1,800 0 0
State Street Corp Com Stk USD1 COM 857477103 1,251,205 17,990 SH   SOLE 9 17,990 0 0
State Street Corp Com Stk USD1 COM 857477103 415,770 5,978 SH   SOLE 10 5,978 0 0
Statoil SponADR(Rp1OrdNOK2.50) ADR 85771P102 27,599 978 SH   SOLE 2 978 0 0
Statoil SponADR(Rp1OrdNOK2.50) ADR 85771P102 42,330 1,500 SH   SOLE 8 1,500 0 0
StealthGas Inc Com Stk USD0.01 COM Y81669106 6,532,065 574,500 SH   SOLE 1 574,500 0 0
Steel Dynamic5.125%Cnv15/06/14 CONB 858119AP5 432,652,000 4,000,000 SH   SOLE 9 4,000,000 0 0
Steel Dynamics Com Stk USD0.01 COM 858119100 7,818,705 439,500 SH   SOLE 1 439,500 0 0
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 4,690,536 101,417 SH   SOLE 1 101,417 0 0
Steris Corp Common Stock NPV COM 859152100 764,000 16,000 SH   SOLE 3 16,000 0 0
Steven Madden ComStk USD0.0001 COM 556269108 16,137,030 448,500 SH   SOLE 1 448,500 0 0
Steven Madden ComStk USD0.0001 COM 556269108 1,703,653 47,350 SH   SOLE 2 47,350 0 0
Steven Madden ComStk USD0.0001 COM 556269108 11,234,755 312,250 SH   SOLE 3 312,250 0 0
StifelFinancialCorpCmStUSD0.15 COM 860630102 13,433,210 269,960 SH   SOLE 1 269,960 0 0
Stone Energy CommStock USD0.01 COM 861642106 600,171 14,300 SH   SOLE 3 14,300 0 0
StrayerEducation CmStk USD0.01 COM 863236105 459,657 9,900 SH   SOLE 2 9,900 0 0
StrayerEducation CmStk USD0.01 COM 863236105 5,311,824 114,405 SH   SOLE 3 114,405 0 0
STREETTRACKS DJ US L/C VALUE ETF 78464A508 447,313 4,741 SH   SOLE 10 4,741 0 0
Stryker Corp.Com.Stk.USD0.10 COM 863667101 9,397,727 115,352 SH   SOLE 2 115,352 0 0
Stryker Corp.Com.Stk.USD0.10 COM 863667101 76,785,801 942,504 SH   SOLE 3 942,504 0 0
Stryker Corp.Com.Stk.USD0.10 COM 863667101 935,276 11,480 SH   SOLE 8 11,480 0 0
Sumitomo Mitsui ADR(Rep0.2Ord) ADR 86562M209 29,522 3,413 SH   SOLE 2 3,413 0 0
Sumitomo Mitsui ADR(Rep0.2Ord) ADR 86562M209 273,158 31,579 SH   SOLE 7 31,579 0 0
Sun Communities ComStk USD0.01 REIT 866674104 491,706 10,905 SH   SOLE 3 10,905 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 127,664,885 3,649,741 SH   SOLE 2 3,649,741 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 32,554,967 930,696 SH   SOLE 3 930,696 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 241,356 6,900 SH   SOLE 4 6,900 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 344,405 9,846 SH   SOLE 7 9,846 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 86,049 2,460 SH   SOLE 8 2,460 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 3,057,913 87,421 SH   SOLE 9 87,421 0 0
SuncorEnergy NewComNPV(CanLst) COM 867224107 76,954 2,200 SH   SOLE 10 2,200 0 0
Superior Energy ComStkUSD0.001 COM 868157108 11,744,168 381,800 SH   SOLE 1 381,800 0 0
SurgicalCareAffiliat CSUSD0.01 COM 86881L106 9,191,175 298,900 SH   SOLE 1 298,900 0 0
Swift Energy Co ComStk USD0.01 COM 870738101 27,976 2,600 SH   SOLE 2 2,600 0 0
Swift Energy Co ComStk USD0.01 COM 870738101 146,336 13,600 SH   SOLE 3 13,600 0 0
SwiftTransport Co A CS USD0.01 COM 87074U101 198,000 8,000 SH   SOLE 3 8,000 0 0
Symantec Corp Com Stk USD0.01 COM 871503108 5,210,233 260,903 SH   SOLE 2 260,903 0 0
Symantec Corp Com Stk USD0.01 COM 871503108 49,715,714 2,489,520 SH   SOLE 3 2,489,520 0 0
Symetra Fin Corp CmStk USD0.01 COM 87151Q106 4,067,322 205,213 SH   SOLE 2 205,213 0 0
Symetra Fin Corp CmStk USD0.01 COM 87151Q106 38,534,222 1,944,209 SH   SOLE 3 1,944,209 0 0
Synaptics Inc Common Stock NPV COM 87157D109 300,100 5,000 SH   SOLE 2 5,000 0 0
Synaptics Inc Common Stock NPV COM 87157D109 1,098,366 18,300 SH   SOLE 3 18,300 0 0
Syngenta AG ADR (Repr 0.2 Ord) ADR 87160A100 22,658 299 SH   SOLE 2 299 0 0
Synopsys Inc Com Stk USD0.01 COM 871607107 23,721,555 617,588 SH   SOLE 1 617,588 0 0
Synopsys Inc Com Stk USD0.01 COM 871607107 1,966,822 51,206 SH   SOLE 2 51,206 0 0
Synopsys Inc Com Stk USD0.01 COM 871607107 2,132,869 55,529 SH   SOLE 3 55,529 0 0
Syntel Inc Common Stock NPV COM 87162H103 970,920 10,800 SH   SOLE 2 10,800 0 0
Syntel Inc Common Stock NPV COM 87162H103 8,680,205 96,554 SH   SOLE 3 96,554 0 0
Sysco Corp.Common USD1 COM 871829107 8,183,445 226,500 SH   SOLE 2 226,500 0 0
Sysco Corp.Common USD1 COM 871829107 72,768,024 2,014,061 SH   SOLE 3 2,014,061 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 63,234,251 3,158,554 SH   SOLE 2 3,158,554 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 150,591,441 7,522,050 SH   SOLE 3 7,522,050 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 252,252 12,600 SH   SOLE 4 12,600 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 25,295,610 1,263,517 SH   SOLE 6 1,263,517 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 4,731,146 236,321 SH   SOLE 7 236,321 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 1,060,179 52,956 SH   SOLE 9 52,956 0 0
TaiwanSemiManuADS Rep.5 ComShs ADR 874039100 1,476,095 73,731 SH   SOLE 10 73,731 0 0
Take-TwoInterSoft 1Conv%1/7/18 CONB 874054AD1 1,032,143,500 8,350,000 SH   SOLE 9 8,350,000 0 0
Talisman Energy Inc Common NPV COM 87425E103 5,990 600 SH   SOLE 10 600 0 0
Target Corp CommonStk USD0.167 COM 87612E106 3,133,208 51,780 SH   SOLE 2 51,780 0 0
Target Corp CommonStk USD0.167 COM 87612E106 28,916,942 477,887 SH   SOLE 3 477,887 0 0
TasekoMines Limited Common NPV COM 876511106 15,872 8,000 SH   SOLE 10 8,000 0 0
Tata Mot.SpnADR(EchRp5OrdINR2) ADR 876568502 13,801,543 389,764 SH   SOLE 2 389,764 0 0
Tata Mot.SpnADR(EchRp5OrdINR2) ADR 876568502 49,331,831 1,393,161 SH   SOLE 3 1,393,161 0 0
TE Connectivity CHF0.77 (US) COM H84989104 3,347,556 55,598 SH   SOLE 2 55,598 0 0
TE Connectivity CHF0.77 (US) COM H84989104 25,058,077 416,178 SH   SOLE 3 416,178 0 0
TE Connectivity CHF0.77 (US) COM H84989104 130,716 2,171 SH   SOLE 10 2,171 0 0
Techne Corp Common Stk USD0.01 COM 878377100 9,421,775 110,364 SH   SOLE 1 110,364 0 0
Techne Corp Common Stk USD0.01 COM 878377100 1,767,159 20,700 SH   SOLE 2 20,700 0 0
Techne Corp Common Stk USD0.01 COM 878377100 17,200,006 201,476 SH   SOLE 3 201,476 0 0
TeckResour.'B'Sub.VotingComNPV COM 878742204 6,889,483 318,718 SH   SOLE 2 318,718 0 0
TeckResour.'B'Sub.VotingComNPV COM 878742204 52,384,157 2,423,371 SH   SOLE 3 2,423,371 0 0
TeckResour.'B'Sub.VotingComNPV COM 878742204 62,687 2,900 SH   SOLE 10 2,900 0 0
Teco Energy Common Stock USD1 COM 872375100 20,580 1,200 SH   SOLE 3 1,200 0 0
Teekay Corp Com Stk USD0.001 COM Y8564W103 9,044,517 160,820 SH   SOLE 1 160,820 0 0
TELEFBrasil ADR(EchRep1PrefSh) ADR 87936R106 17,170,416 808,400 SH   SOLE 2 808,400 0 0
TELEFBrasil ADR(EchRep1PrefSh) ADR 87936R106 88,852,251 4,183,251 SH   SOLE 3 4,183,251 0 0
Tennant Company ComStkUSD0.375 COM 880345103 820,250 12,500 SH   SOLE 3 12,500 0 0
Teradata Corp ComStock USD0.01 COM 88076W103 4,171,312 84,800 SH   SOLE 2 84,800 0 0
Teradata Corp ComStock USD0.01 COM 88076W103 34,423,113 699,799 SH   SOLE 3 699,799 0 0
Terex Corp CommonStock USD0.01 COM 880779103 13,493,780 304,600 SH   SOLE 1 304,600 0 0
Terex Corp CommonStock USD0.01 COM 880779103 14,580,548 329,132 SH   SOLE 3 329,132 0 0
Terra Nitrogen Company LP NPV PART 881005201 3,097,776 20,356 SH   SOLE 2 20,356 0 0
Terra Nitrogen Company LP NPV PART 881005201 32,357,273 212,625 SH   SOLE 3 212,625 0 0
Tesco Corp Com NPV(US Listing) COM 88157K101 8,234,702 445,119 SH   SOLE 3 445,119 0 0
TeslaMotorsInc ComStk USD0.001 COM 88160R101 185,521 890 SH   SOLE 8 890 0 0
TeslaMotorsInc ComStk USD0.001 COM 88160R101 32,310 155 SH   SOLE 10 155 0 0
Teva Pharm.ADR(Cnv1OrdILS0.10) ADR 881624209 21,830,318 413,140 SH   SOLE 2 413,140 0 0
Teva Pharm.ADR(Cnv1OrdILS0.10) ADR 881624209 190,927,987 3,613,323 SH   SOLE 3 3,613,323 0 0
Teva Pharm.ADR(Cnv1OrdILS0.10) ADR 881624209 21,136 400 SH   SOLE 10 400 0 0
Texas Instruments Com Stk USD1 COM 882508104 5,853,405 124,118 SH   SOLE 2 124,118 0 0
Texas Instruments Com Stk USD1 COM 882508104 55,412,717 1,174,994 SH   SOLE 3 1,174,994 0 0
Texas Instruments Com Stk USD1 COM 882508104 70,740 1,500 SH   SOLE 7 1,500 0 0
TexasRoadhouse Inc CS USD0.001 COM 882681109 6,637,360 254,500 SH   SOLE 3 254,500 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 49,165,054 408,891 SH   SOLE 1 408,891 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 2,224,440 18,500 SH   SOLE 2 18,500 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 51,941,876 431,985 SH   SOLE 3 431,985 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 2,800,390 23,290 SH   SOLE 4 23,290 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 291,943 2,428 SH   SOLE 7 2,428 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 304,207 2,530 SH   SOLE 8 2,530 0 0
ThermoFisherScient.ComStk USD1 COM 883556102 2,315,943 19,261 SH   SOLE 9 19,261 0 0
Thompson Creek MtlsCoIncComNPV COM 884768102 13,100 6,000 SH   SOLE 10 6,000 0 0
ThomsonReutComNPV(Canad.List.) COM 884903105 146,600 4,282 SH   SOLE 7 4,282 0 0
ThomsonReutComNPV(Canad.List.) COM 884903105 326,169 9,527 SH   SOLE 8 9,527 0 0
Tiffany & Co Com Stk USD0.01 COM 886547108 43,075 500 SH   SOLE 10 500 0 0
Tim Hortons Inc CmStk USD0.001 COM 88706M103 2,754,438 49,800 SH   SOLE 2 49,800 0 0
Tim Hortons Inc CmStk USD0.001 COM 88706M103 23,700,058 428,495 SH   SOLE 3 428,495 0 0
TimeWarnerCable ComStk USD0.01 COM 88732J207 2,983,253 21,747 SH   SOLE 2 21,747 0 0
TimeWarnerCable ComStk USD0.01 COM 88732J207 4,654,106 33,927 SH   SOLE 3 33,927 0 0
TimeWarnerCable ComStk USD0.01 COM 88732J207 57,341 418 SH   SOLE 8 418 0 0
TimeWarnerInc CommonStkUSD0.01 COM 887317303 1,342,205 20,545 SH   SOLE 2 20,545 0 0
TimeWarnerInc CommonStkUSD0.01 COM 887317303 4,080,316 62,457 SH   SOLE 3 62,457 0 0
TimeWarnerInc CommonStkUSD0.01 COM 887317303 80,748 1,236 SH   SOLE 8 1,236 0 0
TJX Corp Common Stk USD1 COM 872540109 4,488,100 74,000 SH   SOLE 2 74,000 0 0
TJX Corp Common Stk USD1 COM 872540109 40,737,392 671,680 SH   SOLE 3 671,680 0 0
Torchmark Corp Common Stk USD1 COM 891027104 17,982,950 228,500 SH   SOLE 1 228,500 0 0
Torchmark Corp Common Stk USD1 COM 891027104 4,313,390 54,808 SH   SOLE 2 54,808 0 0
Torchmark Corp Common Stk USD1 COM 891027104 19,144,719 243,262 SH   SOLE 3 243,262 0 0
Toro Com Stk USD1 COM 891092108 726,685 11,500 SH   SOLE 2 11,500 0 0
Toro Com Stk USD1 COM 891092108 8,094,639 128,100 SH   SOLE 3 128,100 0 0
Toronto-Dominion Bank Com NPV COM 891160509 340,045,605 7,241,797 SH   SOLE 2 7,241,797 0 0
Toronto-Dominion Bank Com NPV COM 891160509 79,163,164 1,685,902 SH   SOLE 3 1,685,902 0 0
Toronto-Dominion Bank Com NPV COM 891160509 197,215 4,200 SH   SOLE 4 4,200 0 0
Toronto-Dominion Bank Com NPV COM 891160509 890,755 18,970 SH   SOLE 7 18,970 0 0
Toronto-Dominion Bank Com NPV COM 891160509 431,244 9,184 SH   SOLE 8 9,184 0 0
Toronto-Dominion Bank Com NPV COM 891160509 1,647,920 35,095 SH   SOLE 9 35,095 0 0
Total System Ser.ComStkUSD0.10 COM 891906109 103,394 3,400 SH   SOLE 3 3,400 0 0
TotalSpoADR(EachRep1OrdEUR2.5) ADR 89151E109 2,057,282 31,361 SH   SOLE 7 31,361 0 0
TotalSpoADR(EachRep1OrdEUR2.5) ADR 89151E109 98,400 1,500 SH   SOLE 10 1,500 0 0
Tower Grp Intl LtdCmStkUSD0.01 COM G8988C105 46,170 17,100 SH   SOLE 3 17,100 0 0
TowersWatsonAndCo A CS USD0.01 COM 891894107 26,824,560 235,200 SH   SOLE 1 235,200 0 0
TowersWatsonAndCo A CS USD0.01 COM 891894107 91,240 800 SH   SOLE 10 800 0 0
ToyotaMotADR(Rep2OrdNPVLvl III ADR 892331307 1,016,100 9,000 SH   SOLE 7 9,000 0 0
Tractor Supply CommStkUSD0.008 COM 892356106 84,756 1,200 SH   SOLE 2 1,200 0 0
Tractor Supply CommStkUSD0.008 COM 892356106 5,168,209 73,173 SH   SOLE 3 73,173 0 0
TransAtlantic Petroleum ComNPV COM G89982113 27,865,674 3,237,698 SH   SOLE 3 3,237,698 0 0
TransCanada Corp Common NPV COM 89353D107 601,744 13,218 SH   SOLE 3 13,218 0 0
Transglobe Energy Corp Com NPV COM 893662106 1,453,667 190,339 SH   SOLE 2 190,339 0 0
Transglobe Energy Corp Com NPV COM 893662106 6,295,777 824,351 SH   SOLE 3 824,351 0 0
Transocean Limited CHF15 COM H8817H100 1,997,076 48,479 SH   SOLE 2 48,479 0 0
Transocean Limited CHF15 COM H8817H100 2,165,645 52,571 SH   SOLE 3 52,571 0 0
Transocean Limited CHF15 COM H8817H100 5,174,050 125,600 SH   SOLE 9 125,600 0 0
TransWorldEntert ComStkUSD0.01 COM 89336Q100 18,876 5,200 SH   SOLE 2 5,200 0 0
Travelers Co's CommonStock NPV COM 89417E109 2,050,910 24,100 SH   SOLE 2 24,100 0 0
Travelers Co's CommonStock NPV COM 89417E109 2,216,259 26,043 SH   SOLE 3 26,043 0 0
Travelers Co's CommonStock NPV COM 89417E109 1,258,289 14,786 SH   SOLE 7 14,786 0 0
Travelzoo Inc Com Stk USD0.01 COM 89421Q205 80,150 3,500 SH   SOLE 2 3,500 0 0
Travelzoo Inc Com Stk USD0.01 COM 89421Q205 176,330 7,700 SH   SOLE 3 7,700 0 0
TriCo Bancshares Com Stock NPV COM 896095106 82,976 3,200 SH   SOLE 2 3,200 0 0
TriCo Bancshares Com Stock NPV COM 896095106 108,906 4,200 SH   SOLE 3 4,200 0 0
Trimble Navigation Com Stk NPV COM 896239100 18,015,973 463,493 SH   SOLE 3 463,493 0 0
Trimble Navigation Com Stk NPV COM 896239100 256,931 6,610 SH   SOLE 4 6,610 0 0
Trimble Navigation Com Stk NPV COM 896239100 305,285 7,854 SH   SOLE 7 7,854 0 0
Trimble Navigation Com Stk NPV COM 896239100 1,631,801 41,981 SH   SOLE 9 41,981 0 0
TrinityBiotechADR(Rp4'A'OrdSh) ADR 896438306 5,439,635 224,500 SH   SOLE 1 224,500 0 0
Tripadvisor Inc ComStkUSD0.001 COM 896945201 20,465,187 225,910 SH   SOLE 2 225,910 0 0
Tripadvisor Inc ComStkUSD0.001 COM 896945201 61,359,053 677,327 SH   SOLE 3 677,327 0 0
Tripadvisor Inc ComStkUSD0.001 COM 896945201 297,135 3,280 SH   SOLE 4 3,280 0 0
Tripadvisor Inc ComStkUSD0.001 COM 896945201 569,811 6,290 SH   SOLE 7 6,290 0 0
Tripadvisor Inc ComStkUSD0.001 COM 896945201 1,915,797 21,148 SH   SOLE 9 21,148 0 0
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 414,798 25,700 SH   SOLE 2 25,700 0 0
Triple-S Mgmt Cls B ComStkUSD1 COM 896749108 2,090,550 129,526 SH   SOLE 3 129,526 0 0
TrustCo Bank Common Stock USD1 COM 898349105 168,256 23,900 SH   SOLE 2 23,900 0 0
TrustCo Bank Common Stock USD1 COM 898349105 713,856 101,400 SH   SOLE 3 101,400 0 0
Trustmark Corp Common Stk NPV COM 898402102 27,251 1,075 SH   SOLE 2 1,075 0 0
Trustmark Corp Common Stk NPV COM 898402102 347,472 13,707 SH   SOLE 3 13,707 0 0
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 636,636 7,800 SH   SOLE 2 7,800 0 0
TRW AutoHldgsCorpComStkUSD0.01 COM 87264S106 11,480,179 140,654 SH   SOLE 3 140,654 0 0
Tsakos Energy Nav.Com Stk USD1 COM G9108L108 141,232 18,200 SH   SOLE 2 18,200 0 0
Tsakos Energy Nav.Com Stk USD1 COM G9108L108 271,600 35,000 SH   SOLE 3 35,000 0 0
Tsakos Energy Nav.Com Stk USD1 COM G9108L108 103,751 13,370 SH   SOLE 8 13,370 0 0
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 2,161,008 25,800 SH   SOLE 2 25,800 0 0
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 18,208,000 217,383 SH   SOLE 3 217,383 0 0
TurkcellIlet.ADS(Rep2.5OrdShs) ADR 900111204 475,065 34,500 SH   SOLE 3 34,500 0 0
Turquoise Hill Res Common NPV COM 900435108 185,533 55,349 SH   SOLE 8 55,349 0 0
TwentyFirstCentury B CSUSD0.01 COM 90130A200 16,245 522 SH   SOLE 3 522 0 0
TwentyFrstCtryFox A CS USD0.01 COM 90130A101 2,071,656 64,800 SH   SOLE 2 64,800 0 0
TwentyFrstCtryFox A CS USD0.01 COM 90130A101 6,070,144 189,870 SH   SOLE 3 189,870 0 0
Twitter Inc ComStk USD0.000005 COM 90184L102 1,633 35 SH   SOLE 8 35 0 0
Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 42,400 1,000 SH   SOLE 8 1,000 0 0
Tyco Intl Ltd CommonStk CHF6.7 COM H89128104 92,050 2,171 SH   SOLE 10 2,171 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 30,133,237 703,062 SH   SOLE 2 703,062 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 82,112,731 1,915,836 SH   SOLE 3 1,915,836 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 252,874 5,900 SH   SOLE 4 5,900 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 639,514 14,921 SH   SOLE 7 14,921 0 0
U.S.Bancorp Com Stk USD0.01 COM 902973304 2,171,116 50,656 SH   SOLE 9 50,656 0 0
UBS AG CHF0.10 (Regd) COM H89231338 87,118 4,218 SH   SOLE 2 4,218 0 0
UBS AG CHF0.10 (Regd) COM H89231338 243,287,204 11,779,246 SH   SOLE 3 11,779,246 0 0
UBS AG CHF0.10 (Regd) COM H89231338 143,668 6,956 SH   SOLE 7 6,956 0 0
UBS AG CHF0.10 (Regd) COM H89231338 1,631,905 79,012 SH   SOLE 8 79,012 0 0
UBS AG CHF0.10 (Regd) COM H89231338 29,658,980 1,436,000 SH   SOLE 9 1,436,000 0 0
UBS AG CHF0.10 (Regd) COM H89231338 697,792 33,785 SH   SOLE 10 33,785 0 0
UltimateSoftware CmStk USD0.01 COM 90385D107 30,962 226 SH   SOLE 3 226 0 0
Ultra Petrol.Com NPV(US List.) COM 903914109 16,042,574 596,600 SH   SOLE 2 596,600 0 0
Ultra Petrol.Com NPV(US List.) COM 903914109 9,992,324 371,600 SH   SOLE 3 371,600 0 0
Ultra Petrol.Com NPV(US List.) COM 903914109 65,343 2,430 SH   SOLE 7 2,430 0 0
UltraparPart.SpnADR(EchRp1Ord) ADR 90400P101 7,781,359 323,012 SH   SOLE 2 323,012 0 0
UltraparPart.SpnADR(EchRp1Ord) ADR 90400P101 24,682,927 1,024,613 SH   SOLE 3 1,024,613 0 0
ULTRASHORT 20+YR TREASURY PROS ETF 74347B201 389,088 5,760 SH   SOLE 7 5,760 0 0
ULTRASHORT 20+YR TREASURY PROS ETF 74347B201 5,134 76 SH   SOLE 10 76 0 0
UnileverSpoADR(EachRep1Ord)JPM ADR 904767704 308,016 7,200 SH   SOLE 7 7,200 0 0
Unilife Corp Com Stock USD0.01 COM 90478E103 5,070,622 1,245,853 SH   SOLE 1 1,245,853 0 0
Union Pacific Cp.ComStkUSD2.50 COM 907818108 8,801,254 46,900 SH   SOLE 2 46,900 0 0
Union Pacific Cp.ComStkUSD2.50 COM 907818108 76,510,108 407,706 SH   SOLE 3 407,706 0 0
Union Pacific Cp.ComStkUSD2.50 COM 907818108 18,766 100 SH   SOLE 7 100 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 54,594,927 665,873 SH   SOLE 1 665,873 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 39,626,915 483,314 SH   SOLE 2 483,314 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 213,741,043 2,606,916 SH   SOLE 3 2,606,916 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 2,340,815 28,550 SH   SOLE 4 28,550 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 195,956 2,390 SH   SOLE 7 2,390 0 0
UnitedHealthGrp ComStkUSD0.01 COM 91324P102 1,534,033 18,710 SH   SOLE 9 18,710 0 0
Universal Forest Com Stock NPV COM 913543104 12,351,888 223,200 SH   SOLE 1 223,200 0 0
Universal Health REIT USD0.01 REIT 91359E105 140,448 3,325 SH   SOLE 3 3,325 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 41,951,394 511,166 SH   SOLE 1 511,166 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 28,053,085 341,819 SH   SOLE 2 341,819 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 106,163,126 1,293,568 SH   SOLE 3 1,293,568 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 188,761 2,300 SH   SOLE 4 2,300 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 1,210,943 14,755 SH   SOLE 7 14,755 0 0
UniversalHlthClsBComStkUSD0.01 COM 913903100 1,833,362 22,339 SH   SOLE 9 22,339 0 0
UniversalInsuranceCmStkUSD0.01 COM 91359V107 1,135,380 89,400 SH   SOLE 2 89,400 0 0
UniversalInsuranceCmStkUSD0.01 COM 91359V107 7,945,501 625,630 SH   SOLE 3 625,630 0 0
UnivestCp ofPennsyl ComStkUSD5 COM 915271100 16,416 800 SH   SOLE 3 800 0 0
UNS Energy Corp Com Stock NPV COM 903119105 25,998,993 433,100 SH   SOLE 1 433,100 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 27,894,900 790,000 SH   SOLE 1 790,000 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 3,641,132 103,119 SH   SOLE 2 103,119 0 0
Unum Group CommonStock USD0.10 COM 91529Y106 45,978,175 1,302,129 SH   SOLE 3 1,302,129 0 0
UrbanOutfittersComStkUSD0.0001 COM 917047102 36,207,416 992,800 SH   SOLE 1 992,800 0 0
UrbanOutfittersComStkUSD0.0001 COM 917047102 412,111 11,300 SH   SOLE 2 11,300 0 0
UrbanOutfittersComStkUSD0.0001 COM 917047102 5,731,735 157,163 SH   SOLE 3 157,163 0 0
UR-ENERGY INC COM 91688R108 46,476 30,000 SH   SOLE 10 30,000 0 0
URS Corp Common Stock USD0.01 COM 903236107 1,030,614 21,900 SH   SOLE 3 21,900 0 0
UrstadtBiddlePrpClAREITUSD0.01 REIT 917286205 57,848 2,800 SH   SOLE 2 2,800 0 0
UrstadtBiddlePrpClAREITUSD0.01 REIT 917286205 294,095 14,235 SH   SOLE 3 14,235 0 0
US Ecology Inc Com Stk USD0.01 COM 91732J102 10,523,520 283,500 SH   SOLE 1 283,500 0 0
US Ecology Inc Com Stk USD0.01 COM 91732J102 37,120 1,000 SH   SOLE 2 1,000 0 0
US Ecology Inc Com Stk USD0.01 COM 91732J102 1,672,553 45,058 SH   SOLE 3 45,058 0 0
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 566,948 16,400 SH   SOLE 2 16,400 0 0
US PhysicalTherapyCmStkUSD0.01 COM 90337L108 3,635,277 105,157 SH   SOLE 3 105,157 0 0
US STEEL CORP CONV 2.7500 01/0 CONB 912909AH1 1,174,284,000 9,000,000 SH   SOLE 9 9,000,000 0 0
USA Mobility Com.Stk USD0.0001 COM 90341G103 5,233 288 SH   SOLE 2 288 0 0
USA Mobility Com.Stk USD0.0001 COM 90341G103 3,480,500 191,552 SH   SOLE 3 191,552 0 0
USANAHealthScien.CmStkUSD0.001 COM 90328M107 1,860,898 24,700 SH   SOLE 2 24,700 0 0
USANAHealthScien.CmStkUSD0.001 COM 90328M107 24,658,857 327,301 SH   SOLE 3 327,301 0 0
Utd Parcels Serv.Cls B USD0.01 COM 911312106 2,021,998 20,764 SH   SOLE 2 20,764 0 0
Utd Parcels Serv.Cls B USD0.01 COM 911312106 7,423,375 76,231 SH   SOLE 3 76,231 0 0
Utd Technologies Com Stk USD1 COM 913017109 46,130,886 394,821 SH   SOLE 1 394,821 0 0
Utd Technologies Com Stk USD1 COM 913017109 6,820,769 58,377 SH   SOLE 2 58,377 0 0
Utd Technologies Com Stk USD1 COM 913017109 45,203,994 386,888 SH   SOLE 3 386,888 0 0
Utd Technologies Com Stk USD1 COM 913017109 2,402,347 20,561 SH   SOLE 4 20,561 0 0
Utd Technologies Com Stk USD1 COM 913017109 12,619 108 SH   SOLE 8 108 0 0
Utd Technologies Com Stk USD1 COM 913017109 1,306,855 11,185 SH   SOLE 10 11,185 0 0
Utd Therapeutics ComStkUSD0.01 COM 91307C102 7,426,019 78,975 SH   SOLE 2 78,975 0 0
Utd Therapeutics ComStkUSD0.01 COM 91307C102 61,121,945 650,026 SH   SOLE 3 650,026 0 0
Vaalco Energy Inc CS USD0.10 COM 91851C201 432,237 50,554 SH   SOLE 3 50,554 0 0
Vale Rio DoceSpnADR(Rp1OrdNPV) ADR 91912E105 41,108,292 2,972,400 SH   SOLE 2 2,972,400 0 0
Vale Rio DoceSpnADR(Rp1OrdNPV) ADR 91912E105 157,906,570 11,417,684 SH   SOLE 3 11,417,684 0 0
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 1,083,240 20,400 SH   SOLE 2 20,400 0 0
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 7,237,530 136,300 SH   SOLE 3 136,300 0 0
ValeroEnergyCorp ComStkUSD0.01 COM 91913Y100 22,037 415 SH   SOLE 8 415 0 0
ValeSA SpnsADR(1Rps1Prf'A'Shs) ADR 91912E204 31,028,986 2,492,288 SH   SOLE 2 2,492,288 0 0
ValeSA SpnsADR(1Rps1Prf'A'Shs) ADR 91912E204 157,498,862 12,650,511 SH   SOLE 3 12,650,511 0 0
Validus Holdings Ltd USD0.175 COM G9319H102 2,522,610 66,895 SH   SOLE 2 66,895 0 0
Validus Holdings Ltd USD0.175 COM G9319H102 12,456,329 330,319 SH   SOLE 3 330,319 0 0
ValmontIndustriesIncComStkUSD1 COM 920253101 5,234,852 35,171 SH   SOLE 2 35,171 0 0
ValmontIndustriesIncComStkUSD1 COM 920253101 42,538,472 285,800 SH   SOLE 3 285,800 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 2,188,485 43,500 SH   SOLE 7 43,500 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 2,565,810 51,000 SH   SOLE 10 51,000 0 0
Vanguard FTSE Emrg Markets ETF ETF 922042858 7,654,808 188,635 SH   SOLE 7 188,635 0 0
Vanguard FTSE Emrg Markets ETF ETF 922042858 462,612 11,400 SH   SOLE 10 11,400 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 8,691,293 147,435 SH   SOLE 7 147,435 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 1,237,950 21,000 SH   SOLE 10 21,000 0 0
Vanguard Idx Funds S&P 500 ETF ETF 922908363 566,483 3,306 SH   SOLE 3 3,306 0 0
Vanguard Idx Funds S&P 500 ETF ETF 922908363 28,557,191 166,660 SH   SOLE 7 166,660 0 0
Vanguard Idx Funds S&P 500 ETF ETF 922908363 2,960,928 17,280 SH   SOLE 10 17,280 0 0
Vanguard Total Stock Mkt ETF ETF 922908769 54,998,325 564,259 SH   SOLE 2 564,259 0 0
VanguardFTSE DevelopedMkts ETF ETF 921943858 33,280,252 806,403 SH   SOLE 2 806,403 0 0
VanguardIdxFdsVanguardREIT ETF ETF 922908553 101,452,198 1,436,593 SH   SOLE 2 1,436,593 0 0
VanguardSpecPortfDivApprIdxETF ETF 921908844 1,081,055 14,370 SH   SOLE 10 14,370 0 0
VanguardWrldConsumerStaplesETF ETF 92204A207 2,215,800 20,000 SH   SOLE 7 20,000 0 0
VanguardWrldConsumerStaplesETF ETF 92204A207 376,686 3,400 SH   SOLE 10 3,400 0 0
Vantiv Inc Cl A CS USD0.00001 COM 92210H105 42,489,532 1,406,007 SH   SOLE 1 1,406,007 0 0
VarianMedicalSystemsComStkUSD1 COM 92220P105 4,401,076 52,400 SH   SOLE 2 52,400 0 0
VarianMedicalSystemsComStkUSD1 COM 92220P105 39,283,047 467,711 SH   SOLE 3 467,711 0 0
VCA Antech Inc ComStk USD0.001 COM 918194101 622,039 19,300 SH   SOLE 2 19,300 0 0
VCA Antech Inc ComStk USD0.001 COM 918194101 322,300 10,000 SH   SOLE 3 10,000 0 0
VeecoInstruments CmStk USD0.01 COM 922417100 5,786,927 138,014 SH   SOLE 3 138,014 0 0
Ventas Inc. REIT USD0.25 REIT 92276F100 60,570 1,000 SH   SOLE 2 1,000 0 0
Vera Bradley Inc Com Stock NPV COM 92335C106 32,388 1,200 SH   SOLE 2 1,200 0 0
Vera Bradley Inc Com Stock NPV COM 92335C106 350,870 13,000 SH   SOLE 3 13,000 0 0
Verint Systems ComStk USD0.001 COM 92343X100 24,697,476 526,262 SH   SOLE 1 526,262 0 0
Verisign Inc Com Stk USD0.001 COM 92343E102 38,757,840 718,936 SH   SOLE 1 718,936 0 0
Verisign Inc Com Stk USD0.001 COM 92343E102 37,737 700 SH   SOLE 10 700 0 0
VERISK ANALYTICS INC-CL A COMM COM 92345Y106 17,974,689 299,778 SH   SOLE 1 299,778 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 57,454,142 1,207,781 SH   SOLE 1 1,207,781 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 14,969,994 314,694 SH   SOLE 2 314,694 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 111,342,009 2,340,593 SH   SOLE 3 2,340,593 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 3,045,907 64,030 SH   SOLE 4 64,030 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 3,059,512 64,316 SH   SOLE 7 64,316 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 1,404,695 29,529 SH   SOLE 8 29,529 0 0
Verizon Communi. ComStkUSD0.10 COM 92343V104 620,456 13,043 SH   SOLE 10 13,043 0 0
Vermilion Energy Inc Com NPV COM 923725105 650,589 10,400 SH   SOLE 2 10,400 0 0
Vermilion Energy Inc Com NPV COM 923725105 4,028,646 64,400 SH   SOLE 3 64,400 0 0
Vermilion Energy Inc Com NPV COM 923725105 62,557 1,000 SH   SOLE 8 1,000 0 0
VF Corporation Common Stk USD1 COM 918204108 1,547,000 25,000 SH   SOLE 2 25,000 0 0
VF Corporation Common Stk USD1 COM 918204108 17,561,544 283,800 SH   SOLE 3 283,800 0 0
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 2,770,674 32,600 SH   SOLE 2 32,600 0 0
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 25,135,538 295,747 SH   SOLE 3 295,747 0 0
VICAL INC COM 925602104 3,225 2,500 SH   SOLE 10 2,500 0 0
Viewtran Grp Inc CmStk USD0.01 COM G9363W104 11,534 4,908 SH   SOLE 3 4,908 0 0
VimpelCom Ltd SponADR(Rep1Ord) ADR 92719A106 864,171 95,700 SH   SOLE 2 95,700 0 0
VimpelCom Ltd SponADR(Rep1Ord) ADR 92719A106 7,784,014 862,017 SH   SOLE 3 862,017 0 0
Vipshop Hldgs 1.5%Conv15/03/19 CONB 92763WAA1 1,111,605,000 11,000,000 SH   SOLE 9 11,000,000 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 5,341,240 24,744 SH   SOLE 2 24,744 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 51,292,869 237,621 SH   SOLE 3 237,621 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 237,446 1,100 SH   SOLE 4 1,100 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 6,550,272 30,345 SH   SOLE 7 30,345 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 109,009 505 SH   SOLE 8 505 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 1,993,035 9,233 SH   SOLE 9 9,233 0 0
VisaInc ComStk Cls'A'USD0.0001 COM 92826C839 251,477 1,165 SH   SOLE 10 1,165 0 0
Vivus Inc CommonStock USD0.001 COM 928551100 4,158 700 SH   SOLE 8 700 0 0
VMware Inc Cls'A'ComStkUSD0.01 COM 928563402 20,924,554 193,710 SH   SOLE 1 193,710 0 0
VMware Inc Cls'A'ComStkUSD0.01 COM 928563402 1,102,884 10,210 SH   SOLE 4 10,210 0 0
VodafoneADR(Rep10USD0.2095238) ADR 92857W308 20,871 567 SH   SOLE 2 567 0 0
VOLCANIC METALS EXPLORATION COM 292671708 3,095 331 SH   SOLE 7 331 0 0
Volcano Corp Com.Stk USD0.001 COM 928645100 7,601,812 385,683 SH   SOLE 1 385,683 0 0
VSE Corp Common Stock USD0.05 COM 918284100 89,590 1,700 SH   SOLE 3 1,700 0 0
W&T Offshore ComStk USD0.00001 COM 92922P106 25,965 1,500 SH   SOLE 3 1,500 0 0
Wabtec Corp CommonStockUSD0.01 COM 929740108 248,000 3,200 SH   SOLE 2 3,200 0 0
Wabtec Corp CommonStockUSD0.01 COM 929740108 3,619,250 46,700 SH   SOLE 3 46,700 0 0
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 1,163,196 15,800 SH   SOLE 2 15,800 0 0
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 15,020,321 204,025 SH   SOLE 3 204,025 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 56,679,029 858,383 SH   SOLE 1 858,383 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 36,290,748 549,610 SH   SOLE 2 549,610 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 106,332,467 1,610,366 SH   SOLE 3 1,610,366 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 3,176,043 48,100 SH   SOLE 4 48,100 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 1,653,589 25,043 SH   SOLE 7 25,043 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 33,015 500 SH   SOLE 8 500 0 0
Walgreen Co ComStk USD0.078125 COM 931422109 2,690,855 40,752 SH   SOLE 9 40,752 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 13,258,006 173,466 SH   SOLE 2 173,466 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 83,794,107 1,096,351 SH   SOLE 3 1,096,351 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 1,854,727 24,267 SH   SOLE 7 24,267 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 930,230 12,171 SH   SOLE 8 12,171 0 0
Wal-Mart Stores Com.USD0.10 COM 931142103 2,482,829 32,485 SH   SOLE 10 32,485 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 60,601,700 756,859 SH   SOLE 1 756,859 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 7,404,233 92,472 SH   SOLE 2 92,472 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 69,261,671 865,014 SH   SOLE 3 865,014 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 3,376,552 42,170 SH   SOLE 4 42,170 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 968,367 12,094 SH   SOLE 7 12,094 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 1,418,280 17,713 SH   SOLE 9 17,713 0 0
Walt Disney Co Com Stk USD0.01 COM 254687106 684,599 8,550 SH   SOLE 10 8,550 0 0
Washington Fed Common Stk USD1 COM 938824109 747,930 32,100 SH   SOLE 2 32,100 0 0
Washington Fed Common Stk USD1 COM 938824109 6,656,810 285,700 SH   SOLE 3 285,700 0 0
Washington REIT USD0.01 REIT 939653101 457,302 19,150 SH   SOLE 3 19,150 0 0
WashingtonBanking Co ComStkNPV COM 937303105 14,224 800 SH   SOLE 3 800 0 0
Waste Management ComStkUSD0.01 COM 94106L109 3,677,465 87,413 SH   SOLE 2 87,413 0 0
Waste Management ComStkUSD0.01 COM 94106L109 6,175,329 146,787 SH   SOLE 3 146,787 0 0
Waste Management ComStkUSD0.01 COM 94106L109 851,918 20,250 SH   SOLE 7 20,250 0 0
WasteConnections ComStkUSD0.01 COM 941053100 68,841,691 1,569,578 SH   SOLE 1 1,569,578 0 0
Waters Corp Common Stk USD0.01 COM 941848103 2,808,686 25,908 SH   SOLE 2 25,908 0 0
Waters Corp Common Stk USD0.01 COM 941848103 23,908,199 220,535 SH   SOLE 3 220,535 0 0
Waters Corp Common Stk USD0.01 COM 941848103 1,517,740 14,000 SH   SOLE 7 14,000 0 0
WD-40 Company Com Stk USD0.001 COM 929236107 108,598 1,400 SH   SOLE 2 1,400 0 0
WD-40 Company Com Stk USD0.001 COM 929236107 519,719 6,700 SH   SOLE 3 6,700 0 0
WD-40 Company Com Stk USD0.001 COM 929236107 62,056 800 SH   SOLE 10 800 0 0
Webster Financial CmSk USD0.01 COM 947890109 62,120 2,000 SH   SOLE 3 2,000 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 746,625 7,500 SH   SOLE 2 7,500 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 1,692,350 17,000 SH   SOLE 3 17,000 0 0
WellPoint Inc Com Stk USD0.01 COM 94973V107 520,149 5,225 SH   SOLE 7 5,225 0 0
Wellpoint Inc2.75%Conv15/10/42 CONB 94973VBG1 1,312,254,000 9,000,000 SH   SOLE 9 9,000,000 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 67,529,312 1,357,646 SH   SOLE 1 1,357,646 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 12,214,503 245,567 SH   SOLE 2 245,567 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 105,309,627 2,117,202 SH   SOLE 3 2,117,202 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 2,755,596 55,400 SH   SOLE 4 55,400 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 10,900,521 219,150 SH   SOLE 7 219,150 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 532,467 10,705 SH   SOLE 8 10,705 0 0
Wells Fargo&Co ComStkUSD1.6667 COM 949746101 1,873,955 37,675 SH   SOLE 10 37,675 0 0
WesBanco Inc Com Stk USD2.0833 COM 950810101 44,562 1,400 SH   SOLE 3 1,400 0 0
West Pharmaceut.ComStk USD0.25 COM 955306105 14,290,613 324,418 SH   SOLE 1 324,418 0 0
Westamerica Bancorp CommStkNPV COM 957090103 162,240 3,000 SH   SOLE 2 3,000 0 0
Westamerica Bancorp CommStkNPV COM 957090103 2,860,832 52,900 SH   SOLE 3 52,900 0 0
Westar Energy CommonStock USD5 COM 95709T100 24,316,656 691,600 SH   SOLE 1 691,600 0 0
WESTERN COPPER AND GOLD CORP COM 95805V108 177,891 183,510 SH   SOLE 8 183,510 0 0
Western Digital ComStk USD0.01 COM 958102105 8,804,344 95,887 SH   SOLE 2 95,887 0 0
Western Digital ComStk USD0.01 COM 958102105 82,842,300 902,225 SH   SOLE 3 902,225 0 0
Western Refining ComStkUSD0.01 COM 959319104 934,120 24,200 SH   SOLE 2 24,200 0 0
Western Refining ComStkUSD0.01 COM 959319104 12,369,216 320,446 SH   SOLE 3 320,446 0 0
Western Union Co.CmStk USD0.01 COM 959802109 5,691,562 347,895 SH   SOLE 2 347,895 0 0
Western Union Co.CmStk USD0.01 COM 959802109 61,048,403 3,731,565 SH   SOLE 3 3,731,565 0 0
WestlakeChemical CmStk USD0.01 COM 960413102 172,068 2,600 SH   SOLE 3 2,600 0 0
Westwood Hldgs Com Stk USD0.01 COM 961765104 18,807 300 SH   SOLE 3 300 0 0
Weyerhaeuser Co REIT USD1.25 REIT 962166104 5,076,934 172,979 SH   SOLE 3 172,979 0 0
Weyerhaeuser Co REIT USD1.25 REIT 962166104 675,050 23,000 SH   SOLE 7 23,000 0 0
Whirlpool Corp CommonStockUSD1 COM 963320106 1,210,626 8,100 SH   SOLE 2 8,100 0 0
Whirlpool Corp CommonStockUSD1 COM 963320106 1,419,870 9,500 SH   SOLE 3 9,500 0 0
WhiteWave Foods Co A CSUSD0.01 COM 966244105 33,946,104 1,189,422 SH   SOLE 1 1,189,422 0 0
Whole Foods Market Com Stk NPV COM 966837106 329,615 6,500 SH   SOLE 2 6,500 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 33,143,000 575,000 SH   SOLE 1 575,000 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 772,376 13,400 SH   SOLE 2 13,400 0 0
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 9,091,788 157,734 SH   SOLE 3 157,734 0 0
Williams Cos Common Stock USD1 COM 969457100 281,950 6,948 SH   SOLE 2 6,948 0 0
Williams Cos Common Stock USD1 COM 969457100 3,377,839 83,239 SH   SOLE 3 83,239 0 0
Williams-Sonoma ComStk USD0.01 COM 969904101 459,816 6,900 SH   SOLE 2 6,900 0 0
Williams-Sonoma ComStk USD0.01 COM 969904101 5,691,056 85,400 SH   SOLE 3 85,400 0 0
Williams-Sonoma ComStk USD0.01 COM 969904101 2,205,051 33,089 SH   SOLE 8 33,089 0 0
Windstream Hldgs CS USD0.0001 COM 97382A101 2,012,810 244,273 SH   SOLE 2 244,273 0 0
Windstream Hldgs CS USD0.0001 COM 97382A101 2,182,628 264,882 SH   SOLE 3 264,882 0 0
Winmark Corporation ComStk NPV COM 974250102 143,754 1,900 SH   SOLE 3 1,900 0 0
Winthrop REIT USD1(Post.Cons.) REIT 976391300 129,472 11,171 SH   SOLE 3 11,171 0 0
WISDOMTREE JAPAN HEDGED EQ ETF 97717W851 2,993,214 63,228 SH   SOLE 7 63,228 0 0
World Acceptance Com Stk NPV COM 981419104 1,779,846 23,706 SH   SOLE 2 23,706 0 0
World Acceptance Com Stk NPV COM 981419104 18,724,802 249,398 SH   SOLE 3 249,398 0 0
WP Carey Inc REIT USD0.001 REIT 92936U109 453,709 7,553 SH   SOLE 3 7,553 0 0
WPP PLC SpnADR(EachRep5Ord10p) ADR 92937A102 19,173 186 SH   SOLE 2 186 0 0
WPX Energy Inc Common Stk USD1 COM 98212B103 45,814 2,541 SH   SOLE 3 2,541 0 0
Wright Medical Com Stk USD0.01 COM 98235T107 9,964,149 320,700 SH   SOLE 1 320,700 0 0
WusconsinEner.Crp CmStkUSD0.01 COM 976657106 1,991,083 42,773 SH   SOLE 2 42,773 0 0
WusconsinEner.Crp CmStkUSD0.01 COM 976657106 2,813,529 60,441 SH   SOLE 3 60,441 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 1,960,952 53,200 SH   SOLE 2 53,200 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 5,708,398 154,867 SH   SOLE 3 154,867 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 23,407,943 635,050 SH   SOLE 4 635,050 0 0
WuXi PharmaTechADR(EchRep8Com) ADR 929352102 158,417,682 4,297,821 SH   SOLE 6 4,297,821 0 0
Wynn Resorts Com Stock USD0.01 COM 983134107 266,580 1,200 SH   SOLE 2 1,200 0 0
Wynn Resorts Com Stock USD0.01 COM 983134107 555,375 2,500 SH   SOLE 3 2,500 0 0
Xcel Energy Common Stk USD2.50 COM 98389B100 606,532 19,978 SH   SOLE 3 19,978 0 0
Xilinx Inc 2.625% Cnv 15/06/17 CONB 983919AF8 563,049,000 3,000,000 SH   SOLE 9 3,000,000 0 0
Xilinx Inc Common Stk USD0.01 COM 983919101 976,860 18,000 SH   SOLE 2 18,000 0 0
Xilinx Inc Common Stk USD0.01 COM 983919101 29,444,785 542,561 SH   SOLE 3 542,561 0 0
XL Group PLC Com Stk USD0.01 COM G98290102 2,773,813 88,762 SH   SOLE 2 88,762 0 0
XL Group PLC Com Stk USD0.01 COM G98290102 2,292,000 73,344 SH   SOLE 3 73,344 0 0
XL Group PLC Com Stk USD0.01 COM G98290102 20,313 650 SH   SOLE 8 650 0 0
Xylem Inc Common Stock USD0.01 COM 98419M100 10,926 300 SH   SOLE 7 300 0 0
Yahoo! Inc Comm Stock USD0.01 COM 984332106 27,823 775 SH   SOLE 8 775 0 0
Yamana Gold Inc Common NPV COM 98462Y100 34,202 3,900 SH   SOLE 2 3,900 0 0
Yamana Gold Inc Common NPV COM 98462Y100 1,242,667 141,700 SH   SOLE 3 141,700 0 0
Yamana Gold Inc Common NPV COM 98462Y100 2,043 233 SH   SOLE 7 233 0 0
Yamana Gold Inc Common NPV COM 98462Y100 29,519 3,366 SH   SOLE 8 3,366 0 0
Yandex NV Class A USD0.01 COM N97284108 2,132,078 70,622 SH   SOLE 2 70,622 0 0
Yandex NV Class A USD0.01 COM N97284108 9,980,905 330,603 SH   SOLE 3 330,603 0 0
Yum Brands Inc Common Stk NPV COM 988498101 39,511,447 524,094 SH   SOLE 2 524,094 0 0
Yum Brands Inc Common Stk NPV COM 988498101 178,899,867 2,372,992 SH   SOLE 3 2,372,992 0 0
Yum Brands Inc Common Stk NPV COM 988498101 158,319 2,100 SH   SOLE 4 2,100 0 0
Yum Brands Inc Common Stk NPV COM 988498101 247,958 3,289 SH   SOLE 7 3,289 0 0
Yum Brands Inc Common Stk NPV COM 988498101 1,265,421 16,785 SH   SOLE 9 16,785 0 0
Yum Brands Inc Common Stk NPV COM 988498101 105,546 1,400 SH   SOLE 10 1,400 0 0
Zagg Inc Common Stock USD0.001 COM 98884U108 55,084 11,923 SH   SOLE 2 11,923 0 0
Zagg Inc Common Stock USD0.001 COM 98884U108 761,053 164,730 SH   SOLE 3 164,730 0 0
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 32,227,063 464,300 SH   SOLE 1 464,300 0 0
ZebraTechClass'A'ComStkUSD0.01 COM 989207105 69,410 1,000 SH   SOLE 3 1,000 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 38,372,998 405,720 SH   SOLE 1 405,720 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 13,831,474 146,241 SH   SOLE 2 146,241 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 120,662,232 1,275,769 SH   SOLE 3 1,275,769 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 2,003,204 21,180 SH   SOLE 4 21,180 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 9,269 98 SH   SOLE 7 98 0 0
Zimmer Hldgs Com Stk USD0.01 COM 98956P102 122,954 1,300 SH   SOLE 10 1,300 0 0
Zions Bancorp Common Stock NPV COM 989701107 26,841,072 866,400 SH   SOLE 1 866,400 0 0
Zions Bancorp Common Stock NPV COM 989701107 167,292 5,400 SH   SOLE 2 5,400 0 0
Zions Bancorp Common Stock NPV COM 989701107 105,332 3,400 SH   SOLE 3 3,400 0 0
Zoetis Inc CommonStock USD0.01 COM 98978V103 138,246 4,777 SH   SOLE 2 4,777 0 0
Zoetis Inc CommonStock USD0.01 COM 98978V103 696,354 24,062 SH   SOLE 3 24,062 0 0
Zumiez Inc Common Stock NPV COM 989817101 99,384 4,100 SH   SOLE 3 4,100 0 0