0001047469-11-007416.txt : 20110815
0001047469-11-007416.hdr.sgml : 20110815
20110815161041
ACCESSION NUMBER: 0001047469-11-007416
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP
CENTRAL INDEX KEY: 0001086619
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04731
FILM NUMBER: 111036396
BUSINESS ADDRESS:
STREET 1: TWO PORTLAND SQUARE
CITY: PORTLAND
STATE: ME
ZIP: 04101
13F-HR
1
a2204754z13f-hr.txt
13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30th, 2011
-----------------------
Check Here if Amendment / /; Amendment Number:
---------
This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Schroder Investment Management Group
------------------------------------
Address: 31 Gresham Street
------------------------------------
London, EC2V 7QA
------------------------------------
United Kingdom
------------------------------------
Form 13F File Number: 28-04731
---------------------
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jennifer Grunberg
-------------------------------
Title: Authorized Signatory
-------------------------------
Phone: (212)641-3903
-------------------------------
Signature, Place, and Date of Signing:
/s/ Jennifer Grunberg New York, NY 08/15/11
------------------------------- ----------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 7
--------------------
Form 13F Information Table Entry Total: 2,648
--------------------
Form 13F Information Table Value Total: $32,704,670,497.30
--------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-1732 Schroder Investment Management North America Inc.
------
2 Schroder Investment Management North America Ltd.
------
3 Schroder Investment Management Ltd.
------
4 Schroder Investment Management (Hong Kong) Ltd.
------
5 Schroder Investment Management (Japan) Ltd.
------
6 Schroder Investment Management (Singapore) Ltd.
------
7 Schroder & Co Limited
------
FORM 13F
US DOLLAR DENOMINATED HOLDINGS - SIM GROUP March 31, 2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ----------- ------------------- ----------- -------- ----------------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ -------------- --------- ----------- ---------- --- ---- ----------- -------- ---------- ------ ----
1st SourceCorp
CommonStock NPV COM 336901103 249191.1 12015 12,015 3 12,015
3M Co Common Stock
USD0.01 COM 88579Y101 5476164.75 57735 57,735 2 57,735
3M Co Common Stock
USD0.01 COM 88579Y101 38466132.95 405547 405,547 3 405,547
3M Co Common Stock
USD0.01 COM 88579Y101 37940 400 400 7 400
AAON Inc Common Stock
USD0.004 COM 360206 65520 3000 3,000 3 3,000
ABB Ltd ADR(Each Rep1
CHF1.54) COM 375204 51900 2000 2,000 4 2,000
Abbott Laboratories
ComStk NPV COM 2824100 9262856.46 176033 176,033 2 176,033
Abbott Laboratories
ComStk NPV COM 2824100 97266912.36 1848478 1,848,478 3 1,848,478
Abbott Laboratories
ComStk NPV COM 2824100 937372.68 17814 17,814 7 17,814
AboveNet Inc Com Stock
USD0.01 COM 00374N107 26957996 382600 382,600 1 382,600
AboveNet Inc Com Stock
USD0.01 COM 00374N107 162058 2300 2,300 2 2,300
AboveNet Inc Com Stock
USD0.01 COM 00374N107 591864 8400 8,400 3 8,400
Accenture A NewCS
USD0.0000225 COM G1151C101 2395773.84 39652 39,652 2 39,652
Accenture A NewCS
USD0.0000225 COM G1151C101 32080905.3 530965 530,965 3 530,965
ACE Limited CHF30.57(US
List.) COM H0023R105 7180962 109100 109,100 2 109,100
ACE Limited CHF30.57(US
List.) COM H0023R105 81700193.94 1241267 1,241,267 3 1,241,267
ACI Worldwide Com Stk
USD0.005 COM 4498101 16885 500 500 3 500
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 260464 22300 22,300 2 22,300
Activ.BlizzardCmStkUSD0.000001 COM 00507V109 288496 24700 24,700 3 24,700
Adobe Systems Inc NPV COM 00724F101 1308320 41600 41,600 2 41,600
Adobe Systems Inc NPV COM 00724F101 1034705 32900 32,900 3 32,900
Adobe Systems Inc NPV COM 00724F101 7862.5 250 250 7 250
Adv.AmericaCsh Com Stk
USD0.01 COM 00739W107 234260 34000 34,000 2 34,000
Adv.AmericaCsh Com Stk
USD0.01 COM 00739W107 6523224.63 946767 946,767 3 946,767
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 3608833 61700 61,700 2 61,700
AdvanceAutoPartsCmStkUSD0.0001 COM 00751Y106 37380959 639100 639,100 3 639,100
Advanced Energy
ComStkUSD0.001 COM 7973100 57681 3900 3,900 2 3,900
Advanced Energy
ComStkUSD0.001 COM 7973100 957475.02 64738 64,738 3 64,738
AdvancedBatteryTechnCSUSD0.001 COM 00752H102 131670 133000 133,000 2 133,000
AdvancedBatteryTechnCSUSD0.001 COM 00752H102 1712797.02 1730098 1,730,098 3 1,730,098
Aecom Technology
ComStkUSD0.01 COM 00766T100 30618066 1119900 1,119,900 1 1,119,900
Aecom Technology
ComStkUSD0.01 COM 00766T100 1216630 44500 44,500 3 44,500
AEROFLEX HOLDING
ComStk0.01 COM 7767106 10345500 570000 570,000 1 570,000
Aeropostale Inc Com
StkUSD0.01 COM 7865108 1808625 103350 103,350 2 103,350
Aeropostale Inc Com
StkUSD0.01 COM 7865108 24171875 1381250 1,381,250 3 1,381,250
Aetna Inc Common Stock
NPV COM 00817Y108 644287.17 14613 14,613 2 14,613
Aetna Inc Common Stock
NPV COM 00817Y108 8493365.33 192637 192,637 3 192,637
AffiliatedManagers Com
Stk NPV COM 8252108 71015 700 700 2 700
AffiliatedManagers Com
Stk NPV COM 8252108 1846390 18200 18,200 3 18,200
AFLAC Inc. Com Stk
USD0.10 COM 1055102 21932738.04 469853 469,853 1 469,853
AFLAC Inc. Com Stk
USD0.10 COM 1055102 5475564 117300 117,300 2 117,300
AFLAC Inc. Com Stk
USD0.10 COM 1055102 64279713.72 1377029 1,377,029 3 1,377,029
AFLAC Inc. Com Stk
USD0.10 COM 1055102 1315442.4 28180 28,180 4 28,180
AFLAC Inc. Com Stk
USD0.10 COM 1055102 8215.68 176 176 7 176
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 28580 400 400 2 400
AFP Provida ADS Repr1 Cm
ShNPV COM 00709P108 28580 400 400 3 400
AGCO Corp Common Stock
USD0.01 COM 1084102 80950.4 1640 1,640 2 1,640
AGCO Corp Common Stock
USD0.01 COM 1084102 14382714.24 291384 291,384 3 291,384
AGCO Corp Common Stock
USD0.01 COM 1084102 657820.72 13327 13,327 4 13,327
AGCO Corp Common Stock
USD0.01 COM 1084102 215209.6 4360 4,360 7 4,360
Agilent Technologies
USD0.01 COM 00846U101 595329.28 11648 11,648 3 11,648
AGL Resources Inc Com
Stk USD5 COM 1204106 7273818.54 178674 178,674 3 178,674
Agnico-EagleMinesComNPV(USLst) COM 8474108 3764189.38 59626 59,626 3 59,626
Agree Realty Cp REIT
USD0.0001 COM 8492100 1226006.32 54904 54,904 3 54,904
Agrium Inc Com NPV(US
Listing) COM 8916108 12928276.64 147314 147,314 2 147,314
Agrium Inc Com NPV(US
Listing) COM 8916108 16272283.68 185418 185,418 3 185,418
Agrium Incorporated
Common NPV COM 8916108 96607.50829 1100 1,100 2 1,100
Agrium Incorporated
Common NPV COM 8916108 1137685.148 12954 12,954 3 12,954
Air Products&Chemicals
ComUSD1 COM 9158106 7443005.76 77872 77,872 3 77,872
Aircastle Ltd ComStock
USD0.01 COM G0129K104 101760 8000 8,000 3 8,000
Airgas Inc Common
StockUSD0.01 COM 9363102 83313070.28 1189507 1,189,507 1 1,189,507
Airgas Inc Common
StockUSD0.01 COM 9363102 3067752 43800 43,800 3 43,800
AirmediaGrp ADR
(EachRep2 Ord) COM 9411109 4620800 1444000 1,444,000 4 1,444,000
AirTransportSvcs
ComStkUSD0.01 COM 00922R105 26715 3900 3,900 3 3,900
Alaska Airgroup Com.Stk
USD1 COM 11659109 369684 5400 5,400 2 5,400
Alaska Airgroup Com.Stk
USD1 COM 11659109 6310779.72 92182 92,182 3 92,182
AlaskaCommSysGp ComStk
USD0.01 COM 01167P101 165869 18700 18,700 3 18,700
Albemarle Corp Com Stk
USD0.01 COM 12653101 62280 900 900 2 900
Albemarle Corp Com Stk
USD0.01 COM 12653101 1093360 15800 15,800 3 15,800
Alcoa Inc Common Stock
USD1 COM 13817101 28738.32 1812 1,812 7 1,812
AlexionPharma.ComStk
USD0.0001 COM 15351109 852371.72 18124 18,124 3 18,124
Allegiant Travel
ComStkUSD0.01 COM 01748X102 11236500 227000 227,000 1 227,000
Allergan Inc Common
StkUSD0.01 COM 18490102 580335.75 6971 6,971 3 6,971
Alliance Fin Corp Com
Stk USD1 COM 19205103 62922.33 2061 2,061 3 2,061
Alliance Resource Ptnrs
LP NPV COM 01877R108 4445630 57400 57,400 2 57,400
Alliance Resource Ptnrs
LP NPV COM 01877R108 57363032.7 740646 740,646 3 740,646
Alliant Energy Com Stk
USD0.01 COM 18802108 728871.16 17926 17,926 3 17,926
AlliantTechsys Com Stk
USD0.01 COM 18804104 402943.17 5649 5,649 3 5,649
Allied Healthcare CS
USD0.01 COM 01923A109 5478 2200 2,200 3 2,200
Allied Nevada Gold CS
USD0.001 COM 19344100 2140415.55 60515 60,515 3 60,515
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 3529654 61300 61,300 2 61,300
AlliedWorldAssur.ComStkUSD0.03 COM H01531104 44673961.22 775859 775,859 3 775,859
Allstate Corp.Com Stk
USD0.01 COM 20002101 1920337 62900 62,900 2 62,900
Allstate Corp.Com Stk
USD0.01 COM 20002101 28763412.08 942136 942,136 3 942,136
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 257560 9400 9,400 2 9,400
AlmostFamily Inc
ComStkUSD0.10 COM 20409108 2551405.8 93117 93,117 3 93,117
AlphaNatResInc
ComStockUSD0.01 COM 02076X102 639704.32 14078 14,078 3 14,078
Altera Corp Com Stk
USD0.001 COM 21441100 449595 9700 9,700 2 9,700
Altera Corp Com Stk
USD0.001 COM 21441100 9804739.95 211537 211,537 3 211,537
Alterra Capital Holdings
USD1 COM G0229R108 1404900 63000 63,000 2 63,000
Alterra Capital Holdings
USD1 COM G0229R108 12136239.8 544226 544,226 3 544,226
Altisource Portolio
ComStkUSD1 COM L0175J104 15500160 421200 421,200 1 421,200
Altria Group
ComStockUSD0.3333 COM 02209S103 14729570.07 557727 557,727 1 557,727
Altria Group
ComStockUSD0.3333 COM 02209S103 1320500 50000 50,000 2 50,000
Altria Group
ComStockUSD0.3333 COM 02209S103 11707420.95 443295 443,295 3 443,295
Altria Group
ComStockUSD0.3333 COM 02209S103 2264921.6 85760 85,760 4 85,760
Altria Group
ComStockUSD0.3333 COM 02209S103 1284476.76 48636 48,636 7 48,636
Amazon Comm.Inc USD0.01 COM 23135106 22352392.92 109308 109,308 1 109,308
Amazon Comm.Inc USD0.01 COM 23135106 2168820.94 10606 10,606 2 10,606
Amazon Comm.Inc USD0.01 COM 23135106 7584534.1 37090 37,090 3 37,090
Amazon Comm.Inc USD0.01 COM 23135106 1188086.9 5810 5,810 4 5,810
Amazon Comm.Inc USD0.01 COM 23135106 8793.07 43 43 7 43
Ambassadors Grp ComStk
USD0.01 COM 23177108 12176570 1379000 1,379,000 1 1,379,000
Amcol Int'l Corp Com Stk
USD1 COM 02341W103 19404360 508500 508,500 1 508,500
Amdocs Limited Ord
USD0.01 COM G02602103 67046296.44 2206196 2,206,196 1 2,206,196
Amdocs Limited Ord
USD0.01 COM G02602103 416343 13700 13,700 2 13,700
Amdocs Limited Ord
USD0.01 COM G02602103 3148404 103600 103,600 3 103,600
Amdocs Limited Ord
USD0.01 COM G02602103 449772 14800 14,800 7 14,800
Amedisys Inc Com Stk
USD0.001 COM 23436108 11339054 425800 425,800 1 425,800
Amedisys Inc Com Stk
USD0.001 COM 23436108 516622 19400 19,400 2 19,400
Amedisys Inc Com Stk
USD0.001 COM 23436108 6025756.51 226277 226,277 3 226,277
Amer.Elec.Power
Com.USD6.50 COM 25537101 4205088 111600 111,600 3 111,600
Amerco Inc Common
StockUSD0.25 COM 23586100 38460 400 400 3 400
Ameren Corp Common Stk
USD0.01 COM 23608102 611408 21200 21,200 2 21,200
Ameren Corp Common Stk
USD0.01 COM 23608102 11373717.32 394373 394,373 3 394,373
Ameresco Inc ClsA CS
USD0.0001 COM 2.361E+111 3639523.88 256666 256,666 3 256,666
American Equity Com
Stock USD1 COM 25676206 90241 7100 7,100 2 7,100
American Equity Com
Stock USD1 COM 25676206 183024 14400 14,400 3 14,400
American Express
ComStkUSD0.20 COM 25816109 1526545.9 29527 29,527 2 29,527
American Express
ComStkUSD0.20 COM 25816109 9570497.2 185116 185,116 3 185,116
American Greetings
Com.'A'USD1 COM 26375105 10452592 434800 434,800 1 434,800
American Intl Grp Wts
19/01/21 COM 26874156 7803 765 765 3 765
American Intl Grp Wts
19/01/21 COM 26874156 520.2 51 51 7 51
American Intl.Gp.Com
USD2.50 COM 26874784 42044.88 1434 1,434 3 1,434
American Intl.Gp.Com
USD2.50 COM 26874784 2785.4 95 95 7 95
AmericanCapAgency REIT
USD0.01 COM 02503X105 244524 8400 8,400 2 8,400
AmericanCapAgency REIT
USD0.01 COM 02503X105 1109091 38100 38,100 3 38,100
AmericanDentalPrtns CS
USD0.01 COM 25353103 37247.04 2874 2,874 3 2,874
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 367200 28800 28,800 2 28,800
AmericanEagleOut.ComStkUSD0.01 COM 02553E106 744600 58400 58,400 3 58,400
AmericanFinancialGrp
ComStkNPV COM 25932104 1802345 50500 50,500 2 50,500
AmericanFinancialGrp
ComStkNPV COM 25932104 48959613.38 1371802 1,371,802 3 1,371,802
AmericanScience
ComStkUSD0.667 COM 29429107 56000 700 700 3 700
AmericanTowerCpClAComStUSD0.01 COM 29912201 104660 2000 2,000 2 2,000
AmericanTowerCpClAComStUSD0.01 COM 29912201 78495 1500 1,500 3 1,500
AMERICA'S CAR-MART INC COM 03062T105 82500 2500 2,500 2 2,500
AMERICA'S CAR-MART INC COM 03062T105 129888 3936 3,936 3 3,936
Amerigas Partners
CommonStkNPV COM 30975106 747498 16600 16,600 2 16,600
Amerigas Partners
CommonStkNPV COM 30975106 9179365.5 203850 203,850 3 203,850
AMERIGROUP CommonStock
USD0.01 COM 03073T102 62460661.68 886344 886,344 1 886,344
AMERIGROUP CommonStock
USD0.01 COM 03073T102 2163429 30700 30,700 2 30,700
AMERIGROUP CommonStock
USD0.01 COM 03073T102 30374402.22 431026 431,026 3 431,026
Ameriprise Fin.Com Stk
USD0.01 COM 03076C106 721000 12500 12,500 3 12,500
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 4392540 106100 106,100 2 106,100
Amerisc.Berg
ClsAComStkUSD0.01 COM 03073E105 35525340 858100 858,100 3 858,100
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 13744788 510200 510,200 2 510,200
AmerMovilSAB
ADR(Rep20Sr'L'Sh) COM 02364W105 133870113.3 4969195 4,969,195 3 4,969,195
Amgen Inc Common Stk
USD0.0001 COM 31162100 5413246.2 92772 92,772 1 92,772
Amgen Inc Common Stk
USD0.0001 COM 31162100 3671732.1 62926 62,926 2 62,926
Amgen Inc Common Stk
USD0.0001 COM 31162100 26079474.15 446949 446,949 3 446,949
Amgen Inc Common Stk
USD0.0001 COM 31162100 552574.5 9470 9,470 4 9,470
Amgen Inc Common Stk
USD0.0001 COM 31162100 3676.05 63 63 7 63
AmkorTechnology
ComStkUSD0.001 COM 31652100 600341 97300 97,300 2 97,300
AmkorTechnology
ComStkUSD0.001 COM 31652100 7950692.85 1288605 1,288,605 3 1,288,605
Ampco-Pittsburgh Com Stk
USD1 COM 32037103 21105 900 900 3 900
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 140374 2600 2,600 2 2,600
Amphenol
Corp.Cl'A'ComUSD0.001 COM 32095101 9469846 175400 175,400 3 175,400
Amsurg Corp Common Stock
NPV COM 03232P405 859677 32900 32,900 2 32,900
Amsurg Corp Common Stock
NPV COM 03232P405 11368326.84 435068 435,068 3 435,068
AmTrustFinancial CmStk
USD0.01 COM 32359309 1672052 73400 73,400 2 73,400
AmTrustFinancial CmStk
USD0.01 COM 32359309 11483762.48 504116 504,116 3 504,116
Anadarko Petrol.ComStk
USD0.10 COM 32511107 568024 7400 7,400 2 7,400
Anadarko Petrol.ComStk
USD0.10 COM 32511107 2648987.6 34510 34,510 3 34,510
Anadigics Inc ComStock
USD0.01 COM 32515108 14486730 4513000 4,513,000 1 4,513,000
AnalogDevices Com Stk
USD0.166 COM 32654105 1753472 44800 44,800 2 44,800
AnalogDevices Com Stk
USD0.166 COM 32654105 6167524.64 157576 157,576 3 157,576
Andersons Inc (The)
ComStk NPV COM 34164103 177450 4200 4,200 3 4,200
Anheuser-Busch
ADR(Rep1OrdNPV) COM 03524A108 115961.99 1999 1,999 2 1,999
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 784740 43500 43,500 2 43,500
AnnalyCapitalMgmt REIT
USD0.01 COM 35710409 19480475.96 1079849 1,079,849 3 1,079,849
Anworth MtgeAsset REIT
USD0.01 COM 37347101 109646 14600 14,600 2 14,600
AON Corporation Com Stk
USD1 COM 37389103 191502.9 3733 3,733 4 3,733
Apache Corp CommonStk
USD0.625 COM 37411105 8921097 72300 72,300 2 72,300
Apache Corp CommonStk
USD0.625 COM 37411105 163218687.9 1322787 1,322,787 3 1,322,787
Apollo Commercial REIT
USD0.01 COM 03762U105 174096 10800 10,800 3 10,800
APOLLO GLOBAL M
ComStkUSD0.01 COM 37612306 19217560 1117300 1,117,300 1 1,117,300
Apollo Grp Cls'A'Com Stk
NPV COM 37604105 30576 700 700 2 700
Apollo Grp Cls'A'Com Stk
NPV COM 37604105 16384368 375100 375,100 3 375,100
Apple Inc Common Stock
NPV COM 37833100 67346143.44 200632 200,632 1 200,632
Apple Inc Common Stock
NPV COM 37833100 15252509.13 45439 45,439 2 45,439
Apple Inc Common Stock
NPV COM 37833100 143753027.2 428257 428,257 3 428,257
Apple Inc Common Stock
NPV COM 37833100 7272961.89 21667 21,667 4 21,667
Apple Inc Common Stock
NPV COM 37833100 2853195 8500 8,500 5 8,500
Apple Inc Common Stock
NPV COM 37833100 1271517.96 3788 3,788 7 3,788
Applied
MaterialsComStkUSD0.01 COM 38222105 3270714 251400 251,400 2 251,400
Applied
MaterialsComStkUSD0.01 COM 38222105 58571943.71 4502071 4,502,071 3 4,502,071
AppliedIndustrialTechComStkNPV COM 03820C105 55651664.1 1562810 1,562,810 1 1,562,810
AppliedIndustrialTechComStkNPV COM 03820C105 1506303 42300 42,300 3 42,300
AptarGroup Inc CommStk
USD0.01 COM 38336103 1339904 25600 25,600 2 25,600
AptarGroup Inc CommStk
USD0.01 COM 38336103 3354994 64100 64,100 3 64,100
AquaAmericaInc Com Stk
USD0.50 COM 03836W103 59346 2700 2,700 2 2,700
AquaAmericaInc Com Stk
USD0.50 COM 03836W103 303324 13800 13,800 3 13,800
Arbitron Common Stock
USD0.50 COM 03875Q108 30063442 727400 727,400 1 727,400
Arbor RealtyTrust REIT
USD0.01 COM 38923108 141804 30300 30,300 3 30,300
Arch Capital Com Stk
USD0.01 COM G0450A105 3249456 101800 101,800 2 101,800
Arch Capital Com Stk
USD0.01 COM G0450A105 27157855.2 850810 850,810 3 850,810
Arch Chemicals Inc
ComStk USD1 COM 03937R102 268632 7800 7,800 2 7,800
Arch Chemicals Inc
ComStk USD1 COM 03937R102 34577.76 1004 1,004 3 1,004
Arch Coal Inc Com Stk
USD0.01 COM 39380100 298592 11200 11,200 2 11,200
Arch Coal Inc Com Stk
USD0.01 COM 39380100 1626260 61000 61,000 3 61,000
Archer-Daniels-Midland
Com NPV COM 39483102 108540 3600 3,600 2 3,600
Archer-Daniels-Midland
Com NPV COM 39483102 5680048.95 188393 188,393 3 188,393
AresCapitalCorp
ComStkUSD0.001 COM 04010L103 22498 1400 1,400 3 1,400
Ariba Inc CommonStock
USD0.002 COM 04033V203 15580440 452000 452,000 1 452,000
Arling.AssetInv A CS
USD0.01 COM 41356205 72197 2300 2,300 2 2,300
Arling.AssetInv A CS
USD0.01 COM 41356205 78475 2500 2,500 3 2,500
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 8206120.49 288643 288,643 1 288,643
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 992775.6 34920 34,920 3 34,920
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 132768.1 4670 4,670 4 4,670
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 972306 34200 34,200 5 34,200
ARM HldgsADR(EchRep3
Ord0.05p) COM 42068106 8074.12 284 284 7 284
ARMOURResidential CS
USD0.0001 COM 42315101 322179.9 43834 43,834 3 43,834
Arrow FinancialCorp
ComStkUSD1 COM 42744102 22683.69 927 927 3 927
ArrowElectronicsInc
ComStkUSD1 COM 42735100 46453149.5 1119353 1,119,353 1 1,119,353
ArrowElectronicsInc
ComStkUSD1 COM 42735100 958650 23100 23,100 2 23,100
ArrowElectronicsInc
ComStkUSD1 COM 42735100 24100502.5 580735 580,735 3 580,735
Ascena Retail Group CS
USD0.01 COM 04351G101 1014690 29800 29,800 2 29,800
Ascena Retail Group CS
USD0.01 COM 04351G101 4126860 121200 121,200 3 121,200
Ashland Inc Common Stock
USD1 COM 44209104 1415178 21900 21,900 3 21,900
AsiaInfo-Linkage
ComStkUSD0.01 COM 04518A104 48823848 2948300 2,948,300 4 2,948,300
ASM International NV
EUR0.04 COM N07045102 2210726.35 55897 55,897 2 55,897
ASM International NV
EUR0.04 COM N07045102 36513746.5 923230 923,230 3 923,230
AspenInsur.Hldgs
USD0.15144558 COM G05384105 288176 11200 11,200 2 11,200
AspenInsur.Hldgs
USD0.15144558 COM G05384105 1078087 41900 41,900 3 41,900
Assurant Inc Com Stock
USD0.01 COM 04621X108 1178775 32500 32,500 2 32,500
Assurant Inc Com Stock
USD0.01 COM 04621X108 14042111.85 387155 387,155 3 387,155
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 1374933 84300 84,300 2 84,300
AssuredGuarantyLtdCmStkUSD0.01 COM G0585R106 14486232.11 888181 888,181 3 888,181
ASTA FundingInc ComStk
USD0.01 COM 46220109 6712 800 800 3 800
AT&T Incorporated Com
Stk USD1 COM 00206R102 9172944.99 292039 292,039 2 292,039
AT&T Incorporated Com
Stk USD1 COM 00206R102 79284022.65 2524165 2,524,165 3 2,524,165
AT&T Incorporated Com
Stk USD1 COM 00206R102 172755 5500 5,500 5 5,500
AT&T Incorporated Com
Stk USD1 COM 00206R102 62820 2000 2,000 7 2,000
AtlanticTele-NwrkComStkUSD0.01 COM 49079205 406616 10600 10,600 3 10,600
AtlasAirWorldwideComStkUSD0.01 COM 49164205 6926964 116400 116,400 1 116,400
Atmel Corp Common Stock
NPV COM 49513104 48803202 3468600 3,468,600 1 3,468,600
Atmel Corp Common Stock
NPV COM 49513104 23919 1700 1,700 2 1,700
Atmel Corp Common Stock
NPV COM 49513104 1471722 104600 104,600 3 104,600
Atmos Energy Corp Comm
Stk NPV COM 49560105 571900 17200 17,200 2 17,200
Atmos Energy Corp Comm
Stk NPV COM 49560105 13656140.75 410711 410,711 3 410,711
Atrion Corp Common Stk
USD0.10 COM 49904105 39560 200 200 3 200
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 1672527 37900 37,900 2 37,900
Atwood Oceanics
Inc.ComStkUSD1 COM 50095108 10666221 241700 241,700 3 241,700
AU OptronicsCorp
ADR(Rep10Ord) COM 2255107 1589968 231100 231,100 2 231,100
AU OptronicsCorp
ADR(Rep10Ord) COM 2255107 291712 42400 42,400 3 42,400
Audiovox Corp
'A'ComStkUSD0.01 COM 50757103 21024.36 2781 2,781 3 2,781
AuRico Gold Com NPV (US
List) COM 05155C105 2632357.77 239523 239,523 3 239,523
Aurizon Mines Ltd Com
Stk NPV COM 05155P106 14559.72495 2600 2,600 3 2,600
Auto Data ProcessCmStk
USD0.10 COM 53015103 1764780 33500 33,500 2 33,500
Auto Data ProcessCmStk
USD0.10 COM 53015103 6133427.04 116428 116,428 3 116,428
Autodesk Common Stock
USD0.01 COM 52769106 9650 250 250 7 250
Autoliv Inc Common Stock
USD1 COM 52800109 44516766.3 567454 567,454 1 567,454
Autoliv Inc Common Stock
USD1 COM 52800109 431475 5500 5,500 2 5,500
Autoliv Inc Common Stock
USD1 COM 52800109 6354450 81000 81,000 3 81,000
AVEO Pharmac. Com Stk
USD0.001 COM 53588109 16488 800 800 3 800
Avery Dennison Com Stk
USD1 COM 53611109 486738 12600 12,600 2 12,600
Avery Dennison Com Stk
USD1 COM 53611109 448108 11600 11,600 3 11,600
Avista Corporation Com
Stk NPV COM 05379B107 9459828.7 368230 368,230 3 368,230
Avnet Com.USD1 COM 53807103 17170568 538600 538,600 1 538,600
Avnet Com.USD1 COM 53807103 1029724 32300 32,300 2 32,300
Avnet Com.USD1 COM 53807103 5732024 179800 179,800 3 179,800
Avon Products Com Stk
USD0.25 COM 54303102 840000 30000 30,000 3 30,000
AVX Corp. Com Stk
USD0.01 COM 2444107 21595.08 1417 1,417 3 1,417
Axis Capital Hldgs
USD0.0125 COM G0692U109 717095.52 23162 23,162 2 23,162
Axis Capital Hldgs
USD0.0125 COM G0692U109 11069190.72 357532 357,532 3 357,532
AZZ Incorporated Com Stk
USD1 COM 2474104 169460 3700 3,700 2 3,700
AZZ Incorporated Com Stk
USD1 COM 2474104 132820 2900 2,900 3 2,900
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 61152171.48 436396 436,396 2 436,396
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 71410808.52 509604 509,604 3 509,604
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 25335504 180800 180,800 4 180,800
BaiduIncADR(EchRp0.10ClsA
Shs) COM 56752108 334210.05 2385 2,385 7 2,385
Baker Hughes Common Stk
USD1 COM 57224107 26339715.36 363006 363,006 1 363,006
Baker Hughes Common Stk
USD1 COM 57224107 562194.88 7748 7,748 2 7,748
Baker Hughes Common Stk
USD1 COM 57224107 129470114.1 1784318 1,784,318 3 1,784,318
Baker Hughes Common Stk
USD1 COM 57224107 2853639.68 39328 39,328 4 39,328
Baker Hughes Common Stk
USD1 COM 57224107 3105568 42800 42,800 5 42,800
Baker Hughes Common Stk
USD1 COM 57224107 1094422.48 15083 15,083 7 15,083
Ball Corp. Com Stk NPV COM 58498106 27974611.74 727369 727,369 1 727,369
Ball Corp. Com Stk NPV COM 58498106 449982 11700 11,700 2 11,700
Ball Corp. Com Stk NPV COM 58498106 419214 10900 10,900 3 10,900
Ball Corp. Com Stk NPV COM 58498106 2881423.2 74920 74,920 4 74,920
Ball Corp. Com Stk NPV COM 58498106 11576.46 301 301 7 301
Bally Tech Inc Com Stk
USD0.10 COM 05874B107 73825738.56 1814792 1,814,792 1 1,814,792
Bally Tech Inc Com Stk
USD0.10 COM 05874B107 1497024 36800 36,800 3 36,800
BancFirst Corp Com Stock
USD1 COM 05945F103 42460 1100 1,100 3 1,100
Banco Macro SA
ADR(Rp10'B'Shs) COM 05961W105 890664 23600 23,600 3 23,600
BancolombiaSAADR(Repr4PrfCOP10 COM 05968L102 23982228.16 359392 359,392 3 359,392
Bank of America ComStk
USD0.01 COM 60505104 4351668 397050 397,050 2 397,050
Bank of America ComStk
USD0.01 COM 60505104 33015421.76 3012356 3,012,356 3 3,012,356
Bank of America ComStk
USD0.01 COM 60505104 10992.88 1003 1,003 7 1,003
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 30042616 645800 645,800 1 645,800
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 1074612 23100 23,100 2 23,100
Bank of HawaiiCp
ComStkUSD0.01 COM 62540109 11520445.4 247645 247,645 3 247,645
Bank of Kentucky Fin
ComStkNPV COM 62896105 8908 400 400 3 400
Bank of Montreal Common
NPV COM 63671101 3467345.608 54500 54,500 2 54,500
Bank of Montreal Common
NPV COM 63671101 49482330.12 777767 777,767 3 777,767
Bank Of Nova Scotia
Cap.Stk. COM 64149107 7636367.139 126765 126,765 3 126,765
Banner Corp Common Stk
USD0.01 COM 06652V208 97247.5 5557 5,557 3 5,557
Bard (C.R) Com.USD0.25 COM 67383109 2537766 23100 23,100 2 23,100
Bard (C.R) Com.USD0.25 COM 67383109 22633576.92 206022 206,022 3 206,022
Barrick Gold Corp Common
NPV COM 67901108 2193351.009 48300 48,300 2 48,300
Barrick Gold Corp Common
NPV COM 67901108 19376871.13 426700 426,700 3 426,700
Baxter Intl.Comon USD1 COM 71813109 21786670.93 364997 364,997 1 364,997
Baxter Intl.Comon USD1 COM 71813109 4582520.68 76772 76,772 2 76,772
Baxter Intl.Comon USD1 COM 71813109 39858713.78 667762 667,762 3 667,762
Baxter Intl.Comon USD1 COM 71813109 1415249.9 23710 23,710 4 23,710
Baxter Intl.Comon USD1 COM 71813109 1737575.9 29110 29,110 5 29,110
Baxter Intl.Comon USD1 COM 71813109 9729.47 163 163 7 163
Baytex Energy Corp
Common NPV COM 07317Q105 442839.6342 8100 8,100 2 8,100
Baytex Energy Corp
Common NPV COM 07317Q105 2815585.328 51500 51,500 3 51,500
BB&T Corp Common Stock
USD5 COM 54937107 381128 14200 14,200 3 14,200
BCE Incorporated Common
NPV COM 05534B760 1200131.995 30600 30,600 2 30,600
BCE Incorporated Common
NPV COM 05534B760 20360670.71 519140 519,140 3 519,140
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 66793650.33 3259817 3,259,817 2 3,259,817
BcoBradesco
SponADR(Rp1PrfNPV) COM 59460303 460657511.9 22482065 22,482,065 3 22,482,065
BcoSantan.ChileADR(1039ComNPV) COM 05965X109 25024286.55 266755 266,755 3 266,755
Becton Dickinson
Com.USD1 COM 75887109 4170628 48400 48,400 2 48,400
Becton Dickinson
Com.USD1 COM 75887109 36096182.15 418895 418,895 3 418,895
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 2206386 37800 37,800 2 37,800
Bed Bath & Beyond CmSk
USD0.01 COM 75896100 14802632 253600 253,600 3 253,600
Bemis Co Inc Com Stk
USD0.10 COM 81437105 2617950 77500 77,500 3 77,500
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 54699549.44 1686176 1,686,176 1 1,686,176
Berkley(W.R.)CorpComStkUSD0.20 COM 84423102 1952888 60200 60,200 3 60,200
BerkshireHath.BComStkUSD0.0033 COM 84670702 4434447 57300 57,300 2 57,300
BerkshireHath.BComStkUSD0.0033 COM 84670702 7929379.4 102460 102,460 3 102,460
BerkshireHathawayCnvCls'A'USD5 COM 84670108 348315 3 3 3 3
Best Buy Co Common Stk
USD0.10 COM 86516101 3659265 116500 116,500 2 116,500
Best Buy Co Common Stk
USD0.10 COM 86516101 51343539.84 1634624 1,634,624 3 1,634,624
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 284464 36800 36,800 2 36,800
BGC Partners 'A'ComStk
USD0.01 COM 05541T101 1697894.5 219650 219,650 3 219,650
Big Lots Inc Common
StkUSD0.01 COM 89302103 1952535 58900 58,900 2 58,900
Big Lots Inc Common
StkUSD0.01 COM 89302103 15693210 473400 473,400 3 473,400
Biogen Idec Com Stk
USD0.0005 COM 09062X103 1315116 12300 12,300 2 12,300
Biogen Idec Com Stk
USD0.0005 COM 09062X103 7151558.04 66887 66,887 3 66,887
BioMarin
Pharma.ComStkUSD0.001 COM 09061G101 556879.86 20466 20,466 3 20,466
Bio-RadLab.'A'ComStk
USD0.0001 COM 90572207 345547.2 2895 2,895 3 2,895
Bio-ReferenceLabs
CmStkUSD0.01 COM 09057G602 144210 6900 6,900 2 6,900
Bio-ReferenceLabs
CmStkUSD0.01 COM 09057G602 186010 8900 8,900 3 8,900
BJ'sWholesaleClubComStkUSD0.01 COM 05548J106 422940 8400 8,400 2 8,400
BJ'sWholesaleClubComStkUSD0.01 COM 05548J106 1850765.3 36758 36,758 3 36,758
Bk of Marin Bancorp
ComStk NPV COM 63425102 35370 1000 1,000 3 1,000
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 2682414 104700 104,700 2 104,700
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 29416884 1148200 1,148,200 3 1,148,200
Bk ofNY MellonCp
ComStkUSD0.01 COM 64058100 409920 16000 16,000 7 16,000
BkoftheOzarksIncComStk
USD0.01 COM 63904106 187416 3600 3,600 2 3,600
BkoftheOzarksIncComStk
USD0.01 COM 63904106 104120 2000 2,000 3 2,000
Blackbaud Inc Com.Stk
USD0.001 COM 09227Q100 875952 31600 31,600 3 31,600
Block (H&R) Com NPV COM 93671105 2057932 128300 128,300 3 128,300
BMB Munia Inc Com Stk
USD0.001 COM 09656A105 50794.92 50800 50,800 3 50,800
BMC Software Inc
ComStkUSD0.01 COM 55921100 2505260 45800 45,800 2 45,800
BMC Software Inc
ComStkUSD0.01 COM 55921100 18081632 330560 330,560 3 330,560
Boeing Co.Com USD5 COM 97023105 1190273 16100 16,100 2 16,100
Boeing Co.Com USD5 COM 97023105 4295333 58100 58,100 3 58,100
Boise Inc Common Stk
USD0.0001 COM 09746Y105 45961 5900 5,900 3 5,900
BOK
FinancialCpCmStkUSD0.00006 COM 05561Q201 27385 500 500 3 500
Bolt Technology Corp
ComStkNPV COM 97698104 13640 1100 1,100 3 1,100
BONA FILM GROUP LTD-SPON
ADR COM 09777B107 2974293.1 803863 803,863 4 803,863
Books-A-Million ComStk
USD0.01 COM 98570104 62959.68 18144 18,144 3 18,144
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 40646580.06 503114 503,114 1 503,114
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 12075196.56 149464 149,464 3 149,464
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 3945783.6 48840 48,840 4 48,840
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 1195692 14800 14,800 5 14,800
BorgWarnerInc
CommonStkUSD0.01 COM 99724106 245520.81 3039 3,039 7 3,039
BostonBeerCo
Cls'A'CmSkUSD0.01 COM 100557107 1066240 11900 11,900 3 11,900
BostonScientific
ComStkUSD0.01 COM 101137107 417854.61 60471 60,471 3 60,471
BP Prudhoe Bay Units of
BenInt COM 55630107 1942884 17400 17,400 2 17,400
BP Prudhoe Bay Units of
BenInt COM 55630107 9881910 88500 88,500 3 88,500
BP Spon ADR(Rep 6 Ord
USD0.25) COM 55622104 35166.26 794 794 7 794
BrasilFoods
ADR(EachRep1Share) COM 10552T107 10825305.81 624657 624,657 2 624,657
BrasilFoods
ADR(EachRep1Share) COM 10552T107 75616734.19 4363343 4,363,343 3 4,363,343
BridgepointEducation
CSUSD0.01 COM 10807M105 1550000 62000 62,000 2 62,000
BridgepointEducation
CSUSD0.01 COM 10807M105 5320000 212800 212,800 3 212,800
Brightpoint Inc ComStk
USD0.01 COM 109473405 267630 33000 33,000 2 33,000
Brightpoint Inc ComStk
USD0.01 COM 109473405 1835803.93 226363 226,363 3 226,363
Brinker Intl. Com Stk
USD0.10 COM 109641100 584594 23900 23,900 2 23,900
Brinker Intl. Com Stk
USD0.10 COM 109641100 10610748 433800 433,800 3 433,800
Bristol-MyersSquibb CS
USD0.10 COM 110122108 7919720.16 273471 273,471 2 273,471
Bristol-MyersSquibb CS
USD0.10 COM 110122108 103475325.3 3573043 3,573,043 3 3,573,043
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 13658445.52 406018 406,018 1 406,018
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 1419608 42200 42,200 2 42,200
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 13128279.12 390258 390,258 3 390,258
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 826534.8 24570 24,570 4 24,570
BroadcomCp
Cls'A'CmStUSD0.0001 COM 111320107 6391.6 190 190 7 190
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 1747482 72600 72,600 2 72,600
Broadridge Fin.Com Stk
USD0.01 COM 11133T103 17466997.25 725675 725,675 3 725,675
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 15376738 2380300 2,380,300 1 2,380,300
BrocadeComm.Sys.ComStkUSD0.001 COM 111621306 877914 135900 135,900 3 135,900
BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 39129800 1613600 1,613,600 1 1,613,600
BrookdaleSeniorLivCmStkUSD0.01 COM 112463104 783275 32300 32,300 3 32,300
BrookfieldOfficePropert.ComNPV COM 112900105 93700.22988 4850 4,850 3 4,850
BROOKS AUTO COM STK
USD0.01 COM 114340102 549516 50600 50,600 2 50,600
BROOKS AUTO COM STK
USD0.01 COM 114340102 3272183.16 301306 301,306 3 301,306
Brown & Brown Common
StkUSD0.1 COM 115236101 17089560 666000 666,000 1 666,000
Brown-Forman 'B'
Com.USD0.15 COM 115637209 44814 600 600 2 600
Brown-Forman 'B'
Com.USD0.15 COM 115637209 6619401.25 88625 88,625 3 88,625
Bsquare Corporation
ComStk NPV COM 11776U300 20691 3300 3,300 3 3,300
Buckeye Partners Units
NPV COM 118230101 1607027.52 24892 24,892 3 24,892
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 1955660 45800 45,800 2 45,800
Buckle Inc.(The)ComStk
USD0.01 COM 118440106 20624100 483000 483,000 3 483,000
BucyrusIntlCls'A'ComStkUSD0.01 COM 118759109 531628 5800 5,800 3 5,800
Buffalo Wild Wings Com
Stk NPV COM 119848109 13262 200 200 3 200
Bunge Ltd Common Stock
USD0.01 COM G16962105 4041504.25 58615 58,615 3 58,615
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 1072224 13600 13,600 2 13,600
C.H.RobinsonWorld.ComStkUSD0.1 COM 12541W209 5118923.52 64928 64,928 3 64,928
CA Inc Common Stock
USD0.10 COM 12673P105 1032368 45200 45,200 2 45,200
CA Inc Common Stock
USD0.10 COM 12673P105 24877328 1089200 1,089,200 3 1,089,200
Cabot Corp Common Stock
USD1 COM 127055101 68153339.43 1709389 1,709,389 1 1,709,389
Cabot Corp Common Stock
USD1 COM 127055101 1104399 27700 27,700 2 27,700
Cabot Corp Common Stock
USD1 COM 127055101 3077964 77200 77,200 3 77,200
CabotMicroelect.ComStkUSD0.001 COM 12709P103 947988 20400 20,400 1 20,400
CabotMicroelect.ComStkUSD0.001 COM 12709P103 404289 8700 8,700 3 8,700
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 1539152 24400 24,400 2 24,400
CACI Intl Cls'A'ComStk
USD0.10 COM 127190304 10845407.48 171931 171,931 3 171,931
CadenceDesignSyst.ComSkUSD0.01 COM 127387108 23154912 2192700 2,192,700 1 2,192,700
CAE Inc. Com NPV COM 124765108 1929298.368 143000 143,000 3 143,000
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 508200 35000 35,000 2 35,000
CalamosAssetMgmt
ACmStkUSD0.01 COM 12811R104 2877791.4 198195 198,195 3 198,195
Calavo Growers ComStk
USD0.001 COM 128246105 40014 1900 1,900 2 1,900
Calavo Growers ComStk
USD0.001 COM 128246105 29484 1400 1,400 3 1,400
Callon Petroleum
ComStkUSD0.01 COM 13123X102 28080 4000 4,000 3 4,000
Cal-MaineFoodsIncComStkUSD0.01 COM 128030202 367540 11500 11,500 2 11,500
Cal-MaineFoodsIncComStkUSD0.01 COM 128030202 5912248.44 184989 184,989 3 184,989
Calpine Corp Com Stk
USD0.001 COM 131347304 28076797.41 1740657 1,740,657 1 1,740,657
Calpine Corp Com Stk
USD0.001 COM 131347304 17764549.68 1101336 1,101,336 3 1,101,336
Calpine Corp Com Stk
USD0.001 COM 131347304 3953140.4 245080 245,080 4 245,080
Calpine Corp Com Stk
USD0.001 COM 131347304 2145290 133000 133,000 5 133,000
Calpine Corp Com Stk
USD0.001 COM 131347304 401459.57 24889 24,889 7 24,889
Cambrex Corp Com Stk
USD0.10 COM 132011107 22638 4900 4,900 3 4,900
Cameco Corp Com NPV (US
List.) COM 13321L108 3030.25 115 115 7 115
Cameco Corporation
Common NPV COM 13321L108 2007860.238 76108 76,108 3 76,108
CampbellSoupCoCapStkUSD0.0375 COM 134429109 2815825 81500 81,500 2 81,500
CampbellSoupCoCapStkUSD0.0375 COM 134429109 36380286.25 1052975 1,052,975 3 1,052,975
Canadian Imp.Bk.Com.NPV COM 136069101 2613869.88 33100 33,100 3 33,100
Canadian Nat'l Railway
CmSkNPV COM 136375102 631964.6539 7900 7,900 2 7,900
Canadian Nat'l Railway
CmSkNPV COM 136375102 16708505.49 208868 208,868 3 208,868
CanadianNaturalRes.
Common NPV COM 136385101 234621.3395 5596 5,596 2 5,596
CanadianNaturalRes.
Common NPV COM 136385101 9248005.109 220576 220,576 3 220,576
CanonADR(EachRp1OrdJPY50)(MGT) COM 138006309 83663.22 1758 1,758 2 1,758
Capella
EducationComStkUSD0.01 COM 139594105 7545555 180300 180,300 1 180,300
Capella
EducationComStkUSD0.01 COM 139594105 263655 6300 6,300 2 6,300
Capella
EducationComStkUSD0.01 COM 139594105 20925 500 500 3 500
Capital One Fin.ComStk
USD0.01 COM 14040H105 697545 13500 13,500 2 13,500
Capital One Fin.ComStk
USD0.01 COM 14040H105 1263383.17 24451 24,451 3 24,451
CapitalSourceInc
ComStkUSD0.01 COM 14055X102 6.45 1 1 3 1
Capstead Mortgage REIT
USD0.01 COM 14067E506 719580 53700 53,700 2 53,700
Capstead Mortgage REIT
USD0.01 COM 14067E506 7981040 595600 595,600 3 595,600
Carbo Ceramics Com Stk
USD0.01 COM 140781105 391080 2400 2,400 2 2,400
Carbo Ceramics Com Stk
USD0.01 COM 140781105 2623495 16100 16,100 3 16,100
Cardinal Health Corp
ComStkNPV COM 14149Y108 5529339.96 121738 121,738 3 121,738
Career Education
ComStkUSD0.01 COM 141665109 2038860 96400 96,400 2 96,400
Career Education
ComStkUSD0.01 COM 141665109 15225948.45 719903 719,903 3 719,903
CareFusion Corp ComStk
USD0.01 COM 14170T101 35489454 1306200 1,306,200 1 1,306,200
CareFusion Corp ComStk
USD0.01 COM 14170T101 1260688 46400 46,400 3 46,400
CarnivalCpComStkUSD0.01-Paired COM 143658300 6811744.97 181019 181,019 1 181,019
CarnivalCpComStkUSD0.01-Paired COM 143658300 6284.21 167 167 7 167
CARRIZO OIL & GAS
COMSTKUSD1 COM 144577103 15021650 359800 359,800 1 359,800
Carter Hldgs Com Stock
USD0.01 COM 146229109 38302352 1245200 1,245,200 1 1,245,200
Carter Hldgs Com Stock
USD0.01 COM 146229109 1338060 43500 43,500 3 43,500
Cash America Com Stock
USD0.10 COM 14754D100 10815903 186900 186,900 1 186,900
Cash America Com Stock
USD0.10 COM 14754D100 1030086 17800 17,800 2 17,800
Cash America Com Stock
USD0.10 COM 14754D100 5769060.3 99690 99,690 3 99,690
Caterpillar Common Stk
USD1 COM 149123101 33540010.08 315048 315,048 1 315,048
Caterpillar Common Stk
USD1 COM 149123101 1885193.68 17708 17,708 2 17,708
Caterpillar Common Stk
USD1 COM 149123101 13233190.92 124302 124,302 3 124,302
Caterpillar Common Stk
USD1 COM 149123101 2114295.6 19860 19,860 4 19,860
Caterpillar Common Stk
USD1 COM 149123101 14265.64 134 134 7 134
CBL & Associates
ComStkUSD0.01 COM 124830100 239316 13200 13,200 2 13,200
CBL & Associates
ComStkUSD0.01 COM 124830100 112406 6200 6,200 3 6,200
CBRichardEllis'A'CmStk
USD0.01 COM 12497T101 283743 11300 11,300 2 11,300
CBRichardEllis'A'CmStk
USD0.01 COM 12497T101 238545 9500 9,500 3 9,500
Celanese A USD0.0001 (US
List) COM 150870103 26767270.86 502106 502,106 1 502,106
Celanese A USD0.0001 (US
List) COM 150870103 130716.12 2452 2,452 2 2,452
Celanese A USD0.0001 (US
List) COM 150870103 49161042.63 922173 922,173 3 922,173
Celanese A USD0.0001 (US
List) COM 150870103 3918658.17 73507 73,507 4 73,507
Celanese A USD0.0001 (US
List) COM 150870103 1012890 19000 19,000 5 19,000
Celanese A USD0.0001 (US
List) COM 150870103 664402.53 12463 12,463 7 12,463
Celgene Corp Com Stk
USD0.01 COM 151020104 488592 8100 8,100 2 8,100
Celgene Corp Com Stk
USD0.01 COM 151020104 2792996.96 46303 46,303 3 46,303
Cellcom Israel Limited
ILS0.01 COM M2196U109 213841228.1 76979 76,979 2 76,979
Cellcom Israel Limited
ILS0.01 COM M2196U109 1693709531 609705 609,705 3 609,705
Cellcom Israel Ltd
ILS0.01(US) COM M2196U109 959112 34600 34,600 3 34,600
CemexSAB
SpnADR(EachRepr10CPO) COM 151290889 18194650.2 2115657 2,115,657 3 2,115,657
Cenovus Energy Inc
Common NPV COM 15135U109 5967869.481 158100 158,100 3 158,100
Centene Corp Com Stk
USD0.001 COM 15135B101 47792753.14 1345138 1,345,138 1 1,345,138
Centene Corp Com Stk
USD0.001 COM 15135B101 476102 13400 13,400 2 13,400
Centene Corp Com Stk
USD0.001 COM 15135B101 6779124 190800 190,800 3 190,800
Center Financial Com Stk
NPV COM 15146E102 62865 9900 9,900 2 9,900
Center Financial Com Stk
NPV COM 15146E102 172720 27200 27,200 3 27,200
CenterPoint Energy
CommStk NPV COM 15189T107 1642524.75 84885 84,885 3 84,885
Central Vermont
CommonStk USD6 COM 155771108 281970 7800 7,800 3 7,800
CenturyLink Inc Comm Stk
USD1 COM 156700106 473031 11700 11,700 2 11,700
CenturyLink Inc Comm Stk
USD1 COM 156700106 4544534.15 112405 112,405 3 112,405
Cephalon Inc CommStock
USD0.01 COM 156708109 846940 10600 10,600 2 10,600
Cephalon Inc CommStock
USD0.01 COM 156708109 5385260 67400 67,400 3 67,400
Cepheid Inc Common Stock
NPV COM 15670R107 4818424 139100 139,100 1 139,100
CFIndustriesHldgsComStkUSD0.01 COM 125269100 804968.94 5682 5,682 2 5,682
CFIndustriesHldgsComStkUSD0.01 COM 125269100 7721015 54500 54,500 3 54,500
CGI Group Cls'A'Sub
Voting NPV COM 39945C109 1906174.953 77200 77,200 2 77,200
CGI Group Cls'A'Sub
Voting NPV COM 39945C109 32081393.59 1299295 1,299,295 3 1,299,295
CharmCommIncADR(EachRep2.0) COM 16112R101 13110230 1101700 1,101,700 3 1,101,700
CheckPointSoftwareTech
ILS1 COM M22465104 180947410.2 3182892 3,182,892 2 3,182,892
CheckPointSoftwareTech
ILS1 COM M22465104 60965826.3 1072398 1,072,398 3 1,072,398
CheckPointSoftwareTech
ILS1 COM M22465104 2938860.75 51695 51,695 4 51,695
CheckPointSoftwareTech
ILS1 COM M22465104 2103450 37000 37,000 5 37,000
CheckPointSoftwareTech
ILS1 COM M22465104 963266.4 16944 16,944 7 16,944
Chemed Corp Common Stock
USD1 COM 16359R103 1736280 26500 26,500 2 26,500
Chemed Corp Common Stock
USD1 COM 16359R103 11780496 179800 179,800 3 179,800
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 1425120 48000 48,000 2 48,000
ChesapeakeEnergyCom
StkUSD0.01 COM 165167107 4222660.25 142225 142,225 3 142,225
ChesapeakeUtil.ComStkUSD0.4867 COM 165303108 96072 2400 2,400 3 2,400
Chevron Corp Com Stock
USD0.75 COM 166764100 15916649.64 154771 154,771 2 154,771
Chevron Corp Com Stock
USD0.75 COM 166764100 138235779.7 1344183 1,344,183 3 1,344,183
Chevron Corp Com Stock
USD0.75 COM 166764100 1758564 17100 17,100 7 17,100
Childrens Place ComStk
USD0.10 COM 168905107 27027675 607500 607,500 1 607,500
Chimera Inv Corp REIT
USD0.01 COM 16934Q109 231128 66800 66,800 2 66,800
Chimera Inv Corp REIT
USD0.01 COM 16934Q109 791519.98 228763 228,763 3 228,763
China Info Tech Inc CS
USD0.01 COM 16950L109 103168 49600 49,600 2 49,600
China Info Tech Inc CS
USD0.01 COM 16950L109 585728 281600 281,600 3 281,600
China Info Tech Inc CS
USD0.01 COM 16950L109 4784 2300 2,300 4 2,300
China Lodging Group
Spons ADS COM 16949N109 5174460 290700 290,700 3 290,700
China Lodging Group
Spons ADS COM 16949N109 1765760 99200 99,200 4 99,200
China Lodging Group
Spons ADS COM 16949N109 14373500 807500 807,500 6 807,500
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 147573 17100 17,100 2 17,100
ChinaAutomotiveComStkUSD0.0001 COM 16936R105 1403238 162600 162,600 3 162,600
China-BioticsIncUSD0.001 COM 16937B109 114526 33100 33,100 2 33,100
China-BioticsIncUSD0.001 COM 16937B109 1837606 531100 531,100 3 531,100
China-BioticsIncUSD0.001 COM 16937B109 4152 1200 1,200 4 1,200
ChinacastEducationCS
USD0.0001 COM 16946T109 25900 5000 5,000 4 5,000
ChinaFireNSecGrpIncUSD0.001 COM 16938R103 7830 1000 1,000 4 1,000
ChinaGreenAgriInUSD0.001 COM 16943W105 105576 21200 21,200 2 21,200
ChinaGreenAgriInUSD0.001 COM 16943W105 2214855 444750 444,750 3 444,750
ChinaMingYangWindPwrADSUS0.001 COM 16951C108 3646300.42 579698 579,698 4 579,698
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 2390458 51100 51,100 2 51,100
ChinaMobileLtdSpADR(Rp5HKD0.1) COM 16941M109 15664002.32 334844 334,844 3 334,844
ChinaSkyOneMed ComStk
USD0.001 COM 16941P102 50140 23000 23,000 2 23,000
ChinaSkyOneMed ComStk
USD0.001 COM 16941P102 238928 109600 109,600 3 109,600
ChinaYuchaiInt'l
ComStkUSD0.10 COM G21082105 42200 2000 2,000 4 2,000
ChipotleMexGrill
ComStkUSD0.01 COM 169656105 92457 300 300 3 300
Chubb Corp Com USD1 COM 171232101 4983756 79600 79,600 2 79,600
Chubb Corp Com USD1 COM 171232101 61643990.31 984571 984,571 3 984,571
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 28615692 828240 828,240 2 828,240
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 68427553.35 1980537 1,980,537 3 1,980,537
Chunghwa Tel
ADR(Rp10OrdTWD10) COM 17133Q502 1132929.05 32791 32,791 4 32,791
Church & Dwight Comm Stk
USD1 COM 171340102 324320 8000 8,000 2 8,000
Church & Dwight Comm Stk
USD1 COM 171340102 381076 9400 9,400 3 9,400
CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 123154357.2 2623096 2,623,096 2 2,623,096
CiaBrasileiraADR(EchRp1PrfASh) COM 20440T201 4271745.75 90985 90,985 3 90,985
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 36908324.16 1788194 1,788,194 2 1,788,194
CiaEnerg.ADR(Rp1PrefShs)(Lvl2) COM 204409601 158807999 7694186 7,694,186 3 7,694,186
CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 356356 28600 28,600 2 28,600
CiaSiderNaclSpn(2ADRRp1OrdNPV) COM 20440W105 895874 71900 71,900 3 71,900
Cigna Corp Common Stk
USD0.25 COM 125509109 4222403 82100 82,100 2 82,100
Cigna Corp Common Stk
USD0.25 COM 125509109 63433556.28 1233396 1,233,396 3 1,233,396
Cimarex Energy
ComStockUSD0.01 COM 171798101 29772512 331100 331,100 1 331,100
Cimarex Energy
ComStockUSD0.01 COM 171798101 1879328 20900 20,900 2 20,900
Cimarex Energy
ComStockUSD0.01 COM 171798101 26814144 298200 298,200 3 298,200
Cincinnati Fin.Com Stock
USD2 COM 172062101 5225729.48 179086 179,086 3 179,086
CinemarkHoldingsComStkUSD0.001 COM 17243V102 2443780 118000 118,000 3 118,000
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 4721790.85 302485 302,485 2 302,485
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 43151971.8 2764380 2,764,380 3 2,764,380
CiscoSysComStkUSD0.001(US
Lst) COM 17275R102 109270 7000 7,000 7 7,000
Citi Trends Inc ComStk
USD0.01 COM 17306X102 5534360 367000 367,000 1 367,000
Citigroup Inc Com Stk
USD0.01 COM 172967424 37016752.44 888971 888,971 1 888,971
Citigroup Inc Com Stk
USD0.01 COM 172967424 7700984.88 184942 184,942 2 184,942
Citigroup Inc Com Stk
USD0.01 COM 172967424 86309518.2 2072755 2,072,755 3 2,072,755
Citigroup Inc Com Stk
USD0.01 COM 172967424 3858862.08 92672 92,672 4 92,672
Citigroup Inc Com Stk
USD0.01 COM 172967424 2231487.6 53590 53,590 5 53,590
Citigroup Inc Com Stk
USD0.01 COM 172967424 1322111.64 31751 31,751 7 31,751
Citizens NrthnCorp
ComStk USD1 COM 172922106 81378 5400 5,400 3 5,400
Citrix Systems Com
StkUSD0.001 COM 177376100 7570800 94635 94,635 1 94,635
Citrix Systems Com
StkUSD0.001 COM 177376100 664000 8300 8,300 3 8,300
City Holding Co.
ComStkUSD2.50 COM 177835105 165150 5000 5,000 2 5,000
City Holding Co.
ComStkUSD2.50 COM 177835105 429390 13000 13,000 3 13,000
ClaytonWilliamsEnrgyCmStUSD0.1 COM 969490101 114095 1900 1,900 3 1,900
Clean Harbors
Com.StockUSD0.01 COM 184496107 30975 300 300 2 300
Clean Harbors
Com.StockUSD0.01 COM 184496107 3324650 32200 32,200 3 32,200
ClearChan.Out.'A'ComStkUSD0.01 COM 18451C109 16937990 1333700 1,333,700 1 1,333,700
Cleco Corporation Com
Stk USD1 COM 12561W105 87411292.75 2508215 2,508,215 1 2,508,215
Cleco Corporation Com
Stk USD1 COM 12561W105 1707650 49000 49,000 3 49,000
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 7664105 82900 82,900 2 82,900
CliffsNaturalRes CmStk
USD0.25 COM 18683K101 74799261.1 809078 809,078 3 809,078
Clorox Co. Com Stk USD1 COM 189054109 708120 10500 10,500 2 10,500
Clorox Co. Com Stk USD1 COM 189054109 5152416 76400 76,400 3 76,400
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 785970 36900 36,900 2 36,900
Cloud Peak Engy ComStk
USD0.01 COM 18911Q102 12509490 587300 587,300 3 587,300
CMS Energy Common
USD0.01 COM 125896100 446963 22700 22,700 2 22,700
CMS Energy Common
USD0.01 COM 125896100 2500630 127000 127,000 3 127,000
CNA Financial Cp
ComStkUSD2.50 COM 126117100 212065 7300 7,300 2 7,300
CNA Financial Cp
ComStkUSD2.50 COM 126117100 1609370 55400 55,400 3 55,400
CNB FinancialCorp
ComStock NPV COM 126128107 12681.57 913 913 3 913
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 946827 119700 119,700 2 119,700
CNO Fin Grp Inc ComStk
USD0.01 COM 12621E103 13585749.31 1717541 1,717,541 3 1,717,541
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 2477265 10500 10,500 2 10,500
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 16185505.79 68603 68,603 3 68,603
CNOOC ADR(Repr 100Ord
HKD0.02) COM 126132109 47186 200 200 4 200
Coach Inc Common Stock
USD0.01 COM 189754104 1368102 21400 21,400 2 21,400
Coach Inc Common Stock
USD0.01 COM 189754104 9832306.14 153798 153,798 3 153,798
Coach Inc Common Stock
USD0.01 COM 189754104 243956.88 3816 3,816 7 3,816
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 9229361.82 137158 137,158 2 137,158
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 57731926.53 857957 857,957 3 857,957
Coca-Cola Co Comm Stk
USD0.25 COM 191216100 726732 10800 10,800 7 10,800
Cogent Comm Group CS
USD0.001 COM 19239V302 7244559 425900 425,900 1 425,900
CognizantTech.'A'ComStkUSD0.01 COM 192446102 30372367.54 414131 414,131 1 414,131
CognizantTech.'A'ComStkUSD0.01 COM 192446102 667394 9100 9,100 2 9,100
CognizantTech.'A'ComStkUSD0.01 COM 192446102 61824153.2 842980 842,980 3 842,980
CognizantTech.'A'ComStkUSD0.01 COM 192446102 3118416.8 42520 42,520 4 42,520
CognizantTech.'A'ComStkUSD0.01 COM 192446102 2068188 28200 28,200 5 28,200
CognizantTech.'A'ComStkUSD0.01 COM 192446102 1143737.3 15595 15,595 7 15,595
Cogo Group Inc Com Stk
USD0.01 COM 192448108 36312 6800 6,800 2 6,800
Cogo Group Inc Com Stk
USD0.01 COM 192448108 269670 50500 50,500 3 50,500
Cohen&SteersInc ComStk
USD0.01 COM 19247A100 132600 4000 4,000 2 4,000
Cohen&SteersInc ComStk
USD0.01 COM 19247A100 132600 4000 4,000 3 4,000
Coinstar Inc ComStock
USD0.001 COM 19259P300 59994 1100 1,100 3 1,100
Colgate-Palmolive Com
USD1 COM 194162103 3766584.31 43091 43,091 2 43,091
Colgate-Palmolive Com
USD1 COM 194162103 33160382.06 379366 379,366 3 379,366
Colgate-Palmolive Com
USD1 COM 194162103 255237.2 2920 2,920 7 2,920
Collective Brands
CmStkUSD0.01 COM 19421W100 23540725 1602500 1,602,500 1 1,602,500
Colonial Props. REIT
USD0.01 COM 195872106 21005880 1029700 1,029,700 1 1,029,700
COLUMBIA LABORATORIES
INC COM 197779101 75396 24400 24,400 3 24,400
ColumbusMcKinnon
ComStkUSD0.01 COM 199333105 502880 28000 28,000 1 28,000
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 25373398.12 1001318 1,001,318 1 1,001,318
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 2199512 86800 86,800 2 86,800
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 17393452.02 686403 686,403 3 686,403
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 2810712.8 110920 110,920 4 110,920
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 2711380 107000 107,000 5 107,000
Comcast Cp.Com
Stk.USD1Class A COM 20030N101 343661.08 13562 13,562 7 13,562
Comerica Common Stk USD5 COM 200340107 51615118.77 1493061 1,493,061 1 1,493,061
Comerica Common Stk USD5 COM 200340107 1956662 56600 56,600 3 56,600
CommerceBancshares Com
StkUSD5 COM 200525103 785395 18265 18,265 2 18,265
CommerceBancshares Com
StkUSD5 COM 200525103 12646945 294115 294,115 3 294,115
CommonWealth REIT
USD0.01 COM 203233101 180880 7000 7,000 2 7,000
CommonWealth REIT
USD0.01 COM 203233101 174264.96 6744 6,744 3 6,744
Commun.HealthSys.ComStkUSD0.01 COM 203668108 15408 600 600 3 600
Community Bank
Sys.ComStk USD1 COM 203607106 267732 10800 10,800 2 10,800
Community Bank
Sys.ComStk USD1 COM 203607106 1646551.8 66420 66,420 3 66,420
Community Tst Bancp
ComStkUSD5 COM 204149108 63756 2300 2,300 3 2,300
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 17025723.45 504765 504,765 2 504,765
Comp.deBebidasSpnADR(1PrefNPV) COM 20441W203 163189956.3 4838125 4,838,125 3 4,838,125
Compass Diversified LP
NPV COM 20451Q104 14567266 883400 883,400 1 883,400
CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 8066952 212400 212,400 2 212,400
CompdeMinasBueSpADR(Rp1CmPEN4) COM 204448104 43606964.88 1148156 1,148,156 3 1,148,156
CompParaDeEnergADR1000Pr'B'Shs COM 20441B407 241724 8900 8,900 3 8,900
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 668304 11200 11,200 2 11,200
CompSanBasEstSpnADR(Rp250ComSh COM 20441A102 8666470.8 145240 145,240 3 145,240
Computer Sciences Com
Stk USD1 COM 205363104 1186933.28 31268 31,268 3 31,268
ComputerProg&SysComStkUSD0.001 COM 205306103 241224 3800 3,800 2 3,800
ComputerProg&SysComStkUSD0.001 COM 205306103 158700 2500 2,500 3 2,500
comScore Inc Com Stk
USD0.001 COM 20564W105 24737090 955100 955,100 1 955,100
Comtech
Telecomm.ComStkUSD0.10 COM 205826209 401000.04 14301 14,301 3 14,301
Conagra Foods Inc Com
Stk USD5 COM 205887102 629764 24400 24,400 2 24,400
Conagra Foods Inc Com
Stk USD5 COM 205887102 15710185.66 608686 608,686 3 608,686
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 31081305.2 338392 338,392 1 338,392
ConchoResourcsIncCmStkUSD0.001 COM 20605P101 1203235 13100 13,100 3 13,100
Concord Medical Svcs
Hldg ADR COM 206277105 7607984.94 1798578 1,798,578 2 1,798,578
Concord Medical Svcs
Hldg ADR COM 206277105 441002.88 104256 104,256 3 104,256
Concord Medical Svcs
Hldg ADR COM 206277105 1258801.47 297589 297,589 6 297,589
ConocoPhillips CommStk
USD1.25 COM 20825C104 35240951.48 468692 468,692 1 468,692
ConocoPhillips CommStk
USD1.25 COM 20825C104 6418143.21 85359 85,359 2 85,359
ConocoPhillips CommStk
USD1.25 COM 20825C104 77940600.58 1036582 1,036,582 3 1,036,582
ConocoPhillips CommStk
USD1.25 COM 20825C104 2858498.23 38017 38,017 4 38,017
ConocoPhillips CommStk
USD1.25 COM 20825C104 1812079 24100 24,100 5 24,100
ConocoPhillips CommStk
USD1.25 COM 20825C104 1076795.99 14321 14,321 7 14,321
Cons.Comm.Hldgs ComStk
USD0.01 COM 209034107 303264 15600 15,600 2 15,600
Cons.Comm.Hldgs ComStk
USD0.01 COM 209034107 5541216.48 285042 285,042 3 285,042
Consol Energy Comm Stk
USD0.01 COM 20854P109 761136 15700 15,700 2 15,700
Consol Energy Comm Stk
USD0.01 COM 20854P109 542006.4 11180 11,180 3 11,180
Consolid.Edison ComStk
USD0.10 COM 209115104 1637662.4 30760 30,760 2 30,760
Consolid.Edison ComStk
USD0.10 COM 209115104 24011293.24 451001 451,001 3 451,001
ConsolidatedGrap.ComStkUSD0.01 COM 209341106 38465 700 700 3 700
ContangoOil And Gas CS
USD0.04 COM 21075N204 321420 5500 5,500 2 5,500
ContangoOil And Gas CS
USD0.04 COM 21075N204 826867.56 14149 14,149 3 14,149
Continucare Corp CS
USD0.0001 COM 212172100 32136 5200 5,200 2 5,200
Continucare Corp CS
USD0.0001 COM 212172100 36462 5900 5,900 3 5,900
Cooper Companies
ComStkUSD0.10 COM 216648402 31085852 392300 392,300 1 392,300
Cooper Tire&Rubber
ComStk USD1 COM 216831107 215711 10900 10,900 2 10,900
Cooper Tire&Rubber
ComStk USD1 COM 216831107 1285419.87 64953 64,953 3 64,953
CooperInds PLC A
ComStkUSD0.01 COM G24140108 3359421 56300 56,300 3 56,300
Copart Inc Common Stock
NPV COM 217204106 330860 7100 7,100 2 7,100
Copart Inc Common Stock
NPV COM 217204106 228340 4900 4,900 3 4,900
Core-Mark Hldg Co
CmStkUSD0.01 COM 218681104 178500 5000 5,000 3 5,000
CorinthianColl.ComStkUSD0.0001 COM 218868107 3479994 816900 816,900 3 816,900
Corning Inc Common
StkUSD0.50 COM 219350105 486420 26800 26,800 2 26,800
Corning Inc Common
StkUSD0.50 COM 219350105 8953213.5 493290 493,290 3 493,290
CornProductsIntl
ComStkUSD0.01 COM 219023108 2283064 41300 41,300 3 41,300
CorVel Corp
CommStockUSD0.0001 COM 221006109 56280 1200 1,200 2 1,200
CorVel Corp
CommStockUSD0.0001 COM 221006109 187600 4000 4,000 3 4,000
Corvus Capital Ord
5p(InAdmin) COM 44639916.36 3476629 3,476,629 3 3,476,629
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 1825706.52 22473 22,473 2 22,473
CostcoWholesaleCom Stk
USD0.01 COM 22160K105 8700804 107100 107,100 3 107,100
Courier Corp Common
Stock USD1 COM 222660102 11050 1000 1,000 3 1,000
Covance Inc
CommonStockUSD0.01 COM 222816100 1739541 29300 29,300 3 29,300
Covidien
USD0.20(PostCons)(US) COM G2554F113 191628 3600 3,600 2 3,600
Covidien
USD0.20(PostCons)(US) COM G2554F113 689541.42 12954 12,954 3 12,954
CPFL Energia
ADR(1Repr3ComShs) COM 126153105 136143.49 4700 4,700 3 4,700
Crawford & Co
'B'ComStock USD1 COM 224633107 9191 1300 1,300 3 1,300
Credicorp
ComStkUSD5(PeruLst.) COM G2519Y108 693765 8100 8,100 3 8,100
CredicorpComStkUSD5(USListing) COM G2519Y108 13472755.8 156478 156,478 2 156,478
CredicorpComStkUSD5(USListing) COM G2519Y108 36427704.6 423086 423,086 3 423,086
CreditAcceptance CmStk
USD0.01 COM 225310101 312539 3700 3,700 2 3,700
CreditAcceptance CmStk
USD0.01 COM 225310101 532161 6300 6,300 3 6,300
Crimson Expln Com Stk
USD0.001 COM 22662K207 1793168.9 505118 505,118 3 505,118
Crown Holdings Common
Stk USD5 COM 228368106 78943614.42 2033581 2,033,581 1 2,033,581
Crown Holdings Common
Stk USD5 COM 228368106 2868798 73900 73,900 3 73,900
CSX Corp Com USD1 COM 126408103 1719979.56 65598 65,598 2 65,598
CSX Corp Com USD1 COM 126408103 9824634 374700 374,700 3 374,700
CTC Media Inc Common
Stock NPV COM 12642X106 712088 33400 33,400 2 33,400
CTC Media Inc Common
Stock NPV COM 12642X106 1362348 63900 63,900 3 63,900
Cubic Corp. Common Stock
NPV COM 229669106 346732 6800 6,800 2 6,800
Cubic Corp. Common Stock
NPV COM 229669106 1580690 31000 31,000 3 31,000
Cullen Frost Bankers
CmSk USD5 COM 229899109 27416537.85 482261 482,261 1 482,261
Cullen Frost Bankers
CmSk USD5 COM 229899109 881175 15500 15,500 2 15,500
Cullen Frost Bankers
CmSk USD5 COM 229899109 13865715 243900 243,900 3 243,900
Cummins Inc Common Stk
USD2.50 COM 231021106 2007706 19400 19,400 2 19,400
Cummins Inc Common Stk
USD2.50 COM 231021106 11790201.74 113926 113,926 3 113,926
Cummins Inc Common Stk
USD2.50 COM 231021106 227678 2200 2,200 7 2,200
CVB Financial Corp Com
Stk NPV COM 126600105 10658118.25 1152229 1,152,229 1 1,152,229
CVB Financial Corp Com
Stk NPV COM 126600105 247900 26800 26,800 3 26,800
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 1210714.86 32217 32,217 2 32,217
CVS CaremarkCorp
ComStkUSD0.01 COM 126650100 10302707.32 274154 274,154 3 274,154
Cytec Industries
ComStkUSD0.01 COM 232820100 57212876 1000400 1,000,400 1 1,000,400
Cytec Industries
ComStkUSD0.01 COM 232820100 1321089 23100 23,100 3 23,100
Danaher Corp Com Stock
USD0.01 COM 235851102 323239 6100 6,100 2 6,100
Danaher Corp Com Stock
USD0.01 COM 235851102 13625371.69 257131 257,131 3 257,131
Danaher Corp Com Stock
USD0.01 COM 235851102 1040246.69 19631 19,631 4 19,631
Danaher Corp Com Stock
USD0.01 COM 235851102 863737 16300 16,300 5 16,300
Danaher Corp Com Stock
USD0.01 COM 235851102 404631.64 7636 7,636 7 7,636
Darden Restaurants
CmSkUSD0.01 COM 237194105 656832 13200 13,200 2 13,200
Darden Restaurants
CmSkUSD0.01 COM 237194105 15966192.64 320864 320,864 3 320,864
DaVita Inc Com Stk
USD0.001 COM 23918K108 70231009.68 810888 810,888 1 810,888
DaVita Inc Com Stk
USD0.001 COM 23918K108 909405 10500 10,500 2 10,500
DaVita Inc Com Stk
USD0.001 COM 23918K108 27795920.52 320932 320,932 3 320,932
DaVita Inc Com Stk
USD0.001 COM 23918K108 1964488.02 22682 22,682 4 22,682
DaVita Inc Com Stk
USD0.001 COM 23918K108 1593624 18400 18,400 5 18,400
DaVita Inc Com Stk
USD0.001 COM 23918K108 717304.02 8282 8,282 7 8,282
DDi Corp Common Stock
USD0.001 COM 233162502 853257.6 89440 89,440 3 89,440
Dean Foods Common
StockUSD0.01 COM 242370104 29044317 2367100 2,367,100 1 2,367,100
Dean Foods Common
StockUSD0.01 COM 242370104 1093257 89100 89,100 3 89,100
Deckers Outdoor ComStk
USD0.01 COM 243537107 141024 1600 1,600 2 1,600
Deckers Outdoor ComStk
USD0.01 COM 243537107 3305250 37500 37,500 3 37,500
Deere & Company
CommonStk USD1 COM 244199105 1005890 12200 12,200 2 12,200
Deere & Company
CommonStk USD1 COM 244199105 9359229.3 113514 113,514 3 113,514
Dell Inc Common Stock
USD0.01 COM 24702R101 6951373.33 416999 416,999 2 416,999
Dell Inc Common Stock
USD0.01 COM 24702R101 75510099 4529700 4,529,700 3 4,529,700
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 1434211 49100 49,100 2 49,100
DelphiFinGrpCl'A'ComStkUSD0.01 COM 247131105 21538606.91 737371 737,371 3 737,371
Deluxe Corp Common Stock
USD1 COM 248019101 8247011.92 333752 333,752 3 333,752
DenburyResourcesComStkUSD0.001 COM 247916208 136000 6800 6,800 3 6,800
Dentsply Intl Inc.
ComStk USD1 COM 249030107 75893401.92 1992999 1,992,999 1 1,992,999
Dentsply Intl Inc.
ComStk USD1 COM 249030107 3924334.4 103055 103,055 3 103,055
DepoMed Inc Common Stock
NPV COM 249908104 489982 59900 59,900 2 59,900
DepoMed Inc Common Stock
NPV COM 249908104 3015966 368700 368,700 3 368,700
DesarrolladoraADR(Rep6
OrdNPV) COM 25030W100 5190189.45 205715 205,715 2 205,715
DestinationMaternityCS
USD0.01 COM 25065D100 31968 1600 1,600 2 1,600
DestinationMaternityCS
USD0.01 COM 25065D100 209790 10500 10,500 3 10,500
Devon Energy Com Stk
USD0.10 COM 25179M103 7431467.76 94296 94,296 2 94,296
Devon Energy Com Stk
USD0.10 COM 25179M103 153014974.1 1941568 1,941,568 3 1,941,568
DeVry Inc Common Stock
USD0.01 COM 251893103 59520258 1006600 1,006,600 1 1,006,600
DeVry Inc Common Stock
USD0.01 COM 251893103 3033369 51300 51,300 2 51,300
DeVry Inc Common Stock
USD0.01 COM 251893103 28825875 487500 487,500 3 487,500
DHT Holdings Inc CmStk
USD0.01 COM Y2065G105 104559 27300 27,300 2 27,300
DHT Holdings Inc CmStk
USD0.01 COM Y2065G105 1330787.12 347464 347,464 3 347,464
DiageoSponADR(Repr4OrdGBP0.28) COM 25243Q205 128863.38 1574 1,574 2 1,574
DiamondHillInvGrp'A'ComStk
NPV COM 25264R207 24387 300 300 3 300
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 3752853 53300 53,300 2 53,300
DiamondO/ShDrillComStkUSD0.01 COM 25271C102 57403019.88 815268 815,268 3 815,268
Diana Shipping ComStk
USD0.01 COM Y2066G104 136276.64 12434 12,434 3 12,434
Dick's Sporting
CommStkUSD0.01 COM 253393102 28191540 733200 733,200 1 733,200
Dick's Sporting
CommStkUSD0.01 COM 253393102 992010 25800 25,800 3 25,800
Digital River Com Stk
USD0.01 COM 25388B104 61078400.64 1899204 1,899,204 1 1,899,204
Digital River Com Stk
USD0.01 COM 25388B104 1579056 49100 49,100 3 49,100
DigitalRealty Tst REIT
USD0.01 COM 253868103 31704569.3 513185 513,185 1 513,185
DigitalRealty Tst REIT
USD0.01 COM 253868103 1644398.26 26617 26,617 3 26,617
DIRECTV Class A ComStk
USD0.01 COM 25490A101 709243.92 13956 13,956 2 13,956
DIRECTV Class A ComStk
USD0.01 COM 25490A101 622646.64 12252 12,252 3 12,252
DiscoverFin SvcsComStk
USD0.01 COM 254709108 671906.5 25118 25,118 2 25,118
DiscoverFin SvcsComStk
USD0.01 COM 254709108 3045032.75 113833 113,833 3 113,833
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 483328 11800 11,800 2 11,800
DiscoveryCommun'A'CmStkUSD0.01 COM 25470F104 864256 21100 21,100 3 21,100
Dolan Co(The) ComStk
USD0.001 COM 25659P402 70301 8300 8,300 2 8,300
Dolan Co(The) ComStk
USD0.001 COM 25659P402 51667 6100 6,100 3 6,100
Dollar Fin Corp
ComStkUSD0.001 COM 256664103 54125 2500 2,500 2 2,500
Dollar Fin Corp
ComStkUSD0.001 COM 256664103 82270 3800 3,800 3 3,800
Dollar General ComStk
USD0.875 COM 256677105 37236332.49 1098741 1,098,741 3 1,098,741
Dollar General ComStk
USD0.875 COM 256677105 2077965.35 61315 61,315 4 61,315
Dollar General ComStk
USD0.875 COM 256677105 1304765 38500 38,500 5 38,500
Dollar General ComStk
USD0.875 COM 256677105 243397.98 7182 7,182 7 7,182
Dollar Tree Inc ComStk
USD0.01 COM 256746108 1219146 18300 18,300 2 18,300
Dollar Tree Inc ComStk
USD0.01 COM 256746108 12612631.64 189322 189,322 3 189,322
DominionRes(Virginia)ComStkNPV COM 25746U109 313755 6500 6,500 2 6,500
DominionRes(Virginia)ComStkNPV COM 25746U109 736841.55 15265 15,265 3 15,265
DominionRes(Virginia)ComStkNPV COM 25746U109 16025.64 332 332 7 332
Domstar Corp Com Stk
USD0.01 COM 257559203 975616 10300 10,300 2 10,300
Domstar Corp Com Stk
USD0.01 COM 257559203 15594037.76 164633 164,633 3 164,633
Donaldson Common Stock
USD5 COM 257651109 345876 5700 5,700 2 5,700
Donaldson Common Stock
USD5 COM 257651109 839811.2 13840 13,840 3 13,840
Donnelley(R.R) Common
USD1.25 COM 257867101 502016 25600 25,600 2 25,600
Donnelley(R.R) Common
USD1.25 COM 257867101 7030322.27 358507 358,507 3 358,507
Dorchester Min. LP Com
Uts NPV COM 25820R105 120476.07 4477 4,477 3 4,477
Dorman Products ComStk
USD0.01 COM 258278100 35622 900 900 2 900
Dorman Products ComStk
USD0.01 COM 258278100 201858 5100 5,100 3 5,100
DoubleEaglePetroleumCS
USD0.10 COM 258570209 19140.6 2190 2,190 3 2,190
Dover Corp Common Stock
USD1 COM 260003108 39390579.6 580982 580,982 1 580,982
Dover Corp Common Stock
USD1 COM 260003108 3932400 58000 58,000 2 58,000
Dover Corp Common Stock
USD1 COM 260003108 27601380 407100 407,100 3 407,100
Dow Chemical Com USD2.50 COM 260543103 842400 23400 23,400 2 23,400
Dow Chemical Com USD2.50 COM 260543103 825480 22930 22,930 3 22,930
DPL Incorporated
ComStkUSD0.01 COM 233293109 2455024 81400 81,400 2 81,400
DPL Incorporated
ComStkUSD0.01 COM 233293109 20874821.76 692136 692,136 3 692,136
DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 37783980 1879800 1,879,800 1 1,879,800
DreamwksAnimat'A'ComStkUSD0.01 COM 26153C103 699480 34800 34,800 3 34,800
Dril-Quip Com Stk
USD0.01 COM 262037104 420546 6200 6,200 2 6,200
Dril-Quip Com Stk
USD0.01 COM 262037104 2611455 38500 38,500 3 38,500
DSW Inc Class 'A' Com
Stk NPV COM 23334L102 15385.44 304 304 3 304
DTE Energy Company NPV COM 233331107 600240 12000 12,000 2 12,000
DTE Energy Company NPV COM 233331107 15151458.16 302908 302,908 3 302,908
Ducommun Inc Com Stk
USD0.01 COM 264147109 365837.45 17785 17,785 3 17,785
Duke Engy Corp
CommonStock NPV COM 26441C105 404845 21500 21,500 2 21,500
Duke Engy Corp
CommonStock NPV COM 26441C105 5835774.77 309919 309,919 3 309,919
DukeRealtyCp
CommonStkUSD0.01 COM 264411505 22416 1600 1,600 3 1,600
Dun&Brad.ComStkUSD0.01(Sep00Nw COM 26483E100 5665.5 75 75 7 75
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 2064710 38200 38,200 2 38,200
DuPont(EI)DeNemoursCmStkUSD0.3 COM 263534109 12133900.7 224494 224,494 3 224,494
DvrDwnsGmng&EntIncComStkUSD0.1 COM 260095104 13120 4100 4,100 3 4,100
DycomIndustries
ComStkUSD0.333 COM 267475101 23511626 1438900 1,438,900 1 1,438,900
DynamicsResearch
ComStkUSD0.10 COM 268057106 21824 1600 1,600 3 1,600
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 107448 11100 11,100 2 11,100
Dynex Capital Inc REIT
USD0.01 COM 26817Q506 111320 11500 11,500 3 11,500
Eastman Chemical
ComStkUSD0.01 COM 277432100 112277 1100 1,100 2 1,100
Eastman Chemical
ComStkUSD0.01 COM 277432100 2092435 20500 20,500 3 20,500
Eaton Corp Com Stk
USD0.50 COM 278058102 32623055.85 634073 634,073 1 634,073
Eaton Corp Com Stk
USD0.50 COM 278058102 4302609.15 83627 83,627 3 83,627
Eaton Corp Com Stk
USD0.50 COM 278058102 2187654 42520 42,520 4 42,520
Eaton Corp Com Stk
USD0.50 COM 278058102 1641255 31900 31,900 5 31,900
Eaton Corp Com Stk
USD0.50 COM 278058102 14251.65 277 277 7 277
eBay Inc Common Stock
USD0.001 COM 278642103 451780 14000 14,000 2 14,000
eBay Inc Common Stock
USD0.001 COM 278642103 15283330.16 473608 473,608 3 473,608
Ecolab Common Stk USD1 COM 278865100 264986 4700 4,700 2 4,700
Ecolab Common Stk USD1 COM 278865100 2172152.26 38527 38,527 3 38,527
Ecolab Common Stk USD1 COM 278865100 7442.16 132 132 7 132
Ecopetrol
SpnADR(EachRep20Ord) COM 279158109 28672515 651500 651,500 3 651,500
Edison Intl Common Stock
NPV COM 281020107 195571.25 5047 5,047 2 5,047
Edison Intl Common Stock
NPV COM 281020107 5432788.75 140201 140,201 3 140,201
EdwardsLifesciences
ComStkUSD1 COM 28176E108 762301.92 8744 8,744 3 8,744
E-House ADS(Rep 1Ord
USD0.001) COM 26852W103 9548073 973300 973,300 3 973,300
Elan Corp ADR(Rep1Ord
Elan Sh) COM 284131208 870259.8 76540 76,540 3 76,540
EldoradoGoldCorpLtdCommonNPV COM 284902103 1052850.432 71347 71,347 3 71,347
Eli Lilly And Co ComSk
NPV COM 532457108 9088302.33 242161 242,161 2 242,161
Eli Lilly And Co ComSk
NPV COM 532457108 174841311.2 4658708 4,658,708 3 4,658,708
Eli Lilly And Co ComSk
NPV COM 532457108 476631 12700 12,700 7 12,700
EMC Corp Massac.ComStk
USD0.01 COM 268648102 1250770 45400 45,400 2 45,400
EMC Corp Massac.ComStk
USD0.01 COM 268648102 2584190 93800 93,800 3 93,800
EMC Insurance Grp Com
Stk USD1 COM 268664109 201142.1 10531 10,531 3 10,531
EmergentBiosolutionsCSUSD0.001 COM 29089Q105 49610 2200 2,200 2 2,200
EmergentBiosolutionsCSUSD0.001 COM 29089Q105 101475 4500 4,500 3 4,500
Emerson Electric
Com.USD1 COM 291011104 4588368.75 81571 81,571 2 81,571
Emerson Electric
Com.USD1 COM 291011104 32483925 577492 577,492 3 577,492
Emerson Electric
Com.USD1 COM 291011104 540000 9600 9,600 7 9,600
Emerson Radio ComStock
USD0.01 COM 291087203 5858 2900 2,900 3 2,900
EmployersHldgsIncComStkUSD0.01 COM 292218104 11700429 697700 697,700 1 697,700
EmpresaNac.Elec.ADS(Rep30CmSh) COM 29244T101 26601723.78 465798 465,798 3 465,798
Enbridge Energy 'A'Units
USD50 COM 29250R106 150350 5000 5,000 2 5,000
Enbridge Energy 'A'Units
USD50 COM 29250R106 1337333.18 44474 44,474 3 44,474
Enbridge Inc Common NPV COM 29250N105 188621.0293 5800 5,800 2 5,800
Enbridge Inc Common NPV COM 29250N105 2897934.469 89110 89,110 3 89,110
EnCanaCorpComNPV(CanadianList) COM 292505104 6114711.152 198000 198,000 3 198,000
Encore Capital Com Stk
USD0.01 COM 292554102 473917.44 15427 15,427 3 15,427
Endeavour Intl ComStk
USD0.001 COM 29259G200 9198697.86 610398 610,398 3 610,398
Endo
Pharmaceut.ComStkUSD0.01 COM 29264F205 825533.67 20551 20,551 3 20,551
EnduranceSpec.HldgsComStk
USD1 COM G30397106 202517 4900 4,900 2 4,900
EnduranceSpec.HldgsComStk
USD1 COM G30397106 5203447 125900 125,900 3 125,900
Energen Corp Com Stock
USD0.01 COM 29265N108 96798455.5 1713247 1,713,247 1 1,713,247
Energen Corp Com Stock
USD0.01 COM 29265N108 525450 9300 9,300 2 9,300
Energen Corp Com Stock
USD0.01 COM 29265N108 11537300 204200 204,200 3 204,200
EnergizerHldgsCommStockUSD0.01 COM 29266R108 2199744 30400 30,400 3 30,400
EnergyTransfer Partners
LP NPV COM 29273R109 254124 5200 5,200 3 5,200
Enerplus Corp Com NPV
(USList) COM 292766102 124851.6 3951 3,951 3 3,951
Enerplus Corporation Com
NPV COM 292766102 2080936.244 65900 65,900 3 65,900
Enersis
SponADR(Rep50ComShNPV) COM 29274F104 32340 1400 1,400 3 1,400
Ennis Inc Common Stock
USD2.50 COM 293389102 67860 3900 3,900 3 3,900
EnPro Industries
ComStkUSD0.01 COM 29355X107 29851470 621000 621,000 1 621,000
Ensco PLC ADR
(EachRepres1Ord) COM 29358Q109 231961.6 4352 4,352 2 4,352
Ensco PLC ADR
(EachRepres1Ord) COM 29358Q109 2627690 49300 49,300 3 49,300
EnsignGroupInc ComStk
USD0.001 COM 29358P101 1221678 40200 40,200 3 40,200
Entegris Inc CommonStk
USD0.01 COM 29362U104 286396 28300 28,300 2 28,300
Entegris Inc CommonStk
USD0.01 COM 29362U104 7913840 782000 782,000 3 782,000
Entergy Corp CommStock
USD0.01 COM 29364G103 655488 9600 9,600 2 9,600
Entergy Corp CommStock
USD0.01 COM 29364G103 22438515 328625 328,625 3 328,625
EnterpriseFinSvcsComStkUSD0.01 COM 293712105 6765 500 500 3 500
EnterpriseProdPtnrsLP
UnitsNPV COM 293792107 1616615.73 37413 37,413 3 37,413
Entertain.Prop.TstREIT
USD0.01 COM 29380T105 1704550 36500 36,500 3 36,500
EOG Resources Com Stk
USD0.01 COM 26875P101 19651113.45 187959 187,959 1 187,959
EOG Resources Com Stk
USD0.01 COM 26875P101 171462 1640 1,640 2 1,640
EOG Resources Com Stk
USD0.01 COM 26875P101 27391577.25 261995 261,995 3 261,995
EOG Resources Com Stk
USD0.01 COM 26875P101 2431937.55 23261 23,261 4 23,261
EOG Resources Com Stk
USD0.01 COM 26875P101 2613750 25000 25,000 5 25,000
EOG Resources Com Stk
USD0.01 COM 26875P101 417886.35 3997 3,997 7 3,997
Epoch Holding Corp CS
USD0.01 COM 29428R103 46410 2600 2,600 3 2,600
EqtyLifestyleProp REIT
USD0.01 COM 29472R108 7548996 120900 120,900 1 120,900
Equifax Common Stk
USD2.50 COM 294429105 781200 22500 22,500 2 22,500
Equifax Common Stk
USD2.50 COM 294429105 3895584 112200 112,200 3 112,200
eResearchTechnol.ComStkUSD0.01 COM 29481V108 61789 9700 9,700 3 9,700
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 763776 10800 10,800 2 10,800
Erie Indemnity
Cls'A'ComStkNPV COM 29530P102 1103232 15600 15,600 3 15,600
ESCO Techno.Inc ComStk
USD0.01 COM 296315104 2932960 79700 79,700 1 79,700
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 20353318.29 193491 193,491 1 193,491
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 1128688.7 10730 10,730 3 10,730
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 938294.8 8920 8,920 4 8,920
EsteeLauder
Cl'A'ComStkUSD0.01 COM 518439104 6942.54 66 66 7 66
EuronetWorldwide
ComStkUSD0.02 COM 298736109 104788 6800 6,800 3 6,800
EvolutionPetroleum CS
USD0.001 COM 30049A107 1153231.7 162427 162,427 3 162,427
EXCO Resources ComStk
USD0.001 COM 269279402 58976698.4 3341456 3,341,456 3 3,341,456
Exelon Corp Common Stock
NPV COM 30161N101 4193950.32 97898 97,898 2 97,898
Exelon Corp Common Stock
NPV COM 30161N101 36433406.52 850453 850,453 3 850,453
EXFO Inc Com NPV (US
Listing) COM 302046107 7321796.9 941105 941,105 1 941,105
ExideTechnologiesComStkUSD0.01 COM 302051206 155856 20400 20,400 2 20,400
ExideTechnologiesComStkUSD0.01 COM 302051206 56536 7400 7,400 3 7,400
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 511900 10000 10,000 2 10,000
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 1680362.94 32826 32,826 3 32,826
Expedi.IntlOfWashComStkUSD0.01 COM 302130109 25492.62 498 498 7 498
Expedia Inc Com Stock
USD0.001 COM 30212P105 2591706 89400 89,400 3 89,400
Exponent Incorp
ComStkUSD0.001 COM 30214U102 35939.26 826 826 3 826
Express Inc Com Stk
USD0.01 COM 30219E103 767360 35200 35,200 2 35,200
Express Inc Com Stk
USD0.01 COM 30219E103 1266580 58100 58,100 3 58,100
Express Scripts ComStk
USD0.01 COM 302182100 600473.52 11124 11,124 2 11,124
Express Scripts ComStk
USD0.01 COM 302182100 6904095.98 127901 127,901 3 127,901
Exxon
MobilCorp.CommonStockNPV COM 30231G102 34137526.54 419483 419,483 1 419,483
Exxon
MobilCorp.CommonStockNPV COM 30231G102 19473420.2 239290 239,290 2 239,290
Exxon
MobilCorp.CommonStockNPV COM 30231G102 119372659.9 1466855 1,466,855 3 1,466,855
Exxon
MobilCorp.CommonStockNPV COM 30231G102 2270502 27900 27,900 4 27,900
Exxon
MobilCorp.CommonStockNPV COM 30231G102 263833.96 3242 3,242 7 3,242
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 245467.5 6900 6,900 2 6,900
Ezcorp Inc Cls A
ComStkUSD0.01 COM 302301106 4791952.5 134700 134,700 3 134,700
F5 Networks Inc Com
Stock NPV COM 315616102 110250 1000 1,000 3 1,000
FactSetResearchSysCmStkUSD0.01 COM 303075105 327424 3200 3,200 2 3,200
FactSetResearchSysCmStkUSD0.01 COM 303075105 1954312 19100 19,100 3 19,100
FamilyDollar Stores CS
USD0.10 COM 307000109 662256 12600 12,600 2 12,600
FamilyDollar Stores CS
USD0.10 COM 307000109 1881648 35800 35,800 3 35,800
Fastenal Co Com Stk
USD0.01 COM 311900104 467870 13000 13,000 2 13,000
Fastenal Co Com Stk
USD0.01 COM 311900104 6499794 180600 180,600 3 180,600
FBL Financial Grp Com
Stk NPV COM 30239F106 501540 15600 15,600 2 15,600
FBL Financial Grp Com
Stk NPV COM 30239F106 1997479.5 62130 62,130 3 62,130
FederatedInvestors'B'ComStkNPV COM 314211103 3280384 137600 137,600 2 137,600
FederatedInvestors'B'ComStkNPV COM 314211103 38106452 1598425 1,598,425 3 1,598,425
FedEx Corp Common Stk
USD0.10 COM 31428X106 35637231.7 375722 375,722 1 375,722
FedEx Corp Common Stk
USD0.10 COM 31428X106 360430 3800 3,800 2 3,800
FedEx Corp Common Stk
USD0.10 COM 31428X106 65028496.05 685593 685,593 3 685,593
FedEx Corp Common Stk
USD0.10 COM 31428X106 3504328.1 36946 36,946 4 36,946
FedEx Corp Common Stk
USD0.10 COM 31428X106 2760135 29100 29,100 5 29,100
FedEx Corp Common Stk
USD0.10 COM 31428X106 1175665.75 12395 12,395 7 12,395
FEI Company Common Stock
NPV COM 30241L109 7508154 196600 196,600 1 196,600
Fifth Third Bancorp
CommStkNPV COM 316773100 4004775 314100 314,100 3 314,100
Fifth Third Bancorp
CommStkNPV COM 316773100 4857.75 381 381 7 381
FinancialInstit.ComStk
USD0.01 COM 317585404 27914 1700 1,700 2 1,700
FinancialInstit.ComStk
USD0.01 COM 317585404 151868.58 9249 9,249 3 9,249
First Cash Fin Com Stk
USD0.01 COM 31942D107 163761 3900 3,900 2 3,900
First Cash Fin Com Stk
USD0.01 COM 31942D107 151164 3600 3,600 3 3,600
First Community Com
Stock USD1 COM 31983A103 71400 5100 5,100 3 5,100
First Fin.Corp Com Stock
NPV COM 320218100 6548 200 200 3 200
FirstBancorp Inc
ComStkUSD0.01 COM 31866P102 5944 400 400 3 400
FirstCitizensBancShsACmStkUSD1 COM 31946M103 187220 1000 1,000 3 1,000
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 22035 1500 1,500 2 1,500
FirstDefianceFin
ComStkUSD0.01 COM 32006W106 83733 5700 5,700 3 5,700
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 273730 6200 6,200 2 6,200
FirstEnergy Corp
ComStkUSD0.10 COM 337932107 10808096.6 244804 244,804 3 244,804
FirstFncl Hldgs ComStk
USD0.01 COM 320239106 43056 4800 4,800 2 4,800
FirstInterstateBancsyACmStkNPV COM 32055Y201 50116 3400 3,400 3 3,400
FirstMerit Corp
CommonStockNPV COM 337915102 361569 21900 21,900 3 21,900
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 101675 17500 17,500 2 17,500
FiveStarQualityCareCmSkUSD0.01 COM 33832D106 157451 27100 27,100 3 27,100
Flexsteel Inds Com Stk
USD1 COM 339382103 11696 800 800 3 800
FLIR Systems Inc
ComStkUSD0.01 COM 302445101 205631 6100 6,100 3 6,100
Flowers Foods Com Stk
USD0.01 COM 343498101 618222 28050 28,050 2 28,050
Flowers Foods Com Stk
USD0.01 COM 343498101 4201926 190650 190,650 3 190,650
Flowserve Corp Com Stk
USD1.25 COM 34354P105 670329 6100 6,100 2 6,100
Flowserve Corp Com Stk
USD1.25 COM 34354P105 3120766.11 28399 28,399 3 28,399
FLUIDIGM CORP COM STK
USD0.001 COM 34385P108 2180100 130000 130,000 1 130,000
Flushing Fin Cp ComStk
USD0.01 COM 343873105 55900 4300 4,300 2 4,300
Flushing Fin Cp ComStk
USD0.01 COM 343873105 135200 10400 10,400 3 10,400
FMC Techno. Common Stk
USD0.01 COM 30249U101 389673 8700 8,700 2 8,700
FMC Techno. Common Stk
USD0.01 COM 30249U101 4362546 97400 97,400 3 97,400
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 106384 1600 1,600 2 1,600
FomeEcoADR(Rp10Ut)1B&2D-B&2D-L COM 344419106 27251591.4 409860 409,860 3 409,860
Force Protection
CmStkUSD0.001 COM 345203202 13405.5 2700 2,700 3 2,700
Ford Motor Co Com Stk
USD0.01 COM 345370860 1173529 85100 85,100 2 85,100
Ford Motor Co Com Stk
USD0.01 COM 345370860 967230.6 70140 70,140 3 70,140
Forest Oil Corp ComStk
USD0.10 COM 346091705 755893 28300 28,300 3 28,300
Forrester Res. Com Stk
USD0.01 COM 346563109 22528160 683500 683,500 1 683,500
Fossil Inc. Common Stk
USD0.01 COM 349882100 506196 4300 4,300 2 4,300
Fossil Inc. Common Stk
USD0.01 COM 349882100 2679660.36 22763 22,763 3 22,763
FPIC Insurance Com Stk
USD0.10 COM 302563101 50016 1200 1,200 3 1,200
FranklinResourcesComStkUSD0.10 COM 354613101 19338097.97 147293 147,293 1 147,293
FranklinResourcesComStkUSD0.10 COM 354613101 3689249 28100 28,100 2 28,100
FranklinResourcesComStkUSD0.10 COM 354613101 72337507.75 550975 550,975 3 550,975
FranklinResourcesComStkUSD0.10 COM 354613101 3511351.05 26745 26,745 4 26,745
FranklinResourcesComStkUSD0.10 COM 354613101 905901 6900 6,900 5 6,900
FranklinResourcesComStkUSD0.10 COM 354613101 1080385.41 8229 8,229 7 8,229
FranklinStProps REIT
USD0.0001 COM 35471R106 176867 13700 13,700 3 13,700
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 6254896 118240 118,240 2 118,240
FreeportMcMornC&G
ComStUSD0.10 COM 35671D857 36231791.9 684911 684,911 3 684,911
Frontier Oil Corp Com
Stk NPV COM 35914P105 846522 26200 26,200 2 26,200
Frontier Oil Corp Com
Stk NPV COM 35914P105 12077478 373800 373,800 3 373,800
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 676395.12 83816 83,816 2 83,816
FrontierCom.Cls'BComStkUSD0.25 COM 35906A108 5470410.9 677870 677,870 3 677,870
Frst of
LongIslandCmStkUSD0.10 COM 320734106 36257 1300 1,300 3 1,300
Fst
BancorpPuertoRicoCmStkUSD1 COM 318672706 28446 6600 6,600 2 6,600
Fst
BancorpPuertoRicoCmStkUSD1 COM 318672706 46117 10700 10,700 3 10,700
FTI Consulting Com Stk
USD0.01 COM 302941109 30613786 806900 806,900 1 806,900
Fuel Tech Inc Comm Stk
USD0.01 COM 359523107 138925.02 20954 20,954 7 20,954
FuriexPharm Inc
ComStkUSD0.001 COM 36106P101 147585.84 8296 8,296 3 8,296
FushiCopperweld
ComStkUSD0.006 COM 36113E107 46413 8100 8,100 2 8,100
FushiCopperweld
ComStkUSD0.006 COM 36113E107 363528.39 63443 63,443 3 63,443
FX Energy Inc Com Stk
USD0.001 COM 302695101 6177414.84 703578 703,578 3 703,578
Gain Cap Hldgs
ComStkUSD.00001 COM 36268W100 27240 4000 4,000 3 4,000
Gallagher(ArthurJ.)
ComStkUSD1 COM 363576109 114160 4000 4,000 3 4,000
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 1128141 42300 42,300 2 42,300
GameStop
Cls'A'Com.StkUSD0.001 COM 36467W109 16831090.29 631087 631,087 3 631,087
Gap Inc (The) Com Stk
USD0.05 COM 364760108 2494180 137800 137,800 2 137,800
Gap Inc (The) Com Stk
USD0.05 COM 364760108 47060000 2600000 2,600,000 3 2,600,000
GarminLimited
ComStockUSD0.005 COM H2906T109 1624679.64 49188 49,188 2 49,188
GarminLimited
ComStockUSD0.005 COM H2906T109 30568175.01 925467 925,467 3 925,467
Gartner Common Stock
USD0.0005 COM 366651107 39903216 990400 990,400 1 990,400
Gartner Common Stock
USD0.0005 COM 366651107 946815 23500 23,500 3 23,500
GascoEnergyInc
ComStkUSD0.0001 COM 367220100 3369.84 15200 15,200 3 15,200
GastarExplorationComNPV(USLst) COM 367299203 3556899.71 1036997 1,036,997 3 1,036,997
GblGeophysicalSvcsCmStkUSD0.01 COM 37946S107 55180 3100 3,100 3 3,100
Gen.Electric Com Stock
USD0.06 COM 369604103 7051546.54 373889 373,889 2 373,889
Gen.Electric Com Stock
USD0.06 COM 369604103 32256276.86 1710301 1,710,301 3 1,710,301
Gen.Electric Com Stock
USD0.06 COM 369604103 2073204.36 109926 109,926 7 109,926
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 3833660 103000 103,000 2 103,000
Gen.Mills Inc Comm Stk
USD0.10 COM 370334104 26068664.68 700394 700,394 3 700,394
General Comm Cls'A'
ComStk NPV COM 369385109 30175 2500 2,500 3 2,500
General Dynamics Corp
Com USD1 COM 369550108 6769918.44 90847 90,847 2 90,847
General Dynamics Corp
Com USD1 COM 369550108 59433053.4 797545 797,545 3 797,545
General Motors Co CS
USD0.01 COM 37045V100 33384098.88 1099608 1,099,608 3 1,099,608
General Motors Co CS
USD0.01 COM 37045V100 1058076.36 34851 34,851 4 34,851
General Motors Co CS
USD0.01 COM 37045V100 1435967.28 47298 47,298 5 47,298
General Motors Co CS
USD0.01 COM 37045V100 579876 19100 19,100 7 19,100
Genesee&Wyoming'A'CmStkUSD0.01 COM 371559105 12367176 210900 210,900 1 210,900
Genesis Energy LP NPV COM 371927104 81780 3000 3,000 3 3,000
Genpact Limited ComStk
USD0.01 COM G3922B107 8926872 517800 517,800 1 517,800
Gen-Probe Inc ComStk
USD0.0001 COM 36866T103 504795 7300 7,300 3 7,300
GENSTEEL HOLDINGS INC
USD0.001 COM 370853103 7450 5000 5,000 4 5,000
Gentex Corp Common Stk
USD0.06 COM 371901109 93713 3100 3,100 2 3,100
Gentex Corp Common Stk
USD0.06 COM 371901109 129989 4300 4,300 3 4,300
GentivaHealthSvcs
CmStkUSD0.10 COM 37247A102 18542866 890200 890,200 1 890,200
GentivaHealthSvcs
CmStkUSD0.10 COM 37247A102 181221 8700 8,700 2 8,700
GentivaHealthSvcs
CmStkUSD0.10 COM 37247A102 204134 9800 9,800 3 9,800
Genuine Parts
Co.Com.USD1 COM 372460105 97920 1800 1,800 3 1,800
GenworthFin.'A'ComStk
USD0.001 COM 37247D106 309530.8 30110 30,110 3 30,110
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 23721369.16 2254883 2,254,883 2 2,254,883
Gerdau SA
ADR(EachRep1PrefNPV) COM 373737105 173507654 16493123 16,493,123 3 16,493,123
Getty Realty Corp REIT
USD0.01 COM 374297109 234639 9300 9,300 2 9,300
Getty Realty Corp REIT
USD0.01 COM 374297109 11908.56 472 472 3 472
G-III Apparel
GrpComStkUSD0.01 COM 36237H101 18319.5 531 531 3 531
Gilead Sciences
ComStkUSD0.001 COM 375558103 7768598.82 187602 187,602 2 187,602
Gilead Sciences
ComStkUSD0.001 COM 375558103 75282013.47 1817967 1,817,967 3 1,817,967
Glacier Bancorp ComStk
USD0.01 COM 37637Q105 227812 16900 16,900 3 16,900
GladstoneCapCp ComStk
USD0.001 COM 376535100 15116.64 1636 1,636 2 1,636
GladstoneCapCp ComStk
USD0.001 COM 376535100 1288684.32 139468 139,468 3 139,468
Glatfelter CommonStock
USD0.01 COM 377316104 525996 34200 34,200 2 34,200
Glatfelter CommonStock
USD0.01 COM 377316104 9648781.42 627359 627,359 3 627,359
GlaxoSmithKlineADR(EchCnv2Ord) COM 37733W105 118446.9 2761 2,761 2 2,761
Global Sources Ltd CS
USD0.01 COM G39300101 84548 9200 9,200 3 9,200
Goldcorp Inc Com NPV(US
List.) COM 380956409 84038.07 1741 1,741 2 1,741
Goldcorp Inc Com NPV(US
List.) COM 380956409 11801435.76 244488 244,488 3 244,488
Goldcorp Inc
ComNPV(Can.List.) COM 380956409 4078169.625 84300 84,300 3 84,300
GoldenStarResourcesLtd
Com NPV COM 38119T104 92336.03343 42000 42,000 3 42,000
GoldFields
SponADR(EchRep1Ord) COM 38059T106 998831.4 68460 68,460 3 68,460
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 6790651.07 51023 51,023 2 51,023
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 99782364.24 749736 749,736 3 749,736
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 635770.93 4777 4,777 4 4,777
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 1796715 13500 13,500 5 13,500
GoldmanSachsGroupComStkUSD0.01 COM 38141G104 852973.81 6409 6,409 7 6,409
Goodrich Corp Common Stk
USD5 COM 382388106 878600 9200 9,200 2 9,200
Goodrich Corp Common Stk
USD5 COM 382388106 5395750 56500 56,500 3 56,500
Goodrich Corp Common Stk
USD5 COM 382388106 205325 2150 2,150 7 2,150
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 39028732.12 77074 77,074 1 77,074
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 4987336.62 9849 9,849 2 9,849
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 90999524.28 179706 179,706 3 179,706
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 3915836.54 7733 7,733 4 7,733
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 2126796 4200 4,200 5 4,200
GoogleInc
Cls'A'ComStkUSD0.001 COM 38259P508 1177839.88 2326 2,326 7 2,326
GpoTelevisaADR(Rep20OrdPtgCts) COM 40049J206 11507658.6 467791 467,791 3 467,791
Graco Inc Common Stock
USD1 COM 384109104 96254 1900 1,900 3 1,900
GRAFTECH INTERNATIONAL
LTD COM 384313102 27518552 1357600 1,357,600 1 1,357,600
Graham Packaging
ComStkUSD0.01 COM 384701108 32604416 1292800 1,292,800 1 1,292,800
Grainger (W.W)
Com.USD0.50 COM 384802104 2048461.8 13332 13,332 2 13,332
Grainger (W.W)
Com.USD0.50 COM 384802104 17134894.35 111519 111,519 3 111,519
Gramercy Capital REIT
USD0.001 COM 384871109 53934 17800 17,800 3 17,800
GranTierra Engy
ComStkUSD0.001 COM 38500T101 204249 30900 30,900 3 30,900
Great Lakes D&D
ComStkUSD0.01 COM 390607109 100998 18100 18,100 3 18,100
Great Northern
IronOreProp.NPV COM 391064102 320106.31 3100 3,100 3 3,100
Great Plains Energy
ComStk NPV COM 391164100 476790 23000 23,000 3 23,000
Great Southern Com Stk
USD0.01 COM 390905107 30320 1600 1,600 2 1,600
Great Southern Com Stk
USD0.01 COM 390905107 195412.4 10312 10,312 3 10,312
GreenPlainsRenewableCSUSD0.001 COM 393222104 118690 11000 11,000 2 11,000
GreenPlainsRenewableCSUSD0.001 COM 393222104 966784 89600 89,600 3 89,600
Greif Inc Cls'A'Common
Stk NPV COM 397624107 19509 300 300 3 300
GRIFOLS SA-ADR COM 398438309 87664.23 11673 11,673 3 11,673
GrupoAero.delSurADSRep10'B'NPV COM 40051E202 10656352 180800 180,800 3 180,800
GrupoFinGaliciaADS(Repr10ClsB) COM 399909100 153002 11300 11,300 3 11,300
GSI Technology ComStk
USD0.001 COM 36241U106 103680 14400 14,400 2 14,400
GT Solar Intl Com Stk
USD0.01 COM 3623E0209 55080 3400 3,400 2 3,400
GT Solar Intl Com Stk
USD0.01 COM 3623E0209 17358057 1071485 1,071,485 6 1,071,485
Guess? Inc CommonStock
USD0.01 COM 401617105 672960 16000 16,000 2 16,000
Guess? Inc CommonStock
USD0.01 COM 401617105 8706420 207000 207,000 3 207,000
Gulf Island Fabr. Com
Stk NPV COM 402307102 71016 2200 2,200 2 2,200
Gulf Island Fabr. Com
Stk NPV COM 402307102 116208 3600 3,600 3 3,600
Hackett Group Com.Stk
USD0.001 COM 404609109 13234 2600 2,600 3 2,600
Haemonetics Corp CmStk
USD0.01 COM 405024100 29996420 466000 466,000 1 466,000
Haemonetics Corp CmStk
USD0.01 COM 405024100 482775 7500 7,500 2 7,500
Haemonetics Corp CmStk
USD0.01 COM 405024100 1486947 23100 23,100 3 23,100
Halliburton Co Com Stk
USD2.50 COM 406216101 2478396 48596 48,596 2 48,596
Halliburton Co Com Stk
USD2.50 COM 406216101 106754628 2093228 2,093,228 3 2,093,228
Halliburton Co Com Stk
USD2.50 COM 406216101 1569219 30769 30,769 4 30,769
Halliburton Co Com Stk
USD2.50 COM 406216101 597057 11707 11,707 7 11,707
Hanesbrands Inc ComStk
USD0.01 COM 410345102 2255.45 79 79 7 79
Hanmi Fin.Corp ComStk
USD0.001 COM 410495105 34026 31800 31,800 3 31,800
Hansen Natural ComStk
USD0.005 COM 411310105 145710 1800 1,800 3 1,800
HarbinElectricInc
CSUSD0.00001 COM 41145W109 2856168 188900 188,900 3 188,900
HarleysvilleGrp
CommonStk USD1 COM 412824104 215073 6900 6,900 3 6,900
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 71552692.47 1570171 1,570,171 1 1,570,171
Harman IntIndInc Cm Sk
USD0.01 COM 413086109 1645077 36100 36,100 3 36,100
Harris Corp.Com.USD1 COM 413875105 5351641.02 118767 118,767 2 118,767
Harris Corp.Com.USD1 COM 413875105 61718501.76 1369696 1,369,696 3 1,369,696
HartfordFinancialServCmStkUSD1 COM 416515104 1207746 45800 45,800 2 45,800
HartfordFinancialServCmStkUSD1 COM 416515104 23235872.76 881148 881,148 3 881,148
Harvard Bioscience CS
USD0.01 COM 416906105 44239 8300 8,300 3 8,300
Hasbro Inc. Com Stk
USD0.50 COM 418056107 619413 14100 14,100 2 14,100
Hasbro Inc. Com Stk
USD0.50 COM 418056107 2969668 67600 67,600 3 67,600
Hatteras Fin Cp REIT
USD0.001 COM 41902R103 242778 8600 8,600 2 8,600
Hatteras Fin Cp REIT
USD0.001 COM 41902R103 14115 500 500 3 500
HawaiianHldgsInc CmStk
USD0.01 COM 419879101 15423630 2705900 2,705,900 1 2,705,900
Hawkins Inc Com Stk
USD0.05 COM 420261109 202832 5600 5,600 3 5,600
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 6050220 183340 183,340 1 183,340
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 575190 17430 17,430 4 17,430
HCA HOLDINGS INC
ComStkUSD0.01 COM 40412C101 4092 124 124 7 124
HCC Insurance Hldg
ComStk USD1 COM 404132102 78617448 2495792 2,495,792 1 2,495,792
HCC Insurance Hldg
ComStk USD1 COM 404132102 752850 23900 23,900 2 23,900
HCC Insurance Hldg
ComStk USD1 COM 404132102 7994700 253800 253,800 3 253,800
HDFC Bank ADR(Each Rep
3INR10) COM 40415F101 18997203 107700 107,700 2 107,700
HDFC Bank ADR(Each Rep
3INR10) COM 40415F101 40389782.2 228980 228,980 3 228,980
HDFC Bank ADR(Each Rep
3INR10) COM 40415F101 3155617.1 17890 17,890 4 17,890
HDFC Bank ADR(Each Rep
3INR10) COM 40415F101 440975 2500 2,500 6 2,500
Health Care REIT
IncComStkUSD1 COM 42217K106 38769887.8 739460 739,460 1 739,460
Health Care REIT
IncComStkUSD1 COM 42217K106 1007914.32 19224 19,224 3 19,224
Healthcare Serv.
ComStkUSD0.01 COM 421906108 15871375 976700 976,700 1 976,700
Healthcare Serv.
ComStkUSD0.01 COM 421906108 209625 12900 12,900 2 12,900
Healthcare Serv.
ComStkUSD0.01 COM 421906108 188500 11600 11,600 3 11,600
Healthspring Inc
ComStkUSD0.01 COM 42224N101 2642103 57300 57,300 2 57,300
Healthspring Inc
ComStkUSD0.01 COM 42224N101 26089038 565800 565,800 3 565,800
Heartland Fin USA Com
Stk USD1 COM 42234Q102 10185 700 700 3 700
Hecla Mining CommStock
USD0.25 COM 422704106 110736 14400 14,400 2 14,400
Hecla Mining CommStock
USD0.25 COM 422704106 890655.8 115820 115,820 3 115,820
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 1058407.2 19865 19,865 2 19,865
Heinz(H.J.)Co.Common
USD0.25 COM 423074103 9052538.4 169905 169,905 3 169,905
HelixEnergySol.Grp Com
Stk NPV COM 42330P107 39308472 2373700 2,373,700 1 2,373,700
Henry Schein Inc Com Stk
NPV COM 806407102 121703 1700 1,700 2 1,700
Henry Schein Inc Com Stk
NPV COM 806407102 5469476 76400 76,400 3 76,400
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 798266 26600 26,600 2 26,600
Henry(Jack)&Ass.ComStk
USD0.01 COM 426281101 10227408 340800 340,800 3 340,800
Herbalife Limited
USD0.002 COM G4412G101 461120 8000 8,000 2 8,000
Herbalife Limited
USD0.002 COM G4412G101 7510492 130300 130,300 3 130,300
Hershey Company
CommonStk USD1 COM 427866108 73905 1300 1,300 2 1,300
Hershey Company
CommonStk USD1 COM 427866108 2626470 46200 46,200 3 46,200
Hess Corporation Com Stk
USD1 COM 42809H107 2482032 33200 33,200 2 33,200
Hess Corporation Com Stk
USD1 COM 42809H107 57342415.2 767020 767,020 3 767,020
Hewlett-Packard ComStk
USD0.01 COM 428236103 9727281.2 267233 267,233 2 267,233
Hewlett-Packard ComStk
USD0.01 COM 428236103 103034750 2830625 2,830,625 3 2,830,625
Hewlett-Packard ComStk
USD0.01 COM 428236103 824714.8 22657 22,657 4 22,657
Hewlett-Packard ComStk
USD0.01 COM 428236103 1263080 34700 34,700 5 34,700
Hewlett-Packard ComStk
USD0.01 COM 428236103 363636 9990 9,990 7 9,990
Hexcel Corp Common Stk
USD0.01 COM 428291108 6112213.36 279224 279,224 3 279,224
HickoryTech Corp Com Stk
NPV COM 429060106 17820 1500 1,500 2 1,500
HickoryTech Corp Com Stk
NPV COM 429060106 394249.68 33186 33,186 3 33,186
Hill-Rom Hldgs Inc Com
Stk NPV COM 431475102 672184 14600 14,600 3 14,600
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 33000 15000 15,000 2 15,000
HimaxTechno.ADR(EchRep1OrdNPV) COM 43289P106 351373 159715 159,715 3 159,715
HI-TECH PHARMACAL CO INC COM 42840B101 202510 7000 7,000 2 7,000
HI-TECH PHARMACAL CO INC COM 42840B101 297979 10300 10,300 3 10,300
HittiteMicrowave CmStk
USD0.01 COM 43365Y104 10710430 173000 173,000 1 173,000
HittiteMicrowave CmStk
USD0.01 COM 43365Y104 371460 6000 6,000 3 6,000
HMS Hldgs Corp Com Stk
USD0.01 COM 40425J101 7241154 94200 94,200 1 94,200
HollysysAutoTechLtdUSD0.0001 COM 15956A109 16480556 1768300 1,768,300 4 1,768,300
HollysysAutoTechLtdUSD0.0001 COM 15956A109 3126860 335500 335,500 6 335,500
Home Depot Common
USD0.05 COM 437076102 1531852.46 42293 42,293 2 42,293
Home Depot Common
USD0.05 COM 437076102 4089889.96 112918 112,918 3 112,918
HOME PROPERTIES REIT
USD0.01 COM 437306103 23962368 393600 393,600 1 393,600
HondaMotorADR(ConvInto1OrdNPV) COM 438128308 162625.32 4212 4,212 2 4,212
Honeywell Intl Inc
ComStk USD1 COM 438516106 2532038.69 42491 42,491 2 42,491
Honeywell Intl Inc
ComStk USD1 COM 438516106 17934802.3 300970 300,970 3 300,970
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 789866 50600 50,600 2 50,600
HoraceMannEducat.
CmSkUSD0.001 COM 440327104 12798186.31 819871 819,871 3 819,871
Hormel Foods Com Stk
USD0.0586 COM 440452100 3610766.06 121126 121,126 2 121,126
Hormel Foods Com Stk
USD0.0586 COM 440452100 30528421 1024100 1,024,100 3 1,024,100
HornbeckOffshore
ComStkUSD0.01 COM 440543106 308000 11200 11,200 2 11,200
HornbeckOffshore
ComStkUSD0.01 COM 440543106 2046000 74400 74,400 3 74,400
HospiraInc CommonStock
USD0.01 COM 441060100 52753859.6 931060 931,060 1 931,060
HospiraInc CommonStock
USD0.01 COM 441060100 5773767.32 101902 101,902 3 101,902
HospiraInc CommonStock
USD0.01 COM 441060100 1404601.4 24790 24,790 4 24,790
HospiraInc CommonStock
USD0.01 COM 441060100 43118.26 761 761 7 761
HospitalityProTst REIT
USD0.01 COM 44106M102 8485075 349900 349,900 3 349,900
HQ Sust.Maritime
CmStkUSD0.001 COM 40426A208 27800 10000 10,000 3 10,000
HSBCHldgs
SpnADR(EchRp5USD0.5) COM 404280406 11660.7 235 235 7 235
HUANENG POWER INTL-SPONS
ADR COM 443304100 21320 1000 1,000 4 1,000
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 1260030 19400 19,400 2 19,400
Hubbell
IncCls'B'ComStkUSD0.01 COM 443510201 13041960 200800 200,800 3 200,800
HudsonCityBancp ComStk
USD0.01 COM 443683107 496576.08 60632 60,632 3 60,632
Humana Inc Com Stk
USD0.166 COM 444859102 3342410 41500 41,500 2 41,500
Humana Inc Com Stk
USD0.166 COM 444859102 49516394.7 614805 614,805 3 614,805
HumanGenomeScien.ComStkUSD0.01 COM 444903108 11435640 466000 466,000 1 466,000
HumanGenomeScien.ComStkUSD0.01 COM 444903108 898458.48 36612 36,612 3 36,612
Huntington
BancsharesComStkNPV COM 446150104 1133568 172800 172,800 2 172,800
Huntington
BancsharesComStkNPV COM 446150104 5743883.52 875592 875,592 3 875,592
Huntington Ingalls CS
USD0.01 COM 446413106 12627 366 366 2 366
Huntington Ingalls CS
USD0.01 COM 446413106 2083006.5 60377 60,377 3 60,377
IAC/InterActiveCpComStkUSD0.01 COM 44919P508 309177 8100 8,100 2 8,100
IAC/InterActiveCpComStkUSD0.01 COM 44919P508 297726 7800 7,800 3 7,800
IAM Gold Corp Com Stk
NPV COM 450913108 30098.39436 1600 1,600 3 1,600
IAMGOLD Corp Common NPV COM 450913108 4170610.64 222314 222,314 3 222,314
IBERIABANK
CorpCommonStockUSD1 COM 450828108 16456220 285500 285,500 1 285,500
Icahn Enterprises LP NPV COM 451100101 299538 6966 6,966 3 6,966
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 7863350 159500 159,500 3 159,500
ICICI Bk Spon
ADR(Rp2OrdINR10) COM 45104G104 221850 4500 4,500 6 4,500
ICU Medical ComStk
USD0.10 COM 44930G107 104880 2400 2,400 2 2,400
ICU Medical ComStk
USD0.10 COM 44930G107 253460 5800 5,800 3 5,800
IDACORP Inc Common Stock
NPV COM 451107106 19734200 499600 499,600 1 499,600
Idex Corp Common Stock
USD0.01 COM 45167R104 64179775.45 1399777 1,399,777 1 1,399,777
Idex Corp Common Stock
USD0.01 COM 45167R104 1728545 37700 37,700 3 37,700
IDEXX Laborator.
ComStkUSD0.10 COM 45168D104 418824 5400 5,400 2 5,400
IDEXX Laborator.
ComStkUSD0.10 COM 45168D104 5010376 64600 64,600 3 64,600
IHS Inc Class'A'ComStk
USD0.01 COM 451734107 73826.7 885 885 3 885
II-VI Incorporated Com
Stk NPV COM 902104108 261120 10200 10,200 3 10,200
Illinois Tool Works
Common NPV COM 452308109 1756839 31100 31,100 2 31,100
Illinois Tool Works
Common NPV COM 452308109 25518340.68 451732 451,732 3 451,732
Illinois Tool Works
Common NPV COM 452308109 2138993.85 37865 37,865 4 37,865
Illinois Tool Works
Common NPV COM 452308109 1728594 30600 30,600 5 30,600
Illinois Tool Works
Common NPV COM 452308109 856162.44 15156 15,156 7 15,156
Immucor Inc Common Stk
USD0.10 COM 452526106 643230 31500 31,500 2 31,500
Immucor Inc Common Stk
USD0.10 COM 452526106 1825548 89400 89,400 3 89,400
Infinity Prop.&Cas.
ComStk NPV COM 45665Q103 9833334 179900 179,900 1 179,900
Informatica CommonStk
USD0.001 COM 45666Q102 4555261.23 77961 77,961 1 77,961
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 6346879 97300 97,300 2 97,300
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 53050515.32 813284 813,284 3 813,284
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 494443.4 7580 7,580 4 7,580
InfosysLtd
SponADR(Rp1OrdINR5) COM 456788108 267443 4100 4,100 6 4,100
ING
GroepSpADR(Rep1OrdEUR0.24) COM 456837103 96077.79 7767 7,767 2 7,767
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 31445 1900 1,900 2 1,900
Ingles
Markets'A'ComStkUSD0.05 COM 457030104 2043047.85 123447 123,447 3 123,447
Ingram
MicroCls'A'CmStkUSD0.01 COM 457153104 796346 43900 43,900 2 43,900
Ingram
MicroCls'A'CmStkUSD0.01 COM 457153104 13211362 728300 728,300 3 728,300
InnophosHldgsIncComStkUSD0.001 COM 45774N108 29524000 605000 605,000 1 605,000
Innospec Inc Com.Stock
USD0.01 COM 45768S105 241992 7200 7,200 2 7,200
Innospec Inc Com.Stock
USD0.01 COM 45768S105 1704027 50700 50,700 3 50,700
Insight Enterpr.ComStk
USD0.01 COM 45765U103 320551 18100 18,100 2 18,100
Insight Enterpr.ComStk
USD0.01 COM 45765U103 4257360.03 240393 240,393 3 240,393
INSULET CORP
ComStkUSD0.01 COM 45784P101 6970248 314400 314,400 1 314,400
IntegratedDevTechComStUSD0.001 COM 458118106 61575240 7834000 7,834,000 1 7,834,000
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 348120 36000 36,000 2 36,000
IntegratedSil.
ComStkUSD0.0001 COM 45812P107 4313787 446100 446,100 3 446,100
Integrys Engy Grp Com
Stk USD1 COM 45822P105 311040 6000 6,000 2 6,000
Integrys Engy Grp Com
Stk USD1 COM 45822P105 8634107.52 166553 166,553 3 166,553
Intel Cp.Common Stk
USD0.001 COM 458140100 11152551.84 503274 503,274 2 503,274
Intel Cp.Common Stk
USD0.001 COM 458140100 107308160.2 4842426 4,842,426 3 4,842,426
Intel Cp.Common Stk
USD0.001 COM 458140100 1232096 55600 55,600 7 55,600
InterParfumsIncComStk
USD0.001 COM 458334109 87514 3800 3,800 3 3,800
Interpublic Group
Com.USD0.10 COM 460690100 19327500 1546200 1,546,200 1 1,546,200
Interpublic Group
Com.USD0.10 COM 460690100 675000 54000 54,000 3 54,000
Intervest
Bancshs'A'ComStkUSD1 COM 460927106 6426 2100 2,100 3 2,100
Intl Bancshares Cp
ComStk USD1 COM 459044103 772926 46200 46,200 3 46,200
Intl Shipholding Cp
ComStkUSD1 COM 460321201 180880 8500 8,500 2 8,500
Intl Shipholding Cp
ComStkUSD1 COM 460321201 2178369.76 102367 102,367 3 102,367
Intl.BusinessMachComStkUSD0.20 COM 459200101 50684447.5 295450 295,450 1 295,450
Intl.BusinessMachComStkUSD0.20 COM 459200101 12470655.7 72694 72,694 2 72,694
Intl.BusinessMachComStkUSD0.20 COM 459200101 79467792.7 463234 463,234 3 463,234
Intl.BusinessMachComStkUSD0.20 COM 459200101 3233717.5 18850 18,850 4 18,850
Intl.BusinessMachComStkUSD0.20 COM 459200101 159884.6 932 932 7 932
Intl.Flavors ComStock
USD0.125 COM 459506101 565312 8800 8,800 3 8,800
INTREPID POTASH INC
COMMON STO COM 46121Y102 6500 200 200 3 200
Intuit Inc Com Stock
USD0.01 COM 461202103 409694 7900 7,900 2 7,900
Intuit Inc Com Stock
USD0.01 COM 461202103 3604270 69500 69,500 3 69,500
Invesco Limited Ord
USD0.10 COM G491BT108 46800 2000 2,000 7 2,000
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 23893719.48 1130796 1,130,796 1 1,130,796
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 190170 9000 9,000 2 9,000
Invesco Mortgage
ComStkUSD0.01 COM 46131B100 1358806.91 64307 64,307 3 64,307
IPC the Hospital
ComStkUSD0.01 COM 44984A105 10159317 219400 219,400 1 219,400
IPC the Hospital
ComStkUSD0.01 COM 44984A105 134284.5 2900 2,900 2 2,900
Ishares FTSE China 25
Index Fd COM 464287184 592710 13800 13,800 3 13,800
Ishares Inc MSCI Brazil
Idx Fd COM 464286400 3484711.8 47508 47,508 3 47,508
Ishares Inc MSCI
HongKongIdxFd COM 464286871 301413 16275 16,275 3 16,275
Ishares MSCI Japan Idx
Fd ETF COM 464286848 177737.63 17041 17,041 2 17,041
Ishares MSCI Japan Idx
Fd ETF COM 464286848 569478 54600 54,600 3 54,600
Ishares MSCI
MalaysiaFreeIdxFd COM 464286830 626480 41000 41,000 3 41,000
Ishares MSCI
MalaysiaFreeIdxFd COM 464286830 941706.4 61630 61,630 4 61,630
Ishares MSCI Taiwan
Index Fd COM 464286731 2305842 151900 151,900 3 151,900
ISHARES S&P GLOBAL
INFRASTR COM 464288372 487156.5 13050 13,050 7 13,050
Ishares Trust S&P 500
Index Fd COM 464287200 80368743.66 606923 606,923 2 606,923
Ishares Trust S&P 500
Index Fd COM 464287200 2665879.44 20132 20,132 3 20,132
Ishares Trust S&P 500
Index Fd COM 464287200 1557259.2 11760 11,760 7 11,760
Ishares Tst Comex Gold
ETF USD COM 464285105 87755834.64 5994251 5,994,251 2 5,994,251
Ishares Tst Comex Gold
ETF USD COM 464285105 13082962.8 893645 893,645 3 893,645
Ishares Tst MSCI EAFE
Index Fd COM 464287465 304007.7 5055 5,055 2 5,055
Ishares Tst MSCI EmgMkts
IdxFd COM 464287234 325584 6840 6,840 7 6,840
iShares Tst MSCI EMU
Index Fd COM 464286608 310950.64 8008 8,008 2 8,008
Ishares Tst
RussellMidcapIdxFd COM 464287499 634172 5800 5,800 1 5,800
iShares Tst S&P Glb 100
Idx Fd COM 464287572 43881.75 675 675 7 675
IsharesMSCI
PacificExJpnIdxETF COM 464286665 171300.78 3598 3,598 2 3,598
IsharesMSCI
ThailandInvestable COM 464286624 947677.01 14917 14,917 4 14,917
IsharesTst
Russell2000IdxFdETF COM 464287655 18398160 222200 222,200 1 222,200
IsharesTst
S&PMidcap400IndexFd COM 464287507 517810 5300 5,300 7 5,300
iShs S&P Wrld ex-US Prop
IdxFd COM 464288422 824402.92 23717 23,717 2 23,717
iShs Tst DJ US Real Est
Idx Fd COM 464287739 18814625.1 312017 312,017 2 312,017
iShsMSCI AllCountryAsia
ex-Jap COM 464288182 259759.89 4189 4,189 2 4,189
iShsS&PGSCI
CommodityIdxTstETF COM 46428R107 184364.55 5405 5,405 2 5,405
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 92417382.75 3924305 3,924,305 2 3,924,305
Itau Unibanco ADR
(Rep1PrefSh) COM 465562106 634463117 26941109 26,941,109 3 26,941,109
Itron Incorporated Com
Stk NPV COM 465741106 18820928 390800 390,800 1 390,800
Itron Incorporated Com
Stk NPV COM 465741106 809088 16800 16,800 3 16,800
ITT Corporation
Com.Stock USD1 COM 450911102 6753378 114600 114,600 1 114,600
ITT Corporation
Com.Stock USD1 COM 450911102 1555752 26400 26,400 2 26,400
ITT Corporation
Com.Stock USD1 COM 450911102 16453256 279200 279,200 3 279,200
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 2761872 35300 35,300 2 35,300
ITT Educat.Svs Com Stk
USD0.01 COM 45068B109 36849475.2 470980 470,980 3 470,980
J&J Snack Foods Corp
CmStk NPV COM 466032109 184445 3700 3,700 3 3,700
J.M.Smucker Co Com
StkUSD0.001 COM 832696405 9363900 122500 122,500 1 122,500
J.M.Smucker Co Com
StkUSD0.001 COM 832696405 4402944 57600 57,600 3 57,600
J2 Gbl Commun. Com Stk
USD0.01 COM 46626E205 1075563 38100 38,100 2 38,100
J2 Gbl Commun. Com Stk
USD0.01 COM 46626E205 7269225 257500 257,500 3 257,500
Jabil Circuit Com Stk
USD0.001 COM 466313103 472680 23400 23,400 2 23,400
Jabil Circuit Com Stk
USD0.001 COM 466313103 438340 21700 21,700 3 21,700
James River Coal
ComStkUSD0.01 COM 470355207 701634 33700 33,700 2 33,700
James River Coal
ComStkUSD0.01 COM 470355207 12265957.26 589143 589,143 3 589,143
Janus CapitalGrp
ComStkUSD0.01 COM 47102X105 270928 28700 28,700 3 28,700
Jarden Corp
CommonStockUSD0.01 COM 471109108 18459399 534900 534,900 1 534,900
JB Hunt Transp.Com Stk
USD0.01 COM 445658107 2462807 52300 52,300 3 52,300
Johnson & Johnson
Com.USD1 COM 478160104 34903642.68 524709 524,709 1 524,709
Johnson & Johnson
Com.USD1 COM 478160104 12817339.68 192684 192,684 2 192,684
Johnson & Johnson
Com.USD1 COM 478160104 120772980.3 1815589 1,815,589 3 1,815,589
Johnson & Johnson
Com.USD1 COM 478160104 2237067.6 33630 33,630 4 33,630
Johnson & Johnson
Com.USD1 COM 478160104 1942384 29200 29,200 5 29,200
Johnson & Johnson
Com.USD1 COM 478160104 2929740.36 44043 44,043 7 44,043
JohnsonControlsCmStkUSD0.01388 COM 478366107 137478 3300 3,300 2 3,300
JohnsonControlsCmStkUSD0.01388 COM 478366107 169431.22 4067 4,067 3 4,067
Jones Grp Inc Com Stk
USD0.01 COM 48020T101 2554090 235400 235,400 3 235,400
JosABankClothiersComStkUSD0.01 COM 480838101 1795359 35900 35,900 2 35,900
JosABankClothiersComStkUSD0.01 COM 480838101 17685286.35 353635 353,635 3 353,635
Journal Commun.
ComStkUSD0.125 COM 481130102 186120 36000 36,000 3 36,000
Joy Global Inc Common
Stk USD1 COM 481165108 742872 7800 7,800 2 7,800
Joy Global Inc Common
Stk USD1 COM 481165108 4590568 48200 48,200 3 48,200
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 46617722.96 1138684 1,138,684 1 1,138,684
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 11817863.22 288663 288,663 2 288,663
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 163623301.3 3996661 3,996,661 3 3,996,661
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 4546960.16 111064 111,064 4 111,064
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 3582250 87500 87,500 5 87,500
JPMorganChaseNCo
CommonStkUSD1 COM 46625H100 877016.68 21422 21,422 7 21,422
JPMorganOverseas
InvTstOrd 25p COM G35756108 179056 7600 7,600 7 7,600
Kaiser Aluminum ComStk
USD0.01 COM 483007704 20203938 369900 369,900 1 369,900
Kansas City Life
ComStkUSD1.25 COM 484836101 15575 500 500 3 500
KansasCitySouth.
ComStkUSD0.01 COM 485170302 16944648 285600 285,600 1 285,600
KansasCitySouth.
ComStkUSD0.01 COM 485170302 652630 11000 11,000 3 11,000
KapStone Paper
ComStkUSD0.0001 COM 48562P103 32278360 1948000 1,948,000 1 1,948,000
Kellogg Co Common
USD0.25 COM 487836108 4093348.08 73994 73,994 3 73,994
Kellogg Co Common
USD0.25 COM 487836108 13276.8 240 240 7 240
Kemet Corp Common
StockUSD0.01 COM 488360207 252933 17700 17,700 2 17,700
Kemet Corp Common
StockUSD0.01 COM 488360207 4788579 335100 335,100 3 335,100
Kenexa Corp Common Stk
USD0.01 COM 488879107 20908162 871900 871,900 1 871,900
Kennametal Inc Cap Stk
USD1.25 COM 489170100 28760458.86 681366 681,366 1 681,366
Kennametal Inc Cap Stk
USD1.25 COM 489170100 1093239 25900 25,900 3 25,900
Keycorp Common Stk USD1 COM 493267108 2306577 276900 276,900 2 276,900
Keycorp Common Stk USD1 COM 493267108 23565395.07 2828979 2,828,979 3 2,828,979
Kimberly-Clark Common
USD1.25 COM 494368103 3793786.88 56998 56,998 2 56,998
Kimberly-Clark Common
USD1.25 COM 494368103 51373603.84 771839 771,839 3 771,839
Kimberly-Clark Common
USD1.25 COM 494368103 492544 7400 7,400 7 7,400
KinderMorganEgyUnitsofPart.NPV COM 494550106 232320 3200 3,200 2 3,200
KinderMorganEgyUnitsofPart.NPV COM 494550106 2083620 28700 28,700 3 28,700
KinderMorganEgyUnitsofPart.NPVCOM 494550106 36300 500 500 4 500
Kindred Health Com Stk
USD0.25 COM 494580103 9378847.45 436835 436,835 1 436,835
Kindred Health Com Stk
USD0.25 COM 494580103 307021 14300 14,300 2 14,300
Kindred Health Com Stk
USD0.25 COM 494580103 3306315.59 153997 153,997 3 153,997
Kinetic Concepts
CmStkUSD0.001 COM 49460W208 743427 12900 12,900 3 12,900
Kinross Gold
ComNPV(Can.List.) COM 496902404 55436.15274 3510 3,510 2 3,510
Kinross Gold
ComNPV(Can.List.) COM 496902404 5089575.81 322252 322,252 3 322,252
KKR And Company LP Com
Stk NPV COM 48248M102 25615872 1569600 1,569,600 1 1,569,600
KKR And Company LP Com
Stk NPV COM 48248M102 3041101.44 186342 186,342 3 186,342
KKR Finan.Holdings LLC
USD0.01 COM 48248A306 251136 25600 25,600 3 25,600
KLA-TencorCorp ComStk
USD0.001 COM 482480100 3780832 93400 93,400 2 93,400
KLA-TencorCorp ComStk
USD0.001 COM 482480100 24777808 612100 612,100 3 612,100
KnightCapital
'A'ComStkUSD0.01 COM 499005106 14222412 1290600 1,290,600 1 1,290,600
Kohls Corp Com Stk
USD0.01 COM 500255104 595119 11900 11,900 3 11,900
Kraft Foods Cls'A'Com
Stk NPV COM 50075N104 1606488 45600 45,600 2 45,600
Kraft Foods Cls'A'Com
Stk NPV COM 50075N104 13716624.35 389345 389,345 3 389,345
Kraft Foods Cls'A'Com
Stk NPV COM 50075N104 787531.42 22354 22,354 7 22,354
Kroger Co.Com.USD1 COM 501044101 2241920 90400 90,400 2 90,400
Kroger Co.Com.USD1 COM 501044101 49668200 2002750 2,002,750 3 2,002,750
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 3434600.88 176677 176,677 3 176,677
KT Corp
ADR(Repr1/2OrdKRW5000) COM 48268K101 8464953.6 435440 435,440 6 435,440
Kulicke & Soffa Com NPV COM 501242101 601560 54000 54,000 2 54,000
Kulicke & Soffa Com NPV COM 501242101 11145202.38 1000467 1,000,467 3 1,000,467
L-3CommunicationsComStkUSD0.01 COM 502424104 3821565 43700 43,700 2 43,700
L-3CommunicationsComStkUSD0.01 COM 502424104 44327093.25 506885 506,885 3 506,885
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 3900637 40300 40,300 2 40,300
Laborat.Cp
ofAmerComStkUSD0.01 COM 50540R409 37399656 386400 386,400 3 386,400
Laclede Group Inc
Com.Stk USD1 COM 505597104 567450 15000 15,000 3 15,000
Lakeland Bancorp Inc
ComStkNPV COM 511637100 13622.7 1365 1,365 3 1,365
Lakeland Fin Corp Com
Stk NPV COM 511656100 23373 1050 1,050 3 1,050
Lam Research Cp. Com Stk
NPV COM 512807108 4211028 95100 95,100 2 95,100
Lam Research Cp. Com Stk
NPV COM 512807108 65656745.64 1482763 1,482,763 3 1,482,763
LamarAdvert.ClsAComStkUSD0.001 COM 512815101 16775073 612900 612,900 1 612,900
LamarAdvert.ClsAComStkUSD0.001 COM 512815101 372232 13600 13,600 3 13,600
LaSalleHotel Prop.REIT
USD0.01 COM 517942108 11585227.56 439834 439,834 1 439,834
LaSalleHotel Prop.REIT
USD0.01 COM 517942108 582851.52 22128 22,128 3 22,128
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 69971601.7 1886027 1,886,027 1 1,886,027
Lazard Ltd LP Class'A'
USD0.01 COM G54050102 2827020 76200 76,200 3 76,200
Lee Enterprises Inc
CmStk USD2 COM 523768109 29281 32900 32,900 2 32,900
LenderProcessingCmStkUSD0.0001 COM 52602E102 1062228 50800 50,800 2 50,800
LenderProcessingCmStkUSD0.0001 COM 52602E102 16131709.53 771483 771,483 3 771,483
Lexicon Pharm.Com Stk
USD0.001 COM 528872104 7309808 4153300 4,153,300 1 4,153,300
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 2604140 89000 89,000 2 89,000
LexmarkInt'lGrp.
ComStkUSD0.01 COM 529771107 28278502.56 966456 966,456 3 966,456
LHC Group Inc ComStock
USD0.01 COM 50187A107 479648 20800 20,800 2 20,800
LHC Group Inc ComStock
USD0.01 COM 50187A107 6638028.54 287859 287,859 3 287,859
LibertyMediaCpStarzA
CSUSD0.01 COM 53071M708 15356484 204100 204,100 1 204,100
LibertyMediaCpStarzA
CSUSD0.01 COM 53071M708 556776 7400 7,400 3 7,400
Life Techn.Corp ComStk
USD0.01 COM 53217V109 60948091.21 1170503 1,170,503 1 1,170,503
Life Techn.Corp ComStk
USD0.01 COM 53217V109 2311908 44400 44,400 3 44,400
Life Time FitnessCmStk
USD0.02 COM 53217R207 32934530.2 825220 825,220 1 825,220
Life Time FitnessCmStk
USD0.02 COM 53217R207 1201291 30100 30,100 3 30,100
LifePartnersHldgsComStkUSD0.01 COM 53215T106 96040 28000 28,000 2 28,000
LifePartnersHldgsComStkUSD0.01 COM 53215T106 1538893.51 448657 448,657 3 448,657
LifePointHospit.
ComStkUSD0.01 COM 53219L109 14275924 365300 365,300 1 365,300
LifePointHospit.
ComStkUSD0.01 COM 53219L109 4398063.2 112540 112,540 3 112,540
Limited Brands Com Stk
USD0.50 COM 532716107 3310545 86100 86,100 2 86,100
Limited Brands Com Stk
USD0.50 COM 532716107 17795967.3 462834 462,834 3 462,834
Lincare Hldgs Com Stk
USD0.01 COM 532791100 2924073 99900 99,900 2 99,900
Lincare Hldgs Com Stk
USD0.01 COM 532791100 28120274.4 960720 960,720 3 960,720
Lincoln Education. Com
Stk NPV COM 533535100 356720 20800 20,800 2 20,800
Lincoln Education. Com
Stk NPV COM 533535100 9577143.1 558434 558,434 3 558,434
Lincoln Electric Com Stk
NPV COM 533900106 179250 5000 5,000 2 5,000
Lincoln Electric Com Stk
NPV COM 533900106 86040 2400 2,400 3 2,400
LincolnNationalCrpCmStkUSD1.25 COM 534187109 877492 30800 30,800 2 30,800
LincolnNationalCrpCmStkUSD1.25 COM 534187109 20875648.64 732736 732,736 3 732,736
Linear Tech Corp Com Stk
NPV COM 535678106 1898650 57500 57,500 2 57,500
Linear Tech Corp Com Stk
NPV COM 535678106 15499588 469400 469,400 3 469,400
LiquiditySvcsIncComStkUSD0.001 COM 53635B107 15275.67 647 647 3 647
Lithia Motors Cls'A'
ComStkNPV COM 536797103 8113079 413300 413,300 1 413,300
Littelfuse Inc
ComStockUSD0.01 COM 537008104 1350560 23000 23,000 2 23,000
Littelfuse Inc
ComStockUSD0.01 COM 537008104 3282448 55900 55,900 3 55,900
LKQ Corp Common Stock
USD0.01 COM 501889208 22077358 846200 846,200 1 846,200
Lockheed Martin ComStk
USD0.01 COM 539830109 5910810 73000 73,000 2 73,000
Lockheed Martin ComStk
USD0.01 COM 539830109 60385482.72 745776 745,776 3 745,776
Lockheed Martin ComStk
USD0.01 COM 539830109 336025.5 4150 4,150 7 4,150
Loews Corp Com Stock
USD0.01 COM 540424108 1515240 36000 36,000 2 36,000
Loews Corp Com Stock
USD0.01 COM 540424108 1001742 23800 23,800 3 23,800
Logitech Intl SA
CHF0.25(Regd) COM H50430232 1723716.924 154000 154,000 3 154,000
LongtopFinancialTchADR(Rp1Ord) COM 54318P108 26390313 1394100 1,394,100 4 1,394,100
Lorillard Inc ComStock
USD0.01 COM 544147101 3881542.11 35653 35,653 2 35,653
Lorillard Inc ComStock
USD0.01 COM 544147101 49288932.84 452732 452,732 3 452,732
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 484848 20800 20,800 2 20,800
Lowe's Cos Inc
Com.Stk.USD0.50 COM 548661107 10224721.71 438641 438,641 3 438,641
LTC PropertiesInc REIT
USD0.01 COM 502175102 36166 1300 1,300 3 1,300
LTX-CredenceCorp
ComStkUSD0.05 COM 502403207 109962 12300 12,300 3 12,300
Lubrizol Inc.Common NPV COM 549271104 1718656 12800 12,800 2 12,800
Lubrizol Inc.Common NPV COM 549271104 16595772 123600 123,600 3 123,600
LululemonAthleticComStkUSD0.01 COM 550021109 55910 1000 1,000 3 1,000
LyondellBasellInd A CS
USD0.01 COM N53745100 2865888 74400 74,400 3 74,400
M & F Worldwide ComStk
USD0.01 COM 552541104 135375.76 5239 5,239 3 5,239
M & T Bank Corp ComStk
USD0.50 COM 55261F104 12576.85 143 143 7 143
Magellan Health ComStk
USD0.01 COM 559079207 1012690 18500 18,500 2 18,500
Magellan Health ComStk
USD0.01 COM 559079207 24231974.76 442674 442,674 3 442,674
Magellan Midstream Com
Stk NPV COM 559080106 2204037 36900 36,900 3 36,900
Magna Intl Inc Sub Vtg
Com NPV COM 559222401 1211402.3 22400 22,400 2 22,400
Magna Intl Inc Sub Vtg
Com NPV COM 559222401 14490372.49 267941 267,941 3 267,941
Maiden Hldgs Ltd
ComStkUSD0.01 COM G5753U112 16380 1800 1,800 3 1,800
MaidenformBrands CmStk
USD0.01 COM 560305104 141066 5100 5,100 2 5,100
MaidenformBrands CmStk
USD0.01 COM 560305104 127236 4600 4,600 3 4,600
Main Street Capital CS
USD0.01 COM 56035L104 422585 22300 22,300 3 22,300
MainSource Financial
ComStkNPV COM 56062Y102 58100 7000 7,000 3 7,000
Manpower Group Com Stk
USD0.01 COM 56418H100 17452184.05 325297 325,297 1 325,297
Manpower Group Com Stk
USD0.01 COM 56418H100 531135 9900 9,900 3 9,900
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 950588 21400 21,400 2 21,400
ManTech Intl 'A'ComStk
USD0.01 COM 564563104 10626774.28 239234 239,234 3 239,234
ManulifeFinComNPV(CanadianList COM 56501R106 83247.61253 4700 4,700 3 4,700
Marathon Oil Corp Com
Stk USD1 COM 565849106 15740044.32 492184 492,184 1 492,184
Marathon Oil Corp Com
Stk USD1 COM 565849106 1821069.12 56944 56,944 2 56,944
Marathon Oil Corp Com
Stk USD1 COM 565849106 73180313.7 2288315 2,288,315 3 2,288,315
Marathon Oil Corp Com
Stk USD1 COM 565849106 1049903.4 32830 32,830 4 32,830
Marathon Oil Corp Com
Stk USD1 COM 565849106 325172.64 10168 10,168 7 10,168
MARKET VECTORS
AGRIBUSINESS COM 57060U605 67237.5 1250 1,250 7 1,250
Market Vectors China ETF COM 57060U597 298410 6860 6,860 3 6,860
Market Vectors Gold
Miners ETF COM 57060U100 7204624.43 131977 131,977 7 131,977
MarketAxess Hldgs CS
USD0.003 COM 57060D108 202986 8100 8,100 2 8,100
MarketAxess Hldgs CS
USD0.003 COM 57060D108 223034 8900 8,900 3 8,900
MarketVectorsETF Tst
RussiaETF COM 57060U506 2177510 56500 56,500 3 56,500
MarkWst EnergyPrtnrsLP
USD0.01 COM 570759100 96480 2000 2,000 2 2,000
MarkWst EnergyPrtnrsLP
USD0.01 COM 570759100 86832 1800 1,800 3 1,800
Marriott Intl Cls A
ComStkUSD1 COM 571903202 28640.43 807 807 7 807
Masco Corporation Com
Stk USD1 COM 574599106 7218 600 600 7 600
Masimo Corp Com Stock
USD0.001 COM 574795100 33446392 1126900 1,126,900 1 1,126,900
Masimo Corp Com Stock
USD0.001 COM 574795100 1053550.96 35497 35,497 3 35,497
MasTec Inc Common Stk
USD0.10 COM 576323109 834156 42300 42,300 3 42,300
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 572546 1900 1,900 2 1,900
MasterCardCl'A'ComStkUSD0.0001 COM 57636Q104 987491.18 3277 3,277 3 3,277
MaterialSciences
ComStkUSD0.02 COM 576674105 108779 15004 15,004 3 15,004
Materion Corp Common
Stock NPV COM 576690101 251543.88 6804 6,804 3 6,804
Matrix Service Com Stk
USD0.01 COM 576853105 30774 2300 2,300 3 2,300
Mattel Inc Common Stock
USD1 COM 577081102 4450631 161900 161,900 2 161,900
Mattel Inc Common Stock
USD1 COM 577081102 34164572 1242800 1,242,800 3 1,242,800
Matthews Intl
Cls'A'ComStkUSD1 COM 577128101 14159925 352500 352,500 1 352,500
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 1648620 64500 64,500 2 64,500
MaximInteg.Prod.ComStkUSD0.001 COM 57772K101 11481552 449200 449,200 3 449,200
MAXIMUS Inc.Common Stock
NPV COM 577933104 657703.5 15900 15,900 3 15,900
MB Financial Com Stock
USD0.01 COM 55264U108 7195760 374000 374,000 1 374,000
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 2791385.84 56312 56,312 2 56,312
McCormick&CoInc
ComStkN/VtgNPV COM 579780206 23139276 466800 466,800 3 466,800
McDermott Intl.Com USD1 COM 580037109 570528 28800 28,800 3 28,800
McDonald's Corp ComStk
USD0.01 COM 580135101 6136893.92 72781 72,781 2 72,781
McDonald's Corp ComStk
USD0.01 COM 580135101 50135660.16 594588 594,588 3 594,588
McDonald's Corp ComStk
USD0.01 COM 580135101 1128117.28 13379 13,379 7 13,379
McGrath Rentcorp Com
Stock NPV COM 580589109 146016 5200 5,200 3 5,200
McGraw-Hill Common USD1 COM 580645109 75438 1800 1,800 2 1,800
McGraw-Hill Common USD1 COM 580645109 10974720.24 261864 261,864 3 261,864
McKesson HBOC Com Stk
USD0.01 COM 58155Q103 853230 10200 10,200 2 10,200
McKesson HBOC Com Stk
USD0.01 COM 58155Q103 6813376.15 81451 81,451 3 81,451
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 3221459.5 47690 47,690 3 47,690
MeadJohnson
Nutr.ComStkUSD0.01 COM 582839106 1965705 29100 29,100 5 29,100
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 172434 17400 17,400 2 17,400
Meadowbrook Ins.
ComStkUSD0.01 COM 58319P108 2960751.24 298764 298,764 3 298,764
Mechel OAO ADR
(EachRep1OrdSh) COM 583840103 1680518.16 70344 70,344 2 70,344
Mechel OAO ADR
(EachRep1OrdSh) COM 583840103 10855902.68 454412 454,412 3 454,412
Mechel Spon
ADR(Rep0.5PrefNPV) COM 583840509 102843.71 11917 11,917 3 11,917
Medallion Fin. Com Stk
USD0.01 COM 583928106 14625 1500 1,500 3 1,500
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 27983278.08 495104 495,104 1 495,104
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 5538960 98000 98,000 2 98,000
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 100488999.2 1777937 1,777,937 3 1,777,937
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 3888576 68800 68,800 4 68,800
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 2317320 41000 41,000 5 41,000
MedcoHealthSolut.ComStkUSD0.01 COM 58405U102 1219079.88 21569 21,569 7 21,569
Medicines
CompanyCmStkUSD0.001 COM 584688105 216281 13100 13,100 2 13,100
Medicines
CompanyCmStkUSD0.001 COM 584688105 204724 12400 12,400 3 12,400
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 8779100 230000 230,000 1 230,000
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 393151 10300 10,300 2 10,300
MedicisPharm.
ClsACmSkUSD0.001 COM 584690309 458040 12000 12,000 3 12,000
Medifast Inc Com Stk
USD0.001 COM 58470H101 1464141 61700 61,700 3 61,700
Mednax Inc Common Stk
USD0.01 COM 58502B106 1746998 24200 24,200 2 24,200
Mednax Inc Common Stk
USD0.01 COM 58502B106 1985225 27500 27,500 3 27,500
Medtronic Inc Com Stk
USD0.10 COM 585055106 6893132.59 178903 178,903 2 178,903
Medtronic Inc Com Stk
USD0.10 COM 585055106 87905424.4 2281480 2,281,480 3 2,281,480
Meggitt PLC Ord 5p COM 147154108 88570284.66 9375394 9,375,394 3 9,375,394
Meggitt PLC Ord 5p COM 147154108 214449.17 22700 22,700 7 22,700
Merchants
Bancsh.ComStkUSD0.01 COM 588448100 17129 700 700 3 700
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 3423377.03 97007 97,007 2 97,007
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 163529872.2 4633887 4,633,887 3 4,633,887
Merck And Co Inc
NewCSUSD0.01 COM 58933Y105 649336 18400 18,400 7 18,400
MercuryGeneral Corp
ComStk NPV COM 589400100 493625 12500 12,500 3 12,500
Meredith Corp Com Stk
USD1 COM 589433101 7271968 233600 233,600 1 233,600
Meredith Corp Com Stk
USD1 COM 589433101 183667 5900 5,900 3 5,900
Meridian Bioscience
ComStk NPV COM 589584101 535242 22200 22,200 3 22,200
Methode Electr.Com Stk
USD0.50 COM 591520200 10277172 885200 885,200 1 885,200
Metlife Inc Common Stk
USD0.01 COM 59156R108 29952900.55 682765 682,765 1 682,765
Metlife Inc Common Stk
USD0.01 COM 59156R108 2180339 49700 49,700 2 49,700
Metlife Inc Common Stk
USD0.01 COM 59156R108 8392199.39 191297 191,297 3 191,297
Metlife Inc Common Stk
USD0.01 COM 59156R108 2016265.2 45960 45,960 4 45,960
Metlife Inc Common Stk
USD0.01 COM 59156R108 1250295 28500 28,500 5 28,500
Metlife Inc Common Stk
USD0.01 COM 59156R108 14828.06 338 338 7 338
MetroPCSCommun.ComStkUSD0.0001 COM 591708102 581698 33800 33,800 2 33,800
MetroPCSCommun.ComStkUSD0.0001 COM 591708102 507695 29500 29,500 3 29,500
MetropolitanHealth CS
USD0.001 COM 592142103 25866 5400 5,400 2 5,400
MetropolitanHealth CS
USD0.001 COM 592142103 797602.06 166514 166,514 3 166,514
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 16867 100 100 2 100
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1534897 9100 9,100 3 9,100
Mettler-ToledoIntlCmStkUSD0.01 COM 592688105 1619232 9600 9,600 7 9,600
MFA Financial Inc REIT
USD0.01 COM 55272X102 2247984 279600 279,600 3 279,600
MGE Energy Inc ComStock
USD1 COM 55277P104 77007 1900 1,900 2 1,900
MGE Energy Inc ComStock
USD1 COM 55277P104 583632 14400 14,400 3 14,400
Michael Baker Corp
ComStk USD1 COM 57149106 5873472 278100 278,100 1 278,100
Microchip Tech.Com
StkUSD0.001 COM 595017104 3984341 105100 105,100 2 105,100
Microchip Tech.Com
StkUSD0.001 COM 595017104 31958130 843000 843,000 3 843,000
Micron Technology Com
USD0.10 COM 595112103 2171645.96 290327 290,327 3 290,327
Microsoft Com Stk
USD0.0000125 COM 594918104 16569852 637302 637,302 1 637,302
Microsoft Com Stk
USD0.0000125 COM 594918104 15177500 583750 583,750 2 583,750
Microsoft Com Stk
USD0.0000125 COM 594918104 159554356 6136706 6,136,706 3 6,136,706
Microsoft Com Stk
USD0.0000125 COM 594918104 2985606 114831 114,831 4 114,831
Microsoft Com Stk
USD0.0000125 COM 594918104 3962140 152390 152,390 5 152,390
Microsoft Com Stk
USD0.0000125 COM 594918104 1946126 74851 74,851 7 74,851
Miller Inds Inc ComStk
USD0.01 COM 600551204 33642 1800 1,800 2 1,800
Miller Inds Inc ComStk
USD0.01 COM 600551204 54201 2900 2,900 3 2,900
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 29575920 1054400 1,054,400 4 1,054,400
Mindray ADR(EachRp1
Cls'A' Sh) COM 602675100 34150173.75 1217475 1,217,475 6 1,217,475
MitchamIndustriesComStkUSD0.01 COM 606501104 34738.4 2008 2,008 3 2,008
Mitel Networks Corp
ComStk NPV COM 60671Q104 8216004 1875800 1,875,800 1 1,875,800
MKS Instruments Common
Stk NPV COM 55306N104 1088504 41200 41,200 2 41,200
MKS Instruments Common
Stk NPV COM 55306N104 17349564.86 656683 656,683 3 656,683
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 17875947 939850 939,850 2 939,850
MobileTeleSystemsADR(Rp2ComSh) COM 607409109 175467146 9225402 9,225,402 3 9,225,402
Molex Com.USD0.05 COM 608554101 39035107.5 1514750 1,514,750 1 1,514,750
Molex Com.USD0.05 COM 608554101 1749783 67900 67,900 3 67,900
MolinaHealthInc
ComStkUSD0.001 COM 60855R100 406800 15000 15,000 2 15,000
MolinaHealthInc
ComStkUSD0.001 COM 60855R100 6546768 241400 241,400 3 241,400
Monsanto Co. Com Stk
USD0.01 COM 61166W101 18043599.6 248740 248,740 1 248,740
Monsanto Co. Com Stk
USD0.01 COM 61166W101 1134525.6 15640 15,640 2 15,640
Monsanto Co. Com Stk
USD0.01 COM 61166W101 6120127.26 84369 84,369 3 84,369
Monsanto Co. Com Stk
USD0.01 COM 61166W101 1085198.4 14960 14,960 4 14,960
Monsanto Co. Com Stk
USD0.01 COM 61166W101 1733706 23900 23,900 5 23,900
Monsanto Co. Com Stk
USD0.01 COM 61166W101 23430.42 323 323 7 323
MonsterWorldwideComStkUSD0.001 COM 611742107 29609930.82 2019777 2,019,777 1 2,019,777
MonsterWorldwideComStkUSD0.001 COM 611742107 511634 34900 34,900 3 34,900
MontpelierReHldCmStkUSD0.00166 COM G62185106 217800 12100 12,100 2 12,100
MontpelierReHldCmStkUSD0.00166 COM G62185106 1814958 100831 100,831 3 100,831
Morgan Stanley
ComStockUSD0.01 COM 617446448 23717281.38 1030738 1,030,738 1 1,030,738
Morgan Stanley
ComStockUSD0.01 COM 617446448 4728555 205500 205,500 2 205,500
Morgan Stanley
ComStockUSD0.01 COM 617446448 64532166.27 2804527 2,804,527 3 2,804,527
Morgan Stanley
ComStockUSD0.01 COM 617446448 1418796.6 61660 61,660 4 61,660
Morgan Stanley
ComStockUSD0.01 COM 617446448 9779.25 425 425 7 425
Mosaic Co (The) ComStk
USD0.01 COM 61945C103 1490060 22000 22,000 3 22,000
MSC
Ind.Dir.ClsAComStkUSD0.001 COM 553530106 411122 6200 6,200 3 6,200
Murphy Oil Corp Com
Stock USD1 COM 626717102 5149057.2 78420 78,420 2 78,420
Murphy Oil Corp Com
Stock USD1 COM 626717102 47143880 718000 718,000 3 718,000
Mylan Inc Common Stock
USD0.50 COM 628530107 744269.23 30169 30,169 3 30,169
Myriad Genetics ComStk
USD0.01 COM 62855J104 56775 2500 2,500 3 2,500
NamTaiElectronicsComStkUSD0.01 COM 629865205 29808 5400 5,400 3 5,400
Nanometrics Common Stock
NPV COM 630077105 195597 10300 10,300 2 10,300
Nanometrics Common Stock
NPV COM 630077105 1212055.74 63826 63,826 3 63,826
Nash Finch Co Com Stk
USD1.667 COM 631158102 28630095 799500 799,500 1 799,500
Nash Finch Co Com Stk
USD1.667 COM 631158102 2123855.29 59309 59,309 3 59,309
NationalBeverageCpCmStkUSD0.01 COM 635017106 29300 2000 2,000 2 2,000
NationalBeverageCpCmStkUSD0.01 COM 635017106 38090 2600 2,600 3 2,600
National-Oilwell
ComStkUSD0.01 COM 637071101 2316267.36 29616 29,616 2 29,616
National-Oilwell
ComStkUSD0.01 COM 637071101 87183502.56 1114736 1,114,736 3 1,114,736
Natl Bankshares ComStk
USD1.25 COM 634865109 15024 600 600 3 600
Natl Healthcare Com
StkUSD0.01 COM 635906100 216620.9 4370 4,370 3 4,370
Natl Presto Indust.
ComStkUSD1 COM 637215104 537897 5300 5,300 3 5,300
Natl Retail Prop. REIT
USD0.01 COM 637417106 68628 2800 2,800 3 2,800
NatlHealthInvest. REIT
USD0.01 COM 63633D104 359883 8100 8,100 2 8,100
NatlHealthInvest. REIT
USD0.01 COM 63633D104 2181868.44 49108 49,108 3 49,108
NatlSemiconductor
ComStkUSD0.5 COM 637640103 88586156 3599600 3,599,600 1 3,599,600
NatlSemiconductor
ComStkUSD0.5 COM 637640103 2815384 114400 114,400 3 114,400
NatlWesternLife
'A'ComStk USD1 COM 638522102 465173.99 2917 2,917 3 2,917
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 1343385 40500 40,500 2 40,500
NaturalResPtnrsLP
ComStkUSD100 COM 63900P103 8746929 263700 263,700 3 263,700
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 11183508.16 3177133 3,177,133 2 3,177,133
Natuzzi S.p.A. ADR(Repr
1EUR1) COM 63905A101 3064445.12 870581 870,581 3 870,581
NaviosMaritimeHdgsIncUSD0.0001 COM 46032U108 23175 4500 4,500 4 4,500
NBT Bancorp Inc ComStk
USD0.01 COM 628778102 519346.84 23468 23,468 3 23,468
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 24992 1100 1,100 2 1,100
NCI Inc
Class'A'ComStkUSD0.019 COM 62886K104 16085.76 708 708 3 708
NCR Corp Com Stk USD0.01 COM 62886E108 64226 3400 3,400 3 3,400
NektarTherapeutComStkUSD0.0001 COM 640268108 6747287 928100 928,100 1 928,100
NektarTherapeutComStkUSD0.0001 COM 640268108 219554 30200 30,200 3 30,200
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 86034 3900 3,900 2 3,900
NelnetIncClass'A'ComStkUSD0.01 COM 64031N108 174274 7900 7,900 3 7,900
Neogen Corp Com Stock
USD0.16 COM 640491106 18084 400 400 3 400
Neoprobe Corp Com Stk
USD0.001 COM 640518106 91964 27700 27,700 2 27,700
Net 1 UEPS Com Stock
USD0.001 COM 64107N206 308730.24 35568 35,568 3 35,568
NetScout Sys. Com Stk
USD0.001 COM 64115T104 14735806 705400 705,400 1 705,400
NeurocrineBiosc.ComStkUSD0.001 COM 64125C109 97405 12100 12,100 3 12,100
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 37700594.8 1438954 1,438,954 1 1,438,954
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 44540 1700 1,700 2 1,700
NeuStar Inc 'A'ComStk
USD0.001 COM 64126X201 3275000 125000 125,000 3 125,000
New Gold Inc Com NPV (US
List) COM 644535106 4916129.82 477758 477,758 3 477,758
New Gold Incorporated
Com NPV COM 644535106 40241.46201 3900 3,900 3 3,900
New Zealand Telecom
A.D.S. COM 879278208 112301.9 11119 11,119 2 11,119
NewfieldExplor.Co.ComStUSD0.01 COM 651290108 2401106 35300 35,300 3 35,300
NewMarket Corp
CommonStock NPV COM 651587107 1792455 10500 10,500 2 10,500
NewMarket Corp
CommonStock NPV COM 651587107 14083575 82500 82,500 3 82,500
NewmontMin.Cp Com Stk
USD1.60 COM 651639106 4085529 75700 75,700 2 75,700
NewmontMin.Cp Com Stk
USD1.60 COM 651639106 25117638 465400 465,400 3 465,400
NewparkResources
ComStkUSD0.01 COM 651718504 217680 24000 24,000 3 24,000
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 22882329.9 1292787 1,292,787 1 1,292,787
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 817740 46200 46,200 2 46,200
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 3441481.8 194434 194,434 3 194,434
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 1561635.6 88228 88,228 4 88,228
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 3060330 172900 172,900 5 172,900
News Corp Cls'A'
ComStkUSD0.01 COM 65248E104 550293 31090 31,090 7 31,090
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 48298713.12 2671389 2,671,389 3 2,671,389
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 1004976.8 55585 55,585 4 55,585
News Corp Cls'B'
ComStkUSD0.01 COM 65248E203 373153.12 20639 20,639 7 20,639
Nexen Incorporated
Common NPV COM 65334H102 1010005.216 44800 44,800 2 44,800
Nexen Incorporated
Common NPV COM 65334H102 76864868.83 3409434 3,409,434 3 3,409,434
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 1057264 18400 18,400 2 18,400
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 9486703.46 165101 165,101 3 165,101
NextEra Engy Inc
ComStkUSD0.01 COM 65339F101 11492 200 200 7 200
NGP Capital Com Stock
USD0.001 COM 62912R107 630555.4 76897 76,897 3 76,897
NII Holdings Com Stk
USD0.001 COM 62913F201 47082442.42 1110959 1,110,959 1 1,110,959
NII Holdings Com Stk
USD0.001 COM 62913F201 2237664 52800 52,800 3 52,800
Nike Inc Comm Stk 'B'NPV COM 654106103 1380293.2 15340 15,340 2 15,340
Nike Inc Comm Stk 'B'NPV COM 654106103 10173138.8 113060 113,060 3 113,060
Nisource Inc NPV COM 65473P105 309825 15300 15,300 3 15,300
NoahEduHgADR(USD0.00005) COM 65487R303 5200 2500 2,500 4 2,500
Noble Corp CommonStock
CHF3.80 COM H5833N103 595485.1 15110 15,110 2 15,110
Noble Corp CommonStock
CHF3.80 COM H5833N103 58808587.25 1492225 1,492,225 3 1,492,225
Noble Energy Com Stk
USD3.333 COM 655044105 2043564 22800 22,800 2 22,800
Noble Energy Com Stk
USD3.333 COM 655044105 9937457.36 110872 110,872 3 110,872
Nordson Corp Common
Stock NPV COM 655663102 318130 5800 5,800 2 5,800
Nordson Corp Common
Stock NPV COM 655663102 1974600 36000 36,000 3 36,000
Nordstrom Inc Common
Stock NPV COM 655664100 1106751.32 23578 23,578 2 23,578
Nordstrom Inc Common
Stock NPV COM 655664100 3858280.24 82196 82,196 3 82,196
Norfolk Southern Cp
ComUSD1.00 COM 655844108 1745344.49 23293 23,293 2 23,293
Norfolk Southern Cp
ComUSD1.00 COM 655844108 15555992.51 207607 207,607 3 207,607
North European Oil Rty
Uts NPV COM 659310106 273817 8300 8,300 2 8,300
North European Oil Rty
Uts NPV COM 659310106 1368953.04 41496 41,496 3 41,496
NorthAmer.Engy Com
NPV(USList) COM 656844107 2840243.74 370789 370,789 3 370,789
Northeast Utilities Com
USD5 COM 664397106 36255170.35 1030855 1,030,855 1 1,030,855
Northeast Utilities Com
USD5 COM 664397106 256741 7300 7,300 2 7,300
Northeast Utilities Com
USD5 COM 664397106 1723330 49000 49,000 3 49,000
Northern Trust ComStk
USD1 2/3 COM 665859104 707784 15400 15,400 2 15,400
Northern Trust ComStk
USD1 2/3 COM 665859104 880271.88 19153 19,153 3 19,153
Northrim BanCorp Com Stk
USD1 COM 666762109 26558 1400 1,400 3 1,400
Northrop Grumman Com Stk
USD1 COM 666807102 1615855 23300 23,300 2 23,300
Northrop Grumman Com Stk
USD1 COM 666807102 34236499.95 493677 493,677 3 493,677
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 174499 43300 43,300 2 43,300
NorthStarRealtyFinREIT
USD0.01 COM 66704R100 1262518.4 313280 313,280 3 313,280
NorthwestBancshs
ComStkUSD0.01 COM 667340103 246568 19600 19,600 3 19,600
NorthWesternCorp CmStk
USD0.01 COM 668074305 26239675 792500 792,500 1 792,500
NorthWesternCorp CmStk
USD0.01 COM 668074305 1996533 60300 60,300 3 60,300
Nova Measuring Instrum
ILS0.01 COM M7516K103 569756 56300 56,300 3 56,300
NovartisADR(EchRep1CHF0.5)Regd COM 66987V109 180274.5 2950 2,950 2 2,950
Novellus Systems Com Stk
NPV COM 670008101 1199848 33200 33,200 2 33,200
Novellus Systems Com Stk
NPV COM 670008101 20183647.9 558485 558,485 3 558,485
NTELOS HldgsCorp CmStk
USD0.01 COM 67020Q107 334888 16400 16,400 2 16,400
NTELOS HldgsCorp CmStk
USD0.01 COM 67020Q107 1703824.38 83439 83,439 3 83,439
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 30040 800 800 2 800
Nu Skin
Ent.ClsAComStkUSD0.001 COM 67018T105 6623820 176400 176,400 3 176,400
NuStar Energy LP
CommonStk NPV COM 67058H102 1623719 25100 25,100 3 25,100
NutriSystem Inc
ComStkUSD0.001 COM 67069D108 1138860 81000 81,000 3 81,000
NuVasive Inc Com Stk
USD0.001 COM 670704105 13934544 423800 423,800 1 423,800
NuVasive Inc Com Stk
USD0.001 COM 670704105 466896 14200 14,200 3 14,200
NV Energy Inc
CommonStock USD1 COM 67073Y106 810480 52800 52,800 3 52,800
NXP Semiconduct
ComStkUSD0.01 COM 17284927.77 646649 646,649 1 646,649
NXP Semiconduct
ComStkUSD0.01 COM 1245350.7 46590 46,590 4 46,590
NXP Semiconduct
ComStkUSD0.01 COM 7698.24 288 288 7 288
Occidental Petrol
Com.USD0.20 COM 674599105 7088557.32 68133 68,133 2 68,133
Occidental Petrol
Com.USD0.20 COM 674599105 46929738.96 451074 451,074 3 451,074
Oceaneering Intl
ComStkUSD0.25 COM 675232102 915300 22600 22,600 2 22,600
Oceaneering Intl
ComStkUSD0.25 COM 675232102 10100700 249400 249,400 3 249,400
Ocwen Fin.Corp Com Stk
USD0.01 COM 675746309 35984476 2820100 2,820,100 1 2,820,100
Oil States Intl ComStk
USD0.01 COM 678026105 487451 6100 6,100 2 6,100
Oil States Intl ComStk
USD0.01 COM 678026105 375577 4700 4,700 3 4,700
Oil-DriCp of America
CSUSD0.10 COM 677864100 59976 2800 2,800 3 2,800
Old Natl Bancorp Com Stk
NPV COM 680033107 11971800 1108500 1,108,500 1 1,108,500
Olin Corp. Common Stock
USD1 COM 680665205 15417864 680400 680,400 1 680,400
Omega Protein Corp CS
USD0.01 COM 68210P107 271170 19650 19,650 3 19,650
Omnicom Gp.Common
Stk.USD0.15 COM 681919106 290260.32 6027 6,027 3 6,027
ON Semiconductor
ComStkUSD0.01 COM 682189105 1839579 175700 175,700 2 175,700
ON Semiconductor
ComStkUSD0.01 COM 682189105 15029318.55 1435465 1,435,465 3 1,435,465
One Liberty Propert.
REIT USD1 COM 682406103 698551.92 45243 45,243 3 45,243
OneBeaconInsGrp ComStk
USD0.01 COM G67742109 159341 11900 11,900 2 11,900
OneBeaconInsGrp ComStk
USD0.01 COM G67742109 1331287.36 99424 99,424 3 99,424
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 72505 1700 1,700 2 1,700
ONEOK Partn.LP Ltd
Partn.Units COM 68268N103 196190 4600 4,600 3 4,600
Onyx
Pharmaceut.ComStkUSD0.001 COM 683399109 21059980 596600 596,600 1 596,600
Onyx
Pharmaceut.ComStkUSD0.001 COM 683399109 402420 11400 11,400 3 11,400
Open Text Corp Common
NPV COM 683715106 1166961.955 18200 18,200 3 18,200
Oracle Corp.Com Stk
USD0.01 COM 68389X105 4879927.71 148281 148,281 2 148,281
Oracle Corp.Com Stk
USD0.01 COM 68389X105 63521335.23 1930153 1,930,153 3 1,930,153
Oracle Corp.Com Stk
USD0.01 COM 68389X105 925922.85 28135 28,135 4 28,135
Oracle Corp.Com Stk
USD0.01 COM 68389X105 2096367 63700 63,700 5 63,700
Oracle Corp.Com Stk
USD0.01 COM 68389X105 326697.57 9927 9,927 7 9,927
Orion Marine Grp
ComStkUSD0.01 COM 68628V308 10228670 1087000 1,087,000 1 1,087,000
Ormat Tech.Inc.ComStk
USD0.001 COM 686688102 3576580.98 162498 162,498 3 162,498
Orrstown Fin Svcs Com
Stk NPV COM 687380105 39465 1500 1,500 3 1,500
Orthofix Intl NV
ComStkUSD0.10 COM N6748L102 6366253 149900 149,900 1 149,900
Owens & Minor Inc Com
Stk USD2 COM 690732102 672555 19500 19,500 3 19,500
Pall Corporation
ComStkUSD0.10 COM 696429307 1619424 28800 28,800 3 28,800
Pampa Energia
ADR(EchRep25Ord) COM 697660207 2845570 185500 185,500 3 185,500
PanAmerican Silver Corp
ComNPV COM 697900108 21682.99779 700 700 3 700
PaneraBread
'A'ComStkUSD0.0001 COM 69840W108 25132 200 200 3 200
Panhandle Oil A CS
USD0.01666 COM 698477106 23592 800 800 3 800
Pantry Inc (The)
ComStkUSD0.01 COM 698657103 4524632 240800 240,800 1 240,800
Papa Johns Int'l Com Stk
NPV COM 698813102 246124 7400 7,400 2 7,400
Papa Johns Int'l Com Stk
NPV COM 698813102 172952 5200 5,200 3 5,200
ParagonShipping'A'CmStUSD0.001 COM 69913R309 32886 16200 16,200 2 16,200
ParagonShipping'A'CmStUSD0.001 COM 69913R309 659427.23 324841 324,841 3 324,841
ParametricTech Cp
CmStkUSD0.01 COM 699173209 120539524.6 5256848 5,256,848 1 5,256,848
ParametricTech Cp
CmStkUSD0.01 COM 699173209 2955677 128900 128,900 3 128,900
Parexel Intl Cp Com
StkUSD0.01 COM 699462107 18009264 764400 764,400 1 764,400
Parexel Intl Cp Com
StkUSD0.01 COM 699462107 388740 16500 16,500 3 16,500
Park National Corp Com
Stk NPV COM 700658107 414918 6300 6,300 3 6,300
Parker-Hannifin Com Stk
USD0.5 COM 701094104 3787028 42200 42,200 2 42,200
Parker-Hannifin Com Stk
USD0.5 COM 701094104 30673132 341800 341,800 3 341,800
Parker-Hannifin Com Stk
USD0.5 COM 701094104 807660 9000 9,000 7 9,000
PartnerCommsCo ADS(Repr
1 Ord) COM 70211M109 532644 35700 35,700 3 35,700
Partnerre Holdings
ComStk USD1 COM G6852T105 79039455.75 1147995 1,147,995 1 1,147,995
Partnerre Holdings
ComStk USD1 COM G6852T105 130815 1900 1,900 2 1,900
Partnerre Holdings
ComStk USD1 COM G6852T105 2754000 40000 40,000 3 40,000
Patterson Cos Com Stk
USD0.01 COM 703395103 2384525 72500 72,500 2 72,500
Patterson Cos Com Stk
USD0.01 COM 703395103 6124118 186200 186,200 3 186,200
Paychex Inc Com Stock
USD0.01 COM 704326107 1542144 50200 50,200 2 50,200
Paychex Inc Com Stock
USD0.01 COM 704326107 11551211.52 376016 376,016 3 376,016
PC Mall Inc Com Stock
USD0.001 COM 69323K100 59128 7600 7,600 3 7,600
PDL Biopharma Com Stk
USD0.01 COM 69329Y104 174339 29700 29,700 3 29,700
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 2468329 41900 41,900 2 41,900
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 12064709.09 204799 204,799 3 204,799
PeabodyEnergyCorpComStkUSD0.01 COM 704549104 14727.5 250 250 7 250
Peapack Gladstone Fin CS
NPV COM 704699107 7068 600 600 3 600
Pebblebrook Hotel REIT
USD0.01 COM 70509V100 16743567 829300 829,300 1 829,300
Pengrowth Energy Corp
Com NPV COM 70706P104 1761005.732 139765 139,765 3 139,765
PengrowthEngyCp Com
NPV(USLst) COM 70706P104 22782.38 1811 1,811 3 1,811
Penn Virginia Common
Units NPV COM 707884102 1399964.04 51966 51,966 2 51,966
Penn Virginia Common
Units NPV COM 707884102 21373791.9 793385 793,385 3 793,385
Penns Woods Bancorp CS
USD8.33 COM 708430103 6872 200 200 3 200
PennVirginiaCorpComStk
USD0.01 COM 707882106 10307763 780300 780,300 1 780,300
PennWest Petroleum Ltd
Com NPV COM 707887105 97619.93805 4227 4,227 3 4,227
PenskeAutomotiveCmStkUSD0.0001 COM 70959W103 19019736 836400 836,400 1 836,400
PenskeAutomotiveCmStkUSD0.0001 COM 70959W103 666282 29300 29,300 3 29,300
People's Utd
Fin.ComStkUSD0.01 COM 712704105 60271680 4484500 4,484,500 1 4,484,500
People's Utd
Fin.ComStkUSD0.01 COM 712704105 2142336 159400 159,400 3 159,400
PepcoHoldingsInc
ComStkUSD0.01 COM 713291102 60283.73 3071 3,071 3 3,071
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 41914583.32 595124 595,124 1 595,124
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 6748884.32 95824 95,824 2 95,824
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 39151614.42 555894 555,894 3 555,894
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 2890165.48 41036 41,036 4 41,036
Pepsico Inc CapStk
USD0.01 2/3 COM 713448108 2391591.51 33957 33,957 7 33,957
PerfectWorld
ADR(Rp5'B'OrdShs) COM 71372U104 971768 51800 51,800 6 51,800
Perrigo Co CS NPV
(IsraelList) COM 714290103 31495542.45 3577 3,577 3 3,577
Perrigo Company
CommonStockNPV COM 714290103 35148 400 400 3 400
PetMed Express ComStk
USD0.001 COM 716382106 508139.85 42881 42,881 3 42,881
PetrohawkEnergy CmStk
USD0.001 COM 716495106 4514560.66 182998 182,998 3 182,998
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 51583541.88 1681341 1,681,341 2 1,681,341
PetrolBras-Pet.SponADRRp2PfNPV COM 71654V101 437162909.6 4249117 14,249,117 3 14,249,117
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 236956478.6 6998124 6,998,124 2 6,998,124
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 354274132.6 10462910 10,462,910 3 10,462,910
PetrolBras-PetrobADS(Rp2ComSh) COM 71654V408 1647018.12 48642 48,642 7 48,642
PetroleumDevelop.ComStkUSD0.01 COM 716578109 10253148 342800 342,800 1 342,800
PetroQuestEnergyComStkUSD0.001 COM 716748108 7536672 1073600 1,073,600 1 1,073,600
PetroQuestEnergyComStkUSD0.001 COM 716748108 95472 13600 13,600 3 13,600
Petsmart Inc Com Stk
USD0.0001 COM 716768106 1161472 25600 25,600 2 25,600
Petsmart Inc Com Stk
USD0.0001 COM 716768106 14509326 319800 319,800 3 319,800
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 5482628.2 266147 266,147 2 266,147
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 220812965.6 10719076 10,719,076 3 10,719,076
Pfizer Inc Com.Stk.
USD0.05 COM 717081103 1611908.8 78248 78,248 7 78,248
PG & E Corporation
ComStk USD5 COM 69331C108 543742.11 12937 12,937 2 12,937
PG & E Corporation
ComStk USD5 COM 69331C108 4133860.65 98355 98,355 3 98,355
Pharmaceu.Prod.Dev
CmSkUSD0.10 COM 717124101 60770886.44 2264191 2,264,191 1 2,264,191
Pharmaceu.Prod.Dev
CmSkUSD0.10 COM 717124101 8298928 309200 309,200 3 309,200
Pharmasset Inc ComStk
USD0.001 COM 71715N106 570649.2 5086 5,086 3 5,086
PHH Corporation Common
Stk NPV COM 693320202 15909156 775300 775,300 1 775,300
PHH Corporation Common
Stk NPV COM 693320202 689472 33600 33,600 3 33,600
Philip Morris Intl Com
Stk NPV COM 718172109 7217236.07 108091 108,091 2 108,091
Philip Morris Intl Com
Stk NPV COM 718172109 57582982.16 862408 862,408 3 862,408
Philip Morris Intl Com
Stk NPV COM 718172109 420651 6300 6,300 7 6,300
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 2983008 55200 55,200 2 55,200
Philip.LgDstTel
ADR(Rp1CmPHP5) COM 718252604 23146845.12 428328 428,328 3 428,328
PhoenixNwMediaADR(EchRep8ClsA) COM 71910C103 20400471 2274300 2,274,300 4 2,274,300
Photronics Inc Com Stk
USD0.01 COM 719405102 11011 1300 1,300 3 1,300
PIKE ELECTRIC CORP
COMMON STOC COM 721283109 14265992 1613800 1,613,800 1 1,613,800
Pinnacle Entmt Com Stk
USD0.10 COM 723456109 22002830 1476700 1,476,700 1 1,476,700
PinnacleWestCap ComStk
USD2.50 COM 723484101 49038 1100 1,100 3 1,100
Pitney Bowes Common Stk
USD2 COM 724479100 1524237 66300 66,300 3 66,300
PlainsAllAmerPipLtdPtShUSD0.10 COM 726503105 12800 200 200 3 200
Plantronics Inc ComStk
USD0.01 COM 727493108 175344 4800 4,800 3 4,800
PMC-Sierra Inc ComStk
USD0.001 COM 69344F106 24844740 3282000 3,282,000 1 3,282,000
PMC-Sierra Inc ComStk
USD0.001 COM 69344F106 931110 123000 123,000 3 123,000
PNC Financial Serv.
ComStkUSD5 COM 693475105 6932643 116300 116,300 2 116,300
PNC Financial Serv.
ComStkUSD5 COM 693475105 79374470.43 1331563 1,331,563 3 1,331,563
PNC Financial Serv.
ComStkUSD5 COM 693475105 1441310.19 24179 24,179 5 24,179
PolarisIndustriesComStkUSD0.01 COM 731068102 522499 4700 4,700 2 4,700
PolarisIndustriesComStkUSD0.01 COM 731068102 1545263 13900 13,900 3 13,900
PoloRalphLaurenCl'A'CmStUSD.01 COM 731572103 673393.58 5078 5,078 2 5,078
PoloRalphLaurenCl'A'CmStUSD.01 COM 731572103 3182640 24000 24,000 3 24,000
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 932690 11000 11,000 2 11,000
PortfolioRecoveryComStkUSD0.01 COM 73640Q105 5714846 67400 67,400 3 67,400
PortlandGen.ElectricComStk
NPV COM 736508847 24296608 961100 961,100 1 961,100
PortlandGen.ElectricComStk
NPV COM 736508847 710368 28100 28,100 2 28,100
PortlandGen.ElectricComStk
NPV COM 736508847 13529856 535200 535,200 3 535,200
POSCO ADR(Rep 1/4 Ord
KRW5000) COM 693483109 1531542 14100 14,100 2 14,100
POSCO ADR(Rep 1/4 Ord
KRW5000) COM 693483109 716892 6600 6,600 4 6,600
Potash Crp of Sask.
Common NPV COM 73755L107 204993.03 3597 3,597 1 3,597
Potash Crp of Sask.
Common NPV COM 73755L107 24723686.75 433825 433,825 2 433,825
Potash Crp of Sask.
Common NPV COM 73755L107 42015478.57 737243 737,243 3 737,243
PotashCorpSaskatchewan
Com NPV COM 73755L107 81459964.56 1427702 1,427,702 2 1,427,702
PotashCorpSaskatchewan
Com NPV COM 73755L107 14589740.5 255706 255,706 3 255,706
Power-One Inc Com Stk
USD0.001 COM 73930R102 14275440 1762400 1,762,400 1 1,762,400
Power-One Inc Com Stk
USD0.001 COM 73930R102 390420 48200 48,200 2 48,200
Power-One Inc Com Stk
USD0.001 COM 73930R102 10068810.3 1243063 1,243,063 3 1,243,063
PowerShs
ETFGlbLstdPrivEqPortf COM 73935X195 802292.92 75262 75,262 2 75,262
PPG Inds.Common Stk
USD1.666 COM 693506107 2251592 24800 24,800 3 24,800
PPG Inds.Common Stk
USD1.666 COM 693506107 27237 300 300 7 300
PPL Corp Common Stock
USD0.01 COM 69351T106 1274614 45800 45,800 2 45,800
PPL Corp Common Stock
USD0.01 COM 69351T106 12238242.5 439750 439,750 3 439,750
Praxair Inc Comm Stk
USD0.01 COM 74005P104 455238 4200 4,200 2 4,200
Praxair Inc Comm Stk
USD0.01 COM 74005P104 406896.06 3754 3,754 3 3,754
Precision Castparts
ComStk NPV COM 740189105 31069948.95 188703 188,703 1 188,703
Precision Castparts
ComStk NPV COM 740189105 1136085 6900 6,900 2 6,900
Precision Castparts
ComStk NPV COM 740189105 5303870.45 32213 32,213 3 32,213
Precision Castparts
ComStk NPV COM 740189105 1913233 11620 11,620 4 11,620
Precision Castparts
ComStk NPV COM 740189105 13007.35 79 79 7 79
Pre-PaidLegalSvcsComStkUSD0.01 COM 740065107 99735 1500 1,500 2 1,500
Pre-PaidLegalSvcsComStkUSD0.01 COM 740065107 950807 14300 14,300 3 14,300
Presidential LifeCmStk
USD0.01 COM 740884101 66816 6400 6,400 3 6,400
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 917168 15200 15,200 2 15,200
Price T.Rowe Grp
ComStkUSD0.20 COM 74144T108 10505194 174100 174,100 3 174,100
Priceline.comIncComStkUSD0.008 COM 741503403 1126246 2200 2,200 2 2,200
Priceline.comIncComStkUSD0.008 COM 741503403 542133.87 1059 1,059 3 1,059
Primerica Inc Com Stk
USD0.01 COM 74164M108 4857567 221100 221,100 1 221,100
Primerica Inc Com Stk
USD0.01 COM 74164M108 1920178 87400 87,400 3 87,400
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 739206 24300 24,300 2 24,300
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 13240213.74 435247 435,247 3 435,247
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 2115558.9 69545 69,545 4 69,545
PrincipalFin.Grp
ComStkUSD0.01 COM 74251V102 310405.68 10204 10,204 7 10,204
ProAssurance CommonStk
USD0.01 COM 74267C106 623000 8900 8,900 2 8,900
ProAssurance CommonStk
USD0.01 COM 74267C106 3290000 47000 47,000 3 47,000
Procter & Gamble Com NPV COM 742718109 35615473.92 560256 560,256 1 560,256
Procter & Gamble Com NPV COM 742718109 6065277.27 95411 95,411 2 95,411
Procter & Gamble Com NPV COM 742718109 32058096.72 504296 504,296 3 504,296
Procter & Gamble Com NPV COM 742718109 2314583.7 36410 36,410 4 36,410
Procter & Gamble Com NPV COM 742718109 1538394 24200 24,200 7 24,200
Progress Energy Inc
ComStk NPV COM 743263105 3935619.75 81975 81,975 3 81,975
ProgressiveWasteSolComNPV
(US) COM 74339G101 29581200 1188000 1,188,000 1 1,188,000
ProgressSoftware
ComStkUSD0.01 COM 743312100 2842514 117800 117,800 1 117,800
Prospect Cap Com Stk
USD0.001 COM 74348T102 190775.7 18870 18,870 3 18,870
Protective
LifeCpComStkUSD0.50 COM 743674103 2907441 125700 125,700 1 125,700
Protective
LifeCpComStkUSD0.50 COM 743674103 957582 41400 41,400 2 41,400
Protective
LifeCpComStkUSD0.50 COM 743674103 23099167.71 998667 998,667 3 998,667
ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 27830 2200 2,200 2 2,200
ProvidenceSvcCorpCmStkUSD0.001 COM 743815102 97405 7700 7,700 3 7,700
Provident NY
BancpCmStkUSD0.01 COM 744028101 18392 2200 2,200 3 2,200
ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 104536 7300 7,300 2 7,300
ProvidentFinanSvcsCmStkUSD0.01 COM 74386T105 307880 21500 21,500 3 21,500
Prudential ADR
(EachRep2Ord5p) COM 74435K204 93121.38 4026 4,026 2 4,026
PrudentialFinanclComStkUSD0.01 COM 744320102 1507083 23700 23,700 2 23,700
PrudentialFinanclComStkUSD0.01 COM 744320102 29969967 471300 471,300 3 471,300
PS Business Cls'A'REIT
USD0.01 COM 69360J107 743850 13500 13,500 2 13,500
PS Business Cls'A'REIT
USD0.01 COM 69360J107 1481914.5 26895 26,895 3 26,895
PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 579807 20700 20,700 2 20,700
PSSWorldMedicalIncCmStkUSD0.01 COM 69366A100 7685944 274400 274,400 3 274,400
Public Service Ent Com
NPV COM 744573106 11744524.8 359820 359,820 3 359,820
Public Service Ent Com
NPV COM 744573106 71938.56 2204 2,204 7 2,204
Public Storage Com Stk
USD0.10 COM 74460D109 136812 1200 1,200 2 1,200
Public Storage Com Stk
USD0.10 COM 74460D109 2211794 19400 19,400 3 19,400
Pzena Inv Mgt Inc A CS
USD0.01 COM 74731Q103 9656 1700 1,700 3 1,700
QAD Inc Cls B ComStk
USD0.001 COM 74727D207 1255.5 135 135 3 135
QEP Resources Inc CS
USD0.01 COM 74733V100 28200907.57 674179 674,179 1 674,179
QEP Resources Inc CS
USD0.01 COM 74733V100 92988.09 2223 2,223 2 2,223
QEP Resources Inc CS
USD0.01 COM 74733V100 123423263.4 2950592 2,950,592 3 2,950,592
QEP Resources Inc CS
USD0.01 COM 74733V100 2754840.14 65858 65,858 4 65,858
QEP Resources Inc CS
USD0.01 COM 74733V100 2321565 55500 55,500 5 55,500
QEP Resources Inc CS
USD0.01 COM 74733V100 1047004.9 25030 25,030 7 25,030
Qiagen NV EUR0.01 COM N72482107 61159761 3215550 3,215,550 3 3,215,550
Qiagen NV EUR0.01 COM N72482107 323530.2 17010 17,010 4 17,010
Qiagen NV EUR0.01 COM N72482107 34654.44 1822 1,822 7 1,822
QLogic Corp
CommonStockUSD0.05 COM 747277101 23934128 1503400 1,503,400 1 1,503,400
QLogic Corp
CommonStockUSD0.05 COM 747277101 1695480 106500 106,500 2 106,500
QLogic Corp
CommonStockUSD0.05 COM 747277101 19412848 1219400 1,219,400 3 1,219,400
Quaker Chemical Com
Stock USD1 COM 747316107 11057871 257100 257,100 1 257,100
Quaker Chemical Com
Stock USD1 COM 747316107 176341 4100 4,100 3 4,100
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 2764366.83 48677 48,677 2 48,677
Qualcomm Inc Com Stk
USD0.0001 COM 747525103 13746928.14 242066 242,066 3 242,066
Quality Systems ComStk
USD0.01 COM 747582104 375390 4300 4,300 2 4,300
Quality Systems ComStk
USD0.01 COM 747582104 1510290 17300 17,300 3 17,300
QuantaServicesComStkUSD0.00001 COM 74762E102 24276360 1201800 1,201,800 1 1,201,800
QuantaServicesComStkUSD0.00001 COM 74762E102 7129953.6 352968 352,968 3 352,968
Questar Corp Common
Stock NPV COM 748356102 68582984.47 3872557 3,872,557 1 3,872,557
Questar Corp Common
Stock NPV COM 748356102 2272193 128300 128,300 3 128,300
Questar Corp Common
Stock NPV COM 748356102 5649.49 319 319 7 319
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 3433710 58100 58,100 2 58,100
QuestDiagnostics
ComStkUSD0.01 COM 74834L100 32636320.2 552222 552,222 3 552,222
QuicksilverRes. ComStk
USD0.01 COM 74837R104 19983888.72 1353922 1,353,922 1 1,353,922
QuicksilverRes. ComStk
USD0.01 COM 74837R104 7385535 500375 500,375 3 500,375
QuicksilverRes. ComStk
USD0.01 COM 74837R104 1100653.2 74570 74,570 4 74,570
QuicksilverRes. ComStk
USD0.01 COM 74837R104 8250.84 559 559 7 559
QuimicaMin.ChileADR(Rp10SrBNPV COM 833635105 31761145.84 490747 490,747 3 490,747
Radioshack Corp Com Stk
USD1 COM 750438103 43923 3300 3,300 3 3,300
Ralcorp Hldgs
CommonStkUSD0.01 COM 751028101 502164 5800 5,800 3 5,800
RandgoldResources
ADR(Rep1Ord) COM 752344309 4607705.05 54821 54,821 3 54,821
Range Resources ComStk
USD0.01 COM 75281A109 71706 1292 1,292 2 1,292
Range Resources ComStk
USD0.01 COM 75281A109 57554110.5 1037011 1,037,011 3 1,037,011
Raven Industries
ComStock USD1 COM 754212108 306405 5500 5,500 2 5,500
Raven Industries
ComStock USD1 COM 754212108 2161548 38800 38,800 3 38,800
Raymond James
FinComStkUSD0.01 COM 754730109 861620 26800 26,800 2 26,800
Raymond James
FinComStkUSD0.01 COM 754730109 3835495 119300 119,300 3 119,300
Rayonier Inc Common
Stock NPV COM 754907103 522800 8000 8,000 2 8,000
Rayonier Inc Common
Stock NPV COM 754907103 6240925 95500 95,500 3 95,500
Raytheon Company
ComStkUSD0.01 COM 755111507 3927930.75 78795 78,795 3 78,795
RCMTechnologiesIncCmStkUSD0.05 COM 749360400 11770 2200 2,200 3 2,200
Redwood Trust Inc REIT
USD0.01 COM 758075402 17118864 1132200 1,132,200 1 1,132,200
Regal-Beloit CommonStk
USD0.01 COM 758750103 11684750 175000 175,000 1 175,000
Regal-Beloit CommonStk
USD0.01 COM 758750103 393943 5900 5,900 3 5,900
Regeneron Pharm.
CmStkUSD0.001 COM 75886F107 669858.52 11812 11,812 3 11,812
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 114080 18400 18,400 2 18,400
RegionsFinancial
ComStkUSD0.01 COM 7591EP100 127738.6 20603 20,603 3 20,603
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 98417740.62 1617117 1,617,117 1 1,617,117
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 5381910.66 88431 88,431 3 88,431
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 1317010.4 21640 21,640 4 21,640
ReinsuranceGroup
ComStkUSD0.01 COM 759351604 8824.7 145 145 7 145
Reliance
Steel&Alum.ComStk NPV COM 759509102 41234076.75 830495 830,495 1 830,495
Reliance
Steel&Alum.ComStk NPV COM 759509102 1509360 30400 30,400 3 30,400
Renaissance Hldgs Com
Stk NPV COM G7496G103 818415 11700 11,700 2 11,700
Renaissance Hldgs Com
Stk NPV COM G7496G103 6974015 99700 99,700 3 99,700
RenaissanceLearn.ComStkUSD0.01 COM 75968L105 31350 2500 2,500 2 2,500
RenaissanceLearn.ComStkUSD0.01 COM 75968L105 71478 5700 5,700 3 5,700
Renasant Corp
CommonStock USD5 COM 75970E107 300174.84 20716 20,716 3 20,716
Rent-A-Center Com Stk
USD0.01 COM 76009N100 77233951.84 2527289 2,527,289 1 2,527,289
Rent-A-Center Com Stk
USD0.01 COM 76009N100 1240736 40600 40,600 2 40,600
Rent-A-Center Com Stk
USD0.01 COM 76009N100 20782358.56 680051 680,051 3 680,051
Republic Services
CmStkUSD0.01 COM 760759100 80124144.45 2597217 2,597,217 1 2,597,217
Republic Services
CmStkUSD0.01 COM 760759100 2828945 91700 91,700 3 91,700
RepublicBancorpInc A
ComStkNPV COM 760281204 258700 13000 13,000 2 13,000
RepublicBancorpInc A
ComStkNPV COM 760281204 1001049.6 50304 50,304 3 50,304
Research in Mot.
ComNPV(CanLst COM 760975102 4527865.396 156496 156,496 2 156,496
Research in Mot.
ComNPV(CanLst COM 760975102 58792174.94 2032026 2,032,026 3 2,032,026
ResMed Inc Com Stk
USD0.004 COM 761152107 718040 23200 23,200 3 23,200
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 22978817.55 620211 620,211 1 620,211
ReynoldsAmeri.ComStk
USD0.0001 COM 761713106 788053.5 21270 21,270 3 21,270
RioTintoSpoADR(EchRp1Ord)(BNY) COM 767204100 94232.96 1303 1,303 2 1,303
RLI Corp Common Stock
USD1 COM 749607107 12179664 196700 196,700 1 196,700
RLI Corp Common Stock
USD1 COM 749607107 1058832 17100 17,100 2 17,100
RLI Corp Common Stock
USD1 COM 749607107 5548032 89600 89,600 3 89,600
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 46988622 708300 708,300 1 708,300
Rock-Tenn Cls'A'ComStk
USD0.01 COM 772739207 1645232 24800 24,800 3 24,800
Rockwell Automation
ComStkUSD1 COM 773903109 29429599.32 339207 339,207 1 339,207
Rockwell Automation
ComStkUSD1 COM 773903109 260280 3000 3,000 2 3,000
Rockwell Automation
ComStkUSD1 COM 773903109 510929.64 5889 5,889 3 5,889
Rockwell Automation
ComStkUSD1 COM 773903109 1804608 20800 20,800 4 20,800
Rockwell Automation
ComStkUSD1 COM 773903109 11972.88 138 138 7 138
Rockwell Collins
ComStkUSD0.01 COM 774341101 2066615 33500 33,500 2 33,500
Rockwell Collins
ComStkUSD0.01 COM 774341101 16107259 261100 261,100 3 261,100
Rofin-SinarTechIncCmStkUSD0.01 COM 775043102 18587845 544300 544,300 1 544,300
RogersCommun.Inc
ComStkClss'B' COM 775109200 5104916.45 128900 128,900 2 128,900
RogersCommun.Inc
ComStkClss'B' COM 775109200 62422752.02 1576185 1,576,185 3 1,576,185
Rollins Inc Common Stock
USD1 COM 775711104 1835219 90050 90,050 3 90,050
Roper Indust. Comm Stk
USD0.01 COM 776696106 2249100 27000 27,000 3 27,000
RosettaStone Inc CS
USD0.00005 COM 777780107 174312 10800 10,800 2 10,800
RosettaStone Inc CS
USD0.00005 COM 777780107 114594 7100 7,100 3 7,100
Ross Stores Inc.ComStk
USD0.01 COM 778296103 51000866.72 636556 636,556 1 636,556
Ross Stores Inc.ComStk
USD0.01 COM 778296103 2269479.12 28326 28,326 2 28,326
Ross Stores Inc.ComStk
USD0.01 COM 778296103 18235312 227600 227,600 3 227,600
Rovi Corp CommonStock
USD0.001 COM 779376102 10167633.6 177260 177,260 1 177,260
Rovi Corp CommonStock
USD0.001 COM 779376102 446891.76 7791 7,791 3 7,791
RowanCompaniesIncComStUSD0.125 COM 779382100 236741 6100 6,100 2 6,100
RowanCompaniesIncComStUSD0.125 COM 779382100 419148 10800 10,800 3 10,800
Roy.DutchShellADR(2'A'EUR0.07) COM 780259206 2600512.8 36560 36,560 7 36,560
Royal Bk of Canada
Common NPV COM 780087102 11778259.45 207300 207,300 3 207,300
Royal Bk of Canada
Common NPV COM 780087102 336813.9027 5928 5,928 7 5,928
Royal Gold Inc Com Stk
USD0.01 COM 780287108 15720188 268400 268,400 1 268,400
Royal Gold Inc Com Stk
USD0.01 COM 780287108 3581965.49 61157 61,157 3 61,157
RPC Inc Common Stock
USD0.10 COM 749660106 2184060 89000 89,000 2 89,000
RPC Inc Common Stock
USD0.10 COM 749660106 17401314 709100 709,100 3 709,100
RPM International
ComStock NPV COM 749685103 506440 22000 22,000 3 22,000
RTI Intl Mtls IncCmStk
USD0.01 COM 74973W107 3988484.76 103948 103,948 3 103,948
Ruddick Corp Common
Stock NPV COM 781258108 2812684 64600 64,600 2 64,600
Ruddick Corp Common
Stock NPV COM 781258108 12160722 279300 279,300 3 279,300
Ryder System Common COM 783549108 30431463.9 535294 535,294 1 535,294
Ryder System Common COM 783549108 1165425 20500 20,500 3 20,500
Sabra Healthcare REIT
USD0.01 COM 78573L106 3861647.58 231098 231,098 1 231,098
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 35052 4600 4,600 2 4,600
Safe Bulkers IncCmStk
USD0.001 COM Y7388L103 267462 35100 35,100 3 35,100
Safety Insurance
ComStkUSD0.01 COM 78648T100 142936 3400 3,400 2 3,400
Safety Insurance
ComStkUSD0.01 COM 78648T100 4948192.08 117702 117,702 3 117,702
Safeway
Inc.CommonStockUSD0.01 COM 786514208 2435154 104200 104,200 2 104,200
Safeway
Inc.CommonStockUSD0.01 COM 786514208 34741842 1486600 1,486,600 3 1,486,600
Safeway
Inc.CommonStockUSD0.01 COM 786514208 280440 12000 12,000 7 12,000
SAIC Inc CommonStock
USD0.0001 COM 78390X101 16898498.94 1004667 1,004,667 1 1,004,667
SAIC Inc CommonStock
USD0.0001 COM 78390X101 1354010 80500 80,500 2 80,500
SAIC Inc CommonStock
USD0.0001 COM 78390X101 24392582.66 1450213 1,450,213 3 1,450,213
SalixPharmaceut.ComStkUSD0.001 COM 795435106 33317795 836500 836,500 1 836,500
SalixPharmaceut.ComStkUSD0.001 COM 795435106 665161 16700 16,700 3 16,700
SandersonFarmsInc ComStk
USD1 COM 800013104 10855616 227200 227,200 1 227,200
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 2386250 57500 57,500 2 57,500
Sandisk Corp. Com Stk
USD0.001 COM 80004C101 28421482.5 684855 684,855 3 684,855
SandySpring Bancorp
ComStkUSD1 COM 800363103 28784 1600 1,600 2 1,600
Sanofi Contingent Value
Rights COM 80105N113 16274.73 6753 6,753 3 6,753
SAP SponADR(Each1Rep
1/4thCom) COM 803054204 100679 1660 1,660 2 1,660
Sara Lee Corp Com Stk
USD1.333 COM 803111103 12077.64 636 636 7 636
Sauer-Danfoss Inc
CmStkUSD0.01 COM 804137107 15117 300 300 3 300
SBACommunicationsComStkUSD0.01 COM 78388J106 57461628.75 1504625 1,504,625 1 1,504,625
SBACommunicationsComStkUSD0.01 COM 78388J106 1229718 32200 32,200 3 32,200
SBACommunicationsComStkUSD0.01 COM 78388J106 1381714.2 36180 36,180 4 36,180
SBACommunicationsComStkUSD0.01 COM 78388J106 9547.5 250 250 7 250
SCANA Corp Common Stock
NPV COM 80589M102 409448 10400 10,400 2 10,400
SCANA Corp Common Stock
NPV COM 80589M102 2007870 51000 51,000 3 51,000
ScanSource Inc
CommonStock NPV COM 806037107 11645036 310700 310,700 1 310,700
Schlumberger Com Stk
USD0.01 COM 806857108 3963340.8 45872 45,872 2 45,872
Schlumberger Com Stk
USD0.01 COM 806857108 17669232 204505 204,505 3 204,505
Schlumberger Com Stk
USD0.01 COM 806857108 2640816 30565 30,565 7 30,565
Schnitzer Steel
'A'ComStk USD1 COM 806882106 236160 4100 4,100 2 4,100
Schnitzer Steel
'A'ComStk USD1 COM 806882106 1324800 23000 23,000 3 23,000
ScholasticCorp CommStk
USD0.01 COM 807066105 7847000 295000 295,000 1 295,000
ScholasticCorp CommStk
USD0.01 COM 807066105 167580 6300 6,300 2 6,300
Sciclone Pharm ComStk
USD0.001 COM 80862K104 88184 14600 14,600 2 14,600
Sciclone Pharm ComStk
USD0.001 COM 80862K104 67044 11100 11,100 3 11,100
ScientificGames'A'CmStkUSD0.01 COM 80874P109 27935267.8 2701670 2,701,670 1 2,701,670
ScientificGames'A'CmStkUSD0.01 COM 80874P109 755854 73100 73,100 3 73,100
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 354039 6900 6,900 2 6,900
ScottsMiracleGroCls'A'CmStkNPV COM 810186106 302677.69 5899 5,899 3 5,899
ScrippsNtwksCls'A'CmStkUSD0.01 COM 811065101 68432 1400 1,400 3 1,400
Seaboard Corp
CommonStock USD1 COM 811543107 761670 315 315 2 315
Seaboard Corp
CommonStock USD1 COM 811543107 8489598 3511 3,511 3 3,511
Seabright Hldgs CmStk
USD0.01 COM 811656107 22770 2300 2,300 3 2,300
Seacor Holdings ComStk
USD0.01 COM 811904101 1399440 14000 14,000 2 14,000
Seacor Holdings ComStk
USD0.01 COM 811904101 28540179.36 285516 285,516 3 285,516
SeaCubeContainerLeasingUSD0.01 COM G79978105 54976 3200 3,200 2 3,200
SeaCubeContainerLeasingUSD0.01 COM G79978105 65284 3800 3,800 3 3,800
SeaDrill Limited USD2 COM G7945E105 24932.30472 706 706 2 706
SeaDrill Limited USD2 COM G7945E105 10835523.13 306826 306,826 3 306,826
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 1585296 98100 98,100 2 98,100
Seagate
Techn.ComStkUSD0.00001 COM G7945M107 32902083.2 2036020 2,036,020 3 2,036,020
Seaspan Corp Com Stock
USD0.01 COM Y75638109 12155.52 832 832 7 832
Seattle Genet.Com Stk
USD0.001 COM 812578102 15890688 774400 774,400 1 774,400
Seattle Genet.Com Stk
USD0.001 COM 812578102 569573.64 27757 27,757 3 27,757
Selective Ins.Grp Com
Stk USD2 COM 816300107 146430 9000 9,000 2 9,000
Selective Ins.Grp Com
Stk USD2 COM 816300107 1512621.9 92970 92,970 3 92,970
SelectMedicalHldComStkUSD0.001 COM 81619Q105 13305 1500 1,500 3 1,500
SempraEnergyCorpCommonStockNPV COM 816851109 405166.56 7662 7,662 3 7,662
SempraEnergyCorpCommonStockNPV COM 816851109 10576 200 200 7 200
Sensient Techno.
ComStkUSD0.10 COM 81725T100 385528 10400 10,400 2 10,400
Sensient Techno.
ComStkUSD0.10 COM 81725T100 632525.41 17063 17,063 3 17,063
ShandaGamesADR(Rp2OrdAUSD0.01) COM 81941U105 2467168 378400 378,400 6 378,400
Shaw Communications
Cls'B'NPV COM 82028K200 2667567.908 116978 116,978 3 116,978
Shaw Group Inc
CommonStock NPV COM 820280105 59087739 1955900 1,955,900 1 1,955,900
Shaw Group Inc
CommonStock NPV COM 820280105 2002923 66300 66,300 3 66,300
ShenandoahTelecomCo
ComStk NPV COM 82312B106 28934 1700 1,700 3 1,700
Sherwin Williams Com
USD1.00 COM 824348106 67096 800 800 2 800
Sherwin Williams Com
USD1.00 COM 824348106 14392092 171600 171,600 3 171,600
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 4768139.3 49694 49,694 2 49,694
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 2734670.95 28501 28,501 3 28,501
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 1049213.25 10935 10,935 4 10,935
ShinhanFinSpADR(Rp2OrdKRW5000) COM 824596100 603813.35 6293 6,293 7 6,293
Shoe Carnival
CommStockUSD0.01 COM 824889109 12060 400 400 3 400
Siemens AG
ADR(EachRep1OrdNPV) COM 826197501 116075.32 844 844 2 844
Sierra Bancorp
CommonStock NPV COM 82620P102 19244 1700 1,700 3 1,700
Sigma-Aldrich Com.USD1 COM 826552101 14676 200 200 2 200
Sigma-Aldrich Com.USD1 COM 826552101 242154 3300 3,300 3 3,300
Signet Jewelers Ltd
OrdUSD0.18 COM G81276100 38503079.58 815253 815,253 3 815,253
SilganHldgsIncCommonStkUSD0.01 COM 827048109 69557800.78 1697774 1,697,774 1 1,697,774
SilganHldgsIncCommonStkUSD0.01 COM 827048109 8017829 195700 195,700 3 195,700
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 3498750 562500 562,500 2 562,500
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 4193524 674200 674,200 3 674,200
SiliconPrecSpnADR(Rp5OrdTWD10) COM 827084864 504280.28 81074 81,074 4 81,074
Silver Wheaton Corp Com
NPV COM 828336107 112228.1021 3400 3,400 2 3,400
Silver Wheaton Corp Com
NPV COM 828336107 1696624.837 51400 51,400 3 51,400
Silvercorp Metals Inc
Com NPV COM 82835P103 107107.3099 11400 11,400 2 11,400
Silvercorp Metals Inc
Com NPV COM 82835P103 543052.8521 57800 57,800 3 57,800
SimmonsFirst 'A'ComStk
USD0.10 COM 828730200 12989092 506200 506,200 1 506,200
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 1448574.49 12463 12,463 2 12,463
Simon Prop Grp
ComStkUSD0.0001 COM 828806109 6753311.69 58103 58,103 3 58,103
Sirona Dental
Com.StockUSD0.01 COM 82966C103 23756940 447400 447,400 1 447,400
Sirona Dental
Com.StockUSD0.01 COM 82966C103 382320 7200 7,200 3 7,200
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 123420 6600 6,600 2 6,600
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 12724228 680440 680,440 3 680,440
SK
TelecomADR(Rp1/9KRW500)(US) COM 78440P108 891616 47680 47,680 4 47,680
SkechersUSA
ClsAComStkUSD0.001 COM 830566105 920928 63600 63,600 3 63,600
Skywest Inc. Com Stk NPV COM 830879102 388548 25800 25,800 2 25,800
Skywest Inc. Com Stk NPV COM 830879102 4155761.82 275947 275,947 3 275,947
SLM Corp Common Stock
USD0.20 COM 78442P106 3859054.89 229569 229,569 1 229,569
SLM Corp Common Stock
USD0.20 COM 78442P106 440253.9 26190 26,190 4 26,190
SM Energy Co Com Stock
USD0.01 COM 78454L100 99379569.08 1352471 1,352,471 1 1,352,471
SM Energy Co Com Stock
USD0.01 COM 78454L100 2939200 40000 40,000 3 40,000
SNAP-ON INCORPORATED
COMMON ST COM 833034101 27028848 432600 432,600 1 432,600
SNAP-ON INCORPORATED
COMMON ST COM 833034101 968440 15500 15,500 3 15,500
SonicAutomot.ClsAComStkUSD0.01 COM 83545G102 8180560 558400 558,400 1 558,400
Sonoco Products Common
Stk NPV COM 835495102 11554054 325100 325,100 1 325,100
Sonoco Products Common
Stk NPV COM 835495102 444250 12500 12,500 2 12,500
Sonoco Products Common
Stk NPV COM 835495102 6175501.48 173762 173,762 3 173,762
Southern Union
CommonStockUSD1 COM 844030106 26025230 648200 648,200 1 648,200
Southern Union
CommonStockUSD1 COM 844030106 1136245 28300 28,300 3 28,300
Southern.Co Com.USD5 COM 842587107 1381319.04 34208 34,208 2 34,208
Southern.Co Com.USD5 COM 842587107 8391206.28 207806 207,806 3 207,806
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 1466002 44600 44,600 2 44,600
SouthernCopperCorpCmStkUSD0.01 COM 84265V105 11889079 361700 361,700 3 361,700
SouthsideBancshares CS
USD1.25 COM 84470P109 25011 1260 1,260 2 1,260
SouthsideBancshares CS
USD1.25 COM 84470P109 340725.25 17165 17,165 3 17,165
SouthwesternEnergyComStkUSD0.1 COM 845467109 505984 11800 11,800 2 11,800
SouthwesternEnergyComStkUSD0.1 COM 845467109 68535489.92 1598309 1,598,309 3 1,598,309
Spartan Stores Inc Com
Stk NPV COM 846822104 302715 15500 15,500 2 15,500
Spartan Stores Inc Com
Stk NPV COM 846822104 5284603.17 270589 270,589 3 270,589
SPDR Gold Trust Gold Shs
NPV COM 78463V107 129214827 885027 885,027 2 885,027
SPDR Gold Trust Gold Shs
NPV COM 78463V107 124549803.1 853075 853,075 3 853,075
SPDR Gold Trust Gold Shs
NPV COM 78463V107 1586300.865 10865 10,865 4 10,865
SPDR Gold Trust Gold Shs
NPV COM 78463V107 6337757.409 43409 43,409 6 43,409
SPDR GOLD TRUST NPV COM 78463V107 17875985.7 121655 121,655 6 121,655
SPDR S&P 500 ETF Trust COM 78462F103 890005.68 6744 6,744 7 6,744
St.JudeMedicalIncComStkUSD0.10 COM 790849103 3704736 77700 77,700 2 77,700
St.JudeMedicalIncComStkUSD0.10 COM 790849103 30299161.92 635469 635,469 3 635,469
Stancorp Fin.Group Com
Stk NPV COM 852891100 1400708 33200 33,200 2 33,200
Stancorp Fin.Group Com
Stk NPV COM 852891100 27600571.43 654197 654,197 3 654,197
StandardMotorProductsCmStkUSD2 COM 853666105 41121 2700 2,700 3 2,700
StandardParking
ComStkUSD0.001 COM 853790103 18317590 1147000 1,147,000 1 1,147,000
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 28544408.75 396175 396,175 1 396,175
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1165624.9 16178 16,178 3 16,178
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1889871.5 26230 26,230 4 26,230
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 1325720 18400 18,400 5 18,400
StanleyBlackDeckerCmStkUSD2.50 COM 854502101 12464.65 173 173 7 173
StanleyTech.GroupInc
ComStkNPV COM 85472N109 15130914.16 521100 521,100 1 521,100
StanleyTech.GroupInc
ComStkNPV COM 85472N109 130664.1982 4500 4,500 2 4,500
StanleyTech.GroupInc
ComStkNPV COM 85472N109 1480860.913 51000 51,000 3 51,000
Staples Inc Com Stk
USD0.0006 COM 855030102 1071240 67800 67,800 2 67,800
Staples Inc Com Stk
USD0.0006 COM 855030102 7514480 475600 475,600 3 475,600
Starbucks Corp ComStk
USD0.001 COM 855244109 908270 23000 23,000 2 23,000
Starbucks Corp ComStk
USD0.001 COM 855244109 4792348.44 121356 121,356 3 121,356
Starwood Prop.Tst REIT
USD0.01 COM 85571B105 414302 20200 20,200 3 20,200
State Auto Fin Cp Com
Stk NPV COM 855707105 36603 2100 2,100 2 2,100
State Street Corp Com
Stk USD1 COM 857477103 19280438.91 427599 427,599 1 427,599
State Street Corp Com
Stk USD1 COM 857477103 1848690 41000 41,000 2 41,000
State Street Corp Com
Stk USD1 COM 857477103 11708204.67 259663 259,663 3 259,663
State Street Corp Com
Stk USD1 COM 857477103 1109214 24600 24,600 4 24,600
State Street Corp Com
Stk USD1 COM 857477103 730458 16200 16,200 5 16,200
State Street Corp Com
Stk USD1 COM 857477103 8026.02 178 178 7 178
Statoil
SponADR(Rp1OrdNOK2.50) COM 85771P102 102385.35 4023 4,023 2 4,023
Std Microsystems CmStk
USD0.10 COM 853626109 18525936 686400 686,400 1 686,400
Steelcase Inc
Cls'A'ComStk NPV COM 858155203 24252727 2129300 2,129,300 1 2,129,300
Steelcase Inc
Cls'A'ComStk NPV COM 858155203 1216452 106800 106,800 3 106,800
Stein Mart Inc Com Stk
USD0.01 COM 858375108 44344 4600 4,600 2 4,600
Stein Mart Inc Com Stk
USD0.01 COM 858375108 194728 20200 20,200 3 20,200
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 246672 5400 5,400 2 5,400
SteinerLeisureLtdComStkUSD0.01 COM P8744Y102 54816 1200 1,200 3 1,200
Stepan Co Common Stock
USD1 COM 858586100 560110 7900 7,900 3 7,900
StillwaterMining
ComStkUSD0.01 COM 86074Q102 27318812 1241200 1,241,200 1 1,241,200
StillwaterMining
ComStkUSD0.01 COM 86074Q102 323547 14700 14,700 3 14,700
Stone Energy CommStock
USD0.01 COM 861642106 39507 1300 1,300 3 1,300
STR
HoldingsIncComStockUSD0.01 COM 78478V100 22190516 1487300 1,487,300 1 1,487,300
StrayerEducation CmStk
USD0.01 COM 863236105 796257 6300 6,300 2 6,300
StrayerEducation CmStk
USD0.01 COM 863236105 9769947 77300 77,300 3 77,300
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 2687943.31 45799 45,799 2 45,799
Stryker
Corp.Com.Stk.USD0.10 COM 863667101 21386459.93 364397 364,397 3 364,397
Sturm Ruger And Co
ComStk USD1 COM 864159108 632160 28800 28,800 3 28,800
Suburban Propane Com Stk
NPV COM 864482104 888760 17000 17,000 2 17,000
Suburban Propane Com Stk
NPV COM 864482104 7693681.64 147163 147,163 3 147,163
Sumitomo Mitsui
ADR(Rep0.2Ord) COM 86562M209 100435.65 16331 16,331 2 16,331
Sun Life Fin.Inc Common
NPV COM 866796105 3633118.032 120600 120,600 2 120,600
Sun Life Fin.Inc Common
NPV COM 866796105 43035186.85 1428537 1,428,537 3 1,428,537
SuncorEnergy
NewComNPV(CanLst) COM 867224107 148862284.6 3797579 3,797,579 2 3,797,579
SuncorEnergy
NewComNPV(CanLst) COM 867224107 161447559.6 4118638 4,118,638 3 4,118,638
SuncorEnergy
NewComNPV(CanLst) COM 867224107 2489152.977 63500 63,500 5 63,500
SuncorEnergy
NewComNPV(CanLst) COM 867224107 617153.1412 15744 15,744 7 15,744
SuncorEngyIncNewComNPV(USList) COM 867224107 20108308.9 514279 514,279 1 514,279
SuncorEngyIncNewComNPV(USList) COM 867224107 113311.8 2898 2,898 2 2,898
SuncorEngyIncNewComNPV(USList) COM 867224107 460050.6 11766 11,766 3 11,766
SuncorEngyIncNewComNPV(USList) COM 867224107 2191867.8 56058 56,058 4 56,058
SuncorEngyIncNewComNPV(USList) COM 867224107 60722.3 1553 1,553 7 1,553
Sunoco Logistics
Partn.Uts NPV COM 86764L108 8762919.55 101717 101,717 3 101,717
Suntrust Banks Common
Stk USD1 COM 867914103 1016520 39400 39,400 3 39,400
Suntrust Banks Common
Stk USD1 COM 867914103 4153.8 161 161 7 161
Superior Energy
ComStkUSD0.001 COM 868157108 31019328 835200 835,200 1 835,200
Superior Inds. Com Stk
USD0.50 COM 868168105 694254 31400 31,400 2 31,400
Superior Inds. Com Stk
USD0.50 COM 868168105 5481069 247900 247,900 3 247,900
Supervalu Inc
CommonStock USD1 COM 868536103 870425 92500 92,500 3 92,500
Supervalu Inc
CommonStock USD1 COM 868536103 4309.78 458 458 7 458
SusserHldgsCorp ComStk
USD0.01 COM 869233106 28296 1800 1,800 3 1,800
SVB Fin.Group Com Stk
USD0.001 COM 78486Q101 15417122 258200 258,200 1 258,200
SXCHealthSolutions
ComNPV (US) COM 78505P100 759302.04 12887 12,887 3 12,887
SY Bancorp Inc Common
Stk NPV COM 785060104 11625 500 500 3 500
Symantec Corp Com Stk
USD0.01 COM 871503108 256360 13000 13,000 3 13,000
Synaptics Inc Common
Stock NPV COM 87157D109 1292148 50200 50,200 3 50,200
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 554750 17500 17,500 2 17,500
SYNNEX Corp Com Stk
USD0.001 COM 87162W100 6131889.5 193435 193,435 3 193,435
Synopsys Inc Com Stk
USD0.01 COM 871607107 46340063.94 1802414 1,802,414 1 1,802,414
Synopsys Inc Com Stk
USD0.01 COM 871607107 1642869 63900 63,900 3 63,900
Syntel Inc Common Stock
NPV COM 87162H103 520256 8800 8,800 2 8,800
Syntel Inc Common Stock
NPV COM 87162H103 2287944 38700 38,700 3 38,700
Sysco Corp.Common USD1 COM 871829107 23450914.52 752114 752,114 3 752,114
Systemax Inc CommonStk
USD0.01 COM 871851101 89535.42 5993 5,993 3 5,993
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 54104642.54 4290614 4,290,614 2 4,290,614
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 35305049.26 2799766 2,799,766 3 2,799,766
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 2309571.94 183154 183,154 4 183,154
TaiwanSemiManuADS Rep.5
ComShs COM 874039100 2344350.32 185912 185,912 6 185,912
TAL Intl Grp Com Stk
USD0.001 COM 874083108 238257 6900 6,900 2 6,900
TAL Intl Grp Com Stk
USD0.001 COM 874083108 680241 19700 19,700 3 19,700
TANGER FACTORY OUTLET
CENTER COM 875465106 30405232.15 1135795 1,135,795 1 1,135,795
TANGER FACTORY OUTLET
CENTER COM 875465106 1129105.06 42178 42,178 3 42,178
Target Corp CommonStk
USD0.167 COM 87612E106 2336118 49800 49,800 2 49,800
Target Corp CommonStk
USD0.167 COM 87612E106 26546369 565900 565,900 3 565,900
Taseko Mines LTD
ComStkUSD0.01 COM 876511106 9019760 1818500 1,818,500 1 1,818,500
TasekoMines Limited
Common NPV COM 876511106 7300698.228 1460600 1,460,600 1 1,460,600
TasekoMines Limited
Common NPV COM 876511106 260417.8952 52100 52,100 2 52,100
TasekoMines Limited
Common NPV COM 876511106 906714.1302 181400 181,400 3 181,400
Tata
Mot.SpADR(EchRp1OrdINR10) COM 876568502 2524203.87 112137 112,137 2 112,137
Tata
Mot.SpADR(EchRp1OrdINR10) COM 876568502 22168905.97 984847 984,847 3 984,847
Tata
Mot.SpADR(EchRp1OrdINR10) COM 876568502 985195.17 43767 43,767 7 43,767
TC PipelinesLP
LtdPartn.UtsNPV COM 87233Q108 305728 6400 6,400 3 6,400
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 1662252 85200 85,200 2 85,200
TD AmeritradeHldg
CmStkUSD0.01 COM 87236Y108 11849047.32 607332 607,332 3 607,332
TEAM HEALTH HOLDINGS LLC
COMMO COM 87817A107 18627025 827500 827,500 1 827,500
Tech Data Corp
ComStkUSD0.0015 COM 878237106 444899 9100 9,100 2 9,100
Tech Data Corp
ComStkUSD0.0015 COM 878237106 5116876.29 104661 104,661 3 104,661
Techne Corp Common Stk
USD0.01 COM 878377100 12472152 149600 149,600 1 149,600
Techne Corp Common Stk
USD0.01 COM 878377100 533568 6400 6,400 2 6,400
Techne Corp Common Stk
USD0.01 COM 878377100 4335240 52000 52,000 3 52,000
TeckResour.'B'Sub.VotingComNPV COM 878742204 82691416.02 1626676 1,626,676 2 1,626,676
TeckResour.'B'Sub.VotingComNPV COM 878742204 6348325.921 124882 124,882 3 124,882
TeckResour.'B'Sub.VotingComNPV COM 878742204 672440.0256 13228 13,228 4 13,228
TeckResour.'B'Sub.VotingComNPV COM 878742204 215284.5108 4235 4,235 7 4,235
Teco Energy Common Stock
USD1 COM 872375100 168121 8900 8,900 3 8,900
TEConnectivityLtdCHF1.55 COM H8912P106 3926592.92 106817 106,817 3 106,817
TEConnectivityLtdCHF1.55 COM H8912P106 1665228 45300 45,300 5 45,300
Tel.DeSaoPauloADR(EchRep1Pref) COM 87929A102 21196800.9 713697 713,697 2 713,697
Tel.DeSaoPauloADR(EchRep1Pref) COM 87929A102 192412014.3 6478519 6,478,519 3 6,478,519
TelecomArgent.
ADR(Rep10'B'Sh) COM 879273209 1501056 57600 57,600 3 57,600
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 337412 6700 6,700 2 6,700
TeledyneTechno.IncCmStkUSD0.01 COM 879360105 523744 10400 10,400 3 10,400
TelefonosDeMexico
ADR(Cv20'L') COM 879403780 153450 9300 9,300 2 9,300
TelefonosDeMexico
ADR(Cv20'L') COM 879403780 5590200 338800 338,800 3 338,800
Telephone&DataSysComStkUSD0.01 COM 879433100 133644 4300 4,300 3 4,300
TelNorteLesteParADR(Rep
1Pref) COM 879246106 10878 700 700 2 700
TelNorteLesteParADR(Rep
1Pref) COM 879246106 5304501.3 341345 341,345 3 341,345
Telular Corp Com Stk
USD0.01 COM 87970T208 23446 3800 3,800 2 3,800
Telular Corp Com Stk
USD0.01 COM 87970T208 248651 40300 40,300 3 40,300
Tennant Company
ComStkUSD0.375 COM 880345103 135762 3400 3,400 2 3,400
Tennant Company
ComStkUSD0.375 COM 880345103 195657 4900 4,900 3 4,900
Teradata Corp ComStock
USD0.01 COM 88076W103 1101660 18300 18,300 2 18,300
Teradata Corp ComStock
USD0.01 COM 88076W103 6560596 108980 108,980 3 108,980
Teradyne Inc Comm Stk
USD0.125 COM 880770102 3734040 252300 252,300 2 252,300
Teradyne Inc Comm Stk
USD0.125 COM 880770102 39010165.6 2635822 2,635,822 3 2,635,822
Terex Corp CommonStock
USD0.01 COM 880779103 24856423.6 873688 873,688 3 873,688
Terex Corp CommonStock
USD0.01 COM 880779103 493550.6 17348 17,348 4 17,348
Terex Corp CommonStock
USD0.01 COM 880779103 373833 13140 13,140 7 13,140
Terra Nitrogen Company
LP NPV COM 881005201 674349.04 4904 4,904 2 4,904
Terra Nitrogen Company
LP NPV COM 881005201 7911637.85 57535 57,535 3 57,535
Tessco Technologies CS
USD0.01 COM 872386107 102626.48 9229 9,229 3 9,229
TetraTechnologiesComStkUSD0.01 COM 88162F105 269876 21200 21,200 2 21,200
TetraTechnologiesComStkUSD0.01 COM 88162F105 914217.68 71816 71,816 3 71,816
Teva
Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 5334433.94 110627 110,627 2 110,627
Teva
Pharm.ADR(Cnv1OrdILS0.10) COM 881624209 27262720.04 565382 565,382 3 565,382
Texas Instruments Com
USD1 COM 882508104 4833298.26 147222 147,222 2 147,222
Texas Instruments Com
USD1 COM 882508104 42640391.92 1298824 1,298,824 3 1,298,824
TexasCap Bancshs
ComStkUSD0.01 COM 88224Q107 10409490 403000 403,000 1 403,000
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 147552 4800 4,800 2 4,800
TextainerGrpHldgs
CmStkUSD0.01 COM G8766E109 657836 21400 21,400 3 21,400
TheMen'sWearhouseComStkUSD0.01 COM 587118100 40615240 1205200 1,205,200 1 1,205,200
TheMen'sWearhouseComStkUSD0.01 COM 587118100 926750 27500 27,500 3 27,500
ThermoFisherScient.ComStk
USD1 COM 883556102 33874484.37 526083 526,083 1 526,083
ThermoFisherScient.ComStk
USD1 COM 883556102 315511 4900 4,900 2 4,900
ThermoFisherScient.ComStk
USD1 COM 883556102 4192690.46 65114 65,114 3 65,114
ThermoFisherScient.ComStk
USD1 COM 883556102 2163504 33600 33,600 4 33,600
ThermoFisherScient.ComStk
USD1 COM 883556102 1448775 22500 22,500 5 22,500
ThermoFisherScient.ComStk
USD1 COM 883556102 15711.16 244 244 7 244
Thermon Group Com Stk
USD0.001 COM 88362T103 8300400 691700 691,700 1 691,700
ThomsonReutComNPV(Canad.List.) COM 884903105 117495.207 3129 3,129 7 3,129
Tibco Software ComStk
USD0.001 COM 88632Q103 13131550 452500 452,500 1 452,500
Tibco Software ComStk
USD0.001 COM 88632Q103 539772 18600 18,600 3 18,600
TICC Cap Corp ComStock
USD0.01 COM 87244T109 34560 3600 3,600 3 3,600
Tidewater Inc Com Stk
USD0.10 COM 886423102 301336 5600 5,600 2 5,600
Tidewater Inc Com Stk
USD0.10 COM 886423102 1840302 34200 34,200 3 34,200
Tiffany & Co Com Stk
USD0.01 COM 886547108 581048 7400 7,400 2 7,400
Tiffany & Co Com Stk
USD0.01 COM 886547108 2119254.8 26990 26,990 3 26,990
Tim Hortons Inc CmStk
USD0.001 COM 88706M103 766317 15700 15,700 2 15,700
Tim Hortons Inc CmStk
USD0.001 COM 88706M103 4378647.48 89708 89,708 3 89,708
TimeWarnerCable ComStk
USD0.01 COM 88732J207 1303268 16700 16,700 2 16,700
TimeWarnerCable ComStk
USD0.01 COM 88732J207 13196251.84 169096 169,096 3 169,096
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 950893.65 26145 26,145 2 26,145
TimeWarnerInc
CommonStkUSD0.01 COM 887317303 9117086.12 250676 250,676 3 250,676
Timken Co Common Stock
NPV COM 887389104 25200 500 500 3 500
TJX Corp Common Stk USD1 COM 872540109 17964839.76 341992 341,992 1 341,992
TJX Corp Common Stk USD1 COM 872540109 3477380.94 66198 66,198 2 66,198
TJX Corp Common Stk USD1 COM 872540109 27686724.45 527065 527,065 3 527,065
TNS Inc Common Stock
USD0.001 COM 872960109 14048530.2 846297 846,297 1 846,297
Tompkins Fin Cp ComStk
USD0.10 COM 890110109 43164 1100 1,100 3 1,100
Torchmark Common USD1 COM 891027104 226628 5300 5,300 2 5,300
Torchmark Common USD1 COM 891027104 1385424 32400 32,400 3 32,400
ToreadorResCorpCmStkUSD0.15625 COM 891050106 49343 13300 13,300 2 13,300
ToreadorResCorpCmStkUSD0.15625 COM 891050106 778465.59 209829 209,829 3 209,829
Toro Com Stk USD1 COM 891092108 326700 5400 5,400 2 5,400
Toro Com Stk USD1 COM 891092108 1470150 24300 24,300 3 24,300
Toronto Dom.Bk.Common
NPV COM 891160509 285742949.7 3364384 3,364,384 2 3,364,384
Toronto Dom.Bk.Common
NPV COM 891160509 38215371.13 449954 449,954 3 449,954
Toronto Dom.Bk.Common
NPV COM 891160509 807445.9463 9507 9,507 4 9,507
Toronto Dom.Bk.Common
NPV COM 891160509 455149.135 5359 5,359 7 5,359
Toronto-Dominion Bk
ComNPV(US) COM 891160509 91946.7 1083 1,083 2 1,083
TotalSpoADR(EachRep1OrdEUR2.5) COM 89151E109 103128.72 1783 1,783 2 1,783
TowersWatsonAndCo A CS
USD0.01 COM 891894107 18267380 278000 278,000 1 278,000
TowneBank CommonStock
USD1.667 COM 89214P109 24084 1800 1,800 2 1,800
TowneBank CommonStock
USD1.667 COM 89214P109 30774 2300 2,300 3 2,300
Tractor Supply
CommStkUSD0.008 COM 892356106 474848 7100 7,100 2 7,100
Tractor Supply
CommStkUSD0.008 COM 892356106 1993024 29800 29,800 3 29,800
Transatlantic Hldgs
ComStkUSD1 COM 893521104 254852 5200 5,200 2 5,200
Transatlantic Hldgs
ComStkUSD1 COM 893521104 670064.72 13672 13,672 3 13,672
TransAtlantic Petroleum
ComNPV COM G89982105 69200.91048 41969 41,969 2 41,969
TransAtlantic Petroleum
ComNPV COM G89982105 45918650.06 27848764 27,848,764 3 27,848,764
TransCanada Corp Common
NPV COM 89353D107 3653951.713 83200 83,200 3 83,200
TransDigm Group
CommStkUSD0.01 COM 893641100 21332259.08 233932 233,932 1 233,932
TransDigm Group
CommStkUSD0.01 COM 893641100 2595267.4 28460 28,460 4 28,460
TransDigm Group
CommStkUSD0.01 COM 893641100 9483.76 104 104 7 104
Transglobe Energy Corp
Com NPV COM 893662106 415221.7855 36400 36,400 2 36,400
Transglobe Energy Corp
Com NPV COM 893662106 1766974.027 154900 154,900 3 154,900
Transocean Limited CHF15 COM H8817H100 1475392.276 22700 22,700 3 22,700
Transocean Ltd USD0.01
(Regd) COM H8817H100 296976 4600 4,600 2 4,600
Transocean Ltd USD0.01
(Regd) COM H8817H100 439008 6800 6,800 3 6,800
Transocean Ltd USD0.01
(Regd) COM H8817H100 209109.84 3239 3,239 7 3,239
Travelers Co's
CommonStock NPV COM 89417E109 2205654.78 37781 37,781 2 37,781
Travelers Co's
CommonStock NPV COM 89417E109 40060589.52 686204 686,204 3 686,204
Travelers Co's
CommonStock NPV COM 89417E109 854449.68 14636 14,636 4 14,636
Travelers Co's
CommonStock NPV COM 89417E109 1224228.6 20970 20,970 5 20,970
Travelers Co's
CommonStock NPV COM 89417E109 291432.96 4992 4,992 7 4,992
TreeHouse Foods ComStk
USD0.01 COM 89469A104 16383 300 300 3 300
Trimble Navigation Com
Stk NPV COM 896239100 7420925.12 187208 187,208 3 187,208
Trina Solar
SpnADR(EchRp50Ord) COM 89628E104 347510 15500 15,500 2 15,500
Trina Solar
SpnADR(EchRp50Ord) COM 89628E104 1950540 87000 87,000 3 87,000
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 182532 8400 8,400 2 8,400
Triple-S Mgmt Cls B
ComStkUSD1 COM 896749108 49979 2300 2,300 3 2,300
TriQuintSemicon.ComStkUSD0.001 COM 89674K103 184439 18100 18,100 3 18,100
TrustCo Bank Common
Stock USD1 COM 898349105 57330 11700 11,700 2 11,700
TrustCo Bank Common
Stock USD1 COM 898349105 263889.5 53855 53,855 3 53,855
Trustmark Corp Common
Stk NPV COM 898402102 325399 13900 13,900 3 13,900
TRW
AutoHldgsCorpComStkUSD0.01 COM 87264S106 1729579 29300 29,300 2 29,300
TRW
AutoHldgsCorpComStkUSD0.01 COM 87264S106 26244678.97 444599 444,599 3 444,599
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 2077460 30800 30,800 2 30,800
TupperwareBrandsCpCmStkUSD0.01 COM 899896104 18973685 281300 281,300 3 281,300
TurkcellIlet.ADS(Rep2.5OrdShs) COM 900111204 189700 14000 14,000 3 14,000
Tutor Perini Corp Com
Stk USD1 COM 901109108 239750 12500 12,500 2 12,500
Tutor Perini Corp Com
Stk USD1 COM 901109108 1201281.76 62632 62,632 3 62,632
TW Telecom Inc Com Stk
USD0.01 COM 87311L104 565006.13 27521 27,521 1 27,521
TW Telecom Inc Com Stk
USD0.01 COM 87311L104 252519 12300 12,300 3 12,300
Tyco Intl Ltd CommonStk
CHF6.7 COM H89128104 108746 2200 2,200 2 2,200
Tyco Intl Ltd CommonStk
CHF6.7 COM H89128104 108746 2200 2,200 3 2,200
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 2493528 128400 128,400 2 128,400
Tyson Foods
Class'A'ComUSD0.10 COM 902494103 35035078.24 1804072 1,804,072 3 1,804,072
U.S.Bancorp Com Stk
USD0.01 COM 902973304 1228332.01 48151 48,151 2 48,151
U.S.Bancorp Com Stk
USD0.01 COM 902973304 4060197.11 159161 159,161 3 159,161
UBS AG CHF0.10 (Regd) COM H89231338 4324514.067 237411 237,411 2 237,411
UBS AG CHF0.10 (Regd) COM H89231338 148177035.2 8134754 8,134,754 3 8,134,754
UGI Corporation Comm
Stock NPV COM 902681105 736659 23100 23,100 2 23,100
UGI Corporation Comm
Stock NPV COM 902681105 20272504.89 635701 635,701 3 635,701
UIL Holdings Corp Com
Stk NPV COM 902748102 717425.95 22177 22,177 3 22,177
Ultra Petrol.Com NPV(US
List.) COM 903914109 54876552.4 1198178 1,198,178 3 1,198,178
Ultra Petrol.Com NPV(US
List.) COM 903914109 149995 3275 3,275 7 3,275
UltraparPart.SpnADR(EchRp1Prf) COM 90400P101 9391557.56 518012 518,012 2 518,012
UltraparPart.SpnADR(EchRp1Prf) COM 90400P101 18904803.68 1042736 1,042,736 3 1,042,736
UMB FINANCIAL CORP COM 902788108 13627752 325400 325,400 1 325,400
UMB FINANCIAL CORP COM 902788108 477432 11400 11,400 3 11,400
Union Fst Mkt Bnksh CS
USD1.33 COM 90662P104 26796 2200 2,200 3 2,200
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 2568240 24600 24,600 2 24,600
Union Pacific
Cp.ComStkUSD2.50 COM 907818108 12173040 116600 116,600 3 116,600
Unisource Energy
CommonStk NPV COM 909205106 31644641 847700 847,700 1 847,700
Unisource Energy
CommonStk NPV COM 909205106 220247 5900 5,900 3 5,900
Unisys Corp Common Stk
USD0.01 COM 909214306 812120 31600 31,600 2 31,600
Unisys Corp Common Stk
USD0.01 COM 909214306 8931521 347530 347,530 3 347,530
Unit Corporation ComStk
USD0.2 COM 909218109 329022 5400 5,400 2 5,400
United Online ComStk
USD0.0001 COM 911268100 251451 41700 41,700 2 41,700
United Online ComStk
USD0.0001 COM 911268100 3273789.51 542917 542,917 3 542,917
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 26953851.12 522564 522,564 1 522,564
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 3806604 73800 73,800 2 73,800
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 72309176.72 1401884 1,401,884 3 1,401,884
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 1518515.2 29440 29,440 4 29,440
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 943914 18300 18,300 5 18,300
UnitedHealthGrp
ComStkUSD0.01 COM 91324P102 10677.06 207 207 7 207
UnitedNaturalFoodsCmStkUSD0.01 COM 911163103 72539 1700 1,700 3 1,700
Unitrin Inc Common Stk
USD0.10 COM 913275103 225492 7600 7,600 2 7,600
Unitrin Inc Common Stk
USD0.10 COM 913275103 2763582.48 93144 93,144 3 93,144
Universal Corp Com Stk
NPV COM 913456109 410603 10900 10,900 2 10,900
Universal Corp Com Stk
NPV COM 913456109 10028771.09 266227 266,227 3 266,227
Universal Travel Grp
ComStkNPV COM 91388Q202 183744 46400 46,400 2 46,400
Universal Travel Grp
ComStkNPV COM 91388Q202 1166220 294500 294,500 3 294,500
UniversalHlthClsBComStkUSD0.01 COM 913903100 47357667.43 919031 919,031 1 919,031
UniversalHlthClsBComStkUSD0.01 COM 913903100 267956 5200 5,200 2 5,200
UniversalHlthClsBComStkUSD0.01 COM 913903100 2379088.57 46169 46,169 3 46,169
UniversalInsuranceCmStkUSD0.01 COM 91359V107 55573 11900 11,900 2 11,900
UniversalInsuranceCmStkUSD0.01 COM 91359V107 1038692.06 222418 222,418 3 222,418
UnivestCp ofPennsyl
ComStkUSD5 COM 915271100 61253.97 3919 3,919 3 3,919
Unum Group CommonStock
USD0.10 COM 91529Y106 17101513.52 671174 671,174 1 671,174
Unum Group CommonStock
USD0.10 COM 91529Y106 1750476 68700 68,700 2 68,700
Unum Group CommonStock
USD0.10 COM 91529Y106 32562828.48 1277976 1,277,976 3 1,277,976
Unum Group CommonStock
USD0.10 COM 91529Y106 1061751.6 41670 41,670 4 41,670
Unum Group CommonStock
USD0.10 COM 91529Y106 7796.88 306 306 7 306
UrbanOutfittersComStkUSD0.0001 COM 917047102 4580061.3 162702 162,702 1 162,702
UrbanOutfittersComStkUSD0.0001 COM 917047102 32029689.3 1137822 1,137,822 3 1,137,822
UrbanOutfittersComStkUSD0.0001 COM 917047102 1608491 57140 57,140 4 57,140
UrbanOutfittersComStkUSD0.0001 COM 917047102 1249860 44400 44,400 5 44,400
UrbanOutfittersComStkUSD0.0001 COM 917047102 278544.25 9895 9,895 7 9,895
URS Corp Common Stock
USD0.01 COM 903236107 2178614.3 48695 48,695 3 48,695
UrstadtBiddlePrpClAREITUSD0.01 COM 917286205 65196 3600 3,600 3 3,600
US
PhysicalTherapyCmStkUSD0.01 COM 90337L108 64298 2600 2,600 2 2,600
US
PhysicalTherapyCmStkUSD0.01 COM 90337L108 308209.99 12463 12,463 3 12,463
USA Mobility Com.Stk
USD0.0001 COM 90341G103 410494 26900 26,900 2 26,900
USA Mobility Com.Stk
USD0.0001 COM 90341G103 5598695.62 366887 366,887 3 366,887
USANAHealthScien.CmStkUSD0.001 COM 90328M107 297160 9500 9,500 2 9,500
USANAHealthScien.CmStkUSD0.001 COM 90328M107 2574688.08 82311 82,311 3 82,311
USGbl
Inv.Inc'A'ComStkUSD0.025 COM 902952100 64890 9000 9,000 3 9,000
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 5211869.52 71464 71,464 2 71,464
Utd Parcels Serv.Cls B
USD0.01 COM 911312106 28007380.83 384031 384,031 3 384,031
Utd Technologies Com Stk
USD1 COM 913017109 38383600.64 433664 433,664 1 433,664
Utd Technologies Com Stk
USD1 COM 913017109 6142151.45 69395 69,395 2 69,395
Utd Technologies Com Stk
USD1 COM 913017109 37473540.82 423382 423,382 3 423,382
Utd Technologies Com Stk
USD1 COM 913017109 2452612.1 27710 27,710 4 27,710
Utd Technologies Com Stk
USD1 COM 913017109 16551.37 187 187 7 187
UtdFire&CasualtyComStkUSD3.333 COM 910331107 43425 2500 2,500 2 2,500
UtdFire&CasualtyComStkUSD3.333 COM 910331107 137518.29 7917 7,917 3 7,917
Vaalco Energy Inc CS
USD0.10 COM 91851C201 592368 98400 98,400 2 98,400
Vaalco Energy Inc CS
USD0.10 COM 91851C201 9249188.2 1536410 1,536,410 3 1,536,410
Valassis Comm
IncComStkUSD0.01 COM 918866104 30830250 1017500 1,017,500 1 1,017,500
Valassis Comm
IncComStkUSD0.01 COM 918866104 530250 17500 17,500 3 17,500
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 53070835.05 1661059 1,661,059 2 1,661,059
Vale Rio
DoceSpnADR(Rp1OrdNPV) COM 91912E105 360333282.2 11278037 11,278,037 3 11,278,037
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 1759216 68800 68,800 2 68,800
ValeroEnergyCorp
ComStkUSD0.01 COM 91913Y100 22259707.8 870540 870,540 3 870,540
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 70676619.36 2440491 2,440,491 2 2,440,491
ValeSA
SpnsADR(1Rps1Prf'A'Shs) COM 91912E204 481376247.7 16622108 16,622,108 3 16,622,108
Validus Holdings Ltd
USD0.175 COM G9319H102 374495 12100 12,100 2 12,100
Validus Holdings Ltd
USD0.175 COM G9319H102 9565933.15 309077 309,077 3 309,077
Valspar Corp Common
StkUSD0.50 COM 920355104 580566 16100 16,100 2 16,100
Valspar Corp Common
StkUSD0.50 COM 920355104 2509776 69600 69,600 3 69,600
ValueClickInc Com Stk
USD0.001 COM 92046N102 36520 2200 2,200 2 2,200
VanguardIdxFdsVanguardREIT
ETF COM 922908553 1428276.5 23765 23,765 2 23,765
VarianMedicalSystemsComStkUSD1 COM 92220P105 1715490 24500 24,500 2 24,500
VarianMedicalSystemsComStkUSD1 COM 92220P105 6816096.9 97345 97,345 3 97,345
VarianSemiconEquipAssoc.
USD1 COM 922207105 258048 4200 4,200 3 4,200
Vectren Corp. Common
Stock NPV COM 92240G101 192234 6900 6,900 2 6,900
Vectren Corp. Common
Stock NPV COM 92240G101 11425915.34 410119 410,119 3 410,119
VeecoInstruments CmStk
USD0.01 COM 922417100 2304316 47600 47,600 2 47,600
VeecoInstruments CmStk
USD0.01 COM 922417100 30306305.94 626034 626,034 3 626,034
Veolia
EnvironmentADR(Rep1Ord) COM 92334N103 105878.24 3736 3,736 2 3,736
VeriFone Sys Inc
ComStkUSD0.01 COM 92342Y109 11983370 270200 270,200 1 270,200
VeriFone Sys Inc
ComStkUSD0.01 COM 92342Y109 607595 13700 13,700 3 13,700
Verisign Inc Com Stk
USD0.001 COM 92343E102 70924927.78 2119693 2,119,693 1 2,119,693
Verisign Inc Com Stk
USD0.001 COM 92343E102 2750412 82200 82,200 3 82,200
VERISK ANALYTICS INC-CL
A COMM COM 92345Y106 78702649.98 2273329 2,273,329 1 2,273,329
VERISK ANALYTICS INC-CL
A COMM COM 92345Y106 2818068 81400 81,400 3 81,400
Verizon Communi.
ComStkUSD0.10 COM 92343V104 5846226.9 157030 157,030 2 157,030
Verizon Communi.
ComStkUSD0.10 COM 92343V104 57544326.12 1545644 1,545,644 3 1,545,644
Vertex Pharma Comm Stk
USD0.01 COM 92532F100 1114665.6 21440 21,440 3 21,440
VF Corporation Common
Stk USD1 COM 918204108 293112 2700 2,700 2 2,700
VF Corporation Common
Stk USD1 COM 918204108 227976 2100 2,100 3 2,100
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 1973700 38700 38,700 2 38,700
ViacomNew'B'NonVtgComUSD0.001 COM 92553P201 10261200 201200 201,200 3 201,200
VillageSuperMkt
Cls'A'CmStkNPV COM 927107409 33252 1200 1,200 3 1,200
Virgin Media Inc
ComStkUSD0.01 COM 92769L101 2197310.95 73415 73,415 3 73,415
Virgin Media Inc
ComStkUSD0.01 COM 92769L101 1346850 45000 45,000 5 45,000
Virginia Commerce Com
Stk USD1 COM 92778Q109 83922 14200 14,200 3 14,200
VirginMedia USD0.01
(LdnList) COM 92769L101 300880720 9936359 9,936,359 3 9,936,359
VirginMedia USD0.01
(LdnList) COM 92769L101 1385648.581 45760 45,760 4 45,760
VirginMedia USD0.01
(LdnList) COM 92769L101 153493.2836 5069 5,069 7 5,069
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 792044 9400 9,400 2 9,400
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 55393366.6 657410 657,410 3 657,410
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 2228929.78 26453 26,453 4 26,453
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1550384 18400 18,400 5 18,400
VisaInc ComStk
Cls'A'USD0.0001 COM 92826C839 1168264.9 13865 13,865 7 13,865
Vishay
Intertech.CommonUSD0.10 COM 928298108 3311808 220200 220,200 2 220,200
Vishay
Intertech.CommonUSD0.10 COM 928298108 39976575.68 2658017 2,658,017 3 2,658,017
Vodafone ADR(10
USD0.11428571) COM 92857W209 62872.16 2353 2,353 2 2,353
Volcano Corp Com.Stk
USD0.001 COM 928645100 11450034 354600 354,600 1 354,600
VSE Corp Common Stock
USD0.05 COM 918284100 28759.5 1155 1,155 3 1,155
W&T Offshore ComStk
USD0.00001 COM 92922P106 407472 15600 15,600 2 15,600
W&T Offshore ComStk
USD0.00001 COM 92922P106 2484012 95100 95,100 3 95,100
Wabash National ComStk
USD0.01 COM 929566107 12441486 1327800 1,327,800 1 1,327,800
Wabtec Corp
CommonStockUSD0.01 COM 929740108 21234132 323100 323,100 1 323,100
Wabtec Corp
CommonStockUSD0.01 COM 929740108 795212 12100 12,100 3 12,100
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 1308600 36000 36,000 2 36,000
Waddell&ReedFin'A'CmStkUSD0.01 COM 930059100 16779160 461600 461,600 3 461,600
Walgreen Co ComStk
USD0.078125 COM 931422109 5181860.86 122041 122,041 2 122,041
Walgreen Co ComStk
USD0.078125 COM 931422109 31964142.76 752806 752,806 3 752,806
Walgreen Co ComStk
USD0.078125 COM 931422109 624162 14700 14,700 7 14,700
Wal-Mart Stores
Com.USD0.10 COM 931142103 27120105.28 510352 510,352 1 510,352
Wal-Mart Stores
Com.USD0.10 COM 931142103 9954344.22 187323 187,323 2 187,323
Wal-Mart Stores
Com.USD0.10 COM 931142103 141325670.6 2659497 2,659,497 3 2,659,497
Wal-Mart Stores
Com.USD0.10 COM 931142103 2806004.56 52804 52,804 4 52,804
Wal-Mart Stores
Com.USD0.10 COM 931142103 2508208 47200 47,200 5 47,200
Wal-Mart Stores
Com.USD0.10 COM 931142103 443719 8350 8,350 7 8,350
Walt Disney Co Com Stk
USD0.01 COM 254687106 31849105.28 815807 815,807 1 815,807
Walt Disney Co Com Stk
USD0.01 COM 254687106 1962618.88 50272 50,272 2 50,272
Walt Disney Co Com Stk
USD0.01 COM 254687106 6633754.88 169922 169,922 3 169,922
Walt Disney Co Com Stk
USD0.01 COM 254687106 2065606.4 52910 52,910 4 52,910
Walt Disney Co Com Stk
USD0.01 COM 254687106 14210.56 364 364 7 364
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 20687206.8 178646 178,646 1 178,646
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 796009.2 6874 6,874 2 6,874
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 56129302.2 484709 484,709 3 484,709
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 1942892.4 16778 16,778 4 16,778
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 1505400 13000 13,000 5 13,000
Walter EnergyInc
ComStkUSD0.01 COM 93317Q105 522373.8 4511 4,511 7 4,511
Walter Inv Mgmt REIT
USD0.01 COM 93317W102 11782.89 531 531 3 531
Warnaco Group Comm Stk
USD0.01 COM 934390402 47025 900 900 3 900
WarrenResIncComStkUSD0.0001 COM 93564A100 15750.54 4134 4,134 3 4,134
Washington Post
'B'ComStk USD1 COM 939640108 251370 600 600 3 600
WashingtonTrustBancCSUSD0.0625 COM 940610108 86734.72 3776 3,776 3 3,776
Waste Management
ComStkUSD0.01 COM 94106L109 4943120.1 132630 132,630 3 132,630
Waste Management
ComStkUSD0.01 COM 94106L109 670860 18000 18,000 7 18,000
WasteConnections
ComStkUSD0.01 COM 941053100 64021557.54 2017698 2,017,698 1 2,017,698
WasteConnections
ComStkUSD0.01 COM 941053100 1272373 40100 40,100 3 40,100
Waters Corp Common Stk
USD0.01 COM 941848103 1245385.92 13008 13,008 2 13,008
Waters Corp Common Stk
USD0.01 COM 941848103 7017742 73300 73,300 3 73,300
Waters Corp Common Stk
USD0.01 COM 941848103 1340360 14000 14,000 7 14,000
Watson Pharm.Com Stk
USD0.0033 COM 942683103 2473042.86 35982 35,982 3 35,982
WD-40 Company Com Stk
USD0.001 COM 929236107 238144 6100 6,100 3 6,100
Websense Inc Com Stk
USD0.01 COM 947684106 14291291 550300 550,300 1 550,300
Websense Inc Com Stk
USD0.01 COM 947684106 228536 8800 8,800 3 8,800
Weis Markets Common
Stock NPV COM 948849104 158847 3900 3,900 2 3,900
Weis Markets Common
Stock NPV COM 948849104 1522772.51 37387 37,387 3 37,387
WellPoint Inc Com Stk
USD0.01 COM 94973V107 141786 1800 1,800 2 1,800
WellPoint Inc Com Stk
USD0.01 COM 94973V107 52122581.62 661706 661,706 3 661,706
WellPoint Inc Com Stk
USD0.01 COM 94973V107 1306794.3 16590 16,590 4 16,590
WellPoint Inc Com Stk
USD0.01 COM 94973V107 1725063 21900 21,900 5 21,900
WellPoint Inc Com Stk
USD0.01 COM 94973V107 1614706.23 20499 20,499 7 20,499
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 31603192.32 1126272 1,126,272 1 1,126,272
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 7378994.32 262972 262,972 2 262,972
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 45069663.34 1606189 1,606,189 3 1,606,189
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 2123580.8 75680 75,680 4 75,680
Wells Fargo&Co
ComStkUSD1.6667 COM 949746101 14058.06 501 501 7 501
West Bancorporation
ComStk NPV COM 95123P106 21179.24 2404 2,404 3 2,404
West Pharmaceut.ComStk
USD0.25 COM 955306105 46256945.6 1057060 1,057,060 1 1,057,060
West Pharmaceut.ComStk
USD0.25 COM 955306105 805184 18400 18,400 3 18,400
Westamerica Bancorp
CommStkNPV COM 957090103 18626350 378200 378,200 1 378,200
Westar Energy
CommonStock USD5 COM 95709T100 250263 9300 9,300 2 9,300
Westar Energy
CommonStock USD5 COM 95709T100 4722705 175500 175,500 3 175,500
Westell Tech.'A'ComStk
USD0.01 COM 957541105 61404 17200 17,200 3 17,200
Western Digital ComStk
USD0.01 COM 958102105 38126.24 1048 1,048 2 1,048
Western Digital ComStk
USD0.01 COM 958102105 20601775.72 566294 566,294 3 566,294
Western Union Co.CmStk
USD0.01 COM 959802109 1043563 52100 52,100 2 52,100
Western Union Co.CmStk
USD0.01 COM 959802109 1239857 61900 61,900 3 61,900
WestlakeChemical CmStk
USD0.01 COM 960413102 384060 7400 7,400 2 7,400
WestlakeChemical CmStk
USD0.01 COM 960413102 705840 13600 13,600 3 13,600
WGL Holdings Inc Com
Stock NPV COM 92924F106 1062324 27600 27,600 2 27,600
WGL Holdings Inc Com
Stock NPV COM 92924F106 17154030.75 445675 445,675 3 445,675
WhiteMountainsIns.
ComStk USD1 COM G9618E107 10083.84 24 24 7 24
WhitingPetroleum
CmStkUSD0.001 COM 966387102 68292 1200 1,200 2 1,200
WhitingPetroleum
CmStkUSD0.001 COM 966387102 5286939 92900 92,900 3 92,900
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 1799546 34600 34,600 2 34,600
Wiley(John)&SonsClA'ComStkUSD1 COM 968223206 7817103 150300 150,300 3 150,300
Williams-Sonoma ComStk
USD0.01 COM 969904101 441529 12100 12,100 3 12,100
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 38483071 936100 936,100 1 936,100
Willis Grp
HldgsOrdUSD0.000115 COM G96666105 1381296 33600 33,600 3 33,600
Windstream Corp Com
Stock NPV COM 97381W104 999216 77100 77,100 2 77,100
Windstream Corp Com
Stock NPV COM 97381W104 9505045.44 733414 733,414 3 733,414
WolverineWorldWide
ComStk USD1 COM 978097103 271375 6500 6,500 2 6,500
WolverineWorldWide
ComStk USD1 COM 978097103 2726275 65300 65,300 3 65,300
Woodward Inc ComStk
USD0.00875 COM 980745103 17430 500 500 3 500
World Acceptance Com Stk
NPV COM 981419104 1304843 19900 19,900 2 19,900
World Acceptance Com Stk
NPV COM 981419104 8556885 130500 130,500 3 130,500
World Wresting Com Stk
USD0.01 COM 98156Q108 128655 13500 13,500 2 13,500
World Wresting Com Stk
USD0.01 COM 98156Q108 33355 3500 3,500 3 3,500
WUXI PHARMATECH INC ADR
(EACH COM 929352102 16360652 931700 931,700 4 931,700
WUXI PHARMATECH INC ADR
(EACH COM 929352102 35399204 2015900 2,015,900 6 2,015,900
WyndhamWorldwide
ComStkUSD0.01 COM 98310W108 2628065 78100 78,100 3 78,100
Xcel Energy Common Stk
USD2.50 COM 98389B100 476280 19600 19,600 2 19,600
Xcel Energy Common Stk
USD2.50 COM 98389B100 8243653.5 339245 339,245 3 339,245
Xerox Corp Common Stock
USD1 COM 984121103 24984 2400 2,400 7 2,400
Xilinx Inc Common Stk
USD0.01 COM 983919101 4095581 112300 112,300 2 112,300
Xilinx Inc Common Stk
USD0.01 COM 983919101 28464835 780500 780,500 3 780,500
XL Group PLC Com Stk
USD0.01 COM G98290102 358274 16300 16,300 2 16,300
XL Group PLC Com Stk
USD0.01 COM G98290102 336294 15300 15,300 3 15,300
XuedaEducation
ADR(EchRep2Ord) COM 98418W109 4476904 559613 559,613 4 559,613
Xyratex Limited ComStk
USD0.01 COM G98268108 474012 46200 46,200 2 46,200
Xyratex Limited ComStk
USD0.01 COM G98268108 6528889.44 636344 636,344 3 636,344
Yamana Gold Inc Common
NPV COM 98462Y100 498600.0623 42700 42,700 2 42,700
Yamana Gold Inc Common
NPV COM 98462Y100 1850775.407 158500 158,500 3 158,500
YamanaGold Inc Com
NPV(USList) COM 98462Y100 28740870.1 2471270 2,471,270 1 2,471,270
YamanaGold Inc Com
NPV(USList) COM 98462Y100 5174198.63 444901 444,901 3 444,901
YanzhouCoalADR(Rp50HCNY1Lv3BNY COM 984846105 76980 2000 2,000 4 2,000
Yingli Green Engy
ADR(Rep1Ord) COM 98584B103 13815 1500 1,500 4 1,500
YPF
Soc.Anon.ADR(Cnv1Class'D') COM 984245100 4590595 101900 101,900 3 101,900
Yum Brands Inc Common
Stk NPV COM 988498101 19713056.88 356862 356,862 1 356,862
Yum Brands Inc Common
Stk NPV COM 988498101 2137788 38700 38,700 2 38,700
Yum Brands Inc Common
Stk NPV COM 988498101 28936479.68 523832 523,832 3 523,832
Yum Brands Inc Common
Stk NPV COM 988498101 1276044 23100 23,100 4 23,100
Yum Brands Inc Common
Stk NPV COM 988498101 1590912 28800 28,800 5 28,800
Yum Brands Inc Common
Stk NPV COM 988498101 8617.44 156 156 7 156
Zhongpin Inc ComStock
USD0.001 COM 98952K107 287152 27400 27,400 2 27,400
Zhongpin Inc ComStock
USD0.001 COM 98952K107 125760 12000 12,000 3 12,000
Zimmer Hldgs Com Stk
USD0.01 COM 98956P102 508128 8040 8,040 3 8,040
32704670497