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11-K
Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM 11-K

 

 

 

x ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2012

OR

 

¨ TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from                     to                    

Commission file number: 001-06033

 

 

 

A. Full title of the plan and the address of the plan, if different from that of the issuer named below:

United Airlines Pilot Directed Account Plan

Benefits - WHQHR

United Airlines, Inc.

P.O. Box 66100

Chicago, IL 60666

 

B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

United Continental Holdings, Inc.

233 S. Wacker Drive

Chicago, Illinois 60606

(312) 997-8000

 

 

 

Table of Contents
TABLE OF CONTENTS    Page  

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

     3   

FINANCIAL STATEMENTS

   

Statements of Net Assets Available for Benefits as of December 31, 2012 and 2011

      4   

Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2012

      5   

Notes to Financial Statements as of December 31, 2012 and 2011, and for the Year Ended December  31, 2012

      6   

SUPPLEMENTAL SCHEDULES-

   

Form 5500- Schedule H, Part IV, Line 4i- Schedule of Assets (Acquired and Disposed of Within the Plan Year)

      16   

Form 5500- Schedule H, Part IV, Line 4i- Schedule of Assets (Held at the End of Year) as of December  31, 2012

      21   

SIGNATURE

      208   

EXHIBIT

      209   

The following exhibit is filed herewith:

   

Exhibit 23.1 Consent of the Independent Registered Public Accounting Firm

   

NOTE: All other schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.

   

 

2

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REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

To the Trustees and Participants of the

United Airlines Pilot Directed Account Plan

We have audited the accompanying statements of net assets available for benefits of the United Airline Pilot Directed Account Plan (the “Plan”) as of December 31, 2012 and 2011, and the related statement of changes in net assets available for benefits for the year ended December 31, 2012. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements are free of material misstatement. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2012 and 2011, and the changes in net assets available for benefits for the year ended December 31, 2012, in conformity with accounting principles generally accepted in the United States of America.

Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The accompanying supplemental schedules of (1) assets (acquired and disposed of within the plan year) for the year ended December 31, 2012 and (2) assets (held at end of year) as of December 31, 2012 are presented for the purpose of additional analysis and are not a required part of the basic financial statements, but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in our audit of the basic 2012 financial statements and, in our opinion, are fairly stated in all material respects when considered in relation to the basic financial statements taken as a whole.

/s/ Washington, Pittman & McKeever, LLC

Chicago, Illinois

June 25, 2013

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

AS OF DECEMBER 31, 2012 AND 2011

(In millions)

 

     2012     2011  

Assets:

     

Participant-directed investments, at fair value

    $ 3,632      $ 3,218   

Notes receivable from participants

      31        32   

Accrued income-net

      —          4   

Pending trade receivables-net

      —          1   
  

 

 

    

 

 

  

Total assets

      3,663        3,255   
  

 

 

    

 

 

  

Liabilities:

     

Pending trade payables- net

      (11 )      —     

Other liabilities

      (1 )      (15 ) 
  

 

 

    

 

 

  

Total liabilities

      (12 )      (15 ) 
  

 

 

    

 

 

  

Net assets reflecting investments at fair value

      3,651        3,240   

Adjustment from fair value to contract value for fully-benefit investment contracts

      (9 )      —     
  

 

 

    

 

 

  

Net assets available for benefits

    $ 3,642      $ 3,240   
  

 

 

    

 

 

  

See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

YEAR ENDED DECEMBER 31, 2012

(In millions)

 

Additions:

   

Contributions:

   

Employer contributions

    $ 122   

Participant contributions

      47   
  

 

 

  

Total contributions

      169   
  

 

 

  

Investment income:

   

Net appreciation in fair value of investments

      270   

Dividends and interest

      64   

Interest from participant loans

      1   
  

 

 

  

Net investment income

      335   
  
  

 

 

  

Total additions

      504   
  

 

 

  

Deductions:

   

Benefits paid to participants

      (88 ) 

Administrative expenses

      (14 ) 
  

 

 

  

Total deductions

      (102 ) 
  

 

 

  

Increase in Net Assets

      402   

Net Assets Available for Benefits:

   

Beginning of year

      3,240   
  

 

 

  

End of year

    $ 3,642   
  

 

 

  

See notes to financial statements.

 

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UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

NOTES TO FINANCIAL STATEMENTS

AS OF DECEMBER 31, 2012 AND 2011, AND FOR THE YEAR ENDED DECEMBER 31, 2012

1. DESCRIPTION OF PLAN

The following description of the United Airlines Pilot Directed Account Plan (the “Plan”) is for general information purposes only. Participants should refer to the Plan document for more complete information.

General and Plan Participants. The Plan is a defined contribution plan covering certain employees of United Airlines, Inc. (“United” or the “Company”) who are represented by the Air Line Pilots Association, International (“ALPA”). United pilots are eligible to become participants in the Plan on their date of hire.

The Plan sponsor is United and is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”). On March 28, 2013, Continental Airlines, Inc., a Delaware corporation (“Continental”) and a wholly-owned subsidiary of United Continental Holdings, Inc. (“UCHI”), and United Air Lines, Inc., a Delaware corporation and a wholly-owned subsidiary of UCHI, entered into an Agreement and Plan of Merger (the “Merger Agreement”) providing for the merger of United Air Lines, Inc. with and into Continental (the “Merger”). On March 31, 2013, United Air Lines, Inc. merged with and into Continental, with Continental continuing as the surviving corporation of the Merger and as a wholly-owned subsidiary of UCHI. Upon the closing of the Merger on March 31, 2013, Continental’s name was changed to “United Airlines, Inc.”

Trustee and Record Keeper. The Russell Trust Company (“Russell” or “Trustee”) serves as Plan Trustee. Per the United Airlines, Inc. Pilots’ Directed Account Plan Trust Agreement, Russell is responsible for many aspects of the trust, including administration and the management and custody of all Plan assets. As approved by the Administration Committee (formerly the Plan Administrator) appointed by the Board of Directors of the Company, Russell has hired The Northern Trust Company to serve as sub-custodian of the Plan and Hewitt & Associates to serve as the subagent performing the participant recordkeeping functions. The agreements with The Northern Trust Company and Hewitt & Associates ended on November 30, 2012. Beginning on December 1, 2012, as approved by the Administration Committee appointed by the Board of Directors of the Company, Schwab Retirement Plan Services, Inc. has been appointed by Russell as the subagent performing recordkeeping functions. Charles Schwab Bank has been appointed by Russell as the custodian with State Street Bank & Trust serving as the sub-custodian.

Contributions. There are several types of contributions that may be made to the Plan on participants’ behalf:

 

•  

Company Contributions: The Company contributes to the Plan an amount equal to 16% of participant eligible earnings. Company contributions on behalf of a participant are allocated directly to each participant’s account. The participant is not required to contribute to the Plan to receive this direct employer contribution.

 

•  

Employee Contributions: Eligible employees may elect to contribute to the Plan in any whole percentage from 1% to 60% of eligible earnings. Eligible employees may also make a supplemental election to contribute an additional pretax contribution in an amount equal to 1% to 90% of their net pretax pay. Section 402(g) of the Internal Revenue Code (the “Code”) limits the amount of pretax 401(k) contributions to a maximum of $17,000 in 2012. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Eligible employees may also elect to make voluntary after-tax contributions to the Plan from 1% to 60% of the participant’s earnings (as defined by the Plan) for each pay period only after making the maximum pretax contribution. Section 415(c) of the Code limits the total amount of contributions to all qualified defined contribution retirement plans to the lesser of 100% of annual taxable earnings or $50,000.

 

•  

Voluntary pretax catch-up contributions: Participants age 50 or older at any time during the Plan year can make additional pretax catch-up contributions to the Plan. This catch-up contribution is available only to the extent the participant has contributed the maximum amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calendar year 2012, the maximum amount is $5,500.

 

•  

Rollover contributions: Participants may elect to roll over money into the Plan from certain other qualified employer plans or qualified IRA. The Plan will not accept a rollover of after-tax contributions. Rollover contributions from other qualified plans for the year ended December 31, 2012 were $770,859.

Participant Accounts. Individual accounts are maintained for each Plan participant. Each participant’s account is credited with the contributions and an allocation of Plan earnings, and charged with withdrawals and an allocation of Plan losses and administrative expenses. Allocations are based on account balances, as defined by the Plan. The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account.

 

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Investments. Participants direct the investment of their contributions and account balances in 1% increments into the following various investment options offered by the Plan:

 

  •  

Money Market Fund

 

  •  

Stable Value Fund

 

  •  

Diversified Bond Fund

 

  •  

Value Equity Fund

 

  •  

Growth Equity Fund

 

  •  

Small Cap Equity Fund

 

  •  

International Equity Fund

 

  •  

S&P 500 Index Fund

 

  •  

AutoPDAP Funds, which are funds that are invested in a diversified portfolio of underlying stock and bond funds strategically mixed for investors based on their estimated retirement date.

 

  •  

Individual Brokerage Account (IBA)—Subject to a number of conditions and restrictions, this option allows participants to select from a wide range of investments, including UCHI common stock, which are made available through the Charles Schwab and Co., Inc. individual brokerage account network.

Vesting. Participants are vested immediately in their contributions and the Company’s contributions, plus actual earnings thereon, and the balance of a participant’s account is nonforfeitable at all times. Accordingly, there are no forfeitures under the Plan.

Participant Loans. Active employees receiving regular pay from the Company may borrow from their Plan accounts. A loan may not exceed $50,000 minus active employees’ highest outstanding loan balance over the last 12 months or one-half of their Plan account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by a pro rata transfer from the assets of the account invested in the investment funds (excluding Individual Brokerage Account). The loan is secured by the participant’s account balance, and is generally repaid through payroll deductions on an after-tax basis for the term of the loan, which is a maximum of 60 months. The term of the loan may be extended to a period up to 15 years if the loan is used to acquire a principal residence. Loans are subject to an annual interest rate at one percent above the prime rate as calculated by Reuters on the first business day of the month the loan is requested preceding the effective date of the participant request (interest rates ranged from 4.25% to 10.5% at December 31, 2012). Participants may only have one loan outstanding at any time. The loan administrative fee will be: (a) $50, or (b) such other amount as the Company and the Association mutually determine, effective as of the date specified in communications to the participants. No fee will be charged unless a loan is actually made.

Benefit Payment. Withdrawals from the Plan may be made as follows, as applicable to the participant’s eligibility, amount requested, and existing balances:

 

•  

Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or in the form of a fixed or variable annuity. All or a portion of the amount of the distribution may be excluded from income by a direct roll over into an Individual Retirement Account, qualified plan, an annuity contract or annuity plan under the Code Section 403, and certain governmental plans under the Code Section 457. However, distributions required under the minimum distribution rules, a hardship distribution from pretax contributions, or periodic payments in substantially equal amounts over the life, life expectancy or period of 10 years and more are not eligible for rollover distributions. Participants must begin to receive plan benefits not later than April 1 of the year following the year in which they reach age 70 1/2. At a minimum, they must draw benefits in annual installments at least equal to the minimum required by law.

 

•  

Distributions of accounts due to the death of a participant may be taken by the participant’s beneficiaries in any one, or any combination of forms, and in any proportions, as are made available to participant upon retirement or termination of employment. The participant’s surviving spouse, if any, is automatically the beneficiary of at least half of the account, unless the spouse waives this right.

 

•  

The surviving spouse may elect to defer distribution until the participant would have attained age 70 1/2 or may elect an earlier distribution. Any designated beneficiary who is not the participant’s surviving spouse may elect a direct trustee-to-trustee transfer of eligible distributions.

 

•  

In-service withdrawals for participants who are actively employed or are absent due to reasons of illness, or approved leave of absence that maintain an employer-employee relationship with United are permitted as follows:

 

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  •  

Discretionary withdrawals of after-tax contributions and earnings

 

  •  

Hardship withdrawals of pretax 401(k) contributions, subject to restrictions described in the Plan

 

  •  

After reaching age 59 1/2, pretax contributions, rollover contributions (as adjusted for earnings and losses) may be withdrawn at any time. After rollover contributions are depleted, pretax contributions (and associated earnings) can be withdrawn

Generally, withdrawals are allocated pro rata to the balances of each of the investment funds in the participant’s account.

2. SIGNIFICANT ACCOUNTING POLICIES

Basis of Accounting. The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”). Investment contracts held by a defined contribution plan are required to be reported at fair value. However, contract value is the relevant measurement attribute for that portion of the net assets available for benefits of a defined contribution plan attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. The Statement of Net Assets Available for Benefits presents the fair value of the investment contracts as well as the adjustment of the fully benefit-responsive investments contracts from fair value to contract value. The Statement of Changes in Net Assets Available for Benefits is prepared using the contract value basis for these contracts.

Use of Estimates. The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and changes therein. Actual results could differ from those estimates.

Notes Receivable from Participants. Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are reclassified as distributions based on the terms of the Plan document.

Fair Value information. In May 2011, the Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2011-04 (“ASU 2011-04”), Fair Value Measurement: Amendments to Achieve Common Fair Value Measurements and Disclosure Requirements in U.S. GAAP and IFRS. Some of the key amendments to the fair value measurement guidance include the highest and best use and valuation premise for nonfinancial assets, application to financial assets and financial liabilities with offsetting positions in market risks or counterparty credit risk, premiums or discounts in fair value measurement and fair value of an instrument classified in a reporting entity’s shareholders’ equity. Additional disclosures for fair value measurements categorized in Level 3 of the fair value hierarchy include a quantitative disclosure of the unobservable inputs and assumptions used in the measurement, a description of the valuation processes in place, a narrative description of the sensitivity of the fair value to changes in unobservable inputs and interrelationships between those inputs and the level in the fair value hierarchy of items that are not measured at fair value in the consolidated balance sheet but whose fair value must be disclosed. ASU 2011-04 became effective for the Plan on January 1, 2012, and the required disclosures are disclosed in Note 9 of this report.

Investment Valuation and Income Recognition. The Plan’s investments are reported at fair value (see Note 8 of this report). The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (the exit price). The pending trade receivables (payables) are recorded net of related (payables) receivables and represent net amounts due from (to) investment managers arising from security trading activities settled subsequent to year-end. Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date.

Net Appreciation in Value of Investments. Net appreciation in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at January 1, or date of purchase if subsequent to January 1, and fair value at date of sale or the current year-end.

Administrative and Investment Management Expenses. Management and audit fees, which are paid by the Plan, are paid to the trustee based upon investment fund balances. Brokerage and other investment fees are included as an addition to the net appreciation in fair value of investments. United performs certain administrative functions for the Plan without charge.

Benefit Payments. Benefit payments to participants are recorded upon distribution. Amounts relating to participants who have elected to withdraw from the Plan but have not yet been paid were $320,523 and $1,490,265 at December 31, 2012 and 2011, respectively.

Risks and Uncertainties. The Plan utilizes various investment instruments, including mutual funds and investment contracts. Investment securities are exposed to various risks such as interest rate, credit risks, and overall market volatility. Due to the level of risk associated with certain investment securities, it is at least reasonably possible that changes in the values of investment securities will occur in the near term and such changes could materially affect the participants’ account balances and the amounts reported in the statement of net assets available for benefits.

 

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Subsequent Events. The Plan has evaluated subsequent events through June 25, 2013, the date the financial statements were issued and no material events were noted.

3. INVESTMENTS

The Plan’s investment that represented 5% or more of the Plan’s net assets available for benefits as of December 31, 2012 and 2011, is as follows (in millions):

 

     2012      2011  

Schwab Money Market Fund

    $ 252       $ 250   

During the year ended December 31, 2012, the Plan’s investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value as follows (in millions):

 

Equity securities

    $ 244   

Fixed Income instruments

      27   
  

 

 

  

Total

    $ 271   
  

 

 

  

Plan assets are invested by a group of investment managers. The investment managers buy or sell securities on behalf of the Plan, in accordance with the investment objectives and guidelines established for each of the investment funds.

 

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As of December 31, 2012, the investment managers were as follows:

 

Diversified Bond Fund    - Western Asset Management Company
   - Pacific Investment Management Company LLC
   - Russell Trust Company
International Equity Fund    - Arrowstreet Capital, LP
   - MFS Institutional Advisors, Inc.
   - William Blair & Company, LLC
   - RTC Emerging Markets
   - Barrow, Hanley, Mewhinney & Strauss, LLC
   - Russell Trust Company
Value Equity Fund    - Jacobs Levy Equity Management, Inc.
   - Ceredex Value Advisors
   - Deprince, Race & Zollo, Inc.
   - Snow Capital Management L.P.
   - Russell Trust Company
Growth Equity Fund    - Cornerstone Capital Management, Inc.
   - Suffolk Capital Management, LLC
   - Mar Vista Investment Partners, LLC
   - Sustainable Growth Advisers, LP
   - Russell Trust Company
Small Cap Equity Fund    - Conestoga Capital Advisors, LLC
   - Cupps Capital Management
   - Jacobs Levy Equity Management, Inc.
   - Opus Capital Management
   - Signia Capital Management, LLC
   - Russell Trust Company
S&P 500 Index Fund    - PanAgora Asset Management, Inc.
   - Russell Trust Company
Stable Value Fund    - Galliard Investment
Individual Brokerage Account Option    - Self-directed account with Charles Schwab

4. DERIVATIVE FINANCIAL INSTRUMENTS

The Plan allows certain investment managers to reduce the funds’ exposure to foreign currency fluctuations through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds’ cash position through equity index future contracts. Additionally, other investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. Credit default swaps may be used by investment managers to effectively increase or decrease their exposure to individual corporate bond issues or baskets of corporate bond issues. They may also be used to effectively replicate corporate bond positions and manage overall credit risk. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value as determined by exchange quoted market prices or through other valuation techniques. The Plan’s derivative positions as of December 31, 2012 and 2011 were not material.

5. EXEMPT PARTY-IN-INTEREST TRANSACTIONS

The Plan holds investments managed by Russell. Russell is the trustee as defined by the Plan, and, therefore, these transactions qualify as party-in-interest transactions. Total fees and commissions paid by the Plan to Russell for plan year 2012 totaled $9.1 million.

The Plan invests in shares of UCHI common stock. UCHI is the parent company of United and, as such, investment activity related to the UCHI common stock qualifies as exempt party-in-interest transactions.

6. PLAN TERMINATION

The Company expects to continue the Plan indefinitely, but reserves the right to terminate the Plan, in whole or in part, provided that Plan termination is effected by a written resolution adopted by a majority of the Board of Directors of the Company subject to the provisions set forth in ERISA and the currently effective collective bargaining agreement with ALPA. If the Plan is terminated, employer contributions would cease and all amounts credited to a participant’s account at the time of termination shall be retained in the Plan and will be distributed in accordance with ERISA and the normal distribution rules of the Plan.

 

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7. FEDERAL INCOME TAX STATUS

The Internal Revenue Service has determined and informed the Company by a letter, dated March 31, 2009, that the Plan and related trust were designed in accordance with applicable regulations of the Code. United and Plan management believe the Plan is currently designed and operated in accordance with applicable requirements of the Code, and the Plan and related trust continue to be tax exempt. Therefore, no provision for income taxes has been included in the Plan’s financial statements.

8. FAIR VALUE MEASUREMENT

GAAP includes a fair value hierarchy that prioritizes the inputs used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). This hierarchy requires entities to maximize the use of observable inputs and minimize the use of unobservable inputs. The three levels of inputs used to measure fair value are as follows:

 

Level 1    Unadjusted quoted prices in active markets for assets or liabilities identical to those to be reported at fair value.
Level 2    Other inputs that are observable directly or indirectly, such as quoted prices for similar assets or liabilities or market-corroborated inputs.
Level 3    Unobservable inputs for which there is little or no market data and which require us to develop our own assumptions about how market participants would price the assets or liabilities.

Mutual funds and collective trusts represent investments with various investment managers. The respective fair values of these investments are determined by reference to the funds’ underlying assets, which are principally marketable equity and fixed income securities. Shares held in mutual funds are valued at the closing share price, which is based on the funds’ net asset value at year-end. Units held in collective trusts are valued at the unit value as reported by the investment managers at year-end.

Investments in Individual Brokerage Accounts and the UCHI Stock Fund are described below:

Cash and short-term investments include cash and short-term interest-bearing investments with initial maturities of three months or less. Such amounts are recorded at cost, plus accrued interest, which approximates market value.

Common stock, preferred stock, and fixed income securities traded in active markets on national and international securities exchanges are valued at closing prices on the last business day of each period presented. Fixed income securities classified as Level 2 are valued based on quoted prices in inactive markets.

Valuation of investment contracts is described in Note 9 of this report.

The following table presents the Trust’s investment assets and liabilities at fair value categorized in the different levels, as of December 31, 2012 and 2011. Assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

 

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     Investment Assets at Fair Value as of
December 31, 2012		  
(in millions)    Level 1      Level 2     Level 3      Total  

Cash and cash equivalents—net of offsets

    $ 9       $ —        $ —         $ 9   

Common Collective Trusts—Bond Funds

      —           239 (a)      —           239   

Common Collective Trusts—Equity Funds

      —           310 (b)      —           310   

Common Collective Trusts—Short Term Funds

      —           252 (c)      —           252   

Equity Securities

      1,769         1        —           1,770   

Fixed Income—Corporate and International Bonds

      —           9        —           9   

Fixed Income—Asset-backed Securities

      —           56        —           56   

Fixed Income—Government Securities

      —           67        —           67   

Mutual Funds—Income/Bond Funds

      402         —          —           402   

Mutual Funds—Equity Funds

      249         —          —           249   

Synthetic Guaranteed Investment Contracts (“GICs”)

      —           269        —           269   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total investment assets at fair value

    $ 2,429       $ 1,203      $ —         $ 3,632   
  

 

 

     

 

 

    

 

 

     

 

 

  

 

(a)   Generally, the investment objective is to utilize longer-term, diversified holdings to provide as high a level of current income as possible within the confines of a passive management strategy. The redemption of units is available on any business day.
(b)
   Generally, the investment objective is to provide current income and growth by focusing on a specific industry or index of equities while minimizing portfolio risk exposure. The redemption of units is available on any business day.
(c)
   Generally, the investment objective is to provide the highest current income with stability of capital and liquidity through the utilization of high quality securities. The redemption of units is available on any business day.

 

     Investment Assets at Fair Value as of
December 31, 2011		  
(in millions)    Level 1      Level 2     Level 3      Total  

Cash and cash equivalents—net of offsets

    $ 21       $ 9      $ —         $ 30   

Common Collective Trusts—Bond Funds

      —           193 (a)      —           193   

Common Collective Trusts—Equity Funds

      —           266 (b)      —           266   

Common Collective Trusts—Short Term Funds

      —           511 (c)      —           511   

Equity Securities

      1,532         12        —           1,544   

Fixed Income—Corporate and International Bonds

      —           43        —           43   

Fixed Income -Asset-backed Securities

      —           10        —           10   

Fixed Income—Government Securities

      —           50        —           50   

Mutual Funds—Income/Bond Funds

      49         —          —           49   

Mutual Funds—Equity Funds

      261         —          —           261   

Synthetic GICs

      —           —          254         254   

Other

      —           —          7         7   
  

 

 

     

 

 

    

 

 

     

 

 

  

Total investment assets at fair value

    $ 1,863       $ 1,094      $ 261       $ 3,218   
  

 

 

     

 

 

    

 

 

     

 

 

  

 

(a)   Generally, the investment objective is to utilize longer-term, diversified holdings to provide as high a level of current income as possible within the confines of a passive management strategy. The redemption of units is available on any business day.
(b)
   Generally, the investment objective is to provide current income and growth by focusing on a specific industry or index of equities while minimizing portfolio risk exposure. The redemption of units is available on any business day.
(c)   Generally, the investment objective is to provide the highest current income with stability of capital and liquidity through the utilization of high quality securities. The redemption of units is available on any business day.

 

12

Table of Contents

Level 3 Gains and Losses

The table below summarizes the changes in the fair value of the Trust’s Level 3 investment assets for the year ended December 31, 2012:

 

     Synthetic
GICs		     Other     Total  

Fair Value Balance, beginning of year

    $ 254      $ 7      $ 261   

Purchases, issuances, and settlements

      —          —          —     

Realized and unrealized gains/ (losses)

      —          —          —     

Transfer out of Level 3 (a)

      (254 )      (7 )      (261 ) 
  

 

 

    

 

 

    

 

 

  

Fair Value Balance, end of year

    $ —        $ —        $ —     
  

 

 

    

 

 

    

 

 

  
The amount of total gains or losses for the period included in net appreciation in value of the Plan’s investments attributable to the change in unrealized gains or losses relating to assets still held at the reporting date.    $ —        $ —        $ —     

 

(a) The transfer out of Level 3 was primarily the result of management’s validation of observable data.

Transfers in and transfers out of level categories is as of the end of the period.

The fair value of synthetic GICs is based on the cumulative fair value of the underlying portfolios and wrap contracts. The GICs’ underlying assets include security-backed contracts, which consist primarily of government and corporate debt securities. These assets act similar to positions in investment funds by allowing for periodic deposits and withdrawals and have observable market data. In addition, these synthetic GICs utilize a benefit-responsive “wrapper” contract issued by a financially responsible third party that provides market and cash flow risk protection. The fair value of the wrap contracts for the synthetic GICs is determined using the market approach discounting methodology that incorporates the difference between current market level rates for contract level wrap fees and the wrap fee being charged. The difference is calculated as a dollar value and discounted by the prevailing interpolated swap rate as of period end. The synthetic GICs have crediting interest rates that reset, typically on a quarterly basis, based on a formula specified in the individual contracts. The minimum guaranteed rate is not less than 0%. The crediting rate is primarily based on the current yield-to-maturity of the covered investments, plus or minus amortization of the difference between the market value and contract value of the covered investments over the duration of the covered investments at the time of computation. Per review of the GICs and their underlying assets, management has validated observable valuation inputs and has transferred these assets to Level 2.

In addition, the Other category, which primarily includes cash margin deposits held as collateral with various institutions for financial futures, were transferred from Level 3 to Level 1. As the cash margin deposits include U.S. and foreign-denominated currency, which have an active market, management has determined these assets to be classified as Level 1 securities. Lastly, the Plan moved securities worth approximately $12 million from Level 2 to Level 1 in 2012. These securities primarily consist of equities and based on the level assignment methodology for the other similar equity securities, the Plan determined the Level 1 classification is appropriate.

9. SYNTHETIC GICs

The synthetic GICs are part of the Stable Value Fund (the “Fund”). The Fund primarily invests in traditional GICs and security-backed contracts (also called “synthetic GICs”) issued by insurance companies and other financial institutions. The contracts are fully benefit responsive and, as such, are required to be reported at fair value and reconciled to contract value in the Statements of Net Assets Available for Benefits as of December 31, 2012. For the year ended December 31, 2012 the fair value and contract value of the GICs were $269 million and $260 million, respectively.

A synthetic GIC is an investment contract issued by an insurance company or other financial institution, backed by a portfolio of bonds that are owned by the fund. The portfolio underlying the contract is maintained separately from the contract issuer’s general assets, usually by a third party custodian. The interest crediting rate of a security-backed contract is based on the contract value, and the fair value, duration, and yield to maturity of the underlying portfolio. These contracts typically allow for realized and unrealized gains and losses on the underlying assets to be amortized, usually over the duration of the underlying investments, through adjustments to the future interest crediting rate, rather than reflected immediately in the net assets of the fund. The issuer guarantees that all qualified participant withdrawals will be at contract value.

The fair value of the Stable Income Fund equals the sum of the market value of the underlying investments plus the fair value of the wrap contracts, which are calculated by discounting the difference between the contractual wrap fee and the market value of the rebid fee over the remaining duration of the contract.

The yield earned by the Fund at December 31, 2012 was 1.12%. This represents the annualized earnings of all investments in the Fund divided by the fair value of all investments in the Fund at December 31, 2012.

 

13

Table of Contents

The yield earned by the Fund with an adjustment to reflect the actual interest rate credited to participants in the Fund at December 31, 2012 was 2.09 %. This represents the annualized earnings credited to participants in the Fund divided by the fair value of all investments in the Fund at December 31, 2012. The synthetic GICs are designed to reset their respective crediting rates on a quarterly basis. The rate reset allows the contract value to converge with the fair value of the underlying portfolio over time, assuming the portfolio continues to earn the current yield for a period of time equal to the current portfolio duration.

Synthetic GICs generally provide for withdrawals associated with certain events which are not in the ordinary course of Fund operations. These withdrawals are paid with a market value adjustment applied to the withdrawal as defined in the investment contract. Each contract issuer specifies the events which may trigger a market value adjustment; however, such events may include all or a portion of the following:

 

  •  

material amendments to the Fund’s structure or administration;

 

  •  

changes to the participating plans’ competing investment options including the elimination of equity wash provisions;

 

  •  

complete or partial termination of the Fund, including a merger with another fund;

 

  •  

the failure of the Fund to qualify for exemption from federal income taxes or any required prohibited transaction exemption under ERISA;

 

  •  

the redemption of all or a portion of the interests in the Fund held by a participating plan at the direction of the participating plan sponsor, including withdrawals due to the removal of a specifically identifiable group of employees from coverage under the participating plan (such as a group layoff or early retirement incentive program), the closing or sale of a subsidiary, employing unit, or affiliate, the bankruptcy or insolvency of a plan sponsor, the merger of the plan with another plan, or the plan sponsor’s establishment of another tax qualified defined contribution plan;

 

  •  

any change in law, regulation, ruling, administrative or judicial position, or accounting requirement, applicable to the Fund or participating plans;

 

  •  

the delivery of any communication to plan participants designed to influence a participant not to invest in the Fund.

At this time, the Fund does not believe that the occurrence of any such market value event, which would limit the Fund’s ability to transact at contract value with participants, is probable.

Synthetic GICs generally are evergreen contracts that contain termination provisions, allowing the Fund or the contract issuer to terminate with notice, at any time at fair value, and providing for automatic termination of the contract if the contract value or the fair value of the underlying portfolio equals zero. The issuer is obligated to pay the excess contract value when the fair value of the underlying portfolio equals zero. In addition, if the Fund defaults in its obligations under the security-backed contract (including the issuer’s determination that the agreement constitutes a non-exempt prohibited transaction as defined under ERISA), and such default is not corrected within the time permitted by the contract, then the contract may be terminated by the issuer and the Fund will receive the fair value as of the date of termination.

10. RECONCILIATION TO FORM 5500

At December 31, 2012 and 2011, investment contracts that are fully benefit-responsive are reported at contract value in the Plan financial statements. However, these investment contracts are reported at fair value in the Form 5500. The amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2012, but not yet paid as of that date.

The reconciliation between the financial statements and the Form 5500 is as follows (in millions):

 

     2012     2011  

Net assets available for benefits per financial statements

    $ 3,642      $ 3,240   

Adjustment from contract value to fair value for fully benefit-responsive

      9        —     

Less: Participant withdrawals payable at December 31

      (1 )      (1 ) 
  

 

 

    

 

 

  

Net assets available for benefits per Form 5500

    $ 3,650      $ 3,239   
  

 

 

    

 

 

  

 

14

Table of Contents
     Year Ended
December 31, 2012		  

Net appreciation in fair value of investments per financial statements

    $ 270   

Add: adjustment from contract value to fair value for fully benefit-responsive investment contracts, December 31, 2012

      9   

Less: adjustment from contract value to fair value for fully benefit-responsive investment contracts, December 31, 2011

      —     
  

 

 

  

Benefits paid per Form 5500

    $ 279   
  

 

 

  

 

     Year Ended
December 31, 2012		  

Benefits paid to participants per financial statements

    $ 88   

Add: amounts allocated to withdrawing participants at December 31, 2012

      1   

Less: amounts allocated to withdrawing participants at December 31, 2011

      (1 ) 
  

 

 

  

Benefits paid per Form 5500

    $ 88   
  

 

 

  

11. PLAN AMENDMENTS

During 2012, certain distribution guidelines under the Plan were amended. Participants should refer to the Plan document for information on distribution guidelines.

 

15

Table of Contents

SUPPLEMENTAL SCHEDULE

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

FORM 5500, SCHEDULE H, PART IV, LINE 4i—

SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED of WITHIN YEAR)

AS OF DECEMBER 31, 2012

Employer Identification Number: 36-2675206; Plan Number: 010

 

Identity of Issue/Description of Investment (a)(b)

    Acquisition
Cost (c)		     Disposition
Proceeds  (d)		  

#REORG/ DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM CASH MERGER EFF 11/28/2012

    $ (37,270.10 )    $ 43,537.32   

ABERTIS INFRAESTR EUR3 SERIE A

      (186,239.62 )      33,002.06   

ABM INDUSTRIES INC COMMON STOCK USD.01

      0.00        40,596.29   

ACORDA THERAPEUTICS INC COMMON STOCK USD.001

      0.00        568,448.25   

ADR BAE SYS PLC SPONSORED ADR

      (121,947.35 )      121,550.79   

ADVANCE AUTO PARTS INC COMMON STOCK USD.0001

      (58,036.40 )      58,036.29   

AEP INDUSTRIES INC COMMON STOCK USD.01

      0.00        139,585.72   

AGEAS NPV

      (61,103.24 )      0.00   

AGGREKO ORD GBP0.13708387

      (96,953.87 )      81,859.60   

ALCATEL-LUCENT EUR2

      (49,525.44 )      31,801.50   

ALICO INC COMMON STOCK USD1.

      (117,564.20 )      116,564.01   

ALS LIMITED NPV

      0.00        42,986.65   

ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK USD1.

      (493,957.74 )      591,168.66   

ALTRA HOLDINGS INC COMMON STOCK USD.001

      (244,316.58 )      259,047.23   

AMEC GBP0.50

      (58,305.70 )      57,464.49   

AMERICAN EXPRESS CO SR UNSECURED 05/19 8.125

      0.00        568,120.81   

AMERN MUN PWR OH INC REV 6.27 DUE 02-15-2050

      (22,042.60 )      24,117.40   

AMP LIMITED NPV(POST RECON)

      (156,881.27 )      188,515.81   

ARBITRON INC COMMON STOCK USD.5

      (469,004.17 )      572,869.68   

ARRAY BIOPHARMA INC COMMON STOCK USD.001

      0.00        251,026.64   

ASTRONICS CORP CL B CL B

      0.00        9,515.87   

ASTRONICS CORP COMMON STOCK USD.01

      0.00        62,387.94   

ASX LTD NPV

      (64,003.79 )      65,328.49   

AUST & NZ BANK GRP NPV

      (120,766.47 )      128,301.42   

BABCOCK INTL GROUP ORD GBP0.60

      (561,736.09 )      222,858.69   

BANCO POPULAR ESPA EUR0.10

      (166,537.16 )      141,121.75   

BANKINTER SA EUR0.3(REGD)

      (46,185.04 )      29,690.30   

BASF—ORD SHS COMSTK

      (927,669.94 )      902,085.17   

BBVA(BILB-VIZ-ARG) EUR0.49

      (419,036.19 )      130,187.63   

BCA MPS NPV

      (89,573.37 )      64,231.53   

BCO DE SABADELL EUR0.125

      (107,425.06 )      86,098.44   

BELLE INTERNATIONA HKD0.01

      (80,550.39 )      474,289.81   

BEZEQ ISRAEL TELCM ILS1

      (21,081.80 )      22,707.41   

BHP BILLITON LTD NPV

      (338,791.92 )      323,993.20   

BONANZA CREEK ENERGY INC COMMON STOCK USD.001

      0.00        150,362.85   

BRINK S CO/THE COMMON STOCK USD1.

      0.00        250,596.38   

BRITISH AMERICAN TOBACCO ORD GBP0.25

      (784,073.11 )      804,904.52   

CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01

      0.00        45,007.38   

CAMPBELL BROS NPV DFD (EX-SPLIT)

      (10,035.46 )      9,956.39   

CAMPBELL BROTHERS NPV

      (57,827.36 )      9,956.39   

CAP GEMINI EUR8

      (183,105.39 )      69,980.39   

CARREFOUR EUR2.50

      (77,118.74 )      79,844.89   

CELESIO AG NPV(REGD)

      (151,097.74 )      137,225.02   

CELULOSA ARAUCO 4.75 DUE 01-11-2022

      (10,200.00 )      0.00   

CENTRO RETAIL AUST NPV (STAPLED SECURITY)

      (37,427.70 )      40,377.24   

 

16

Table of Contents

Identity of Issue/Description of Investment (a)(b)

    Acquisition
Cost (c)		     Disposition
Proceeds  (d)		  

CHES MIDSTREAM 6.125% DUE 07-15-2022

      0.00        206,000.00   

CHIYODA CORP NPV

      (77,275.63 )      76,882.32   

CITIGROUP INC 5.125 DUE 05-05-2014 BEO

      (126,274.80 )      46,652.76   

CITIZEN HOLDINGS NPV

      (110,513.71 )      97,128.53   

CMO BANC AMER COML MTG INC 2005-3 COML MTG PASSTHRU CTF A-M 4.727 7-10-43

      (20,033.87 )      20,313.67   

CMO GE COML MTG CORP SER 2007-C1 TR MTG PASSTHRU CTF CL A-4 DUE 12-10-2049 REG

      (43,946.88 )      43,975.00   

CMO LB UBS COML MTG TR 2007 C7 VAR RT MTG PASS THRU CTF CL A-3 09-15-2045 REG

      (243,789.84 )      248,075.78   

COCA-COLA AMATIL NPV

      (67,330.50 )      185,660.18   

COCHLEAR LTD NPV

      (73,507.30 )      81,110.12   

COLOPLAST SER’B’DKK5

      (434,772.48 )      91,807.96   

COMFORT SYSTEMS USA INC COMMON STOCK USD.01

      (54,928.47 )      81,662.47   

COMMONWEALTH BANK OF AUSTRALIA NPV

      (281,092.50 )      307,647.13   

COMPAGNIE DE 1.625% DUE 07-23-2012

      0.00        580,000.00   

COOK CNTY ILL 6.229% 11-15-2034 BEO TAXABLE

      (23,043.20 )      22,783.00   

CREDIT SAISON CO NPV

      (176,381.61 )      56,285.24   

CRH PLC EQUITY

      (597,771.30 )      498,791.76   

CRICKET 7.75% DUE 05-15-2016

      (222,600.00 )      222,375.00   

CROWN LTD NPV

      (77,004.81 )      78,671.07   

CVS CAREMARK CORP SR UNSECURED 03/19 6.6

      0.00        118,886.99   

DAIMLER AG COM

      (507,844.09 )      85,593.12   

DAIWA SECS GROUP INC

      (54,427.97 )      49,870.12   

DENA CO LTD COMMON STOCK

      0.00        129,854.47   

DEUTSCHE BOERSE AG NPV(REGD)

      (791,249.92 )      181,669.81   

DEUTSCHE TELEKOM NPV(REGD)

      (153,395.42 )      152,198.49   

DIGIMARC CORP COMMON STOCK USD.001

      0.00        33,785.20   

DIME COMMUNITY BANCSHARES COMMON STOCK USD.01

      0.00        79,850.06   

DREW INDUSTRIES INC COMMON STOCK USD.01

      0.00        145,693.92   

EAST JAPAN RAILWAY CO NPV

      (220,877.36 )      102,920.86   

EDENRED EUR2

      (54,076.13 )      57,863.35   

EISAI CO NPV

      (187,768.23 )      191,598.59   

ELEKTA SER’B’NPV

      (217,424.92 )      220,893.66   

ENAGAS SA COMMON STOCK EUR1.5

      0.00        96,723.02   

ENERGY TRANSFER PARTNERS SR UNSECURED 04/19 9.

      0.00        133,101.00   

ENSTAR GROUP LTD COMMON STOCK USD1.

      0.00        147,113.04   

ESSILOR INTL EUR0.18

      (120,387.00 )      125,777.54   

EUROPEAN AERONAUTIC DEFENCE & SPACE EUR1

      (105,592.69 )      98,510.14   

FANNIE MAE 3.5 01DEC2042 12/42 3.5

      (436,385.48 )      0.00   

FAST RETAILING CO LTD NPV

      (646,325.57 )      645,436.39   

FEDERAL AGRIC MTG CORP CL C COMMON STOCK USD1.

      0.00        134,466.47   

FEDERAL SIGNAL CORP COMMON STOCK USD1.

      (119,546.26 )      137,525.34   

FHLMC MULTIFAMILY STRUCTURED P FHMS K020 X1

      0.00        242.28   

FIAT SPA EUR3.58

      (359,270.81 )      139,666.28   

FIRST MERCHANTS CORP COMMON STOCK NPV

      0.00        326,137.28   

FIRSTRAND LTD ZAR0.01

      (449,276.40 )      0.00   

FLAGSTAR BANCORP INC COMMON STOCK USD.01

      0.00        101,723.79   

FRANCE TELECOM EUR4

      (414,122.79 )      346,449.79   

FRESENIUS MEDICAL CARE NPV

      (80,863.59 )      82,956.79   

FUJITSU Y50

      (226,178.76 )      42,767.81   

G4S PLC ORD 25P

      (146,767.94 )      152,633.16   

GAS NATURAL SDG EUR1

      (61,900.35 )      56,416.87   

GLOBAL PAYMENTS INC COMMON STOCK NPV

      (65,940.45 )      68,336.51   

GNMA II SINGLE FAMILY

      0.00        3,083,285.15   

GNMA SINGLE FAMILY

      0.00        319,007.81   

 

17

Table of Contents

Identity of Issue/Description of Investment (a)(b)

    Acquisition
Cost (c)		     Disposition
Proceeds  (d)		  

GNMA TBA 30YR

      (318,281.25 )      317,859.38   

GOVERNMENT NATL MTG ASSN TBA

      0.00        437,843.75   

GPE BRUXELLES LAM NPV

      (125,869.06 )      123,989.31   

GUIDANCE SOFTWARE INC COMMON STOCK USD.001

      0.00        81,406.33   

HARRIS TEETER SUPERMARKETS I COMMON STOCK NPV

      0.00        159,133.42   

HITACHI NPV

      (125,892.45 )      138,314.39   

HOLCIM LTD REG COMMON STOCK CHF2.

      0.00        354,782.28   

HOME LOAN SERVICING SOLUTION COMMON STOCK

      0.00        447,374.87   

HUABAO INTL HLDG COMSTK

      (59,924.40 )      41,863.43   

IAC/INTERACTIVECORP COMMON STOCK USD.001

      (43,923.00 )      45,235.98   

INCONTACT INC COMMON STOCK USD.0001

      0.00        67,054.49   

INDUSTRIAL & COMMERCIAL BANK CHINA ‘H’

      (599,133.27 )      551,489.40   

INGREDION INC COMMON STOCK USD.01

      0.00        79,304.18   

INSURANCE AUSTRALIA GROUP COMMON STOCK NPV

      0.00        120,358.60   

INTERCONTL HOTELS ORD GBP0.13617

      (420,962.84 )      0.00   

INTERPUBLIC GROUP 10% DUE 07-15-2017

      (57,187.50 )      57,437.50   

INTERSIL CORP A COMMON STOCK USD.01

      0.00        223,147.13   

INTERTEK GROUP ORD GBP0.01

      (541,593.70 )      112,279.84   

IXIA COMMON STOCK NPV

      0.00        254,485.57   

JACK IN THE BOX INC COMMON STOCK USD.01

      (475,419.49 )      480,524.24   

JAPAN AIRLINES CO LTD COMMON STOCK

      0.00        87,954.30   

JOHNSON MATTHEY ORD GBP1

      (603,466.75 )      138,763.50   

KAISER ALUMINUM CORP COMMON STOCK USD.01

      0.00        360,991.41   

KAR AUCTION SERVICES INC COMMON STOCK USD.01

      (70,783.36 )      73,588.04   

KAUPTHING BANK HF SENIOR NOTES 144A 02/15 7.625

      0.00        115,200.00   

KINNEVIK INV AB SER’B’NPV

      (158,917.12 )      147,324.89   

KITE REALTY GROUP TRUST REIT USD.01

      0.00        43,761.04   

KLEPIERRE EUR1.40

      (47,923.93 )      53,980.87   

KONICA MINOLTA HLD NPV

      (152,263.84 )      29,650.96   

KONINKLIJKE DSM NV EUR1.50

      (104,904.38 )      107,422.87   

KVH INDUSTRIES INC COMMON STOCK USD.01

      (40,215.68 )      40,874.32   

LBI HF SR UNSECURED 144A 08/11 6.1

      0.00        12,350.00   

LENOVO GROUP LIMITED HKD0.025

      (544,521.50 )      443,887.22   

LIBBEY INC COMMON STOCK USD.01

      0.00        57,591.90   

LONZA GROUP AG CHF1.00 (REGD)

      (77,732.26 )      84,230.75   

L’OREAL EUR0.20

      (178,660.72 )      180,980.49   

LUKOIL OIL COMPANY SPON ADR

      (128,473.73 )      142,667.07   

LUMOS NETWORKS CORP COMMON STOCK USD.01

      0.00        19,304.56   

MACQUARIE GP LTD NPV

      (204,623.01 )      205,342.55   

MAPFRE EUR0.10

      (138,459.26 )      116,231.04   

MEASUREMENT SPECIALTIES INC COMMON STOCK NPV

      (137,511.23 )      143,972.26   

MEGGITT ORD GBP0.05

      (54,049.03 )      58,542.67   

MERRILL LYNCH MORTGAGE TRUST MLMT 2006 C1 A4

      0.00        183,931.52   

METCASH LIMITED NPV

      (53,908.00 )      95,377.15   

METRO AG ORD NPV

      (94,082.45 )      93,345.01   

MITSUBISHI MATERLS NPV

      (71,378.89 )      70,940.32   

MITSUBISHI UFJ FIN NPV

      (310,662.48 )      69,371.34   

MITSUI FUDOSAN CO LTD NPV

      (57,329.28 )      58,501.06   

MIZRAHI TEFAHOT BANK LTD ILS0.01

      (62,198.44 )      61,877.97   

MSCC HELOC TRUST MSHLC 2005 1 A

      0.00        21,431.35   

NAMCO BANDAI HLDGS NPV

      (54,258.73 )      44,896.05   

NATL HEALTH INVESTORS INC REIT USD.01

      (489,385.60 )      499,641.12   

NESTE OIL OYJ COMMON STOCK NPV

      0.00        152,164.41   

 

18

Table of Contents

Identity of Issue/Description of Investment (a)(b)

    Acquisition
Cost (c)		     Disposition
Proceeds  (d)		  

NIKON CORP JPY50

      (735,159.70 )      619,750.49   

NIPPON YUSEN KABUSHIKI KAISHA NPV

      (65,996.16 )      72,527.25   

NISSAN MOTOR CO LTD

      (190,075.65 )      174,667.24   

NKSJ HOLDINGS INC NPV

      (276,172.29 )      255,831.41   

NOMURA HOLDINGS NPV

      (380,163.70 )      123,509.25   

NOMURA RL EST INC NPV

      (83,366.99 )      81,790.29   

NORDEA BANK AB ORD EUR0.39632(SEK QUOTE)

      (556,910.78 )      53,963.49   

NOVELIS INC 8.75% DUE 12-15-2020

      (176,400.00 )      171,235.00   

NOVOZYMES A/S SER’B’DKK2 (POST CONSOLIDAT

      (21,161.19 )      336,250.94   

NVR INC 3.95 DUE 09-15-2022

      (69,878.90 )      71,481.80   

ONTARIO PROV CDA BD 2.45% DUE 06-29-2022REG

      (378,529.40 )      385,955.10   

PACWEST BANCORP COMMON STOCK NPV

      0.00        446,321.62   

PANASONIC CORP

      (153,308.66 )      133,231.24   

PDF SOLUTIONS INC COMMON STOCK USD.00015

      0.00        36,293.18   

PEARSON ORD GBP0.25

      (667,264.60 )      662,663.54   

PIONEER ENERGY SERVICES CORP COMMON STOCK USD.1

      0.00        93,048.38   

PMC SIERRA INC COMMON STOCK USD.001

      (69,446.52 )      68,732.17   

PORSCHE AUTO HL SE NON VTG PRF NPV

      (100,615.60 )      80,649.20   

POWELL INDUSTRIES INC COMMON STOCK USD.01

      0.00        113,880.96   

PPR EUR4

      (55,716.85 )      49,413.34   

PRYSMIAN SPA COMMON STOCK EUR.1

      (141,201.65 )      151,799.18   

PVTPL CELULOSA ARAUCO CONSTITU 4.75 1-11-2022

      (70,862.50 )      0.00   

PVTPL CHES MIDSTREAM PARTNERS L P / CHKM6.125 DUE 07-15-2022/01-11-2012 BEO

      (203,000.00 )      0.00   

PVTPL DAIMLER FIN NORTH AMER LLC GTD NT 144A 2.625% DUE 09-15-2016 BEO

      (150,657.00 )      153,600.00   

PVTPL LYONDELLBASELL INDS N V NT 6% DUE 11-15-2021

      (214,250.00 )      0.00   

PVTPL MOHEGAN TRIBAL GAMING AUTH NT 144A10.5% DUE 12-15-2016/03-06-2012 BEO

      0.00        6,352.50   

PVTPL PHILLIPS 66 GTD SR NT 4.3% DUE 04-01-2022 BEO

      (79,810.40 )      80,961.70   

PVTPL REED ELSEVIER CAP INC GTD NT 3.125DUE 10-15-2022

      0.00        178,953.66   

REMY COINTREAU EUR1.60

      (124,372.06 )      130,621.76   

RESTORATION HARDWARE HOLDING COMMON STOCK USD.0001

      0.00        403.92   

RICOH CO LTD NPV

      (169,481.68 )      169,041.73   

RIGNET INC COMMON STOCK USD.001

      0.00        55,859.30   

RIO TINTO FIN USA LTD COMPANY GUAR 05/19 9.

      (264,270.00 )      0.00   

RIO TINTO LIMITED NPV

      (86,589.05 )      84,886.47   

ROLLS ROYCE HLDGS C SHS ENTITLEMENT (JULY 201

      0.00        4,731.17   

ROLLS ROYCE HOLDINGS PLC SPONSORED ADR

      (62,520.03 )      27,484.81   

ROYAL BK SCOTLAND 2.55% DUE 09-18-2015

      (149,914.50 )      112,312.60   

RUE21 INC COMMON STOCK USD.001

      (255,157.95 )      374,893.06   

SAFRAN SA EUR0.20

      (66,225.15 )      63,159.32   

SAN FRANCISCO CALIF CY & CNTY PUB UTILS COMMN WTR REV 6 11-01-2040 BEO TAXABLE

      (48,267.60 )      49,622.40   

SANMINA CORP COMMON STOCK USD.01

      0.00        538,873.36   

SBI HLDGS INC NPV

      (74,758.83 )      76,763.00   

SBM OFFSHORE NV EUR0.25

      (74,397.48 )      79,194.56   

SECOM CO LTD COMMON STOCK

      0.00        217,565.50   

SEIKO EPSON CORP NPV

      (63,994.34 )      43,830.15   

SERCO GROUP GBP0.02

      (143,393.25 )      150,398.13   

SHISEIDO CO LTD NPV

      (85,263.78 )      69,017.20   

SHOE CARNIVAL INC COMMON STOCK USD.01

      0.00        206,794.63   

SLM CORP SR UNSECURED 08/33 5.625

      0.00        19,215.63   

SLM CORP SR UNSECURED 11/14 5.05

      0.00        31,655.71   

SONIC HEALTHCARE NPV

      (134,582.05 )      152,807.22   

SONY CORP NPV

      (369,476.82 )      167,037.70   

SOVRAN SELF STORAGE INC REIT USD.01

      0.00        469,710.71   

 

19

Table of Contents

Identity of Issue/Description of Investment (a)(b)

    Acquisition
Cost (c)		     Disposition
Proceeds  (d)		  

SPARTAN MOTORS INC COMMON STOCK USD.01

      0.00        42,064.92   

SUMITOMO CHEMICAL CO. LTD NPV

      (121,082.93 )      120,169.22   

SUMITOMO MITSUI TRUST HOLDINGS INC

      (123,935.41 )      109,730.86   

SUN HUNG KAI PROP HKD0.50

      (396,510.67 )      89,957.56   

SUNCORP GROUP LTD NPV

      (199,004.73 )      239,460.39   

SUZUKEN CO LTD NPV

      (80,067.34 )      73,048.57   

SWIRE PACIFIC ‘A’HKD0.60

      (72,630.23 )      74,339.60   

SWISSCOM AG CHF1.00 (REGD)

      (66,219.13 )      69,348.49   

SYCAMORE NETWORKS INC COMMON STOCK USD.001

      0.00        34,635.43   

SYNACOR INC COMMON STOCK USD.01

      0.00        113,929.97   

SYSMEX CORP NPV

      (159,799.30 )      178,729.88   

TATTS GROUP LTD NPV

      (59,817.24 )      66,143.02   

TECHNIP NPV

      (631,658.36 )      69,178.35   

TECO ELEC&MACHINE TWD10

      (419,609.20 )      443,754.33   

TELEFONICA BRASIL PRF NPV

      (55,115.95 )      46,629.12   

TELEFONICA SA EUR1

      (191,699.79 )      196,804.09   

TOKIO MARINE HOLDINGS INC NPV

      (96,305.56 )      88,633.83   

TOYOTA MOTOR CORP NPV

      (499,717.81 )      109,575.69   

TUI TRAVEL PLC ORD GBP0.10

      (54,142.84 )      43,691.45   

UBISOFT ENTERTAIN WTS 10/10/13 (UBISOFT)EUR7

      0.00        1,720.62   

UBSBB 2012 C4 AS UBSBB 2012 C4 AS

      (143,621.73 )      0.00   

UCB NPV

      (53,569.28 )      66,016.76   

UMICORE NPV

      (83,587.07 )      169,748.81   

UNIONE DI BANCHE I EUR2.50

      (47,343.08 )      27,344.92   

UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE

      (100,000.00 )      100,342.30   

UTD TECHNOLOGIES 3.1% DUE 06-01-2022

      (132,208.80 )      138,072.66   

UTD TECHNOLOGIES 4.5% DUE 06-01-2042

      (99,642.10 )      66,014.90   

VALE SA

      (262,747.53 )      98,016.05   

VERIZON COMMUNICATIONS SR UNSECURED 02/13 4.35

      0.00        40,845.47   

WACHOVIA BANK COMMERCIAL MORTG WBCMT 2006 C27 A3

      0.00        22,938.66   

WADDELL + REED FINANCIAL A COMMON STOCK USD.01

      0.00        42,326.27   

WATSCO INC COMMON STOCK USD.5

      (494,475.39 )      522,247.92   

WEIR GROUP ORD GBP0.125

      (948,708.87 )      441,349.47   

WESFARMERS LTD NPV

      (296,208.29 )      770,257.01   

WEST PHARMACEUTICAL SERVICES COMMON STOCK USD.25

      (483,990.11 )      479,740.34   

WESTERN ASSET MORTGAGE CAPIT REIT USD.01

      0.00        320,565.50   

WESTFIELD FINANCIAL INC COMMON STOCK USD.01

      0.00        36,043.20   

WESTFIELD GROUP NPV STAPLED UNITS

      (79,994.16 )      87,745.96   

WESTFIELD RETAIL T UNITS NPV (STAPLED)

      (73,492.67 )      76,082.77   

WILLIAMS SONOMA INC COMMON STOCK USD.01

      (35,532.21 )      41,311.73   

WMI HLDGS CORP COM STK

      0.00        640.40   

WOLSELEY ORD GBP0.10

      (750,776.87 )      145,895.70   

ZAZA ENERGY CORP COMMON STOCK USD.156

      0.00        19,846.80   

ZEP INC COMMON STOCK USD.01

      0.00        94,570.73   

ZIGGO NV EUR1

      (424,531.49 )      458,791.50   

 

20

Table of Contents

UNITED AIRLINES PILOT DIRECTED ACCOUNT PLAN

FORM 5500, SCHEDULE H, PART IV, LINE 4i

SCHEDULE OF ASSETS (HELD AT END OF YEAR)

AS OF DECEMBER 31, 2012

Employer Identification Number: 36-2675206; Plan Number: 010

 

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

1 800 FLOWERS.COM INC CL A COMMON STOCK USD.01

    $ 34,878.28      $ 40,370.00   

1/100 BERKSHIRE HTWY CL A MONTH END PRICE 1,340.6000

      1,571,433.67        1,876,840.00   

1ST UNITED BANCORP I MONTH END PRICE 6.2500

      2,661.95        3,125.00   

1ST UNITED BANCORP INC/NORTH COMMON STOCK USD.01

      26,292.34        28,750.00   

3D SYS CORP MONTH END PRICE 53.3500

      735,218.77        1,077,349.90   

3DICON CORP NEW MONTH END PRICE 0.0550

      1,384.51        18.81   

3M CO COMMON STOCK USD.01

      761,766.17        1,391,450.10   

3M COMPANY MONTH END PRICE 92.8500

      481,442.09        521,319.83   

3SBIO INC ADR MONTH END PRICE 13.6400

      5,647.89        8,184.00   

51JOBS INC ADR MONTH END PRICE 46.7500

      2,660.67        2,337.50   

727 COMMUNICATIONS NEW MONTH END PRICE 0.0000

      553.72        —     

A CAP RESOURCES LTD MONTH END PRICE 0.1038

      20,076.82        1,432.44   

A D A ES INC MONTH END PRICE 16.8800

      11,528.95        11,816.00   

A E P INDUSTRIES INC MONTH END PRICE 59.2300

      7,566.95        7,107.60   

A F P PROVIDA S A ADR MONTH END PRICE 104.0000

      8,202.51        11,440.00   

A G L RESOURCES INC MONTH END PRICE 39.9700

      206,018.89        175,817.96   

A H BELO CORP MONTH END PRICE 4.6500

      8,861.75        9,547.35   

A P MOELLER MAERSK O MONTH END PRICE 7,095.5166

      27,099.44        28,382.07   

A S M L HOLDING NV NEW F MONTH END PRICE 64.3900

      4,345.54        3,927.79   

A T & T INC NEW MONTH END PRICE 33.7100

      2,592,441.21        2,841,061.26   

A V X CORP NEW MONTH END PRICE 10.7800

      6,557.19        4,946.12   

A123 SYSTEMS INC MONTH END PRICE 0.0181

      11,921.15        246.16   

A21 INC MONTH END PRICE 0.0000

      13,531.45        —     

AA 130119C00007500 MONTH END PRICE 120.0000

      (3,978.55 )      (1,800.00 ) 

AA 130119C00010000 MONTH END PRICE 2.0000

      (33.53 )      (4.00 ) 

AAON INC NEW MONTH END PRICE 20.8700

      9,994.54        9,767.16   

AAPL 121228C00520000 MONTH END PRICE 1.0000

      (444.76 )      (3.00 ) 

AAPL 121228C00525000 MONTH END PRICE 1.0000

      (133.29 )      (1.00 ) 

AAPL 121228C00530000 MONTH END PRICE 1.0000

      (3,035.37 )      (10.00 ) 

AAPL 130104C00510000 MONTH END PRICE 2,330.0000

      (1,111.22 )      (2,330.00 ) 

AAPL 130104C00515000 MONTH END PRICE 2,020.0000

      (4,149.92 )      (8,080.00 ) 

AAPL 130104C00530000 MONTH END PRICE 900.0000

      (1,189.97 )      (3,600.00 ) 

AAPL 130104P00500000 MONTH END PRICE 70.0000

      622.71        70.00   

AAPL 130119C00550000 MONTH END PRICE 1,000.0000

      (1,862.25 )      (1,000.00 ) 

AAPL 130119P00505000 MONTH END PRICE 700.0000

      6,370.00        2,800.00   

AAPL 130216C00575000 MONTH END PRICE 1,355.0000

      (2,692.23 )      (1,355.00 ) 

AAPL 130316C00700000 MONTH END PRICE 202.0000

      (427.28 )      (202.00 ) 

AAR CORP MONTH END PRICE 18.6800

      19,487.06        20,583.39   

AARO BROADBAND WIRELESS MONTH END PRICE 0.0000

      989.95        —     

AARON S INC COMMON STOCK USD.5

      39,574.64        39,592.00   

AASTROM BIO INC NEW MONTH END PRICE 1.2600

      11,217.85        6,583.50   

AB GLOBAL BOND FD INC CLA MONTH END PRICE 8.6200

      51,036.25        52,251.86   

AB SVENSK EXPORT 2 MONTH END PRICE 8.6200

      26,381.77        24,567.00   

AB SVENSK EXPORT 2022 MONTH END PRICE 10.7300

      5,222.59        5,579.60   

ABAXIS INC COMMON STOCK NPV

      1,279,189.15        1,297,387.00   

ABB LTD ADR MONTH END PRICE 20.7900

      42,855.05        44,698.50   

ABB LTD REG COMMON STOCK CHF1.03

      518,459.78        606,306.04   

 

21

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ABB LTD SPON ADR ADR

      231,670.80        280,665.00   

ABBEY NATL TRE 2.875% 4/25/14 MONTH END PRICE 101.9831

      3,811.08        4,079.32   

ABBEY NATL TREAS 4% 4/27/16 MONTH END PRICE 105.3825

      2,785.57        3,161.48   

ABBOTT LABORATORIES COMMON STOCK NPV

      218,519.37        294,750.00   

ABBOTT LABORATORIES COMMON STOCK NPV

      1,339,097.57        2,442,560.50   

ABBOTT LABORATORIES MONTH END PRICE 65.5000

      871,873.37        1,009,450.40   

ABBOTT LABS 5.125% 4/01/19 MONTH END PRICE 119.1434

      46,619.79        50,040.23   

ABBVIE INC COMPANY GUAR 144A 11/17 1.75

      219,540.20        222,392.94   

ABBVIE INC COMPANY GUAR 144A 11/22 2.9

      129,162.80        132,389.40   

ABERCROMBIE & FITCH CL A MONTH END PRICE 47.9700

      14,677.93        19,238.10   

ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01

      633,890.04        874,253.25   

ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01

      126,647.87        91,766.61   

ABERDEEN ASIA BD FD INST CL MONTH END PRICE 11.1300

      3,925.33        3,949.85   

ABERDEEN ASIA PAC INCOME MONTH END PRICE 7.7400

      242,241.91        272,344.42   

ABERDEEN COMMONWLTH INCM MONTH END PRICE 14.2180

      16,439.25        18,483.40   

ABERDEEN EMERGING MARKETS INSTL MONTH END PRICE 15.8600

      43,397.00        45,677.31   

ABERDEEN EMRG MKTS FD CL A MONTH END PRICE 15.8500

      79,204.84        91,895.00   

ABERDEEN EQUITY LONG SHORT FD CL A MONTH END PRICE 11.2700

      19,040.98        19,931.71   

ABERDEEN GLOBAL NATURAL RESOURCES A MONTH END PRICE 16.7400

      24,644.75        19,931.38   

ABERDEEN GLOBAL SMALLCAP A MONTH END PRICE 26.8200

      40,148.09        40,766.78   

ABERDEEN INTL EQTY FD CL A MONTH END PRICE 14.2800

      38,684.04        35,975.46   

ABERDEEN INTL INC MONTH END PRICE 0.3300

      1,207.98        495.00   

ABERDEEN ISRAEL FUND MONTH END PRICE 13.1000

      14,003.18        11,351.06   

ABERDEEN US EQTY FD CL A MONTH END PRICE 10.2300

      12,002.93        14,455.86   

ABERTIS INFRAESTRUCTURAS SA COMMON STOCK EUR3.

      143,639.80        154,640.23   

ABM INDS INC MONTH END PRICE 19.9500

      5,079.82        5,306.16   

ABOT MINING CO IDA C MONTH END PRICE 0.0012

      1,810.67        60.00   

ABSOLUTE HEALTH & FITNESS MONTH END PRICE 0.0001

      272.49        0.01   

ABSOLUTE OPPTY FD INST SHS MONTH END PRICE 11.4600

      3,725.00        3,699.17   

ABSOLUTE SOFTWARE CORP MONTH END PRICE 5.0693

      2,199.20        1,064.55   

ABSOLUTE STRATEGIES FUND INSTL SHR MONTH END PRICE 11.0800

      78,286.74        83,831.36   

ABX 130420C00043000 MONTH END PRICE 31.0000

      (385.43 )      (310.00 ) 

AC ENERGY INC MONTH END PRICE 0.0000

      11,365.43        —     

ACACIA RESEARCH ACACIA TEC TRACKING STK USD.001

      1,107,994.60        847,732.50   

ACACIA RESEARCH CORP MONTH END PRICE 25.6592

      34,539.78        31,535.16   

ACADIA HEALTHCARE CO INC COMMON STOCK

      77,810.85        79,975.24   

ACADIA PHARMACEUTICALS MONTH END PRICE 4.6500

      32,105.44        38,130.00   

ACADIAN EMERGING MKTS PORT INSTL CL MONTH END PRICE 19.2100

      62,187.48        63,727.18   

ACCELRYS INC COMMON STOCK USD.0001

      778,762.08        856,808.75   

ACCENTIA BIOPHARMAS INC MONTH END PRICE 0.0699

      14,525.95        1,118.40   

ACCENTURE PLC CL A COMMON STOCK USD.0022.5

      919,541.06        990,850.00   

ACCENTURE PLC CL A MONTH END PRICE 66.5000

      75,095.49        93,166.50   

ACCESS MIDSTREAM PARTNER COMPANY GUAR 05/23 4.875

      100,000.00        101,500.00   

ACCO BRANDS CORP MONTH END PRICE 7.3400

      260.50        183.50   

ACCRETIVE HEALTH INC MONTH END PRICE 11.5800

      269,756.59        243,423.18   

ACCURIDE CORP NEW MONTH END PRICE 3.2100

      886.37        481.50   

ACE LIMITED NEW MONTH END PRICE 79.8000

      28,835.17        33,675.60   

ACE LTD COMMON STOCK CHF29.34

      447,987.02        633,452.40   

ACELRX PHARMACEUTICALS MONTH END PRICE 4.2600

      3,231.70        3,195.00   

ACETO CORP MONTH END PRICE 10.0500

      5,332.70        5,553.82   

ACHMEA HYPOTHEEKBANK NV GOVT LIQUID 144A 11/14 3.2

      113,370.35        114,263.61   

ACI 140118C00012000 MONTH END PRICE 54.0000

      (274.01 )      (216.00 ) 

ACI 140118C00015000 MONTH END PRICE 24.0000

      (318.01 )      (96.00 ) 

ACI 140118C00020000 MONTH END PRICE 10.0000

      (172.30 )      (10.00 ) 

 

22

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ACI WORLDWIDE INC COMMON STOCK USD.005

      1,382,939.22         1,472,353.00   

ACME PACKET INC COMMON STOCK USD.001

      1,379,972.26         953,770.16   

ACME PACKET INC MONTH END PRICE 22.1200

      1,556.31         1,659.00   

ACQUITY GROUP LTD AD MONTH END PRICE 7.7100

      1,657.90         1,542.00   

ACT CLEAN TECHNOLOGIES MONTH END PRICE 0.0001

      77.19         2.00   

ACTAVIS INC COMMON STOCK USD.0033

      133,355.08         262,644.00   

ACTAVIS INC SR UNSECURED 10/17 1.875

      59,724.60         60,788.94   

ACTIONS SEMICONDUCTOR ADR MONTH END PRICE 1.6400

      588.38         410.00   

ACTIS GLOBAL VENTURES MONTH END PRICE 0.0000

      9,177.30         —     

ACTIVE POWER INC NEW MONTH END PRICE 3.3500

      394.59         201.00   

ACTIVISION BLIZZARD INC MONTH END PRICE 10.6200

      200,623.19         176,364.48   

ACTUANT CORP A COMMON STOCK USD.2

      432,574.25         438,187.00   

ACUITY BRANDS INC MONTH END PRICE 67.7300

      4,771.74         6,773.00   

ACURA PHARMACEUTICALS NEW MONTH END PRICE 2.2200

      49.81         13.32   

ACUSPHERE INC NEW MONTH END PRICE 0.3100

      27,136.58         434.00   

ADAMS EXPRESS CO MONTH END PRICE 10.5900

      16,310.90         15,933.10   

ADAMS RES & ENERGY NEW MONTH END PRICE 35.0700

      7,329.10         6,312.60   

ADDUS HOMECARE CORP MONTH END PRICE 7.1480

      833.45         1,072.20   

ADECCO SA CHESEREX ORD MONTH END PRICE 52.6062

      5,177.95         5,260.62   

ADECCO SA REG COMMON STOCK CHF1.

      149,088.64         163,204.60   

ADEPT TECHNOLOGY INC NEW MONTH END PRICE 2.6000

      11,256.95         6,500.00   

ADIDAS AG COMMON STOCK NPV

      86,702.02         99,455.90   

ADIRONDACK SMALL CAP FUND MONTH END PRICE 16.1000

      8,006.75         8,179.43   

ADOBE SYSTEMS INC COMMON STOCK USD.0001

      252,441.54         437,012.64   

ADOBE SYSTEMS INC MONTH END PRICE 37.6800

      46,629.74         58,366.32   

ADT CORP MONTH END PRICE 46.4900

      1,163.89         1,441.19   

ADT CORP/THE COMMON STOCK USD.01

      102,825.32         134,821.00   

ADT CORP/THE COMMON STOCK USD.01

      68,089.07         102,278.00   

ADT CORP/THE COMMON STOCK USD.01

      136,641.19         251,417.92   

ADVANCED BATTERY TECH MONTH END PRICE 0.1510

      5,294.40         770.10   

ADVANCED CELL TECHNOLOGY MONTH END PRICE 0.0557

      529,600.21         177,777.52   

ADVANCED DEPOSITION TECHNOLOGIES INC MONTH END PRICE 0.0010

      1,506.39         0.30   

ADVANCED ENERGY INDS MONTH END PRICE 13.8089

      19,355.28         23,475.13   

ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001

      350,903.74         375,632.00   

ADVANCED ENV RECYCLING TECH MONTH END PRICE 0.0930

      19,689.50         4,690.92   

ADVANCED GROWING SYS INC MONTH END PRICE 0.0000

      4,399.65         —     

ADVANCED ID CORPORATION MONTH END PRICE 0.0032

      11,240.98         80.00   

ADVANCED MICRO DEVICES COMMON STOCK USD.01

      192,882.86         34,099.20   

ADVANCED MICRO DEVICES MONTH END PRICE 2.4000

      235,016.01         210,830.40   

ADVANCED POWERLINE TECHS MONTH END PRICE 0.0001

      3,635.90         0.70   

ADVANCED VIRAL RESEARCH MONTH END PRICE 0.0000

      13,629.35         —     

ADVANCED VISUAL SYS MONTH END PRICE 0.0200

      6,540.40         200.00   

ADVANTA CLASS B COMMON STOCK MONTH END PRICE 0.0000

      8,712.07         —     

ADVANTAGE OIL & GAS LTDF MONTH END PRICE 3.2400

      28,166.83         12,960.00   

ADVENT CLAYMORE CONV FD MONTH END PRICE 16.1200

      9,159.89         8,866.00   

ADVENT SOFTWARE INC COMMON STOCK USD.01

      1,039,973.86         860,545.00   

ADVENTRX PHARMA INC NEW MONTH END PRICE 0.5700

      8,340.83         2,280.00   

ADVISORONE AMERIGO FD CL N MONTH END PRICE 14.0300

      55,572.00         70,964.19   

ADVISORONE CLERMONT CL N MONTH END PRICE 10.3300

      132,922.55         143,184.46   

ADVISORONE DESCARTES N MONTH END PRICE 11.0500

      25,845.76         32,161.78   

ADVISORONE ENHANCED INCOME N MONTH END PRICE 10.2300

      170,412.51         166,156.95   

ADVISORONE FLEXIBLE INCOME N MONTH END PRICE 10.6500

      28,276.62         28,039.66   

ADVISORONE LIAHONA N MONTH END PRICE 10.1100

      45,303.16         51,030.86   

ADVISORONE SELECT ALLOCATION N MONTH END PRICE 10.0600

      111,779.22         123,570.12   

 

23

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ADVISORS DISC TR UT MONTH END PRICE 1,013.0500

      85,066.30        86,109.25   

ADVISORS INNER CIRCLE FDACD EMRGN MONTH END PRICE 10.4800

      16,282.48        16,499.85   

ADVISORSHARES ETF MONTH END PRICE 24.0300

      150,982.19        178,783.20   

ADVISORSHARES ETF MONTH END PRICE 26.5499

      42,583.24        44,311.78   

ADVISORSHARES ETF MONTH END PRICE 27.8000

      144,909.55        163,742.00   

ADVISORSHARES TRUST ETF MONTH END PRICE 24.4000

      45,149.80        44,530.00   

ADVISORSHARES TRUST ETF MONTH END PRICE 50.0700

      10,441.83        9,963.93   

ADVISORSHARES TRUST MONTH END PRICE 18.3090

      131,656.36        112,600.35   

ADVISORY BOARD CO/THE COMMON STOCK USD.01

      1,197,607.55        1,217,709.75   

ADVNCD OPTICS ELECTR INC MONTH END PRICE 0.0000

      9,411.97        —     

AECOM TECHNOLOGY CORP COMMON STOCK USD.01

      789,161.42        863,940.00   

AECOM TECHNOLOGY CORP COMMON STOCK USD.01

      66,580.91        76,160.00   

AECOM TECHNOLOGY CORP MONTH END PRICE 23.8000

      15,554.31        14,756.00   

AEGEAN MARINE PETROLEUM INC MONTH END PRICE 5.2800

      26,716.28        16,948.80   

AEGIS ASSESSMENTS INC MONTH END PRICE 0.0000

      3,578.85        —     

AEGIS VALUE FUND MONTH END PRICE 16.2700

      25,806.41        35,229.07   

AEGON NV ADR MONTH END PRICE 6.4400

      5,214.20        6,279.00   

AEGON NV CAP 6.375% PFD MONTH END PRICE 25.1600

      13,278.79        17,612.00   

AEGON NV 6.875% PFD MONTH END PRICE 25.0000

      22,277.47        25,000.00   

AEGON NV 7.25% PFD MONTH END PRICE 25.0700

      15,730.52        15,919.45   

AEGON NV COMMON STOCK EUR.12

      210,910.53        315,148.18   

AEGON NV PFD 8 MONTH END PRICE 27.9800

      9,994.95        11,192.00   

AEHR TEST SYS MONTH END PRICE 0.8500

      164.19        85.00   

AEM 130216C00055000 MONTH END PRICE 155.0000

      (3,985.35 )      (1,550.00 ) 

AEMETIS INC MONTH END PRICE 0.7000

      2,256.95        2,100.00   

AER ENERGY RESOURCES NEW MONTH END PRICE 0.0002

      732.43        30.05   

AERCAP HOLDINGS NV MONTH END PRICE 13.7200

      18,963.27        28,126.00   

AERO PERFORMANCE PRODUCTS MONTH END PRICE 0.0000

      2,410.47        —     

AEROCENTURY CORP MONTH END PRICE 14.0899

      4,672.84        5,635.96   

AEROFLEX HOLDING CORP COMMON STOCK USD.01

      14,376.31        15,120.00   

AEROFOAM METALS INC MONTH END PRICE 0.0001

      5,138.44        3.00   

AEROPOSTALE INC MONTH END PRICE 13.0100

      152,952.17        143,890.60   

AEROVIRONMENT INC COMMON STOCK USD.0001

      383,236.59        346,753.00   

AEROVIRONMENT INC MONTH END PRICE 21.7400

      126,935.27        109,787.00   

AES CORP COMMON STOCK USD.01

      427,046.12        422,650.00   

AES CORP COMMON STOCK USD.01

      271,815.51        156,894.10   

AES CORP MONTH END PRICE 10.7000

      20,957.59        20,303.73   

AES CORPORATION 8.0000% 06/01/20 MONTH END PRICE 115.0000

      5,313.00        5,750.00   

AES CORPORATION SR UNSECURED 06/20 8.

      62,850.00        69,000.00   

AETERNA ZENTARIS NEW F MONTH END PRICE 2.3800

      3,476.59        990.08   

AETNA INC COMMON STOCK USD.01

      142,279.81        364,381.00   

AETNA INC NEW MONTH END PRICE 46.3100

      90,647.04        103,450.82   

AETRIUM INC NEW MONTH END PRICE 0.5000

      4,149.95        500.00   

AFC ENTERPRISES COMMON STOCK USD.01

      279,040.00        284,817.00   

AFFILIATED MANAGERS GROUP INC MONTH END PRICE 130.1500

      8,364.24        13,015.00   

AFFINITY GOLD CORP MONTH END PRICE 0.0240

      7,280.72        960.00   

AFFYMAX INC NEW MONTH END PRICE 18.9900

      9,996.51        8,678.43   

AFFYMETRIX INC COMMON STOCK USD.01

      91,802.29        90,500.33   

AFFYMETRIX INC MONTH END PRICE 3.1700

      5,401.70        4,438.00   

AFL 130216C00057500 MONTH END PRICE 40.0000

      (101.53 )      (80.00 ) 

AFL 140118C00038000 MONTH END PRICE 1,575.0000

      (1,222.26 )      (1,575.00 ) 

AFLAC INC 2.6500% 02/15/17 MONTH END PRICE 104.8859

      25,219.00        26,221.48   

AFLAC INC COMMON STOCK USD.1

      378,633.71        587,400.96   

AFLAC INC MONTH END PRICE 25.4500

      2,535.95        2,545.00   

 

24

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

AFLAC MONTH END PRICE 53.1200

      430,573.80        488,895.84   

AFRICA OIL CORP MONTH END PRICE 7.0130

      3,030.71        14,026.00   

AG MORTGAGE INVESTMENT TRUST REIT

      586,216.13        636,308.00   

AG MORTGAGE INVT TRUST MONTH END PRICE 23.4800

      30,875.65        31,429.51   

AGCO CORP COMMON STOCK USD.01

      491,263.55        594,352.00   

AGCO CORP COMMON STOCK USD.01

      223,370.88        235,776.00   

AGCO CORP MONTH END PRICE 49.1200

      22,733.56        24,560.00   

AGEAS COMMON STOCK NPV

      147,609.37        208,462.09   

AGENT155 MEDIA CORP MONTH END PRICE 0.0060

      242.00        0.01   

AGENUS INC NEW MONTH END PRICE 4.1000

      8,469.49        4,505.90   

AGFEED INDUSTRIES MONTH END PRICE 0.2200

      22,406.70        5,848.70   

AGIC CONV & INC FUND II MONTH END PRICE 7.9300

      25,040.13        23,408.84   

AGIC CONVERTIBLE & INCOME FUND MONTH END PRICE 8.6900

      44,825.44        41,759.14   

AGIC EQUITY & CONVERTIBLE INCOME FUN MONTH END PRICE 16.6400

      10,688.55        11,938.98   

AGIC GLOBAL EQUITY & CONVERTIBLE INC MONTH END PRICE 13.4900

      8,980.95        9,652.13   

AGILENT TECHNOLOGIES INC COMMON STOCK USD.01

      441,559.80        483,092.00   

AGILENT TECHNOLOGIES INC COMMON STOCK USD.01

      551,745.20        594,653.50   

AGILENT TECHNOLOGIES INC COMMON STOCK USD.01

      232,682.00        336,322.10   

AGILENT TECHNOLOGIES INC MONTH END PRICE 40.9400

      18,929.26        20,127.84   

AGL RESOURCES INC COMMON STOCK USD5.

      98,523.91        114,394.14   

AGNC 130119C00028000 MONTH END PRICE 121.0000

      (719.23 )      (605.00 ) 

AGNICO EAGLE MINES LTD MONTH END PRICE 52.4600

      315,412.76        269,959.16   

AGQ 121228C00040000 MONTH END PRICE 360.0000

      (6,955.82 )      (9,000.00 ) 

AGQ 121228C00044000 MONTH END PRICE 3.0000

      (1,781.62 )      (45.00 ) 

AGQ 130104C00044000 MONTH END PRICE 106.0000

      (261.52 )      (212.00 ) 

AGQ 130119C00060000 MONTH END PRICE 10.0000

      (290.76 )      (30.00 ) 

AGREE REALTY CORP REIT USD.0001

      250,185.70        270,579.00   

AGREE RLTY CORP MONTH END PRICE 26.7900

      4,567.57        5,388.39   

AGRISOLAR SOLUTIONS MONTH END PRICE 0.0352

      9,280.60        1,144.00   

AGRIUM INC MONTH END PRICE 99.8714

      54,868.03        58,424.77   

AIA GROUP LTD COMMON STOCK USD1.

      784,444.40        910,274.36   

AIA GROUP LTD COMMON STOCK USD1.

      368,284.32        502,962.45   

AIM COUNSELOR SER TR MONTH END PRICE 7.8700

      79,398.00        80,622.66   

AIM INVT FDS BAL RISK ALL Y MONTH END PRICE 12.5300

      79,812.41        78,966.80   

AIR 2 US EQUIPMENT TR 144A 10/20 8.027

      43,040.76        56,503.83   

AIR CDA INC MONTH END PRICE 1.7720

      1.72        1.77   

AIR LIQUIDE SA COMMON STOCK EUR5.5

      702,654.12        922,079.11   

AIR METHODS CORP MONTH END PRICE 36.9100

      50,770.87        50,935.80   

AIR PRODS & CHEMS INC MONTH END PRICE 84.0200

      47,859.12        49,610.55   

AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.

      358,347.31        327,678.00   

AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.

      362,286.56        361,286.00   

AIR PRODUCTS + CHEMICALS INC COMMON STOCK USD1.

      227,841.89        411,025.84   

AIR TRANS HLDGS INC MONTH END PRICE 4.0100

      9,115.56        8,020.00   

AIRCASTLE LTD COMMON STOCK USD.01

      522,177.27        545,490.00   

AIRCASTLE LTD MONTH END PRICE 12.5400

      5,860.84        6,270.00   

AIRGAS INC COMMON STOCK USD.01

      75,579.41        144,694.65   

AIRNET COMMUN CORP NEW MONTH END PRICE 0.0000

      3,389.37        —     

AIRSPAN NETWORKS INC NEW MONTH END PRICE 1.3000

      280.34        14.30   

AIRTECH INTL GROUP NEW MONTH END PRICE 0.0000

      6,883.43        —     

AISIN SEIKI CO LTD COMMON STOCK

      167,588.87        165,292.83   

AISYSTEMS INC MONTH END PRICE 0.0001

      471.95        0.30   

AJINOMOTO CO INC COMMON STOCK

      143,009.70        158,773.29   

AK STL HLDG CORP MONTH END PRICE 4.6000

      30,646.19        31,961.62   

AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01

      395,717.38        605,427.09   

 

25

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01

      185,875.86        171,249.26   

AKAMAI TECHNOLOGIES MONTH END PRICE 40.9100

      143,487.98        175,953.91   

AKORN INC MONTH END PRICE 13.3600

      8,448.97        8,697.36   

AKRE FOCUS FD RETAIL MONTH END PRICE 15.3000

      717,212.24        772,672.98   

AKS 140118C00007000 MONTH END PRICE 38.0000

      (223.53 )      (76.00 ) 

AKZO NOBEL COMMON STOCK EUR2.

      708,662.78        803,392.01   

AKZO NOBEL COMMON STOCK EUR2.

      125,933.59        137,187.03   

ALABAMA PWR CO 6.50% MONTH END PRICE 28.1500

      2,833.95        2,815.00   

ALAMEDA CORRIDOR 6.6%29 MONTH END PRICE 112.6350

      10,542.00        11,263.50   

ALAMO ENERGY CORP MONTH END PRICE 0.0086

      57,561.78        293.26   

ALAMO GROUP INC COMMON STOCK USD.1

      136,793.28        137,088.00   

ALASKA AIR GROUP INC MONTH END PRICE 43.0900

      124,695.98        138,448.17   

ALASKA COMM SYSTEMS GROUP COMMON STOCK USD.01

      44,511.12        41,904.00   

ALASKA COMMUNS SYS GROUP MONTH END PRICE 1.9400

      15,318.10        8,876.04   

ALBANY INTL CORP CL A COMMON STOCK USD.001

      121,491.90        124,740.00   

ALBANY MOLECULAR RESEARCH MONTH END PRICE 5.2800

      1,294.95        1,056.00   

ALBEMARLE CORP MONTH END PRICE 62.1200

      2,265.96        2,499.57   

ALBERTA STAR DEV CP NEWF MONTH END PRICE 0.1610

      71,592.30        3,398.55   

ALBERTSONS INC 7.75% 6/15/26 MONTH END PRICE 56.2500

      591,761.40        28,125.00   

ALCATEL LUCENT ADR MONTH END PRICE 1.3900

      60,394.86        78,908.91   

ALCOA INC COMMON STOCK USD1.

      417,527.72        215,290.04   

ALCOA INC MONTH END PRICE 8.6800

      1,074,738.84        1,010,589.80   

ALDERSHOT RESOURCES LTD MONTH END PRICE 0.0050

      252.75        10.00   

ALERE INC MONTH END PRICE 18.5000

      13,363.68        5,920.00   

ALERIS INTL INC 10% 12/15/16 MONTH END PRICE 0.2500

      5,000.00        50.00   

ALEXANDER & BALDWIN NEW MONTH END PRICE 29.3700

      6,325.00        7,342.50   

ALEXANDER + BALDWIN INC COMMON STOCK

      619,077.32        737,421.96   

ALEXANDER S INC REIT USD1.

      66,173.10        66,173.10   

ALEXANDRIA MINERALS CORP MONTH END PRICE 0.0550

      2,137.40        550.00   

ALEXANDRIA REAL ESTATE EQUIT REIT USD.01

      118,599.99        117,844.00   

ALEXION PHARMA INC MONTH END PRICE 93.7400

      632,569.38        607,903.90   

ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001

      418,373.39        422,145.00   

ALEXO RESOURCE CORP MONTH END PRICE 3.5700

      56,275.53        31,558.80   

ALEXZA PHARMA NEW MONTH END PRICE 4.9500

      16,060.45        15,097.50   

ALGER CAP APPRECIATION INST’L PORT I MONTH END PRICE 22.3000

      40,987.30        42,560.64   

ALGER CHINA U.S. GROWTH FUND A MONTH END PRICE 16.1100

      15,007.65        14,240.98   

ALGER MIDCAP GROWTH INST’L PORT MONTH END PRICE 15.1900

      13,106.03        11,535.68   

ALGER SPECTRA FUND CL A MONTH END PRICE 13.7200

      108,546.68        123,745.88   

ALGER SPECTRA I MONTH END PRICE 13.8100

      57,093.47        61,228.10   

ALICO INC MONTH END PRICE 36.6300

      875.37        1,210.75   

ALIGN TECHNOLOGY INC COMMON STOCK USD.0001

      1,172,745.95        1,073,231.25   

ALIGN TECHNOLOGY INC MONTH END PRICE 27.7500

      39,456.61        30,525.00   

ALKANE RESOURCES ADR F MONTH END PRICE 7.0600

      20,140.34        6,925.86   

ALKANE RESOURCES ORD F MONTH END PRICE 0.7060

      1,284.37        353.00   

ALL AMERICAN PET CO MONTH END PRICE 0.0220

      5,546.85        3,658.60   

ALL ENERGY CORP MONTH END PRICE 0.0500

      2,154.95        0.10   

ALL GRADE MINING INC MONTH END PRICE 0.0339

      746.95        33.90   

ALLEGHANY CORP DEL MONTH END PRICE 335.4200

      5,226.95        5,031.30   

ALLEGHENY TECH INC NEW MONTH END PRICE 30.3600

      68,819.05        63,290.54   

ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1

      339,504.81        270,659.40   

ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1

      443,635.37        426,558.00   

ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1

      93,871.96        75,292.80   

ALLEGIANT TRAVEL CO COMMON STOCK USD.001

      249,111.52        403,755.00   

ALLEN PARK MICH 6.6250% 05/01/19 MONTH END PRICE 80.2610

      10,354.10        8,026.10   

 

26

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ALLERGAN INC COMMON STOCK USD.01

      249,757.43         663,758.28   

ALLERGAN INC MONTH END PRICE 91.7300

      175,892.42         206,937.09   

ALLETE INC COMMON STOCK NPV

      358,917.42         364,722.00   

ALLIANCE DATA SYSTEMS MONTH END PRICE 144.7600

      35,723.48         40,243.28   

ALLIANCE NATL MUNI INC MONTH END PRICE 15.5500

      10,277.01         11,146.68   

ALLIANCE ONE INTL INC MONTH END PRICE 3.6400

      4,051.03         3,640.00   

ALLIANCE RES PARTNERS LP MONTH END PRICE 58.0584

      12,093.30         10,630.33   

ALLIANCE WORLD DLR GOVT FD II MONTH END PRICE 15.6500

      68,493.87         74,419.78   

ALLIANCEBERNSTEIN DISCOVERY VALUE MONTH END PRICE 17.1000

      40,536.84         42,370.91   

ALLIANCEBERNSTEIN HIGH INCMCL I SHS MONTH END PRICE 9.5100

      21,270.01         22,263.26   

ALLIANT ENERGY CORP MONTH END PRICE 43.9100

      26,744.55         29,089.04   

ALLIANT TECHSYSTEMS INC MONTH END PRICE 61.9600

      16,135.91         17,718.01   

ALLIANZ AGIC EMRG MKTS OPP D MONTH END PRICE 26.4200

      124,226.12         102,421.46   

ALLIANZ NFJ DIVIDEND VALUE FUND CL D MONTH END PRICE 12.7100

      241,944.45         239,837.89   

ALLIANZ NFJ INTL VALUE FD CL D MONTH END PRICE 21.3500

      76,508.07         80,039.68   

ALLIANZ NFJ LARGE CAP VALUE D MONTH END PRICE 15.4400

      11,932.22         9,055.00   

ALLIANZ NFJ MID CAP VALUE FD CL D MONTH END PRICE 18.3900

      11,868.25         12,468.31   

ALLIANZ NFJ SMALL CAP VALUE FD CL D MONTH END PRICE 29.2300

      10,632.21         15,325.17   

ALLIANZ RCM FOCUSED GROWTH FD D MONTH END PRICE 27.3800

      87,149.69         120,081.73   

ALLIANZ RCM GLOBAL SMALL CAP CL D MONTH END PRICE 30.1200

      56,930.91         58,903.97   

ALLIANZ RCM TECHNOLOGY FD CL D MONTH END PRICE 44.1300

      4,379.62         5,684.43   

ALLIANZ RCM WELLNESS D MONTH END PRICE 27.0100

      5,888.82         7,094.15   

ALLIANZ SE ADR MONTH END PRICE 13.8200

      3,255.95         4,146.00   

ALLIED ENERGY GROUP INC MONTH END PRICE 0.0300

      539.95         30.00   

ALLIED IRISH BANK ORD F IRISH SHARE MONTH END PRICE 0.0659

      257.99         46.13   

ALLIED IRISH BK ADR NEWF MONTH END PRICE 0.6000

      3,759.20         612.00   

ALLIED MOTIONS TECHS INC MONTH END PRICE 6.6000

      4,590.68         6,652.80   

ALLIED NEVADA GOLD CORP MONTH END PRICE 30.1300

      36,662.29         43,025.64   

ALLIQUA INC MONTH END PRICE 0.0510

      608.29         127.50   

ALLOT COMMUNICATIONS MONTH END PRICE 17.8200

      7,476.82         5,346.00   

ALLSCRIPTS HLTHCARE SLTN MONTH END PRICE 9.4200

      31,030.18         27,930.30   

ALLSTATE CORP COMMON STOCK USD.01

      1,036,534.48         1,217,151.00   

ALLSTATE CORP COMMON STOCK USD.01

      309,053.24         459,705.48   

ALLSTATE CORP MONTH END PRICE 40.1700

      17,820.14         21,673.99   

ALLY BANK .6000% 03/06/14 MONTH END PRICE 0.9992

      25,000.00         24,979.50   

ALLY BANK .7500% 05/02/14 MONTH END PRICE 1.0030

      108,000.00         108,321.84   

ALLY BANK 1.1500% 11/18/13 MONTH END PRICE 1.0051

      20,000.00         20,103.00   

ALLY BANK 0.95%13 MONTH END PRICE 1.0018

      3,000.00         3,005.46   

ALLY BK 0.85%13 MONTH END PRICE 1.0002

      12,000.00         12,001.92   

ALLY FINANCIAL 4.5% 2/11/14 MONTH END PRICE 102.2500

      20,295.00         20,450.00   

ALLY FINL INC PFD SER A MONTH END PRICE 26.2700

      15,016.65         16,096.64   

ALMADEN MINERALS LTD MONTH END PRICE 3.1700

      81,140.67         75,129.00   

ALMOST FAMILY INC MONTH END PRICE 20.2600

      12,625.98         10,656.76   

ALNYLAM PHARMACEUTICALS MONTH END PRICE 18.2500

      264,487.34         273,750.00   

ALON USA ENERGY INC COMMON STOCK USD.01

      85,841.92         110,349.00   

ALON USA ENERGY INC MONTH END PRICE 18.0900

      85,138.30         172,759.50   

ALPHA AND OMEGA SEMI MONTH END PRICE 8.4000

      864.25         840.00   

ALPHA NATURAL 9.7500% 04/15/18 MONTH END PRICE 108.0000

      5,097.00         5,400.00   

ALPHA NATURAL RESOURCES MONTH END PRICE 9.7400

      39,707.34         47,774.70   

ALPHATEC HOLDINGS INC COMMON STOCK USD.0001

      16,018.27         15,345.00   

ALPINE DYNAMIC DIVIDEND FUND INST MONTH END PRICE 3.4100

      7,276.46         4,532.75   

ALPINE EMRG MKTS REALESTATE MONTH END PRICE 18.4500

      18,480.43         20,549.65   

ALPINE GLOBAL DYNAMIC FD MONTH END PRICE 5.2300

      32,749.50         23,161.31   

ALPINE GLOBAL PREMIER FD MONTH END PRICE 7.2800

      19,649.29         22,342.32   

 

27

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ALPINE INNOVATORS INST MONTH END PRICE 11.5900

      52,000.00         46,871.29   

ALPINE INTL REAL ESTATE EQUITY FD MONTH END PRICE 23.6900

      102,850.46         77,889.83   

ALPINE REALTY INCM AND GWTH INST MONTH END PRICE 17.7200

      11,192.43         13,230.46   

ALPINE TOTAL DYNAMIC FD MONTH END PRICE 4.0300

      146,721.74         92,736.10   

ALPS ETF TRUST MONTH END PRICE 39.2500

      18,548.50         17,662.50   

ALPS RED ROCKS LISTED PRIVATE MONTH END PRICE 5.1400

      8,612.92         8,242.05   

ALPS TRUST ETF MONTH END PRICE 15.9500

      286,936.84         277,827.12   

ALPS/RED ROCKS LISTED PRIVATE EQTY I MONTH END PRICE 5.1600

      23,662.20         26,183.37   

ALSTOM UNSPON ADR MONTH END PRICE 3.9900

      1,314.06         1,444.38   

ALTAGAS INCOME LTD F MONTH END PRICE 33.2644

      11,238.21         20,890.04   

ALTAIR NANOTECH NEW MONTH END PRICE 2.1500

      8,374.74         1,876.95   

ALTERA CORP COMMON STOCK USD.001

      1,086,732.11         1,112,412.00   

ALTERA CORP COMMON STOCK USD.001

      244,242.21         257,129.04   

ALTERA CORPORATION MONTH END PRICE 34.3900

      6,158.38         5,674.35   

ALTERNATE ENERGY HLDGS MONTH END PRICE 0.0100

      56,327.34         750.00   

ALTERNATIVE EGY PTNR NEW MONTH END PRICE 0.0010

      9,608.00         0.80   

ALTERRA POWER CORP F MONTH END PRICE 0.4230

      4,079.22         1,692.00   

ALTERRUS SYSTEMS INC F MONTH END PRICE 0.0700

      469.00         70.00   

ALTISOURCE ASSET MGMT MONTH END PRICE 82.0000

      240.00         246.00   

ALTISOURCE PORTFOLIO SOLNS S MONTH END PRICE 86.6550

      3,682.98         3,552.86   

ALTISOURCE RES CL B MONTH END PRICE 15.8400

      230.75         205.92   

ALTRIA GROUP INC COMMON STOCK USD.333

      617,764.09         1,503,007.12   

ALTRIA GROUP INC COMPANY GUAR 02/39 10.2

      111,727.70         117,097.89   

ALTRIA GROUP INC COMPANY GUAR 05/21 4.75

      69,862.55         79,329.18   

ALTRIA GROUP INC COMPANY GUAR 08/19 9.25

      12,328.20         13,911.42   

ALTRIA GROUP INC COMPANY GUAR 08/22 2.85

      139,843.20         138,534.06   

ALTRIA GROUP INC COMPANY GUAR 11/13 8.5

      81,052.60         74,582.41   

ALTRIA GROUP INC MONTH END PRICE 31.4400

      2,297,795.73         2,496,894.99   

ALUMINA LIMITED ADR MONTH END PRICE 3.8600

      6,838.78         7,720.00   

ALVARION LTD MONTH END PRICE 0.3721

      19,682.62         3,907.05   

AM CENTURY SH DUR INFL PROTEC BD INV MONTH END PRICE 10.5600

      44,645.36         44,132.33   

AMADA CO LTD COMMON STOCK

      823,369.32         858,899.61   

AMADEUS IT HOLDING SA A SHS COMMON STOCK EUR.01

      503,922.10         642,513.67   

AMADEUS IT HOLDING SA A SHS COMMON STOCK EUR.01

      92,906.79         130,766.24   

AMANA INCOME FUND MONTH END PRICE 34.2400

      1,701,346.27         1,970,360.42   

AMANA TRUST GROWTH FUND MONTH END PRICE 26.8900

      1,407,652.02         1,740,363.64   

AMARIN CORP PLC NEW ADR MONTH END PRICE 8.0900

      172,630.03         129,003.14   

AMARIN CORPORATION PLC ADR ADR GBP.1

      763,398.91         649,627.00   

AMAROK RES INC MONTH END PRICE 0.0168

      38,863.82         506.27   

AMAZON COM INC MONTH END PRICE 250.8700

      1,263,053.95         1,372,258.90   

AMAZON.COM INC COMMON STOCK USD.01

      482,093.48         999,537.20   

AMAZON.COM INC COMMON STOCK USD.01

      621,585.65         713,991.02   

AMAZON.COM INC COMMON STOCK USD.01

      684,231.00         2,140,215.08   

AMBAC FINANCIAL GRP INC MONTH END PRICE 0.0144

      1,297.20         72.70   

AMBAC INC 9.375% 8/01/11 MONTH END PRICE 35.2500

      4,972.50         1,762.50   

AMC ENTERTAINMNT 8.75%19 MONTH END PRICE 110.7500

      5,275.00         5,537.50   

AMC NETWORKS INC CL A MONTH END PRICE 49.5000

      5,386.77         5,544.00   

AMCAP FUND MONTH END PRICE 21.6900

      67,993.00         75,294.54   

AMDOCS LIMITED MONTH END PRICE 33.9900

      10,507.78         11,896.50   

AMER EXP CENT BK 0.55% 2/25/13 MONTH END PRICE 1.0002

      90,000.00         90,018.90   

AMER EXP CENT BK 2.75% 12/09/13 MONTH END PRICE 1.0201

      7,000.00         7,140.42   

AMER EXP CENT BK 1.1000% 11/25/13 MONTH END PRICE 1.0047

      150,000.00         150,712.50   

AMER EXP CENT BK 1.8000% 03/11/13 MONTH END PRICE 1.0031

      10,000.00         10,030.70   

AMER EXP CENT BK 0.5%13 MONTH END PRICE 1.0000

      93,000.00         93,004.65   

 

28

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

AMER EXP CENT BK 1.1500% 12/09/13 MONTH END PRICE 1.0053

      15,000.00         15,079.20   

AMER EXP CENT BK 0.55%13 MONTH END PRICE 1.0001

      200,000.00         200,026.00   

AMER EXP CENT BK 2.0000% 02/04/13 MONTH END PRICE 1.0015

      30,000.00         30,044.70   

AMER EXPRESS CREDIT CO SR UNSECURED 08/14 5.125

      249,760.00         267,835.75   

AMER GENL FIN 5.5% 3/15/13 MONTH END PRICE 99.8870

      7,033.25         6,992.09   

AMER SPORTS CORP ADR MONTH END PRICE 7.6700

      1,476.95         1,534.00   

AMER STRATEGIC INCM MONTH END PRICE 11.4500

      12,196.60         11,450.00   

AMERCIAN FUNDS WASHINGTON MUTUAL F-1 MONTH END PRICE 31.1200

      99,509.14         105,336.28   

AMERCO COMMON STOCK USD.25

      173,376.39         177,534.00   

AMERCO MONTH END PRICE 126.8100

      10,810.33         15,217.20   

AMEREN CORP MONTH END PRICE 30.7200

      32,004.76         30,589.02   

AMEREN CORPORATION COMMON STOCK USD.01

      141,642.24         132,096.00   

AMEREN CORPORATION COMMON STOCK USD.01

      218,031.62         176,179.20   

AMERENENERGY GEN 6.3% 4/01/20 MONTH END PRICE 72.0000

      36,749.50         32,400.00   

AMERENENERGY GEN 7%18 MONTH END PRICE 72.5000

      4,907.50         3,625.00   

AMERESCO INC CL A COMMON STOCK USD.0001

      35,371.44         35,316.00   

AMERESCO INC MONTH END PRICE 9.8100

      5,779.33         4,905.00   

AMERICA EUROPACIFIC GROWTH FDF2 MONTH END PRICE 41.1500

      27,004.96         30,974.59   

AMERICA MOVIL S.A.B. DE C.V. MONTH END PRICE 23.1400

      80,699.72         75,320.70   

AMERICA MOVIL SAB DE CV COMPANY GUAR 03/20 5.

      99,356.00         116,347.20   

AMERICA MOVIL SAB DE CV COMPANY GUAR 11/17 5.625

      49,816.50         59,862.30   

AMERICA S CAR MART INC COMMON STOCK USD.01

      727,502.33         966,402.00   

AMERICAN AXLE 6.6250% 10/15/22 MONTH END PRICE 102.0000

      4,860.00         5,100.00   

AMERICAN BALANCED FD INC R5 MONTH END PRICE 20.4100

      62,892.38         73,080.86   

AMERICAN BALANCED FUND CL F MONTH END PRICE 20.3900

      9,321.51         10,049.93   

AMERICAN BEACON BALANCED INV MONTH END PRICE 13.0500

      10,288.48         10,844.33   

AMERICAN BEACON FDSSIM HYLD INV MONTH END PRICE 10.3000

      15,712.50         16,569.41   

AMERICAN BEACON INTL EQT INV MONTH END PRICE 16.4800

      110,488.92         97,932.50   

AMERICAN BEACON LARGECAP VAL INV MONTH END PRICE 20.5400

      213,026.56         231,710.57   

AMERICAN BEACON SMALL CAP VAL INV MONTH END PRICE 20.7700

      18,358.87         23,028.01   

AMERICAN CAMPUS COMMUNITIES MONTH END PRICE 46.1300

      41,143.70         45,234.92   

AMERICAN CAPITAL 8% MONTH END PRICE 25.6999

      7,652.75         7,709.97   

AMERICAN CAPITAL AGENCY MONTH END PRICE 28.9000

      1,877,297.72         1,691,743.15   

AMERICAN CAPITAL INC BUILDER R5 MONTH END PRICE 52.7800

      71,190.04         72,847.59   

AMERICAN CAPITAL LTD MONTH END PRICE 12.0205

      86,808.24         97,395.56   

AMERICAN CENT GLOBAL GOLD FUND MONTH END PRICE 17.9700

      67,542.90         64,980.62   

AMERICAN CENT ONE CHOICE VERY CONSRV MONTH END PRICE 11.3800

      5,133.48         5,928.58   

AMERICAN CENTRY STRAT ALLC AGRSV INV MONTH END PRICE 8.0500

      63,276.70         62,933.64   

AMERICAN CENTURY CAPITAL VALUE FUND MONTH END PRICE 6.8400

      1,568.36         1,581.26   

AMERICAN CENTURY DIVERSIFIED BD INV MONTH END PRICE 11.1500

      103,739.66         104,790.23   

AMERICAN CENTURY EMERGING MRKTS INV MONTH END PRICE 8.7900

      42,406.20         48,988.43   

AMERICAN CENTURY EQUITY GROWTH FD I MONTH END PRICE 24.4900

      556,525.48         609,364.49   

AMERICAN CENTURY EQUITY INC INST CL MONTH END PRICE 7.8200

      26,417.83         29,655.61   

AMERICAN CENTURY EQUITY INCOME FD IN MONTH END PRICE 7.8200

      519,129.93         542,627.04   

AMERICAN CENTURY GOVT BOND FUND INV MONTH END PRICE 11.4500

      13,127.54         13,168.42   

AMERICAN CENTURY GROWTH FD INVESTOR MONTH END PRICE 26.8800

      231,960.23         251,291.93   

AMERICAN CENTURY HERITAGE FUND INV MONTH END PRICE 22.2900

      128,858.11         138,299.78   

AMERICAN CENTURY HIGH YIELD MONTH END PRICE 6.2300

      127,455.23         132,092.76   

AMERICAN CENTURY INFLATION ADJ BD I MONTH END PRICE 13.1800

      508,127.14         527,839.05   

AMERICAN CENTURY INTL BOND FUND INST MONTH END PRICE 14.6000

      29,520.94         28,222.22   

AMERICAN CENTURY INTL BOND FUND INV MONTH END PRICE 14.6100

      78,256.65         78,823.20   

AMERICAN CENTURY INTL DISCOVERY FUND MONTH END PRICE 10.2700

      5,084.51         4,552.56   

AMERICAN CENTURY INTL GROWTH INV CL MONTH END PRICE 11.5200

      63,592.44         63,148.88   

AMERICAN CENTURY LIVESTRONG 2015 INV MONTH END PRICE 12.3600

      10,486.26         11,056.13   

 

29

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

AMERICAN CENTURY LIVESTRONG 2020 INV MONTH END PRICE 10.7800

      10,570.76         11,483.51   

AMERICAN CENTURY LIVESTRONG 2025 INV MONTH END PRICE 12.6800

      110,533.87         125,685.88   

AMERICAN CENTURY LIVESTRONG 2035 INV MONTH END PRICE 13.1400

      17,817.31         19,338.64   

AMERICAN CENTURY LIVESTRONG 2040 INV MONTH END PRICE 10.6400

      2,659.01         2,607.01   

AMERICAN CENTURY LIVESTRONG 2045 INV MONTH END PRICE 13.2800

      1,159.90         1,181.96   

AMERICAN CENTURY ONE CHOICE PORT AGG MONTH END PRICE 13.2500

      55,632.37         58,846.40   

AMERICAN CENTURY ONE CHOICE PORT MONTH END PRICE 13.3700

      6,675.76         7,119.69   

AMERICAN CENTURY REAL ESTATE FD INV MONTH END PRICE 23.5600

      2,338.27         3,266.31   

AMERICAN CENTURY SHORT DURATION INV MONTH END PRICE 10.5400

      53,599.51         53,491.91   

AMERICAN CENTURY SMALL COMPANY FUND MONTH END PRICE 8.7300

      4,194.47         4,016.07   

AMERICAN CENTURY STRAT MONTH END PRICE 10.3800

      14,833.50         15,245.15   

AMERICAN CENTURY ULTRA FUND INV MONTH END PRICE 26.0400

      62,039.50         70,226.73   

AMERICAN CENTURY UTILITIES FD INV MONTH END PRICE 15.0300

      44,935.96         45,034.76   

AMERICAN CENTURY VALUE FUND INV MONTH END PRICE 6.3700

      125,942.61         133,278.08   

AMERICAN CENTURY VISTA INV MONTH END PRICE 17.7500

      21,716.53         18,630.76   

AMERICAN CENTURY ZERO COUPON 2020 IN MONTH END PRICE 99.3500

      6,734.81         7,159.86   

AMERICAN CENTURY ZERO COUPON 2025 IN MONTH END PRICE 89.3600

      107,158.15         108,758.18   

AMERICAN CENTURY ZERO CPN 2015 INV MONTH END PRICE 114.1700

      50,169.37         62,906.87   

AMERICAN CENTUTY MIDCAP VALUE FD INV MONTH END PRICE 13.0300

      285,522.21         318,533.63   

AMERICAN CENTY 1 CHOICE PORT MOD MONTH END PRICE 12.7200

      9,049.22         9,423.20   

AMERICAN CENTY INVT TR MONTH END PRICE 11.2400

      51,505.60         51,952.04   

AMERICAN ELEC PWR INC MONTH END PRICE 42.6800

      337,337.12         371,301.56   

AMERICAN ELECTRIC POWER COMMON STOCK USD6.5

      396,493.81         485,997.16   

AMERICAN ENERGY DEV MONTH END PRICE 0.1100

      1,076.95         110.00   

AMERICAN ENTERPRISE DEV MONTH END PRICE 0.0000

      277.90         —     

AMERICAN EX CENT 3.5% 9/12/16 MONTH END PRICE 1.0755

      5,000.00         5,377.55   

AMERICAN EXPRES 8.1250% 05/20/19 MONTH END PRICE 135.3574

      5,042.50         6,767.87   

AMERICAN EXPRESS CO COMMON STOCK USD.2

      1,308,209.59         1,392,165.60   

AMERICAN EXPRESS CO COMMON STOCK USD.2

      637,064.51         1,319,280.96   

AMERICAN EXPRESS CO SR UNSECURED 144A 12/22 2.65

      259,843.00         229,084.14   

AMERICAN EXPRESS CO SUBORDINATED 09/66 VAR

      62,515.07         64,425.00   

AMERICAN EXPRESS CO MONTH END PRICE 57.4800

      585,490.53         624,836.71   

AMERICAN FD AMCAP FUND F1 MONTH END PRICE 21.5900

      9,657.85         12,819.02   

AMERICAN FD AMERICAN MUTUAL FD CL F1 MONTH END PRICE 28.2600

      10,000.00         11,259.89   

AMERICAN FD BOND FD OF AMERICA CL F1 MONTH END PRICE 12.9500

      88,731.76         95,855.28   

AMERICAN FD BOND FUND OF AMERICA R5 MONTH END PRICE 12.9500

      88,939.82         91,537.33   

AMERICAN FD CAPITAL INCOME BUILDER A MONTH END PRICE 52.7700

      19,332.87         17,002.60   

AMERICAN FD CAPITAL WORLD GR/INC R5 MONTH END PRICE 37.2000

      16,590.99         16,651.39   

AMERICAN FD EUROPACIFIC GR FD CL F1 MONTH END PRICE 40.9900

      397,017.14         415,787.76   

AMERICAN FD FUNDAMENTAL INV FD CL F1 MONTH END PRICE 40.7600

      72,904.11         86,409.98   

AMERICAN FD GROWTH FD OF AMER R5 MONTH END PRICE 34.3000

      131,791.03         146,802.15   

AMERICAN FD GROWTH FUND OF AMERICA F MONTH END PRICE 34.1400

      297,730.28         329,690.08   

AMERICAN FD HIGH INCOME TRUST CL A MONTH END PRICE 11.3600

      28,638.12         30,005.63   

AMERICAN FD HIGH INCOME TRUST CL F1 MONTH END PRICE 11.3600

      233,288.42         242,304.43   

AMERICAN FD INCOME FUND CL F1 MONTH END PRICE 18.0300

      58,715.39         57,688.45   

AMERICAN FD INCOME FUND OF AMERICA MONTH END PRICE 18.0600

      20,884.01         19,890.09   

AMERICAN FD NEW ECONOMY R5 MONTH END PRICE 28.4800

      9,782.10         10,886.17   

AMERICAN FD NEW PERSPECTIVE FD CL R5 MONTH END PRICE 31.2200

      136,733.75         154,570.34   

AMERICAN FD NEW WORLD FD CL A MONTH END PRICE 54.4900

      53,854.20         56,447.88   

AMERICAN FD NEW WORLD MONTH END PRICE 54.1000

      35,248.26         40,902.25   

AMERICAN FD NEWPERSPECTIVE CL F1 MONTH END PRICE 31.1100

      20,790.46         23,837.38   

AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV

      143,302.95         146,224.00   

AMERICAN FUNDAMENTAL INVESTOR R5 MONTH END PRICE 40.7900

      67,050.99         87,589.26   

AMERICAN FUNDS AMCAP R5 MONTH END PRICE 21.8100

      206.45         223.99   

 

30

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

AMERICAN FUNDS AMERICAN HI INC TR R5 MONTH END PRICE 11.3600

      21,548.48         22,445.05   

AMERICAN FUNDS AMERICAN MUTUAL A MONTH END PRICE 28.3600

      83,352.85         94,785.10   

AMERICAN FUNDS BOND FUND OF AMER A MONTH END PRICE 12.9500

      94,580.42         94,579.06   

AMERICAN FUNDS CAPITAL WORLD G/I A MONTH END PRICE 37.2000

      71,041.10         61,963.89   

AMERICAN FUNDS INCM FUND OF AMER R5 MONTH END PRICE 18.0600

      69,328.06         76,384.93   

AMERICAN FUNDS NEW PERSPECTIVE R6 MONTH END PRICE 31.2500

      13,712.66         13,909.50   

AMERICAN FUNDS NEW WORLD R5 MONTH END PRICE 54.5900

      25,461.36         28,438.82   

AMERICAN FUNDS SMALLCAP WORLD R5 MONTH END PRICE 40.2500

      20,131.31         21,031.15   

AMERICAN FUNDS WASHINGTON MUTUAL R5 MONTH END PRICE 31.1900

      63,172.56         58,484.90   

AMERICAN GEN FIN 5.75% 9/15/16 MONTH END PRICE 90.6250

      20,241.15         22,656.25   

AMERICAN GEN FIN CORP 6% 12/15/14 MONTH END PRICE 97.3750

      7,617.10         9,737.50   

AMERICAN GREEN GROUP NEW MONTH END PRICE 0.0001

      864.95         —     

AMERICAN INCOME FD INC MONTH END PRICE 8.3700

      2,973.90         3,008.19   

AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5

      2,504,768.09         1,222,121.30   

AMERICAN INTERNATIONAL GROUP MONTH END PRICE 35.3000

      472,399.03         509,626.10   

AMERICAN INTL GP 21WTS 1/19/11 MONTH END PRICE 13.8000

      12,941.29         14,338.20   

AMERICAN INTL GROUP IN 5.6% 10/18/16 MONTH END PRICE 114.2382

      26,112.49         35,413.84   

AMERICAN INTL GROUP SR UNSECURED 01/18 5.85

      19,889.80         23,643.94   

AMERICAN INTL GROUP SR UNSECURED 08/18 8.25

      140,000.00         183,944.04   

AMERICAN INTL GROUP SR UNSECURED 144A 11/13 3.75

      100,731.00         102,581.90   

AMERICAN INTL PETE CORP NEW MONTH END PRICE 0.0000

      3,347.50         —     

AMERICAN INVSTMNT CO OF AMERICA R5 MONTH END PRICE 30.1500

      66,276.19         63,326.07   

AMERICAN LIBERTY PET MONTH END PRICE 0.0402

      1,779.17         201.00   

AMERICAN LITHIUM MINERALS IN MONTH END PRICE 0.0075

      55,344.09         862.69   

AMERICAN LORAIN CORP MONTH END PRICE 1.2801

      13,306.95         6,400.50   

AMERICAN PAC RIM COMM CP MONTH END PRICE 0.0000

      156.95         —     

AMERICAN POWER CORP MONTH END PRICE 0.0590

      67,262.27         3,009.00   

AMERICAN PUBLIC EDUCATION MONTH END PRICE 36.1200

      3,664.60         3,612.00   

AMERICAN REALTY CAPITAL TRUST MONTH END PRICE 11.5400

      19,280.75         22,064.48   

AMERICAN SAFETY INS HOLDINGS COMMON STOCK USD.01

      131,190.55         141,900.00   

AMERICAN SCIENCE & ENG MONTH END PRICE 65.2100

      29,274.23         30,067.46   

AMERICAN SECURITY RES CP MONTH END PRICE 0.0001

      3,527.80         175.00   

AMERICAN SELECT PORT MONTH END PRICE 10.9300

      19,294.88         17,829.21   

AMERICAN SIERRA GOLD NEW MONTH END PRICE 0.1150

      4,065.27         30.71   

AMERICAN SMALL CAPITAL WORLD FD A MONTH END PRICE 39.9100

      37,421.73         38,956.95   

AMERICAN SOFTWARE CL A MONTH END PRICE 7.7600

      656.50         776.00   

AMERICAN STS WTR CO MONTH END PRICE 47.9800

      35,648.70         50,982.91   

AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01

      155,628.73         134,668.00   

AMERICAN SUPERCONDUCTOR CORP MONTH END PRICE 2.6200

      27,155.59         6,248.70   

AMERICAN TOWER CORP REIT USD.01

      1,182,736.89         1,339,398.18   

AMERICAN TOWER CORP REIT USD.01

      412,232.42         714,052.07   

AMERICAN TOWER CORP REIT MONTH END PRICE 77.2700

      175,780.18         197,956.10   

AMERICAN UNITY INVTS INC MONTH END PRICE 0.0000

      2,159.76         —     

AMERICAN US GOVT SEC FD R5 MONTH END PRICE 14.2100

      47,480.83         50,512.24   

AMERICAN VANGUARD CORP MONTH END PRICE 31.0700

      3,166.95         3,107.00   

AMERICAN WATER WORKS CO MONTH END PRICE 37.1300

      44,594.55         49,266.81   

AMERICAN WOODMARK CORP COMMON STOCK NPV

      106,514.40         111,280.00   

AMERICANWEST BANCORP MONTH END PRICE 0.0250

      2,873.90         750.00   

AMERICAS WIND ENERGY CP MONTH END PRICE 0.0147

      2,960.87         52.92   

AMERIGO RESOURCES LTD MONTH END PRICE 0.5890

      7,753.40         11,780.00   

AMERIPRISE FINANCIAL INC COMMON STOCK USD.01

      264,221.21         316,281.50   

AMERIPRISE FINANCIAL INC COMMON STOCK USD.01

      498,035.10         733,459.93   

AMERIPRISE FINANCIAL INC COMMON STOCK USD.01

      115,316.32         309,266.94   

AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 A1A

      59,521.35         66,852.01   

 

31

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

AMERISAFE INC COMMON STOCK USD.01

      314,436.04        327,000.00   

AMERISAFE INC MONTH END PRICE 27.2500

      2,741.59        4,523.50   

AMERISOURCEBERGEN CORP COMMON STOCK USD.01

      101,640.47        239,778.54   

AMERISOURCEBERGEN CORP MONTH END PRICE 43.1800

      79,747.40        96,033.22   

AMERISTOCK FUND MONTH END PRICE 38.0500

      39,215.20        38,851.68   

AMERITYRE CORPORATION MONTH END PRICE 0.1400

      536.96        42.00   

AMERLITHIUM CORP MONTH END PRICE 0.0093

      197,335.13        2,719.13   

AMERN CAPITAL MTG IN MONTH END PRICE 23.5700

      133,009.02        132,583.87   

AMERN EAGLE ENERGY NEW MONTH END PRICE 0.8200

      331.01        182.86   

AMERN EAGLE OUTFITRS INC MONTH END PRICE 20.5100

      31,184.03        34,558.48   

AMERN EQUITY INVT LIFE HLD MONTH END PRICE 12.2100

      10,821.04        10,208.07   

AMERN FINANCIAL GP NEW MONTH END PRICE 39.5200

      68,832.20        93,282.39   

AMERN HOME MORTGAGE INVT MONTH END PRICE 0.0066

      595.04        2.73   

AMERN ORIENTAL BIO NEW MONTH END PRICE 0.3400

      2,792.22        184.62   

AMGEN INC COMMON STOCK USD.0001

      1,052,256.98        1,563,168.88   

AMGEN INC SR UNSECURED 11/21 3.875

      152,817.00        164,727.60   

AMGEN INCORPORATED MONTH END PRICE 86.2000

      220,665.16        277,397.38   

AMIDEX35 ISRAEL MUTUAL MONTH END PRICE 12.4600

      12,744.78        10,595.83   

AMISH NATURALS INC MONTH END PRICE 0.0000

      2,959.23        —     

AMKOR TECHNOLOG 7.375%18 MONTH END PRICE 103.7500

      5,294.25        5,187.50   

AMKOR TECHNOLOGY INC MONTH END PRICE 4.2408

      5,570.10        4,240.80   

AMN HEALTHCARE SERVICES MONTH END PRICE 11.5500

      7,050.12        9,205.35   

AMOROCORP INC MONTH END PRICE 0.0000

      1,030.00        —     

AMPHENOL CORP CL A COMMON STOCK USD.001

      155,890.71        245,536.50   

AMPHENOL CORP CL A MONTH END PRICE 64.7000

      32,129.30        38,820.00   

AMPLIPHI BIOSCIENCES CP MONTH END PRICE 0.1750

      3,738.31        1,750.00   

AMR CORP DEL 9% 9/15/16 MONTH END PRICE 78.5000

      9,885.00        7,850.00   

AMR CORP DEL MONTH END PRICE 0.7950

      93,179.15        133,777.04   

AMR CORP MONTH END PRICE 19.0310

      2,011.77        1,903.10   

AMRN 130119C00009000 MONTH END PRICE 35.0000

      (735.42 )      (350.00 ) 

AMRN 130316C00011000 MONTH END PRICE 55.0000

      (1,620.18 )      (1,650.00 ) 

AMTECH SYS INCNEW MONTH END PRICE 3.2200

      45,684.42        7,760.20   

AMTRUST FINL SVCS MONTH END PRICE 28.6900

      37,733.89        42,339.39   

AMWEST IMAGING INC MONTH END PRICE 0.0003

      87,720.29        81.24   

AMYRIS INC MONTH END PRICE 3.1200

      6,974.90        3,744.00   

ANADARKO FINANCE CO COMPANY GUAR 05/31 7.5

      87,656.53        105,845.28   

ANADARKO PETE COR 7.2000% 03/15/29 MONTH END PRICE 118.7441

      13,661.03        20,186.50   

ANADARKO PETE CORP 5.95% 9/15/16 MONTH END PRICE 115.0066

      6,918.00        9,200.53   

ANADARKO PETRO 6.375% 9/15/17 MONTH END PRICE 119.2672

      22,575.80        23,853.44   

ANADARKO PETROLEUM CORP COMMON STOCK USD.1

      811,920.71        888,376.05   

ANADARKO PETROLEUM CORP COMMON STOCK USD.1

      428,066.63        874,405.77   

ANADARKO PETROLEUM CORP SR UNSECURED 09/17 6.375

      117,658.93        125,421.98   

ANADARKO PETROLEUM CORP MONTH END PRICE 74.3100

      171,203.20        177,998.54   

ANADIGICS INC COMMON STOCK USD.01

      67,398.91        93,240.00   

ANADIGICS INC MONTH END PRICE 2.5200

      23,944.00        20,202.84   

ANALOG DEVICES INC COMMON STOCK USD.167

      1,296,565.16        1,360,851.30   

ANALOG DEVICES INC COMMON STOCK USD.167

      225,935.32        294,882.66   

ANALOG DEVICES MONTH END PRICE 42.0600

      1,856.27        2,135.47   

ANAREN MICROWAVE INC MONTH END PRICE 19.4500

      13,555.88        12,642.50   

ANAVEX LIFE SCIENCES CORP MONTH END PRICE 0.7900

      57,978.92        15,800.00   

ANDERSONS INC MONTH END PRICE 42.9000

      23,255.12        25,740.00   

ANDERSONS INC/THE COMMON STOCK NPV

      813,513.83        827,970.00   

ANDERSONS INC/THE COMMON STOCK NPV

      878,557.83        977,047.50   

ANDIAMO CORP MONTH END PRICE 0.0018

      306.95        90.00   

 

32

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ANDREA ELECTRONICS CORP MONTH END PRICE 0.0320

      283.20        96.00   

ANGIODYNAMICS INC MONTH END PRICE 10.9900

      40,024.20        32,970.00   

ANGLO AMER PLATINUM ADRF MONTH END PRICE 8.7100

      38,068.08        18,203.90   

ANGLO AMERICAN PLC COMMON STOCK USD.54945

      960,378.02        743,771.49   

ANGLO AMERN PLC ADR MONTH END PRICE 15.6100

      81,919.61        55,056.47   

ANGLOGOLD ASHANTI ADR MONTH END PRICE 31.3700

      111,308.16        91,474.92   

ANHEUSER BUSCH INBEV NV COMMON STOCK NPV

      537,145.33        653,754.23   

ANHEUSER BUSCH INBEV SA/NV MONTH END PRICE 87.4100

      151,348.43        162,407.78   

ANHEUSER BUSCH INBEV SPN ADR ADR

      980,703.92        1,029,689.80   

ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/20 5.375

      278,008.84        316,428.84   

ANHEUSER BUSCH INBEV WOR COMPANY GUAR 07/22 2.5

      109,469.80        110,688.60   

ANIKA THERAPEUTICS INC MONTH END PRICE 9.9400

      29,809.28        19,880.00   

ANN INC MONTH END PRICE 33.8400

      21,765.27        23,688.00   

ANNALY MTG MGMT INC MONTH END PRICE 14.0400

      2,653,331.35        2,238,600.92   

ANNALY MTG MGMT PFD MONTH END PRICE 25.4100

      20,944.62        20,554.42   

ANNIE S INC COMMON STOCK USD.001

      92,125.86        78,226.20   

ANSYS INC MONTH END PRICE 67.3400

      4,712.40        5,050.50   

ANTARES PHARMA INC MONTH END PRICE 3.8100

      54,422.07        54,102.00   

ANTHEM RESOURCES INC F MONTH END PRICE 0.1284

      959.33        849.49   

ANTHERA PHARMACEUTIC MONTH END PRICE 0.6200

      4,797.39        3,100.00   

ANTHRACITE CAP INC MONTH END PRICE 0.0000

      1,594.56        —     

ANTRIM ENERGY MONTH END PRICE 0.5290

      820.73        158.70   

ANWORTH MTG 8.625% PFD MONTH END PRICE 25.6500

      6,321.95        6,412.50   

ANWORTH MTG ASSET CORP MONTH END PRICE 5.7800

      11,871.94        10,346.52   

AOL INC MONTH END PRICE 29.6100

      84,492.24        73,718.62   

AON PLC CLASS A MONTH END PRICE 55.6100

      2,145.46        2,780.50   

AON PLC COMMON STOCK USD.01

      248,777.19        416,888.80   

AON PLC COMMON STOCK USD.01

      276,855.77        350,280.00   

AP PHARMA INC NEW MONTH END PRICE 0.5450

      34,599.85        31,980.60   

APA 130216C00080000 MONTH END PRICE 228.0000

      (671.75 )      (684.00 ) 

APA GROUP ORD MONTH END PRICE 5.7413

      47,896.06        60,283.65   

APACHE CORP 6% PFD MONTH END PRICE 45.7000

      4,931.95        4,570.00   

APACHE CORP COMMON STOCK USD.625

      1,523,050.91        1,259,140.00   

APACHE CORP COMMON STOCK USD.625

      492,787.01        715,606.00   

APACHE CORP SR UNSECURED 04/22 3.25

      79,728.80        84,784.48   

APACHE CORP SR UNSECURED 04/43 4.75

      54,661.30        54,430.35   

APACHE CORP SR UNSECURED 09/13 6.

      109,423.60        114,180.77   

APACHE CORP SR UNSECURED 09/40 5.1

      29,731.02        34,102.23   

APACHE CORP MONTH END PRICE 78.5000

      1,352,381.22        1,249,085.64   

APARTMENT INVT & MGMT CL A MONTH END PRICE 27.0600

      6,181.03        7,766.22   

APARTMENT INVT + MGMT CO A REIT USD.01

      78,064.66        90,353.34   

APERAM F MONTH END PRICE 15.6700

      611.25        235.05   

APEX SILVER MINES LTD MONTH END PRICE 0.0000

      10,294.31        —     

APOGEE ENTERPRISES INC COMMON STOCK USD.333

      90,113.01        93,483.00   

APOGEE ENTERPRISES INC MONTH END PRICE 23.9700

      41,505.91        52,962.39   

APOGEE TECHNOLOGY INC MONTH END PRICE 0.0000

      14,354.85        —     

APOLLO GROUP INC CL A COMMON STOCK NPV

      2,062,951.47        1,480,048.16   

APOLLO GROUP INC CL A COMMON STOCK NPV

      124,778.43        50,249.84   

APOLLO GROUP INC CLASS A MONTH END PRICE 20.9200

      17,584.77        17,886.60   

APOLLO INVESTMENT CORP COMMON STOCK USD.001

      453,227.40        451,440.00   

APOLLO INVESTMENT CORP MONTH END PRICE 8.3600

      146,092.79        150,722.74   

APOLLO RESIDENTIAL M MONTH END PRICE 20.1900

      25,180.09        25,393.71   

APOLLO RESIDENTIAL MORTGAGE COMMON STOCK USD.01

      464,195.09        508,788.00   

APOLO GOLD & ENERGY NEW MONTH END PRICE 0.0900

      1,827.36        774.00   

 

33

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

A-POWER EGY GENERTN SYS MONTH END PRICE 0.0000

      4,524.37         —     

APPLE INC COMMON STOCK NPV

      993,000.26         2,318,680.50   

APPLE INC COMMON STOCK NPV

      3,491,889.05         4,990,226.86   

APPLE INC COMMON STOCK NPV

      2,532,333.67         3,891,119.00   

APPLE INC COMMON STOCK NPV

      1,183,632.42         3,014,284.65   

APPLE INC COMMON STOCK NPV

      2,579,771.14         11,769,302.40   

APPLE INC MONTH END PRICE 532.1729

      67,095,176.55         63,161,894.34   

APPLESEED FD INST CL MONTH END PRICE 12.8300

      26,231.46         27,030.31   

APPLESEED FD INVESTOR CL MONTH END PRICE 12.8000

      43,870.63         45,196.94   

APPLIED DNA SCIENCES INC MONTH END PRICE 0.2100

      2,274.40         1,995.00   

APPLIED MATERIALS INC COMMON STOCK USD.01

      544,839.25         515,944.00   

APPLIED MATERIALS INC COMMON STOCK USD.01

      705,613.50         671,242.00   

APPLIED MATERIALS INC COMMON STOCK USD.01

      342,949.38         322,802.48   

APPLIED MATERIALS INC MONTH END PRICE 11.4400

      124,075.41         114,370.28   

APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01

      61,672.04         65,394.00   

APPLIED MICRO CIRCUITS CORP COMMON STOCK USD.01

      424,260.01         545,160.00   

APPLIED MICRO CIRCUITS NEW MONTH END PRICE 8.4200

      480.92         421.00   

APPLIED NEUROSOLUTIONS INC MONTH END PRICE 0.0030

      10,569.95         3.00   

APPLIED SOLAR INC MONTH END PRICE 0.0000

      1,107.75         —     

APPLIEDTHEORY CORP MONTH END PRICE 0.0000

      11,260.36         —     

APRIA HLTHCRE 12.375%14 MONTH END PRICE 98.7500

      23,494.53         24,687.50   

APRICUS BIOSCIENCES INC MONTH END PRICE 1.9900

      6,615.95         3,940.20   

AQR DIVERSIFIED ARBITRAGE I MONTH END PRICE 11.0400

      90,951.02         91,058.31   

AQR MANAGED FUTURES STRATEGY I MONTH END PRICE 9.7800

      30,273.01         30,718.34   

AQR MGD FUTURES STRAT FD CL N MONTH END PRICE 9.7300

      21,911.94         20,902.42   

AQR RISK BALANCED CMDY MONTH END PRICE 9.8700

      23,000.00         22,371.82   

AQR RISK PARITY FD CL I MONTH END PRICE 11.4900

      21,168.55         21,992.66   

AQR RISK PARITY FD N MONTH END PRICE 11.4700

      15,747.21         15,254.60   

AQUA AMERICA INC MONTH END PRICE 25.4200

      42,609.29         52,112.47   

AQUALIV TECHNOLOGIES INC MONTH END PRICE 0.0010

      44.50         1.78   

AQUILEX HLDGS 11.125%16 MONTH END PRICE 52.2500

      49,534.90         26,125.00   

ARABIAN SHIELD DEV CO MONTH END PRICE 8.3100

      6,287.42         6,897.30   

ARAFURA RESOURCES ORD MONTH END PRICE 0.1869

      99,905.24         19,334.81   

ARBITRAGE FUND CL I MONTH END PRICE 12.7700

      18,584.13         18,196.15   

ARBITRAGE FUND CL R MONTH END PRICE 12.5500

      18,759.15         18,686.86   

ARC RESOURCES LTD CDA F MONTH END PRICE 24.5600

      55,943.12         63,929.68   

ARCA BIOPHARMA INC MONTH END PRICE 0.3800

      437.87         38.76   

ARCELOR MITTAL NY NEW MONTH END PRICE 17.4700

      316,467.64         358,135.00   

ARCELORMITTAL 6.125% 6/01/18 MONTH END PRICE 101.5558

      14,970.00         15,233.37   

ARCELORMITTAL 9.8500% 06/01/19 MONTH END PRICE 120.7220

      6,434.35         6,036.10   

ARCELORMITTAL COMMON STOCK

      520,072.68         297,750.16   

ARCELORMITTAL SR UNSECURED 02/17 5.

      49,087.50         50,469.75   

ARCH COAL 8.7500% 08/01/16 MONTH END PRICE 103.7500

      4,846.00         5,187.50   

ARCH COAL INC 7.2500% 10/01/20 MONTH END PRICE 92.2500

      5,219.25         4,612.50   

ARCH COAL INC COMPANY GUAR 06/19 7.

      30,017.05         27,900.00   

ARCH COAL INC MONTH END PRICE 7.3200

      107,086.16         88,784.67   

ARCHER DANIELS MIDLAND CO COMMON STOCK NPV

      333,972.06         325,941.00   

ARCHER DANIELS MIDLAND CO COMMON STOCK NPV

      1,148,331.47         1,196,943.00   

ARCHER DANIELS MIDLAND CO COMMON STOCK NPV

      1,000,997.04         913,456.50   

ARCHER DANIELS MIDLAND CO COMMON STOCK NPV

      301,083.91         423,750.69   

ARCHER DANIELS MIDLAND CO MONTH END PRICE 27.3900

      125,638.61         122,200.96   

ARCOS DORADOS HOLDINGS F MONTH END PRICE 11.9600

      54,403.23         40,580.28   

ARCTIC GLACIER INCOME FD MONTH END PRICE 0.2150

      20.28         43.00   

ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001

      472,730.51         476,472.48   

 

34

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ARENA PHARMACEUTICALS INC MONTH END PRICE 9.0200

      1,030,087.57        1,091,194.50   

ARES CAPITAL CORP COMMON STOCK USD.001

      1,344,923.60        1,481,375.00   

ARES CAPITAL CORP MONTH END PRICE 17.5000

      99,675.44        115,877.92   

AREVA SA ADR MONTH END PRICE 1.6500

      10,603.93        3,300.00   

AREVA SOCIETE ORD F MONTH END PRICE 16.9020

      10,141.78        2,873.34   

ARGAN INC COMMON STOCK USD.15

      503,444.83        489,600.00   

ARGAN INC MONTH END PRICE 18.0000

      6,386.15        8,514.00   

ARGENT SECURITIES INC. ARSI 2004 W10 A2

      168,209.86        158,066.67   

ARGENTEX MNG CORP CDA F MONTH END PRICE 0.2400

      3,289.76        735.84   

ARGO GROUP INTL HLDGS MONTH END PRICE 33.5900

      3,673.95        3,359.00   

ARGONAUT GOLD INC F MONTH END PRICE 9.4840

      5,168.41        9,484.00   

ARGUS METALS CORP MONTH END PRICE 0.0101

      39,493.61        1,010.00   

ARIAD PHARMACEUTICALS INC COMMON STOCK USD.001

      886,076.58        742,266.00   

ARIAD PHARMACEUTICALS MONTH END PRICE 19.1800

      26,543.47        23,975.00   

ARIEL APPRECIATION FUND MONTH END PRICE 41.0200

      38,812.54        40,721.05   

ARIEL FUND MONTH END PRICE 51.2100

      59,822.89        67,507.68   

ARIEL WAY INC MONTH END PRICE 0.0000

      9,794.09        —     

ARISTA POWER INC NEW MONTH END PRICE 1.1600

      2,781.41        580.00   

ARK RESTAURANTS CORP MONTH END PRICE 16.8500

      8,780.30        10,110.00   

ARKEMA COMMON STOCK EUR10.

      360,369.79        558,526.75   

ARLINGTON ASSET INVESTMENT A COMMON STOCK USD.01

      350,321.46        344,782.00   

ARM HLDGS PLC ADR MONTH END PRICE 37.8300

      62,721.77        78,194.61   

ARM HOLDINGS PLC COMMON STOCK GBP.0005

      392,501.98        641,097.85   

ARMADA OIL INC MONTH END PRICE 0.5000

      1,019.95        100.00   

ARMH 130119C00028000 MONTH END PRICE 970.0000

      (498.48 )      (5,820.00 ) 

ARMOUR RESIDENTIAL R MONTH END PRICE 6.4700

      721,382.86        660,507.75   

ARNA 130119C00010000 MONTH END PRICE 24.0000

      (871.46 )      (432.00 ) 

ARQULE MONTH END PRICE 2.7900

      14,398.95        13,950.00   

ARRHYTHMIA RESH TECH MONTH END PRICE 2.3000

      4,212.76        1,150.00   

ARRIS GROUP INC COMMON STOCK USD.01

      974,511.02        1,024,884.00   

ARROW ELECTRS INC 7.5000% 01/15/27 MONTH END PRICE 122.2534

      5,384.65        6,112.67   

ARROW ELECTRS INC MONTH END PRICE 38.0800

      4,046.21        3,808.00   

ARROW MGD FUTURES STRAT FD CL A MONTH END PRICE 8.4800

      46,682.40        42,170.51   

ARTHROCARE CORP MONTH END PRICE 34.5900

      3,914.62        3,804.90   

ARTIFICIAL LIFE INC MONTH END PRICE 0.0300

      9,238.06        210.00   

ARTIO GLOBAL HIGH INCOME CL I MONTH END PRICE 9.9400

      116,715.54        112,167.40   

ARTIO GLOBAL HIGH INCOME FUND CL A MONTH END PRICE 10.4400

      281,156.46        283,003.18   

ARTIO GLOBAL INVESTORS INC COMMON STOCK USD.001

      59,297.63        54,986.00   

ARTIO INTL EQUITY FUND CL A MONTH END PRICE 25.2600

      325,030.38        245,149.92   

ARTIO INTL EQUITY FUND II CL A MONTH END PRICE 10.8300

      37,407.88        33,217.67   

ARTIO TOTAL RETURN BOND FUND A MONTH END PRICE 13.8800

      81,575.11        83,194.15   

ARTISAN GLOBAL OPPTY INV CL MONTH END PRICE 14.7300

      35,439.05        36,899.67   

ARTISAN GLOBAL VALUE FUND MONTH END PRICE 11.9700

      22,088.27        25,381.12   

ARTISAN INTERNATIONAL FUND INV MONTH END PRICE 24.5900

      436,165.06        464,256.89   

ARTISAN INTERNATIONAL SMALL CAP FUND MONTH END PRICE 22.3800

      21,325.10        28,329.14   

ARTISAN INTERNATIONAL VALUE FUND MONTH END PRICE 30.3800

      146,331.78        182,960.36   

ARTISAN MIDCAP FD MONTH END PRICE 37.5400

      100,656.50        105,734.11   

ARTISAN MIDCAP VALUE FUND MONTH END PRICE 20.7900

      311,178.56        373,714.53   

ARTISAN SMALL CAP INVESTOR FUND MONTH END PRICE 20.7400

      194,840.08        215,720.87   

ARTISAN VALUE FUND INV MONTH END PRICE 11.2700

      11,588.61        11,920.26   

ASA BERMUDA LTD MONTH END PRICE 21.5300

      83,930.83        75,377.13   

ASCENA RETAIL GROUP INC MONTH END PRICE 18.4700

      21,593.25        24,472.75   

ASCENDIA BRANDS INC MONTH END PRICE 0.0003

      4,119.90        1.95   

ASCENT CAPITAL GROUP, INC. MONTH END PRICE 61.9400

      14.29        61.94   

 

35

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ASCENT SOLAR TECH INC MONTH END PRICE 0.6200

      7,875.15         3,242.60   

ASG GLOBAL ALTERNATIFD CL A MONTH END PRICE 10.6200

      1,471.00         1,484.98   

ASG MGD FUTURES MONTH END PRICE 9.1100

      607.67         584.03   

ASHFORD HOSPITALITY TR MONTH END PRICE 10.5100

      3,111.25         6,839.36   

ASHLAND INC COMMON STOCK USD.01

      349,355.05         418,132.00   

ASHLAND INC NEW MONTH END PRICE 80.4100

      17,185.91         22,916.85   

ASIA GLOBAL CROSSING LTD MONTH END PRICE 0.0004

      715.19         0.40   

ASIA GLOBAL HOLDINGS CORP MONTH END PRICE 0.0010

      1,129.95         4.00   

ASIA PULP & PAPER MONTH END PRICE 0.0000

      104.04         —     

ASIAINFO HOLDINGS INC MONTH END PRICE 10.8500

      1,668.02         1,139.25   

ASIF GLOBAL FINANCNG XIX SR SECURED 144A 01/13 4.9

      9,987.60         10,014.12   

ASM PACIFIC TECHNOLOGY COMMON STOCK HKD.1

      506,082.76         495,917.08   

ASML HOLDING NV COMMON STOCK EUR.09

      150,995.03         251,966.75   

ASML HOLDING NV NY REG SHS NY REG SHRS EUR.09

      12,972.95         23,702.88   

ASPEN INSURANCE HOLDING MONTH END PRICE 32.0800

      4,696.18         5,614.00   

ASPEN INSURANCE HOLDINGS LTD COMMON STOCK USD.514456

      920,597.53         1,068,264.00   

ASPEN PHARMACARE HOLDINGS LT COMMON STOCK ZAR.39067

      209,102.66         269,265.43   

ASSET BACKED SECURITIES CORP H ABSHE 2003 HE7 M1

      57,566.75         69,763.72   

ASSICURAZIONI GENERALI COMMON STOCK EUR1.

      250,010.09         283,497.18   

ASSOCIATED BANC CORP MONTH END PRICE 13.1200

      6,000.56         4,749.19   

ASSOCIATED ESTATES RLTY CORP MONTH END PRICE 16.1200

      7,062.27         6,809.32   

ASSOCIATED MATE 9.1250% 11/01/17 MONTH END PRICE 102.0000

      23,079.77         25,500.00   

ASSURANT INC COMMON STOCK USD.01

      248,611.65         246,370.00   

ASSURANT INC COMMON STOCK USD.01

      96,132.00         65,236.00   

ASSURANT INC MONTH END PRICE 34.7000

      11,212.60         10,410.00   

ASSURED GTY MUNI 6.25%02 MONTH END PRICE 24.9300

      4,306.95         4,986.00   

ASSURED PHARMACY NEW MONTH END PRICE 0.3700

      50,736.35         1,165.87   

ASTA FUNDING INC MONTH END PRICE 9.5100

      20,344.32         20,922.00   

ASTEC INDS INC MONTH END PRICE 33.3600

      19,277.19         20,016.00   

ASTEC INDUSTRIES INC COMMON STOCK USD.2

      30,456.38         31,330.20   

ASTEC INDUSTRIES INC COMMON STOCK USD.2

      622,780.84         714,961.83   

ASTELLAS PHARMA INC COMMON STOCK

      202,413.87         220,114.30   

ASTELLAS PHARMA INC MONTH END PRICE 44.8500

      1,117.60         986.70   

ASTEX PHARMA INC MONTH END PRICE 2.9100

      10,463.49         9,006.45   

ASTON DOUBLELINE CORE MONTH END PRICE 11.0300

      6,015,101.21         5,977,297.65   

ASTON FAIRPOINTE MID CAP FD CL N MONTH END PRICE 33.3900

      111,497.36         122,242.03   

ASTON MONTAG & CALDWELL GRWT CL N MONTH END PRICE 23.8400

      79,358.41         75,194.15   

ASTON RIVER RD DIV ALL CAP VAL FD N MONTH END PRICE 11.0800

      26,542.58         28,143.83   

ASTON TAMRO SMALL CAP FD CL N MONTH END PRICE 19.2900

      34,339.96         34,131.07   

ASTRAZENECA PLC COMMON STOCK USD.25

      672,422.68         707,475.99   

ASTRAZENECA PLC MONTH END PRICE 47.2700

      99,458.29         101,559.49   

ASTROTECH CORP MONTH END PRICE 0.9000

      62.97         16.20   

ASYST TECHNOLOGY CORP MONTH END PRICE 0.0000

      4,174.66         —     

AT & T BROADBAND 9.401% 11/15/22 MONTH END PRICE 151.5639

      10,550.94         15,156.39   

AT+T INC COMMON STOCK USD1.

      1,447,693.61         1,702,355.00   

AT+T INC COMMON STOCK USD1.

      860,766.68         895,000.50   

AT+T INC COMMON STOCK USD1.

      3,232,727.68         4,510,499.13   

AT+T INC SR UNSECURED 01/38 6.3

      88,112.80         102,578.00   

AT+T INC SR UNSECURED 02/18 5.5

      407,380.40         440,777.67   

AT+T INC SR UNSECURED 05/18 5.6

      11,909.80         12,062.75   

AT+T INC SR UNSECURED 08/41 5.55

      175,286.74         180,018.60   

AT+T INC SR UNSECURED 09/14 5.1

      58,023.40         64,451.94   

AT+T INC SR UNSECURED 12/22 2.625

      99,922.00         100,164.50   

ATHABASCA URANIUM IN MONTH END PRICE 0.0650

      1,903.90         650.00   

 

36

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ATHENAHEALTH INC COMMON STOCK USD.01

      329,243.88        419,619.85   

ATHENAHEALTH INC MONTH END PRICE 73.2900

      9,655.15        9,161.25   

ATHERSYS INC MONTH END PRICE 1.0600

      8,904.67        2,982.84   

ATLANTIC POWER CORP MONTH END PRICE 11.4300

      151,971.65        131,090.67   

ATLANTIC WIND & SOLAR INC MONTH END PRICE 0.3601

      3,462.95        257.47   

ATLANTICUS HOLDINGS CORP MONTH END PRICE 3.3500

      2,133.40        1,795.60   

ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK USD.01

      1,193,136.62        1,045,716.00   

ATLAS COPCO AB A SHS COMMON STOCK NPV

      540,455.46        697,918.71   

ATLAS ENERGY LP MONTH END PRICE 34.7400

      1,113.73        1,459.08   

ATLAS MINING CO MONTH END PRICE 1.5400

      277.82        308.00   

ATLAS PIPELINE PARTNERS L P MONTH END PRICE 31.5700

      9,370.61        15,785.00   

ATLAS RESOURCE PARTNERS MONTH END PRICE 22.4700

      89.96        89.88   

ATMEL CORP MONTH END PRICE 6.5500

      32,936.32        19,650.00   

ATMOS ENERGY CORP MONTH END PRICE 35.1200

      18,497.81        20,194.00   

ATNA RESOURCES LTD MONTH END PRICE 1.1200

      26,606.95        22,400.00   

ATOS COMMON STOCK EUR1.

      146,362.88        153,626.80   

ATP OIL & GAS 1 11.8750% 05/01/15 MONTH END PRICE 10.7500

      17,182.55        2,687.50   

ATP OIL & GAS CORP MONTH END PRICE 0.0950

      32,658.71        674.03   

ATRICURE INC COMMON STOCK USD.001

      18,044.91        18,630.00   

ATRINSIC INC NEW MONTH END PRICE 0.0043

      18.56        0.20   

ATRION CORPORATION DEL MONTH END PRICE 196.0000

      10,655.48        39,200.00   

ATWOOD OCEANICS 6.5% 2/01/20 MONTH END PRICE 107.5000

      5,113.00        5,375.00   

ATWOOD OCEANICS INC COMMON STOCK USD1.

      369,496.24        519,716.50   

ATWOOD OCEANICS INC MONTH END PRICE 45.7900

      88,167.44        95,655.31   

AU OPTRONICS CORP ADR MONTH END PRICE 4.5000

      5,422.27        5,683.50   

AUER GROWTH FD MONTH END PRICE 5.9100

      4,000.00        2,635.45   

AUMN 130119C00005000 MONTH END PRICE 10.0000

      (1,020.20 )      (300.00 ) 

AUMN 130119C00007500 MONTH END PRICE 3.0000

      (1,200.19 )      (90.00 ) 

AURCANA CORPORATION NEW MONTH END PRICE 0.9490

      7,616.48        7,627.11   

AURI INC MONTH END PRICE 0.0060

      1,833.63        95.04   

AURICO GOLD INC F MONTH END PRICE 8.1800

      20,012.83        17,513.38   

AURICO GOLD INC COMMON STOCK NPV

      1,003,734.09        1,024,954.00   

AURION RESOURCES ORD F MONTH END PRICE 0.1410

      29,891.55        7,332.00   

AURIZON MINES LTD MONTH END PRICE 3.4800

      11,008.13        7,203.60   

AURORA OIL & GAS CORP MONTH END PRICE 0.0000

      7,757.21        —     

AUSTEVOLL SEAFOOD OR MONTH END PRICE 5.1017

      4,812.36        6,055.72   

AUSTRALIAN DOLLAR

      0.84        0.84   

AUSTRALIAN DOLLAR

      14,721.36        14,573.99   

AUSTRALIAN GOVT 6.25%15F MONTH END PRICE 111.6763

      95,564.47        111,676.33   

AUTO DATA PROCESSING MONTH END PRICE 56.9300

      212,873.07        244,088.72   

AUTODESK INC COMMON STOCK USD.01

      88,832.18        184,703.75   

AUTODESK MONTH END PRICE 35.3500

      18,210.97        21,033.25   

AUTOGRILL SPA COMMON STOCK EUR.52

      99,874.57        115,808.54   

AUTOIMMUNE INC MONTH END PRICE 0.0040

      3,050.69        4.00   

AUTOLIV INC COMMON STOCK USD1.

      363,143.11        451,513.00   

AUTOMATIC DATA PROCESSING COMMON STOCK USD.1

      1,475,280.22        1,847,694.10   

AUTOMATIC DATA PROCESSING COMMON STOCK USD.1

      329,663.97        644,612.07   

AUTONATION INC COMMON STOCK USD.01

      13,884.61        35,809.40   

AUTOZONE INC COMMON STOCK USD.01

      789,134.43        762,024.50   

AUTOZONE INC COMMON STOCK USD.01

      137,398.19        313,316.12   

AUTOZONE INC MONTH END PRICE 354.4300

      48,202.09        59,898.67   

AUXIER FOCUS FUND INV MONTH END PRICE 16.6300

      5,053.22        6,332.89   

AUY 130119C00019000 MONTH END PRICE 7.0000

      (204.25 )      (35.00 ) 

AUY 130119C00020000 MONTH END PRICE 4.0000

      (97.29 )      (4.00 ) 

 

37

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

AVAGO TECHNOLOGIES LTD COMMON STOCK

      1,191,293.00         1,035,282.00   

AVAGO TECHNOLOGIES LTD MONTH END PRICE 31.6508

      5,333.43         4,747.62   

AVALON CAP HLDGS CP NEW MONTH END PRICE 0.0000

      16.52         —     

AVALON OIL & GAS INC NEW MONTH END PRICE 0.1500

      274.09         12.45   

AVALON RARE METALS MONTH END PRICE 1.3600

      244,616.09         68,070.72   

AVALONBAY CMNTYS INC MONTH END PRICE 135.5900

      36,482.18         38,172.57   

AVALONBAY COMMUNITIES INC REIT USD.01

      317,509.64         358,635.55   

AVANIR PHARMA CL A NEW MONTH END PRICE 2.6166

      20,168.93         17,060.23   

AVANTAIR INC MONTH END PRICE 0.1500

      599.45         37.50   

AVATAR VENTURES CORP MONTH END PRICE 0.0140

      1,553.87         22.40   

AVE MARIA GROWTH FUND MONTH END PRICE 23.7100

      5,878.83         7,459.71   

AVE MARIA RISING DIVIDEND FUND MONTH END PRICE 13.4900

      34,085.50         34,874.85   

AVEC CORPORATION MONTH END PRICE 0.0000

      7,347.93         —     

AVEO PHARMACEUTICALS MONTH END PRICE 8.0500

      4,593.55         2,737.00   

AVERY DENNISON CORP COMMON STOCK USD1.

      596,268.00         698,400.00   

AVERY DENNISON CORP COMMON STOCK USD1.

      114,826.14         115,236.00   

AVERY DENNISON CORP COMMON STOCK USD1.

      90,969.94         87,963.48   

AVIAT NETWORKS INC COMMON STOCK USD.01

      143,980.79         167,790.00   

AVIAT NETWORKS INC MONTH END PRICE 3.2900

      3,839.40         1,829.24   

AVIS BUDGET CAR 9.625%18 MONTH END PRICE 111.5000

      5,629.77         5,575.00   

AVIS BUDGET GROUP INC MONTH END PRICE 19.8200

      28,590.38         40,631.00   

AVIS BUDGET RENTAL CAR FUNDING AESOP 2012 2A A 144A

      74,997.98         79,088.55   

AVISTA CORP MONTH END PRICE 24.1100

      1,668.18         1,567.15   

AVITAR INC NEW MONTH END PRICE 0.0001

      3,708.00         0.02   

AVIVA PLC ADR MONTH END PRICE 12.4100

      1,633.73         1,898.73   

AVIVA PLC ORD MONTH END PRICE 6.0615

      30,009.57         12,123.00   

AVNET INC COMMON STOCK USD1.

      546,259.47         597,660.25   

AVNET INC COMMON STOCK USD1.

      510,134.49         445,375.50   

AVNET INC MONTH END PRICE 30.6100

      867.17         918.30   

AVON PRODS INC MONTH END PRICE 14.3600

      10,895.08         9,937.12   

AVON PRODUCTS INC COMMON STOCK USD.25

      194,786.17         144,949.84   

AWARE INC MASS MONTH END PRICE 5.4800

      5,708.90         6,028.00   

AWG LTD NEW MONTH END PRICE 0.0900

      3,917.90         90.00   

AXA SA COMMON STOCK EUR2.29

      685,980.88         664,569.60   

AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001

      9,344.11         8,584.64   

AXCELIS TECHNOLOGIES INC MONTH END PRICE 1.3800

      119.40         89.70   

AXEL SPRINGER AG COMMON STOCK EUR1.

      151,143.23         139,045.13   

AXION INTERNATIONAL HOLDINGS MONTH END PRICE 0.3500

      14,862.27         3,255.00   

AXION POWER INTL INC MONTH END PRICE 0.2800

      300,808.86         154,089.60   

AXIS CAP HLDGS LTD 5.75% 12/01/14 MONTH END PRICE 107.2567

      9,097.00         10,725.67   

AXIS ENERGY CORP MONTH END PRICE 0.0500

      40,180.50         3,000.00   

AXIS TECHS GROUP INC MONTH END PRICE 0.0005

      5,675.70         20.30   

AXM PHARMACEUTICAL INC MONTH END PRICE 0.0075

      235.65         4.58   

AXT INC COMMON STOCK USD.001

      16,012.64         15,736.00   

AXT INC MONTH END PRICE 2.8100

      48,932.08         15,455.00   

AZURE DYNAMICS CORP NEWF MONTH END PRICE 0.0200

      3,090.45         2.50   

AZZ INC COMMON STOCK USD1.

      394,723.81         457,317.00   

AZZ INCORPORATED MONTH END PRICE 38.4300

      7,786.51         7,686.00   

B & G FOODS INC NEW MONTH END PRICE 28.3100

      119,948.52         141,032.61   

B C E INC NEW MONTH END PRICE 42.9400

      21,178.62         22,285.86   

B COMMUNICATIONS ORD MONTH END PRICE 4.2214

      4,884.95         1,266.42   

B G C PARTNERS CLASS A MONTH END PRICE 3.4600

      18,909.69         11,090.76   

B M C SOFTWARE INC MONTH END PRICE 39.6200

      19,557.86         19,493.04   

B P PRUDHOE BAY RTY TR MONTH END PRICE 68.5400

      133,942.00         84,128.82   

 

38

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

B/E AEROSPACE INC MONTH END PRICE 49.4000

      30,415.69        35,568.00   

B2B INTERNET HOLDRS TR MONTH END PRICE 0.0000

      1,288.66        —     

BA 130119C00077500 MONTH END PRICE 54.0000

      (268.58 )      (108.00 ) 

BA 130119C00080000 MONTH END PRICE 15.0000

      (578.77 )      (45.00 ) 

BABCOCK & WILCOX CO MONTH END PRICE 26.2000

      401.10        366.80   

BABCOCK INTL GROUP PLC COMMON STOCK GBP.6

      358,088.63        397,543.49   

BAC 130119C00009000 MONTH END PRICE 264.0000

      (15,156.27 )      (47,520.00 ) 

BAC 130125C00012000 MONTH END PRICE 32.0000

      (129.25 )      (160.00 ) 

BAC 130216C00008000 MONTH END PRICE 364.0000

      (3,873.18 )      (9,464.00 ) 

BAC 130216C00012000 MONTH END PRICE 46.0000

      (539.68 )      (690.00 ) 

BAC 140118C00012000 MONTH END PRICE 162.0000

      (278.77 )      (486.00 ) 

BADGER METER INC MONTH END PRICE 47.4100

      3,636.33        4,254.72   

BAE SYSTEMS PLC COMMON STOCK GBP.025

      98,340.51        110,077.32   

BAIDU COM INC ADR MONTH END PRICE 100.2900

      1,439,794.74        1,221,231.33   

BAIDU INC SPON ADR ADR USD.00005

      1,895,251.71        1,691,691.72   

BAIDU INC SPON ADR ADR USD.00005

      534,832.64        458,525.88   

BAIRD AGGREGATE BOND INV MONTH END PRICE 11.2100

      55,912.93        57,986.96   

BAIRD CORE PLUS BD INV MONTH END PRICE 11.6700

      430,614.58        444,668.06   

BAJA MINING CORP MONTH END PRICE 0.1092

      79,021.25        10,920.00   

BAKER HUGHES INC COMMON STOCK USD1.

      548,270.19        516,626.00   

BAKER HUGHES INC COMMON STOCK USD1.

      870,606.71        788,212.00   

BAKER HUGHES INC COMMON STOCK USD1.

      364,568.83        422,734.84   

BAKER HUGHES INC SR UNSECURED 11/18 7.5

      109,359.64        145,722.61   

BAKER HUGHES INC MONTH END PRICE 40.8477

      326,856.36        288,523.08   

BALCHEM CORP COMMON STOCK USD.0667

      957,490.67        1,162,980.00   

BALCHEM CORP MONTH END PRICE 36.4500

      13,218.46        14,659.42   

BALD EAGLE ENERGY INC MONTH END PRICE 0.0040

      6,323.22        850.80   

BALDWIN + LYONS INC CL B COMMON STOCK NPV

      69,188.90        71,580.00   

BALL CORP COMMON STOCK NPV

      50,770.99        167,365.00   

BALL CORP COMPANY GUAR 05/21 5.75

      130,000.00        140,725.00   

BALL CORPORATION MONTH END PRICE 44.7500

      5,303.63        5,370.00   

BALLANTYNE STRONG IN MONTH END PRICE 3.3000

      6,595.70        3,960.00   

BALLARD PWR SYS INC NEW MONTH END PRICE 0.6107

      18,586.31        5,910.35   

BALLY TECHNOLOGIES INC MONTH END PRICE 44.7100

      9,020.47        8,047.80   

BALOISE HOLDING AG REG COMMON STOCK CHF.1

      166,699.97        176,981.39   

BALTIA AIR LINES INC MONTH END PRICE 0.0140

      875.85        350.00   

BAMA GOLD CORP F MONTH END PRICE 0.0530

      236.52        164.62   

BANC OF AMERICA COMMERCIAL MOR BACM 2006 1 AM

      42,139.80        42,589.48   

BANC OF AMERICA COMMERCIAL MOR BACM 2006 2 A4

      200,207.81        206,220.78   

BANC OF AMERICA COMMERCIAL MOR BACM 2006 2 AM

      33,569.53        33,626.16   

BANC OF AMERICA COMMERCIAL MOR BACM 2008 1 A4

      121,453.13        121,247.10   

BANCFIRST CORP COMMON STOCK USD1.

      170,078.09        169,440.00   

BANCFIRST CORP OKLAHOMA MONTH END PRICE 42.3600

      4,060.34        4,236.00   

BANCO BILBAO ARGEN ADR MONTH END PRICE 9.4200

      164,108.80        109,714.74   

BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49

      307,341.05        399,299.04   

BANCO BRADESCO NEW ADR MONTH END PRICE 17.3700

      16,007.36        14,330.25   

BANCO LATINOAMERICANO MONTH END PRICE 21.5600

      13,260.63        16,493.40   

BANCO SANTANDER SA COMMON STOCK EUR.5

      1,396,433.61        858,718.49   

BANCO SANTANDER SA COMMON STOCK EUR.5

      568,524.23        430,004.29   

BANCO SANTANDER SA COMMON STOCK EUR.5

      350,690.54        429,762.40   

BANCO SANTANDR CENT ADRF MONTH END PRICE 8.1700

      93,231.81        109,625.06   

BANCOLOMBIA S A ADR MONTH END PRICE 66.5800

      14,992.01        16,778.16   

BANCORPSOUTH INC MONTH END PRICE 14.5400

      3,672.38        4,380.30   

BANCROFT URANIUM INC MONTH END PRICE 0.0000

      3,123.95        —     

 

39

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

BANK AMER 7.25% PFD MONTH END PRICE 1,135.0000

      10,270.68         12,916.53   

BANK AMER CORP 5.25% 12/01/15 MONTH END PRICE 107.8508

      8,076.10         10,785.08   

BANK AMER CORP 5.625% 10/14/16 MONTH END PRICE 112.4134

      43,749.30         50,586.03   

BANK BARODA NY .3500% 02/15/13 MONTH END PRICE 1.0001

      127,000.00         127,016.51   

BANK BARODA NY .3500% 03/08/13 MONTH END PRICE 0.9999

      100,000.00         99,991.00   

BANK BARODA NY .4500% 08/30/13 MONTH END PRICE 0.9999

      40,000.00         39,994.80   

BANK HAPOALIM B M .5000% 05/24/13 MONTH END PRICE 1.0003

      320,000.00         320,102.40   

BANK HAPOALIM NY .4500% 04/11/13 MONTH END PRICE 1.0001

      30,000.00         30,003.90   

BANK MONTREAL QUEBEC MONTH END PRICE 61.3000

      32,625.79         34,082.80   

BANK MUTUAL CORP COMMON STOCK USD.01

      43,489.74         43,860.00   

BANK OF AMER SER 1 PFD MONTH END PRICE 26.2500

      76,673.45         115,758.66   

BANK OF AMER SER D PFD MONTH END PRICE 24.9200

      3,338.87         4,793.07   

BANK OF AMERICA 6% 6/15/16 MONTH END PRICE 112.0069

      1,058.61         1,120.07   

BANK OF AMERICA 5.49% 3/15/19 MONTH END PRICE 110.1754

      56,451.75         66,105.24   

BANK OF AMERICA 5.125% 11/15/14 MONTH END PRICE 106.4839

      4,893.50         5,324.20   

BANK OF AMERICA 5.875% 1/05/21 MONTH END PRICE 119.6124

      5,159.20         5,980.62   

BANK OF AMERICA 7.25% PFD MONTH END PRICE 25.3700

      33,338.82         38,257.86   

BANK OF AMERICA 8.625% PFD MONTH END PRICE 25.5600

      1,378.52         1,360.59   

BANK OF AMERICA CORP 8.20% PFD MONTH END PRICE 25.6000

      22,847.02         26,114.19   

BANK OF AMERICA CORP COMMON STOCK USD.01

      178,531.05         197,200.00   

BANK OF AMERICA CORP COMMON STOCK USD.01

      4,726,208.17         2,942,363.20   

BANK OF AMERICA CORP SR UNSECURED 03/17 3.875

      39,883.20         43,380.84   

BANK OF AMERICA CORP SR UNSECURED 05/21 5.

      674,000.06         821,989.44   

BANK OF AMERICA CORP SR UNSECURED 06/19 7.625

      11,468.26         12,795.71   

BANK OF AMERICA CORP SR UNSECURED 12/17 5.75

      52,124.90         58,279.75   

BANK OF AMERICA CORP MONTH END PRICE 11.6100

      4,701,013.24         6,221,937.54   

BANK OF AMERICA NO 10 002 GIC CONTRACT NO 10 002

      65,371,656.86         66,747,424.92   

BANK OF CHINA NEW YORK CITY MONTH END PRICE 1.0000

      9,000.00         9,000.00   

BANK OF CHINA NEW YORK CITY MONTH END PRICE 1.0000

      100,000.00         100,000.00   

BANK OF CHINA NY .5000% 03/12/14 MONTH END PRICE 0.9991

      6,000.00         5,994.54   

BANK OF CHINA NY .4500% 01/25/13 MONTH END PRICE 1.0000

      10,000.00         10,000.30   

BANK OF CHINA NY .4500% 05/16/13 MONTH END PRICE 1.0001

      9,000.00         9,000.63   

BANK OF HAWAII CORP MONTH END PRICE 44.0500

      25,282.46         24,556.07   

BANK OF INDIA NY .4000% 05/08/13 MONTH END PRICE 0.9999

      200,000.00         199,978.00   

BANK OF INDIA NY .5000% 09/11/13 MONTH END PRICE 1.0001

      55,000.00         55,007.15   

BANK OF INDIA NY .5000% 09/25/13 MONTH END PRICE 1.0000

      30,000.00         30,001.20   

BANK OF INDIA NY .5000% 11/20/13 MONTH END PRICE 0.9995

      11,000.00         10,994.61   

BANK OF INDIA NY .4500% 10/16/13 MONTH END PRICE 0.9995

      7,000.00         6,996.43   

BANK OF INDIA NY .4500% 10/30/13 MONTH END PRICE 0.9994

      10,000.00         9,993.60   

BANK OF INDIA NY .4500% 11/06/13 MONTH END PRICE 1.0000

      5,000.00         5,000.00   

BANK OF INDIA NY .4500% 11/27/13 MONTH END PRICE 0.9990

      235,000.00         234,757.95   

BANK OF MARIN BANCORP/CA COMMON STOCK NPV

      65,181.88         67,428.00   

BANK OF NEW YORK CO NEW MONTH END PRICE 25.7000

      102,411.91         113,190.55   

BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01

      621,310.92         565,400.00   

BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01

      1,299,413.26         1,385,230.00   

BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01

      663,898.46         712,224.10   

BANK OF NOVA SCOTIA COVERED 144A 08/16 2.15

      229,891.90         241,477.00   

BANK OF NOVA SCOTIA MONTH END PRICE 57.8800

      11,228.87         11,576.00   

BANK OF THE OZARKS COMMON STOCK USD.01

      589,764.38         1,040,917.00   

BANK OR AMERICA 5.375% 6/15/14 MONTH END PRICE 106.0609

      21,720.20         21,212.18   

BANK RAKYAT INDONESIA PERSER COMMON STOCK IDR250.

      427,254.12         413,658.51   

BANKUNITED INC MONTH END PRICE 24.4400

      1,298.35         1,258.81   

BANNER CORPORATION COMMON STOCK USD.01

      187,454.34         190,526.00   

BANNER CORPORATION NEW MONTH END PRICE 30.7300

      3,490.01         6,596.91   

 

40

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

BANQUE CANTONALE VAUDOIS REG COMMON STOCK CHF10.

      103,988.17         106,172.36   

BANRO CORP MONTH END PRICE 2.8000

      2,180.89         1,400.00   

BANYAN CORP OREGON NEW MONTH END PRICE 0.0000

      419.90         —     

BAR HARBOR BANKSHARE MONTH END PRICE 33.6500

      29.86         27.97   

BARCLAYS BANK 2.8% 2/03/15 MONTH END PRICE 1.0385

      34,000.00         35,309.68   

BARCLAYS BANK 2.35% 2/10/14 MONTH END PRICE 1.0203

      25,000.00         25,508.75   

BARCLAYS BANK 3.25% 10/07/14 MONTH END PRICE 1.0407

      52,000.00         54,116.40   

BARCLAYS BANK 7.75% PFD MONTH END PRICE 25.1800

      5,030.95         5,036.00   

BARCLAYS BANK IPATH DJ MONTH END PRICE 34.8000

      7,030.20         6,960.00   

BARCLAYS BANK IPATH ETN MONTH END PRICE 2.6900

      43,988.36         39,005.00   

BARCLAYS BANK IPATH ETN MONTH END PRICE 21.7900

      91,764.50         88,271.29   

BARCLAYS BANK IPATH ETN MONTH END PRICE 24.1000

      14,543.56         9,640.00   

BARCLAYS BANK IPATH ETN MONTH END PRICE 28.5300

      37,113.96         38,059.02   

BARCLAYS BANK IPATH ETN MONTH END PRICE 41.3500

      165,201.43         159,569.65   

BARCLAYS BANK IPATH ETN MONTH END PRICE 45.9900

      72,171.62         67,145.40   

BARCLAYS BANK IPATH ETN MONTH END PRICE 52.9300

      23,834.07         23,818.50   

BARCLAYS BANK IPATH ETN MONTH END PRICE 55.1400

      18,515.67         16,542.00   

BARCLAYS BANK IPATH ETN MONTH END PRICE 59.3301

      43,509.13         39,157.87   

BARCLAYS BANK IPATH NEW MONTH END PRICE 31.8100

      251,666.37         233,867.12   

BARCLAYS BANK IPATH MONTH END PRICE 70.3517

      55,068.78         51,778.85   

BARCLAYS BANK NA 3.15% 8/19/14 MONTH END PRICE 1.0385

      52,000.00         54,002.00   

BARCLAYS BANK NA 2.4500% 01/27/14 MONTH END PRICE 1.0214

      40,000.00         40,857.20   

BARCLAYS BANK PLC MONTH END PRICE 24.1800

      10,185.15         7,254.00   

BARCLAYS BANK PLC MONTH END PRICE 30.3000

      10,784.87         9,150.60   

BARCLAYS BANK PLC MONTH END PRICE 32.3700

      15,182.37         10,228.92   

BARCLAYS BANK PLC MONTH END PRICE 49.1400

      4,912.15         4,914.00   

BARCLAYS BK 8.125% ADR PFD MONTH END PRICE 25.4300

      9,680.40         10,172.00   

BARCLAYS BK DE 3.25% 10/21/14 MONTH END PRICE 1.0413

      100,000.00         104,130.00   

BARCLAYS BK IPATH ETN MONTH END PRICE 34.8701

      13,580.65         10,461.03   

BARCLAYS BK PLC 2.5% 1/23/13 MONTH END PRICE 100.1239

      3,031.41         3,003.72   

BARCLAYS BK PLC ETN MONTH END PRICE 50.5200

      5,143.95         5,052.00   

BARCLAYS BK PLC MONTH END PRICE 27.9500

      26,248.55         22,360.00   

BARCLAYS PLC ADR MONTH END PRICE 17.3200

      37,054.15         39,144.47   

BARCLAYS PLC COMMON STOCK GBP.25

      1,273,463.42         1,020,001.93   

BARCLAYS PLC COMMON STOCK GBP.25

      344,727.93         351,287.46   

BARCLAYS PLC SPONS ADR ADR

      103,380.52         118,382.20   

BARD C R INC MONTH END PRICE 97.7400

      22,961.46         24,044.04   

BARKERVILLE GOLD MIN MONTH END PRICE 0.8000

      2,106.95         2,400.00   

BARNES & NOBLE MONTH END PRICE 15.0900

      9,238.26         9,189.34   

BARNES GROUP INC COMMON STOCK USD.01

      802,797.15         842,250.00   

BARNES GROUP INC MONTH END PRICE 22.4600

      3,274.34         2,941.63   

BARON ASSET FUND MONTH END PRICE 48.8800

      46,472.56         44,768.95   

BARON GROWTH FUND INST CL MONTH END PRICE 54.0600

      56,152.75         61,725.28   

BARON GROWTH FUND MONTH END PRICE 53.6600

      757,008.41         845,191.36   

BARON OPPORTUNITY FUND MONTH END PRICE 15.1700

      15,000.00         15,185.56   

BARON PARTNERS FUND RETAIL MONTH END PRICE 22.5700

      453,240.49         493,378.42   

BARON SELECT FUNDSREAL ESTE INST MONTH END PRICE 17.6400

      26,881.36         27,129.19   

BARON SMALL CAP FUND MONTH END PRICE 26.2200

      832,244.17         1,051,803.55   

BARON SMALL CAP INSTL MONTH END PRICE 26.4700

      8,088.96         10,440.88   

BARRETT BUSINESS SVCS INC COMMON STOCK USD.01

      97,857.11         152,360.00   

BARRETT BUSINESS SVCS MONTH END PRICE 38.0900

      9,981.95         11,427.00   

BARRICK GOLD CORP SR UNSECURED 04/19 6.95

      130,512.90         149,307.00   

BARRICK GOLD CORPORATION MONTH END PRICE 35.0100

      818,682.65         686,371.05   

BARRICK NA FINANCE LLC COMPANY GUAR 05/21 4.4

      124,124.20         131,596.56   

 

41

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BARRY (R.G.) COMMON STOCK USD1.

      50,388.34        48,178.00   

BASIC ENERGY SERVICES MONTH END PRICE 11.4100

      11,646.44        11,934.86   

BAXTER INTERNATIONAL INC COMMON STOCK USD1.

      397,820.22        473,286.00   

BAXTER INTERNATIONAL INC COMMON STOCK USD1.

      732,285.56        766,989.96   

BAXTER INTERNATIONAL INC COMMON STOCK USD1.

      427,753.82        864,113.58   

BAXTER INTERNATIONAL INC SR UNSECURED 06/18 5.375

      106,080.00        120,146.70   

BAXTER INTERNATIONAL MONTH END PRICE 66.6600

      72,465.61        85,772.76   

BAYER A G SPONSORED ADR MONTH END PRICE 95.9200

      11,402.74        14,388.00   

BAYER AG NEW REG SH ORDF MONTH END PRICE 95.2000

      7,420.61        9,520.00   

BAYER AG REG COMMON STOCK NPV

      920,972.69        1,476,952.15   

BAYERISCHE MOTOREN WERKE A G MONTH END PRICE 32.6000

      11,443.06        14,963.40   

BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.

      614,909.61        786,773.86   

BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.

      440,391.48        492,915.07   

BAYERISCHE MOTR NEW ORD MONTH END PRICE 97.2900

      38,816.52        48,645.00   

BAYFIELD VENTURES CORP MONTH END PRICE 0.2994

      1,607.98        598.80   

BAYOU CITY EXPL INC NEW MONTH END PRICE 0.3600

      629.95        1.80   

BAYSWATER URANIUM NE MONTH END PRICE 0.0710

      35,331.44        4,985.34   

BAYTEX ENERGY CORP F MONTH END PRICE 43.2400

      31,798.94        28,106.00   

BAZI INTERNATIONAL INC MONTH END PRICE 0.0200

      4,373.20        2,300.00   

BB LIQUIDATING INC CL A MONTH END PRICE 0.0130

      6,989.84        221.66   

BB&T CORPORATION MONTH END PRICE 29.1100

      122,120.67        143,656.71   

BB+T CORP COMMON STOCK USD5.

      370,205.41        457,027.00   

BB+T CORP COMMON STOCK USD5.

      705,890.12        652,064.00   

BB+T CORP COMMON STOCK USD5.

      516,044.78        479,121.49   

BBBY 130216C00060000 MONTH END PRICE 56.0000

      (200.29 )      (56.00 ) 

BBCN BANCORP INC COMMON STOCK USD.001

      388,472.13        388,752.00   

BBH CORE SELECT FUND CLASS N MONTH END PRICE 17.3500

      178,313.84        189,361.66   

BBH INTERNATIONAL MONTH END PRICE 13.2600

      42,705.95        48,427.40   

BBJ ENVIRONMENTAL TECH MONTH END PRICE 0.0000

      59.95        —     

BBVA BANCO FRANCES ADR F MONTH END PRICE 5.0300

      6,370.92        5,030.00   

BBVA US SENIOR SA UNIPER BANK GUARANT 05/14 3.25

      199,780.00        200,178.60   

BBVA US SENIOR SA UNIPER BANK GUARANT 10/15 4.664

      253,255.00        256,329.25   

BBX CAPITAL CORP MONTH END PRICE 6.7000

      114.95        227.80   

BE AEROSPACE 5.25% 4/01/22 MONTH END PRICE 106.0000

      5,081.75        5,300.00   

BEACON REDEV INDL NEW MONTH END PRICE 0.0011

      98.00        66.00   

BEACON ROOFING SUPPLY MONTH END PRICE 33.2800

      2,581.84        2,662.40   

BEAL BANK USA .4000% 11/27/13 MONTH END PRICE 0.9985

      211,000.00        210,689.83   

BEAM INC COMMON STOCK USD3.125

      511,218.26        574,246.00   

BEAM INC COMMON STOCK USD3.125

      128,388.89        228,537.69   

BEAM INC MONTH END PRICE 61.0900

      7,457.55        7,982.58   

BEAR STEARNS ASSET BACKED SECU BSABS 2004 BO1 2A2

      329,281.31        344,479.31   

BEAR STEARNS ASSET BACKED SECU BSABS 2004 SD3 A3

      33,412.12        36,537.70   

BEAR STEARNS COS LLC SR UNSECURED 10/17 6.4

      37,108.80        48,039.92   

BEAVER DAM WIS 5.95% 4/01/22 MONTH END PRICE 101.4030

      26,969.50        25,350.75   

BEAZER HOMES USA INC NEW MONTH END PRICE 16.8900

      55,863.78        67,560.00   

BEBE STORES INC COMMON STOCK USD.001

      277,537.79        287,280.00   

BEBE STORES INC MONTH END PRICE 4.0000

      49,357.42        30,189.24   

BECTON DICKINSON & CO MONTH END PRICE 78.1900

      116,361.49        119,405.61   

BECTON DICKINSON AND CO COMMON STOCK USD1.

      191,071.41        366,320.15   

BED BATH & BEYOND INC MONTH END PRICE 55.9100

      76,938.63        69,048.85   

BED BATH + BEYOND INC COMMON STOCK USD.01

      155,370.19        303,032.20   

BEIERSDORF AG COMMON STOCK NPV

      554,980.41        870,209.78   

BEL FUSE INC CL B COMMON STOCK USD.1

      47,314.08        58,650.00   

BELLUS HEALTH INC NEW F MONTH END PRICE 0.4270

      6,771.58        14.09   

 

42

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BEMIS CO INC. MONTH END PRICE 33.4600

      24,407.46        27,713.10   

BEMIS COMPANY COMMON STOCK USD.1

      304,352.91        317,870.00   

BEMIS COMPANY COMMON STOCK USD.1

      48,704.50        77,727.58   

BENCHMARK ELECTRONICS INC COMMON STOCK USD.1

      429,831.98        460,374.00   

BERING EXPLORATION NEW MONTH END PRICE 0.4800

      5,207.07        0.48   

BERK HATH FIN 4.625% 10/15/13 MONTH END PRICE 103.2889

      24,620.94        25,822.23   

BERKELEY GROUP HOLDINGS COMMON STOCK GBP.05

      318,831.76        444,997.73   

BERKLEY W R CORP MONTH END PRICE 37.7400

      99,004.90        97,873.53   

BERKSHIRE FOCUS FUND MONTH END PRICE 14.0500

      10,000.00        10,137.09   

BERKSHIRE HATHA 3.2000% 02/11/15 MONTH END PRICE 105.2141

      26,821.75        26,303.53   

BERKSHIRE HATHAWAY B NEW MONTH END PRICE 89.7000

      7,696,071.53        8,921,113.50   

BERKSHIRE HATHAWAY FIN 5.4% 5/15/18 MONTH END PRICE 120.2955

      17,314.50        18,044.33   

BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033

      534,782.67        592,020.00   

BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033

      2,033,987.90        2,095,392.00   

BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033

      3,321,569.50        3,851,538.60   

BERKSHIRE HATHAWAY INC SR UNSECURED 02/15 3.2

      49,958.50        52,639.15   

BERRY PETROLEUM CO CLASS A MONTH END PRICE 33.5500

      4,033.01        5,032.50   

BERWYN FUND MONTH END PRICE 32.0200

      36,810.23        39,299.39   

BERWYN INCOME FUND MONTH END PRICE 13.1500

      321,733.39        319,242.50   

BEST BUY CO INC COMMON STOCK USD.1

      200,880.04        74,749.80   

BEST BUY INC MONTH END PRICE 11.8500

      147,722.09        112,020.84   

BEVERAGE CREATIONS INC MONTH END PRICE 0.0001

      7,708.95        0.50   

BEYOND COMM INC MONTH END PRICE 0.0002

      3,031.28        1.40   

BG GROUP PLC COMMON STOCK GBP.1

      363,747.05        332,581.79   

BGC PARTNERS INC CL A COMMON STOCK USD.01

      77,573.50        80,618.00   

BHP BILLITON ADR NEW MONTH END PRICE 70.3700

      5,578.15        7,037.00   

BHP BILLITON FIN USA LTD COMPANY GUAR 04/19 6.5

      219,402.50        242,307.00   

BHP BILLITON LTD ADR MONTH END PRICE 78.4200

      806,172.19        905,167.96   

BIDU 130119C00125000 MONTH END PRICE 7.0000

      (547.28 )      (7.00 ) 

BIFS TECHNOLOGIES CORP MONTH END PRICE 0.0000

      1,957.71        —     

BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01

      237,022.75        226,630.00   

BIG BEAR MINING CORP MONTH END PRICE 0.0103

      5,921.75        62.32   

BIG LOTS INC COMMON STOCK USD.01

      361,135.08        334,405.00   

BIG LOTS INC COMMON STOCK USD.01

      41,098.33        39,900.92   

BIG SCREEN ENTMT GP MONTH END PRICE 0.0300

      15.51        0.36   

BIGLARI HOLDINGS INC MONTH END PRICE 390.0200

      15,972.50        17,550.90   

BILL BARRETT CORP MONTH END PRICE 17.7900

      7,425.37        5,337.00   

BILL THE BUTCHER INC MONTH END PRICE 0.0500

      17,798.94        4,985.00   

BIO RAD LABS INC CL A MONTH END PRICE 105.0500

      7,640.43        10,505.00   

BIO REFERENCE LABS NEW MONTH END PRICE 28.6298

      38,606.58        42,228.96   

BIOCENTRIC ENERGY HL MONTH END PRICE 0.0001

      4,200.27        38.10   

BIOCRYST PHARMACEUTICALS MONTH END PRICE 1.4200

      3,954.76        1,207.00   

BIOCUREX INC NEW MONTH END PRICE 0.0650

      26,579.71        12.22   

BIODELIVERY SCI INTL INC MONTH END PRICE 4.3100

      4,073.84        4,310.00   

BIOFLAMEX CORP MONTH END PRICE 0.0012

      21,760.57        90.00   

BIOFUEL ENERGY CORP NEW MONTH END PRICE 3.6800

      8,244.61        1,472.00   

BIOGEN IDEC INC COMMON STOCK USD.0005

      321,642.71        820,471.98   

BIOGEN IDEC INC MONTH END PRICE 146.3700

      59,014.40        58,255.26   

BIOHEART INC MONTH END PRICE 0.0150

      24,782.76        3,804.93   

BIO-KEY INTL INC MONTH END PRICE 0.0870

      33,893.85        15,877.50   

BIOLASE TECHNOLOGY INC MONTH END PRICE 1.8500

      1,337.32        649.35   

BIOMAGNETICS DIAGNOSTICS MONTH END PRICE 0.0070

      3,554.75        60.20   

BIOMARIN PHARMACEUTICAL INC MONTH END PRICE 49.2000

      3,931.96        4,920.00   

BIOMED REALTY TRUST INC REIT USD.01

      96,432.50        96,650.00   

 

43

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BIOMED REALTY TRUST INC REIT USD.01

      929,176.58        969,090.22   

BIOMED REALTY TRUST INC MONTH END PRICE 19.3300

      3,754.65        3,866.00   

BIOMIMETIC THERAPEUTICS INC MONTH END PRICE 7.2400

      265.31        724.00   

BIOMODA INC MONTH END PRICE 0.0053

      23,462.75        2,660.60   

BIONOVO INC NEW MONTH END PRICE 0.0090

      2,743.09        8.96   

BIOPURE CORP CL A NEW MONTH END PRICE 0.0000

      26.76        —     

BIORESTORATIVE THERAPIES MONTH END PRICE 0.0261

      17,508.95        18,270.00   

BIOSANTE PHARMA INC NEW MONTH END PRICE 1.2300

      16,987.51        5,061.45   

BIOSOLAR INC NEW MONTH END PRICE 0.4000

      257,970.24        53,229.20   

BIOSTAR PHARMA NEW MONTH END PRICE 1.0000

      5,539.37        1,001.00   

BIOTECH HOLDERS TRUST MONTH END PRICE 154.0000

      9,906.56        15,400.00   

BIOTIME INC MONTH END PRICE 3.1400

      60,422.56        37,416.24   

BIOVEST INTL INC MONTH END PRICE 0.1250

      9,638.24        787.50   

BIRCHCLIFF ENERGY NEW MONTH END PRICE 7.5392

      27,504.36        25,384.49   

BITZIO INC MONTH END PRICE 0.0900

      7,006.95        1,800.00   

BIZAUCTIONS INC NEW MONTH END PRICE 0.0200

      6.58        0.06   

BJ S RESTAURANTS INC MONTH END PRICE 32.9000

      74,020.26        70,570.50   

BK 130119C00025000 MONTH END PRICE 112.0000

      (154.30 )      (112.00 ) 

BK BARODA NY BRNC .4000% 11/14/13 MONTH END PRICE 0.9987

      9,000.00        8,988.57   

BK OF CHINA .3500% 02/15/13 MONTH END PRICE 0.9999

      120,000.00        119,992.80   

BK OF CHINA NY, .4500% 05/02/13 MONTH END PRICE 1.0002

      10,000.00        10,001.60   

BK OF CHINA NY, N .5000% 03/19/14 MONTH END PRICE 0.9978

      3,000.00        2,993.37   

BKE 130316C00050000 MONTH END PRICE 175.0000

      (855.70 )      (525.00 ) 

BLACK BOX CORP COMMON STOCK USD.001

      24,761.10        24,340.00   

BLACK CASTLE DEVS HLDGS MONTH END PRICE 0.0004

      2,312.95        —     

BLACK DRAGON RES CO INC MONTH END PRICE 0.0001

      115.55        0.33   

BLACK HAWK EXPL INC MONTH END PRICE 0.0061

      16,835.81        178.12   

BLACK HILLS CORP COMMON STOCK USD1.

      419,945.48        428,812.00   

BLACK HILLS CORP MONTH END PRICE 36.3400

      46,713.73        53,006.76   

BLACKBAUD INC COMMON STOCK USD.001

      889,470.55        877,242.75   

BLACKBAUD INC MONTH END PRICE 22.8300

      3,499.56        2,853.75   

BLACKROCK ALL CAP ENERGY & RES CL A MONTH END PRICE 12.9000

      5,577.95        5,582.28   

BLACKROCK BUILD AMER MONTH END PRICE 22.8700

      43,761.74        45,740.00   

BLACKROCK CAP & INCOME STRATEGY MONTH END PRICE 12.4200

      1,426.88        1,291.68   

BLACKROCK CORE BD PORT INVAMONTH END PRICE 9.8100

      33,013.89        34,630.06   

BLACKROCK CORE BD PORT SVC MONTH END PRICE 9.8000

      3,078.29        3,164.18   

BLACKROCK CORE BD TRUST MONTH END PRICE 14.9000

      11,903.51        13,696.19   

BLACKROCK CP HIGH YIELD FD V MONTH END PRICE 12.5600

      33,658.31        34,617.23   

BLACKROCK CP HIGH YIELD FD MONTH END PRICE 7.7400

      24,842.34        27,346.78   

BLACKROCK CP HIGH YIELD VI MONTH END PRICE 12.3900

      7,793.10        10,837.00   

BLACKROCK DEBT STRATEGIES MONTH END PRICE 4.3000

      21,101.20        17,975.56   

BLACKROCK EHNCD DIV INCM MONTH END PRICE 7.1800

      3,815.94        3,779.48   

BLACKROCK EQUITY DIVIDEND CL A MONTH END PRICE 19.8900

      210,787.79        233,815.86   

BLACKROCK FDS II MONTH END PRICE 10.3900

      60,200.00        61,022.25   

BLACKROCK GLOBAL ALLOCATION FD INST MONTH END PRICE 19.8300

      61,035.22        62,427.08   

BLACKROCK GLOBAL ALLOCATION INV A MONTH END PRICE 19.7400

      455,417.84        484,233.23   

BLACKROCK GLOBAL ENERGY MONTH END PRICE 23.5500

      19,552.95        17,632.61   

BLACKROCK GLOBAL FLTG RT MONTH END PRICE 15.0500

      23,989.78        25,728.27   

BLACKROCK GLOBAL OPPORTUNITIES MONTH END PRICE 13.2000

      98,495.28        74,844.14   

BLACKROCK HEALTH SCIENCE OPPTY A MONTH END PRICE 31.4200

      184,342.49        212,494.91   

BLACKROCK HIGH YIELD BOND FD CL A MONTH END PRICE 8.0900

      153,171.18        156,852.11   

BLACKROCK HIGH YIELD BOND INSTL MONTH END PRICE 8.0900

      34,573.56        36,252.97   

BLACKROCK HIGH YLD BOND FD SVC CL MONTH END PRICE 8.0900

      113,998.30        123,790.71   

BLACKROCK INC COMMON STOCK USD.01

      470,472.34        568,452.50   

 

44

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BLACKROCK INC COMMON STOCK USD.01

      573,238.08        620,130.00   

BLACKROCK INC MONTH END PRICE 206.7100

      68,003.05        77,005.59   

BLACKROCK INFLATION PROTECTED BD A MONTH END PRICE 11.9200

      96,849.43        100,034.15   

BLACKROCK INTL GROWTH TR MONTH END PRICE 7.3500

      7,364.80        7,517.64   

BLACKROCK INTL OPP FD SVC CL MONTH END PRICE 33.1200

      36,621.83        34,557.01   

BLACKROCK KELSO CAPITAL CORP MONTH END PRICE 10.0600

      204,190.91        212,010.68   

BLACKROCK LATIN AMERICA CLASS A MONTH END PRICE 60.6300

      30,495.89        26,210.53   

BLACKROCK LIFEPATH 2030 PORT INST MONTH END PRICE 15.2500

      12,416.67        12,671.96   

BLACKROCK LTD DURATION INCOME TR MONTH END PRICE 18.1700

      11,105.01        16,376.48   

BLACKROCK NATURAL RESOURCES TRUST A MONTH END PRICE 58.8500

      1,254.38        1,256.92   

BLACKROCK NORTH AMERN GOVT INCOME TR MONTH END PRICE 11.3400

      17,231.48        19,711.33   

BLACKROCK PFD & EQUITY TRUST MONTH END PRICE 13.7300

      15,563.34        20,876.07   

BLACKROCK SENIOR HIGH INCOME MONTH END PRICE 4.2000

      50,310.17        47,221.63   

BLACKROCK SM CAP GROWTH EQ INV A MONTH END PRICE 20.8900

      21,256.34        20,079.28   

BLACKROCK US OPPORTUNITIES INV A MONTH END PRICE 34.0800

      106,711.23        110,659.84   

BLACKROCK UTIL & INF MONTH END PRICE 17.8900

      6,040.46        5,578.83   

BLACKSTONE GROUP LP MONTH END PRICE 15.5900

      22,036.95        24,833.45   

BLACKSTONE GSO STRATEGIC CR MONTH END PRICE 18.5500

      20,211.95        18,662.75   

BLACKSTONE/GSO SR FL MONTH END PRICE 20.3300

      77,093.11        78,703.49   

BLCKRK RESRCS & CMDITIES SRTGY TR MONTH END PRICE 12.8000

      16,295.38        15,872.00   

BLDRS DEV MKT 100 AD MONTH END PRICE 21.0310

      10,151.54        7,011.59   

BLDRS EMERGING MKTS MONTH END PRICE 40.2200

      55,452.24        56,219.07   

BLDRS EUROPE 100 ADR MONTH END PRICE 20.8299

      7,903.80        5,207.48   

BLOCK FINL CORP 5.125% 10/30/14 MONTH END PRICE 105.5987

      8,616.80        9,503.88   

BLOCK H & R INC MONTH END PRICE 18.5700

      14,892.02        17,275.90   

BLOGGERWAVE INC MONTH END PRICE 0.0010

      20,766.91        34.00   

BLUCORA INC MONTH END PRICE 15.7100

      2,274.76        1,963.75   

BLUE EARTH INC MONTH END PRICE 1.2000

      302,354.85        226,800.00   

BLUE GEM ENTERPRISE MONTH END PRICE 0.0012

      33.84        0.12   

BLUE HOLDINGS INC MONTH END PRICE 0.0020

      4,994.95        2.00   

BLUE RIBBON INCOME FD F MONTH END PRICE 11.3942

      10,998.64        13,718.62   

BLUE SPHERE CORP MONTH END PRICE 0.0051

      7,561.54        51.00   

BLUEFIRE RENEWABLES INC MONTH END PRICE 0.1210

      246.00        121.00   

BLUELINX HLDGS INC MONTH END PRICE 2.8100

      14,456.99        15,138.33   

BLUGRASS ENERGY INC NEW MONTH END PRICE 0.0001

      17,815.80        10.00   

BLYTH INC NEW MONTH END PRICE 15.5500

      16,930.30        15,550.00   

BM+FBOVESPA SA COMMON STOCK NPV

      264,928.12        272,233.06   

BMC SOFTWARE INC COMMON STOCK USD.01

      145,830.08        137,580.54   

BMW BK N A 2.7000% 12/11/13 MONTH END PRICE 1.0197

      10,000.00        10,196.90   

BMY 130316C00034000 MONTH END PRICE 35.0000

      (1,042.95 )      (280.00 ) 

BMY 140118C00032000 MONTH END PRICE 238.0000

      (4,392.33 )      (3,332.00 ) 

BNK PETROLEUM INC MONTH END PRICE 0.5145

      2,203.50        205.80   

BNP PARIBAS 5% 1/15/21 MONTH END PRICE 112.5819

      1,003.82        1,125.82   

BNP PARIBAS 3.6% 2/23/16 MONTH END PRICE 106.0834

      5,064.80        5,304.17   

BNP PARIBAS ADR MONTH END PRICE 29.2100

      1,854.20        2,132.33   

BNP PARIBAS COMMON STOCK EUR2.

      666,115.53        1,011,677.70   

BNP PARIBAS COMMON STOCK EUR2.

      585,770.79        761,294.79   

BNP PARIBAS SR UNSECURED 09/17 2.375

      129,829.70        131,865.11   

BOARDWALK PIPELINE PTNRS MONTH END PRICE 24.9000

      19,793.71        18,193.10   

BOEING CAPITAL 4.85% 5/15/13 MONTH END PRICE 101.0861

      5,275.00        5,054.31   

BOEING CAPITAL CORP SR UNSECURED 10/19 4.7

      49,964.50        58,994.35   

BOEING CO SR UNSECURED 02/20 4.875

      89,062.20        108,433.44   

BOEING CO MONTH END PRICE 75.3600

      2,168,560.94        2,366,583.37   

BOEING CO/THE COMMON STOCK USD5.

      708,485.08        1,202,670.24   

 

45

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BOFI HOLDING INC MONTH END PRICE 27.8108

      30,058.63        33,372.96   

BOGUE INTL INC MONTH END PRICE 0.0000

      435.79        —     

BOHAI PHARMACEUTICAL MONTH END PRICE 0.5200

      7,737.36        2,080.00   

BOINGO WIRELESS INC MONTH END PRICE 7.5500

      1,436.90        1,238.20   

BOISE INC MONTH END PRICE 7.9500

      5,271.45        5,016.45   

BOK FINANCIAL CORPORATION COMMON STOCK USD.00006

      109,746.60        108,920.00   

BOLIVAR MNG CORP MONTH END PRICE 0.0000

      689.95        —     

BOLT TECHNOLOGY CORP MONTH END PRICE 14.2700

      7,930.59        4,281.00   

BOMBARDIER INC CV CL A MONTH END PRICE 3.9000

      5,811.30        3,900.00   

BOMBARDIER INC CV CL B MONTH END PRICE 3.8100

      30,956.02        30,480.00   

BOMBAY COMPANY INC MONTH END PRICE 0.0000

      9,518.17        —     

BONTAN CORP INC F MONTH END PRICE 0.0700

      606.95        350.00   

BON-TON STORES 10.25% 3/15/14 MONTH END PRICE 99.5000

      25,048.44        24,875.00   

BOOKS A MILLION MONTH END PRICE 2.6600

      8,265.87        5,320.00   

BOOZ ALLEN HAMILTON MONTH END PRICE 13.9200

      5,049.98        3,911.52   

BORDEN CHEMICAL 8.375% 4/15/16 MONTH END PRICE 94.5000

      24,585.18        23,625.00   

BORDERS GROUP MONTH END PRICE 0.0000

      833.87        —     

BORG WARNER INC MONTH END PRICE 71.6200

      26,405.55        27,931.80   

BORGWARNER INC COMMON STOCK USD.01

      180,696.12        200,536.00   

BOSTON BEER CLASS A MONTH END PRICE 134.4500

      28,577.67        36,839.30   

BOSTON PRIVATE FINL HLDG MONTH END PRICE 9.0100

      578.97        666.74   

BOSTON PRIVATE FINL HOLDING COMMON STOCK USD1.

      480,605.86        622,158.52   

BOSTON PROPERTIES INC REIT USD.01

      316,843.89        372,874.44   

BOSTON PROPERTIES INC MONTH END PRICE 105.8100

      24,690.20        26,775.20   

BOSTON SCIENTIFIC CORP COMMON STOCK USD.01

      986,748.13        857,781.00   

BOSTON SCIENTIFIC CORP COMMON STOCK USD.01

      376,021.72        190,453.74   

BOSTON SCIENTIFIC CORP MONTH END PRICE 5.7300

      120,265.63        121,544.76   

BOTSWANA METALS LTD ORD MONTH END PRICE 0.0270

      —          240.30   

BOTTOMLINE TECHNOLOGIES INC COMMON STOCK USD.001

      1,525,681.60        1,662,570.00   

BOULDER BRANDS INC COMMON STOCK USD.0001

      338,396.80        409,639.50   

BOULDER GROWTH & INCOME MONTH END PRICE 6.3300

      600.95        633.00   

BOULDER TOTAL RETURN FD INC MONTH END PRICE 18.0400

      18,190.90        19,844.00   

BOURQUE INDUSTRIES INC MONTH END PRICE 0.0208

      19,417.49        6,778.72   

BOVIE MEDICAL CORP MONTH END PRICE 2.4200

      7,487.41        4,114.00   

BOWATER INC 9% 8/01/11 MONTH END PRICE 0.0000

      10,134.88        —     

BOX SHIPS INC MONTH END PRICE 4.1000

      10,706.95        8,200.00   

BOYD GAMING CORP COMPANY GUAR 144A 07/20 9.

      258,375.00        256,100.00   

BOYD GAMING CORP MONTH END PRICE 6.6400

      169.54        160.61   

BP 130119C00042000 MONTH END PRICE 62.0000

      (849.51 )      (124.00 ) 

BP 130119C00045000 MONTH END PRICE 8.0000

      (96.29 )      (8.00 ) 

BP 140118C00045000 MONTH END PRICE 193.0000

      (288.29 )      (193.00 ) 

BP 150117C00050000 MONTH END PRICE 155.0000

      (214.29 )      (155.00 ) 

BP CAP MKTS P L C 5.25% 11/07/13 MONTH END PRICE 104.0446

      4,585.00        5,202.23   

BP CAPITAL MARKETS PLC COMPANY GUAR 10/15 3.125

      344,134.40        360,926.32   

BP CAPITAL MARKETS PLC COMPANY GUAR 11/21 3.561

      62,462.50        64,835.46   

BP PLC ADR MONTH END PRICE 41.6400

      1,077,023.28        1,069,389.50   

BP PLC COMMON STOCK USD.25

      1,518,608.00        1,321,314.80   

BP PLC SPONS ADR ADR

      650,125.03        709,962.00   

BPI 130216C00012500 MONTH END PRICE 10.0000

      (798.46 )      (60.00 ) 

BPZ ENERGY INC MONTH END PRICE 3.1500

      2,595.51        1,348.20   

BR AMERN TOBACCO PLC ADR F MONTH END PRICE 101.2500

      89,441.56        86,062.50   

BR MALLS PARTICIPACOES SA COMMON STOCK NPV

      204,331.45        328,550.27   

BRAINY BRANDS CO INC MONTH END PRICE 0.0032

      1,600.74        48.00   

BRANDYWINE BLUE FUND MONTH END PRICE 24.5400

      232,156.74        250,061.91   

 

46

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BRANDYWINE RLTY TR NEW MONTH END PRICE 12.1900

      1,815.99        1,844.91   

BRAZIL FAST FOOD NEW MONTH END PRICE 8.0000

      484.68        320.00   

BRAZIL FOODS S A ADR MONTH END PRICE 21.1100

      25,125.64        31,285.02   

BRAZIL GOLD CORP MONTH END PRICE 0.0006

      299.01        0.30   

BRAZILIAN REAL

      909.94        930.42   

BRE PROPERTIES 6.75% PFD MONTH END PRICE 25.3500

      5,639.95        5,703.75   

BREA CALIF PUB 8.3750% 09/01/18 MONTH END PRICE 106.6070

      8,286.08        8,528.56   

BREEZER VENTURES INC MONTH END PRICE 0.0200

      1,008.95        80.00   

BREITBURN ENERGY PARTNERS L P MONTH END PRICE 18.4700

      18,045.20        17,757.47   

BRENNTAG AG COMMON STOCK NPV

      312,350.01        363,653.62   

BRIDGE CAPITAL HOLDINGS COMMON STOCK NPV

      50,064.53        51,348.00   

BRIDGEPOINT EDUCATIO MONTH END PRICE 10.3000

      44,236.58        21,218.00   

BRIDGESTONE CORP COMMON STOCK

      127,893.37        137,381.87   

BRIDGEWAY AGGRESSIVE INVESTORS 1 MONTH END PRICE 36.6600

      58,759.00        46,139.47   

BRIDGEWAY SM CAP GROWTH FD CL N MONTH END PRICE 12.1600

      43,519.83        37,618.78   

BRIDGEWAY SMALL CAP VALUE FD CL N MONTH END PRICE 16.1100

      99,998.80        104,431.61   

BRIDGEWAY ULTRA-SMALL CO MARKET FD MONTH END PRICE 12.5000

      140,189.84        117,169.35   

BRIGGS & STRATTON CORP MONTH END PRICE 21.0800

      1,965.95        2,108.00   

BRIGUS GOLD CORP F MONTH END PRICE 0.9400

      51,182.47        39,597.50   

BRINKER INTL INC MONTH END PRICE 30.9900

      5,065.09        6,198.00   

BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1

      923,109.71        1,266,675.53   

BRISTOL-MYERS SQUIBB CO MONTH END PRICE 32.5900

      814,661.24        848,423.18   

BRISTOW GROUP INC COMMON STOCK USD.01

      251,912.64        292,447.00   

BRISTOW GROUP INC MONTH END PRICE 53.6600

      4,356.62        5,366.00   

BRITISH COLUMBIA PROV OF SR UNSECURED 10/22 2.

      327,917.70        325,191.24   

BRITISH SKY BROADCASTING GRO COMMON STOCK GBP.5

      156,621.02        173,000.33   

BRK/B 130119C00092500 MONTH END PRICE 23.0000

      (126.29 )      (23.00 ) 

BROADBAND WIRELESS INTL MONTH END PRICE 0.0000

      705.71        —     

BROADCOM CORP CL A COMMON STOCK USD.0001

      1,148,221.83        1,125,819.00   

BROADCOM CORP CL A COMMON STOCK USD.0001

      182,803.30        179,334.00   

BROADCOM CORP CL A COMMON STOCK USD.0001

      697,119.04        400,545.81   

BROADCOM CORP CL A MONTH END PRICE 33.2100

      127,938.07        127,366.86   

BROADRIDGE FINL SOLUTION MONTH END PRICE 22.8800

      2,108.41        2,516.80   

BROADVISION INC NEW MONTH END PRICE 8.9400

      7,131.61        4,470.00   

BROADWIND ENERGY NEW MONTH END PRICE 2.1600

      13,556.21        5,464.80   

BROCADE COMMUNICATIONS SYS COMMON STOCK USD.001

      55,983.00        51,168.00   

BROCADE COMMUNICATIONS SYS NEW MONTH END PRICE 5.3300

      73,387.36        65,825.50   

BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01

      182,459.91        188,760.60   

BROOKFIELD ASSET MANAGE CL A COMMON STOCK NPV

      599,433.36        674,360.00   

BROOKFIELD ASSET MGMT INC MONTH END PRICE 36.6500

      80,385.15        114,531.25   

BROOKFIELD INCORPORACOES SA COMMON STOCK NPV

      1,056,640.23        378,043.95   

BROOKFIELD INFRA PARTNERS MONTH END PRICE 35.2500

      94,647.49        112,450.83   

BROOKFIELD PPTYS CORP MONTH END PRICE 17.0100

      2,949.54        3,402.00   

BROOKFIELD RENEW EGY LPF MONTH END PRICE 29.2882

      4,332.81        5,857.64   

BROWN & BROWN INC MONTH END PRICE 25.4600

      134,244.08        133,768.78   

BROWN ADVISORY GROWTH EQTY INVESTOR MONTH END PRICE 14.6800

      412,957.25        446,699.44   

BROWN ADVISORY SM CAP MONTH END PRICE 17.5200

      8,000.00        8,129.93   

BROWN ADVISORY WINSLOW SUSTAIN ADV MONTH END PRICE 10.5900

      6,283.18        4,336.42   

BROWN CAP MGMT SMALL CO FD INV CL MONTH END PRICE 50.5900

      101,529.17        148,152.16   

BROWN FORMAN CORP CL B MONTH END PRICE 63.2500

      6,531.82        9,487.50   

BROWN FORMAN CORP CLASS B COMMON STOCK USD.15

      90,391.34        228,901.75   

BROWN SHOE COMPANY INC COMMON STOCK USD.01

      239,153.86        277,387.00   

BROWNSTONE ENERGY INC F MONTH END PRICE 0.2060

      11,582.94        3,090.00   

BRUKER BIOSCIENCES CORP MONTH END PRICE 15.2379

      4,996.64        4,982.79   

 

47

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

BRUNSWICK CORP COMMON STOCK USD.75

      531,630.58        649,463.34   

BRUNSWICK CORP MONTH END PRICE 29.0900

      1,796.19        2,909.00   

BSQUARE CORP NEW MONTH END PRICE 2.9324

      4,984.35        2,404.57   

BT GROUP PLC ADR MONTH END PRICE 38.0300

      6,548.60        9,507.50   

BT GROUP PLC COMMON STOCK GBP.05

      122,845.10        226,067.95   

BTU 130119C00024000 MONTH END PRICE 286.0000

      (1,866.16 )      (1,430.00 ) 

BTU 130119C00026000 MONTH END PRICE 141.0000

      (2,514.61 )      (1,551.00 ) 

BTU 130119C00029000 MONTH END PRICE 27.0000

      (1,145.41 )      (270.00 ) 

BUCKEYE PARTNERS L P MONTH END PRICE 45.4100

      36,459.75        28,426.86   

BUCKEYE TECHNOLOGIES INC MONTH END PRICE 28.7100

      44,567.17        43,901.28   

BUCKLE INC MONTH END PRICE 44.6400

      73,103.70        73,676.24   

BUFFALO DISCOVERY FD MONTH END PRICE 15.7300

      231,514.45        235,703.68   

BUFFALO FLEXIBLE INCOME FUND MONTH END PRICE 12.6700

      342,470.85        349,379.99   

BUFFALO GROWTH FUND MONTH END PRICE 27.4400

      36,151.68        43,319.88   

BUFFALO MICRO CAP MONTH END PRICE 12.3800

      35,228.67        34,641.06   

BUFFALO MID CAP FUND MONTH END PRICE 16.9700

      61,637.02        65,972.35   

BUFFALO SMALL CAP FUND MONTH END PRICE 28.1700

      348,907.67        454,170.04   

BUFFALO WILD WINGS INC MONTH END PRICE 72.8200

      109,661.81        104,860.80   

BUILD A BEAR WORKSHOP MONTH END PRICE 3.8200

      5,023.56        2,269.08   

BUILDERS FIRSTSOURCE INC MONTH END PRICE 5.5800

      13,531.77        19,066.86   

BUNGE LIMITED MONTH END PRICE 101.7500

      24,921.90        27,472.50   

BUNGE LIMITED MONTH END PRICE 72.6900

      46,781.46        53,981.16   

BURBERRY GROUP PLC SPON ADR ADR

      819,638.66        891,206.12   

BURLINGTON NORTH 4.7% 10/01/19 MONTH END PRICE 115.1752

      10,443.40        11,517.52   

BURNHAM FINANCIAL INDUSTRIES A MONTH END PRICE 11.3800

      8,227.76        9,379.83   

BURNHAM FINANCIAL SERVICES FD MONTH END PRICE 19.0200

      19,269.50        21,926.77   

BUYER GROUP INTL INC NEW MONTH END PRICE 0.0600

      —          0.06   

BYD CO LTD ORD MONTH END PRICE 2.9997

      1,181.82        1,049.90   

BYD CO LTD MONTH END PRICE 6.0600

      12,214.26        16,119.60   

C 130119C00035000 MONTH END PRICE 480.0000

      (3,086.73 )      (5,280.00 ) 

C 130119C00037000 MONTH END PRICE 305.0000

      (855.51 )      (1,830.00 ) 

C 130119P00037000 MONTH END PRICE 50.0000

      710.75        250.00   

C 130216C00038000 MONTH END PRICE 288.0000

      (281.52 )      (576.00 ) 

C 130216C00039000 MONTH END PRICE 227.0000

      (205.53 )      (454.00 ) 

C D C CORP CL A NEW OXXX MONTH END PRICE 0.0000

      420.66        —     

C E O AMERICA INC MONTH END PRICE 0.0001

      7,774.82        6.50   

C H ROBINSON WORLDWIDE NEW MONTH END PRICE 63.2200

      65,272.20        59,244.17   

C I T GROUP INC NEW MONTH END PRICE 38.6400

      5,955.23        5,989.20   

C M S ENERGY CORP MONTH END PRICE 24.3800

      24,510.74        26,090.41   

C V D EQUIPMENT CORP MONTH END PRICE 9.6000

      2,424.51        1,920.00   

C&J ENERGY SERVICES INC MONTH END PRICE 21.4400

      27,764.79        31,088.00   

C.H. ROBINSON WORLDWIDE INC COMMON STOCK USD.1

      205,865.55        245,167.16   

CA INC COMMON STOCK USD.1

      177,078.49        179,180.96   

CA TECHNOLOGIES MONTH END PRICE 21.9800

      23,871.26        21,758.08   

CA WATER SERVICE GROUP MONTH END PRICE 18.3500

      18,608.09        18,652.43   

CABELAS INC MONTH END PRICE 41.7500

      16,026.31        13,986.25   

CABLEVISION SYS NY GP A MONTH END PRICE 14.9400

      7,341.86        6,723.00   

CABLEVISION SYSTEMS NY GRP A COMMON STOCK USD.01

      120,564.35        76,776.66   

CABOT CORP COMMON STOCK USD1.

      881,336.14        1,055,867.44   

CABOT OIL & GAS CL A MONTH END PRICE 49.7400

      19,511.33        21,338.46   

CABOT OIL + GAS CORP COMMON STOCK USD.1

      145,649.59        245,516.64   

CADENCE DESIGN SYSTEM MONTH END PRICE 13.5100

      7,114.40        7,430.50   

CAFEPRESS INC COMMON STOCK

      40,661.00        42,121.00   

CAI INTERNATIONAL INC MONTH END PRICE 21.9500

      12,902.60        15,321.10   

 

48

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

CAL DIVE INTERNATIONAL INC COMMON STOCK USD.01

      1,060,497.45         813,625.92   

CAL DIVE INTERNATIONAL MONTH END PRICE 1.7300

      45,975.74         41,001.00   

CAL MAINE FOODS INC NEW MONTH END PRICE 40.2200

      5,984.14         8,044.00   

CALAIS RESOURCES INC F MONTH END PRICE 0.0000

      2,054.95         —     

CALAMOS ASSET MGMT INC MONTH END PRICE 10.5700

      2,979.49         3,223.85   

CALAMOS CONV HIGH INCOME FD MONTH END PRICE 12.1500

      42,195.69         41,269.06   

CALAMOS GBL DYN INCOME FUND MONTH END PRICE 8.3500

      4,347.30         4,298.75   

CALAMOS GLOBAL EQTY FD CL A MONTH END PRICE 13.1400

      91,316.56         100,057.32   

CALAMOS GROWTH & INCOME FUND CL A MONTH END PRICE 31.7500

      301,196.07         318,855.25   

CALAMOS GROWTH FD CL A MONTH END PRICE 47.0400

      289,167.23         265,728.77   

CALAMOS INTERNATIONAL GROWTH FD CL A MONTH END PRICE 17.5600

      12,072.01         13,187.42   

CALAMOS STRGC TOT RET FD MONTH END PRICE 9.8100

      4,164.11         4,034.25   

CALAMOS VALUE FUND CL A MONTH END PRICE 12.1200

      40.71         40.46   

CALCALAMOS MARKET NEUTRAL INC FD CL MONTH END PRICE 12.6500

      28,644.83         30,931.51   

CALDWELL & ORKIN MKT OPPORTUNITY FD MONTH END PRICE 21.3400

      13,938.46         14,496.22   

CALEDONIA MINING CORP MONTH END PRICE 0.0920

      37,106.68         31,740.00   

CALIBRE MINING CORP MONTH END PRICE 0.1760

      16,223.80         14,080.00   

CALIBRUS INC MONTH END PRICE 0.2000

      725.85         300.00   

CALIFORNIA GRAPES IN MONTH END PRICE 0.0003

      2,515.60         187.50   

CALIFORNIA OIL & GAS CORP MONTH END PRICE 0.0000

      16,304.85         —     

CALIFORNIA QUAL 7.155% 3/01/27 MONTH END PRICE 118.4940

      5,105.00         5,924.70   

CALIFORNIA ST 7.5% 4/01/34 MONTH END PRICE 138.7100

      14,209.20         20,806.50   

CALIFORNIA ST 7.55% 4/01/39 MONTH END PRICE 143.4980

      5,880.05         7,174.90   

CALIFORNIA ST 8.3610% 10/01/34 MONTH END PRICE 128.1270

      10,326.10         12,812.70   

CALL ON @ MONTH END PRICE 29.0000

      25,059.32         24,360.00   

CALLAWAY GOLF CO MONTH END PRICE 6.5000

      11,531.94         11,050.00   

CALLAWAY GOLF COMPANY COMMON STOCK USD.01

      1,196,156.25         1,143,915.50   

CALLON PETE CO DEL MONTH END PRICE 4.7000

      581.45         470.00   

CALPINE CORP SR SECURED 144A 02/21 7.5

      87,939.94         99,450.00   

CALPINE CORP MONTH END PRICE 18.1300

      12,772.09         19,308.45   

CALUMET SPECIAL 9.3750% 05/01/19 MONTH END PRICE 108.3750

      5,372.50         5,418.75   

CALUMET SPECIALTY PROD MONTH END PRICE 30.3900

      4,040.72         4,954.91   

CALVERT GLOBAL ALTERNATIVE ENERGY A MONTH END PRICE 5.5900

      5,043.32         1,767.99   

CALVERT LONG TERM INCOME FD CL A MONTH END PRICE 17.8900

      28,356.23         28,633.57   

CALVERT SHORT DURATION INCOME FD A MONTH END PRICE 16.4600

      207,035.84         208,245.42   

CALVERT SHORT DURATION INCOME Y MONTH END PRICE 16.5800

      53,790.27         54,247.16   

CALYPSO WIRELESS INC MONTH END PRICE 0.0000

      31,667.55         —     

CAMBIAR AGGR VALUE INV MONTH END PRICE 10.9900

      119,369.16         93,019.12   

CAMBIAR SMALL CAP FD INV MONTH END PRICE 18.6400

      22,039.52         25,069.91   

CAMBIUM GLOBAL TIMBERLAND LT MONTH END PRICE 0.7315

      928.95         731.50   

CAMBREX CORP COMMON STOCK USD.1

      216,119.55         238,980.00   

CAMBRIDGE HEART INC MONTH END PRICE 0.0150

      6,020.49         112.50   

CAMBRIDGE RESOURCES CORP MONTH END PRICE 0.0001

      3,619.90         20.00   

CAMDEN PROPERTY TRUST REIT USD.01

      1,074,046.02         1,091,087.16   

CAMDEN PROPERTY TRUST MONTH END PRICE 68.2100

      5,009.44         5,320.38   

CAMECO CORP MONTH END PRICE 19.7200

      118,329.34         119,542.64   

CAMELOT ENTMT GROUP INC MONTH END PRICE 0.0001

      4,665.32         0.02   

CAMERON INTERNATIONAL CORP COMMON STOCK USD.01

      242,320.71         321,934.92   

CAMERON INTL CORP MONTH END PRICE 56.4600

      51,269.90         56,064.78   

CAMPBELL SOUP CO COMMON STOCK USD.0375

      236,397.50         249,463.50   

CAMPBELL SOUP CO COMMON STOCK USD.0375

      1,074,664.27         1,060,656.00   

CAMPBELL SOUP CO COMMON STOCK USD.0375

      124,284.21         147,061.35   

CAMPBELL SOUP CO MONTH END PRICE 34.8900

      43,718.53         44,557.82   

CAN SLIM SELECT GROWTH FD MONTH END PRICE 12.5100

      145,294.33         175,156.69   

 

49

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

CANADIAN CNTY OKLA E 3.751% 9/01/13 MONTH END PRICE 101.7970

      25,311.25         25,449.25   

CANADIAN DOLLAR

      3,665.88         3,672.33   

CANADIAN GEN INVTS LTD MONTH END PRICE 15.6670

      8,008.30         7,833.50   

CANADIAN NATL RAILWAY CO COMMON STOCK NPV

      539,512.45         1,042,974.60   

CANADIAN NATL RY CO MONTH END PRICE 91.0100

      133,812.47         150,803.57   

CANADIAN NATURAL RES MONTH END PRICE 28.8700

      53,784.54         48,934.65   

CANADIAN OIL SANDS LTD F MONTH END PRICE 20.3400

      150,007.76         126,514.80   

CANADIAN PAC RAILWAY MONTH END PRICE 101.6200

      8,625.32         10,670.10   

CANADIAN PACIFIC RAILWAY LTD COMMON STOCK NPV

      1,258,817.22         1,372,886.20   

CANADIAN SOLAR INC MONTH END PRICE 3.4000

      14,099.97         11,220.00   

CANARC RESOURCE CORP MONTH END PRICE 0.1275

      468,672.68         375,335.39   

CANCANA RESOURCES CORP F MONTH END PRICE 0.0000

      763.10         —     

CANDENTE COPPER CP NEW F MONTH END PRICE 0.3810

      22,497.20         8,382.00   

CANON INC COMMON STOCK

      1,141,770.50         1,047,231.87   

CANON INC COMMON STOCK

      751,495.17         670,699.06   

CANON INC SPN ADR MONTH END PRICE 39.2100

      30,270.80         30,348.54   

CANTEL MEDICAL CORP MONTH END PRICE 29.7300

      20,637.68         20,811.00   

CANTERRA MINERALS CP F MONTH END PRICE 0.0430

      12,332.44         109.65   

CAP GEMINI COMMON STOCK EUR8.

      114,279.13         125,771.50   

CAPE SYSTEMS GROUP INC MONTH END PRICE 0.0000

      13.34         —     

CAPELLA EDUCATION CO COMMON STOCK USD.01

      323,591.36         293,592.00   

CAPELLA EDUCATION CO COMMON STOCK USD.01

      416,479.09         373,341.75   

CAPELLA EDUCATION CO MONTH END PRICE 28.2300

      4,316.93         2,823.00   

CAPITAL INCOME BUILDER MONTH END PRICE 52.7800

      327,689.79         328,533.60   

CAPITAL ONE BANK 4.5% 3/05/15 MONTH END PRICE 1.0736

      95,000.00         101,990.10   

CAPITAL ONE BANK 6.5% 6/13/13 MONTH END PRICE 102.5119

      3,109.86         3,075.36   

CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01

      1,426,609.06         1,403,354.25   

CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01

      721,913.72         793,467.21   

CAPITAL ONE FINANCIAL CP MONTH END PRICE 57.9300

      27,917.22         33,367.11   

CAPITAL ONE NA 4.25% 4/09/13 MONTH END PRICE 1.0100

      10,000.00         10,100.00   

CAPITAL ONE USA 4.75% 5/07/15 MONTH END PRICE 1.0839

      10,000.00         10,838.80   

CAPITAL SR LIVING CO MONTH END PRICE 18.6900

      1,038.00         3,738.00   

CAPITAL TRUST CL A NEW MONTH END PRICE 2.1000

      619.06         360.39   

CAPITAL WORLD BOND FUND CL R5 MONTH END PRICE 21.2200

      45,325.28         48,537.35   

CAPITAL WORLD BOND FUND MONTH END PRICE 21.0800

      24,831.17         24,912.24   

CAPITAL WORLD GROWTH & INCOME CL F MONTH END PRICE 37.1300

      219,809.55         222,900.23   

CAPITALSOURCE INC MONTH END PRICE 7.5800

      58,227.47         74,485.33   

CAPITOL TR I MONTH END PRICE 1.0000

      8,067.90         3,000.00   

CAPITOL TR XII 10.50%38 MONTH END PRICE 0.8000

      6,106.85         1,760.00   

CAPLEASE INC REIT USD.01

      134,811.39         148,719.00   

CAPMARK BANK NA 5.05% 7/16/13 MONTH END PRICE 1.0245

      70,000.00         71,715.70   

CAPMARK BANK NA 5.05% 7/23/13 MONTH END PRICE 1.0254

      40,000.00         41,015.60   

CAPSTEAD MORTGAGE CP NEW MONTH END PRICE 11.4700

      106,519.84         95,060.91   

CAPSTEAD MTG CONV B PFD MONTH END PRICE 14.3100

      40,729.01         40,554.44   

CAPSTONE COMPANIES INC MONTH END PRICE 0.0090

      82,611.20         7,650.00   

CAPSTONE THERAPEUTICS MONTH END PRICE 0.1700

      1,617.45         170.00   

CAPSTONE TURBINE CORP MONTH END PRICE 0.8900

      115,170.87         93,138.50   

CARBO CERAMICS INC COMMON STOCK USD.01

      751,723.75         703,101.50   

CARBO CERAMICS INC MONTH END PRICE 78.3400

      29,600.29         23,502.00   

CARBON SCIENCES INC NEW MONTH END PRICE 0.2000

      34,070.90         1,291.40   

CARDINAL COMMUNS INC NEW MONTH END PRICE 0.0000

      37,277.23         —     

CARDINAL FINANCIAL CORP COMMON STOCK USD1.

      476,639.94         530,402.00   

CARDINAL FINANCIAL CORP MONTH END PRICE 16.3000

      23,713.34         26,130.60   

CARDINAL HEALTH INC COMMON STOCK NPV

      277,896.24         332,693.22   

 

50

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CARDINAL HEALTH INC MONTH END PRICE 41.1800

      70,711.09        71,129.60   

CARDIO INFRARED TECH NEW MONTH END PRICE 0.0001

      710.90        40.00   

CARDIO SYSTEMS INC MONTH END PRICE 12.5500

      5,991.55        6,275.00   

CARDTRONICS INC MONTH END PRICE 23.7400

      2,669.68        2,492.70   

CAREER EDUCATION CORP MONTH END PRICE 3.5129

      5,006.45        1,159.26   

CAREFUSION CORP COMMON STOCK USD.01

      134,005.59        145,900.90   

CAREFUSION CORP MONTH END PRICE 28.5800

      4,113.73        4,515.64   

CARIBOU COFFEE CO INC MONTH END PRICE 16.1900

      5,361.02        6,152.20   

CARLISLE COS INC MONTH END PRICE 58.7600

      19,236.22        21,186.81   

CARMAX INC COMMON STOCK USD.5

      119,234.93        201,139.32   

CARMAX INC MONTH END PRICE 37.5400

      77,602.90        99,443.46   

CARNIVAL CORP COMMON STOCK USD.01

      400,349.91        387,371.95   

CARNIVAL CORP NEW MONTH END PRICE 36.7700

      35,209.45        38,318.72   

CARPENTER TECHNOLOGY CP MONTH END PRICE 51.6300

      15,434.45        16,779.75   

CARREFOUR SA ADR NEW ADR MONTH END PRICE 5.1500

      2,166.95        2,060.00   

CARRIAGE SVCS INC CL A MONTH END PRICE 11.8700

      576.44        1,217.44   

CARRIZO OIL & GAS INC MONTH END PRICE 20.9200

      5,916.86        4,184.00   

CARROLL SHELBY INTL INC MONTH END PRICE 0.1500

      349.95        150.00   

CARTERS HOLDINGS INC MONTH END PRICE 55.6500

      6,086.20        6,177.15   

CASELLA WASTE SYS INC MONTH END PRICE 4.3800

      65,096.90        43,800.00   

CASEYS GEN STORES INC MONTH END PRICE 53.1000

      3,105.71        4,228.62   

CASH AMERICA INTL INC COMMON STOCK USD.1

      686,695.79        702,159.00   

CASINO GUICHARD PERRACHON COMMON STOCK EUR1.53

      128,203.39        125,052.43   

CASTLE FOCUS FD INV CL MONTH END PRICE 17.6200

      44,182.20        43,665.07   

CASUAL MALE RETAIL GRP INC MONTH END PRICE 4.2000

      20,067.90        26,376.00   

CAT 130119C00087500 MONTH END PRICE 330.0000

      (1,974.19 )      (1,650.00 ) 

CAT 130119C00092500 MONTH END PRICE 82.0000

      (465.99 )      (328.00 ) 

CAT 130216C00092500 MONTH END PRICE 208.0000

      (252.28 )      (208.00 ) 

CATAMARAN CORP F MONTH END PRICE 47.1000

      154,611.57        149,825.10   

CATASYS INC NEW MONTH END PRICE 0.1350

      21,028.52        11.75   

CATERPILLAR FIN SERV CRP SR UNSECURED 09/13 6.2

      159,828.80        166,906.88   

CATERPILLAR FINL SVCS MTNS B MONTH END PRICE 130.7721

      10,233.40        13,077.21   

CATERPILLAR INC COMMON STOCK USD1.

      580,006.21        582,270.00   

CATERPILLAR INC COMMON STOCK USD1.

      401,398.88        380,715.00   

CATERPILLAR INC COMMON STOCK USD1.

      577,533.92        1,376,844.60   

CATERPILLAR INC MONTH END PRICE 89.6085

      3,080,496.84        3,000,811.94   

CATO CORP CLASS A COMMON STOCK USD.033

      236,553.38        234,526.50   

CATO CORP CLASS A COMMON STOCK USD.033

      125,381.12        117,949.00   

CAULDRON ENERGY LTD MONTH END PRICE 0.3634

      14,552.98        13,990.90   

CAUSEWAY EMERGING MKTS FD MONTH END PRICE 12.1500

      6,848.66        6,877.92   

CAUSEWAY INTL VALUE FUND INV CLASS MONTH END PRICE 13.0800

      58,858.91        57,422.21   

CAVIUM INC COMMON STOCK USD.001

      207,920.70        192,347.23   

CAVIUM INC MONTH END PRICE 31.2100

      2,179.93        2,340.75   

CAVU RESOURCES INC MONTH END PRICE 0.0025

      71,770.27        8,021.25   

CBEYOND INC COMMON STOCK USD.01

      100,081.90        122,040.00   

CBI 130119C00044000 MONTH END PRICE 275.0000

      (373.53 )      (550.00 ) 

CBOE HOLDINGS INC MONTH END PRICE 29.4600

      41,401.41        46,712.16   

CBRE CLARION GLBL RE MONTH END PRICE 8.8600

      242,499.46        286,904.68   

CBRE GROUP INC A COMMON STOCK USD.01

      138,985.24        141,548.70   

CBRE GROUP INC MONTH END PRICE 19.9000

      5,481.41        8,019.70   

CBS CORP CLASS B NON VOTING COMMON STOCK USD.001

      271,587.66        299,948.15   

CBS CORP CLASS B NON VOTING COMMON STOCK USD.001

      452,057.62        479,430.00   

CBS CORP CLASS B NON VOTING COMMON STOCK USD.001

      303,001.28        533,917.60   

CBS CORPORATION CL B NEW MONTH END PRICE 38.0500

      47,196.80        95,524.49   

 

51

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CCJ 130316C00018000 MONTH END PRICE 220.0000

      (269.99 )      (880.00 ) 

CCO HLDGS LLC / CCO HLDGS CA6.6250% MONTH END PRICE 109.5000

      5,219.20        5,475.00   

CCO HLDGS LLC/CAP CORP COMPANY GUAR 01/19 7.

      69,238.24        75,512.50   

CCO HLDGS LLC/CAP CORP COMPANY GUAR 04/21 6.5

      10,000.00        10,787.50   

CD COMMERCIAL MORTGAGE TRUST CD 2006 CD2 AM

      32,483.20        32,771.55   

CDE 130316C00030000 MONTH END PRICE 44.0000

      (591.52 )      (88.00 ) 

CDEX INC CLASS A NEW MONTH END PRICE 0.0900

      28.65        0.27   

CDI CORP COMMON STOCK USD.1

      59,333.67        56,529.00   

CDN APARTMENT PPTYS REIT MONTH END PRICE 25.0226

      79,807.89        111,350.57   

CEDAR REALTY TRUST INC REIT USD.06

      150,411.65        149,952.00   

CELANESE CORP SERIES A COMMON STOCK USD.0001

      355,709.19        416,355.50   

CELANESE CORP MONTH END PRICE 44.5300

      25,429.64        26,125.68   

CELGENE CORP 30 RTS 12/31/30 MONTH END PRICE 6.4100

      126.25        160.25   

CELGENE CORP COMMON STOCK USD.01

      581,759.30        695,333.76   

CELGENE CORP COMMON STOCK USD.01

      553,341.52        782,712.96   

CELGENE CORP MONTH END PRICE 78.4700

      647,595.05        666,995.00   

CELL THERAPEUTICS INC COMMON STOCK NPV

      206,695.35        204,230.00   

CELL THERAPEUTICS NEW MONTH END PRICE 1.3000

      6,468.73        1,189.50   

CELLCOM ISRAEL LTD MONTH END PRICE 8.2800

      17,883.16        20,923.56   

CELLDEX THERAPEUTICS INC MONTH END PRICE 6.7100

      7,375.33        7,562.17   

CEL-SCI CORP MONTH END PRICE 0.2700

      6,638.33        3,105.00   

CELSION CORP NEW MONTH END PRICE 8.1900

      32,273.92        43,407.00   

CELULOSA ARAUCO CONSTITU SR UNSECURED 01/22 4.75

      81,062.50        83,912.56   

CEMEX SAB ADR MONTH END PRICE 9.8700

      7,902.92        12,485.55   

CENGAGE LEARNING ACQ INC SR SECURED 144A 04/20 11.5

      192,375.00        163,875.00   

CENOVUS ENERGY INC MONTH END PRICE 33.5400

      11,729.64        11,705.46   

CENTAMIN PLC ORD F MONTH END PRICE 0.6180

      10,152.55        2,966.40   

CENTENE CORP COMMON STOCK USD.001

      481,247.20        487,900.00   

CENTERPOINT ENERGY INC COMMON STOCK USD.01

      157,395.44        193,270.00   

CENTERPOINT ENERGY INC MONTH END PRICE 19.2500

      82,510.89        92,986.49   

CENTERRA GOLD INC MONTH END PRICE 9.3300

      4,286.95        3,732.00   

CENTERSTATE BANKS OF FLA MONTH END PRICE 8.5300

      503.37        254.85   

CENTRAL EURO DISTRIBUTION CP COMMON STOCK USD.01

      65,864.30        84,630.00   

CENTRAL FD CDA LTD MONTH END PRICE 21.0300

      2,875,885.24        3,246,443.16   

CENTRAL GARDEN AND PET CO A COMMON STOCK USD.01

      151,655.39        153,615.00   

CENTRAL GOLD TRUST MONTH END PRICE 62.7800

      219,312.73        212,070.84   

CENTURY SMALL CAP SELECT INV CL MONTH END PRICE 26.0600

      23,680.80        25,003.92   

CENTURY TECHNOLOGIES INC COLO MONTH END PRICE 0.0000

      740.77        —     

CENTURYLINK INC COMMON STOCK USD1.

      981,597.89        572,208.24   

CENTURYLINK INC MONTH END PRICE 39.1200

      630,510.34        644,709.47   

CENVEO INC MONTH END PRICE 2.7000

      52,990.88        60,885.00   

CENVO CORP 8.8750% 02/01/18 MONTH END PRICE 94.5000

      9,092.00        9,450.00   

CEPHEID INC COMMON STOCK NPV

      173,043.46        172,769.10   

CEPHEID INC MONTH END PRICE 33.8600

      3,823.44        3,386.00   

CERAGENIX PHARMA INC MONTH END PRICE 0.0030

      579.95        0.90   

CERAGON NETWORKS LTD MONTH END PRICE 4.4100

      2,198.89        882.00   

CEREPLAST INC NEW MONTH END PRICE 0.0225

      1,634.52        5.63   

CERNER CORP COMMON STOCK USD.01

      850,867.93        1,591,620.00   

CERNER CORP COMMON STOCK USD.01

      162,322.33        270,653.04   

CERNER CORPORATION MONTH END PRICE 77.5100

      121,368.69        122,078.25   

CERUS CORP MONTH END PRICE 3.1600

      9,303.95        9,480.00   

CEVA INC COMMON STOCK USD.001

      288,517.54        299,250.00   

CF INDUSTRIES 7.1250% 05/01/20 MONTH END PRICE 125.5000

      6,050.50        6,275.00   

CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01

      186,526.15        302,708.40   

 

52

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

CF INDUSTRIES HOLDINGS MONTH END PRICE 203.1600

      218,512.18         222,420.10   

CGG VERITAS COMPANY GUAR 05/17 7.75

      140,587.50         140,400.00   

CGM FOCUS FUND MONTH END PRICE 29.3000

      1,095,372.97         796,256.57   

CGM REALTY FUND MONTH END PRICE 29.3700

      718,332.13         809,596.21   

CGX ENERGY INC MONTH END PRICE 0.1500

      86,054.86         10,728.60   

CHAMPION ENTERPRISES INC MONTH END PRICE 0.0000

      3,272.36         —     

CHAMPLAIN SMALL COMPANY FD ADV CL MONTH END PRICE 13.6700

      4,023.80         3,937.33   

CHANNELL COMMERCIAL CORP MONTH END PRICE 0.0000

      4,512.95         —     

CHART INDUSTRIES INC COMMON STOCK USD.01

      416,747.20         432,021.60   

CHART INDUSTRIES INC MONTH END PRICE 66.6891

      58,524.67         59,419.99   

CHARTER COMMUNICATIONS MONTH END PRICE 0.0000

      507.05         —     

CHASE GROWTH FUND MONTH END PRICE 13.4500

      52,188.31         40,730.19   

CHAZAK VALUE CORP MONTH END PRICE 0.0000

      1,637.70         —     

CHECK POINT SOFTWARE TECH COMMON STOCK USD.01

      520,983.23         454,009.20   

CHECK POINT SOFTWARE TECH COMMON STOCK USD.01

      378,384.59         353,965.20   

CHECK PT SOFTWARE TECH F MONTH END PRICE 47.6400

      21,272.81         22,629.00   

CHECKPOINT SYS INC MONTH END PRICE 10.7400

      3,481.80         2,148.00   

CHEESECAKE FACTORY INC MONTH END PRICE 32.7100

      3,159.59         3,271.00   

CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01

      458,320.53         454,808.00   

CHEETAH OIL & GAS LTD MONTH END PRICE 0.0084

      15,165.90         1.68   

CHELSEA THERAPEUTICS INTERNA COMMON STOCK NPV

      5,643.00         5,016.00   

CHEMED CORP COMMON STOCK USD1.

      593,536.11         703,047.50   

CHEMICAL FINANCIAL CORP COMMON STOCK USD1.

      200,668.56         218,592.00   

CHEMTRADE LOGISTICS MONTH END PRICE 16.4050

      11,613.19         15,387.89   

CHEMTURA CORP NEW MONTH END PRICE 21.2600

      5,036.95         5,315.00   

CHENIERE ENERGY INCNEW MONTH END PRICE 18.7800

      256,954.85         308,668.08   

CHENIERE ENERGY PARTNERS L P MONTH END PRICE 21.2600

      20,262.93         23,412.51   

CHEROKEE INC COMMON STOCK USD.02

      45,388.66         43,872.00   

CHEROKEE INC NEW MONTH END PRICE 13.7100

      4,889.24         5,824.18   

CHESAPEAKE ENER 6.7750% 03/15/19 MONTH END PRICE 100.5000

      10,000.00         10,050.00   

CHESAPEAKE ENERGY 6.5% 8/15/17 MONTH END PRICE 109.0000

      8,148.75         9,810.00   

CHESAPEAKE ENERGY 5% PFD MONTH END PRICE 75.4000

      26,002.25         22,620.00   

CHESAPEAKE ENERGY CORP COMMON STOCK USD.01

      601,069.79         472,839.00   

CHESAPEAKE ENERGY CORP COMMON STOCK USD.01

      369,839.59         203,678.10   

CHESAPEAKE ENERGY CORP COMPANY GUAR 03/19 6.775

      57,750.00         60,075.00   

CHESAPEAKE ENERGY CORP COMPANY GUAR 08/17 6.5

      14,362.50         16,275.00   

CHESAPEAKE ENERGY CORPORATION MONTH END PRICE 16.6200

      773,677.19         637,610.18   

CHESAPEAKE ERGY 6.125% 2/15/21 MONTH END PRICE 104.0000

      5,156.75         5,200.00   

CHESAPEAKE GOLD CORP MONTH END PRICE 9.0276

      49,332.40         54,165.60   

CHESAPEAKE GRANITE W MONTH END PRICE 16.5400

      7,661.67         4,978.54   

CHESAPEAKE LODGING TRUST REIT USD.01

      253,331.43         282,924.00   

CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867

      209,132.85         204,300.00   

CHEUNG KONG HLDG ADR MONTH END PRICE 15.5200

      1,523.55         1,707.20   

CHEVRON CORP COMMON STOCK USD.75

      1,310,108.31         1,590,739.40   

CHEVRON CORP COMMON STOCK USD.75

      774,425.82         1,081,400.00   

CHEVRON CORP COMMON STOCK USD.75

      2,084,668.57         4,989,038.90   

CHEVRON CORPORATION MONTH END PRICE 108.1400

      2,657,522.50         2,886,447.54   

CHICAGO BRDG & IRON NY MONTH END PRICE 46.3500

      119,616.15         145,770.75   

CHICO S FAS INC COMMON STOCK USD.01

      101,594.37         98,761.00   

CHICOS FAS INC MONTH END PRICE 18.4600

      56,581.67         83,268.43   

CHILDRENS BEVERAGE GROUP INC MONTH END PRICE 0.0000

      865.93         —     

CHILDRENS INTERNET NEW MONTH END PRICE 0.0004

      2,252.00         —     

CHIMERA INVT CORP MONTH END PRICE 2.6100

      528,937.23         481,376.75   

CHINA 3C GROUP MONTH END PRICE 0.0406

      7,146.20         81.20   

 

53

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CHINA AGRITECH INC MONTH END PRICE 0.0000

      14,806.40        —     

CHINA AUTOMOTIVE SYS INC MONTH END PRICE 4.7760

      7,064.14        3,343.20   

CHINA BAK BATTERY NEW MONTH END PRICE 1.5900

      1,019.14        318.00   

CHINA BCT PHARMACY GRP MONTH END PRICE 0.2000

      913.09        50.00   

CHINA BIOLOGIC PRODS INC MONTH END PRICE 16.3100

      4,686.65        4,893.00   

CHINA CABLECOM HOLDINGS LTD MONTH END PRICE 0.1300

      8,562.80        1,534.00   

CHINA CARBON GRAPHIT MONTH END PRICE 0.4200

      7,456.83        1,764.00   

CHINA CONTINENTAL INC MONTH END PRICE 0.0000

      262.95        —     

CHINA CORD BLD CORP MONTH END PRICE 2.6100

      4,221.95        3,915.00   

CHINA DIGITAL TV ADR MONTH END PRICE 1.6800

      61,736.00        15,120.00   

CHINA EASTN AIRLS LTDADR MONTH END PRICE 20.1000

      2,304.78        2,010.00   

CHINA FINANCE ONLINE ADR MONTH END PRICE 1.1400

      1,289.92        171.00   

CHINA GENGSHENG MINE MONTH END PRICE 0.3000

      3,502.35        300.00   

CHINA GLOBAL MEDIA I MONTH END PRICE 0.1500

      3,808.90        300.00   

CHINA GREEN AGRICULTURE INC MONTH END PRICE 3.2800

      18,837.01        8,200.00   

CHINA HEALTH MGMT NEW MONTH END PRICE 0.0008

      1,679.95        0.80   

CHINA INFO TECH NEW F MONTH END PRICE 0.9099

      6,026.87        1,895.32   

CHINA KANGTAI CACTUS MONTH END PRICE 0.0669

      2,438.03        167.25   

CHINA MEDIAEXPRESS H MONTH END PRICE 0.0000

      5,618.11        —     

CHINA MEDICAL TECH ADR MONTH END PRICE 0.0000

      1,759.83        —     

CHINA MERCHANTS BK ORD MONTH END PRICE 2.2062

      7,636.45        12,906.27   

CHINA MINERALS MINING F MONTH END PRICE 0.0275

      23,097.11        4,947.44   

CHINA MOBILE H K ADR MONTH END PRICE 58.7200

      259,415.35        282,032.16   

CHINA MOBILE LTD COMMON STOCK HKD.1

      584,122.88        603,263.39   

CHINA MOBILE LTD ORD MONTH END PRICE 11.6439

      5,111.90        5,821.95   

CHINA NATURAL GAS NE MONTH END PRICE 0.4800

      5,991.95        2,400.00   

CHINA NATURAL RESOURCES INC MONTH END PRICE 4.3000

      3,112.92        860.00   

CHINA NEPSTAR CHAIN ADR MONTH END PRICE 1.5200

      22,785.71        7,600.00   

CHINA NORTH EAST PETE MONTH END PRICE 0.1800

      13,585.11        540.00   

CHINA ORGANIC FERTILIZER MONTH END PRICE 0.0006

      3,842.16        0.01   

CHINA PETE & CHEM ADR MONTH END PRICE 114.9200

      121,183.87        135,490.68   

CHINA PRECISION STL NEW MONTH END PRICE 1.9600

      1,748.80        119.56   

CHINA RECYCLING ENGY CP MONTH END PRICE 0.9920

      141,790.09        44,175.74   

CHINA SHEN ZHOU MINING MONTH END PRICE 0.4600

      4,757.17        483.00   

CHINA SOLAR & CLEAN ENRGY MONTH END PRICE 0.0150

      2,551.59        0.20   

CHINA STHN AIRLS ADR MONTH END PRICE 25.8500

      19,402.30        19,387.50   

CHINA SUNERGY NEW ADR F MONTH END PRICE 1.4200

      22,426.52        18,126.30   

CHINA TECH GLOBAL ORD MONTH END PRICE 0.0000

      604.96        —     

CHINA UNICOM HONG KONG LTD COMMON STOCK HKD.1

      375,769.91        398,892.32   

CHINA UNICOM LTD ADR MONTH END PRICE 16.2900

      40,418.34        50,661.90   

CHINA VOICE HLDG CORP MONTH END PRICE 0.0002

      17,484.00        8.00   

CHINA WATER GROUP INC MONTH END PRICE 0.0045

      2,309.95        45.00   

CHINA YUCHAI INTL ADR MONTH END PRICE 15.7700

      15,617.16        16,679.77   

CHINACAST EDUCATION CORP MONTH END PRICE 0.0900

      1,472.45        18.00   

CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01

      96,523.57        88,345.62   

CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01

      158,763.85        178,476.00   

CHIPOTLE MEXICAN GRILL MONTH END PRICE 297.4600

      590,801.85        589,268.26   

CHIQUITA BRANDS INTL NEW MONTH END PRICE 8.2500

      3,196.57        3,312.61   

CHIYODA CORP COMMON STOCK

      111,970.48        114,551.23   

CHK 121228C00017500 MONTH END PRICE 1.0000

      (55.92 )      (12.00 ) 

CHK 130119C00023000 MONTH END PRICE 2.0000

      (576.47 )      (12.00 ) 

CHK 130119C00025000 MONTH END PRICE 1.0000

      (310.01 )      (4.00 ) 

CHORUS AVIATION INC F MONTH END PRICE 3.8820

      20,272.68        15,528.00   

CHORUS LTD ADR F MONTH END PRICE 12.2000

      6,497.27        6,197.60   

 

54

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

CHRISTIAN DIOR COMMON STOCK EUR2.

      157,968.71         188,618.12   

CHROMADEX CORP MONTH END PRICE 0.5300

      20,293.90         11,660.00   

CHROMOCURE INC MONTH END PRICE 0.0001

      0.76         0.02   

CHRYSLER GROUP LLC / CG CO-I MONTH END PRICE 109.2500

      5,272.50         5,462.50   

CHUBB CORP COMMON STOCK USD1.

      1,154,716.65         1,205,120.00   

CHUBB CORP COMMON STOCK USD1.

      216,581.86         472,331.72   

CHUBB CORP MONTH END PRICE 75.3200

      58,957.77         76,592.58   

CHURCH & DWIGHT CO INC MONTH END PRICE 53.5700

      42,385.14         57,367.21   

CHURCHILL DOWNS INC MONTH END PRICE 66.4500

      894.88         1,860.60   

CHUY S HOLDINGS INC COMMON STOCK

      114,691.04         101,848.06   

CIA DE BEBIDAS PFD ADR MONTH END PRICE 41.9900

      230,104.17         270,415.60   

CIA ENER DE MINAS ADR MONTH END PRICE 10.8600

      11,352.16         9,687.12   

CIA PAR ENEGIA B ADR MONTH END PRICE 15.3500

      1,497.95         1,535.00   

CIA SIDERURGICA SPN ADR F MONTH END PRICE 5.9000

      1,114.60         1,162.30   

CIBER INC COMMON STOCK USD.01

      38,991.64         42,418.00   

CIBER INC MONTH END PRICE 3.3400

      3,183.25         1,867.06   

CIENA CORP NEW MONTH END PRICE 15.7000

      34,281.92         34,414.40   

CIGNA CORP COMMON STOCK USD.25

      1,020,086.39         1,114,641.00   

CIGNA CORP COMMON STOCK USD.25

      155,073.05         364,436.82   

CIGNA CORP MONTH END PRICE 53.4600

      10,013.05         11,493.90   

CIMAREX ENERGY CO COMMON STOCK USD.01

      375,723.27         369,472.00   

CIMAREX ENERGY CO COMMON STOCK USD.01

      82,648.42         80,822.00   

CIMAREX ENERGY CO MONTH END PRICE 57.7300

      40,030.22         37,313.78   

CIMETRIX INC MONTH END PRICE 0.1530

      262.22         229.50   

CINCINNATI BELL 8.75%18 MONTH END PRICE 103.2500

      9,625.00         10,325.00   

CINCINNATI BELL INC MONTH END PRICE 5.4800

      277.48         548.00   

CINCINNATI FINANCIAL CORP COMMON STOCK USD2.

      132,270.58         136,707.56   

CINEMARK USA 8.625%19 MONTH END PRICE 111.0000

      5,481.75         5,550.00   

CINTAS CORP COMMON STOCK NPV

      92,266.78         105,726.50   

CINTAS CORP MONTH END PRICE 40.9000

      13,031.50         14,110.50   

CIRCOR INTERNATIONAL INC COMMON STOCK USD.01

      782,512.72         926,564.36   

CIRCUIT CITY STORES INC MONTH END PRICE 0.0000

      2,107.47         —     

CIRRUS LOGIC MONTH END PRICE 28.9700

      179,199.83         160,348.95   

CISCO SYSTEM INC MONTH END PRICE 19.6494

      2,093,624.52         2,225,863.11   

CISCO SYSTEMS 4.4500% 01/15/20 MONTH END PRICE 116.0535

      16,762.20         17,408.03   

CISCO SYSTEMS INC COMMON STOCK USD.001

      484,845.10         567,885.00   

CISCO SYSTEMS INC COMMON STOCK USD.001

      41,138.43         45,195.00   

CISCO SYSTEMS INC COMMON STOCK USD.001

      814,081.49         806,632.50   

CISCO SYSTEMS INC COMMON STOCK USD.001

      2,071,876.55         2,457,370.05   

CIT BANK 0.6% 1/28/13 MONTH END PRICE 1.0001

      3,000.00         3,000.39   

CIT BANK 2.6000% 06/27/22 MONTH END PRICE 1.0162

      15,000.00         15,243.60   

CIT BANK 1.1500% 06/27/16 MONTH END PRICE 1.0038

      105,000.00         105,402.15   

CIT BANK N A 3.5% 7/08/14 MONTH END PRICE 1.0404

      66,000.00         68,664.42   

CIT BANK N A 3.85% 5/06/19 MONTH END PRICE 1.1414

      10,000.00         11,413.80   

CIT BANK NA 4% 3/18/19 MONTH END PRICE 1.1423

      1,000.00         1,142.28   

CIT BANK NA 4% 6/10/19 MONTH END PRICE 1.1352

      10,000.00         11,352.30   

CIT BK SALT LAKE CITY 3.8% 6/03/16 MONTH END PRICE 1.0819

      10,000.00         10,819.40   

CIT BK SALT LAKE CITY UT MONTH END PRICE 1.0049

      25,000.00         25,121.75   

CIT GROUP HOME EQUITY LOAN TRU CITHE 2003 1 A4

      262,633.88         276,796.05   

CIT GROUP INC 5.25% 3/15/18 MONTH END PRICE 107.5000

      4,950.50         5,375.00   

CITADEL BROADCASTING CP MONTH END PRICE 0.0000

      285.51         —     

CITI TRENDS INC COMMON STOCK USD.01

      110,143.55         111,456.00   

CITI TRENDS INC MONTH END PRICE 13.7600

      3,841.40         2,752.00   

CITIBANK NA 2.6000% 04/28/15 MONTH END PRICE 1.0401

      10,000.00         10,400.60   

 

55

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CITIGROUP CAP XV 6.50% 9/15/66 MONTH END PRICE 25.1001

      2,194.90        2,761.01   

CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AM

      22,400.00        22,680.14   

CITIGROUP INC 5.3% 1/07/16 MONTH END PRICE 110.8160

      4,127.70        5,540.80   

CITIGROUP INC 5.5% 4/11/13 MONTH END PRICE 101.1266

      5,214.15        5,056.33   

CITIGROUP INC 6.125% 5/15/18 MONTH END PRICE 119.8492

      10,081.25        11,984.92   

CITIGROUP INC 8.5000% 05/22/19 MONTH END PRICE 134.0730

      6,722.40        6,703.65   

CITIGROUP INC COMMON STOCK USD.01

      107,011.73        110,768.00   

CITIGROUP INC COMMON STOCK USD.01

      786,282.17        803,068.00   

CITIGROUP INC COMMON STOCK USD.01

      4,694,513.42        2,728,532.32   

CITIGROUP INC NEW MONTH END PRICE 39.5600

      3,530,216.95        3,735,741.51   

CITIGROUP INC NOTES 10/14 5.5

      29,848.50        32,185.23   

CITIGROUP INC SR UNSECURED 01/15 6.01

      102,223.21        109,271.50   

CITIGROUP INC SR UNSECURED 01/22 4.5

      193,168.00        223,140.80   

CITIGROUP INC SR UNSECURED 03/38 6.875

      119,186.40        157,974.84   

CITIGROUP INC SR UNSECURED 05/14 5.125

      79,974.04        80,062.81   

CITIGROUP INC SR UNSECURED 06/16 3.953

      122,446.08        129,163.32   

CITIGROUP INC SR UNSECURED 08/14 6.375

      39,729.20        43,226.00   

CITIGROUP INC SR UNSECURED 08/17 6.

      77,182.00        82,470.22   

CITIGROUP INC SR UNSECURED 08/20 5.375

      72,617.27        82,491.36   

CITIGROUP INC SUBORDINATED 02/17 5.5

      117,416.80        133,023.96   

CITIGROUP INC SUBORDINATED 09/14 5.

      137,349.20        157,813.20   

CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE2 A 144A

      26,396.74        26,006.99   

CITIGROUP VII 7.125% 7/31/31 MONTH END PRICE 25.3800

      15,096.95        15,228.00   

CITIZENS + NORTHERN CORP COMMON STOCK USD1.

      53,089.82        54,810.00   

CITIZENS COMMUN 7.1250% 03/15/19 MONTH END PRICE 108.0000

      5,206.75        5,400.00   

CITIZENS FUNDING 7.5% 9/15/66 MONTH END PRICE 30.6200

      22,258.95        30,620.00   

CITIZENS REP BANCORP NEW MONTH END PRICE 18.9700

      393.96        948.50   

CITIZENS UTILS C 7.0500% 10/01/46 MONTH END PRICE 84.5000

      8,135.00        8,450.00   

CITRIX SYSTEMS INC COMMON STOCK USD.001

      986,591.59        916,883.75   

CITRIX SYSTEMS INC COMMON STOCK USD.001

      1,053,197.57        1,117,750.00   

CITRIX SYSTEMS INC COMMON STOCK USD.001

      178,540.76        284,171.50   

CITRIX SYSTEMS INC MONTH END PRICE 65.6200

      1,959.16        1,968.60   

CITY TELECOM H K SP ADR MONTH END PRICE 6.3400

      4,506.95        6,340.00   

CL 130518C00105000 MONTH END PRICE 360.0000

      (2,996.13 )      (1,800.00 ) 

CLARCOR INC MONTH END PRICE 47.7800

      4,306.58        4,300.20   

CLARENT CORP DEL MONTH END PRICE 0.0001

      208.50        —     

CLARK CNTY NEV 7.0500% 06/01/29 MONTH END PRICE 120.7510

      10,537.60        12,075.10   

CLAYMORE ETF TRUST 2 MONTH END PRICE 20.4400

      51,533.43        57,648.16   

CLAYMORE EXCH TRADED FD MONTH END PRICE 15.5200

      43,429.29        34,987.62   

CLAYMORE EXCH TRADED FD MONTH END PRICE 19.7600

      32,778.57        31,017.25   

CLAYMORE EXCH TRADED FD MONTH END PRICE 21.9200

      27,653.94        28,579.05   

CLAYMORE EXCH TRADED FD MONTH END PRICE 22.8500

      17,096.62        18,280.00   

CLAYMORE EXCH TRADED FD MONTH END PRICE 23.9900

      115,587.13        114,495.99   

CLAYMORE EXCH TRADED FD MONTH END PRICE 29.6400

      3,270.72        3,438.24   

CLAYMORE EXCH TRADED FD MONTH END PRICE 34.7530

      11,476.76        12,198.30   

CLAYMORE EXCH TRADED MONTH END PRICE 16.1000

      44,073.81        46,571.28   

CLAYMORE EXCHANGE TRADED FD MONTH END PRICE 36.0200

      101,879.97        91,732.07   

CLAYMORE RJ SB-1 EQ ETF MONTH END PRICE 23.4700

      6,825.14        8,144.09   

CLAYTON WILLIAMS ENERGY INC COMMON STOCK USD.1

      23,643.24        23,643.24   

CLEAN COAL TECHNOLOGIES MONTH END PRICE 0.0470

      9,626.19        2,292.99   

CLEAN DIESEL TECH NEW MONTH END PRICE 2.1700

      4,347.06        2,343.60   

CLEAN ENERGY FUELS CORP MONTH END PRICE 12.4500

      421,529.17        345,213.60   

CLEAN HARBORS INC MONTH END PRICE 55.0100

      76,035.44        68,157.39   

CLEAN POWER CONCEPTS INC MONTH END PRICE 0.0045

      6,551.33        281.25   

 

56

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CLEAN WIND ENERGY TO MONTH END PRICE 0.0167

      1,100.90        183.70   

CLEANPATH RESOURCES CORP MONTH END PRICE 0.0057

      476.75        0.02   

CLEANTECH SOLU INTL NEW MONTH END PRICE 3.9700

      4,464.63        397.00   

CLEARANT INC NEW MONTH END PRICE 0.0000

      4,211.25        —     

CLEARBRIDGE ENERGY MLP MONTH END PRICE 23.0300

      2,442.36        2,538.32   

CLEARBRIDGE SMALL CAP GROWTH FD CL A MONTH END PRICE 20.1000

      3,671.22        3,564.29   

CLEARLY CDN BEV CP NEW MONTH END PRICE 0.0000

      32,787.19        —     

CLEARWIRE CORP NEW MONTH END PRICE 2.8900

      90,884.31        167,721.15   

CLECO CORP NEW MONTH END PRICE 40.0100

      4,532.75        5,001.25   

CLECO CORPORATION COMMON STOCK USD1.

      631,095.21        619,474.83   

CLEVELAND BIOLABS INC COMMON STOCK USD.005

      2,884.64        2,926.00   

CLEVELAND BIOLABS INC MONTH END PRICE 1.3300

      1,778.82        665.00   

CLF 130119C00036000 MONTH END PRICE 335.0000

      (789.23 )      (1,675.00 ) 

CLICKABLE ENTERPRISES MONTH END PRICE 0.0000

      7,427.90        —     

CLICKSOFTWARE TECHNOLOGIES LTD MONTH END PRICE 8.4100

      4,240.46        3,742.45   

CLIFFS NATURAL RESOURCES INC COMMON STOCK USD.125

      168,954.25        131,451.04   

CLIFFS NATURAL RESOURCES INC MONTH END PRICE 38.5700

      204,356.15        210,782.97   

CLIFFS NATURAL RESOURCES SR UNSECURED 01/18 3.95

      149,162.30        150,972.45   

CLIFFS NATURAL RESOURCES SR UNSECURED 04/21 4.875

      19,402.40        19,863.26   

CLIFFS NATURAL RESOURCES SR UNSECURED 10/20 4.8

      48,568.10        49,690.05   

CLIPPER FUND MONTH END PRICE 68.8600

      33,075.42        33,494.05   

CLOROX 5% 1/15/15 MONTH END PRICE 108.0313

      33,006.35        37,810.96   

CLOROX CO MONTH END PRICE 73.2200

      69,397.78        73,962.36   

CLOROX COMPANY COMMON STOCK USD1.

      261,383.08        292,880.00   

CLOROX COMPANY COMMON STOCK USD1.

      126,467.23        227,567.76   

CLOUD PEAK ENERGY IN MONTH END PRICE 19.3300

      9,311.43        9,665.00   

CLOUD PEAK ENERGY INC COMMON STOCK USD.01

      949,806.42        906,577.00   

CLR 130119C00070000 MONTH END PRICE 440.0000

      (492.28 )      (440.00 ) 

CLST HOLDINGS INC MONTH END PRICE 0.0100

      2,196.70        7.78   

CMCSA 130720C00039000 MONTH END PRICE 169.0000

      (157.24 )      (169.00 ) 

CME 130119P00036000 MONTH END PRICE 3.0000

      11.28        9.00   

CME GROUP INC CL A MONTH END PRICE 50.6700

      69,795.77        67,610.13   

CME GROUP INC COMMON STOCK USD.01

      628,212.89        366,886.85   

CMI 130119C00110000 MONTH END PRICE 205.0000

      (1,014.23 )      (1,025.00 ) 

CMKM DIAMONDS INC MONTH END PRICE 0.0000

      22,283.46        —     

CML HEATTHCARE INC F MONTH END PRICE 6.6500

      19,150.59        13,300.00   

CMNTY HEALTH SY 7.1250% 07/15/20 MONTH END PRICE 106.7500

      5,013.00        5,337.50   

CMS ENERGY CORP COMMON STOCK USD.01

      131,598.35        152,423.76   

CNA FINL CORP MONTH END PRICE 28.0100

      8,630.12        9,103.25   

CNO FINANCIAL GROUP INC MONTH END PRICE 9.3300

      8,085.23        11,662.50   

CNOOC LIMITED ADR MONTH END PRICE 220.0000

      138,363.90        145,420.00   

CNOOC LTD COMMON STOCK HKD.02

      95,116.66        173,464.77   

CNP ASSURANCES COMMON STOCK EUR1.

      108,074.17        88,256.17   

COACH INC COMMON STOCK USD.01

      193,860.67        375,081.07   

COACH INC MONTH END PRICE 55.5100

      200,406.47        194,752.03   

COASTAL ENERGY COMPANY MONTH END PRICE 19.9900

      189,246.43        342,828.50   

COASTAL PACIFIC MINI MONTH END PRICE 0.0044

      7,751.90        577.06   

COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01

      1,164,731.42        1,619,584.64   

COBALT INTERNATIONAL ENERGY COMMON STOCK USD.01

      102,995.23        90,749.20   

COBALT INTL ENERGY I MONTH END PRICE 24.5600

      18,584.51        17,192.00   

COBRIZA METALS CORP F MONTH END PRICE 0.0628

      1,713.80        276.32   

COCA COLA 5% 6/15/16 MONTH END PRICE 110.1481

      10,669.40        11,014.81   

COCA COLA BOTTLING CO CONS MONTH END PRICE 66.5000

      239,263.29        246,137.67   

COCA COLA CO/THE COMMON STOCK USD.25

      1,282,322.53        1,805,250.00   

 

57

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

COCA COLA CO/THE COMMON STOCK USD.25

      1,274,936.93         1,204,225.00   

COCA COLA CO/THE COMMON STOCK USD.25

      1,302,037.21         1,792,453.75   

COCA COLA CO/THE COMMON STOCK USD.25

      1,964,694.23         3,293,095.00   

COCA COLA COMPANY MONTH END PRICE 36.2500

      1,955,617.47         2,030,843.39   

COCA COLA ENT NEW MONTH END PRICE 31.7300

      66,738.07         83,981.47   

COCA COLA ENTERPRISES COMMON STOCK USD1.

      160,681.17         206,943.06   

COCA COLA HELLENIC ADR MONTH END PRICE 23.5700

      2,128.44         2,357.00   

COCA-COLA ENTRPRZ 2% 8/19/16 MONTH END PRICE 102.5708

      25,049.00         25,642.70   

CODELCO INC SR UNSECURED 144A 10/14 4.75

      49,241.00         53,029.30   

CODEXIS INC COMMON STOCK USD.0001

      9,210.00         8,840.00   

CODEXIS INC MONTH END PRICE 2.2100

      1,180.05         585.65   

COEUR D ALENE MINES NEW MONTH END PRICE 24.6000

      169,428.32         171,708.00   

COFFEE HOLDING CO INC MONTH END PRICE 7.0000

      3,764.87         3,500.00   

COGENT COMMUNICATIONS GROUP COMMON STOCK USD.001

      244,403.31         265,227.60   

COGNEX CORP MONTH END PRICE 36.7901

      29,627.91         36,397.24   

COGNIZANT TECH SOL CL A MONTH END PRICE 73.8823

      50,258.50         57,258.78   

COGNIZANT TECH SOLUTIONS A COMMON STOCK USD.01

      285,367.03         513,684.85   

COHEN & STEERS DIV MAJORS MONTH END PRICE 13.8400

      13,105.58         16,054.40   

COHEN & STEERS EMRG MKTS REAL EST A MONTH END PRICE 9.7800

      13,340.61         9,867.12   

COHEN & STEERS INC MONTH END PRICE 30.4700

      3,510.00         3,504.05   

COHEN & STEERS INSTL GLOBAL REALTY MONTH END PRICE 22.2800

      70,882.83         63,339.12   

COHEN & STEERS INTL REALTY CL A MONTH END PRICE 11.3000

      2,858.72         2,146.94   

COHEN & STEERS INTL REALTY FD CL I MONTH END PRICE 11.3600

      15,264.72         10,933.39   

COHEN & STEERS PREFERRED SEC & INC A MONTH END PRICE 13.3400

      133,000.00         150,137.24   

COHEN & STEERS QUALITY MONTH END PRICE 10.1600

      16,467.03         19,546.24   

COHEN & STEERS REALTY INCOME FD CL A MONTH END PRICE 13.4700

      19,929.67         18,493.03   

COHEN & STEERS REALTY SHARES MONTH END PRICE 64.5700

      1,215,441.07         1,261,611.53   

COHEN & STEERS REIT MONTH END PRICE 16.9900

      1,486.51         2,010.04   

COHEN & STEERS SELECT FD MONTH END PRICE 18.7500

      23,560.21         28,617.22   

COHEN & STEERS TOTAL RETURN RLTY FD MONTH END PRICE 14.7200

      13,017.29         14,558.08   

COHU INC MONTH END PRICE 10.8400

      1,839.71         1,463.40   

COIL TUBING TECH NEW MONTH END PRICE 2.3000

      322.42         41.40   

COINSTAR INC MONTH END PRICE 52.0100

      88,016.57         81,915.75   

COL 130119P00055000 MONTH END PRICE 50.0000

      234.23         150.00   

COLDWATER CREEK NEW MONTH END PRICE 4.8100

      404.85         721.50   

COLEMAN CABLE INC MONTH END PRICE 9.2700

      1,736.30         1,158.75   

COLFAX CORP MONTH END PRICE 40.3500

      7,026.56         10,491.00   

COLGATE PALMOLIVE CO COMMON STOCK USD1.

      1,960,623.52         2,275,835.80   

COLGATE PALMOLIVE CO COMMON STOCK USD1.

      1,328,391.57         1,314,590.50   

COLGATE PALMOLIVE CO COMMON STOCK USD1.

      458,786.03         1,091,920.30   

COLGATE-PALMOLIVE CO MONTH END PRICE 104.5400

      296,431.14         342,405.70   

COLLECTORS UNIVERSE NEW MONTH END PRICE 10.0300

      4,817.32         3,009.00   

COLLINS & AIKMAN CORP NEW MONTH END PRICE 0.0000

      124.95         —     

COLONIAL BANCGROUP MONTH END PRICE 0.0000

      29,197.43         —     

COLONY BANKCORP INC MONTH END PRICE 3.6000

      14,531.95         12,600.00   

COLONY FINANCIAL INC REIT USD.01

      265,640.68         278,850.00   

COLOPLAST B COMMON STOCK DKK1.

      362,424.95         459,717.54   

COLOSSUS MINERALS INC MONTH END PRICE 4.6500

      2,237.74         1,860.00   

COLUMBIA ACORN FD CL Z MONTH END PRICE 30.4500

      382,392.96         437,716.59   

COLUMBIA ACORN INT’L FD CL Z MONTH END PRICE 40.8400

      105,806.85         111,434.84   

COLUMBIA ACORN SELECT FD CL Z MONTH END PRICE 25.5700

      34,152.59         38,307.41   

COLUMBIA BALANCED FUND CL Z MONTH END PRICE 28.7200

      50,022.03         69,432.70   

COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV

      736,215.89         756,224.82   

COLUMBIA BOND FUND CL A MONTH END PRICE 9.4600

      37,303.95         37,670.80   

 

58

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

COLUMBIA CONTRARIAN CORE FD CL Z MONTH END PRICE 16.1700

      81,235.45         105,268.38   

COLUMBIA EMERGING MRKTS FUND CL Z MONTH END PRICE 10.3900

      261,729.31         224,376.03   

COLUMBIA ENERGY AND NATURAL RESO Z MONTH END PRICE 20.3200

      187,382.18         160,756.99   

COLUMBIA EUROPEAN EQUITY FUND CL A MONTH END PRICE 6.1800

      41,315.12         50,975.60   

COLUMBIA HIGH YIELD BOND FUNDCL A MONTH END PRICE 2.9700

      12,913.60         13,266.49   

COLUMBIA INCOME OPPORTUNITIES FUND Z MONTH END PRICE 10.0800

      27,835.14         29,648.50   

COLUMBIA LABS INC MONTH END PRICE 0.6355

      4,591.55         3,596.93   

COLUMBIA MARSICO 21ST CENTURY CL Z MONTH END PRICE 13.6400

      139,876.74         125,582.18   

COLUMBIA MARSICO GROWTH FUND CL Z MONTH END PRICE 22.7700

      61,471.70         76,318.00   

COLUMBIA MARSICO INTL OPPTY FD CL Z MONTH END PRICE 11.9200

      63,639.72         52,947.96   

COLUMBIA MID CAP VALUE CLASS Z MONTH END PRICE 14.8200

      199,755.50         212,029.92   

COLUMBIA MID CAP VALUE OPPTY FUND A MONTH END PRICE 8.4800

      16,649.70         18,515.08   

COLUMBIA RECOVERY AND INFRASTRE CL A MONTH END PRICE 19.1200

      43,240.30         40,490.84   

COLUMBIA SELECT LARGE CAP GROWTH Z MONTH END PRICE 13.8600

      280,664.60         366,514.62   

COLUMBIA SELECT SMALL CAP FUND CL Z MONTH END PRICE 11.1500

      25,948.29         17,952.43   

COLUMBIA SPORTSWEAR CO MONTH END PRICE 53.3600

      26,364.77         26,680.00   

COLUMBIA STRATEGIC INCOME FD CL Z MONTH END PRICE 6.3400

      32,865.61         35,752.30   

COLUMBIA TECHNOLOGY FUND CLASS Z MONTH END PRICE 11.3000

      134,521.73         140,316.15   

COLUMBIA VALUE AND RESTRUCTURING Z MONTH END PRICE 43.9800

      1,018,823.56         954,981.06   

COLUMBUS BK & TR 1.9000% 02/11/13 MONTH END PRICE 1.0018

      30,000.00         30,053.10   

COLUMBUS GOLD CORP F MONTH END PRICE 0.3095

      795.95         309.50   

COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01

      79,043.30         90,860.00   

COMBIMATRIX CORP NEW MONTH END PRICE 5.2800

      156,567.56         3,437.28   

COMCAST CORP CLASS A COMMON STOCK USD1.

      397,375.39         491,547.00   

COMCAST CORP CLASS A COMMON STOCK USD1.

      1,229,687.81         2,340,062.76   

COMCAST CORP COMPANY GUAR 03/40 6.4

      33,409.02         38,859.69   

COMCAST CORP COMPANY GUAR 06/35 5.65

      30,703.26         35,200.02   

COMCAST CORP COMPANY GUAR 08/37 6.95

      182,061.80         230,531.22   

COMCAST CORP NEW CL A MONTH END PRICE 37.3600

      254,734.70         287,316.13   

COMCAST CP NEW CL A SPL MONTH END PRICE 35.9200

      20,772.39         28,153.46   

COMERICA INC COMMON STOCK USD5.

      331,125.81         330,706.00   

COMERICA INC COMMON STOCK USD5.

      373,068.74         365,597.00   

COMERICA INC COMMON STOCK USD5.

      494,028.30         582,528.00   

COMERICA INC COMMON STOCK USD5.

      1,100,471.52         1,114,448.88   

COMERICA INC COMMON STOCK USD5.

      171,327.06         140,868.62   

COMERICA INC MONTH END PRICE 30.3400

      2,168.79         1,777.04   

COMMERCEPLANET INC NEW MONTH END PRICE 0.0023

      786.40         0.04   

COMMERCIAL METALS CO MONTH END PRICE 14.8600

      26,157.73         30,287.13   

COMMONWEALTH 5.875% 9/15/20 MONTH END PRICE 106.5666

      9,737.50         10,656.66   

COMMONWEALTH BANK AUST GOVT LIQUID 144A 09/14 2.9

      985,174.40         1,020,679.80   

COMMONWEALTH BANK AUST SR UNSECURED 144A 10/14 3.75

      79,754.40         84,104.00   

COMMONWEALTH BANK AUST SR UNSECURED 144A 10/19 5.

      29,834.40         34,863.03   

COMMONWEALTH REIT REIT USD.01

      79,472.12         82,368.00   

COMMONWEALTH REIT MONTH END PRICE 15.8400

      58,366.77         49,437.31   

COMMUNICATION INTELLIGENCE CORP NEW MONTH END PRICE 0.0440

      1,119.71         352.00   

COMMUNITY 1ST BK MONTH END PRICE 3.0000

      114,839.65         49,500.00   

COMMUNITY BANK SYSTEM INC MONTH END PRICE 27.3600

      5,573.84         5,680.93   

COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01

      853,798.52         1,080,511.00   

COMMUNITY HEALTH SYSTEMS MONTH END PRICE 30.7400

      9,555.18         10,144.20   

COMMVAULT SYSTEMS INC COMMON STOCK USD.01

      402,629.87         511,671.40   

COMMVAULT SYSTEMS MONTH END PRICE 69.6624

      119,164.03         119,958.65   

COMPANHIA DE BEBIDAS PRF ADR ADR NPV

      652,995.74         877,171.10   

COMPANHIA DE SANEAM ADR MONTH END PRICE 83.5700

      15,159.06         21,644.63   

COMPANIA CER UNIDAS ADR MONTH END PRICE 31.6300

      3,519.50         4,712.87   

 

59

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

COMPANIA DE MINAS ADR MONTH END PRICE 35.9500

      8,006.03         6,830.50   

COMPASS DIVERSIFIED TR MONTH END PRICE 14.7100

      6,179.80         6,042.10   

COMPASS GROUP PLC ADR MONTH END PRICE 11.9800

      1,830.55         1,856.90   

COMPASS GROUP PLC COMMON STOCK GBP.1

      565,936.37         645,812.09   

COMPASS GROUP PLC COMMON STOCK GBP.1

      741,356.54         947,914.86   

COMPASS GROUP PLC COMMON STOCK GBP.1

      115,018.44         273,552.96   

COMPASS MINERALS INTL MONTH END PRICE 74.7100

      57,305.42         64,690.44   

COMPASS RESOURCES NL MONTH END PRICE 0.0000

      3,031.45         —     

COMPETITIVE TECHNOLOGIES INC MONTH END PRICE 0.6400

      5,218.45         1,280.00   

COMPOSITE TECH GROUP MONTH END PRICE 0.0004

      163,331.74         86.74   

COMPUGEN LIMITED MONTH END PRICE 4.9200

      20,135.68         18,479.52   

COMPUTER SCIENCES CORP COMMON STOCK USD1.

      505,992.14         516,645.00   

COMPUTER SCIENCES CORP COMMON STOCK USD1.

      130,676.67         143,779.50   

COMPUTER SCIENCES CORP MONTH END PRICE 40.0500

      3,548.37         4,005.00   

COMSTOCK MINING INC MONTH END PRICE 2.2800

      75,360.48         73,372.68   

COMSTOCK RESOUR 8.3750% 10/15/17 MONTH END PRICE 105.2500

      5,241.20         5,262.50   

COMTECH TELECOMMUNICATIONS COMMON STOCK USD.1

      636,400.59         558,360.00   

COMVERSE INC MONTH END PRICE 28.5300

      2,908.00         2,853.00   

COMVERSE TECHNOLOGY INC COMMON STOCK USD.1

      26,940.48         29,184.00   

COMVERSE TECHNOLOGY MONTH END PRICE 3.8400

      6,456.95         3,840.00   

CONAGRA FOODS INC COMMON STOCK USD5.

      489,463.61         553,125.00   

CONAGRA FOODS INC COMMON STOCK USD5.

      196,903.06         285,029.00   

CONAGRA FOODS INC MONTH END PRICE 29.5000

      162,957.42         196,481.99   

CONCEPTUS INC MONTH END PRICE 21.0000

      9,852.05         9,450.00   

CONCHO RESOURCES INC COMPANY GUAR 01/22 6.5

      54,000.00         59,400.00   

CONCHO RESOURCES INC COMPANY GUAR 10/22 5.5

      30,137.50         31,650.00   

CONCUR TECHNOLOGIES INC COMMON STOCK USD.001

      213,551.54         235,644.80   

CONECTISYS CORP NEW MONTH END PRICE 0.0150

      1,508.95         150.00   

CONESTOGA SMALL CAP FUND MONTH END PRICE 24.9800

      124,478.77         133,612.02   

CONFORCE INTL INC MONTH END PRICE 0.0370

      1,067.95         170.20   

CONGOLEUM CORP CL A MONTH END PRICE 0.0000

      1,594.00         —     

CONMED CORP COMMON STOCK USD.01

      975,610.89         1,074,202.35   

CONNECTAJET.COM INC MONTH END PRICE 0.0000

      1,189.56         —     

CONNECTICUT WATER SVC INC COMMON STOCK NPV

      146,735.07         139,966.00   

CONNECTYX TECH HLDGS NEW MONTH END PRICE 0.0016

      5,022.43         560.48   

CONNS INC MONTH END PRICE 30.6592

      2,756.78         6,928.98   

CONOCO INC SR UNSECURED 04/29 6.95

      20,854.00         27,883.46   

CONOCOPHILLIPS COMMON STOCK USD.01

      671,185.60         707,478.00   

CONOCOPHILLIPS COMMON STOCK USD.01

      898,488.79         1,030,772.25   

CONOCOPHILLIPS COMMON STOCK USD.01

      747,749.96         1,656,658.32   

CONOCOPHILLIPS COMPANY GUAR 02/39 6.5

      11,351.70         14,181.39   

CONOCOPHILLIPS MONTH END PRICE 57.9900

      2,070,152.61         1,856,261.14   

CONOLOG CORP NEW MONTH END PRICE 0.0600

      49.81         1.50   

CONS COMMUNICATION HLDGS MONTH END PRICE 15.9100

      43,600.47         40,387.96   

CONS FREIGHTWAYS CORP MONTH END PRICE 0.0000

      534.95         —     

CONS WATER CO INC ORD MONTH END PRICE 7.4000

      5,547.79         4,650.44   

CONSECO FINANCE SECURITIZATION CNF 2000 4 A6

      58,276.76         54,352.85   

CONSOL ENERGY INC 8.0000% 04/01/17 MONTH END PRICE 108.2500

      20,180.80         20,567.50   

CONSOL ENERGY INC COMMON STOCK USD.01

      231,192.32         172,794.30   

CONSOL ENERGY INC COMPANY GUAR 04/20 8.25

      60,000.00         64,950.00   

CONSOL ENERGY INC MONTH END PRICE 32.1000

      10,802.44         10,402.94   

CONSOLIDATED EDISON CO 5.3% 12/01/16 MONTH END PRICE 115.8447

      9,162.10         11,584.47   

CONSOLIDATED EDISON INC COMMON STOCK USD.1

      279,880.11         383,725.86   

CONSOLIDATED EDISON INC MONTH END PRICE 55.5400

      345,993.12         349,713.13   

 

60

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CONSOLIDATED ENERGY INC WYO MONTH END PRICE 0.0000

      20,241.33        —     

CONSOLIDATED GRAPHICS INC COMMON STOCK USD.01

      135,834.38        143,172.00   

CONSOLIDATED WATER CO ORD SH COMMON STOCK USD.6

      33,652.63        32,560.00   

CONSTANT CONTACT INC MONTH END PRICE 14.2100

      9,737.50        8,440.74   

CONSTELLATION BRAND CL A MONTH END PRICE 35.3900

      17,827.53        24,419.10   

CONSTELLATION BRANDS INC A COMMON STOCK USD.01

      479,618.59        545,006.00   

CONSTELLATION BRANDS INC A COMMON STOCK USD.01

      92,553.35        126,943.93   

CONSUMER PORTFOLIO SERVICES MONTH END PRICE 5.3600

      2,879.25        5,360.00   

CONTANGO OIL & GAS DE MONTH END PRICE 42.3600

      19,148.47        14,656.56   

CONTANGO OIL + GAS COMMON STOCK USD.04

      907,244.42        765,657.00   

CONTANGO ORE INC MONTH END PRICE 8.7200

      168.81        87.20   

CONTINENTAL AG COMMON STOCK NPV

      194,972.93        261,840.45   

CONTINENTAL RESOURCES MONTH END PRICE 73.4900

      200,527.27        197,394.14   

CONTL PRECIOUS MINERALS MONTH END PRICE 0.1661

      23,249.68        2,857.09   

CONVERSION SOLUTIONS HLD MONTH END PRICE 0.0000

      880.30        —     

CONVERTED ORGANICS NEW MONTH END PRICE 0.0015

      8,935.84        113.70   

COOPER COMPANIES MONTH END PRICE 92.4800

      20,645.14        23,212.48   

COOPER TIRE & RUBBER CO MONTH END PRICE 25.3600

      89,065.43        117,688.65   

COP 130119C00060000 MONTH END PRICE 21.0000

      (210.00 )      (84.00 ) 

COP 130216C00060000 MONTH END PRICE 63.0000

      (441.99 )      (252.00 ) 

COPA HOLDINGS SA MONTH END PRICE 99.4500

      40,886.80        44,752.50   

COPANO ENERGY 7.75% 6/01/18 MONTH END PRICE 105.7500

      5,246.25        5,287.50   

COPANO ENERGY LLC MONTH END PRICE 31.6300

      25,233.24        35,394.04   

COPART INC MONTH END PRICE 29.5000

      24,106.66        28,172.50   

COPELAND RISK MGD DIV GWTH A MONTH END PRICE 11.0400

      123,926.01        134,375.79   

COPPER KING MNG CORP MONTH END PRICE 0.0001

      14,112.60        130.00   

COPPER NORTH MNG CORP F MONTH END PRICE 0.1160

      —          5.80   

CORAL GOLD RES NEW MONTH END PRICE 0.2210

      990.95        353.60   

CORE LABORATORIES N V MONTH END PRICE 109.3100

      67,653.47        72,035.29   

CORE LABORATORIES N.V. COMMON STOCK EUR.02

      351,856.24        511,024.25   

CORE MARK HOLDING CO INC COMMON STOCK USD.01

      402,714.16        449,825.00   

CORE MOLDING TECHS INC MONTH END PRICE 6.6200

      9,216.05        6,620.00   

CORELOGIC INC MONTH END PRICE 26.9200

      8,180.23        8,817.62   

CORENERGY INFRAST TR MONTH END PRICE 6.0300

      2,014.36        794.68   

CORINTHIAN COLLEGES INC MONTH END PRICE 2.4500

      4,415.52        2,940.00   

CORIO NV REIT EUR10.

      213,518.74        229,831.53   

CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001

      44,241.76        47,248.00   

CORNERSTONE TOT RET NEW MONTH END PRICE 5.3600

      19,395.69        23,707.28   

CORNING INC COMMON STOCK USD.5

      610,460.53        441,889.30   

CORNING INC MONTH END PRICE 12.6200

      789,730.65        722,659.24   

CORP BACKED TR 7.00% 3/1/97 MONTH END PRICE 18.6900

      3,149.95        2,336.25   

CORP EXECUTIVE BOARD CO MONTH END PRICE 47.4600

      5,930.74        5,268.06   

CORRECTIONS CP AMER NEW MONTH END PRICE 35.4700

      8,173.60        8,299.98   

CORVUS GOLD INC MONTH END PRICE 1.7700

      2,549.97        7,080.00   

COST 130420C00100000 MONTH END PRICE 780.0000

      (1,038.46 )      (1,560.00 ) 

COST 130420C00103000 MONTH END PRICE 229.0000

      (264.23 )      (229.00 ) 

COSTAR GROUP INC COMMON STOCK USD.01

      1,566,484.37        1,829,850.75   

COSTAR GROUP INC MONTH END PRICE 89.3700

      12,468.34        13,226.76   

COSTCO WHOLESALE CORP COMMON STOCK USD.005

      658,095.39        677,068.35   

COSTCO WHOLESALE CORP COMMON STOCK USD.005

      363,678.11        1,005,182.29   

COSTCO WHSL CORP NEW MONTH END PRICE 98.7300

      1,895,047.41        2,139,473.03   

COTT CORP QUE MONTH END PRICE 8.0300

      4,136.45        4,015.00   

COTTON & WESTERN MINING NEW MONTH END PRICE 0.0008

      51,074.78        3,407.28   

COUGAR OIL & GAS CDA MONTH END PRICE 0.0208

      59,169.53        2,832.96   

 

61

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1

      87,800.53         62,927.52   

COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1

      113,480.78         82,341.65   

COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 2A1

      161,067.33         110,638.44   

COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3

      117,142.21         88,749.40   

COUNTRYWIDE HM LN 6% 1/24/18 MONTH END PRICE 100.0215

      4,960.00         5,001.08   

COUNTRYWIDE HOME LOANS CWHL 2003 60 2A1

      131,829.10         129,910.70   

COUNTRYWIDE HOME LOANS CWHL 2004 R2 1AF1 144A

      13,772.49         16,562.78   

COUNTRYWIDE HOME LOANS CWHL 2005 R1 1AF1 144A

      18,431.86         21,640.74   

COURIER CORP COMMON STOCK USD1.

      57,074.94         56,100.00   

COUSINS PPTYS INC MONTH END PRICE 8.3500

      16.21         11.99   

COUSINS PROPERTIES INC REIT USD1.

      208,439.55         212,925.00   

COVANTA HOLDING CORP MONTH END PRICE 18.4200

      13,877.39         15,049.74   

COVENTRY HEALTH CARE INC COMMON STOCK USD.01

      143,162.37         140,362.73   

COVENTRY HEALTH CARE INC MONTH END PRICE 44.8300

      22,737.01         33,252.29   

COVIDIEN PLC COMMON STOCK USD.2

      1,008,332.80         1,050,001.90   

COVIDIEN PLC COMMON STOCK USD.2

      584,687.85         652,462.00   

COVIDIEN PLC NEW F MONTH END PRICE 57.7400

      119,556.27         126,335.12   

COX COMMUNICATIONS INC SR UNSECURED 12/14 5.45

      20,530.83         20,721.12   

COYOTE RESOURCES INC MONTH END PRICE 0.4500

      2,052.41         562.50   

CP ALL PCL FOREIGN COMMON STOCK THB1. A

      86,019.56         533,161.99   

CR BARD INC COMMON STOCK USD.25

      70,540.32         179,548.38   

CRACKER BARREL OLD COUNTRY COMMON STOCK USD.01

      469,691.90         494,802.00   

CRACKER BARREL OLD CTRY MONTH END PRICE 64.2600

      14,889.82         17,752.24   

CRAFT BREW ALLIANCE MONTH END PRICE 6.4800

      15,769.26         12,960.00   

CRANE CO COMMON STOCK USD1.

      755,440.12         900,146.00   

CRANE CO COMMON STOCK USD1.

      46,785.70         46,280.00   

CRANE COMPANY MONTH END PRICE 46.2800

      30,017.66         34,710.00   

CRAWFORD & COMPANY CL B MONTH END PRICE 7.9800

      3,510.72         3,192.00   

CRAWFORD + CO CL B COMMON STOCK USD1.

      9,208.36         11,172.00   

CRAY INC COMMON STOCK USD.01

      30,068.26         49,445.00   

CRAY INC NEW MONTH END PRICE 15.9500

      30,686.94         66,878.35   

CREAM MINERALS LTD MONTH END PRICE 0.0300

      64,602.63         6,904.35   

CREATIVE EDGE NUTRITION MONTH END PRICE 0.0044

      381.95         22.00   

CREATIVE TECHNOLOGY LTD ORD FOREIGN MONTH END PRICE 2.4887

      2,772.38         746.61   

CREDICORP LTD COMMON STOCK USD5.

      530,042.80         611,155.20   

CREDICORP LTD MONTH END PRICE 146.5600

      13,281.05         13,483.52   

CREDIT AGRICOLE SA COMMON STOCK EUR3.

      295,875.26         254,030.17   

CREDIT AGRICOLE SA JR SUBORDINA 144A 10/49 VAR

      323,650.00         328,600.00   

CREDIT SAISON CO LTD COMMON STOCK

      125,074.75         142,538.10   

CREDIT SUISSE 7.90% MONTH END PRICE 25.3700

      29,775.38         30,444.00   

CREDIT SUISSE ASSET MGMT INCOME FD MONTH END PRICE 4.0300

      43,530.98         54,328.39   

CREDIT SUISSE COMMODITY RTN STRT CMN MONTH END PRICE 8.0300

      12,046.37         12,061.62   

CREDIT SUISSE ETN F MONTH END PRICE 16.5925

      255,349.01         225,658.00   

CREDIT SUISSE ETN F MONTH END PRICE 17.2100

      82,565.90         86,050.00   

CREDIT SUISSE ETN MONTH END PRICE 21.8700

      25,106.95         21,870.00   

CREDIT SUISSE ETN MONTH END PRICE 24.1400

      5,628.45         6,107.42   

CREDIT SUISSE ETN MONTH END PRICE 26.1100

      1,228,729.22         848,209.46   

CREDIT SUISSE ETN MONTH END PRICE 41.8600

      1,680.05         1,674.40   

CREDIT SUISSE GROUP AG REG COMMON STOCK CHF.04

      100,570.78         111,280.09   

CREDIT SUISSE GRP ADR MONTH END PRICE 24.5600

      38,504.54         36,447.04   

CREDIT SUISSE GUERNSEY COVERED 144A 03/15 1.625

      308,989.40         315,767.55   

CREDIT SUISSE HIGH YIELD MONTH END PRICE 3.2000

      17,577.83         18,330.03   

CREDIT SUISSE NEW ETN F MONTH END PRICE 9.3400

      186,751.09         93,969.74   

CREE INC COMMON STOCK USD.00125

      171,668.74         190,254.02   

 

62

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CREE INC COMMON STOCK USD.00125

      891,530.08        1,021,982.48   

CREE INC MONTH END PRICE 33.9800

      149,043.03        154,371.14   

CRESCENT PT ENERGY CORP MONTH END PRICE 37.8200

      126,277.13        117,242.00   

CRESUD SACIF YA SP ADR MONTH END PRICE 8.3200

      25,471.73        16,681.60   

CREXUS INVT CORP MONTH END PRICE 12.2500

      10,535.52        12,250.00   

CRH AMERICA 8.125%18 MONTH END PRICE 121.2623

      6,067.90        6,063.12   

CRICKET COMM 7.7500% 10/15/20 MONTH END PRICE 102.2500

      4,878.75        5,112.50   

CRIMSON EXPLORATION INC COMMON STOCK USD.001

      27,649.99        28,496.00   

CRITICAL SOLUTIONS INC MONTH END PRICE 0.0002

      106.95        20.00   

CRM MID CAP VALUE FUND INVESTOR CL MONTH END PRICE 30.3400

      27,840.01        32,225.96   

CROCS INC MONTH END PRICE 14.3900

      44,202.71        36,262.80   

CROFT LEOMINSTER VALUE MONTH END PRICE 24.8800

      280,556.48        321,349.23   

CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001

      38,472.51        42,720.00   

CROSS TIMBERS ROYALTY TR MONTH END PRICE 26.9200

      34,206.46        23,264.39   

CROSSHAIR ENERGY CORP F MONTH END PRICE 0.1041

      793.74        58.50   

CROSSROADS SYSTEMS NEW MONTH END PRICE 2.8700

      8,355.97        4,305.00   

CROSSTEX ENERGY LP MONTH END PRICE 14.5498

      23,625.91        19,061.24   

CROWDGATHER INC MONTH END PRICE 0.1000

      95,716.77        7,140.60   

CROWN CASTLE INTL CORP COMMON STOCK USD.01

      379,426.36        497,904.00   

CROWN CASTLE INTL CORP MONTH END PRICE 72.1600

      4,806.95        5,772.80   

CROWN CORK & SE 7.3750% 12/15/26 MONTH END PRICE 111.0000

      4,938.00        5,550.00   

CROWN HOLDINGS INC MONTH END PRICE 36.8100

      3,915.65        4,343.58   

CROWN POINT ENERGY INC F MONTH END PRICE 0.4380

      30.60        25.40   

CRUS 130119C00030000 MONTH END PRICE 100.0000

      (1,685.40 )      (1,000.00 ) 

CRYOLIFE INC COMMON STOCK USD.01

      97,482.47        100,303.00   

CRYOLIFE INC MONTH END PRICE 6.2300

      997.21        942.10   

CRYSTALLEX INTL CORP MONTH END PRICE 0.0790

      7,072.05        1,366.70   

CSC HOLDINGS LLC SR UNSECURED 02/19 8.625

      19,039.20        23,900.00   

CSCO 130119C00020000 MONTH END PRICE 26.0000

      (78.01 )      (104.00 ) 

CSCO 130119P00020000 MONTH END PRICE 62.0000

      325.75        310.00   

CSCO 130216C00018000 MONTH END PRICE 195.0000

      (595.43 )      (1,950.00 ) 

CSCO 130316C00021000 MONTH END PRICE 44.0000

      (337.71 )      (308.00 ) 

CSCO 130420C00023000 MONTH END PRICE 15.0000

      (239.71 )      (105.00 ) 

CSG SYSTEMS INTL INC COMMON STOCK USD.01

      889,476.73        732,654.00   

CSL LTD COMMON STOCK NPV

      150,053.99        223,878.12   

CSMG TECHNOLOGIES INC MONTH END PRICE 0.0000

      6,262.75        —     

CSS INDS INC MONTH END PRICE 21.8900

      1,962.99        2,238.68   

CSS INDUSTRIES INC COMMON STOCK USD.1

      63,768.93        70,048.00   

CSX CORP COMMON STOCK USD1.

      215,770.49        207,165.00   

CSX CORP COMMON STOCK USD1.

      1,338,443.94        1,282,390.81   

CSX CORP COMMON STOCK USD1.

      231,823.74        482,240.66   

CSX CORP MONTH END PRICE 19.7300

      444,824.57        389,097.53   

CTRIP COM INTL LTD ADR MONTH END PRICE 22.6600

      13,338.45        14,638.36   

CTS CORP COMMON STOCK NPV

      73,707.53        86,103.00   

CUBESMART MONTH END PRICE 14.5700

      586.28        823.05   

CUBIC CORPORATION MONTH END PRICE 47.9700

      27,603.80        32,443.05   

CUBIST PHARMACEUTICALS INC COMMON STOCK USD.001

      550,444.20        550,986.00   

CUBIST PHARMACEUTICALS INC MONTH END PRICE 42.0500

      19,741.87        19,763.50   

CULLEN FROST BANKERS MONTH END PRICE 54.2700

      5,272.40        5,659.28   

CULLEN INTL HIGH DIV FD RETAIL MONTH END PRICE 10.0800

      39,044.56        31,327.20   

CULLEN/FROST BANKERS INC COMMON STOCK USD.01

      284,417.83        303,912.00   

CUMBERLAND PHARMACEUTICALS COMMON STOCK NPV

      45,299.40        43,260.00   

CUMMINS ENGINE INC MONTH END PRICE 108.3500

      841,900.60        901,709.54   

CUMMINS INC COMMON STOCK USD2.5

      521,161.78        639,265.00   

 

63

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

CUMMINS INC COMMON STOCK USD2.5

      122,499.45        452,469.60   

CURATECH INDS INC MONTH END PRICE 0.0000

      291,615.04        —     

CURIS INC MONTH END PRICE 3.4300

      7,556.46        6,860.00   

CURLEW LAKE RES INC NEWF MONTH END PRICE 0.0500

      680.45        37.50   

CURRENCYSHARES EURO TR MONTH END PRICE 130.9600

      97,034.12        93,636.40   

CURRENCYSHS JAPANESE MONTH END PRICE 113.0300

      6,064.87        5,651.50   

CURTISS WRIGHT CORP COMMON STOCK USD1.

      498,989.95        530,204.50   

CURTISS WRIGHT CORP MONTH END PRICE 32.8300

      3,563.42        3,658.41   

CUSHING MLP PREMIER FDCL I MONTH END PRICE 19.2800

      24,500.00        24,501.93   

CUSHING MLP TOTAL RETURN MONTH END PRICE 7.1700

      11,159.04        8,839.45   

CUTERA INC COMMON STOCK USD.001

      24,384.92        25,200.00   

CVR ENERGY INC MONTH END PRICE 48.7900

      37,293.54        54,156.90   

CVR PARTNERS MONTH END PRICE 25.2400

      20,496.72        19,618.13   

CVS 130119C00045000 MONTH END PRICE 345.0000

      (5,169.30 )      (4,830.00 ) 

CVS 130119C00046000 MONTH END PRICE 252.0000

      (1,109.90 )      (3,024.00 ) 

CVS CAREMARK CORP COMMON STOCK USD.01

      706,879.85        1,420,909.80   

CVS CAREMARK CORP SR UNSECURED 12/22 2.75

      109,847.10        110,409.31   

CVS CAREMARK CORP MONTH END PRICE 48.3500

      370,352.43        413,714.83   

CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943

      115,333.69        145,176.28   

CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036

      9,085.40        9,836.31   

CVX 130119C00105000 MONTH END PRICE 410.0000

      (1,589.96 )      (1,640.00 ) 

CVX 130316C00115000 MONTH END PRICE 83.0000

      (110.29 )      (83.00 ) 

CYANOTECH CORP NEW MONTH END PRICE 4.6300

      12,597.05        23,150.00   

CYBERKEY SOLUTIONS INC MONTH END PRICE 0.0002

      94.95        0.50   

CYBERLUX CORP NEW MONTH END PRICE 0.0001

      206.95        1.00   

CYBERONICS INC COMMON STOCK USD.01

      364,281.55        419,452.05   

CYBERONICS INC COMMON STOCK USD.01

      365,266.15        504,288.00   

CYBERONICS INC MONTH END PRICE 52.5300

      8,177.05        8,930.10   

CYBEX INTERNATIONAL INC MONTH END PRICE 2.4900

      2,517.87        2,490.00   

CYCLACEL PHARMA NEW MONTH END PRICE 6.0600

      31,385.18        21,640.26   

CYNOSURE INC CL A MONTH END PRICE 24.1100

      56,988.03        59,792.80   

CYPRESS SEMICONDUCTOR CORP MONTH END PRICE 10.8400

      73,356.78        45,693.39   

CYS INVESTMENTS INC MONTH END PRICE 11.8100

      122,602.12        108,878.70   

CYTEC INDUSTRIES INC COMMON STOCK USD.01

      55,019.60        55,064.00   

CYTEC INDUSTRIES, INC MONTH END PRICE 68.8300

      5,431.53        5,299.91   

CYTOCORE INC NEW MONTH END PRICE 0.0150

      5,272.14        30.00   

CYTOKINETICS INC COMMON STOCK USD.001

      61,756.76        59,202.00   

CYTOMEDIX INC NEW MONTH END PRICE 0.7200

      51,123.10        36,720.00   

CYTORI THERAPEUTICS NEW MONTH END PRICE 2.8000

      27,149.28        23,380.00   

CYTRX CORP NEW MONTH END PRICE 1.8700

      17,745.93        12,824.46   

CZECH KORUNA

      966.12        990.50   

D R HORTON INC MONTH END PRICE 19.7800

      138,504.99        139,282.04   

D S T SYSTEMS MONTH END PRICE 60.6000

      10,142.56        12,120.00   

D S W INC CL B MONTH END PRICE 0.0000

      10,309.82        —     

D T S INC MONTH END PRICE 16.7000

      6,675.53        4,926.50   

D X P ENTERPRISES NEW MONTH END PRICE 49.0700

      10,308.90        11,678.66   

DAC TECH GROUP INTL INC 144A MONTH END PRICE 0.0700

      2,162.95        70.00   

DACHA STRATEGIC METALS F MONTH END PRICE 0.3420

      6,834.10        3,078.00   

DAI ICHI LIFE INSURANCE COMMON STOCK

      278,501.96        344,725.99   

DAIHATSU MOTOR CO LTD COMMON STOCK

      176,314.19        197,796.22   

DAIICHI SANKYO CO LTD COMMON STOCK

      141,956.56        116,580.22   

DAIMLER AG REGISTERED SHARES COMMON STOCK NPV

      400,471.99        386,994.17   

DAIMLER AG MONTH END PRICE 54.9700

      207,523.43        231,753.52   

DAIMLER FINANCE NA LLC COMPANY GUAR 144A 07/15 1.3

      259,526.80        261,509.30   

 

64

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DAIRY CREST GROUP PLC COMMON STOCK GBP.25

      551,805.72        544,347.01   

DAITO TRUST CONSTRUCT CO LTD COMMON STOCK

      245,652.08        254,075.90   

DAIWA SECURITIES GROUP INC COMMON STOCK

      127,544.33        144,811.82   

DAKTRONICS INC COMMON STOCK NPV

      164,212.80        177,120.00   

DAL 130119C00007500 MONTH END PRICE 441.0000

      (9,953.26 )      (15,435.00 ) 

DAL 130119C00011000 MONTH END PRICE 103.0000

      (4,214.28 )      (7,004.00 ) 

DANA HOLDING CORPORATION MONTH END PRICE 15.6100

      784.26        950.20   

DANAHER CORP COMMON STOCK USD.01

      1,026,521.35        1,067,690.00   

DANAHER CORP COMMON STOCK USD.01

      368,282.78        771,084.60   

DANAHER CORPORATION DELAWARE MONTH END PRICE 55.9000

      57,961.55        63,993.62   

DANAOS CORPORATION MONTH END PRICE 2.7500

      507.68        275.00   

DANISH KRONE

      1,900.63        1,892.00   

DANISH KRONE

      9,338.83        9,546.85   

DANONE COMMON STOCK EUR.25

      772,490.09        909,844.85   

DANONE SPONS ADR ADR

      805,073.01        754,526.50   

DANSKE BANK A/S COMMON STOCK DKK10.

      416,351.93        333,209.72   

DARDEN RESTAURANTS INC COMMON STOCK NPV

      69,128.15        139,040.95   

DARDEN RESTAURANTS INC MONTH END PRICE 45.0700

      42,219.95        39,489.00   

DARLING INTERNATIONAL INC COMMON STOCK USD.01

      611,563.17        679,294.00   

DARLING INTL INC MONTH END PRICE 16.0400

      36,755.75        33,283.00   

DARWIN RES CORP F MONTH END PRICE 0.1838

      5,006.63        2,287.39   

DASSAULT SYSTEMES SA COMMON STOCK EUR1.

      494,859.07        590,959.02   

DASSAULT SYSTEMES SA COMMON STOCK EUR1.

      194,783.48        262,511.63   

DASSAULT SYSTEMS SA ADR MONTH END PRICE 113.0900

      79,132.85        91,150.54   

DATA GROUP INC F MONTH END PRICE 2.0640

      4,403.20        2,064.00   

DATALINK CORP MONTH END PRICE 8.5500

      5,376.95        5,130.00   

DATARAM CORP MONTH END PRICE 0.3300

      15,416.22        1,054.04   

DATAWATCH CORP NEW MONTH END PRICE 13.8100

      1,910.95        1,381.00   

DAVID LOREN CORP NEW MONTH END PRICE 0.0010

      1,408.95        20.00   

DAVIS APPRECIATION & INCOME FD CL A MONTH END PRICE 27.2300

      12,295.20        12,395.61   

DAVIS NEW YORK VENTURE FUND CLASS A MONTH END PRICE 34.7800

      321,437.82        315,526.25   

DAVITA HEALTHCARE PARTNERS I COMMON STOCK USD.001

      113,653.16        225,923.32   

DAVITA INC MONTH END PRICE 110.5300

      127,425.53        130,756.99   

DAWSON GEOPHYSICAL CO COMMON STOCK USD.333

      105,682.38        108,158.00   

DAWSON GEOPHYSICAL CO MONTH END PRICE 26.3800

      20,043.23        18,993.60   

DBS GROUP HOLDINGS ADR MONTH END PRICE 49.0600

      1,732.71        1,815.22   

DBS GROUP HOLDINGS LTD COMMON STOCK NPV

      518,479.60        563,101.00   

DBUBS MORTGAGE TRUST DBUBS 2011 LC3A XA 144A

      23,682.65        17,970.43   

DC BRANDS INTL INC NEW MONTH END PRICE 0.0001

      27,582.77        0.52   

DD 130119C00045000 MONTH END PRICE 80.0000

      (68.24 )      (80.00 ) 

DD 130119C00046000 MONTH END PRICE 33.0000

      (189.25 )      (165.00 ) 

DDD 130216C00050000 MONTH END PRICE 520.0000

      (1,985.40 )      (5,200.00 ) 

DDD 130216C00060000 MONTH END PRICE 130.0000

      (449.99 )      (520.00 ) 

DDR CORP MONTH END PRICE 15.6600

      1,116.42        1,971.78   

DE MASTER BLNDRS ORD F MONTH END PRICE 11.4952

      3,019.83        3,253.14   

DEAL A DAY GROUP CORP MONTH END PRICE 0.0500

      6,042.17        87.50   

DEAN FOODS 7.0000% 06/01/16 MONTH END PRICE 110.3750

      9,835.00        11,037.50   

DEAN FOODS CO 6.9000% 10/15/17 MONTH END PRICE 109.2500

      9,164.00        10,925.00   

DEAN FOODS CO COMMON STOCK USD.01

      126,244.35        72,297.29   

DEAN FOODS CO NEW MONTH END PRICE 16.5100

      31,123.38        36,685.22   

DECISIONPOINT SYS NEW MONTH END PRICE 0.8000

      10,480.10        239.20   

DECKERS OUTDOOR CORP MONTH END PRICE 40.2700

      138,441.44        162,690.80   

DEEP BLUE INC MONTH END PRICE 0.0000

      1,162.95        —     

DEEP BLUE MARINE INC NEW MONTH END PRICE 0.0001

      19.60        0.20   

 

65

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

DEEP DOWN INC NEW MONTH END PRICE 1.3000

      6,385.65         678.60   

DEEP ROCK OIL & GAS INC MONTH END PRICE 0.0001

      2,739.95         0.30   

DEERE & CO MONTH END PRICE 86.4200

      1,025,017.95         1,115,878.20   

DEERE + CO COMMON STOCK USD1.

      431,596.38         483,952.00   

DEERE + CO COMMON STOCK USD1.

      561,050.79         647,199.38   

DEERE + CO COMMON STOCK USD1.

      282,701.38         792,125.72   

DEETHREE EXPLORATION MONTH END PRICE 6.5000

      2,266.55         2,730.00   

DEFI GLOBAL INC MONTH END PRICE 0.0006

      843.90         9.00   

DEGAMA SOFTWARE SOL MONTH END PRICE 0.0000

      156.95         —     

DEJOUR ENERGY INC F MONTH END PRICE 0.2173

      22,806.08         3,315.35   

DEL FRISCO S RESTAURANT GROU COMMON STOCK USD.001

      129,565.21         133,310.09   

DELAFIELD FUND MONTH END PRICE 30.5400

      168,334.42         175,909.39   

DELAWARE CORPORATE BOND FUND CL A MONTH END PRICE 6.2200

      56,144.63         57,533.26   

DELAWARE GP DIVID & INCM MONTH END PRICE 7.9200

      604.47         792.00   

DELAWARE HEALTHCARE A MONTH END PRICE 12.2500

      15.32         15.66   

DELCATH SYSTEMS INC COMMON STOCK USD.01

      62,759.40         62,484.00   

DELCATH SYSTEMS INC MONTH END PRICE 1.2300

      32,777.26         23,566.80   

DELEK US HOLDINGS INC COMMON STOCK USD.01

      257,195.81         362,076.00   

DELEK US HOLDINGS INC MONTH END PRICE 25.3200

      22,469.76         27,962.77   

DELHAIZE GROUP COMMON STOCK NPV

      95,711.87         103,102.10   

DELIAS INC MONTH END PRICE 1.1700

      24,762.73         13,572.00   

DELL INC 5.875% 6/15/19 MONTH END PRICE 116.3457

      80,608.19         81,441.99   

DELL INC COMMON STOCK USD.01

      489,312.74         347,003.15   

DELL INC MONTH END PRICE 10.1400

      216,252.40         178,457.96   

DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01

      318,295.35         398,182.50   

DELPHI AUTOMOTIVE PLC COMMON STOCK USD.01

      253,073.10         267,750.00   

DELPHI AUTOMOTIVE PLC MONTH END PRICE 38.2500

      25,178.90         30,600.00   

DELTA AIR LINES INC COMMON STOCK USD.0001

      1,083,406.44         1,128,837.00   

DELTA AIR LINES INC NEW MONTH END PRICE 11.8700

      1,723,680.25         2,072,110.29   

DELTA APPAREL INC COMMON STOCK USD.01

      25,828.92         25,164.00   

DELTA LLOYD NV COMMON STOCK

      489,042.80         505,929.21   

DELTA LLOYD NV COMMON STOCK

      136,826.40         139,812.87   

DELTA OIL & GAS INC NEW MONTH END PRICE 0.0800

      2,983.91         56.00   

DELTATHREE COM MONTH END PRICE 0.0200

      1,951.85         13.80   

DELTIC TIMBER CORP MONTH END PRICE 70.6200

      5,830.04         7,062.00   

DELUXE CORP MONTH END PRICE 32.2400

      14,255.93         19,163.15   

DEMANDWARE INC COMMON STOCK USD.01

      372,839.28         362,536.40   

DEMANDWARE INC MONTH END PRICE 27.3200

      16,403.00         16,392.00   

DENBURY RES INC MONTH END PRICE 16.2000

      76,952.50         74,957.40   

DENBURY RESOURCES INC COMMON STOCK USD.001

      152,977.12         149,914.80   

DENDREON CORP MONTH END PRICE 5.2900

      133,106.40         83,444.46   

DENISON MINES CORP MONTH END PRICE 1.2500

      289,808.84         215,701.25   

DENNYS CORP MONTH END PRICE 4.8800

      4,228.96         6,344.00   

DENSO CORP COMMON STOCK

      821,103.03         922,065.56   

DENTSPLY INTERNATIONAL INC COMMON STOCK USD.01

      105,504.21         133,802.58   

DENTSPLY INTERNATIONAL NEW MONTH END PRICE 39.6100

      15,296.86         15,844.00   

DERYCZ SCIENTIFIC INC MONTH END PRICE 0.8575

      12,913.90         4,287.50   

DESTINATION MATERNITY CO MONTH END PRICE 21.5684

      4,634.88         5,574.32   

DESTINATION MATERNITY CORP COMMON STOCK USD.01

      194,066.32         202,664.00   

DETOUR GOLD CORP MONTH END PRICE 25.0800

      23,362.94         22,195.80   

DEUTSCH BK 8.05% PFD MONTH END PRICE 27.3100

      8,145.90         8,193.00   

DEUTSCHE BANK 3.875% 8/18/14 MONTH END PRICE 105.0287

      2,019.28         2,100.57   

DEUTSCHE BANK AG 0 0.0%% 08/08/14 MONTH END PRICE 116.1980

      45,000.00         52,289.10   

DEUTSCHE BANK AG ETF MONTH END PRICE 9.2100

      15,511.51         13,815.00   

 

66

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DEUTSCHE BANK NEW MONTH END PRICE 44.2900

      20,911.97        23,252.25   

DEUTSCHE BK 7.35% PFD MONTH END PRICE 25.0700

      10,006.95        10,028.00   

DEUTSCHE BK AG ETF MONTH END PRICE 11.8100

      1,434.87        1,181.00   

DEUTSCHE BK AG ETF MONTH END PRICE 4.4700

      55,176.06        51,852.00   

DEUTSCHE BK CAP 7.6% PFD MONTH END PRICE 26.9400

      20,094.40        21,686.70   

DEUTSCHE BOERSE AG COMMON STOCK NPV

      775,487.70        885,021.65   

DEUTSCHE BOERSE AG COMMON STOCK NPV

      202,095.26        122,560.24   

DEUTSCHE POST AG REG COMMON STOCK NPV

      282,122.30        305,842.42   

DEUTSCHE TELEKOM AG SPONSORED ADR MONTH END PRICE 11.3620

      19,088.39        18,349.63   

DEUTSCHE TELEKOM INT FIN COMPANY GUAR 03/16 5.75

      74,516.25        85,456.13   

DEVON ENERGY CORPORATION COMMON STOCK USD.1

      560,712.00        499,584.00   

DEVON ENERGY CORPORATION COMMON STOCK USD.1

      379,400.21        461,490.72   

DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95

      179,891.10        207,124.26   

DEVON ENERGY CORPORATION SR UNSECURED 05/22 3.25

      69,585.60        73,058.37   

DEVON ENERGY CP NEW MONTH END PRICE 52.0400

      566,086.21        463,689.71   

DEVRY DELAWARE MONTH END PRICE 23.7300

      5,256.11        5,338.02   

DEX ONE CORPORATION MONTH END PRICE 1.5800

      5,002.95        6,075.10   

DEXCOM INC COMMON STOCK USD.001

      206,230.94        207,484.45   

DFA COMMODITY STRATEGY MONTH END PRICE 9.1900

      32,372.75        28,063.96   

DFA EMERGING MARKETS PORTFOLIO I MONTH END PRICE 27.5400

      77,674.07        84,689.91   

DFA EMERGING MARKETS VALUE MONTH END PRICE 29.8400

      160,767.23        150,369.73   

DFA EMERGING MKTS SM CAP PORTFOLIO I MONTH END PRICE 21.1700

      223,699.46        232,986.16   

DFA EMERGING MRKTS CORE EQTY PORT I MONTH END PRICE 20.4000

      415,935.15        492,935.69   

DFA FIVE-YEAR GLOBALFIXED INC PORT I MONTH END PRICE 11.1500

      309,057.23        308,534.56   

DFA GLOBAL REAL ESTATE SEC PORT MONTH END PRICE 9.0100

      291,859.72        340,969.42   

DFA INFLATION PROTECTED SEC PORT MONTH END PRICE 12.8000

      159,504.04        173,029.64   

DFA INTER GOVT FIXED INCOME PORT I MONTH END PRICE 13.0200

      156,074.93        166,817.54   

DFA INTER TERM EXTEN QUAL PORT INST MONTH END PRICE 10.9900

      34,244.57        37,315.17   

DFA INTERNATIONAL VALUE PORTFOLIO I MONTH END PRICE 16.6000

      297,165.65        301,462.49   

DFA INTL CORE EQUITY PORTFOLIO I MONTH END PRICE 10.6600

      379,771.61        373,218.33   

DFA INTL REAL ESTATE SECURITIES PORT MONTH END PRICE 5.1700

      115,917.04        93,079.86   

DFA INTL SMALL CAP VALUE PORTFOLIO MONTH END PRICE 15.9800

      372,073.74        375,952.37   

DFA INTL SMALL CO PORTFOLIO FUND MONTH END PRICE 15.9300

      159,166.83        169,609.48   

DFA INTL VALUE PORTFOLIO III MONTH END PRICE 15.2000

      51,474.27        45,975.30   

DFA INTL VECTOR EQTY PORT I MONTH END PRICE 9.8600

      277,847.04        286,642.49   

DFA INVT DIMENSIONS GROUP IN MONTH END PRICE 25.7800

      30,000.00        31,525.82   

DFA LARGE CAP VALUE PORTFOLIO III MONTH END PRICE 17.5200

      61,447.64        61,063.68   

DFA LARGE CAPITAL INTL PORTFOLIO I MONTH END PRICE 19.2400

      118,786.88        124,754.72   

DFA ONE-YEAR FIXED-INCOME I MONTH END PRICE 10.3200

      259,717.45        259,052.15   

DFA REALESTATE SECRTIES PORTFOLIO I MONTH END PRICE 26.3400

      176,955.14        200,414.87   

DFA SELECTIVELY HEDGED GBL F/I INSTL MONTH END PRICE 10.2400

      117,055.19        114,459.02   

DFA SHORT TERM GOVT PORTFOLIO I MONTH END PRICE 10.7700

      190,553.22        187,907.03   

DFA SHORT-TERM EXTD QUALITY INSTL MONTH END PRICE 10.9100

      619,051.61        628,699.59   

DFA TWO-YEAR GLOBAL FIXED-INCOME MONTH END PRICE 10.0400

      469,821.52        462,442.52   

DFA U S LARGE CAP VALUE PORTFOLIO I MONTH END PRICE 22.9000

      630,666.89        731,935.48   

DFA U.S. CORE EQUITY 1 PORTFOLIO MONTH END PRICE 12.3500

      83,959.99        86,708.34   

DFA U.S. CORE EQUITY 21 PRTFOLIO MONTH END PRICE 12.1800

      771,491.76        840,921.96   

DFA US LARGE CO INSTL INDEX PORT MONTH END PRICE 11.2200

      712,573.34        805,746.79   

DFA US MICRO CAP PORT I MONTH END PRICE 14.6000

      209,544.84        214,473.17   

DFA US SMALL CAP PORT I MONTH END PRICE 22.6700

      229,420.40        254,436.56   

DFA US SMALL CAP VALUEPORT I MONTH END PRICE 26.2100

      297,017.07        316,621.75   

DFA US TARGETED VALUE PORTFOLIO CL I MONTH END PRICE 17.0100

      69,319.22        81,268.75   

DFA US VECTOR EQUITY PORTFOLIO MONTH END PRICE 11.9800

      416,202.32        559,439.15   

DG 130119C00052500 MONTH END PRICE 5.0000

      (181.53 )      (10.00 ) 

 

67

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

DHT HOLDINGS INC NEW F MONTH END PRICE 4.0800

      13,386.94         3,668.62   

DIADEXUS INC NEW MONTH END PRICE 0.3500

      3,348.20         218.75   

DIAGEO CAPITAL PLC COMPANY GUAR 07/20 4.828

      129,503.40         153,044.19   

DIAGEO INVESTMENT CORP COMPANY GUAR 05/22 2.875

      169,384.60         175,486.75   

DIAGEO PLC COMMON STOCK GBP.893518

      519,430.76         580,794.83   

DIAGEO PLC COMMON STOCK GBP.893518

      558,739.49         854,336.08   

DIAGEO PLC SPONSORED ADR ADR

      1,031,633.41         1,469,724.06   

DIAGEO PLC MONTH END PRICE 116.5800

      130,525.11         195,250.85   

DIAMANT ART CORP NEW F MONTH END PRICE 0.0040

      1,144.45         80.00   

DIAMOND FOODS INC COMMON STOCK USD.001

      303,756.07         281,602.00   

DIAMOND FOODS INC MONTH END PRICE 13.6700

      4,868.95         3,280.80   

DIAMOND HILL LARGE-CAP FD CL A MONTH END PRICE 16.5400

      94,600.22         100,937.04   

DIAMOND HILL LONG SHORT FD CL A MONTH END PRICE 18.1500

      53,793.34         56,431.83   

DIAMOND HILL SMALL CAP FD CL A MONTH END PRICE 24.9500

      85,512.72         92,753.07   

DIAMOND HILL STRATEGIC INC FD CL A MONTH END PRICE 11.1800

      11,728.71         11,781.83   

DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01

      110,448.01         111,930.12   

DIAMOND OFFSHORE DRILLING INC MONTH END PRICE 67.9600

      8,829.00         9,539.49   

DIAMONDROCK HOSPITALITY CO REIT USD.01

      920,840.74         993,780.00   

DIANA CONTAINERSHIP F MONTH END PRICE 6.0400

      1,701.69         791.24   

DIANA SHIPPING INC MONTH END PRICE 7.3000

      42,029.18         31,090.02   

DICK S SPORTING GOODS INC COMMON STOCK USD.01

      700,976.00         753,814.79   

DICKS SPORTING GOODS INC MONTH END PRICE 45.4900

      1,037.29         916.88   

DIEBOLD INC MONTH END PRICE 30.6100

      40,222.12         37,240.10   

DIGERATI TECH NEW MONTH END PRICE 0.2800

      84.30         28.00   

DIGI INTERNATIONAL INC COMMON STOCK USD.01

      129,616.32         125,951.00   

DIGITAL GENERATION INC COMMON STOCK USD.001

      975,641.08         583,182.00   

DIGITAL GENERATION INC MONTH END PRICE 10.9100

      3,674.05         1,309.20   

DIGITAL REALTY TRUST MONTH END PRICE 67.8900

      7,212.13         6,995.01   

DIGITAL RIVER INC MONTH END PRICE 14.3800

      512.40         431.40   

DIGITALGLOBE INC MONTH END PRICE 24.4400

      15,589.54         15,275.00   

DILLARDS INC CL A MONTH END PRICE 83.7700

      25,707.46         28,390.00   

DINEEQUITY INC MONTH END PRICE 67.0000

      3,939.99         6,700.00   

DIRECTV COMMON STOCK USD.01

      419,676.13         716,134.32   

DIRECTV MONTH END PRICE 50.1600

      217,958.61         224,917.44   

DIREXION DAILY GOLD ETF MONTH END PRICE 10.9704

      275,277.58         220,062.09   

DIREXION DAILY GOLD ETF MONTH END PRICE 31.5100

      992.24         1,102.85   

DIREXION EVOLUTION ALTINVST FDINV MONTH END PRICE 16.4600

      130,197.46         133,714.92   

DIREXION EVOLUTION MANAGED BOND INV MONTH END PRICE 17.7800

      34,854.98         34,865.28   

DIREXION EVOLUTION MKTLDERS FD INV MONTH END PRICE 13.3900

      196,024.98         198,486.97   

DIREXION MONTHLY CHINA BULL 2X INV MONTH END PRICE 40.2100

      7,147.00         7,450.87   

DIREXION MONTHLY EMER MKTS BULL 2X MONTH END PRICE 56.9400

      21,467.40         24,823.79   

DIREXION MONTHLY NASDAQ 100 BULL 2X MONTH END PRICE 110.1600

      105,110.00         111,525.65   

DIREXION MTLY LATIN AMER BULL 2X INV MONTH END PRICE 41.1500

      1,456.05         931.27   

DIREXION SHARES ETF NEW MONTH END PRICE 9.0200

      6,000.31         4,645.30   

DIREXION SHARES ETF NEWDAILY FINANC MONTH END PRICE 119.9204

      289,693.84         312,992.24   

DIREXION SHARES ETF MONTH END PRICE 20.1400

      52,046.60         35,446.40   

DIREXION SHARES ETF MONTH END PRICE 26.8900

      106,852.96         107,855.79   

DIREXION SHS ETF NEWDAILY 20+ YR TR MONTH END PRICE 54.2400

      2,772.37         2,928.96   

DIREXION SHS ETF NEWDAILY EMERGING MONTH END PRICE 109.2800

      168.16         219.01   

DIREXION SHS ETF NEWDAILY LATIN AME MONTH END PRICE 74.1410

      2,786.55         2,965.64   

DIREXION SHS ETF NEWDAILY REAL ESTA MONTH END PRICE 20.7036

      3,426.16         3,022.73   

DIREXION SHS ETF NEWDAILY RUSSIA BU MONTH END PRICE 36.7700

      57,120.14         47,801.00   

DIREXION SHS ETF TR MONTH END PRICE 37.6600

      5,023.55         5,084.10   

DIREXION SHS ETF TR MONTH END PRICE 48.4800

      273,307.02         271,536.48   

 

68

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DIREXION SHS ETF TR MONTH END PRICE 48.7300

      4,963.62        4,873.00   

DIREXION SHS ETF TR MONTH END PRICE 63.9575

      1,504,138.82        1,654,501.58   

DIREXION SHS ETF TR MONTH END PRICE 71.8100

      43,417.12        35,940.96   

DIREXION SHS ETF TR MONTH END PRICE 77.5000

      155,365.40        170,500.00   

DIREXION SHS ETF TR MONTH END PRICE 87.6500

      37,113.09        37,108.04   

DIREXION SHS EXCH TR MONTH END PRICE 9.3600

      14,899.19        14,742.00   

DIREXION SHS EXCH TRD FD MONTH END PRICE 19.9800

      10,729.17        9,990.00   

DIREXION SHS EXCH TRD FD MONTH END PRICE 7.8200

      61,887.34        51,924.80   

DIRXIN SHS ETF NEWDLY SM CP BR 3X S MONTH END PRICE 13.5004

      1,624,131.32        1,393,133.28   

DISCOUNT DENTAL MATL MONTH END PRICE 1.0700

      1,093.90        1,070.00   

DISCOVER BANK .3000% 05/14/13 MONTH END PRICE 0.9996

      86,000.00        85,967.32   

DISCOVER BANK 1.6000% 09/12/17 MONTH END PRICE 1.0041

      2,000.00        2,008.14   

DISCOVER BANK 1.8000% 06/27/17 MONTH END PRICE 1.0109

      15,000.00        15,164.10   

DISCOVER BANK .3500% 01/03/13 MONTH END PRICE 1.0000

      20,000.00        20,000.00   

DISCOVER BANK .4500% 12/12/13 MONTH END PRICE 0.9988

      20,000.00        19,975.60   

DISCOVER BANK .6500% 03/28/14 MONTH END PRICE 1.0026

      20,000.00        20,052.60   

DISCOVER BANK 2.85%14 MONTH END PRICE 1.0381

      12,282.75        12,457.08   

DISCOVER BANK N A 5% 6/25/13 MONTH END PRICE 1.0211

      10,000.00        10,210.90   

DISCOVER BANK N A 5% 7/16/13 MONTH END PRICE 1.0242

      50,000.00        51,212.00   

DISCOVER BANK N A 5% 9/17/13 MONTH END PRICE 1.0313

      69,000.00        71,159.70   

DISCOVER BANK N A 5.2% 9/17/18 MONTH END PRICE 1.1778

      20,000.00        23,556.60   

DISCOVER BANK N A 5.15% 9/17/15 MONTH END PRICE 1.1047

      95,000.00        104,949.35   

DISCOVER BANK NA 4.75% 5/21/15 MONTH END PRICE 1.0849

      25,000.00        27,123.75   

DISCOVER BANK NA 4.85% 5/28/15 MONTH END PRICE 1.0878

      10,000.00        10,878.50   

DISCOVER BANK NA 4.85% 12/03/13 MONTH END PRICE 1.0388

      13,020.00        12,465.72   

DISCOVER BANK NA 5.15% 9/24/15 MONTH END PRICE 1.1054

      10,000.00        11,053.60   

DISCOVER BANK NA 5.45% 7/05/13 MONTH END PRICE 1.0251

      10,000.00        10,251.30   

DISCOVER BANK, GR 1.3000% 04/18/16 MONTH END PRICE 1.0048

      90,000.00        90,435.60   

DISCOVER BK .4000% 05/21/13 MONTH END PRICE 1.0000

      180,000.00        179,991.00   

DISCOVER BK GREENWOOD DE 5% 12/03/15 MONTH END PRICE 1.0998

      2,000.00        2,199.58   

DISCOVER BK NA 5.2% 9/24/18 MONTH END PRICE 1.1267

      10,000.00        11,267.10   

DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01

      995,472.25        1,233,600.00   

DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01

      151,801.10        466,763.40   

DISCOVER FINANCIAL SVCS MONTH END PRICE 38.5500

      170,793.64        194,404.27   

DISCOVERY COMMUNICATIONS A COMMON STOCK USD.01

      184,511.40        358,915.92   

DISCOVERY COMMUNICATIONS SER A MONTH END PRICE 63.4800

      27,995.99        35,294.88   

DISCOVERY COMMUNICATIONS SER C MONTH END PRICE 58.5000

      20,395.21        29,893.50   

DISCOVERY HOLDINGS LTD COMMON STOCK ZAR.001

      430,976.73        470,097.87   

DISH DBS CORP 7.875%19 MONTH END PRICE 118.5000

      5,510.50        5,925.00   

DISH DBS CORP COMPANY GUAR 05/15 7.75

      34,500.00        39,156.25   

DISH DBS CORP COMPANY GUAR 06/21 6.75

      38,500.00        45,600.00   

DISH DBS CORP COMPANY GUAR 09/19 7.875

      29,240.10        35,550.00   

DISH NETWORK CORP MONTH END PRICE 36.4000

      31,446.82        32,396.00   

DISNEY WALT HLDG CO MONTH END PRICE 49.7900

      753,998.84        856,809.37   

DISTRIBUTED ENERGY SYS MONTH END PRICE 0.0000

      1,313.23        —     

DITEM EXPL INC MONTH END PRICE 0.0200

      109,358.40        2,558.34   

DJ WILSHIRE REIT ETF MONTH END PRICE 72.9700

      20,234.70        21,891.00   

DLTR 130216C00045000 MONTH END PRICE 30.0000

      (211.53 )      (60.00 ) 

DNB ASA COMMON STOCK NOK10.

      1,101,457.03        1,098,784.96   

DNB ASA COMMON STOCK NOK10.

      86,286.12        109,075.44   

DNN 130420C00002000 MONTH END PRICE 5.0000

      (570.21 )      (150.00 ) 

DNP SELECT INCOME FD MONTH END PRICE 9.4700

      383,631.96        401,207.25   

DODGE & COX BALANCED FD MONTH END PRICE 78.0600

      182,353.27        202,053.63   

DODGE & COX GLOBAL STOCK FD MONTH END PRICE 8.9900

      24,217.20        25,349.41   

 

69

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DODGE & COX INCOME FD MONTH END PRICE 13.8600

      1,318,631.15        1,380,387.98   

DODGE & COX INTL STOCK FD MONTH END PRICE 34.6400

      2,701,218.47        2,630,256.01   

DODGE & COX STOCK FUND MONTH END PRICE 121.9000

      650,514.70        715,263.73   

DOLAN CO/THE COMMON STOCK USD.001

      93,544.43        96,861.00   

DOLAN MEDIA CO MONTH END PRICE 3.8900

      21,263.90        6,224.00   

DOLBY LABORATORIES INC MONTH END PRICE 29.3300

      259,316.38        208,330.99   

DOLE FOOD CO INC MONTH END PRICE 11.4700

      3,792.43        3,441.00   

DOLLAR GENERAL CORP COMMON STOCK USD.875

      1,518,689.48        1,459,114.46   

DOLLAR GENERAL CORP COMMON STOCK USD.875

      308,941.66        273,358.00   

DOLLAR GENERAL CORP MONTH END PRICE 44.0900

      59,355.76        53,216.63   

DOLLAR TREE INC COMMON STOCK USD.01

      220,480.74        214,968.00   

DOLLAR TREE INC MONTH END PRICE 40.5600

      16,939.35        14,277.12   

DOMARK INTL INC MONTH END PRICE 0.1350

      190,780.63        43,213.50   

DOMINI SOCIAL EQUITY FD INV SHR MONTH END PRICE 32.9400

      3,007.78        2,867.13   

DOMINION RES BLK WARRIOR MONTH END PRICE 2.9500

      20,390.40        5,900.00   

DOMINION RES INC VA NEW MONTH END PRICE 51.8000

      210,111.83        224,048.11   

DOMINION RESOURCES INC SR UNSECURED 01/19 8.875

      19,994.40        27,373.64   

DOMINION RESOURCES INC SR UNSECURED 08/19 5.2

      125,870.40        142,653.72   

DOMINION RESOURCES INC SR UNSECURED 08/41 4.9

      118,592.10        123,253.24   

DOMINION RESOURCES INC/VA COMMON STOCK NPV

      415,202.29        699,507.20   

DOMINO S PIZZA INC COMMON STOCK USD.01

      398,541.00        535,665.00   

DOMINOS PIZZA INC MONTH END PRICE 43.5500

      34,147.02        40,066.00   

DONGYUE GROUP COMMON STOCK HKD.1

      84,536.51        87,354.35   

DONNELLEY R R & SONS CO MONTH END PRICE 8.9900

      4,327.83        3,179.52   

DOT HILL SYSTEMS CORP MONTH END PRICE 0.9375

      5,585.02        3,093.75   

DOUBLELINE CORE FIXED INCM FD CL I MONTH END PRICE 11.3400

      34,281.24        35,132.14   

DOUBLELINE CORE FIXED MONTH END PRICE 11.3300

      83,836.42        84,377.29   

DOUBLELINE TOTAL RETURN BD FD CL N MONTH END PRICE 11.3300

      20,848,808.02        21,204,983.26   

DOUBLELINE TOTAL RETURNBD FD CL I MONTH END PRICE 11.3300

      457,892.63        464,881.69   

DOVER CORP COMMON STOCK USD1.

      620,002.91        670,242.00   

DOVER CORP COMMON STOCK USD1.

      122,498.60        282,421.58   

DOVER CORP MONTH END PRICE 65.7100

      12,754.08        15,553.72   

DOVER DOWNS GAMING & ENTERTAINMENT MONTH END PRICE 2.2000

      9,755.21        6,600.00   

DOW 140118C00023000 MONTH END PRICE 970.0000

      (842.27 )      (970.00 ) 

DOW 30 PREM & DIV INCM MONTH END PRICE 13.2500

      15,977.81        15,649.22   

DOW 30SM PREM & INCOME FD MONTH END PRICE 10.7300

      15,276.67        15,182.95   

DOW CHEMICAL CO/THE COMMON STOCK USD2.5

      545,217.09        604,384.00   

DOW CHEMICAL CO/THE COMMON STOCK USD2.5

      751,354.77        911,650.24   

DOW CHEMICAL COMPANY MONTH END PRICE 32.3294

      378,039.77        440,715.19   

DOWNEY FINANCIAL CORP MONTH END PRICE 0.0000

      25,637.93        —     

DR HORTON INC COMMON STOCK USD.01

      191,951.66        129,539.22   

DR PEPPER SNAPPLE GROUP INC COMMON STOCK USD.01

      130,687.51        221,606.88   

DR PEPPER SNAPPLE GROUP MONTH END PRICE 44.1800

      22,907.62        24,783.45   

DR REDDYS LABS ADR MONTH END PRICE 33.2900

      28,924.58        28,462.95   

DRAGONWAVE INC MONTH END PRICE 3.2500

      42,909.02        28,730.00   

DREAMWORKS ANIMATION INC MONTH END PRICE 16.5700

      8,847.02        6,959.40   

DREMAN CONTRARIAN SMALL CAP VALUE R MONTH END PRICE 18.3600

      38,903.02        41,403.87   

DRESDNER BANK N 7.25%15F MONTH END PRICE 107.7784

      11,184.69        11,855.62   

DREXION SHS ETF NEW DLY LRG CP BR 3X MONTH END PRICE 16.9100

      34,842.40        33,820.00   

DREYFUS APPRECIATION FUND MONTH END PRICE 43.9300

      341,518.81        360,057.88   

DREYFUS BOND MARKET INDEX INV MONTH END PRICE 11.0200

      3,559.39        3,847.45   

DREYFUS BOND MKT INDEX BASIC SHS MONTH END PRICE 11.0300

      23,805.97        24,837.43   

DREYFUS BRAZIL EQTY FD MONTH END PRICE 12.8600

      12,515.00        11,515.04   

DREYFUS EMRG MKTS A MONTH END PRICE 10.3800

      28,949.26        26,648.15   

 

70

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DREYFUS FUND MONTH END PRICE 9.8000

      92,900.93        96,989.37   

DREYFUS GNMA FUND MONTH END PRICE 15.6500

      10,256.23        11,232.98   

DREYFUS GREATER CHINA A MONTH END PRICE 36.4000

      4,838.03        3,900.41   

DREYFUS INFLATION-ADJUSTED SEC INV MONTH END PRICE 13.8500

      6,000.00        7,395.46   

DREYFUS INTERNATIONAL STOCK INDEX MONTH END PRICE 14.4500

      70,895.90        60,734.45   

DREYFUS INTL BOND FD A MONTH END PRICE 17.2200

      7,869,812.83        7,687,531.71   

DREYFUS MIDCAP INDEX FUND MONTH END PRICE 28.9300

      33,351.64        37,310.76   

DREYFUS OPPORTUNISTIC SMALL CAP FD MONTH END PRICE 27.4300

      55,385.65        55,822.05   

DREYFUS PREMIER INTERM TERM INC FD A MONTH END PRICE 14.1400

      140,425.53        157,846.69   

DREYFUS S&P 500 INDEX FUND MONTH END PRICE 38.4100

      374,771.16        425,215.72   

DREYFUS SMALL CAP STOCK INDEX MONTH END PRICE 21.9500

      193,519.51        233,349.46   

DRIEHAUS ACTIVE INCM MONTH END PRICE 10.6700

      20,397.48        19,605.73   

DRIEHAUS EMERGING MKTS GROWTH FD MONTH END PRICE 30.6100

      679,695.83        642,682.14   

DRIEHAUS INTERNATIONAL DISCOVERY FD MONTH END PRICE 27.8500

      85,256.90        76,044.59   

DRIEHAUS INTL SMALL CAP GROWTH MONTH END PRICE 9.4600

      16,630.06        17,090.74   

DRIL QUIP MONTH END PRICE 73.0500

      16,088.02        18,262.50   

DRXIN SHR ETF NEW DLY FIN BR 3X SHRS MONTH END PRICE 15.1100

      504,149.99        486,285.13   

DRXION SHS ETF NEW DLY MID BEAR 3XSH MONTH END PRICE 16.4100

      1,776.48        1,641.00   

DRYSHIPS INC MONTH END PRICE 1.6000

      347,595.63        228,064.74   

DS SMITH PLC COMMON STOCK GBP.1

      475,974.16        577,858.15   

DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 1A1A

      353,558.42        289,001.04   

DTE ENERGY CO MONTH END PRICE 60.0500

      147,494.45        199,331.35   

DTE ENERGY COMPANY COMMON STOCK NPV

      150,827.84        237,557.80   

DTV 130119C00049000 MONTH END PRICE 172.0000

      (148.29 )      (172.00 ) 

DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3

      1,086,839.11        1,128,747.00   

DU PONT (E.I.) DE NEMOURS COMMON STOCK USD.3

      847,309.25        983,403.96   

DU PONT E I DE NEMOURS&CO MONTH END PRICE 44.9785

      637,337.41        612,819.10   

DUFF + PHELPS CORP CLASS A COMMON STOCK USD.01

      520,482.19        653,259.64   

DUKE ENERGY CAROLINAS 1ST MORTGAGE 02/40 5.3

      137,490.60        156,009.49   

DUKE ENERGY CORP COMMON STOCK USD.001

      730,223.88        1,055,188.20   

DUKE ENERGY CORP MONTH END PRICE 63.8000

      522,310.16        558,826.50   

DUKE REALTY CORP MONTH END PRICE 13.8700

      11,594.43        11,747.03   

DUKE RLTY PFD DEP SHS MONTH END PRICE 25.0860

      5,296.45        5,268.06   

DULUTH METALS LTD MONTH END PRICE 2.4700

      345,384.71        464,261.20   

DUN & BRADSTREET CORP NEW MONTH END PRICE 78.6500

      3,482.45        3,932.50   

DUN + BRADSTREET CORP COMMON STOCK USD.01

      82,434.91        82,975.75   

DUNKIN BRANDS GROUP INC MONTH END PRICE 33.1800

      16,581.94        17,772.06   

DUOYUAN GLOBAL WTR A MONTH END PRICE 0.1500

      11,281.16        60.00   

DURAN VENTURE INC MONTH END PRICE 0.0956

      8,018.85        5,086.40   

DVI INC 9.875% 02/01/04 MONTH END PRICE 16.2500

      18,733.76        3,250.00   

DWS ALTERNATIVE ASSET ALLOC FD CL S MONTH END PRICE 9.3100

      2,923.39        3,354.23   

DWS CAPITAL GROWTH FD CL S MONTH END PRICE 59.1900

      13,608.29        21,291.65   

DWS DREMAN INTL VALUE S MONTH END PRICE 9.1500

      14,032.46        14,788.50   

DWS DREMAN SMALL CAP VALUE FUND A MONTH END PRICE 36.4000

      15,775.91        17,492.02   

DWS DREMAN VAL INCOME EDGE F MONTH END PRICE 15.1600

      15,393.95        15,160.00   

DWS EMERGING MKTS EQUITY CL A MONTH END PRICE 16.3500

      42,360.03        47,916.13   

DWS ENHANCED COMMODITY STRAT CL S MONTH END PRICE 3.3000

      1,157.90        866.57   

DWS FLOATING RATE FD CL A MONTH END PRICE 9.4000

      37,522.14        37,799.85   

DWS GLOBAL THEMATIC FUND CL S MONTH END PRICE 23.3600

      8,800.47        6,630.55   

DWS GOLD & PRECIOUS METALS FD CL S MONTH END PRICE 13.7600

      16,193.86        15,149.29   

DWS HIGH INCOME TR MONTH END PRICE 10.2000

      17,232.53        15,300.00   

DWS RREEF GBL REAL ESTATE SECS S MONTH END PRICE 8.1100

      19,718.98        23,315.18   

DWS SLCT ALTERNATIVE MONTH END PRICE 11.2600

      30,000.00        29,623.37   

DYADIC INTERNATIONAL MONTH END PRICE 1.8900

      41,202.32        39,312.00   

 

71

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

DYCOM INDUSTRIES INC COMMON STOCK USD.333

      643,260.39        855,360.00   

DYNAMIC MATERIALS CORP COMMON STOCK USD.05

      79,289.28        77,840.00   

DYNAMIC MATERIALS CORP MONTH END PRICE 13.9000

      31,175.91        25,022.64   

DYNAMIC VENTURES COR MONTH END PRICE 0.0064

      7,619.75        480.00   

DYNASTY METALS & MINING MONTH END PRICE 1.7400

      16,109.43        7,656.00   

DYNAVAX TECHS CORP NEW MONTH END PRICE 2.8500

      183,414.06        117,183.45   

DYNEGY INC NEW 17WTS 10/02/17 MONTH END PRICE 1.2630

      9.58        2.53   

DYNEX CAPITAL INC NEW MONTH END PRICE 9.4400

      7,444.54        7,027.14   

E 130216C00045000 MONTH END PRICE 440.0000

      (555.52 )      (880.00 ) 

E DIGITAL CORP MONTH END PRICE 0.1275

      22,285.37        11,709.73   

E HOUSE CHINA HLDGS ADR MONTH END PRICE 4.1000

      17,622.21        4,100.00   

E M C CORP MASS MONTH END PRICE 25.3000

      507,249.18        522,343.80   

E MED FUTURE INC MONTH END PRICE 0.0020

      728.93        4.40   

E O G RESOURCES INC MONTH END PRICE 120.7900

      253,034.15        273,592.06   

E R F WIRELESS INC NEW MONTH END PRICE 1.0100

      14,455.80        104.03   

E TRADE FINANCIAL CORP COMMON STOCK USD.01

      173,814.40        53,708.95   

E2OPEN INC MONTH END PRICE 14.1600

      1,392.95        1,416.00   

EAGLE BANCORP INC COMMON STOCK USD.01

      157,435.16        158,701.59   

EAGLE BANCORP INC MD MONTH END PRICE 19.9700

      12,087.90        14,977.50   

EAGLE BROADBAND INC NEW MONTH END PRICE 0.0003

      613.78        —     

EAGLE BULK SHIPPING NEW F MONTH END PRICE 1.5000

      35,793.02        9,096.00   

EAGLE MATERIALS INC MONTH END PRICE 58.5000

      26,333.90        29,367.00   

EAGLE PLAINS RESOURCES MONTH END PRICE 0.1310

      34,362.90        4,192.00   

EAGLE ROCK ENER 8.3750% 06/01/19 MONTH END PRICE 102.2500

      9,870.00        10,225.00   

EAGLEFORD ENERGY INC MONTH END PRICE 0.0801

      2,993.76        588.90   

EARTH SCIENCES INC MONTH END PRICE 0.0000

      491.44        —     

EARTHLINK INC MONTH END PRICE 6.4600

      3,798.37        3,230.00   

EARTHSHELL CORP MONTH END PRICE 0.0000

      26.15        —     

EAST JAPAN RAILWAY CO COMMON STOCK

      108,457.26        103,450.10   

EAST WEST BANCORP MONTH END PRICE 21.4900

      13,999.25        15,043.00   

EAST WEST DISTRS INC MONTH END PRICE 0.0000

      2,551.58        —     

EAST WEST PETROLEUM MONTH END PRICE 0.3930

      26,566.37        23,580.00   

EASTBRIDGE INVT GROUP MONTH END PRICE 0.0390

      54,606.17        27,300.00   

EASTFIELD RESOURCES LTDF MONTH END PRICE 0.0503

      3,064.59        1,559.30   

EASTMAN CHEMICAL CO COMMON STOCK USD.01

      85,054.06        247,021.50   

EASTMAN CHEMICAL CO MONTH END PRICE 68.0500

      10,415.93        14,430.32   

EASTMAN KODAK COMPANY MONTH END PRICE 0.1790

      6,738.75        1,718.45   

EASYLINK SOLUTIONS CORP MONTH END PRICE 0.0079

      967.15        15.80   

EATON CORP COMPANY GUAR 144A 11/17 1.5

      79,912.80        80,163.44   

EATON CORP COMPANY GUAR 144A 11/22 2.75

      229,525.40        229,290.22   

EATON CORP COMPANY GUAR 144A 11/42 4.15

      80,648.63        80,904.24   

EATON CORP PLC F MONTH END PRICE 54.1800

      230,002.40        277,677.97   

EATON CORP PLC COMMON STOCK USD.01

      690,656.50        726,280.00   

EATON CORP PLC COMMON STOCK USD.01

      983,268.00        1,035,220.00   

EATON CORP PLC COMMON STOCK USD.01

      931,788.00        981,020.00   

EATON CORP PLC COMMON STOCK USD.01

      557,977.46        587,419.60   

EATON VANCE DIV BUILDER FUND CL A MONTH END PRICE 10.8700

      16,788.26        14,703.73   

EATON VANCE ENHANCE EQTY MONTH END PRICE 10.4400

      40,761.74        29,783.90   

EATON VANCE FL RT IN TR MONTH END PRICE 17.0400

      56,611.11        62,485.64   

EATON VANCE FLOATING RATE ADV FD A MONTH END PRICE 11.1000

      23,415.03        23,478.23   

EATON VANCE FLOATING RATE ADV I MONTH END PRICE 11.1000

      10,061.92        10,082.10   

EATON VANCE FLOATING RATE FUND A MONTH END PRICE 9.4300

      17,744.97        18,039.16   

EATON VANCE FLOATING RATE FUND ADV MONTH END PRICE 9.1200

      214,322.97        218,329.21   

EATON VANCE FLOATING RATE HIGH INC A MONTH END PRICE 8.9600

      33,614.30        33,369.16   

 

72

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

EATON VANCE GREATER INDIA FD CL A MONTH END PRICE 22.2100

      44,740.90        39,650.56   

EATON VANCE HIGH INCOME OPPORT A MONTH END PRICE 4.5600

      10,398.34        10,715.21   

EATON VANCE INCOME FUND BOSTON CL A MONTH END PRICE 6.0000

      62,846.32        64,503.61   

EATON VANCE LARGE-CAP VALUE FD CL A MONTH END PRICE 19.5000

      1,589.23        1,487.44   

EATON VANCE LTD DURATION INCOME FD MONTH END PRICE 16.6600

      86,094.20        90,297.20   

EATON VANCE PARAMETRIC TAX MG EMG I MONTH END PRICE 48.5800

      51,608.80        49,411.79   

EATON VANCE SHORT DURATION INCM MONTH END PRICE 17.3100

      7,921.76        8,655.00   

EATON VANCE SR FL RT TR MONTH END PRICE 15.9700

      12.61        15.28   

EATON VANCE STRATEGIC INCOME FD CL A MONTH END PRICE 8.1800

      76,741.51        81,040.47   

EATON VANCE TAX MANAGED BUY MONTH END PRICE 14.0300

      7,059.72        7,339.19   

EATON VANCE TAX MANAGED MONTH END PRICE 8.8100

      601,737.56        406,674.88   

EATON VANCE TAX-MANAGED GLOBAL MONTH END PRICE 10.6900

      18.73        16.75   

EAUTOCLAIMS.COM INC MONTH END PRICE 0.0005

      524.95        0.75   

EBAY 130119C00055000 MONTH END PRICE 42.0000

      (151.29 )      (42.00 ) 

EBAY INC COMMON STOCK USD.001

      1,157,085.32        2,084,677.20   

EBAY INC COMMON STOCK USD.001

      456,574.34        649,331.54   

EBAY INC COMMON STOCK USD.001

      912,873.58        938,768.00   

EBAY INC COMMON STOCK USD.001

      654,383.30        1,401,570.42   

EBAY INC MONTH END PRICE 50.9977

      328,678.00        375,343.07   

EBIX INC COMMON STOCK USD.1

      460,022.25        387,287.00   

EBIX.COM INC NEW MONTH END PRICE 16.1200

      42,905.81        32,538.35   

EC DEVELOPMENT INC MONTH END PRICE 0.1600

      306.54        0.80   

ECA MARCELLUS TR I MONTH END PRICE 15.2700

      2,236.29        1,527.00   

ECHELON CORP COMMON STOCK USD.01

      67,344.58        60,760.00   

ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001

      41,265.83        42,552.96   

ECHO THERAPEUTICS INC MONTH END PRICE 1.0400

      22,419.13        10,103.60   

ECOLAB INC COMMON STOCK USD1.

      1,312,885.77        2,060,654.00   

ECOLAB INC COMMON STOCK USD1.

      220,804.15        448,656.00   

ECOLAB INC SR UNSECURED 12/21 4.35

      49,968.00        55,809.05   

ECOLAB INC MONTH END PRICE 71.9000

      25,947.70        33,864.90   

ECOLOCAP SOLUTIONS INC MONTH END PRICE 0.0039

      3,158.95        35.10   

E-COMMERCE CHINA ADR F MONTH END PRICE 4.1500

      206,435.99        93,163.35   

ECOPETROL S A MONTH END PRICE 59.6700

      38,625.02        39,620.88   

ECOSPHERE TECHNOLOGIES MONTH END PRICE 0.3683

      150,447.70        46,037.50   

ECRYPT TECHNOLOGIES MONTH END PRICE 0.2000

      112.73        25.00   

EDAP TMS S A SPON ADR MONTH END PRICE 2.0400

      146,103.48        143,256.96   

EDEN ENERGY CORP NEW MONTH END PRICE 0.0130

      2,710.52        0.23   

EDGEN GROUP INC COMMON STOCK USD.0001

      73,458.13        72,718.00   

EDGEWATER EXPLORATIO MONTH END PRICE 0.4540

      5,005.85        4,540.00   

EDGEWOOD GROWTH RETAIL MONTH END PRICE 13.5600

      14,595.22        19,551.96   

EDISON INTERNATIONAL COMMON STOCK NPV

      199,961.15        343,218.05   

EDISON INTERNATIONAL MONTH END PRICE 45.1900

      79,056.60        86,327.60   

EDISON MISSION 7.7500% 06/15/16 MONTH END PRICE 53.1250

      14,376.00        10,625.00   

EDOORWAYS INTL CORP NEW MONTH END PRICE 0.0185

      541.90        0.17   

EDP ENERGIAS POTUG ADR MONTH END PRICE 30.6600

      908.95        459.90   

EDUCATION REALTY TRUST MONTH END PRICE 10.6400

      2,745.42        2,991.28   

EDUCATIONAL DEVELOPMENT CORPORATION MONTH END PRICE 3.8100

      1,596.41        1,092.02   

EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.

      232,137.03        243,459.00   

EDWARDS LIFESCIENCES CP MONTH END PRICE 90.1700

      37,409.96        36,068.00   

EFOTOXPRESS INC XXX MONTH END PRICE 0.0001

      32,664.58        2.01   

EFS VOLUNTEER NO 2 LLC EFSV2 2012 1 A2 144A

      97,582.03        103,505.50   

EHEALTH INC COMMON STOCK USD.001

      339,188.84        425,940.00   

EINSTEIN NOAH RESTAURANT GRO COMMON STOCK USD.001

      42,087.79        35,409.00   

EL ALACRAN GOLD MINE CORP MONTH END PRICE 0.0000

      559.96        —     

 

73

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

EL CAPITAN PRECIOUS METL MONTH END PRICE 0.1600

      5,256.95        800.00   

EL PASO ELECTRIC CO NEW MONTH END PRICE 31.9100

      38,900.49        51,521.02   

EL PASO ENERGY C 7.7500% 01/15/32 MONTH END PRICE 118.1250

      5,887.50        5,906.25   

EL PASO LLC COMPANY GUAR 01/32 7.75

      273,646.62        334,873.01   

EL PASO LLC COMPANY GUAR 08/31 7.8

      80,550.71        101,437.82   

EL PASO NATURAL GAS SR UNSECURED 06/32 8.375

      27,968.92        39,781.06   

EL PASO PIPELINE PARTNERS L P MONTH END PRICE 36.9700

      13,240.55        14,024.29   

EL TIGRE SILVER CORP F MONTH END PRICE 0.2000

      2,070.95        1,600.00   

ELAN CORP PLC SPON ADR MONTH END PRICE 10.2100

      19,144.94        18,888.50   

ELDORADO GOLD CORP NEW MONTH END PRICE 12.8800

      310,934.14        256,698.40   

ELECTRICITE DE FRANCE MONTH END PRICE 3.7100

      12,726.95        11,130.00   

ELECTRO RENT CORP MONTH END PRICE 15.3800

      7,018.29        8,815.58   

ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV

      234,691.83        192,035.00   

ELECTRO SCIENTIFIC INDS INC COMMON STOCK NPV

      851,707.07        666,689.80   

ELECTRO SCIENTIFIC INDS MONTH END PRICE 9.9500

      15,146.95        9,950.00   

ELECTRONIC ARTS INC COMMON STOCK USD.01

      870,471.63        896,501.00   

ELECTRONIC ARTS INC COMMON STOCK USD.01

      328,750.60        332,737.00   

ELECTRONIC ARTS INC COMMON STOCK USD.01

      234,869.29        106,911.74   

ELECTRONIC ARTS MONTH END PRICE 14.5200

      34,336.04        31,944.00   

ELECTRONICS FOR IMAGING COMMON STOCK USD.01

      854,059.45        922,914.00   

ELEMENTOS LTD ORD F MONTH END PRICE 0.0260

      5,509.71        422.16   

ELI LILLY + CO COMMON STOCK NPV

      518,441.29        680,616.00   

ELI LILLY + CO COMMON STOCK NPV

      944,939.83        1,185,060.96   

ELINE ENTMT GP INC N MONTH END PRICE 0.0003

      456.95        30.00   

ELITE PHARMACEUTICALS NEW MONTH END PRICE 0.0799

      24,605.08        11,998.58   

ELK MOUND WIS ARE 3.7% 4/01/14 MONTH END PRICE 103.5220

      25,222.75        25,880.50   

ELLIE MAE INC COMMON STOCK USD.0001

      99,154.28        104,895.00   

ELLIE MAE INC MONTH END PRICE 27.7500

      7,851.30        8,463.75   

ELOQUENT INC MONTH END PRICE 0.0000

      7,223.09        —     

EMBARQ CP 7.995%36 MONTH END PRICE 109.8573

      5,486.95        5,492.87   

EMBRAER SA ADR F MONTH END PRICE 28.5100

      16,907.83        17,391.10   

EMBRAER SA ADR ADR

      759,706.77        806,833.00   

EMC 130119C00027000 MONTH END PRICE 9.0000

      (73.53 )      (18.00 ) 

EMC CORP/MA COMMON STOCK USD.01

      1,130,325.31        1,148,620.00   

EMC CORP/MA COMMON STOCK USD.01

      718,055.72        1,248,327.30   

EMCOR GROUP INC COMMON STOCK USD.01

      450,969.73        529,533.00   

EMCOR GROUP MONTH END PRICE 34.6100

      2,482.53        3,461.00   

EMCORE CORP COMMON STOCK NPV

      43,480.74        43,430.00   

EMCORE CORP NEW MONTH END PRICE 4.3000

      518.93        215.00   

EMERALD OIL INC NEW MONTH END PRICE 5.2400

      504.95        524.00   

EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001

      587,679.61        620,748.00   

EMERGENT BIOSOLUTIONS MONTH END PRICE 16.0400

      4,972.82        4,411.00   

EMERGING HOLDINGS INC MONTH END PRICE 0.0000

      2,534.94        —     

EMERGING WORLD PHARM NEW MONTH END PRICE 0.0003

      8.38        —     

EMERSON ELECTRIC CO COMMON STOCK USD.5

      552,956.69        630,224.00   

EMERSON ELECTRIC CO COMMON STOCK USD.5

      182,680.26        188,008.00   

EMERSON ELECTRIC CO COMMON STOCK USD.5

      460,054.79        902,173.60   

EMERSON ELECTRIC COMPANY MONTH END PRICE 52.9600

      200,222.26        209,679.16   

EMPIRE DISTRICT ELEC CO MONTH END PRICE 20.3800

      6,450.65        6,114.00   

EMPIRE RESOURCES INC MONTH END PRICE 2.9900

      34,640.92        15,488.20   

EMPRESAS ICA SA ADR NEW MONTH END PRICE 10.0600

      3,526.15        4,024.00   

EMULEX CORP COMMON STOCK USD.1

      623,221.70        519,030.00   

EMULEX CORP NEW MONTH END PRICE 7.3000

      1,945.54        1,460.00   

ENBRIDGE ENERGY MGMT MONTH END PRICE 28.8900

      58,557.90        54,775.78   

 

74

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ENBRIDGE ENERGY PTNRS LP MONTH END PRICE 27.9000

      16,070.11        14,187.83   

ENBRIDGE INC MONTH END PRICE 43.3200

      28,551.09        36,388.80   

ENCANA CORP COMMON STOCK NPV

      450,840.32        351,728.00   

ENCANA CORPORATION MONTH END PRICE 19.7600

      97,092.44        90,678.64   

ENCOMPASS HLDGS INC NEW MONTH END PRICE 0.0000

      15.08        —     

ENCORE CAPITAL GROUP INC COMMON STOCK USD.01

      313,443.51        416,432.00   

ENCORE WIRE CORP COMMON STOCK USD.01

      465,422.32        451,619.00   

ENCORE WIRE CORP MONTH END PRICE 30.3100

      2,811.07        3,031.00   

ENDEAVOR POWER CORP NEW MONTH END PRICE 0.0550

      900.95        275.00   

ENDEAVOUR MNG CAP CORP MONTH END PRICE 2.0570

      11,156.36        4,879.20   

ENDEAVOUR SILVER CORP F MONTH END PRICE 7.8900

      498,454.42        426,888.45   

ENDEVCO INC NEW MONTH END PRICE 0.0030

      4,052.90        25.50   

ENDO HEALTH SOLUTIONS INC COMMON STOCK USD.01

      493,785.34        508,324.50   

ENDO PHARM HOLDINGS INC MONTH END PRICE 26.2301

      26,343.95        18,623.37   

ENDOCYTE INC MONTH END PRICE 8.9800

      6,230.28        7,004.40   

ENDOLOGIX INC MONTH END PRICE 14.2400

      7,387.36        7,689.60   

ENDP 130119C00035000 MONTH END PRICE 10.0000

      (135.29 )      (10.00 ) 

ENDURANCE SPECIALTY HOLDINGS COMMON STOCK USD1.

      1,334,286.89        1,289,925.00   

ENER1 INC NEW MONTH END PRICE 0.0000

      15,539.78        —     

ENERBANK USA 3% 12/18/15 MONTH END PRICE 1.0584

      6,000.00        6,350.64   

ENERCARE INC F MONTH END PRICE 8.1900

      11,592.98        18,321.03   

ENERGEN CORP COMMON STOCK USD.01

      285,786.36        288,576.00   

ENERGIZER RESOURCES INC MONTH END PRICE 0.3300

      4,313.90        3,300.00   

ENERGOLD DRILLING CORP MONTH END PRICE 3.0050

      13,664.15        9,015.00   

ENERGY 1 CORPORATION MONTH END PRICE 0.0004

      2,363.90        400.00   

ENERGY CONV DEVICES INC MONTH END PRICE 0.0000

      2,923.90        —     

ENERGY FINDERS INC MONTH END PRICE 0.0007

      12,058.35        143.50   

ENERGY FUELS INC MONTH END PRICE 0.1790

      329,447.93        118,605.76   

ENERGY FUTURE/EFIH FINAN SR SECURED 12/20 10.

      194,123.18        155,595.00   

ENERGY RECOVERY INC MONTH END PRICE 3.4000

      1,456.24        1,795.20   

ENERGY SVCS ACQUISITION CORP MONTH END PRICE 0.5100

      52,279.85        7,650.00   

ENERGY TRANSFER 7.5000% 10/15/20 MONTH END PRICE 115.5000

      5,435.50        5,775.00   

ENERGY TRANSFER EQUITY MONTH END PRICE 45.4800

      36,879.40        45,780.37   

ENERGY TRANSFER PARTNERS MONTH END PRICE 42.9300

      438,520.74        409,095.28   

ENERGY XXI LTD NEW MONTH END PRICE 32.1700

      1,057.93        965.10   

ENERGYSOLUTIONS INC COMMON STOCK USD.01

      178,425.57        218,400.00   

ENERGYSOLUTIONS INC MONTH END PRICE 3.1200

      3,306.60        2,620.80   

ENERGYTEC INC MONTH END PRICE 0.0000

      39,207.54        —     

ENERLUME ENERGY MGMT CORP MONTH END PRICE 0.0000

      285.40        —     

ENERNOC INC MONTH END PRICE 11.7500

      60,836.68        45,554.75   

ENERPLUS CORP F MONTH END PRICE 12.9600

      452,389.44        337,478.40   

ENERSYS COMMON STOCK USD.01

      518,450.62        820,334.00   

ENERSYS MONTH END PRICE 37.6300

      21,157.26        22,578.00   

ENERVEST DIVERSIFIED INCOME NEW MONTH END PRICE 12.4120

      8,487.12        8,266.39   

ENGILITY HLDGS INC MONTH END PRICE 19.2600

      1,096.16        1,194.12   

ENGLOBAL CORP MONTH END PRICE 0.5100

      2,036.70        153.00   

ENI S P A SPON ADR MONTH END PRICE 49.1400

      34,193.99        36,855.00   

ENI SPA COMMON STOCK NPV

      792,111.46        754,887.96   

ENN ENERGY HLDGS ORD MONTH END PRICE 4.3544

      24,001.50        30,480.80   

ENNIS INC COMMON STOCK USD2.5

      93,043.29        95,914.00   

ENPHASE ENERGY INC MONTH END PRICE 3.6500

      10,483.90        10,950.00   

ENSCO PLC CL A COMMON STOCK USD.1

      300,803.50        320,112.00   

ENSCO PLCSHS CLASS AF MONTH END PRICE 59.2800

      100,467.26        112,596.14   

ENTECH SOLAR INC MONTH END PRICE 0.0050

      33,005.52        440.00   

 

75

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ENTEGRIS INC MONTH END PRICE 9.1800

      4,404.75        5,012.28   

ENTERGY CORP COMMON STOCK USD.01

      203,210.59        264,690.00   

ENTERGY CORP MONTH END PRICE 63.7500

      32,409.77        30,248.47   

ENTEROMEDICS INC NEW MONTH END PRICE 2.8000

      5,554.52        5,600.00   

ENTERPRISE FINANCIAL SERVICE COMMON STOCK USD.01

      20,943.48        20,925.07   

ENTERPRISE PRD PRTNRS L P MONTH END PRICE 50.0800

      525,085.33        623,261.17   

ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/20 5.25

      64,059.96        71,296.80   

ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/41 5.95

      33,776.40        36,218.10   

ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/42 5.7

      174,054.53        199,097.20   

ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/39 6.125

      11,370.00        12,080.93   

ENTERTAINMENT GAMES INC MONTH END PRICE 0.1200

      3,059.90        240.00   

ENTMNT GAMING ASIA NEW MONTH END PRICE 1.9200

      14,030.74        5,698.56   

ENTREMED INC NEW MONTH END PRICE 1.3800

      604.60        249.78   

ENTROPIC COMMUNICATIONS INC COMMON STOCK USD.001

      1,063,774.06        784,507.00   

ENVIRO SOLUTIONS WORLDWIDE INC MONTH END PRICE 0.0240

      48,232.15        2,268.00   

ENVIVIO INC MONTH END PRICE 1.7000

      5,122.69        3,400.00   

ENZO BIOCHEM INC MONTH END PRICE 2.7000

      1,255.85        1,350.00   

ENZYME ENVIRONMENTAL SOLUTION MONTH END PRICE 0.0001

      6,517.90        40.00   

EOG 130420C00130000 MONTH END PRICE 425.0000

      (427.28 )      (425.00 ) 

EOG RESOURCES INC COMMON STOCK USD.01

      330,607.98        759,769.10   

EPD 130119C00055000 MONTH END PRICE 5.0000

      (245.78 )      (15.00 ) 

EPD 140118C00047000 1/18/14 MONTH END PRICE 430.0000

      (3,583.89 )      (5,160.00 ) 

EPD 140118C00055000 MONTH END PRICE 105.0000

      (4,977.80 )      (2,100.00 ) 

EPICEPT CORPORATION NEW MONTH END PRICE 0.0580

      6,709.95        96.69   

EPL OIL + GAS INC COMMON STOCK

      197,618.85        285,257.50   

EPR PROPERTIES REIT USD.01

      508,462.14        511,821.00   

EQT CORP COMMON STOCK NPV

      120,838.00        203,539.98   

EQUAL ENERGY LTD F MONTH END PRICE 3.1400

      3,284.41        2,433.50   

EQUIFAX INC COMMON STOCK USD1.25

      73,243.99        146,611.08   

EQUIFAX MONTH END PRICE 54.1200

      23,477.86        36,098.04   

EQUINIX INC NEW MONTH END PRICE 206.2000

      84,154.41        92,583.80   

EQUITY RESIDENTIAL REIT USD.01

      280,035.01        428,141.85   

ERICSSON MONTH END PRICE 10.1000

      46,178.71        53,277.50   

ERSTE GROUP BANK AG COMMON STOCK NPV

      807,586.45        1,004,031.71   

ERSTE GROUP BANK AG COMMON STOCK NPV

      84,023.92        110,731.27   

ERX 130119C00048000 MONTH END PRICE 280.0000

      (352.28 )      (280.00 ) 

ERX 130119C00049000 MONTH END PRICE 230.0000

      (703.80 )      (690.00 ) 

ERX 130119C00052000 MONTH END PRICE 110.0000

      (6,420.07 )      (3,300.00 ) 

ERY 130119C00008000 MONTH END PRICE 35.0000

      (130.00 )      (140.00 ) 

ERY 130420C00009000 MONTH END PRICE 70.0000

      (260.76 )      (210.00 ) 

E-SIM LTD MONTH END PRICE 0.0012

      2,017.45        0.24   

ESPERANZA RESOURCES CP F MONTH END PRICE 1.3070

      14,997.06        15,333.72   

ESRX 130119C00060000 MONTH END PRICE 11.0000

      (175.53 )      (22.00 ) 

ESSILOR INTL MONTH END PRICE 51.1800

      6,740.95        7,932.90   

ESTEE LAUDER COMPANIES CL A COMMON STOCK USD.01

      135,473.74        335,934.32   

ESTERLINE TECHNOLOGIES CORP MONTH END PRICE 63.6100

      5,768.95        5,724.90   

ETF MARKET OPPORTUNITY FD MONTH END PRICE 9.2600

      16,495.95        16,864.54   

ETFS ASIAN GOLD TR ETF MONTH END PRICE 166.2500

      7,611.55        7,813.75   

ETFS GOLD TR MONTH END PRICE 165.1700

      595,316.54        602,044.65   

ETFS PHYS PALLADIUM MONTH END PRICE 69.2200

      26,854.05        27,826.44   

ETFS PHYS PLATINUM E MONTH END PRICE 151.3600

      37,676.76        36,326.40   

ETFS PHYS PM BASKET ETF MONTH END PRICE 92.8100

      330,785.12        332,538.23   

ETFS SILVER TR MONTH END PRICE 30.0500

      476,000.80        427,040.55   

ETFS WHITE METALS ET MONTH END PRICE 50.7600

      16,424.17        15,228.00   

 

76

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ETHAN ALLEN INTERIORS INC MONTH END PRICE 25.7100

      5,622.78        7,247.86   

ETHOS GOLD CORP F MONTH END PRICE 0.2995

      1,374.35        599.00   

ETP 130119C00047500 MONTH END PRICE 5.0000

      (39.25 )      (25.00 ) 

E-TRADE FINANCIAL CP MONTH END PRICE 8.9500

      175,414.40        163,776.05   

ETRAVELSERVE.COM MONTH END PRICE 0.0000

      3,846.01        —     

EURASIAN MINERALS INC MONTH END PRICE 2.0600

      15,926.30        12,772.00   

EURO CURRENCY

      13,012.20        13,013.41   

EURO CURRENCY

      0.01        0.01   

EURO CURRENCY

      6,649.11        6,638.30   

EURO CURRENCY

      629,490.78        643,632.07   

EURO TECH HLDGS LTD NEWF MONTH END PRICE 3.7000

      113,480.78        50,789.90   

EUROMAX RES LTD NEW F MONTH END PRICE 0.5537

      11,494.23        7,751.80   

EURONET WORLDWIDE INC MONTH END PRICE 23.6000

      4,750.16        5,546.00   

EUROPAC INTL VALUE FDCL A MONTH END PRICE 10.2800

      2,569.92        2,307.33   

EUROPACIFIC GROWTH FUND R5 MONTH END PRICE 41.1300

      85,439.22        81,080.43   

EUROPEAN AERO DEFENSE ADR MONTH END PRICE 39.7100

      1,084.14        2,025.21   

EUROPEAN URANIUM RES F MONTH END PRICE 0.2400

      35,601.80        7,809.60   

EV ENERGY PARTNERS L P MONTH END PRICE 56.5600

      6,798.38        5,656.00   

EV TAX ADV GLB DIV INCM MONTH END PRICE 13.5800

      10,952.65        10,524.50   

EVERBANK FINANCIAL C MONTH END PRICE 14.9100

      29,089.78        29,521.80   

EVERBANK FINANCIAL CORP COMMON STOCK USD1.

      103,034.74        102,297.51   

EVERBANK N A .5000% 03/28/13 MONTH END PRICE 1.0002

      50,000.00        50,011.50   

EVERBANK NA 3.05% 7/01/19 MONTH END PRICE 1.1021

      10,000.00        11,020.60   

EVERCORE PARTNERS INC CLASS A MONTH END PRICE 30.1900

      5,946.10        6,038.00   

EVERGREEN ENERGY INC NEW MONTH END PRICE 0.0122

      9,963.45        79.02   

EVERGREEN SOLAR INC NEW MONTH END PRICE 0.0000

      11,694.50        —     

EVOLUCIA INC MONTH END PRICE 0.0222

      604.17        666.00   

EVOLUTION SOLAR CORP NEW MONTH END PRICE 0.0750

      12,427.42        2.10   

EVOLVING GOLD CORP MONTH END PRICE 0.1810

      4,461.41        1,158.40   

EW SCRIPPS CO/THE A COMMON STOCK USD.01

      167,351.30        194,580.00   

EWA 130119C00025000 MONTH END PRICE 40.0000

      (220.94 )      (160.00 ) 

EWORLD COMPANIES INC NEW MONTH END PRICE 0.0001

      9,188.13        600.00   

EWZ 130622C00058000 MONTH END PRICE 253.0000

      (789.98 )      (1,012.00 ) 

EXACT SCIENCES CORP COMMON STOCK USD.01

      97,328.95        95,786.55   

EXACT SCIENCES CORP MONTH END PRICE 10.5900

      22,232.98        22,239.00   

EXACTECH INC COMMON STOCK USD.01

      46,244.92        47,460.00   

EXC 130119C00030000 MONTH END PRICE 40.0000

      (52.29 )      (40.00 ) 

EXC 130119C00031000 MONTH END PRICE 10.0000

      (150.00 )      (40.00 ) 

EXCEL MARITIME CARRIERS MONTH END PRICE 0.4349

      116,523.10        15,189.08   

EXCEL TRUST INC MONTH END PRICE 12.6700

      4,834.49        5,384.75   

EXCO RESOURCES INC MONTH END PRICE 6.7700

      292,983.56        185,118.03   

EXELIS INC MONTH END PRICE 11.2700

      40,947.39        41,586.30   

EXELIXIS INC MONTH END PRICE 4.5700

      159,374.73        136,638.43   

EXELON CORP COMMON STOCK NPV

      1,366,746.97        1,281,794.00   

EXELON CORP COMMON STOCK NPV

      657,031.98        596,673.62   

EXELON CORP SR UNSECURED 06/35 5.625

      116,362.98        133,970.16   

EXELON CORPORATION MONTH END PRICE 29.7400

      846,802.38        684,243.34   

EXETER RESOURCE CORP MONTH END PRICE 1.2100

      9,409.00        3,339.60   

EXIDE TECHNOLOG 8.6250% 02/01/18 MONTH END PRICE 85.0000

      19,201.00        18,700.00   

EXK 130119C00010000 MONTH END PRICE 5.0000

      (1,642.38 )      (50.00 ) 

EXPEDIA INC COMMON STOCK USD.001

      59,372.43        128,860.65   

EXPEDIA INC NEW MONTH END PRICE 61.4400

      50,136.66        52,928.74   

EXPEDITORS INTL WASH INC COMMON STOCK USD.01

      407,028.39        417,252.50   

EXPEDITORS INTL WASH INC COMMON STOCK USD.01

      233,411.77        191,580.20   

 

77

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

EXPEDITORS INTL WASH INC MONTH END PRICE 39.5500

      32,380.36        32,863.55   

EXPERIAN PLC COMMON STOCK USD.1

      377,176.36        402,428.78   

EXPERIAN PLC COMMON STOCK USD.1

      143,395.56        170,846.83   

EXPERT GROUP INC NEW MONTH END PRICE 0.0010

      4,820.95        7.73   

EXPLOR RESOURCES INC MONTH END PRICE 0.1050

      326,162.58        87,009.30   

EXPRESS INC MONTH END PRICE 15.0900

      5,790.52        5,432.40   

EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01

      1,067,868.89        1,111,806.00   

EXPRESS SCRIPTS HOLDING CO COMMON STOCK USD.01

      369,353.73        1,030,914.00   

EXPRESS SCRIPTS HOLDING COMPANY GUAR 144A 11/16 3.5

      339,908.20        363,516.10   

EXPRESS SCRIPTS HOLDING COMPANY MONTH END PRICE 54.0000

      250,546.11        233,550.00   

EXTERRAN HOLDINGS INC MONTH END PRICE 21.9200

      2,338.93        1,775.52   

EXTRA SPACE STORAGE INC REIT USD.01

      103,787.38        200,145.00   

EXTRA SPACE STORAGE INC MONTH END PRICE 36.3900

      10,236.83        10,298.37   

EXTREME NETWORKS INC COMMON STOCK USD.001

      188,666.75        188,916.00   

EXXON MOBIL CORP COMMON STOCK NPV

      274,599.55        311,580.00   

EXXON MOBIL CORP COMMON STOCK NPV

      3,521,369.82        3,695,685.00   

EXXON MOBIL CORP COMMON STOCK NPV

      951,358.30        1,003,980.00   

EXXON MOBIL CORP COMMON STOCK NPV

      179,616.26        168,772.50   

EXXON MOBIL CORP COMMON STOCK NPV

      1,751,392.17        1,664,443.05   

EXXON MOBIL CORP COMMON STOCK NPV

      4,297,799.25        9,301,874.70   

EXXON MOBIL CORPORATION MONTH END PRICE 86.5500

      3,445,252.22        3,790,695.77   

EYI INDUSTRIES INC MONTH END PRICE 0.0001

      4,623.20        60.00   

EZCORP CL A NON-VOTING MONTH END PRICE 19.8900

      9,840.05        5,967.00   

EZCORP INC CL A COMMON STOCK USD.01

      1,336,861.38        1,354,452.00   

F 130316C00012000 MONTH END PRICE 133.0000

      (415.43 )      (1,330.00 ) 

F E I COMPANY MONTH END PRICE 55.4704

      6,438.86        8,054.16   

F N B CORPORATION PA MONTH END PRICE 10.6200

      5,463.10        5,310.00   

F T I CONSULTING INC MONTH END PRICE 33.0000

      39.44        33.00   

F X ENERGY INC MONTH END PRICE 4.1099

      27,250.40        14,795.64   

F5 NETWORKS INC COMMON STOCK NPV

      1,053,200.36        961,785.00   

F5 NETWORKS INC COMMON STOCK NPV

      231,989.63        168,555.25   

F5 NETWORKS INC MONTH END PRICE 97.1500

      6,458.95        6,800.50   

FAB UNIVERSAL CORP MONTH END PRICE 3.2200

      5,230.76        801.78   

FACEBOOK INC A COMMON STOCK USD.000006

      952,663.20        1,041,233.00   

FACEBOOK INC CLASS A MONTH END PRICE 26.6197

      1,990,100.19        2,270,154.64   

FACTORY 2 U STORES INC MONTH END PRICE 0.0006

      4,769.31        0.72   

FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01

      701,968.74        623,024.50   

FACTSET RESEARCH SYSTEMS MONTH END PRICE 88.0600

      20,121.29        25,361.28   

FAIRCHILD SEMICONDUCTOR MONTH END PRICE 14.4000

      6,617.93        6,537.60   

FAIRFAX FINL HLDGS LTD MONTH END PRICE 361.0000

      22,119.25        22,382.00   

FAIRHOLME ALLOC FD MONTH END PRICE 9.3600

      25,086.35        23,458.39   

FAIRHOLME FOCUSED INCOME MONTH END PRICE 9.4700

      29,790.61        28,038.76   

FAIRHOLME FUND MONTH END PRICE 31.4400

      4,547,378.27        4,885,925.87   

FAIRPOINT COMMUN INC MONTH END PRICE 0.0000

      506.57        —     

FAIRPOINT COMMUN INC MONTH END PRICE 7.9464

      152,705.55        119,196.00   

FALCON NATURAL GAS CORP MONTH END PRICE 0.0000

      359.95        —     

FALCON OIL & GAS LTD MONTH END PRICE 0.1800

      65,880.88        72,601.20   

FALCON TECHNOLOGIES INC MONTH END PRICE 0.0040

      312.80        3.90   

FALLEN ANGELS INCM FD MONTH END PRICE 8.0600

      124,978.53        132,103.62   

FAM EQUITY INCOME FUND MONTH END PRICE 20.0800

      15,045.95        15,313.49   

FAMILY DLR STORES INC MONTH END PRICE 63.4100

      2,173.08        2,029.93   

FAMILY DOLLAR STORES COMMON STOCK USD.1

      75,010.17        143,877.29   

FAMILYMART CO LTD COMMON STOCK

      305,819.01        255,217.91   

FAMOUS DAVES OF AMER INC MONTH END PRICE 9.1900

      2,543.57        1,838.00   

 

78

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

FANNIE MAE 7.625% PFD MONTH END PRICE 1.5400

      1,798.55        1,541.02   

FANNIE MAE BONDS 05/29 6.25

      321,710.88        344,781.84   

FANNIE MAE BONDS 11/30 6.625

      573,286.60        685,351.80   

FANNIE MAE FNR 2007 105 SM

      45,681.62        46,715.63   

FANNIE MAE FNR 2009 101 NS

      39,276.16        40,143.42   

FANNIE MAE FNR 2010 27 SG

      49,889.61        49,193.22   

FANNIE MAE FNR 2011 59 NZ

      241,533.80        260,514.77   

FANNIE MAE FNR 2011 87 SJ

      77,157.89        83,884.53   

FANNIE MAE FNR 2011 96 BS

      52,755.29        41,326.74   

FANNIE MAE FNR 2012 101 AI

      155,609.71        144,239.67   

FANNIE MAE FNR 2012 16 ST

      57,519.28        48,259.30   

FANNIE MAE FNR 2012 25 B

      477,062.50        467,700.80   

FANNIE MAE FNR 2012 28 B

      116,875.00        111,247.40   

FANNIE MAE FNR 2012 35 MB

      1,126,250.00        1,112,779.00   

FANNIE MAE FNR 2012 66 SA

      91,897.82        95,287.02   

FANNIE MAE FNR 2012 76 AC

      689,931.25        663,678.02   

FANNIE MAE SUB DEBENTUR 10/19 0.00000

      1,230,425.50        1,533,099.75   

FANNIE MAE MONTH END PRICE 0.2550

      110,250.78        55,244.35   

FANNIEMAE STRIP FNS 407 C10

      27,140.19        20,419.53   

FANNIEMAE STRIP FNS 409 C18

      74,281.12        49,552.57   

FANUC CORP COMMON STOCK

      586,929.49        706,662.55   

FANUC CORP COMMON STOCK

      379,298.92        669,469.78   

FANUC LTD ADR MONTH END PRICE 31.0700

      18,792.82        21,189.74   

FARMER BROS CO COMMON STOCK USD1.

      118,113.09        154,401.00   

FARO TECHNOLOGIES INC COMMON STOCK USD.001

      1,054,302.79        880,404.00   

FAS 121228C00121500 MONTH END PRICE 2.0000

      (260.77 )      (6.00 ) 

FAS 130119C00125000 MONTH END PRICE 345.0000

      (1,333.03 )      (1,380.00 ) 

FASTENAL CO COMMON STOCK USD.01

      751,717.91        825,946.10   

FASTENAL CO COMMON STOCK USD.01

      168,256.42        295,080.80   

FASTENAL COMPANY MONTH END PRICE 46.6500

      74,863.49        79,629.19   

FAZ 130119C00022000 MONTH END PRICE 9.0000

      (632.53 )      (54.00 ) 

FB 130119C00028000 MONTH END PRICE 59.0000

      (271.52 )      (118.00 ) 

FB 130119P00018000 MONTH END PRICE 5.0000

      416.47        10.00   

FB 130119P00025000 MONTH END PRICE 50.0000

      854.56        500.00   

FB 130622C00036000 MONTH END PRICE 90.0000

      (142.29 )      (90.00 ) 

FCX 130119C00042000 MONTH END PRICE 2.0000

      (369.08 )      (4.00 ) 

FCX 130518C00035000 MONTH END PRICE 219.0000

      (669.98 )      (876.00 ) 

FCX 140118C00040000 MONTH END PRICE 204.0000

      (384.28 )      (204.00 ) 

FCX 150117C00040000 MONTH END PRICE 343.0000

      (319.28 )      (343.00 ) 

FCX 150117C00042000 MONTH END PRICE 294.0000

      (544.56 )      (588.00 ) 

FDX 130420C00100000 MONTH END PRICE 159.0000

      (501.52 )      (318.00 ) 

FED FARM CR BK 3.3% NOTES 3/15/18 MONTH END PRICE 100.5870

      15,450.10        15,088.05   

FED HM LN PC POOL 1G2341

      86,618.44        90,443.72   

FED HM LN PC POOL 1G2403

      96,634.22        102,181.92   

FED HM LN PC POOL 1J0404

      187,028.36        199,320.20   

FED HM LN PC POOL A39302

      47,740.71        52,566.13   

FED HM LN PC POOL G03695

      284,539.79        308,881.21   

FED HM LN PC POOL G03696

      569,402.74        617,042.32   

FED HM LN PC POOL G06172

      341,344.03        340,791.39   

FED HM LN PC POOL G06669

      70,585.51        71,470.95   

FED HM LN PC POOL G06875

      572,903.22        566,694.17   

FED HM LN PC POOL G14492

      321,566.69        321,193.37   

FED HM LN PC POOL U61703

      108,736.72        108,643.38   

FED HM LN PC POOL U61729

      217,625.37        217,376.19   

 

79

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FED HM LN PC POOL U90316

      111,118.53         110,688.07   

FED NATL MTG 2.375% 7/28/15 MONTH END PRICE 105.0843

      10,180.63         10,508.43   

FEDERAL HOME LN MTG CORP MONTH END PRICE 2.8000

      4,602.59         5,600.00   

FEDERAL HOME LOAN BANK BONDS 07/36 5.5

      286,258.28         302,704.16   

FEDERAL MOGUL CORP COMMON STOCK USD.01

      31,740.40         32,080.00   

FEDERAL MOGUL CP CL A MONTH END PRICE 8.0200

      15,141.38         8,020.00   

FEDERAL REALTY INVESTMENT TRUST MONTH END PRICE 104.0200

      31,777.88         31,821.66   

FEDERATED CAP APPRECIATION CL A MONTH END PRICE 19.4000

      69,740.90         75,803.17   

FEDERATED CLOVER SMALL VALUE FUND A MONTH END PRICE 20.8000

      29,863.88         28,865.62   

FEDERATED GNMA TRUST INSTITUTIONAL MONTH END PRICE 11.4400

      56,647.11         57,971.87   

FEDERATED HIGH INCOME BOND FD CL A MONTH END PRICE 7.8200

      134,488.77         142,502.29   

FEDERATED HIGH YIELD TRUST SS MONTH END PRICE 6.3600

      159,828.88         163,757.13   

FEDERATED INCOME TRUST INSTITUTIONAL MONTH END PRICE 10.6100

      118,666.18         119,781.76   

FEDERATED INTER CORP BOND FD INST SH MONTH END PRICE 10.3200

      9,081.22         9,288.60   

FEDERATED INVESTORS INC CL B COMMON STOCK NPV

      59,096.86         44,607.15   

FEDERATED INVS PA CL B MONTH END PRICE 20.2300

      8,733.97         6,412.91   

FEDERATED KAUFMANN FUND CL A MONTH END PRICE 5.0200

      7,841.31         8,446.25   

FEDERATED KAUFMANN FUND CLASS R MONTH END PRICE 5.0200

      26,604.40         23,179.63   

FEDERATED PRUDENT BEAR A MONTH END PRICE 3.6300

      365,788.50         284,913.04   

FEDERATED PRUDENT DOLLAR BEAR FD A MONTH END PRICE 11.9200

      83,818.36         78,033.16   

FEDERATED SHORT-TERM INCOME FD INSTL MONTH END PRICE 8.6900

      27,433.96         28,076.48   

FEDERATED STRATEGIC INCOME FD CL A MONTH END PRICE 9.4700

      31,362.36         32,447.52   

FEDERATED STRATEGIC VALUE DIV CL A MONTH END PRICE 4.9800

      2,550.07         2,870.48   

FEDERATED STRATEGIC VALUE DIV INSTL MONTH END PRICE 4.9900

      207,343.86         221,434.83   

FEDERATED TOT RETURN GOVT BD FD SS MONTH END PRICE 11.5800

      6,424.37         5,703.67   

FEDERATED TOTAL RETURN BOND CL A MONTH END PRICE 11.4300

      121,267.21         126,058.65   

FEDERATED TOTAL RETURN BOND FD SS MONTH END PRICE 11.4300

      70,000.00         71,265.78   

FEDEX CORP COMMON STOCK USD.1

      1,046,044.30         1,100,640.00   

FEDEX CORP COMMON STOCK USD.1

      362,454.42         634,427.24   

FEDEX CORPORATION MONTH END PRICE 91.7200

      570,315.41         610,831.82   

FEDL HOME LN MTG 0% 11/29/19 MONTH END PRICE 86.9891

      7,632.57         9,568.80   

FEI COMPANY COMMON STOCK NPV

      392,725.27         400,143.90   

FELCOR LODGING SER C PFD MONTH END PRICE 24.4800

      62,329.80         61,200.00   

FELCOR LODGING TR PFD A MONTH END PRICE 24.2600

      1,867.45         1,698.20   

FERO INDUSTRIES INC MONTH END PRICE 0.0075

      15,577.27         3,750.00   

FERRELLGAS PARTNERS LP MONTH END PRICE 16.8500

      68,759.79         61,295.32   

FERRO CORP 7.8750% 08/15/18 MONTH END PRICE 90.0000

      10,479.73         9,900.00   

FERRO CORP COMMON STOCK USD1.

      150,170.49         214,434.00   

FERRO CORP MONTH END PRICE 4.1800

      24,343.83         9,150.02   

FERROVIAL SA COMMON STOCK EUR.2

      110,595.39         110,271.42   

FHLMC E0-2686 4% 4/01/25 MONTH END PRICE 105.8477

      6,155.83         6,298.51   

FHLMC E0-2697 4% 6/01/25 MONTH END PRICE 105.7539

      9,361.16         9,604.03   

FHLMC G1-2341 5% 9/01/21 MONTH END PRICE 107.6445

      2,917.32         3,101.57   

FHLMC G1-3767 4% 3/01/25 MONTH END PRICE 105.8477

      13,089.34         13,186.17   

FHLMC G18309 4.5% 5/01/24 MONTH END PRICE 106.6021

      10,135.71         10,374.67   

FHLMC J18360 3% 3/01/27 MONTH END PRICE 105.0356

      53,291.38         52,939.19   

FHLMC MULTIFAMILY STRUCTURED P FHMS K006 AX1

      20,998.71         18,509.23   

FHLMC MULTIFAMILY STRUCTURED P FHMS K007 X1

      105,148.54         95,789.56   

FHLMC MULTIFAMILY STRUCTURED P FHMS K008 X1

      140,599.13         129,570.21   

FHLMC MULTIFAMILY STRUCTURED P FHMS K009 X1

      38,940.90         33,866.63   

FHLMC MULTIFAMILY STRUCTURED P FHMS K014 X1

      19,156.25         18,208.50   

FHLMC MULTIFAMILY STRUCTURED P FHMS K015 X1

      53,678.87         53,653.62   

FHLMC MULTIFAMILY STRUCTURED P FHMS K016 X1

      33,292.56         33,699.50   

FHLMC MULTIFAMILY STRUCTURED P FHMS K017 X1

      26,671.45         25,696.68   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FHLMC MULTIFAMILY STRUCTURED P FHMS K021 X1

      54,987.23         54,448.46   

FHLMC MULTIFAMILY STRUCTURED P FHMS K702 X1

      123,421.20         102,293.89   

FHLMC MULTIFAMILY STRUCTURED P FHMS K703 X1

      67,994.60         59,907.40   

FIAT INDUSTRIAL COMMON STOCK EUR1.57

      169,678.95         174,444.88   

FIAT SPA COMMON STOCK EUR3.5

      174,047.84         179,421.65   

FIBROCELL SCIENCE IN MONTH END PRICE 0.1500

      17,706.95         4,500.00   

FIDELIS ENERGY INC MONTH END PRICE 0.0002

      306.95         5.00   

FIDELITY ADV CANADA A MONTH END PRICE 53.2700

      5,212.14         5,865.88   

FIDELITY ADV EMERGING MRKTS INC CL I MONTH END PRICE 15.0300

      17,758.15         18,815.08   

FIDELITY ADV GROWTH MONTH END PRICE 43.0000

      29,157.99         29,720.44   

FIDELITY ADV HIGH INCM ADVANTAGE MONTH END PRICE 10.3700

      11,168.70         11,060.26   

FIDELITY ADV NEW INSIGHTS FD CL I MONTH END PRICE 23.0200

      241,094.27         281,173.67   

FIDELITY ADV SMALL CAP FUND CL I MONTH END PRICE 23.9600

      2,266.10         2,778.38   

FIDELITY ADVISOR SER II MONTH END PRICE 8.7500

      5,871.51         7,579.59   

FIDELITY ADVISOR SER VII MONTH END PRICE 20.3700

      20,643.80         21,034.92   

FIDELITY ADVISOR STRATEGIC INCOME A MONTH END PRICE 12.6900

      27,692.18         28,442.86   

FIDELITY BALANCED FUND MONTH END PRICE 20.1800

      4,271.51         4,608.32   

FIDELITY BLUE CHIP GROWTH MONTH END PRICE 49.0500

      19,457.52         22,105.41   

FIDELITY CANADA FUND MONTH END PRICE 53.5100

      111,408.22         108,057.34   

FIDELITY CAP APPREC FUND MONTH END PRICE 29.3800

      86,509.37         93,189.01   

FIDELITY CAP TR MONTH END PRICE 15.1500

      107,005.58         109,803.28   

FIDELITY CAPITAL & INCOME FUND MONTH END PRICE 9.5000

      65,126.78         68,433.18   

FIDELITY CHINA REGION FUND MONTH END PRICE 30.6600

      3,001.39         2,915.31   

FIDELITY CHINA REGION MONTH END PRICE 30.6600

      17,591.48         20,014.08   

FIDELITY COMMONWEALTH TR MONTH END PRICE 118.4100

      12,073.23         25,003.68   

FIDELITY CONCORD STR MONTH END PRICE 13.0000

      69,366.61         69,434.29   

FIDELITY CONTRA FUND MONTH END PRICE 77.5700

      860,503.25         1,038,941.71   

FIDELITY CONVERTIBLE SECURITIES FUND MONTH END PRICE 25.9100

      45,007.44         49,189.64   

FIDELITY DIVERSIFIED INTL FUND MONTH END PRICE 29.9400

      145,288.16         166,372.87   

FIDELITY DIVIDEND GROWTH MONTH END PRICE 29.9000

      2,022.22         2,631.59   

FIDELITY EMERGING MARKETS FD MONTH END PRICE 23.2100

      69,918.64         58,045.10   

FIDELITY EQUITY INCOME FD MONTH END PRICE 47.0600

      16,384.83         17,098.22   

FIDELITY EUROPE CAPITAL APPRECIATION MONTH END PRICE 19.0200

      31,778.74         27,894.24   

FIDELITY EXPORT & MULTINATIONAL FD MONTH END PRICE 21.8900

      11,777.28         10,787.79   

FIDELITY FINL TRSTG DVINCM INS MONTH END PRICE 12.3000

      25,712.48         26,832.55   

FIDELITY FIXED INCOME TR MONTH END PRICE 13.3200

      24,150.10         24,897.24   

FIDELITY FIXED INCOME TR MONTH END PRICE 9.3900

      12,036.00         12,575.90   

FIDELITY FLOATING RATE HIGH INCOME MONTH END PRICE 9.9200

      196,706.49         197,832.23   

FIDELITY GLOBAL BALANCED FUND MONTH END PRICE 23.4000

      36,182.51         43,618.82   

FIDELITY GLOBAL MONTH END PRICE 14.8100

      86,825.41         82,359.79   

FIDELITY GNMA PORT MONTH END PRICE 11.7400

      63,699.44         64,830.63   

FIDELITY GOVT INCOME FD MONTH END PRICE 10.5800

      23,097.17         22,863.24   

FIDELITY GROWTH & INCOME FUND MONTH END PRICE 21.2600

      160,026.51         158,518.79   

FIDELITY GROWTH CO FD MONTH END PRICE 93.3800

      219,696.32         371,208.75   

FIDELITY HIGH INCOME FUND MONTH END PRICE 9.3400

      66,252.44         70,209.84   

FIDELITY INDEPENDENCE FUND MONTH END PRICE 25.9200

      111,037.98         109,022.66   

FIDELITY INFLATION-PROTECTED BOND MONTH END PRICE 13.3600

      29,865.41         31,390.23   

FIDELITY INTERNATIONAL DISCOVERY FD MONTH END PRICE 33.0700

      199,840.97         186,149.34   

FIDELITY INTL REAL ESTATE FUND MONTH END PRICE 9.5200

      12,212.92         9,163.19   

FIDELITY INVT TR MONTH END PRICE 9.2500

      79,015.00         89,443.09   

FIDELITY LARGE CAP STOCK FD MONTH END PRICE 20.4900

      66,200.41         75,835.72   

FIDELITY LATIN AMER FUND MONTH END PRICE 46.3100

      91,201.82         74,111.65   

FIDELITY LEVERAGED COMPANY STOCK FD MONTH END PRICE 32.2200

      29,744.35         38,515.79   

FIDELITY LOW PRICED STOCK MONTH END PRICE 39.5000

      424,225.75         491,745.06   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FIDELITY MAGELLAN FUND MONTH END PRICE 73.2700

      146,265.34         129,782.35   

FIDELITY MEGA CAP STOCK FUND MONTH END PRICE 11.8900

      379,747.87         419,973.55   

FIDELITY MID CAP STOCK FD MONTH END PRICE 29.3800

      20,461.67         24,029.37   

FIDELITY NATIONAL INFORMATIO COMMON STOCK USD.01

      145,029.41         204,056.22   

FIDELITY NATL INFORMATION SVCS MONTH END PRICE 34.8100

      25,087.16         26,660.97   

FIDELITY NATL TITLE GROUP MONTH END PRICE 23.5500

      12,838.98         18,814.23   

FIDELITY NEW MILLENIUM FD MONTH END PRICE 30.3300

      106,354.35         102,413.95   

FIDELITY NEW MKTS INCOME FD MONTH END PRICE 17.8000

      99,354.28         108,645.09   

FIDELITY OTC PORTFOLIO MONTH END PRICE 60.5900

      75,461.52         99,770.22   

FIDELITY OVERSEAS FUND MONTH END PRICE 32.3200

      4,610.03         4,744.74   

FIDELITY REAL ESTATE INVESTOR MONTH END PRICE 32.1400

      121,503.58         157,089.91   

FIDELITY REAL ESTATEINCOME MONTH END PRICE 11.4000

      135,227.87         135,617.89   

FIDELITY SELECT COMMUNICATIONS EQUIP MONTH END PRICE 20.1000

      38,776.38         40,645.40   

FIDELITY SELECT MEDICAL DELIVERY MONTH END PRICE 57.3700

      90,701.69         101,492.00   

FIDELITY SELECT NAT RES MONTH END PRICE 32.2500

      26,926.84         21,705.73   

FIDELITY SLCT GOLD PORTFOLIO MONTH END PRICE 36.9800

      184,412.68         159,893.01   

FIDELITY SLCT NATURL GAS MONTH END PRICE 30.8500

      11,931.74         7,194.90   

FIDELITY SMALL CAP DISCOVERY MONTH END PRICE 24.0700

      133,417.89         145,471.86   

FIDELITY SMALL CAP GROWTH FD MONTH END PRICE 15.7900

      10,183.17         9,838.13   

FIDELITY SMALL CAP STOCK FUND MONTH END PRICE 18.0900

      5,664.45         5,945.24   

FIDELITY SMALL CAP VAL MONTH END PRICE 16.1800

      478.55         522.65   

FIDELITY SPARTAN 500 INDEX FD INV CL MONTH END PRICE 50.4900

      8,211.31         8,860.44   

FIDELITY SPARTAN INT’L INDEX FD MONTH END PRICE 34.2800

      29,765.98         31,135.67   

FIDELITY SPARTAN INTM TR BD IDX INV MONTH END PRICE 11.3800

      22,514.06         22,561.12   

FIDELITY SPARTAN SHO MONTH END PRICE 10.5900

      58,277.12         58,087.96   

FIDELITY SPARTAN TOTAL MKT INDEX ADV MONTH END PRICE 41.2300

      149,360.32         230,043.57   

FIDELITY SPARTAN TOTAL MKT INDEX INV MONTH END PRICE 41.2200

      40,465.80         50,127.68   

FIDELITY STRATEGIC DIVIDEND & INCOME MONTH END PRICE 12.3200

      10,491.13         12,744.31   

FIDELITY STRATEGIC INCOME FUND MONTH END PRICE 11.3700

      266,237.10         270,455.92   

FIDELITY STRATEGIC REAL RETURN MONTH END PRICE 9.6400

      82,303.08         83,299.46   

FIDELITY TOTAL BD MONTH END PRICE 10.9500

      112,780.64         109,280.31   

FIDELITY U.S. BOND INDEX MONTH END PRICE 11.8900

      135,111.18         133,921.24   

FIDELITY VAL DISCOVERY MONTH END PRICE 16.2800

      19,279.42         17,821.34   

FIDELITY VAL STRAT INITIAL CLASS MONTH END PRICE 31.6600

      238,294.30         257,089.01   

FIDELITY VALUE FUND MONTH END PRICE 76.3400

      23,888.79         27,034.06   

FIDELTIY ADVISOR MID CAP II I MONTH END PRICE 17.7000

      8,117.90         8,045.06   

FIFTH & PACIFIC COS INC MONTH END PRICE 12.4500

      1,306.08         1,297.12   

FIFTH STREET FINANCE CORP COMMON STOCK USD.01

      848,050.71         780,458.00   

FIFTH STREET FINANCE CP MONTH END PRICE 10.4200

      60,201.90         60,054.61   

FIFTH THIRD BANCORP COMMON STOCK NPV

      489,257.01         328,635.65   

FIFTH THIRD BANCORP MONTH END PRICE 139.6000

      72,078.75         69,800.00   

FIFTH THIRD BANCORP MONTH END PRICE 15.2000

      71,744.00         79,133.14   

FINANCE FOR DANISH IND GOVT LIQUID 144A 06/13 2.

      418,958.40         423,045.00   

FINANCIAL ENGINES INC COMMON STOCK USD.0001

      417,019.35         497,418.75   

FINANCIAL ENGINES INC MONTH END PRICE 27.7400

      5,556.55         5,548.00   

FINANCIAL INVS TRGLBL OPPTYINV MONTH END PRICE 2.4800

      42,724.40         52,239.53   

FINISAR CORP NEW MONTH END PRICE 16.2900

      6,740.83         7,118.73   

FINISH LINE INC CL A MONTH END PRICE 18.9300

      3,499.57         3,502.05   

FINMECCANICA SPA COMMON STOCK EUR4.4

      485,180.21         247,466.55   

FINMECCANICA SPA COMMON STOCK EUR4.4

      203,576.66         213,667.38   

FIRST AMER FINANCIAL MONTH END PRICE 24.0900

      65,953.83         76,501.78   

FIRST AMERICAN BK 2% 8/06/13 MONTH END PRICE 1.0114

      65,000.00         65,741.00   

FIRST AMERICAN FINANCIAL COMMON STOCK USD.00001

      382,957.58         520,344.00   

FIRST AMERN BK 2.6500% 12/04/14 MONTH END PRICE 1.0377

      78,000.00         80,942.94   

 

82

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FIRST AMERN SILVER CORP MONTH END PRICE 0.0589

      6,593.90         353.40   

FIRST CASH FINL SVCS INC MONTH END PRICE 49.6200

      3,987.94         4,962.00   

FIRST CHINA PHARMA G MONTH END PRICE 0.1200

      20,109.05         2,280.00   

FIRST COLOMBIA GOLD CORP MONTH END PRICE 0.0015

      3,519.95         0.23   

FIRST COMMUNITY BANCSHARES COMMON STOCK USD1.

      58,858.84         60,686.00   

FIRST DEFIANCE FINL CORP COMMON STOCK USD.01

      70,886.31         80,598.00   

FIRST EAGLE FDS INCHIGH YLD FD A MONTH END PRICE 10.0600

      26,134.71         27,165.33   

FIRST EAGLE FUND OF AMER INC Y MONTH END PRICE 28.7900

      86,332.61         106,153.51   

FIRST EAGLE GLOBAL FUND A MONTH END PRICE 48.5900

      1,078,888.20         1,164,916.87   

FIRST EAGLE GOLD FUND CL A MONTH END PRICE 27.3700

      519,574.03         536,191.03   

FIRST EAGLE OVERSEAS FUND A MONTH END PRICE 22.0200

      1,031,889.45         1,124,353.40   

FIRST EAGLE OVERSEAS FUND CL I MONTH END PRICE 22.3600

      12,300.50         12,841.35   

FIRST EAGLE SOGEN GLOBAL FUND CL I MONTH END PRICE 48.7600

      86,048.06         90,608.07   

FIRST EAGLE US VALUE FD CL A MONTH END PRICE 17.8800

      72,011.12         73,159.61   

FIRST FINANCIAL BANCORP COMMON STOCK NPV

      738,285.64         706,877.00   

FIRST FINANCIAL HOLDINGS INC COMMON STOCK USD.01

      67,042.18         64,092.00   

FIRST FINL NORTHWEST INC MONTH END PRICE 7.5500

      8,290.30         12,080.00   

FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625

      118,469.37         58,141.97   

FIRST HORIZON NATL CORP MONTH END PRICE 9.9100

      2,724.75         2,973.00   

FIRST INDL 7.25% J PFD MONTH END PRICE 25.0700

      24,312.52         26,699.55   

FIRST INDUSTRIAL RLTY TR MONTH END PRICE 14.0800

      5,981.26         4,224.00   

FIRST INTERSTATE BANCSYS/MT COMMON STOCK NPV

      71,652.52         72,521.00   

FIRST MAJESTIC SILVER CORP MONTH END PRICE 20.1900

      141,075.40         153,666.09   

FIRST MED GROUP INC MONTH END PRICE 0.0000

      676.26         —     

FIRST NATL BK AMER E 3.75% 11/09/17 MONTH END PRICE 1.1122

      6,000.00         6,673.14   

FIRST NATL BK AMER E LAN 4% 8/19/19 MONTH END PRICE 1.0818

      1,000.00         1,081.82   

FIRST NIAGARA FINL NEW MONTH END PRICE 7.9300

      51,074.07         39,141.43   

FIRST NICKEL INC MONTH END PRICE 0.0554

      587.55         110.80   

FIRST PACTRUST BANCORP MONTH END PRICE 12.2700

      284.33         504.83   

FIRST POTOMAC REALTY TR MONTH END PRICE 12.3600

      2,160.57         1,803.40   

FIRST REPUBLIC BANK MONTH END PRICE 32.7800

      3,648.29         3,540.24   

FIRST REPUBLIC BANK/CA COMMON STOCK USD.01

      181,530.62         183,568.00   

FIRST SOLAR INC COMMON STOCK USD.001

      176,014.38         38,847.04   

FIRST SOLAR INC MONTH END PRICE 30.8556

      154,860.25         213,644.17   

FIRST STATE BANCORP NM MONTH END PRICE 0.0012

      4,153.53         6.00   

FIRST TITAN CORP NEW MONTH END PRICE 1.0400

      7,413.90         1,560.00   

FIRST TR ACTIVE DIVID INCOME MONTH END PRICE 7.5500

      7,214.89         5,290.97   

FIRST TR AMEX BIOTECH FD MONTH END PRICE 45.9500

      33,851.04         34,784.15   

FIRST TR DJ INTERNET FD MONTH END PRICE 38.9700

      49,780.99         54,947.70   

FIRST TR EXCH TRADED FD MONTH END PRICE 15.6700

      18,433.49         21,729.57   

FIRST TR EXCH TRADED FD MONTH END PRICE 19.8699

      19,567.93         19,969.33   

FIRST TR EXCH TRADED FD MONTH END PRICE 30.6500

      82,612.52         88,857.53   

FIRST TR EXCH TRADED FD MONTH END PRICE 36.8780

      22,504.77         24,720.97   

FIRST TR EXCH TRD ALPHA FD I MONTH END PRICE 44.2700

      18,727.32         20,620.97   

FIRST TR EXCHANGE-TRADED FD MONTH END PRICE 21.6820

      45,261.40         43,785.74   

FIRST TR EXCHANGE-TRADED FD MONTH END PRICE 32.5700

      59,745.52         70,363.34   

FIRST TR EXCNGE TRD ALPHADEX MONTH END PRICE 18.9300

      18,785.31         19,345.44   

FIRST TR ISE EXCH TR MONTH END PRICE 30.3400

      3,384.22         3,067.48   

FIRST TR MORNINGSTAR DIV MONTH END PRICE 18.4600

      28,993.39         28,613.00   

FIRST TR NASDAQ 100 FUND MONTH END PRICE 25.8500

      2,447.26         2,585.00   

FIRST TR SML CP CORE ALPHA F MONTH END PRICE 34.1200

      4,042.41         4,461.95   

FIRST TR STRTGC HI NEW MONTH END PRICE 16.6000

      35,151.24         36,963.93   

FIRST TR VALUE LINE DIVID INDEX FD MONTH END PRICE 17.3000

      46,996.51         51,111.29   

FIRST TRUST / ABERDEEN EMERGING MONTH END PRICE 22.0500

      13,288.90         15,435.00   

 

83

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FIRST TRUST ENERGY INCM & GROWTH FD MONTH END PRICE 30.6500

      7,481.84         9,195.00   

FIRST TRUST ETF II MONTH END PRICE 24.2200

      28,167.75         29,470.96   

FIRST TRUST GLOBAL MONTH END PRICE 6.9400

      12,467.80         7,029.77   

FIRST TRUST IPOX 100 FD MONTH END PRICE 30.9000

      2,466.60         3,090.00   

FIRST TRUST ISE NAT GAS MONTH END PRICE 15.6800

      183,390.82         163,583.99   

FIRST TRUST/FOUR CORNERS MONTH END PRICE 15.1700

      46,937.00         44,834.04   

FIRSTENERGY CORP COMMON STOCK USD.1

      711,384.36         718,272.00   

FIRSTENERGY CORP COMMON STOCK USD.1

      394,960.62         413,006.40   

FIRSTENERGY CORP SR UNSECURED 11/31 7.375

      328,323.84         387,475.50   

FIRSTENERGY CORP MONTH END PRICE 41.7600

      68,193.88         67,149.26   

FIRSTHAND TECH VALUE FD INC MONTH END PRICE 17.4400

      15,692.99         3,884.52   

FIRSTMERIT CORP MONTH END PRICE 14.1900

      33,255.91         33,570.49   

FIRSTRAND LTD COMMON STOCK ZAR.01

      449,276.40         492,794.10   

FISERV INC COMMON STOCK USD.01

      123,133.31         256,294.29   

FISHER COMMUNICATIONS INC COMMON STOCK USD1.25

      236,496.97         253,706.00   

FISSION ENERGY CORP MONTH END PRICE 0.5470

      126,329.71         77,817.31   

FITT HWY PRODS INC MONTH END PRICE 0.0041

      238,235.32         4,102.36   

FIVE BELOW COMMON STOCK USD.01

      162,216.57         150,011.28   

FIVE STAR QUALITY CARE COMMON STOCK USD.01

      134,022.72         134,769.00   

FIVE STAR QUALITY CARE MONTH END PRICE 5.0100

      2.90         5.01   

FLAGSTAR BANCORP INC NEW MONTH END PRICE 19.4000

      51,959.25         67,880.60   

FLAHERTY & CRUMRINE PFD INCOME FD MONTH END PRICE 13.6300

      54,809.84         51,366.82   

FLAHERTY & CRUMRINE MONTH END PRICE 11.2200

      2,127.77         2,244.00   

FLAHERTY & CURMRINE CLAY MONTH END PRICE 20.1400

      8,506.95         10,070.00   

FLEETCOR TECHNOLOGIE MONTH END PRICE 53.6500

      66,985.55         73,071.30   

FLEETWOOD ENTERPRISES INC MONTH END PRICE 0.0000

      4,132.49         —     

FLEXSHARES EXCH TRD MONTH END PRICE 59.7200

      35,049.69         35,413.96   

FLEXSTEEL INDUSTRIES INC MONTH END PRICE 21.4500

      1,571.79         4,290.00   

FLEXTRONICS INTL LTD MONTH END PRICE 6.2100

      42,032.67         35,726.13   

FLINDERS RESOURCES L MONTH END PRICE 1.1140

      64,397.68         32,751.60   

FLIR SYS INC MONTH END PRICE 22.3157

      128,124.45         84,992.61   

FLIR SYSTEMS INC COMMON STOCK USD.01

      108,410.71         82,301.59   

FLORIDA EDUCTNL LOAN MARKETING FLSSTD 12/38 ADJUSTABLE VAR

      250,125.00         238,212.00   

FLOTEK INDUSTRIES INC COMMON STOCK USD.0001

      182,829.23         185,562.00   

FLOTEK INDUSTRIES NEW MONTH END PRICE 12.2000

      626.34         610.00   

FLOW INTERNATIONAL CORP MONTH END PRICE 3.5000

      2,720.18         2,450.00   

FLOW INTL CORP COMMON STOCK USD.01

      93,980.23         85,400.00   

FLOWSERVE CORP COMMON STOCK USD1.25

      225,977.18         300,940.00   

FLOWSERVE CORP COMMON STOCK USD1.25

      97,869.47         176,747.20   

FLOWSERVE CORPORATION MONTH END PRICE 146.8000

      231,833.96         309,979.33   

FLUOR CORP COMMON STOCK USD.01

      180,008.21         196,779.00   

FLUOR CORP COMMON STOCK USD.01

      1,356,531.43         1,568,651.70   

FLUOR CORP COMMON STOCK USD.01

      111,722.77         228,968.52   

FLUOR CORPORATION NEW MONTH END PRICE 58.7400

      231,723.74         240,563.87   

FLYI INC MONTH END PRICE 0.0000

      3,571.04         —     

FMC CORP COMMON STOCK USD.1

      84,035.27         184,220.96   

FMC TECHNOLOGIES INC COMMON STOCK USD.01

      129,444.06         236,678.58   

FMC TECHNOLOGIES INC MONTH END PRICE 42.8300

      12,390.19         11,221.46   

FMG RESOURCES AUG 2006 COMPANY GUAR 144A 11/15 7.

      122,700.00         126,000.00   

FMI COMMON STOCK FUND MONTH END PRICE 23.9200

      181,866.79         211,590.46   

FMI FOCUS FUND MONTH END PRICE 30.9800

      87,432.20         101,156.61   

FMI LARGE CAP FUND MONTH END PRICE 17.1000

      1,230,224.88         1,381,392.57   

FNB AMERICA 3.9% 5/03/19 MONTH END PRICE 1.0973

      10,000.00         10,972.70   

FNB UNITED CORP NEW MONTH END PRICE 11.6000

      4,418.00         591.60   

 

84

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FNMA TBA JAN 30 SINGLE FAM

      431,187.50         432,078.12   

FNMA AH1252 3.5% 2/01/26 MONTH END PRICE 106.1567

      11,418.75         11,635.07   

FNMA AJ9386 3% 12/01/26 MONTH END PRICE 105.6008

      12,339.75         12,369.86   

FNMA AL0238 3.5% 3/01/26 MONTH END PRICE 106.1079

      42,348.68         43,369.92   

FNMA AL1121 3.5% 12/01/26 MONTH END PRICE 106.1567

      24,289.22         24,561.99   

FNMA CONV 15YR TBA

      2,610,546.88         2,614,062.50   

FNMA PL 931892 4.5%24 9/01/24 MONTH END PRICE 107.6414

      7,619.03         7,875.15   

FNMA PL AE0234 4.5%25 MONTH END PRICE 107.6124

      8,992.43         9,209.04   

FNMA PL AH2659 3.5% 1/01/26 MONTH END PRICE 106.1567

      66,841.92         67,695.33   

FNMA PL AH6737 4% 2/01/26 MONTH END PRICE 107.0621

      9,171.66         9,530.35   

FNMA PL AL0573 3.5% 8/01/26 MONTH END PRICE 106.1567

      28,510.13         28,780.11   

FNMA POOL 555743

      32,160.03         32,433.47   

FNMA POOL 254793

      30,372.44         30,630.69   

FNMA POOL 535460

      1,817.00         1,894.14   

FNMA POOL 538927

      6,634.22         6,611.88   

FNMA POOL 843798

      23,895.05         25,893.53   

FNMA POOL 889117

      154,476.56         155,745.00   

FNMA POOL 942040

      112,543.15         124,623.80   

FNMA POOL 946803

      29,651.08         32,681.11   

FNMA POOL 995072

      142,737.91         144,261.84   

FNMA POOL AB3517

      158,119.50         162,387.56   

FNMA POOL AB6201

      930,973.06         936,913.05   

FNMA POOL AB7130

      217,890.72         216,947.56   

FNMA POOL AE0758

      299,164.24         308,289.69   

FNMA POOL AI1863

      88,629.53         90,084.97   

FNMA POOL AI1892

      351,987.11         357,767.33   

FNMA POOL AI2433

      94,679.57         96,234.36   

FNMA POOL AI2443

      97,179.03         98,774.87   

FNMA POOL AI2462

      97,386.73         98,985.98   

FNMA POOL AJ5304

      520,680.76         537,125.92   

FNMA POOL AJ7689

      1,744,021.28         1,777,022.59   

FNMA POOL AL0215

      821,095.39         845,600.23   

FNMA POOL AL0476

      344,706.97         350,367.64   

FNMA POOL AL1469

      403,340.47         399,146.26   

FNMA POOL AL1470

      88,959.97         91,457.69   

FNMA POOL AL2688

      1,267,201.78         1,250,565.36   

FNMA POOL AO4143

      105,590.69         105,797.47   

FNMA POOL AP4781

      416,553.84         418,868.20   

FNMA POOL AQ5369

      218,022.15         217,078.42   

FNMA POOL AQ7083

      218,187.50         217,336.41   

FNMA POOL MA0913

      97,462.06         98,756.48   

FNMA POOL MA0939

      99,472.91         100,794.01   

FNMA POOL MA1213

      635,308.89         645,733.99   

FNMA TBA 30YR SINGLE FAMILY JA

      2,766,968.76         2,771,945.28   

FNMA TBA 3PCT JAN 30 SINGLE FA

      105,046.88         104,781.25   

FNMA TBA SINGLE FAMILY MORTGAG

      748,781.25         750,312.50   

FOCUS GOLD CORP MONTH END PRICE 0.0021

      1,501.95         4.83   

FOCUS GRAPHITE INC F MONTH END PRICE 0.7150

      18,221.22         15,015.00   

FOCUS MEDIA HOLDING ADR MONTH END PRICE 25.6700

      10,973.52         12,835.00   

FOMENTO ECO MEXICAN ADR MONTH END PRICE 100.7000

      15,876.88         26,282.70   

FOMENTO ECONOMICO MEX SP ADR ADR

      485,905.22         488,697.10   

FONIX CORPORATION NEW MONTH END PRICE 0.0000

      9,682.75         —     

FOOT LOCKER INC COMMON STOCK USD.01

      40,569.62         41,756.00   

FOOT LOCKER INC MONTH END PRICE 32.1200

      39,961.67         39,399.39   

 

85

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

FOOTHILLS RESOURCES INC MONTH END PRICE 0.0000

      10,319.08        —     

FORCE ENERGY CORP MONTH END PRICE 0.0062

      928.95        12.40   

FORD HLDGS INC 9.375% 3/01/20 MONTH END PRICE 128.4799

      12,787.50        14,132.79   

FORD MOTOR CO 13 XXX MONTH END PRICE 3.4200

      2,685.38        1,710.00   

FORD MOTOR CO 7.45% 7/16/31 MONTH END PRICE 127.0000

      5,513.00        6,350.00   

FORD MOTOR CO COMMON STOCK USD.01

      238,975.57        319,865.00   

FORD MOTOR CO COMMON STOCK USD.01

      999,178.76        1,162,508.55   

FORD MOTOR COMPANY NEW MONTH END PRICE 12.9500

      5,988,597.79        6,775,053.62   

FORD MOTOR CR 6.52%13 MONTH END PRICE 100.5839

      10,764.90        10,058.39   

FORD MOTOR CREDIT 2.5% 2/20/14 MONTH END PRICE 99.9875

      39,950.00        39,995.00   

FORD MOTOR CREDIT 7% 10/01/13 MONTH END PRICE 104.0306

      8,985.00        10,403.06   

FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 8.125

      233,180.00        256,275.40   

FORD MOTOR CREDIT CO LLC SR UNSECURED 12/16 8.

      18,979.35        24,149.36   

FORD MTR CO DEL 9.98% 2/15/47 MONTH END PRICE 139.5000

      28,971.20        33,480.00   

FOREST CITY ENTERPRISES INC MONTH END PRICE 16.1500

      17,137.55        16,150.00   

FOREST LABORATORIES INC COMMON STOCK USD.1

      676,401.32        695,804.00   

FOREST LABORATORIES INC COMMON STOCK USD.1

      197,730.36        193,765.52   

FOREST LABS INC MONTH END PRICE 35.3200

      10,959.48        11,479.00   

FORESTAR GROUP INC COMMON STOCK USD1.

      554,386.17        548,147.90   

FORESTER VALUE FUND CL N MONTH END PRICE 11.3500

      40,138.31        40,517.17   

FORMATION METALS INC F MONTH END PRICE 0.2380

      484.39        67.83   

FORMFACTOR INC COMMON STOCK USD.001

      314,560.52        245,328.00   

FORMFACTOR INC MONTH END PRICE 4.5600

      1,671.79        1,368.00   

FORT ST JAMES NICKL NEWF MONTH END PRICE 0.0375

      —          4.16   

FORTINET INC MONTH END PRICE 21.0200

      2,668.38        2,102.00   

FORTRESS INVT GP LLC A MONTH END PRICE 4.3900

      21,717.35        19,609.27   

FORTRESS PAPER LTD C MONTH END PRICE 8.0812

      46,230.08        24,243.60   

FORTUNA SILVER MINES MONTH END PRICE 4.1700

      88,365.47        90,405.60   

FORTUNE BRANDS HOME & SEC IN MONTH END PRICE 29.2200

      2,449.76        2,659.02   

FORUM URANIUM CORP MONTH END PRICE 0.0252

      3,389.50        201.60   

FORWARD CREDIT ANALYSIS LONGSHORT IN MONTH END PRICE 8.9300

      15,278.20        15,377.91   

FORWARD EXTENDED MARKET PLUS FD I MONTH END PRICE 28.4700

      22,152.92        22,870.29   

FORWARD HOOVER SM-CAP EQUITY FD I MONTH END PRICE 15.9800

      17,107.03        12,878.91   

FORWARD INDS INC NEW MONTH END PRICE 1.4800

      3,486.47        2,220.00   

FORWARD INTL REAL ESTATE INSTL CL MONTH END PRICE 17.2400

      31,302.23        31,616.57   

FORWARD INTL SMALL CO FD INV CLASS MONTH END PRICE 13.8500

      54,706.21        41,740.69   

FOSL 130119C00085000 MONTH END PRICE 930.0000

      (1,343.74 )      (2,790.00 ) 

FOSSIL INC COMMON STOCK USD.01

      160,878.60        111,720.00   

FOSSIL INC MONTH END PRICE 93.1000

      25,037.05        27,930.00   

FOSTER (LB) CO A COMMON STOCK USD.01

      234,129.79        295,392.00   

FOSTER L B CO MONTH END PRICE 43.4400

      1,013.44        1,442.88   

FOSTER WHEELER AG MONTH END PRICE 24.3200

      187,362.77        176,076.80   

FOUNTAIN PWR BOAT INDS INC MONTH END PRICE 0.0000

      1,094.20        —     

FOX PETROLEUM INC MONTH END PRICE 0.0002

      47.82        0.25   

FPA CAPITAL FUND A MONTH END PRICE 44.8500

      2,128.69        2,664.05   

FPA CRESCENT FD INST CL SHARES MONTH END PRICE 29.2900

      376,032.39        420,708.47   

FPA INTL VALUE FUND MONTH END PRICE 12.5400

      1,052.00        1,100.17   

FPA NEW INCOME MONTH END PRICE 10.6400

      140,194.70        135,570.04   

FRANCE TELECOM SA ADR MONTH END PRICE 11.0500

      160,583.05        120,577.60   

FRANCESCAS HOLDINGS CORP MONTH END PRICE 25.9300

      41,312.30        41,306.49   

FRANCO NEVADA CORP MONTH END PRICE 57.1700

      130,450.96        162,419.97   

FRANKLIN AGE HIGH INC FD CL A MONTH END PRICE 2.0900

      48,869.03        58,100.03   

FRANKLIN BALANCE SHEET INVST CL A MONTH END PRICE 42.1100

      40,667.43        40,465.65   

FRANKLIN BANK CORP MONTH END PRICE 0.0005

      9.00        3.75   

 

86

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

FRANKLIN COVEY CO COMMON STOCK USD.05

      32,092.20         33,540.00   

FRANKLIN GOLD & PRECIOUS METALS CL A MONTH END PRICE 30.7100

      9,205.37         7,525.21   

FRANKLIN GOLD FUND CLASS A MONTH END PRICE 30.7100

      8,293.49         6,642.94   

FRANKLIN INC FD CL A MONTH END PRICE 2.2400

      70,723.85         71,049.29   

FRANKLIN INCOME FUND MONTH END PRICE 2.2300

      103,459.53         103,425.93   

FRANKLIN MICROCAP VALUE FUND CL A MONTH END PRICE 31.7300

      7,565.00         7,150.36   

FRANKLIN MINING INC NEW MONTH END PRICE 0.0055

      642.37         1.00   

FRANKLIN REAL ESTATE FD SEC A MONTH END PRICE 16.9400

      38,684.77         39,691.52   

FRANKLIN RESOURCES INC COMMON STOCK USD.1

      373,547.19         427,380.00   

FRANKLIN RESOURCES INC COMMON STOCK USD.1

      225,287.02         410,284.80   

FRANKLIN RESOURCES, INC. MONTH END PRICE 125.7000

      48,161.76         50,993.00   

FRANKLIN RESRCS 3.1250% 05/20/15 MONTH END PRICE 105.4463

      51,796.00         52,723.15   

FRANKLIN RISING DIV FUND CL A MONTH END PRICE 37.8200

      93,718.61         111,745.39   

FRANKLIN RISING DIVIDENDS ADV MONTH END PRICE 37.7600

      112,051.73         118,101.39   

FRANKLIN STRAT NATURAL RESOURCES A MONTH END PRICE 33.1000

      13,917.57         17,176.58   

FRANKLIN STREET PPTY CP MONTH END PRICE 12.3100

      2,250.75         2,462.00   

FRANKLIN STREET PROPERTIES C REIT USD.0001

      1,014,611.70         1,048,541.18   

FRANKLIN UTIL FUND CLASS A MONTH END PRICE 13.6200

      36,407.64         45,102.89   

FRANKLIN UTILITIES ADVISOR CLASS MONTH END PRICE 13.6900

      50,015.00         53,855.23   

FRAPORT AG COMMON STOCK NPV

      204,212.89         205,387.97   

FREDDIE MAC 6.02% PFD MONTH END PRICE 1.5500

      3,531.95         4,185.00   

FREDDIE MAC DISCOUNT NT DISCOUNT NOT 02/13 0.00000

      599,719.66         599,719.66   

FREDDIE MAC DISCOUNT NT DISCOUNT NOT 03/13 0.00000

      499,792.52         499,792.52   

FREDDIE MAC DISCOUNT NT DISCOUNT NOT 04/13 0.00000

      1,899,266.43         1,899,266.43   

FREDDIE MAC FHR 3621 SB

      70,442.96         66,653.29   

FREDDIE MAC FHR 4042 EB

      467,500.00         454,329.60   

FREDDIE MAC FHR 4063 S

      65,835.83         69,255.07   

FREDDIE MAC NOTES 01/18 0.75

      318,169.60         317,832.64   

FREDDIE MAC NOTES 08/19 1.25

      440,610.72         440,608.96   

FREDDIE MAC NOTES 10/19 1.25

      339,296.20         339,005.16   

FREDDIE MAC PFD MONTH END PRICE 1.7500

      3,566.90         3,500.00   

FREDDIE MAC VOTING SHS MONTH END PRICE 0.2630

      74,031.91         49,477.34   

FREDERICKS ENTMT INC NEW MONTH END PRICE 0.0000

      1,509.95         —     

FRED’S INC CLASS A MONTH END PRICE 13.3100

      1,820.41         2,329.25   

FREE MARKET INTL EQTY FD INST CL MONTH END PRICE 8.8100

      179,557.33         158,689.09   

FREE MARKET US EQTY FD INST CL MONTH END PRICE 12.2100

      169,827.92         195,626.90   

FREEPORT MCMORAN C + G SR UNSECURED 03/22 3.55

      302,874.50         302,491.68   

FREEPORT MCMORAN COPPER COMMON STOCK USD.1

      400,804.69         420,660.00   

FREEPORT MCMORAN COPPER COMMON STOCK USD.1

      1,054,987.04         906,881.40   

FREEPORT MCMORAN COPPER COMMON STOCK USD.1

      442,481.13         352,260.00   

FREEPORT MCMORAN COPPER COMMON STOCK USD.1

      513,170.22         762,454.80   

FREEPORT-MCMORAN COPPER & GOLD MONTH END PRICE 34.2000

      1,850,922.91         1,664,710.14   

FREIGHTCAR AMER INC MONTH END PRICE 22.4200

      1,372.53         1,121.00   

FREQUENCY ELECTRONIC INC MONTH END PRICE 8.2200

      782.95         822.00   

FRESENIUS SE + CO KGAA COMMON STOCK NPV

      642,029.46         705,174.99   

FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01

      912,733.07         932,790.00   

FRESH MARKET INC MONTH END PRICE 48.0900

      15,437.40         12,311.04   

FRESH MARKET INC/THE COMMON STOCK USD.01

      248,036.22         244,537.65   

FRIEDMAN INDUSTRIES INC MONTH END PRICE 10.1200

      1,064.81         1,094.30   

FRIENDLY ENERGY EXPLORATION MONTH END PRICE 0.0004

      145.65         0.04   

FRISCHS RESTAURANTS INC MONTH END PRICE 18.5000

      10,949.09         9,250.00   

FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25

      220,908.13         98,089.04   

FRONTIER COMMUNICATIONS CORP MONTH END PRICE 114.7500

      5,525.15         5,737.50   

FRONTIER COMMUNICATIONS CORP MONTH END PRICE 4.2800

      266,097.20         209,320.82   

 

87

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

FRONTLINE LTD ORD MONTH END PRICE 3.2600

      253,714.74        96,945.98   

FSC 130216C00010000 MONTH END PRICE 45.0000

      (2,954.94 )      (2,250.00 ) 

FTR 130119C00005000 MONTH END PRICE 2.0000

      (135.44 )      (20.00 ) 

FUEL SYSTEMS SOLUTIONS INC COMMON STOCK USD.001

      1,253,237.72        977,153.10   

FUEL SYSTEMS SOLUTIONS MONTH END PRICE 14.7108

      2,401.68        1,471.08   

FUELCELL ENERGY INC MONTH END PRICE 0.9170

      293,025.36        198,594.69   

FUJI HEAVY INDUSTRIES LTD COMMON STOCK

      341,186.40        352,555.50   

FUJI HEAVY INDUSTRIES LTD COMMON STOCK

      98,392.74        125,912.68   

FUJIFILM HOLDINGS UNSP ADR ADR

      205,119.11        204,486.27   

FUJITSU LTD ADR MONTH END PRICE 20.7800

      1,828.95        2,078.00   

FUJITSU LTD COMMON STOCK

      169,634.07        138,556.17   

FULL HOUSE RESORTS INC MONTH END PRICE 3.4500

      2,480.81        2,242.50   

FULL METAL MINERALS NEWF MONTH END PRICE 0.0831

      715.49        27.67   

FULL METAL ZINC LTD F MONTH END PRICE 0.0447

      64.64        7.42   

FUND X AGGRESSIVE UPGRADER FUND MONTH END PRICE 41.4100

      282,582.34        263,691.88   

FUND X ETF AGGRESSIVE MONTH END PRICE 25.0300

      44,497.18        44,528.80   

FUND X ETF UPGRADER FD MONTH END PRICE 22.3500

      16,566.36        20,926.62   

FUND X UPGRADER FUND MONTH END PRICE 35.8400

      195,660.89        180,107.90   

FUNDX TACTICAL UPGRADER FD MONTH END PRICE 19.2900

      19,364.22        15,695.62   

FUQI INTERNATIONAL INC MONTH END PRICE 0.6101

      5,101.31        610.10   

FURIEX PHARMA INC MONTH END PRICE 19.2600

      —          404.46   

FUSE SCIENCE INC MONTH END PRICE 0.1780

      13,001.05        8,188.00   

FUSION IO INC COMMON STOCK USD.0002

      701,183.28        620,371.15   

FUSION PHARM INC MONTH END PRICE 1.0000

      2,819.60        2.00   

FUSION-IO INC MONTH END PRICE 22.9300

      322,795.86        318,910.44   

FUTURE HEALTCHARE AMER MONTH END PRICE 0.1900

      747.00        47.31   

FUTURE MERRILL COC FUTURE CASH COLLATERAL USD

      180,036.82        180,036.82   

FUTURE MERRILL COC FUTURE CASH COLLATERAL USD

      325,022.60        325,022.60   

FUTUREMEDIA PLC ADR NEW MONTH END PRICE 0.0027

      999.60        0.06   

FUTUREWORLD ENERGY INC MONTH END PRICE 0.0006

      2,543.42        0.30   

FXCM INC A COMMON STOCK USD.01

      30,403.25        31,217.00   

FXCM INC MONTH END PRICE 10.0700

      6,102.90        6,293.75   

G III APPAREL GROUP LTD COMMON STOCK USD.01

      66,605.84        60,929.40   

G P S INDUSTRIES INC MONTH END PRICE 0.0000

      49,699.12        —     

G S E SYSTEMS INC MONTH END PRICE 2.1600

      11,147.14        5,400.00   

GABELLI ASSET FUND AAA MONTH END PRICE 51.8700

      152,197.52        166,851.37   

GABELLI CONV SEC FD MONTH END PRICE 5.3300

      30,053.16        20,206.97   

GABELLI DIVID & INCOME TR MONTH END PRICE 16.1800

      14,604.95        16,180.00   

GABELLI EQUITY INCOME FUNDS MONTH END PRICE 22.7600

      335,364.47        379,752.53   

GABELLI GOLD FD AAA MONTH END PRICE 21.9900

      172,706.29        156,357.10   

GABELLI HEALTHCARE TRUST MONTH END PRICE 8.6200

      6,649.97        6,717.19   

GABELLI SMALL CAP GROWTH FD AAA MONTH END PRICE 36.6600

      262,036.86        320,497.85   

GABELLI SRI GREEN FD AAA MONTH END PRICE 11.0800

      50,775.88        47,742.65   

GABELLI UTILITIES FUND AAA MONTH END PRICE 5.4300

      59,759.66        52,950.79   

GABELLI VALUE FUND MONTH END PRICE 15.2400

      51,654.76        49,677.33   

GABRIEL RESOURCES LTD MONTH END PRICE 2.3460

      9,684.66        9,618.60   

GALAXY ENERGY CORP MONTH END PRICE 0.0000

      1,009.95        —     

GALECTIN THERAPEUTIC NEW MONTH END PRICE 2.0500

      27,685.55        11,961.75   

GALENA BIOPHARMA INC MONTH END PRICE 1.5300

      678.93        761.94   

GALLAGHER ARTHUR J & CO MONTH END PRICE 34.6500

      7,132.83        8,004.76   

GAMCO GLOBAL GLD NATURAL MONTH END PRICE 12.8000

      120,309.84        99,634.58   

GAMESTOP CORP CLASS A COMMON STOCK USD.001

      43,562.84        42,653.00   

GAMESTOP CORP CLASS A COMMON STOCK USD.001

      144,580.24        72,961.72   

GAMESTOP CORP NEW MONTH END PRICE 25.0900

      35,376.21        44,728.92   

 

88

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GANNETT CO COMMON STOCK USD1.

      195,803.40        99,307.14   

GANNETT CO INC 10%16 MONTH END PRICE 120.6250

      23,645.00        24,125.00   

GANNETT INC MONTH END PRICE 18.0100

      2,946.78        3,471.93   

GAP INC MONTH END PRICE 31.0400

      79,839.93        71,216.70   

GAP INC/THE COMMON STOCK USD.05

      104,159.30        219,142.40   

GARIBALDI RESOURCES CP MONTH END PRICE 0.0830

      2,699.25        415.00   

GARMIN LTD COMMON STOCK CHF10.

      107,318.12        106,132.00   

GARMIN LTD NEW MONTH END PRICE 40.7500

      243,718.06        262,112.56   

GARTNER GROUP INC MONTH END PRICE 46.0200

      8,655.59        8,145.54   

GASCO ENERGY INC MONTH END PRICE 0.0700

      116,194.16        34,503.00   

GASFRAC ENERGY SVCS MONTH END PRICE 1.5575

      3,134.61        545.13   

GASTAR EXPL 8.62% PFD MONTH END PRICE 18.1000

      54,160.22        51,132.50   

GASTAR EXPLORATION N MONTH END PRICE 1.2100

      65,092.41        24,333.10   

GATEWAY FUND CL A MONTH END PRICE 27.1200

      16,381.85        17,397.15   

GBS GOLD INTL INC MONTH END PRICE 0.0000

      1,695.95        —     

GCCFC COMMERCIAL MORTGAGE TRUS GCCFC 2006 GG7 A4

      74,295.51        74,646.65   

GCCFC COMMERCIAL MORTGAGE TRUS GCCFC 2006 GG7 AM

      31,132.03        33,750.33   

GD 130119C00065000 MONTH END PRICE 480.0000

      (1,356.17 )      (2,400.00 ) 

GDF SUEZ COMMON STOCK EUR1.

      603,132.17        335,843.78   

GDT TEK INC NEW MONTH END PRICE 0.0280

      93.95        0.14   

GE 130119C00021000 MONTH END PRICE 48.0000

      (1,247.80 )      (960.00 ) 

GE 130119C00022500 MONTH END PRICE 6.0000

      (3,365.78 )      (600.00 ) 

GE 140118C00017000 MONTH END PRICE 440.0000

      (3,725.63 )      (3,080.00 ) 

GE CAP FINL INC 2.7% 2/21/17 MONTH END PRICE 1.0482

      5,000.00        5,240.95   

GE CAP FINL INC 3%18 MONTH END PRICE 1.0596

      5,000.00        5,298.25   

GE CAP FINL INC 3.4000% 01/17/17 MONTH END PRICE 1.0756

      5,000.00        5,378.00   

GE CAP FINL INC 3.7%21 2/18/21 MONTH END PRICE 1.0841

      5,000.00        5,420.55   

GE CAP FINL INC 3.7%21 MONTH END PRICE 1.0838

      25,000.00        27,094.25   

GE CAP RETAIL BK 0.6% 1/22/13 MONTH END PRICE 1.0001

      5,000.00        5,000.50   

GE CAP RETAIL BK 0.7% 3/04/13 MONTH END PRICE 1.0005

      26,000.00        26,012.48   

GE CAP RETAIL BK 0.7% 3/18/13 MONTH END PRICE 1.0006

      6,000.00        6,003.60   

GE CAP RETAIL BK 0.8% 1/04/13 MONTH END PRICE 1.0000

      120,000.00        120,000.00   

GE CAP RETAIL BK 0.8% 9/30/14 MONTH END PRICE 1.0042

      90,000.00        90,374.40   

GE CAP RETAIL BK 1.15% 2/18/14 MONTH END PRICE 1.0055

      10,000.00        10,055.30   

GE CAP RETAIL BK 1.25% 6/29/15 MONTH END PRICE 1.0013

      117,000.00        117,149.76   

GE CAP RETAIL BK .7000% 04/01/13 MONTH END PRICE 1.0007

      2,000.00        2,001.42   

GE CAP RETAIL BK 2.2000% 05/28/19 MONTH END PRICE 1.0125

      1,000.00        1,012.51   

GE CAP RETAIL BK .6500% 01/13/14 MONTH END PRICE 1.0004

      5,000.00        5,001.85   

GE CAP RETAIL BK 2.8500% 04/27/22 MONTH END PRICE 1.0260

      25,000.00        25,651.00   

GE CAP RETAIL BK 0.7% 2/19/13 MONTH END PRICE 1.0004

      20,000.00        20,007.60   

GE CAPITAL 5.4% 2/15/17 MONTH END PRICE 114.7989

      16,263.10        17,219.84   

GE CAPITAL 5.25% 12/06/17 MONTH END PRICE 117.8811

      33,606.00        35,364.33   

GE CAPITAL 5.625% 9/15/17 MONTH END PRICE 117.9282

      58,473.00        70,756.92   

GE CAPITAL 10/16/13 5% 10/16/13 MONTH END PRICE 1.0348

      10,000.00        10,348.40   

GE CAPITAL BANK 1.35% 8/24/16 MONTH END PRICE 1.0025

      8,000.00        8,020.00   

GE CAPITAL BANK 1.35% 9/07/16 MONTH END PRICE 0.9987

      50,000.00        49,933.50   

GE CAPITAL BANK .4000% 08/23/13 MONTH END PRICE 1.0000

      40,000.00        40,002.00   

GE CAPITAL BANK .5000% 07/12/13 MONTH END PRICE 1.0002

      50,000.00        50,012.50   

GE CAPITAL BANK 1.0500% 02/17/15 MONTH END PRICE 1.0002

      109,000.00        109,025.07   

GE CAPITAL CORP 4.875% 3/04/15 MONTH END PRICE 108.3792

      5,287.65        5,418.96   

GE CAPITAL FIN 5% 9/18/13 MONTH END PRICE 1.0315

      70,000.00        72,204.30   

GE CAPITAL FINL 0.6% 1/30/13 MONTH END PRICE 1.0001

      5,000.00        5,000.70   

GE CAPITAL FINL 0.6% 3/18/13 MONTH END PRICE 1.0004

      90,000.00        90,036.00   

GE CAPITAL FINL 2.1% 11/23/16 MONTH END PRICE 1.0252

      4,000.00        4,100.92   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GE CAPITAL FINL 2.1% 12/02/16 MONTH END PRICE 1.0252

      5,000.00        5,126.10   

GE CAPITAL FINL 3.5% 10/11/16 MONTH END PRICE 1.0765

      7,000.00        7,535.78   

GE CAPITAL FINL 3.9% 9/18/19 MONTH END PRICE 1.1148

      20,000.00        22,295.60   

GE CAPITAL FINL 3.45% 1/09/17 MONTH END PRICE 1.0774

      10,000.00        10,774.10   

GE CAPITAL FINL 3.45% 10/31/16 MONTH END PRICE 1.0753

      10,000.00        10,753.00   

GE CAPITAL FINL 3.6000% 03/19/20 MONTH END PRICE 1.0937

      10,000.00        10,937.40   

GE CAPITAL RETAI 2.65% 6/22/22 MONTH END PRICE 1.0156

      3,000.00        3,046.68   

GE CAPTAL 5.55% 5/04/20 MONTH END PRICE 118.6226

      5,144.65        5,931.13   

GE GLOBAL INS HLDG CO 6.45% 3/01/19 MONTH END PRICE 115.7898

      4,947.80        5,789.49   

GE MONEY BANK 2.3% 9/24/18 MONTH END PRICE 1.0495

      25,000.00        26,237.25   

GE MONEY BANK 2.15%16 MONTH END PRICE 1.0322

      64,000.00        66,062.72   

GE MONEY BANK N A 2.4% 8/29/16 MONTH END PRICE 1.0471

      10,000.00        10,470.60   

GE MONEY BANK N A 2.5% 10/02/17 MONTH END PRICE 1.0453

      10,000.00        10,453.10   

GE MONEY BANK NA 5% 10/02/13 MONTH END PRICE 1.0332

      190,000.00        196,313.70   

GE MONEY BANK NA 5% 12/11/15 MONTH END PRICE 1.1004

      5,000.00        5,501.95   

GE MONEY BANK NA 5.3% 11/06/15 MONTH END PRICE 1.1059

      10,000.00        11,059.40   

GE MONEY BANK NA 3.75% 5/07/20 MONTH END PRICE 1.1117

      10,000.00        11,116.80   

GE MONEY BANK NA 4.25% 1/09/19 MONTH END PRICE 1.1297

      10,000.00        11,297.00   

GE MONEY BANK NA 4.75% 12/18/13 MONTH END PRICE 1.0395

      100,000.00        103,946.00   

GE MONEY BANK NA 5.05% 11/06/13 MONTH END PRICE 1.0375

      320,000.00        332,003.20   

GEBERIT AG REG COMMON STOCK CHF.1

      399,864.36        462,016.21   

GECINA SA REIT EUR7.5

      95,991.90        117,190.81   

GEF 130420C00050000 MONTH END PRICE 55.0000

      (111.53 )      (110.00 ) 

GEMALTO COMMON STOCK EUR1.

      116,643.37        118,330.68   

GEMINI EXPLORATIONS NEW MONTH END PRICE 0.0121

      999.95        0.36   

GEN ELEC CAP 6.625% 6/28/32 MONTH END PRICE 25.0200

      1,379.65        1,326.06   

GEN ELEC CAP CP 2.25% 11/09/15 MONTH END PRICE 103.3352

      19,623.60        20,667.04   

GEN ELECTRIC CAP 6.10% 11/15/32 MONTH END PRICE 24.8000

      263.55        248.00   

GENCO SHIPPING & TRDG MONTH END PRICE 3.4900

      21,367.05        14,204.30   

GENCORP INCORPORATED MONTH END PRICE 9.1500

      5.13        9.15   

GENERAC HOLDINGS INC MONTH END PRICE 34.3100

      1,641.43        1,715.50   

GENERAL CABLE CORP NEW MONTH END PRICE 30.4100

      6,623.57        6,629.38   

GENERAL COMMUNICATION INC CL A MONTH END PRICE 9.5900

      2,157.74        2,157.75   

GENERAL DYNAMICS CORP COMMON STOCK USD1.

      295,430.80        332,496.00   

GENERAL DYNAMICS CORP COMMON STOCK USD1.

      316,079.56        540,513.81   

GENERAL DYNAMICS CORP MONTH END PRICE 69.2700

      153,088.23        157,513.06   

GENERAL ELEC CAP 5% 1/08/16 MONTH END PRICE 111.1959

      5,390.74        6,671.75   

GENERAL ELEC CAP 4.5% 3/15/14 MONTH END PRICE 103.2553

      5,316.25        5,162.77   

GENERAL ELEC CAP 5.45% 1/15/13 MONTH END PRICE 100.1530

      6,148.69        6,009.18   

GENERAL ELEC CAP 5.45% 10/15/19 MONTH END PRICE 100.9395

      30,345.00        30,281.85   

GENERAL ELEC CAP CORP SR UNSECURED 01/21 4.625

      139,468.00        158,801.44   

GENERAL ELEC CAP CORP SR UNSECURED 01/39 6.875

      150,239.43        163,115.88   

GENERAL ELEC CAP CORP SR UNSECURED 05/14 5.9

      249,722.50        267,928.75   

GENERAL ELEC CAP CORP SR UNSECURED 07/15 1.625

      71,005.20        71,161.58   

GENERAL ELEC CAP CORP SR UNSECURED 08/19 6.

      29,966.40        36,496.89   

GENERAL ELEC CAP CORP SR UNSECURED 09/20 4.375

      69,451.90        78,123.22   

GENERAL ELEC CAP CORP SUBORDINATED 11/67 VAR

      389,831.10        411,450.00   

GENERAL ELECTRIC 6% 4/24/47 MONTH END PRICE 26.1000

      9,936.10        10,048.50   

GENERAL ELECTRIC CO COMMON STOCK USD.06

      3,122,972.70        3,179,985.00   

GENERAL ELECTRIC CO COMMON STOCK USD.06

      965,656.15        1,008,569.50   

GENERAL ELECTRIC CO COMMON STOCK USD.06

      361,712.91        408,255.50   

GENERAL ELECTRIC CO COMMON STOCK USD.06

      533,840.39        539,443.00   

GENERAL ELECTRIC CO COMMON STOCK USD.06

      4,894,616.87        5,186,230.19   

GENERAL ELECTRIC CO SR UNSECURED 10/15 0.85

      79,978.40        80,282.00   

 

90

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

GENERAL ELECTRIC COMPANY MONTH END PRICE 20.9900

      7,440,368.08         8,809,743.29   

GENERAL GROWTH PPTYS NEW MONTH END PRICE 19.8500

      9,463.85         12,111.91   

GENERAL MILLS INC COMMON STOCK USD.1

      353,003.75         610,514.28   

GENERAL MLS INC MONTH END PRICE 40.4200

      305,545.16         326,252.65   

GENERAL MOLY INC MONTH END PRICE 4.0100

      19,001.29         19,248.00   

GENERAL MOTORS 7.125XXX ESCROW MONTH END PRICE 0.0000

      20,242.60         —     

GENERAL MOTORS 7.25XXXESCROW MONTH END PRICE 0.0000

      3,756.91         —     

GENERAL MOTORS 7.25XXXESCROW MONTH END PRICE 0.0000

      1,577.41         —     

GENERAL MOTORS 7.25XXXESCROW MONTH END PRICE 0.0000

      1,882.95         —     

GENERAL MOTORS 7.375XXXESCROW MONTH END PRICE 0.0000

      308.38         —     

GENERAL MOTORS 8.25XXXESC 7/15/23 MONTH END PRICE 0.0000

      1,092.60         —     

GENERAL MOTORS C 6.2 XXXESCROW MONTH END PRICE 0.0000

      852.27         —     

GENERAL MOTORS CL A 16WTEXP 7/10/16 MONTH END PRICE 19.5000

      1,623.02         1,443.00   

GENERAL MOTORS CL B 19WTEXP 7/10/19 MONTH END PRICE 12.4900

      1,537.59         1,136.59   

GENERAL MOTORS CO COMMON STOCK USD.01

      1,104,303.51         1,415,553.00   

GENERAL MOTORS CO MONTH END PRICE 28.8300

      328,208.80         348,612.36   

GENERAL MTRS B CONV PFD MONTH END PRICE 44.1300

      4,509.27         4,413.00   

GENERAL MTRS CORP 8.1X ESC 6/15/24 MONTH END PRICE 0.0000

      11,715.00         —     

GENERAL MTRS CP 8.80X 8.8% 3/01/21 MONTH END PRICE 0.0000

      12,857.04         —     

GENERAL MTRS CP7.5%44XXXESCROW MONTH END PRICE 0.0000

      2,012.95         —     

GENEREX BIOTECHNOLOGY CORP DEL MONTH END PRICE 0.0250

      64,680.82         11,332.23   

GENESCO INC COMMON STOCK USD1.

      516,715.94         473,000.00   

GENESEE & WYOMING CL A MONTH END PRICE 76.0800

      6,233.36         7,608.00   

GENESIS ENERGY L P MONTH END PRICE 35.7200

      30,392.33         53,580.00   

GENEVA ADVS ALL CAP GRWTH FD RET CL MONTH END PRICE 21.9200

      22,000.00         23,122.27   

GENIE ENERGY LTD CL BXXX EXP 1/15/13 MONTH END PRICE 7.1000

      289.99         248.50   

GENIE ENERGY LTD CL MONTH END PRICE 7.1000

      6.97         5.97   

GENL ELEC CAP 4% 6/15/13 MONTH END PRICE 100.9555

      3,126.22         3,028.67   

GENL ELEC CAP 5% 8/15/14 MONTH END PRICE 104.8384

      10,554.90         10,483.84   

GENL ELEC CAP CP 4% 8/17/32 MONTH END PRICE 101.2196

      5,035.00         5,060.98   

GENL ELEC CAP CP 6% 7/15/18 MONTH END PRICE 113.6390

      3,000.00         3,409.17   

GENL ELEC CAP CP 4.1% 10/15/21 MONTH END PRICE 104.1135

      1,060.51         1,041.14   

GENL ELEC CAP CP 5.5% 7/15/16 MONTH END PRICE 109.1815

      1,000.00         1,091.82   

GENL ELEC CAP CP 5.6% 2/15/22 MONTH END PRICE 113.8345

      3,000.00         3,415.04   

GENL ELEC CAP CP 6.2% 8/15/20 MONTH END PRICE 116.6686

      4,000.00         4,666.74   

GENL ELEC CAP CP 5.55% 10/15/20 MONTH END PRICE 113.4872

      5,072.10         5,674.36   

GENL ELEC CAP CP 5.65% 7/15/17 MONTH END PRICE 110.3760

      2,000.00         2,207.52   

GENL MARITIME CP NEW WTF MONTH END PRICE 0.0000

      23,383.64         —     

GENL MOTORS ACC 6.9000% 06/15/17 MONTH END PRICE 99.2500

      9,794.90         9,925.00   

GENL MOTORS ACC 7.0000% 01/15/13 MONTH END PRICE 100.0000

      6,101.04         6,000.00   

GENOMED INC MONTH END PRICE 0.0000

      2,514.55         —     

GENOMIC HEALTH INC COMMON STOCK USD.0001

      31,314.23         28,895.60   

GENOMIC HEALTH INC COMMON STOCK USD.0001

      388,105.30         381,640.00   

GENOMIC HEALTH MONTH END PRICE 27.2400

      42,048.33         35,956.80   

GENON ESCROW CP 9.8750% 10/15/20 MONTH END PRICE 115.5000

      5,672.50         5,775.00   

GENOVA BIOTHERAPEUTI MONTH END PRICE 0.0001

      1,333.73         0.20   

GENTEX CORP MONTH END PRICE 18.8500

      62,939.94         53,815.56   

GENTIVA HEALTH SERVICES MONTH END PRICE 10.0500

      6,138.07         13,235.85   

GENUINE PARTS CO COMMON STOCK USD1.

      120,752.83         232,766.38   

GENUINE PARTS CO MONTH END PRICE 63.5800

      82,894.40         110,495.45   

GENVEC INC NEW MONTH END PRICE 1.3400

      486.06         147.40   

GENWORTH 5.2% 6/15/13 MONTH END PRICE 100.5066

      3,138.94         3,015.20   

GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001

      1,455,335.68         1,416,386.00   

GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001

      299,254.55         84,322.28   

 

91

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GENWORTH FINL 5.75% 6/15/14 MONTH END PRICE 104.2500

      26,212.50        26,062.50   

GENWORTH FINL 4.95% 10/01/15 MONTH END PRICE 104.8750

      6,234.75        7,341.25   

GENWORTH FINL 6.515% 5/22/18 MONTH END PRICE 107.5000

      185,836.88        201,025.00   

GENWORTH FINL INC 7.7000% 06/15/20 MONTH END PRICE 109.7500

      182,594.31        197,550.00   

GENWORTH FINL INC 7.2%21 MONTH END PRICE 108.0000

      2,985.67        3,240.00   

GENWORTH FINL INC MONTH END PRICE 7.5100

      233,253.75        289,552.82   

GEO GROUP INC MONTH END PRICE 28.2000

      48,860.80        102,999.94   

GEOEYE INC 12/3/1 12/03/12 MONTH END PRICE 30.7300

      1,698.82        2,304.75   

GEOGLOBAL RESOURCES INC MONTH END PRICE 0.0580

      1,753.40        116.00   

GEOKINETICS INC NEW MONTH END PRICE 0.0500

      9,536.95        50.00   

GEOMET INC DEL MONTH END PRICE 0.1400

      4,625.97        560.00   

GEORGIA GULF NEW MONTH END PRICE 41.2800

      35,220.10        31,998.20   

GEORGIA-PACIFIC 8.0000% 01/15/24 MONTH END PRICE 138.9857

      6,099.50        6,949.29   

GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01

      268,809.94        380,719.08   

GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01

      559,385.46        673,190.25   

GEOVIC MINING CORP MONTH END PRICE 0.0701

      85,832.05        3,187.59   

GERBER SCIENTIFIC INCXXX MONTH END PRICE 0.0000

      10,026.95        —     

GERDAU SA SPONS ADR F MONTH END PRICE 8.9900

      10,649.81        8,990.00   

GERMAN AMERICAN BANCORP COMMON STOCK NPV

      111,342.34        108,600.00   

GERON CORP COMMON STOCK USD.001

      127,248.45        146,217.00   

GERON CORP MONTH END PRICE 1.4100

      74,839.22        21,150.00   

GEVO INC MONTH END PRICE 1.5400

      10,409.90        4,620.00   

GFI GROUP INC 8.6250% 07/19/18 MONTH END PRICE 87.7500

      45,327.60        43,875.00   

GFI GROUP INC MONTH END PRICE 3.2400

      4,681.91        3,014.76   

GIANT INTERACTIVE ADR MONTH END PRICE 5.4100

      5,354.95        5,410.00   

GIBRALTAR INDUSTRIES INC MONTH END PRICE 15.9500

      4,150.25        7,975.00   

GIBRALTAR PRIVATE 5.05% 7/31/15 MONTH END PRICE 1.0984

      25,000.00        27,461.00   

GIGAMEDIA LTD MONTH END PRICE 0.9600

      4,219.33        1,344.00   

GIGOPTIX LLC MONTH END PRICE 1.9200

      2,180.22        2,112.00   

GILAT SATLLITE NETWK NEW MONTH END PRICE 5.3100

      896.95        1,062.00   

GILDAN ACTIVEWEAR INC MONTH END PRICE 36.5800

      44,290.11        57,430.60   

GILEAD SCIENCES INC COMMON STOCK USD.001

      483,831.28        1,309,540.05   

GILEAD SCIENCES INC MONTH END PRICE 73.4500

      119,950.44        137,204.60   

GIVAUDAN REG COMMON STOCK CHF10.

      79,731.09        96,476.11   

GIVEN IMAGING SYSTEMS MONTH END PRICE 17.4700

      3,961.30        3,930.75   

GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.

      248,755.80        252,526.48   

GLACIER BANCORP INC NEW MONTH END PRICE 14.7100

      2,979.57        3,015.55   

GLACIER WATER 9.0625% PFD MONTH END PRICE 25.4000

      23,071.65        23,495.00   

GLADSTONE CAPITAL CORP COMMON STOCK USD.001

      5,083.80        4,896.00   

GLADSTONE CAPITAL CORP MONTH END PRICE 8.1600

      80,811.18        66,360.28   

GLADSTONE COMMERCIAL MONTH END PRICE 17.9500

      30,589.75        32,310.00   

GLADSTONE INVESTMENT CP MONTH END PRICE 6.9600

      29,187.70        27,840.00   

GLATFELTER MONTH END PRICE 17.4800

      9,922.67        11,093.91   

GLAXOSMITHKLINE CAP INC COMPANY GUAR 05/18 5.65

      129,920.70        158,345.72   

GLAXOSMITHKLINE CAPITAL COMPANY GUAR 05/22 2.85

      139,048.00        145,411.28   

GLAXOSMITHKLINE PLC ADRF MONTH END PRICE 43.4700

      257,656.60        260,899.75   

GLAXOSMITHKLINE PLC COMMON STOCK GBP.25

      269,807.92        269,940.12   

GLAXOSMITHKLINE PLC SPON ADR ADR

      694,382.52        699,084.54   

GLD 121228C00165000 MONTH END PRICE 1.0000

      (369.99 )      (4.00 ) 

GLD 130119C00175000 MONTH END PRICE 5.0000

      (2,061.49 )      (10.00 ) 

GLD 140118C00240000 MONTH END PRICE 84.0000

      (685.51 )      (168.00 ) 

GLENCORE INTERNATIONAL PLC COMMON STOCK USD.01

      577,353.99        649,246.16   

GLENMEDE SMALL-CAP EQUITY FUND MONTH END PRICE 18.6300

      231,754.25        246,576.38   

GLIMCHER REALTY TRUST MONTH END PRICE 11.0900

      29,554.94        40,722.48   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GLITNIR BANKI HF SUB NOTES 144A 06/16 VAR

      100,000.00        1,250.00   

GLOBAL 8 ENVIRONMENTAL MONTH END PRICE 0.0200

      4,612.35        328.00   

GLOBAL AIRCRAFT SOLUTIONS MONTH END PRICE 0.0000

      6,212.95        —     

GLOBAL BEVERAGE SOLUTIONS INC MONTH END PRICE 0.0007

      44,157.27        207.20   

GLOBAL CASH ACCESS LLC MONTH END PRICE 7.8400

      553.03        588.00   

GLOBAL CLEAN ENERGY HLDGS MONTH END PRICE 0.0095

      175,340.92        19,237.50   

GLOBAL DEV & ENVIRONMENTAL MONTH END PRICE 0.0001

      5,000.45        0.11   

GLOBAL GENERAL TECH MONTH END PRICE 0.0000

      14,934.26        —     

GLOBAL GEOPHYSICAL S MONTH END PRICE 3.8500

      30,417.90        13,475.00   

GLOBAL GEOPHYSICAL SERVICES COMMON STOCK USD.01

      21,522.60        21,144.20   

GLOBAL HIGH INCOME DLR FD INC MONTH END PRICE 12.9200

      9,967.76        10,669.98   

GLOBAL HOUSING GROUP MONTH END PRICE 0.2000

      1,333.15        2.00   

GLOBAL INDEMNITY PLC COMMON STOCK USD.0001

      6,514.14        6,639.00   

GLOBAL MARINE LTD MONTH END PRICE 0.0000

      15,818.31        —     

GLOBAL MINERALS LTD NEWF MONTH END PRICE 0.4001

      3,279.36        2,000.50   

GLOBAL PAYMENTS INC MONTH END PRICE 45.3000

      15,777.64        15,855.00   

GLOBAL RES ENERGY NEW MONTH END PRICE 0.0220

      4.67        0.44   

GLOBAL RESOURCE CORP NEW MONTH END PRICE 0.0001

      3,697.00        0.20   

GLOBAL ROAMING DISTRIBUTION MONTH END PRICE 0.0000

      3,508.95        —     

GLOBAL WATER TECH NEW MONTH END PRICE 0.0500

      489.90        10.00   

GLOBAL X ASEAN ETF MONTH END PRICE 17.0400

      78,656.95        85,200.00   

GLOBAL X ETF MONTH END PRICE 14.0400

      3,476.95        3,510.00   

GLOBAL X ETF MONTH END PRICE 22.1000

      23,267.43        24,310.00   

GLOBAL X EXCH TRADED CHINA CONSUMER MONTH END PRICE 14.8700

      93,707.42        98,379.92   

GLOBAL X EXCH TRADED FD MONTH END PRICE 14.3600

      25,352.38        17,630.95   

GLOBAL X EXCH TRADED MONTH END PRICE 12.4500

      8,305.67        8,466.00   

GLOBAL X EXCH TRADED MONTH END PRICE 13.0165

      22,895.54        23,515.71   

GLOBAL X EXCH TRADED MONTH END PRICE 22.6500

      138,185.37        133,035.68   

GLOBAL X FDS MONTH END PRICE 19.5400

      14,493.33        14,320.34   

GLOBAL X FDS MONTH END PRICE 22.2400

      6,559.51        6,672.00   

GLOBAL X GREECE ETF MONTH END PRICE 18.0600

      8,772.95        9,030.00   

GLOBAL X URANIUM ETF MONTH END PRICE 6.5100

      35,955.37        27,342.00   

GLOBE SPECIALTY META MONTH END PRICE 13.7500

      13,847.85        9,625.00   

GLOBIX CORP XXX MONTH END PRICE 0.0000

      232.41        —     

GLU MOBILE INC MONTH END PRICE 2.2800

      12,537.31        5,722.80   

GLW 130216C00016000 MONTH END PRICE 3.0000

      (165.44 )      (30.00 ) 

GM 130316C00029000 MONTH END PRICE 155.0000

      (425.43 )      (1,550.00 ) 

GMAC BK MIDVALE UTAH 3.25% 3/27/13 MONTH END PRICE 1.0064

      20,000.00        20,127.80   

GMAC CAP TR I 8.12 MONTH END PRICE 26.6500

      6,849.55        7,995.00   

GMAC COMMERCIAL MORTGAGE SECUR GMACC 1998 C2 F 144A

      73,474.86        119,903.58   

GMAC INC MONTH END PRICE 126.5000

      6,184.17        6,325.00   

GME 130119C00022000 MONTH END PRICE 320.0000

      (1,922.35 )      (3,200.00 ) 

GMX RES INC 9.25% PFD MONTH END PRICE 12.7400

      119,903.76        109,755.10   

GMX RESOURCES INC MONTH END PRICE 0.5000

      83.76        25.00   

GNC HOLDINGS INC MONTH END PRICE 33.2800

      16,500.58        14,210.56   

GNMA I TBA JAN 30 SINGLE FAM

      437,125.00        438,687.52   

GNMA I TBA JAN 30 SINGLE FAM

      433,437.50        434,531.24   

GNMA II JUMBOS 3.5 30 YRS

      108,453.13        108,648.44   

GNMA II POOL 004195

      173,340.08        172,580.78   

GNMA II POOL 004617

      74,944.55        75,709.26   

GNMA II POOL 004696

      156,618.17        158,216.25   

GNMA II POOL 004746

      153,356.42        155,369.47   

GNMA II POOL 004772

      1,675,392.26        1,736,038.44   

GNMA II POOL 004837

      64,423.23        65,228.35   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

GNMA II POOL 004855

      197,588.48         203,396.22   

GNMA II POOL 004883

      81,091.26         84,533.85   

GNMA II POOL 004978

      1,056,849.04         1,098,292.18   

GNMA II POOL 005240

      89,957.53         90,752.80   

GNMA II POOL 892994

      94,530.30         96,444.86   

GNMA POOL 459066

      18,040.14         19,104.09   

GNMA POOL 471901

      1,327.16         1,629.54   

GNMA POOL 486470

      2,191.88         2,697.77   

GNMA POOL 486516

      3,086.07         3,779.06   

GNMA POOL 662536

      68,733.82         74,473.21   

GNMA POOL 733600

      77,891.95         81,786.49   

GNMA POOL 733627

      237,888.91         248,718.24   

GNMA POOL 781001

      6,124.70         7,428.88   

GNMA REMIC TRUST 2010 H20 10/60 VAR

      498,057.54         497,545.04   

GNR 2010 H26 LF 08/58 VAR

      275,345.25         275,394.81   

GNR 2011 H09 AF 03/61 VAR

      94,529.11         95,244.32   

GO SOLAR USA INC MONTH END PRICE 0.0003

      13,601.80         15.21   

GOIP GLOBAL INC NEW MONTH END PRICE 0.0001

      238.88         10.00   

GOL LINHAS AEREAS ADR MONTH END PRICE 6.5600

      10,211.74         7,216.00   

GOLAR LNG LTD MONTH END PRICE 36.7800

      4,056.06         3,678.00   

GOLAR LNG PARTNERS LP F MONTH END PRICE 29.8500

      2,712.45         2,985.00   

GOLD AMERN MNG CORP MONTH END PRICE 0.0100

      1,501.73         27.00   

GOLD BULLION DEV CORP MONTH END PRICE 0.0800

      2,302.33         320.00   

GOLD CANYON RES INC MONTH END PRICE 1.0210

      20,088.88         10,214.08   

GOLD FIELDS LTD NEW ADRF MONTH END PRICE 12.4900

      13,282.56         12,802.25   

GOLD HILL RESOURCES INC MONTH END PRICE 0.4100

      58.25         0.82   

GOLD RESOURCE CORP MONTH END PRICE 15.4100

      301,995.54         232,327.25   

GOLDCORP INC NEW MONTH END PRICE 36.7000

      637,543.05         550,096.30   

GOLDEN APPLE OIL & GAS MONTH END PRICE 0.0001

      1,482.95         0.10   

GOLDEN EAGLE INTL NEW MONTH END PRICE 0.0200

      294.02         0.34   

GOLDEN GOLIATH RES LTD MONTH END PRICE 0.1435

      38,293.38         10,762.50   

GOLDEN MINERALS CO MONTH END PRICE 4.5900

      94,741.43         69,882.75   

GOLDEN PHOENIX MINERALS INC MONTH END PRICE 0.0048

      45.45         2.40   

GOLDEN QUEEN MINING LTD MONTH END PRICE 2.2726

      49,129.73         35,425.29   

GOLDEN STAR RES LTD CDA MONTH END PRICE 1.8400

      4,979.32         5,152.00   

GOLDEN VALLEY MINES MONTH END PRICE 0.1158

      6,085.70         1,737.00   

GOLDLAND HOLDINGS CO MONTH END PRICE 0.0160

      63,616.37         15,291.20   

GOLDMAN SACHS 4% 6/15/17 MONTH END PRICE 104.4869

      3,000.00         3,134.61   

GOLDMAN SACHS 4% 12/15/15 MONTH END PRICE 106.7064

      10,000.00         10,670.64   

GOLDMAN SACHS 4.2% 11/15/17 MONTH END PRICE 106.8410

      2,000.00         2,136.82   

GOLDMAN SACHS 5.25% 10/15/13 MONTH END PRICE 103.3985

      2,091.48         2,067.97   

GOLDMAN SACHS 5.95% 1/18/18 MONTH END PRICE 116.7385

      4,782.50         5,836.93   

GOLDMAN SACHS 3.625% 2/07/16 MONTH END PRICE 105.8260

      29,168.40         31,747.80   

GOLDMAN SACHS 6.20% PFD MONTH END PRICE 25.1500

      77,826.76         78,340.02   

GOLDMAN SACHS ABSOLUTE RETURN MONTH END PRICE 8.9500

      27,249.95         27,326.29   

GOLDMAN SACHS BA 5.15% 7/30/15 MONTH END PRICE 1.1006

      45,000.00         49,528.80   

GOLDMAN SACHS BANK 2% 1/18/17 MONTH END PRICE 1.0249

      4,000.00         4,099.48   

GOLDMAN SACHS BANK 3% 1/18/22 MONTH END PRICE 1.0468

      10,000.00         10,468.50   

GOLDMAN SACHS BK 5% 1/16/18 MONTH END PRICE 1.1654

      30,000.00         34,962.90   

GOLDMAN SACHS BK 5% 2/27/18 MONTH END PRICE 1.1576

      25,000.00         28,940.50   

GOLDMAN SACHS BK 5% 10/08/13 MONTH END PRICE 1.0339

      190,000.00         196,444.80   

GOLDMAN SACHS BK 5% 10/15/13 MONTH END PRICE 1.0347

      20,000.00         20,694.40   

GOLDMAN SACHS BK 2.5% 10/11/22 MONTH END PRICE 0.9952

      4,000.00         3,980.88   

GOLDMAN SACHS BK 2.5% 10/31/22 MONTH END PRICE 0.9968

      3,000.00         2,990.52   

 

94

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

GOLDMAN SACHS BK 4.4% 1/30/18 MONTH END PRICE 1.1593

      15,000.00         17,389.65   

GOLDMAN SACHS BK 5.2% 10/24/14 MONTH END PRICE 1.0762

      10,000.00         10,761.80   

GOLDMAN SACHS BK 2.05% 1/11/17 MONTH END PRICE 1.0250

      14,000.00         14,349.44   

GOLDMAN SACHS BK 2.05% 11/30/16 MONTH END PRICE 1.0271

      3,000.00         3,081.45   

GOLDMAN SACHS BK 4.75% 3/19/18 MONTH END PRICE 1.1652

      10,000.00         11,651.80   

GOLDMAN SACHS BK 4.75% 4/02/18 MONTH END PRICE 1.0888

      10,000.00         10,887.90   

GOLDMAN SACHS BK 5.15% 10/01/15 MONTH END PRICE 1.0846

      10,000.00         10,846.20   

GOLDMAN SACHS BK 5.15% 12/05/17 MONTH END PRICE 1.1612

      10,000.00         11,612.50   

GOLDMAN SACHS BK 5.35% 10/22/18 MONTH END PRICE 1.1848

      15,000.00         17,771.40   

GOLDMAN SACHS BK .5000% 07/18/13 MONTH END PRICE 1.0003

      13,000.00         13,003.38   

GOLDMAN SACHS BK 1.1000% 01/06/14 MONTH END PRICE 1.0049

      7,000.00         7,034.58   

GOLDMAN SACHS BK 1.3000% 01/26/15 MONTH END PRICE 1.0065

      10,000.00         10,064.90   

GOLDMAN SACHS BK 1.9000% 01/25/17 MONTH END PRICE 1.0248

      10,000.00         10,248.10   

GOLDMAN SACHS BK 2.4000% 01/25/19 MONTH END PRICE 1.0314

      5,000.00         5,156.85   

GOLDMAN SACHS BK 2.6000% 08/22/22 MONTH END PRICE 1.0061

      2,000.00         2,012.22   

GOLDMAN SACHS BK 2.6000% 09/06/22 MONTH END PRICE 1.0088

      4,000.00         4,035.40   

GOLDMAN SACHS BK .5500% 08/15/13 MONTH END PRICE 1.0009

      200,000.00         200,172.00   

GOLDMAN SACHS BK .5500% 11/04/13 MONTH END PRICE 1.0001

      107,000.00         107,012.84   

GOLDMAN SACHS BK .9500% 01/27/14 MONTH END PRICE 1.0038

      10,000.00         10,038.20   

GOLDMAN SACHS BK .9500% 06/27/14 MONTH END PRICE 1.0024

      20,000.00         20,048.40   

GOLDMAN SACHS BK 1.0500% 03/02/15 MONTH END PRICE 1.0000

      103,000.00         103,000.00   

GOLDMAN SACHS BK 1.0500% 05/18/15 MONTH END PRICE 1.0023

      8,000.00         8,018.08   

GOLDMAN SACHS BK 2.1500% 07/05/19 MONTH END PRICE 1.0087

      30,000.00         30,261.90   

GOLDMAN SACHS BK 1.0000% 02/23/15 MONTH END PRICE 1.0056

      90,000.00         90,506.70   

GOLDMAN SACHS GP 4% 8/15/21 MONTH END PRICE 101.1778

      3,000.00         3,035.33   

GOLDMAN SACHS GP 5% 8/15/22 MONTH END PRICE 105.7329

      2,000.00         2,114.66   

GOLDMAN SACHS GP 5.75% 1/24/22 MONTH END PRICE 117.5004

      121,911.60         141,000.48   

GOLDMAN SACHS GP DEP SHS MONTH END PRICE 20.6900

      5,136.53         6,512.00   

GOLDMAN SACHS GROUP 5.5% 11/15/14 MONTH END PRICE 107.8042

      20,032.76         21,560.84   

GOLDMAN SACHS GROUP 5.625% 1/15/17 MONTH END PRICE 109.5650

      131,047.70         142,434.50   

GOLDMAN SACHS GROUP INC COMMON STOCK USD.01

      1,597,044.62         1,732,264.80   

GOLDMAN SACHS GROUP INC COMMON STOCK USD.01

      1,124,836.12         994,968.00   

GOLDMAN SACHS GROUP INC COMMON STOCK USD.01

      1,121,693.73         1,321,904.28   

GOLDMAN SACHS GROUP INC SR UNSECURED 01/22 5.75

      109,191.00         118,221.20   

GOLDMAN SACHS GROUP INC SR UNSECURED 02/19 7.5

      164,571.40         176,155.70   

GOLDMAN SACHS GROUP INC SR UNSECURED 02/41 6.25

      358,580.10         441,691.56   

GOLDMAN SACHS GROUP INC SR UNSECURED 05/14 6.

      162,593.20         170,279.68   

GOLDMAN SACHS GROUP INC SR UNSECURED 06/20 6.

      185,029.60         201,996.04   

GOLDMAN SACHS GROUP INC SR UNSECURED 07/13 4.75

      10,428.10         10,209.72   

GOLDMAN SACHS GROUP INC SR UNSECURED 10/13 5.25

      31,831.30         31,050.36   

GOLDMAN SACHS GROUP INC MONTH END PRICE 127.5600

      1,273,438.92         1,463,712.90   

GOLDMAN SACHS GROWTH OPP FD CL A MONTH END PRICE 22.9100

      4,712.56         5,474.62   

GOLDMAN SACHS GRP INC 5.15% 2/15/24 MONTH END PRICE 105.2260

      10,010.00         10,522.60   

GOLDMAN SACHS GRP INC MTN BE MONTH END PRICE 125.5339

      2,217.62         2,510.68   

GOLDMAN SACHS HIGH YIELD FUND CL A MONTH END PRICE 7.2900

      45,086.45         44,677.74   

GOLDMAN SACHS MID CAP VALUE A MONTH END PRICE 39.0300

      13,014.78         13,420.86   

GOLDMAN SACHS REAL ESTATE SEC CL A MONTH END PRICE 15.4400

      30,253.86         36,472.58   

GOLDMAN SACHS SATELLITE STRATEGIES A MONTH END PRICE 8.2200

      32,729.73         35,852.92   

GOLDMAN SACHS SER D PFD MONTH END PRICE 20.8420

      2,238.02         2,084.20   

GOLDMAN SACHS SHORTDUR GOVT FD CL A MONTH END PRICE 10.2700

      14,124.87         14,074.23   

GOLDMAN SACHS SMALL-CAP VALUE FUND A MONTH END PRICE 42.3100

      18,667.32         24,196.45   

GOLDMAN SACHS STRATEGIC INCM A MONTH END PRICE 10.3400

      49,080.81         51,567.02   

GOLDMAN SACHS TR MONTH END PRICE 15.4700

      10,035.01         11,416.97   

GOLDSANDS DEVELOPMENT CO MONTH END PRICE 0.0038

      14,137.43         193.91   

 

95

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GOODHAVEN FD MONTH END PRICE 23.7600

      3,574.78        3,545.85   

GOODYEAR TIRE & RUB 7%28 MONTH END PRICE 101.0000

      4,913.00        5,050.00   

GOODYEAR TIRE & RUBR CO MONTH END PRICE 13.8100

      116,684.92        127,107.24   

GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV

      54,511.98        54,511.98   

GOODYEAR TIRE + RUBBER CO COMMON STOCK NPV

      140,352.55        80,111.81   

GOOG 130104C00725000 MONTH END PRICE 150.0000

      (122.29 )      (150.00 ) 

GOOG 130119P00700000 MONTH END PRICE 1,430.0000

      1,847.71        1,430.00   

GOOGLE INC CL A COMMON STOCK USD.001

      1,382,722.93        1,911,752.15   

GOOGLE INC CL A COMMON STOCK USD.001

      658,373.60        819,322.35   

GOOGLE INC CL A COMMON STOCK USD.001

      1,566,365.93        1,745,050.20   

GOOGLE INC CL A COMMON STOCK USD.001

      1,155,655.16        1,333,615.60   

GOOGLE INC CL A COMMON STOCK USD.001

      2,887,789.10        4,452,006.12   

GOOGLE INC CLASS A MONTH END PRICE 707.3800

      4,085,577.32        4,350,387.00   

GOOGLE INC. 3.625% 5/19/21 MONTH END PRICE 111.5598

      26,769.00        27,889.95   

GORDMANS STORES INC COMMON STOCK

      57,529.12        58,578.00   

GORMAN RUPP CO COM MONTH END PRICE 29.8300

      1,542.79        1,736.09   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 113 BS

      29,123.47        29,855.19   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 121 SE

      19,428.43        22,276.39   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 152 IN

      22,834.27        19,229.45   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 26 QS

      49,882.68        49,679.29   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AS

      76,444.65        69,963.22   

GOVERNMENT NATIONAL MORTGAGE A GNR 2010 93 PS

      46,726.23        35,248.02   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 11 SA

      20,362.02        19,582.84   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 140 AI

      33,970.98        27,419.43   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 141 HS

      122,101.16        124,505.10   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 146 NS

      134,657.10        135,920.64   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 32 SD

      10,441.68        10,706.17   

GOVERNMENT NATIONAL MORTGAGE A GNR 2011 40 SA

      58,758.62        51,280.91   

GOVERNMENT NATL MTG ASSN

      3,076,375.00        3,083,062.79   

GOVERNMENT PPTY INCM MONTH END PRICE 23.9700

      51,652.17        52,887.04   

GOWEST GOLD LTD F MONTH END PRICE 0.1158

      5,201.38        3,474.00   

GRACO INCORPORATED MONTH END PRICE 51.4900

      2,704.62        3,160.19   

GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01

      400,670.01        403,300.50   

GRAFTECH INTERNATIONAL LTD COMMON STOCK USD.01

      1,023,629.95        796,450.41   

GRAFTECH INTERNATIONAL MONTH END PRICE 9.3900

      30,976.03        31,644.30   

GRAHAM CORP COMMON STOCK USD.1

      57,156.66        52,650.00   

GRAHAM CORP MONTH END PRICE 19.5000

      2,264.37        1,950.00   

GRAINGER W W INC MONTH END PRICE 202.3700

      19,970.44        20,237.00   

GRAMERCY CAPITAL CORP MONTH END PRICE 2.9400

      53.41        55.40   

GRAN COL GOLD NEW 15WTF EXP8/24/15 MONTH END PRICE 0.0250

      2,283.30        55.00   

GRAND CANYON ED INC MONTH END PRICE 23.4700

      3,327.35        4,459.30   

GRAND CANYON EDUCATION INC COMMON STOCK USD.01

      464,405.94        634,863.50   

GRAND CAPITAL VENTURES MONTH END PRICE 2.2500

      1,208.68        4.50   

GRANITE CITY FD & BR NEW MONTH END PRICE 2.1170

      3,023.90        2,963.80   

GRANITE CONSTR INC MONTH END PRICE 33.6200

      6,106.91        6,754.33   

GRANITE CONSTRUCTION INC COMMON STOCK USD.01

      933,565.35        1,025,410.00   

GRANITE CONSTRUCTION INC COMMON STOCK USD.01

      966,720.60        1,255,572.52   

GRAPHIC PACKAGING HL MONTH END PRICE 6.4600

      3,834.95        3,876.00   

GRAPHICS TECHNOLOGIES MONTH END PRICE 0.0001

      4,311.15        0.10   

GRAPHITE CORP MONTH END PRICE 0.6400

      11,913.90        9,600.00   

GRAY PUBLISHING & MEDIA INC MONTH END PRICE 0.0000

      0.50        —     

GRAYSTONE PARK ENTERPRISE MONTH END PRICE 0.0000

      217.48        —     

GREAT ATLANTIC & PAC TEA INC MONTH END PRICE 0.7500

      18,712.00        240.00   

GREAT BASIN GOLD LTD MONTH END PRICE 0.0300

      6,089.84        166.50   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GREAT LAKES DREDGE CORP MONTH END PRICE 8.9299

      2,647.85        3,125.47   

GREAT NORTHN IRON ORE PPTYS MONTH END PRICE 67.1968

      12,065.96        9,607.34   

GREAT PANTHER SILVER F MONTH END PRICE 1.5300

      361,719.27        189,846.99   

GREAT PLAINS ENERGY INC MONTH END PRICE 20.3100

      48,278.81        47,704.10   

GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01

      132,141.28        122,160.00   

GREAT WALL BUILDERS MONTH END PRICE 0.0172

      5,333.20        129.00   

GREAT WESTERN MINERALS GROUP MONTH END PRICE 0.2366

      83,020.25        30,831.35   

GREATBATCH INC COMMON STOCK USD.001

      417,588.76        420,644.00   

GREATBATCH INC MONTH END PRICE 23.2400

      2,470.90        2,324.00   

GREEN DOT CORP CLASS A COMMON STOCK USD.001

      531,595.61        508,130.00   

GREEN EARTH TECHNOLOGIES INC MONTH END PRICE 0.1950

      61,097.19        22,425.00   

GREEN EGY SOLUTION INDU MONTH END PRICE 0.0109

      4,876.25        1,092.18   

GREEN ENVIROTECH HLD MONTH END PRICE 0.0037

      766.95        74.00   

GREEN MTN COFFEE INC MONTH END PRICE 41.3400

      158,177.02        184,128.36   

GREEN PLAINS RENEWABLE ENERG COMMON STOCK USD.001

      145,595.52        145,544.00   

GREEN ST ENERGY INC MONTH END PRICE 0.0014

      1,322.38        0.97   

GREEN START PRODUCTS INC MONTH END PRICE 0.0031

      1,419.08        155.00   

GREEN TECH SOLUTIONS NEW MONTH END PRICE 0.0644

      3,578.64        12.94   

GREENBRIER CO MONTH END PRICE 16.1700

      30,903.50        30,723.00   

GREENHAVEN CON CMDTY ETF MONTH END PRICE 28.8300

      30,051.08        25,860.51   

GREENLAND MIN & EGY MONTH END PRICE 0.2803

      536.93        280.30   

GREENLIGHT CAPITAL RE MONTH END PRICE 23.0800

      9,230.95        9,232.00   

GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR4 1A1

      43,274.41        31,937.49   

GREENSHIFT CORP NEW MONTH END PRICE 0.0310

      0.27        0.03   

GREENSPRING FUND MONTH END PRICE 23.2300

      45,230.93        48,039.80   

GREENSTONE HLDGS INC NEW MONTH END PRICE 0.0000

      9,584.95        —     

GREENWAY MEDICAL TECH MONTH END PRICE 15.3600

      1,654.95        1,536.00   

GREIF BROS CORP MONTH END PRICE 48.4900

      24,323.88        26,739.08   

GREIF INC CL A MONTH END PRICE 44.5000

      39,593.12        31,318.22   

GRIFCO INTERNATIONAL INC MONTH END PRICE 0.0000

      348.49        —     

GRIFFON CORP COMMON STOCK USD.25

      143,065.21        157,002.00   

GRIFOLS SA COMMON STOCK EUR.5

      135,022.72        195,091.68   

GROUP 1 AUTOMOTIVE INC MONTH END PRICE 61.9900

      5,972.20        8,678.60   

GROUPE C G I INC MONTH END PRICE 23.1300

      7,625.62        8,789.40   

GROUPON INC CLASS A MONTH END PRICE 4.8600

      101,156.26        111,707.10   

GROWTH FUND OF AMERICA CL A MONTH END PRICE 34.3500

      86,607.66        89,040.94   

GRPN 130119C00005000 MONTH END PRICE 30.0000

      (986.84 )      (1,230.00 ) 

GRPN 130119C00005500 MONTH END PRICE 15.0000

      (320.55 )      (345.00 ) 

GRT VALUE FD ADV CL SHRS MONTH END PRICE 12.3500

      22.01        21.60   

GRUPO AEROPORT DEL ADR MONTH END PRICE 114.0000

      9,908.71        11,058.00   

GRUPO AEROPORT DEL ADR MONTH END PRICE 21.7500

      10,010.06        10,548.75   

GRUPO AEROPORTUARIO ADR MONTH END PRICE 57.1700

      9,975.45        11,090.98   

GRUPO CASA SABA SA ADR MONTH END PRICE 7.1000

      1,645.08        489.90   

GRUPO FIN SANTANDER ADR B ADR

      119,031.36        155,651.60   

GRUPO SIMEC S A ADR MONTH END PRICE 14.3000

      2,679.87        4,290.00   

GRUPO TELEVISA SA DE CV MONTH END PRICE 26.5800

      18,399.18        21,264.00   

GS 130104C00130000 MONTH END PRICE 82.0000

      (170.77 )      (246.00 ) 

GS 130119C00130000 MONTH END PRICE 285.0000

      (652.47 )      (570.00 ) 

GS 130119P00125000 MONTH END PRICE 292.0000

      1,209.23        876.00   

GS 130420C00125000 MONTH END PRICE 945.0000

      (2,004.68 )      (2,835.00 ) 

GS FIN CORP MONTH END PRICE 17.2600

      32,707.19        33,891.40   

GS HIGH QUALITY FLOATING RATE FUND A MONTH END PRICE 8.7700

      14,054.31        14,006.72   

GS MORTGAGE SECURITIES TRUST GSMS 2007 GG10 A4

      69,368.75        69,174.36   

GS MORTGAGE SECURITIES TRUST GSMS 2011 GC5 XA 144A

      15,989.64        15,271.74   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

GS MORTGAGE SECURITIES TRUST GSMS 2012 ALOH A 144A

      127,885.40        136,108.98   

GSAA HOME EQUITY TRUST GSAA 2007 7 A4

      157,379.30        201,308.64   

GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A

      163,395.26        166,752.35   

GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP3 1AF 144A

      283,765.35        256,173.50   

GSV CAPITAL CORP MONTH END PRICE 8.4300

      32,294.48        16,860.00   

GT ADVANCED TECHS IN MONTH END PRICE 3.0300

      14,203.49        8,674.89   

GTX CORPORATION MONTH END PRICE 0.0140

      159.29        14.36   

GUANGDONG INVT LTD ORD F MONTH END PRICE 0.7857

      2,161.85        3,142.80   

GUARD DOG INC MONTH END PRICE 0.0002

      4,076.27        60.00   

GUESS INC MONTH END PRICE 24.5400

      14,341.66        14,282.28   

GUESS? INC COMMON STOCK USD.01

      606,143.40        564,420.00   

GUESS? INC COMMON STOCK USD.01

      761,415.12        721,476.00   

GUGGENHEIM BLT 2015 MONTH END PRICE 26.6000

      15,892.12        16,101.04   

GUGGENHEIM MGD FUTURES STRAT H MONTH END PRICE 21.2300

      153,036.67        132,123.31   

GUGGENHEIM US LONG SHORT MOMENTUM H MONTH END PRICE 12.9000

      15,107.95        12,409.39   

GUIDANCE SOFTWARE LTD MONTH END PRICE 11.8700

      20,326.75        22,374.95   

GUIDEWIRE SOFTWARE I MONTH END PRICE 29.7200

      2,521.85        2,972.00   

GUIDEWIRE SOFTWARE INC COMMON STOCK USD.0001

      244,376.67        251,995.88   

GUINNESS ATKINSON ALTERNATIVE ENERGY MONTH END PRICE 2.4700

      4,802.79        890.61   

GUINNESS ATKINSON ASIA FOCUS FUND MONTH END PRICE 18.5300

      15,486.06        13,955.46   

GUINNESS ATKINSON CHINA & HONG KONG MONTH END PRICE 29.8100

      58,841.45        49,270.03   

GUINNESS ATKINSON GLOBAL ENERGY FD MONTH END PRICE 26.1700

      42,580.94        38,891.84   

GUINNESS ATKINSON MONTH END PRICE 12.7100

      10,249.33        10,346.72   

GULF ALTERN ENERGY CORP MONTH END PRICE 0.0010

      8,214.31        0.18   

GULF KEYSTONE PETE O MONTH END PRICE 2.8731

      54,256.11        74,125.98   

GULF RESOURCES INC MONTH END PRICE 1.1600

      23,599.77        13,995.40   

GULFMARK OFFSHORE CL MONTH END PRICE 34.4500

      8,688.97        6,890.00   

GULFPORT ENERGY CORP COMMON STOCK USD.01

      186,084.30        184,602.60   

GULFPORT ENERGY CP NEW MONTH END PRICE 38.2200

      24,957.11        29,238.30   

GUYANA FRONTIER MINING F MONTH END PRICE 0.0352

      25,326.90        3,590.40   

GVA 130316C00030000 MONTH END PRICE 420.0000

      (591.52 )      (840.00 ) 

GYMBOREE CORP 9.1250% 12/01/18 MONTH END PRICE 89.2500

      38,861.94        35,700.00   

H & Q HEALTHCARE FD MONTH END PRICE 17.3100

      10,457.90        10,386.00   

H C P INC REIT MONTH END PRICE 45.1600

      8,142.06        10,950.31   

H M S HOLDINGS CORP MONTH END PRICE 25.9200

      5,105.26        3,758.40   

H QUOTIENT INC MONTH END PRICE 0.0000

      72.95        —     

H+R BLOCK INC COMMON STOCK NPV

      88,347.97        118,123.77   

HAEMONETICS CORP/MASS COMMON STOCK USD.01

      157,977.12        161,726.40   

HAEMONETICS CORP/MASS COMMON STOCK USD.01

      207,813.48        236,872.00   

HAIN CELESTIAL GROUP MONTH END PRICE 54.2200

      84,941.81        79,432.30   

HAL 130420C00036000 MONTH END PRICE 169.0000

      (1,345.42 )      (1,690.00 ) 

HALCON RESOURCES NEW MONTH END PRICE 6.9200

      42,729.45        32,440.96   

HALF MOON BAY 8.6250% 08/01/39 MONTH END PRICE 116.9980

      5,395.25        5,849.90   

HALLIBURTON CO COMMON STOCK USD2.5

      437,485.43        755,652.27   

HALLIBURTON CO HLDG CO MONTH END PRICE 34.6900

      632,851.37        627,329.07   

HANCOCK HOLDING CO COMMON STOCK USD3.33

      501,131.76        501,492.00   

HANCOCK HOLDING CO MONTH END PRICE 31.7300

      10,295.68        8,662.29   

HANCOCK HORIZON BURKENROAD SM CAP A MONTH END PRICE 41.6200

      24,133.34        26,319.32   

HANCOCK JOHN INCOME SECS TR MONTH END PRICE 16.3400

      57,053.17        81,700.00   

HANCOCK JOHN INVESTRS TR MONTH END PRICE 22.5700

      13,350.80        15,799.00   

HANCOCK JOHN PATRIOT PREM II MONTH END PRICE 13.5700

      17,995.84        25,017.55   

HANCOCK JOHN PFD EQTY FD MONTH END PRICE 21.9100

      31,598.89        31,616.98   

HANDLEMAN CO MONTH END PRICE 0.3761

      4,272.46        376.10   

HANESBRANDS INC 6.375% 12/15/20 MONTH END PRICE 110.0000

      5,088.00        5,500.00   

 

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Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

HANESBRANDS INC COMMON STOCK USD.01

      882,426.81         1,071,018.00   

HANESBRANDS INC MONTH END PRICE 35.8200

      2,234.34         3,904.38   

HANFENG EVERGREEN INC MONTH END PRICE 1.5807

      2,501.75         474.21   

HANGER ORTHOPEDIC GROUP INC MONTH END PRICE 27.3600

      3,806.41         3,830.40   

HANKYU HANSHIN HOLDINGS INC COMMON STOCK

      289,705.69         278,777.27   

HANMI FINANCIAL CORPORATION COMMON STOCK USD.001

      225,815.97         245,979.00   

HANNA INVT TRPALADIN LG/SH MONTH END PRICE 9.7700

      10,030.00         9,770.35   

HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01

      82,187.82         85,228.00   

HANSEN MEDICAL INC MONTH END PRICE 2.0800

      357,978.41         167,284.00   

HANWHA SOLARONE CO ADR F MONTH END PRICE 1.0100

      5,057.71         1,196.85   

HARBOR BOND FUND INST MONTH END PRICE 12.4800

      738,724.90         751,016.66   

HARBOR CAPITAL APPR FD INVESTOR CL MONTH END PRICE 41.9600

      293,830.45         341,535.98   

HARBOR CAPITAL APPRECIATION FD INSTL MONTH END PRICE 42.5200

      68,480.22         104,502.13   

HARBOR COMMODITY REAL RETURN ST INST MONTH END PRICE 7.1200

      35,050.93         33,689.96   

HARBOR DIVERSIFIED INC MONTH END PRICE 0.1699

      5,611.20         356.79   

HARBOR FD MID CAP GROWTH FD INV CL MONTH END PRICE 9.0800

      16,100.42         16,427.84   

HARBOR HIGH YIELD BOND FD INV CL MONTH END PRICE 11.1200

      12,899.62         13,786.46   

HARBOR INTERNATIONAL FD INVESTOR CL MONTH END PRICE 61.5500

      860,872.25         921,673.40   

HARBOR INTERNATIONAL FUND INSTL MONTH END PRICE 62.1200

      289,877.17         302,016.13   

HARBOR SMALL-CAP VALUE MONTH END PRICE 22.0600

      4,531.04         4,614.49   

HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A

      82,322.30         75,198.05   

HARDING LOEVNER EMERGING MARKETS MONTH END PRICE 48.4700

      630,955.34         726,817.88   

HARDING LOEVNER INTL EQUITY I MONTH END PRICE 15.9100

      12,829.24         15,608.62   

HARDINGE INC COMMON STOCK USD.01

      32,084.57         32,802.00   

HARLEY DAVIDSON INC COMMON STOCK USD.01

      203,781.49         265,054.68   

HARLEY DAVIDSON MONTH END PRICE 48.8300

      157,305.87         192,212.43   

HARMAN INTERNATIONAL COMMON STOCK USD.01

      631,488.63         716,472.00   

HARMAN INTERNATIONAL COMMON STOCK USD.01

      43,890.66         49,104.00   

HARMAN INTERNATIONAL COMMON STOCK USD.01

      133,476.16         73,611.36   

HARMAN INTL INDS INC NEW MONTH END PRICE 44.6400

      3,981.95         4,464.00   

HARMONIC ENERGY INC MONTH END PRICE 1.0000

      1,633.90         2,000.00   

HARMONIC INC COMMON STOCK USD.001

      320,923.60         334,113.00   

HARMONIC INC MONTH END PRICE 5.0700

      59,881.53         52,221.00   

HARMONY GLD MNG SP ADR F MONTH END PRICE 8.9600

      13,588.73         15,232.00   

HARRAHS OPER 5.75% 10/01/17 MONTH END PRICE 49.2500

      18,148.96         12,312.50   

HARRIS CORP COMMON STOCK USD1.

      115,121.59         128,568.96   

HARRIS CORP MONTH END PRICE 48.9600

      64,494.09         84,973.25   

HARRIS TEETER SUPERMKTS MONTH END PRICE 38.5600

      3,904.48         3,470.40   

HARRY WINSTON DIAMOND CORP MONTH END PRICE 14.0700

      6,256.95         7,035.00   

HARSCO CORP COMMON STOCK USD1.25

      436,415.15         418,300.00   

HARSCO CORPORATION MONTH END PRICE 23.5000

      3,812.04         2,350.00   

HARTE HANKS INC COMMON STOCK USD1.

      254,355.16         277,890.00   

HARTFORD CAPITAL APPRECIATION FD A MONTH END PRICE 34.4000

      119,595.29         129,081.84   

HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01

      1,148,312.40         1,127,610.00   

HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01

      771,595.20         850,476.00   

HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01

      369,020.83         233,039.40   

HARTFORD FINL 7.25% MONTH END PRICE 20.6500

      9,565.55         10,825.43   

HARTFORD FIN’L SVCS GRP INC. MONTH END PRICE 22.4400

      33,546.29         34,909.70   

HARTFORD FLOATING RATE I MONTH END PRICE 8.9500

      42,993.15         44,481.18   

HARTFORD GROWTH OPPTY I MONTH END PRICE 31.1900

      4,576.19         5,625.15   

HARTFORD HEALTHCARE CL A MONTH END PRICE 20.2500

      57,282.30         75,529.85   

HARTFORD MUT FDS INC MONTH END PRICE 20.7000

      20,000.00         25,679.05   

HARTFORD MUT FDS INCWORLD BD FD A MONTH END PRICE 10.7800

      30,667.37         31,295.03   

HARVEST NATURAL RESOURCE MONTH END PRICE 9.0700

      1,222.63         1,124.68   

 

99

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

HASBRO INC COMMON STOCK USD.5

      59,270.99        94,201.60   

HASBRO MONTH END PRICE 35.9000

      49,919.43        45,763.49   

HATTERAS FINANCIAL C MONTH END PRICE 24.8100

      123,158.53        109,637.68   

HAUPPAGUE DIGITAL INC MONTH END PRICE 0.9150

      2,521.07        915.00   

HAWAIIAN ELEC INDS INC MONTH END PRICE 25.1400

      39,400.02        41,909.32   

HAWAIIAN HLDGS INC MONTH END PRICE 6.5700

      76,459.11        86,198.40   

HAWKER BECHFT NT 9.75%17 MONTH END PRICE 0.0100

      19,404.17        2.50   

HAYNES INTERNATIONAL INC MONTH END PRICE 51.8700

      8,627.92        5,518.43   

HAYS PLC COMMON STOCK GBP.01

      228,086.64        183,257.07   

HBAN 130720C00007000 MONTH END PRICE 22.0000

      (195.43 )      (220.00 ) 

HCA HOLDINGS INC MONTH END PRICE 30.1700

      24,570.26        24,347.19   

HCA INC COMPANY GUAR 02/22 7.5

      52,625.00        57,250.00   

HCA INC SR UNSECURED 02/13 6.25

      20,349.75        20,100.00   

HCA INC SR UNSECURED 11/33 7.5

      19,964.47        20,100.00   

HCA INC SR UNSECURED 11/95 7.5

      92,400.00        181,125.00   

HCA INC. 7.5%33 MONTH END PRICE 100.5000

      14,199.10        15,075.00   

HCC INSURANCE HOLDINGS INC COMMON STOCK USD1.

      511,593.31        638,151.50   

HCC INSURANCE HOLDINGS MONTH END PRICE 37.2100

      17,305.92        19,684.09   

HCP INC REIT USD1.

      364,458.05        477,281.52   

HDFC BANK LIMITED ADR MONTH END PRICE 40.7200

      41,480.75        41,738.00   

HEADWATERS INC MONTH END PRICE 8.5600

      11,924.08        13,327.92   

HEALTH CARE REAL ESTATE INVT TRUST MONTH END PRICE 61.2900

      210,700.41        264,135.85   

HEALTH CARE REIT INC REIT USD1.

      289,091.22        376,933.50   

HEALTH MGMT ASSOC INC NEW MONTH END PRICE 9.3200

      3,887.56        4,660.00   

HEALTHCARE REALTY TRUST MONTH END PRICE 24.0100

      59,166.43        59,629.53   

HEALTHCARE SVC GROUP INC MONTH END PRICE 23.2300

      25,707.26        26,934.24   

HEALTHCARE TR OF AME MONTH END PRICE 9.9000

      2,158.95        1,980.00   

HEALTHMED SVCS LTD NEW MONTH END PRICE 0.0002

      12,862.75        64.00   

HEALTHSOUTH CORP NEW MONTH END PRICE 21.1100

      2,559.95        2,111.00   

HEALTHSTREAM INC COMMON STOCK NPV

      983,736.98        1,028,313.00   

HEALTHWAYS INC COMMON STOCK USD.001

      53,369.10        54,570.00   

HEAR ATLAST HLDGS INC MONTH END PRICE 0.0033

      131,120.23        1,371.81   

HEARTLAND EXPRESS INC MONTH END PRICE 13.0700

      3,454.90        3,463.55   

HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.

      77,131.82        73,220.00   

HEARTLAND FINL USA I MONTH END PRICE 26.1500

      5,098.95        5,249.98   

HEARTLAND SELECT VALUE FUND I MONTH END PRICE 29.1700

      209,946.26        199,740.93   

HEARTLAND VALUE FUND INV MONTH END PRICE 40.6600

      40,970.26        45,258.97   

HEARTLAND VALUE PLUS FUND MONTH END PRICE 29.6900

      159,619.49        180,043.40   

HEARTWARE INTL INC MONTH END PRICE 83.9500

      18,791.41        7,639.45   

HECKMANN CORP MONTH END PRICE 4.0300

      187,754.49        189,792.85   

HECLA MINING CO COMMON STOCK USD.25

      783,941.09        782,490.94   

HECLA MINING COMPANY MONTH END PRICE 5.8300

      324,143.69        282,836.62   

HEELYS INC MONTH END PRICE 2.2300

      225.86        160.56   

HEIDELBERGCEMENT AG COMMON STOCK NPV

      149,063.16        178,295.05   

HEIDRICK & STRUGGLES INTL INC MONTH END PRICE 15.2600

      3,621.88        1,740.79   

HEIDRICK + STRUGGLES INTL COMMON STOCK USD.01

      140,028.88        120,554.00   

HEINEKEN HOLDING NV COMMON STOCK EUR1.6

      129,924.63        165,261.35   

HEINEKEN NV COMMON STOCK EUR1.6

      937,586.28        1,187,445.38   

HEINEKEN NV SENIOR NOTES 144A 10/17 1.4

      59,802.00        59,818.86   

HEINZ H J CO MONTH END PRICE 57.6800

      780,165.79        907,318.33   

HEK 130119C00007000 MONTH END PRICE 5.0000

      (11.53 )      (10.00 ) 

HELEN OF TROY CORPORATION MONTH END PRICE 33.4200

      7,866.75        8,355.00   

HELIOS HIGH INCOME FD INC MONTH END PRICE 8.3600

      11,484.28        12,870.80   

HELIX ENERGY SOL GROUP INC MONTH END PRICE 20.6400

      29,389.58        37,152.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

HELLIX VENTURES INC MONTH END PRICE 0.0860

      1,101.13         172.00   

HELMERICH & PAYNE INC MONTH END PRICE 56.0100

      47,571.93         48,014.29   

HELMERICH + PAYNE COMMON STOCK USD.1

      100,065.93         138,064.65   

HELVETIA HOLDING AG REG COMMON STOCK CHF.1

      411,412.30         493,830.90   

HEMISPHERX BIOPHARMA INC MONTH END PRICE 0.2508

      1,450.53         1,254.00   

HENDERSON EUROPEAN FOCUS FUND CL A MONTH END PRICE 26.2100

      5,637.40         5,885.35   

HENDERSON GLOBAL TECH CL A MONTH END PRICE 20.6200

      18,588.74         18,950.71   

HENKEL AG + CO KGAA COMMON STOCK NPV

      167,480.80         209,719.33   

HENKEL AG + CO KGAA VORZUG PREFERENCE

      180,557.45         226,495.76   

HENNES + MAURITZ AB B SHS COMMON STOCK NPV

      418,433.78         438,189.09   

HENNES + MAURITZ AB B SHS COMMON STOCK NPV

      306,644.67         308,539.33   

HENNESSY CORNERSTONE GROWTH INV MONTH END PRICE 12.5100

      71,200.64         68,142.22   

HENNESSY CORNERSTONE LRG GROWTH INV MONTH END PRICE 10.7800

      5,055.30         4,991.18   

HENNESSY CORNERSTONE MID CAP 30 INV MONTH END PRICE 14.1700

      80,417.42         90,518.17   

HENNESSY EQTY AND INCM FD INV CL MONTH END PRICE 14.0900

      20,590.97         23,905.84   

HENNESSY FOCUS FD INV CL MONTH END PRICE 49.5700

      178,824.30         201,306.84   

HENNESSY GAS UTILITY INDEX FD INV CL MONTH END PRICE 22.1300

      110,567.08         122,224.76   

HENNESSY SM CAP FINANCIAL FD INV CL MONTH END PRICE 19.9100

      18,916.82         20,329.48   

HENRY JACK & ASSOCIATES MONTH END PRICE 39.2600

      4,507.32         5,889.00   

HENSSLER EQUITY FUND MONTH END PRICE 13.5700

      71,519.33         66,235.43   

HERBALIFE LTD MONTH END PRICE 32.9400

      159,221.14         147,702.96   

HERCULES OFFSHORE INC MONTH END PRICE 6.1700

      46,897.90         57,269.94   

HERCULES TECH GROWTH MONTH END PRICE 11.1300

      21,355.97         26,509.26   

HERITAGE FINANCIAL CORP COMMON STOCK NPV

      78,240.78         80,795.00   

HERITAGE WORLDWIDE INC MONTH END PRICE 0.0015

      596.86         0.26   

HERSHEY CO/THE COMMON STOCK USD1.

      106,563.96         259,558.68   

HERTZ GLOBAL HOLDGS INC MONTH END PRICE 16.2700

      26,446.57         26,796.69   

HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01

      1,069,953.97         1,322,751.00   

HERTZ GLOBAL HOLDINGS INC COMMON STOCK USD.01

      128,902.56         139,027.15   

HERTZ VEHICLE FINANCING LLC HERTZ 2009 2A A2 144A

      99,993.90         108,766.80   

HERZFELD CARIBBEAN BASIN FD MONTH END PRICE 7.6390

      7,406.95         7,639.00   

HESS CORP COMMON STOCK USD1.

      255,663.97         373,209.12   

HESS CORP SR UNSECURED 08/31 7.3

      114,653.04         141,406.97   

HESS CORP SR UNSECURED 10/29 7.875

      57,790.80         69,519.70   

HESS CORPORATION MONTH END PRICE 52.9600

      304,537.58         308,865.32   

HEWLETT PACKARD CO COMMON STOCK USD.01

      1,094,552.45         659,133.75   

HEWLETT-PACKARD COMPANY MONTH END PRICE 14.2500

      359,547.52         238,067.62   

HEXCEL CORP MONTH END PRICE 26.9600

      18,099.07         19,465.12   

HFF INC MONTH END PRICE 14.9000

      3,396.56         3,352.50   

HHGREGG INC COMMON STOCK USD.0001

      163,966.36         148,122.00   

HHGREGG INC MONTH END PRICE 7.0200

      3,554.95         2,106.00   

HIBBETT SPORTS INC COMMON STOCK USD.01

      248,792.88         252,960.00   

HIBBETT SPORTS INC COMMON STOCK USD.01

      890,699.58         812,897.50   

HIBBETT SPORTS INC MONTH END PRICE 52.7000

      6,569.00         6,587.50   

HICKORY TECH CORP MONTH END PRICE 9.7300

      19,926.96         19,200.23   

HIENERGY TECH INC MONTH END PRICE 0.0000

      26,581.54         —     

HIGHLINE TECHNICAL INNOV MONTH END PRICE 0.0119

      6,370.50         0.89   

HIGHMARK GENEVA MID CAP GWTH A MONTH END PRICE 23.8600

      4,320.86         5,306.03   

HII TECHNOLOGIES INC XXX MONTH END PRICE 0.1025

      6,877.00         3,075.00   

HILL INTERNATIONAL INC MONTH END PRICE 3.6600

      24,574.81         20,862.00   

HILLENBRAND INC MONTH END PRICE 22.6100

      28,601.48         30,230.85   

HILLSHIRE BRANDS CO MONTH END PRICE 28.1400

      2,008.19         1,578.38   

HILLTOP HOLDINGS INC MONTH END PRICE 13.5400

      5,062.43         7,717.80   

HIMAX TECHNOLOGIES ADR MONTH END PRICE 2.4000

      2,257.60         2,400.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

HINO MOTORS LTD COMMON STOCK

      147,279.40        251,084.14   

HITACHI HIGH TECHNOLOGIES CO COMMON STOCK

      146,262.43        136,545.91   

HI-TECH PHARMACAL INC MONTH END PRICE 34.9800

      5,834.09        5,946.60   

HITOR GROUP INC NEW MONTH END PRICE 0.0900

      15,906.95        2,700.00   

HITTITE MICROWAVE CORP COMMON STOCK USD.01

      1,081,216.65        1,206,292.50   

HITTITE MICROWAVE CORP MONTH END PRICE 62.0600

      4,336.50        4,344.20   

HJ HEINZ CO COMMON STOCK USD.25

      253,818.45        430,811.92   

HKN INC NEW MONTH END PRICE 75.5000

      11,736.60        1,887.50   

HL 130119C00005000 MONTH END PRICE 85.0000

      (15,395.79 )      (4,250.00 ) 

HL 130119C00007500 MONTH END PRICE 2.0000

      (3,292.35 )      (20.00 ) 

HLF 130119C00027500 MONTH END PRICE 620.0000

      (2,946.90 )      (4,960.00 ) 

HODGES EQTY INCM FD MONTH END PRICE 12.5300

      10,793.75        12,434.40   

HODGES FUND MONTH END PRICE 22.6800

      15,183.38        17,126.26   

HODGES SMALL CAP FD MONTH END PRICE 13.2000

      120,963.87        122,652.27   

HOKU CORPORATION MONTH END PRICE 0.0380

      3,046.95        76.00   

HOLLOMAN ENERGY CORP MONTH END PRICE 0.4200

      78,395.55        71,820.00   

HOLLY ENERGY PARTNERS MONTH END PRICE 65.7800

      2,909.62        3,733.69   

HOLLYFRONTIER CORP COMMON STOCK USD.01

      162,706.07        163,623.25   

HOLLYFRONTIER CORP MONTH END PRICE 46.5500

      154,664.87        217,716.40   

HOLOGIC INC COMMON STOCK USD.01

      1,004,670.05        1,141,549.76   

HOLOGIC INC MONTH END PRICE 20.0101

      33,176.37        34,017.17   

HOME DEPOT INC COMMON STOCK USD.05

      1,170,175.56        1,604,017.90   

HOME DEPOT INC COMMON STOCK USD.05

      879,630.01        2,178,975.50   

HOME DEPOT INC MONTH END PRICE 61.8500

      918,837.20        1,070,944.55   

HOME FEDERAL BANCORP NEW MONTH END PRICE 12.4300

      2,606.95        3,107.50   

HOME INNS & HOTEL MGMT MONTH END PRICE 28.9000

      46,287.09        37,656.70   

HOME LN SERVICING SOLUTIONS MONTH END PRICE 18.9000

      12,874.21        13,702.50   

HOME SOLUTIONS AMER INC MONTH END PRICE 0.0000

      1,408.62        —     

HOMEOWNERS CHOICE IN MONTH END PRICE 20.7900

      4,398.57        4,158.00   

HOMEOWNERS CHOICE INC COMMON STOCK NPV

      613,368.49        619,542.00   

HOMESTEAD SMALL COMPANY STOCK FD MONTH END PRICE 27.1000

      44,185.55        48,457.92   

HOMESTREET INC COMMON STOCK

      247,116.38        263,165.00   

HOMESTREET INC MONTH END PRICE 25.5500

      12,381.95        12,775.00   

HON HAI PRECISION INDUSTRY COMMON STOCK TWD10.

      391,708.48        414,005.56   

HONDA MOTOR CO LTD COMMON STOCK

      980,936.42        987,805.46   

HONDA MOTOR CO LTD COMMON STOCK

      233,801.52        280,123.94   

HONDA MTR CO LTDADR REP MONTH END PRICE 36.9400

      90,523.24        106,571.90   

HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.

      1,057,112.58        1,123,419.00   

HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.

      1,250,702.56        1,267,876.72   

HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.

      589,475.11        1,163,468.57   

HONEYWELL INTERNATIONAL MONTH END PRICE 63.4700

      130,799.30        153,183.65   

HONEYWELL INTL INC 3.875% 2/15/14 MONTH END PRICE 103.7879

      41,788.52        41,515.16   

HONG KONG DOLLAR

      2,252.07        2,251.84   

HONG KONG DOLLAR

      20,708.39        20,706.79   

HOOKER FURNITURE CORP MONTH END PRICE 14.5300

      2,458.95        2,906.00   

HOOPER HOLMES INC MONTH END PRICE 0.3970

      715.36        397.00   

HOPEWELL HOLDINGS LTD COMMON STOCK HKD2.5

      140,384.21        159,984.80   

HORACE MANN EDUCATORS COMMON STOCK USD.001

      588,952.92        638,720.00   

HORIYOSHI WORLDWIDE NEW MONTH END PRICE 0.0350

      241.30        0.88   

HORIZON LINES INC NEW MONTH END PRICE 1.5000

      9,566.25        300.00   

HORIZON NORTH LOGIST MONTH END PRICE 6.9167

      411,911.42        366,232.35   

HORIZON PHARMA INC MONTH END PRICE 2.3300

      1,980.14        1,456.25   

HORIZON TECH FINANCE MONTH END PRICE 14.9185

      8,131.95        7,459.25   

HORMEL FOODS CORP COMMON STOCK USD.0586

      53,939.62        99,435.06   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

HORMEL FOODS CORP MONTH END PRICE 31.2100

      23,076.69        27,478.41   

HORNE INTERNATIONAL INC MONTH END PRICE 0.0210

      819.54        12.60   

HORSEHEAD HLDG CORP MONTH END PRICE 10.2100

      32,963.59        28,588.00   

HOSPIRA INC COMMON STOCK USD.01

      614,527.83        607,618.00   

HOSPIRA INC COMMON STOCK USD.01

      102,005.02        121,992.20   

HOSPITALITY PPTYS 7%C PFD MONTH END PRICE 25.2200

      2,065.21        2,673.32   

HOSPITALITY PROPERTIES TRUST REIT USD.01

      82,295.64        84,312.00   

HOSPITALITY PROPERTIES TRUST REIT USD.01

      931,902.97        931,179.20   

HOSPITALITY PROPERTIES TRUST MONTH END PRICE 23.4200

      37,869.46        42,754.43   

HOST HOTELS + RESORTS INC REIT USD.01

      333,931.79        267,173.50   

HOST MARRIOTT CORP REIT MONTH END PRICE 15.6700

      4,977.21        5,275.67   

HOT 130119C00057500 MONTH END PRICE 130.0000

      (112.29 )      (130.00 ) 

HOT 130119P00035000 MONTH END PRICE 3.0000

      8.28        9.00   

HOT TOPIC INC MONTH END PRICE 9.6300

      966.41        1,075.07   

HOTCHKIS & WILEY SMALL CAP VALUE A MONTH END PRICE 45.6900

      42,116.25        44,105.56   

HOVNANIAN ENTERPRISES INC MONTH END PRICE 7.0000

      17,928.32        44,380.00   

HOWARD HUGHES CORP MONTH END PRICE 73.0200

      39,532.84        54,691.98   

HOYA CORP COMMON STOCK

      627,729.94        500,099.36   

HPC POS SYSTEMS CORP MONTH END PRICE 0.0004

      358.96        7.60   

HPQ 140118C00020000 MONTH END PRICE 70.0000

      (212.29 )      (70.00 ) 

HPQ 150117C00025000 MONTH END PRICE 81.0000

      (86.29 )      (81.00 ) 

HRT PARTICIPACOES GDR F MONTH END PRICE 1.2700

      15,008.79        9,525.00   

HSBC FINANCE 6.36% B PFD MONTH END PRICE 25.0600

      25,006.95        25,060.00   

HSBC FINANCE CORP SR SUBORDINA 01/21 6.676

      404,377.92        474,548.40   

HSBC FINANCE CP 5.5% 2/15/13 MONTH END PRICE 100.3247

      5,305.00        5,016.24   

HSBC FINANCE CP 5.25% 7/15/14 MONTH END PRICE 102.5697

      2,000.00        2,051.39   

HSBC FINANCE CP 4.9500% 03/15/14 MONTH END PRICE 103.1800

      3,152.85        3,095.40   

HSBC HLDGS PLC 8% PF MONTH END PRICE 27.5600

      5,426.95        5,512.00   

HSBC HLDGS PLC ADR NEW MONTH END PRICE 53.0700

      228,085.76        259,140.81   

HSBC HOLDINGS 8.125% PFD MONTH END PRICE 25.3700

      2,636.95        2,537.00   

HSBC HOLDINGS PLC COMMON STOCK USD.5

      718,038.03        738,854.39   

HSBC HOLDINGS PLC COMMON STOCK USD.5

      1,552,617.80        1,563,096.71   

HSBC HOLDINGS PLC COMMON STOCK USD.5

      139,536.56        148,974.63   

HSBC HOLDINGS PLC SPONS ADR ADR

      426,838.45        467,812.05   

HSBC USA INC 6/26/14 MONTH END PRICE 100.0000

      100,013.00        100,000.00   

HSBC USA INC 6/26/14 MONTH END PRICE 100.0000

      25,013.00        25,000.00   

HUANENG PWR INTL SP ADR MONTH END PRICE 37.1500

      3,677.71        5,238.15   

HUB GROUP INC CL A COMMON STOCK USD.01

      485,430.00        493,920.00   

HUBBELL INC MONTH END PRICE 84.6300

      1,463.71        3,046.68   

HUDSON CITY BANCORP INC COMMON STOCK USD.01

      148,278.90        90,568.20   

HUDSON CITY BANCORP INC MONTH END PRICE 8.1300

      23,795.53        25,418.58   

HUDSON PAC PPTYS INC MONTH END PRICE 21.0600

      4,553.76        6,318.00   

HUDSON RESOURCES INC MONTH END PRICE 0.2660

      45,819.87        10,640.00   

HUDSON VALLEY HOLDING CORP COMMON STOCK USD.2

      55,631.12        56,160.99   

HUGOTON ROYALTY TR SBI MONTH END PRICE 7.3100

      52,160.99        26,084.46   

HUMANA INC COMMON STOCK USD.166

      122,697.72        123,534.00   

HUMANA INC COMMON STOCK USD.166

      123,511.33        256,195.79   

HUMANA INC SR UNSECURED 12/22 3.15

      49,805.00        49,721.45   

HUMANA INC MONTH END PRICE 68.6300

      93,357.98        84,365.69   

HUMATECH INC MONTH END PRICE 0.0006

      1,117.40        3.00   

HUMITECH INTL GROUP INC MONTH END PRICE 0.0000

      764.83        —     

HUNT GOLD CORPORATION MONTH END PRICE 0.0001

      0.07        —     

HUNTINGTON 7.875% PFD MONTH END PRICE 26.5800

      9,429.40        8,771.40   

HUNTINGTON BANCSHARES INC COMMON STOCK USD.01

      217,179.81        126,579.51   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

HUNTINGTON BANCSHARES INC MONTH END PRICE 6.3900

      228,284.64        227,043.21   

HUNTINGTON INGALLS W I MONTH END PRICE 43.3400

      5,520.60        5,765.37   

HUNTINGTON INGALLS INDUSTRIE COMMON STOCK USD.01

      552,036.44        589,424.00   

HUNTSMAN CORP COMMON STOCK USD.01

      296,726.97        435,660.00   

HUNTSMAN CORP MONTH END PRICE 15.9000

      154,613.44        186,685.07   

HUNTSMAN INTL LLC 8.625% DUE 3/15/21 MONTH END PRICE 113.5000

      5,575.50        5,675.00   

HURCO COMPANIES INC COMMON STOCK NPV

      20,969.64        20,700.00   

HUSKY ENERGY INC MONTH END PRICE 29.6500

      13,954.73        16,307.50   

HUSSMAN STRATEGIC GROWTH MONTH END PRICE 10.7100

      180,640.93        145,436.58   

HUSSMAN STRATEGIC TOTAL RETURN FD MONTH END PRICE 12.1100

      440,140.13        441,407.65   

HUTCHISON TELECOMMUNICATIONS MONTH END PRICE 6.8900

      —          1,384.89   

HUTCHISON WHAMPOA LTD MONTH END PRICE 21.1800

      1,432.80        1,524.96   

HUTTIG BLDG PRODS INC MONTH END PRICE 1.6000

      10,732.10        13,102.40   

HYATT HOTELS CORP CL A COMMON STOCK USD.01

      89,978.64        92,568.00   

HYATT HOTELS MONTH END PRICE 38.5700

      2,116.73        1,928.50   

HYDRO QUEBEC LOCAL GOVT G 06/17 1.375

      599,304.00        608,040.00   

HYDROGEN HYBRID TECHS MONTH END PRICE 0.0001

      7,073.90        0.30   

HYDROGENETICS INC MONTH END PRICE 0.0001

      1,372.35        5.00   

HYDROGENICS CORP NEW MONTH END PRICE 6.7700

      5,819.95        6,770.00   

HYFLUX LTD ORD MONTH END PRICE 1.0479

      9,193.74        7,597.28   

HYPERDYNAMICS CORP MONTH END PRICE 0.5979

      88,351.47        18,385.43   

HYPERTENSION DIAGNOSTICS MONTH END PRICE 0.0071

      7,932.85        213.00   

HYSTER-YALE MH CL A MONTH END PRICE 48.8000

      5,982.20        31,720.00   

HYSTER-YALE MH CL B MONTH END PRICE 48.8000

      —          6,832.00   

HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/17 2.125

      49,931.50        50,358.00   

I B I Z TECH CORP NEW MONTH END PRICE 0.0000

      4,825.82        —     

I C U MEDICAL INC MONTH END PRICE 60.9300

      13,481.91        19,192.95   

I LEVEL MEDIA GROUP NEW MONTH END PRICE 0.2110

      9,921.18        26.38   

I N G GROEP N V ADR MONTH END PRICE 9.4900

      988.87        949.00   

I T T CORPORATION NEW MONTH END PRICE 23.4600

      11,845.84        10,588.96   

IAC INTERACTIVE CORP NEW MONTH END PRICE 47.2420

      19,607.46        18,849.56   

IAMGOLD CORP COMMON STOCK NPV

      930,243.95        860,295.88   

IAMGOLD CORPORATION MONTH END PRICE 11.4700

      59,758.48        46,510.85   

IBC ADV ALLOYS CORP MONTH END PRICE 0.3280

      24,171.50        7,652.90   

IBERIABANK 3.8% 1/15/20 MONTH END PRICE 1.1033

      10,000.00        11,033.00   

IBERIABANK CORP COMMON STOCK USD1.

      1,310,684.90        1,154,320.00   

IBERIABANK CORP COMMON STOCK USD1.

      484,579.89        501,024.00   

IBERIABANK CORP MONTH END PRICE 49.1200

      3,977.25        3,438.40   

IBIO INC MONTH END PRICE 0.6200

      3,283.95        700.60   

IBM 130216C00200000 MONTH END PRICE 158.0000

      (155.29 )      (158.00 ) 

IBM MONTH END PRICE 120.6220

      22,012.68        24,124.40   

IC POTASH CORP MONTH END PRICE 0.7522

      13,237.92        7,522.00   

ICICI BANK LTD SPON ADR ADR

      562,952.44        651,533.40   

ICON ASIA REGIONAL FUND MONTH END PRICE 12.8100

      16,610.04        15,285.88   

ICON ENERGY FD CL S MONTH END PRICE 18.9400

      295,955.77        293,026.35   

ICON EQUITY INCOME FD CL A MONTH END PRICE 12.0800

      22,166.82        22,232.62   

ICON HEALTHCARE FD CL S MONTH END PRICE 17.2800

      12,191.64        12,408.80   

ICON INDUSTRIALS FD CL S MONTH END PRICE 8.5600

      8,320.02        10,309.44   

ICON MATERIALS FUND CL S MONTH END PRICE 11.1900

      52,733.89        43,304.39   

ICON MEDIA HLDGS INC MONTH END PRICE 0.0005

      2,406.95        50.00   

ICON PLC SPONSORED ADR ADR

      98,715.90        97,298.80   

IDEMITSU KOSAN CO LTD COMMON STOCK

      120,356.96        121,933.92   

IDENIX PHARMACEUTICALS INC MONTH END PRICE 4.8500

      4,201.46        2,667.50   

IDERA PHARMACEUTICALS NEW MONTH END PRICE 0.8900

      4,637.34        1,335.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

IDEX CORP MONTH END PRICE 46.5300

      3,819.99         4,094.64   

IDEXX LABS INC MONTH END PRICE 92.8000

      19,537.91         22,086.40   

IDGLOBAL CORP NEW MONTH END PRICE 0.0008

      7,587.99         83.06   

IDO SECURITY INC NEW MONTH END PRICE 0.1559

      1,226.50         389.75   

IDT CORP MONTH END PRICE 9.5400

      48,619.57         48,081.19   

IELEMENT CORP NEW MONTH END PRICE 0.0012

      13,664.95         5.85   

IFINIX CORP NEW F MONTH END PRICE 0.0360

      201.95         3.60   

IGO INC MONTH END PRICE 0.2850

      2,808.84         270.75   

IGSM GROUP INC NEW MONTH END PRICE 0.0020

      1,006.95         4.00   

IHI CORP COMMON STOCK

      87,938.21         97,674.83   

II-VI INCORPORATED MONTH END PRICE 18.2300

      8,235.84         6,015.90   

ILFC E CAPITAL TRUST II LIMITD GUARA 144A 12/65 VAR

      19,974.80         17,100.00   

ILLINOIS TOOL WKS INC MONTH END PRICE 60.8100

      99,799.24         114,634.89   

ILLINOIS TOOL WORKS COMMON STOCK USD.01

      345,958.82         619,045.80   

ILLUMINA INC MONTH END PRICE 55.5900

      57,747.67         74,435.01   

IMAGING DIAGNOSTIC NEW MONTH END PRICE 0.0230

      2,113.90         690.00   

IMAGING DIAGNOSTIC SYS MONTH END PRICE 0.0001

      17,359.62         2,015.00   

IMAGING3 INC MONTH END PRICE 0.0040

      12,481.81         164.28   

IMAGINON INC NEW MONTH END PRICE 0.0001

      8,031.64         0.15   

IMATION CORP COMMON STOCK USD.01

      10,111.60         10,741.00   

IMAX CORP MONTH END PRICE 22.4800

      48,361.23         51,097.04   

IMMOFINANZ AG COMMON STOCK

      78,087.72         115,163.99   

IMMUNOCELLULAR THERA MONTH END PRICE 1.9200

      56,253.67         61,056.00   

IMMUNOGEN INC MONTH END PRICE 12.7500

      13,512.57         12,495.00   

IMMUNOVATIVE INC MONTH END PRICE 0.0901

      36,037.85         10,947.15   

IMPAC MTG HLDGS INC NEW MONTH END PRICE 14.1000

      8,234.00         4,850.40   

IMPACT FUSION INTL INC MONTH END PRICE 0.0012

      5,657.18         1,269.61   

IMPALA PLATINUM HLDGS MONTH END PRICE 19.9500

      779.21         598.50   

IMPATH LIQUIDATING TR MONTH END PRICE 0.0000

      2,900.06         —     

IMPAX LABORATORIES INC MONTH END PRICE 20.4900

      18,070.55         15,572.40   

IMPERIAL CREDIT INDS INC MONTH END PRICE 0.0001

      3,502.00         2.00   

IMPERIAL OIL LTD MONTH END PRICE 43.0000

      26,273.85         27,950.00   

IMPERIAL RESOURCES INC MONTH END PRICE 0.0750

      18,589.57         5,632.50   

IMPERIAL TOBACCO GROUP PLC COMMON STOCK GBP.1

      1,176,039.41         1,509,840.48   

IMPLANT SCIENCES CORP MONTH END PRICE 1.0600

      85,639.61         74,730.00   

IMRIS INC F MONTH END PRICE 3.6900

      7,791.05         7,380.00   

IMS CAPITAL VALUE FUND MONTH END PRICE 15.5900

      2,664.57         2,616.49   

IMX RESOURCES LTD 15WTSF 9/14/15 MONTH END PRICE 0.0504

      3,745.23         75.60   

IMX RESOURCES LTD ORD F MONTH END PRICE 0.1713

      —           1,901.43   

INCYTE GENOMICS INC MONTH END PRICE 16.6100

      7,167.72         8,305.00   

INDEPENDENCE ENERGY MONTH END PRICE 0.0050

      244,229.60         2,125.00   

INDEPENDENT BANK CP MONTH END PRICE 3.5044

      12,896.96         12,440.62   

INDIA FUND INC MONTH END PRICE 20.9100

      77,676.65         50,165.68   

INDIGO-ENERGY INC MONTH END PRICE 0.0005

      673,276.22         2,503.48   

INDITEX COMMON STOCK EUR.15

      560,794.83         776,842.61   

INDITEX COMMON STOCK EUR.15

      321,618.28         350,524.84   

INDL AND COMM BANK ORD MONTH END PRICE 0.7096

      6,116.36         7,096.00   

INDUS PENOLES SA ORD MONTH END PRICE 50.1255

      28,599.12         33,132.96   

INDUSTRIAL & COML AD MONTH END PRICE 14.4800

      1,415.22         1,491.44   

INDUSTRY CALIF SA 6.6000% 01/01/19 MONTH END PRICE 109.6700

      5,364.20         5,483.50   

INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1

      38,645.32         33,905.47   

INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR15 2A1

      118,921.83         142,622.05   

INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1

      77,036.57         82,393.97   

INDYMAC MORTGAGE HLDGS INC MONTH END PRICE 0.0000

      1,758.65         —     

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

INDYMAC RESIDENTIAL ASSET BACK INABS 2006 H1 A

      240,482.08        117,243.75   

INERGY LP MONTH END PRICE 18.1900

      43,998.27        28,811.63   

INFINEON TECH AG ADR MONTH END PRICE 8.2700

      9,817.63        8,270.00   

INFINERA CORPORATION MONTH END PRICE 5.8099

      271,179.73        232,029.98   

INFINITY PHARMACEUTICALS MONTH END PRICE 35.0000

      20,095.05        22,750.00   

INFOBLOX INC COMMON STOCK

      126,305.16        120,938.10   

INFORMATICA CORP MONTH END PRICE 30.3200

      1,739.58        1,516.00   

INFOSONICS CORP MONTH END PRICE 0.6500

      4,988.38        325.00   

INFOSYS TECH SPON ADR MONTH END PRICE 42.3000

      1,890.96        1,142.10   

INFRAX SYSTEMS INC NEW MONTH END PRICE 0.0295

      0.10        0.03   

ING CORPORATE LEADERS TRUST FUND MONTH END PRICE 24.8700

      93,193.46        96,259.21   

ING GLOBAL ADV & PREM FD MONTH END PRICE 11.3500

      44.57        30.60   

ING GLOBAL BD CL A MONTH END PRICE 11.6500

      4,369.70        4,305.77   

ING GLOBAL EQTY DIV PREM MONTH END PRICE 8.6700

      54,984.73        42,625.85   

ING GLOBAL REAL ESTATE CL A MONTH END PRICE 18.0500

      108,301.54        120,229.10   

ING GROEP N V 6.375% PFD MONTH END PRICE 24.1900

      17,288.95        24,190.00   

ING GROEP N V 8.50% MONTH END PRICE 25.5900

      52,616.82        54,803.73   

ING GROEP NV 7.375% PFD MONTH END PRICE 24.9900

      65,899.68        80,154.20   

ING GROEP NV CVA DUTCH CERT EUR.24

      1,132,173.93        1,049,027.35   

ING GROEP NV CVA DUTCH CERT EUR.24

      804,628.50        804,327.62   

ING GROEP NV CVA DUTCH CERT EUR.24

      103,902.80        111,271.48   

ING INTL SMALL CAP FD CL W MONTH END PRICE 45.7500

      24,819.45        21,194.28   

ING MUT FD GLOBL R/E FD W MONTH END PRICE 18.0800

      9,755.00        12,680.61   

ING PRIME RATE TRUST MONTH END PRICE 6.2100

      3,701.53        3,943.91   

ING RISK MNGD NATURAL RES MONTH END PRICE 10.3400

      15,281.67        10,340.00   

ING RUSSIA FUND CLASS A MONTH END PRICE 33.3800

      3,851.54        3,361.40   

ING SMID CAP EQTY FD CL A MONTH END PRICE 16.0600

      10,252.52        12,945.23   

ING VALUE CHOICE FD CL A MONTH END PRICE 14.3200

      26,129.59        25,356.55   

INGERSOLL RAND PLC COMMON STOCK USD1.

      269,653.78        314,138.00   

INGERSOLL-RAND PLC MONTH END PRICE 47.9600

      13,227.22        15,917.00   

INGLES MARKETS INC CLASS A COMMON STOCK USD.05

      115,213.88        119,094.00   

INGREDION INC MONTH END PRICE 64.4300

      56,064.79        68,588.13   

INLAND B&T NA 3.1% 9/24/13 MONTH END PRICE 1.0188

      25,000.00        25,469.25   

INLAND REAL ESTATE NEW MONTH END PRICE 8.3800

      6,960.27        6,694.70   

INNERWORKINGS INC COMMON STOCK USD.0001

      196,593.34        195,813.80   

INNERWORKINGS INC COMMON STOCK USD.0001

      709,343.67        813,364.50   

INNODATA CORPORATION NEW MONTH END PRICE 3.7800

      296,008.41        289,170.00   

INNOFONE COM INC NEW MONTH END PRICE 0.0003

      7,979.85        7.50   

INNOPHOS HOLDINGS INC MONTH END PRICE 46.5000

      108.77        105.44   

INNOVATIVE SOLUTIONS & SUPPORT INC MONTH END PRICE 3.4400

      11,717.30        1,806.00   

INNOVEX INC MONTH END PRICE 0.0035

      7,185.18        3.15   

INOLIFE TECHNOLOGIES NEW MONTH END PRICE 0.0001

      123.86        —     

INOVIO BIOMEDICAL CORP MONTH END PRICE 0.4995

      36,096.11        29,970.00   

INPEX CORP COMMON STOCK

      1,024,951.66        667,106.53   

INPEX CORP COMMON STOCK

      156,320.45        133,421.31   

INROB TECH LTD MONTH END PRICE 0.0003

      263.98        0.30   

INSIGHT ENTERPRISES INC COMMON STOCK USD.01

      304,716.78        264,024.00   

INSIGHT ENTERPRISES INC MONTH END PRICE 17.3700

      4,027.97        3,474.00   

INSITE VISION MONTH END PRICE 0.3070

      154,576.65        29,349.20   

INSPERITY INC MONTH END PRICE 32.5600

      13,891.40        16,280.00   

INSPIRATION MNG CORP MONTH END PRICE 0.1021

      19,165.44        510.50   

INSULET CORP COMMON STOCK USD.001

      240,176.89        249,865.50   

INSULET CORP MONTH END PRICE 21.2200

      10,149.53        10,610.00   

INTC 130119C00021000 MONTH END PRICE 35.0000

      (6,246.31 )      (2,240.00 ) 

 

106

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

INTC 140118C00025000 MONTH END PRICE 54.0000

      (168.29 )      (54.00 ) 

INTC 150117C00025000 MONTH END PRICE 118.0000

      (446.81 )      (354.00 ) 

INTECH RISK-MANAGED CORE FD CLASS T MONTH END PRICE 15.4500

      42,350.85        47,310.80   

INTEGRA LIFESCIENCES HLDGS MONTH END PRICE 38.9700

      2,123.42        1,948.50   

INTEGRATED DEVICE TECH MONTH END PRICE 7.3000

      13,995.52        13,870.00   

INTEGRATED SILICON SOLUTION COMMON STOCK USD.0001

      89,910.26        87,300.00   

INTEGRYS ENERGY GROUP INC COMMON STOCK USD1.

      91,086.07        96,659.22   

INTEGRYS ENERGY GROUP INC MONTH END PRICE 52.2200

      70,039.52        102,172.69   

INTEL CORP COMMON STOCK USD.001

      674,593.34        647,782.00   

INTEL CORP COMMON STOCK USD.001

      1,820,269.64        2,418,702.46   

INTEL CORP MONTH END PRICE 20.6200

      3,001,787.50        2,708,994.70   

INTELAKARE MARKETING INC MONTH END PRICE 0.0100

      1,537.95        2.00   

INTELSAT JACKSON HLDG COMPANY GUAR 04/19 7.25

      463,500.00        483,750.00   

INTERACTIVE BROKERS CL A MONTH END PRICE 13.6799

      20,205.35        18,963.85   

INTERACTIVE INTEL GP INC MONTH END PRICE 33.5400

      2,470.75        2,515.50   

INTERCONTINENTAL HOTELS GROU COMMON STOCK GBP.458967

      500,397.16        546,629.10   

INTERCONTINENTALEXCHANGE INC COMMON STOCK USD.01

      250,056.22        215,429.40   

INTERCONTINENTALEXCHANGE MONTH END PRICE 123.8100

      14,860.30        14,238.15   

INTERCONTL HTL NEW ADR F MONTH END PRICE 27.8200

      11,037.03        12,185.16   

INTERDIGITAL INC COMMON STOCK USD.01

      940,820.65        1,311,090.00   

INTERDIGITAL INC MONTH END PRICE 41.0900

      82,947.67        79,870.71   

INTERFACE INC MONTH END PRICE 16.0700

      1,597.55        1,607.00   

INTERMOLECULAR INC MONTH END PRICE 8.9000

      2,978.90        3,560.00   

INTERMUNE INC MONTH END PRICE 9.6900

      12,059.01        7,752.00   

INTERNATIONAL BUSINESS 7.5% 6/15/13 MONTH END PRICE 103.2538

      5,636.45        5,162.69   

INTERNATIONAL ENEXCO LTD MONTH END PRICE 0.5480

      5,220.23        1,096.00   

INTERNATIONAL PAPER CO COMMON STOCK USD1.

      332,915.98        410,710.56   

INTERNATIONAL PAPER CO MONTH END PRICE 39.8400

      112,366.93        144,996.16   

INTERNATIONAL POWER GP MONTH END PRICE 0.0001

      1,379.32        7.44   

INTERNATIONAL RECTIFIER CORPORATION MONTH END PRICE 17.7300

      18,294.90        17,730.00   

INTERNATIONAL STEM CELL CORP MONTH END PRICE 0.2000

      43,118.60        12,100.00   

INTERNET FUND MONTH END PRICE 43.1800

      207,841.55        205,777.31   

INTEROIL CORP MONTH END PRICE 55.5300

      42,476.22        41,647.50   

INTERPUBLIC GROUP COS INC MONTH END PRICE 11.0200

      1,545.13        1,542.80   

INTERPUBLIC GROUP OF COS INC COMMON STOCK USD.1

      147,939.45        113,539.06   

INTERSECTIONS INC MONTH END PRICE 9.4800

      25,963.71        24,570.21   

INTERSTATE P&L 8.375 MONTH END PRICE 25.6500

      22,782.95        20,520.00   

INTERTEK GROUP PLC COMMON STOCK GBP.01

      442,664.87        489,469.21   

INTERXION HOLDING NV COMMON STOCK EUR.1

      240,239.37        257,439.60   

INTESA SANPAOLO COMMON STOCK EUR.52

      486,195.85        479,710.73   

INTESA SANPAOLO SPA ADR MONTH END PRICE 10.6400

      1,714.84        1,830.08   

INTEST CORP MONTH END PRICE 2.7600

      14,680.78        13,938.00   

INTEVAC INC COMMON STOCK NPV

      76,618.42        50,727.00   

INTL AUTOMATED SYSTEMS MONTH END PRICE 0.3200

      11,018.41        4,160.00   

INTL BUSINESS MACHINES CORP COMMON STOCK USD.2

      376,498.09        498,030.00   

INTL BUSINESS MACHINES CORP COMMON STOCK USD.2

      1,829,575.12        4,799,859.90   

INTL BUSINESS MACHINES MONTH END PRICE 191.5500

      1,480,893.85        1,498,516.34   

INTL DISPENSING CORP MONTH END PRICE 0.3400

      35,258.00        32,623.00   

INTL FCSTONE INC MONTH END PRICE 17.4100

      18,997.54        17,932.30   

INTL FLAVORS + FRAGRANCES COMMON STOCK USD.125

      75,769.37        127,157.94   

INTL GAME TECHNOLOGY COMMON STOCK USD.156.25

      592,373.42        606,476.00   

INTL GAME TECHNOLOGY COMMON STOCK USD.156.25

      115,235.64        87,967.36   

INTL GAME TECHNOLOGY MONTH END PRICE 14.1700

      18,457.29        18,417.79   

INTL GOLD RESOURCES NEW MONTH END PRICE 0.0002

      41,963.80        12.85   

 

107

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

INTL LEASE FIN 8.25%20 MONTH END PRICE 119.5000

      6,063.96        5,975.00   

INTL LEASE FINANCE CORP SR SECURED 144A 09/14 6.5

      59,998.20        64,050.00   

INTL LEASE FINANCE CORP SR SECURED 144A 09/16 6.75

      291,626.25        325,525.00   

INTL RECTIFIER CORP COMMON STOCK USD1.

      1,185,357.21        1,076,778.36   

INTL SHIPHOLDING CORP COMMON STOCK USD1.

      9,593.85        9,772.64   

INTL SHIPHOLDING CORP MONTH END PRICE 16.4800

      927.65        824.00   

INTL SPEEDWAY CL A MONTH END PRICE 27.6494

      23,417.09        26,045.73   

INTL SPEEDWAY CORP CL B MONTH END PRICE 27.2500

      1,439.95        817.50   

INTL TOWER HILLS MN NEWF MONTH END PRICE 2.1700

      19,919.17        8,680.00   

INTRALINKS HOLDINGS MONTH END PRICE 6.1700

      305,629.63        123,400.00   

INTRAOP MED CORP MONTH END PRICE 0.3500

      7,305.40        700.00   

INTREPID CAPITAL FUND MONTH END PRICE 11.2700

      24,162.68        25,731.02   

INTREPID POTASH INC MONTH END PRICE 21.2900

      16,255.57        14,903.00   

INTREPID SMALL CAP MONTH END PRICE 14.7800

      875,828.28        849,438.78   

INTRICON CORPORATION MONTH END PRICE 4.0500

      4,275.95        1,215.00   

INTUIT INC COMMON STOCK USD.01

      191,608.21        388,654.00   

INTUIT MONTH END PRICE 59.4754

      14,391.75        17,252.82   

INTUITIVE SURGICAL INC COMMON STOCK USD.001

      1,034,301.81        1,279,865.70   

INTUITIVE SURGICAL INC COMMON STOCK USD.001

      64,604.30        55,902.18   

INTUITIVE SURGICAL INC COMMON STOCK USD.001

      268,902.61        435,448.56   

INTUITIVE SURGICAL NEW MONTH END PRICE 490.3700

      503,457.39        512,927.02   

INVENSENSE INC MONTH END PRICE 11.1100

      37,782.59        33,052.25   

INVENSYS PLC COMMON STOCK GBP.1

      809,052.07        1,209,938.22   

INVENTURE FOODS INC MONTH END PRICE 6.4900

      4,001.85        6,490.00   

INVERSIONES Y REP GDR MONTH END PRICE 6.9700

      5,323.46        2,091.00   

INVESCO AMER FRANCHISE A MONTH END PRICE 12.6300

      32,624.68        42,625.74   

INVESCO BALANCED RISK ALLOC FD CL A MONTH END PRICE 12.4500

      512,458.59        519,893.85   

INVESCO CHARTER FUND CL A MONTH END PRICE 17.9600

      224.50        233.84   

INVESCO CHARTER FUND CL A MONTH END PRICE 17.9600

      8,235.53        13,851.65   

INVESCO COMSTOCK A MONTH END PRICE 17.8100

      105,704.00        107,154.19   

INVESCO CONSTELLATION FD CLASS A MONTH END PRICE 23.9700

      3,057.86        4,243.53   

INVESCO ENERGY FD CL A MONTH END PRICE 37.4400

      10,937.60        9,831.26   

INVESCO EQTY AND INCM A MONTH END PRICE 9.1900

      105,808.59        108,332.12   

INVESCO GBL REAL ESTATE INCM A MONTH END PRICE 9.0000

      34,820.95        35,066.62   

INVESCO GLOBAL HEALTH CARE FD INV CL MONTH END PRICE 30.4800

      9,487.47        9,240.41   

INVESCO INTL GROWTH FUND CL A MONTH END PRICE 28.8400

      3,694.44        5,726.90   

INVESCO INTL SMALL CO CL A MONTH END PRICE 20.8100

      18,660.45        19,710.38   

INVESCO LTD COMMON STOCK USD.2

      238,896.50        272,144.79   

INVESCO LTD F MONTH END PRICE 26.0900

      11,867.35        13,253.72   

INVESCO MORTGAGE CAP MONTH END PRICE 19.7100

      134,627.00        143,121.39   

INVESCO MUNI INCM OPPTYS SBI MONTH END PRICE 7.3200

      7,693.95        8,008.08   

INVESCO TECHNOLOGY FUND INVESTOR CL MONTH END PRICE 33.3500

      2,084.63        1,286.78   

INVESCO VAN KAMPEN CA MONTH END PRICE 13.7400

      39,655.00        41,220.00   

INVESCO VAN KAMPEN DYNAMIC FUND MONTH END PRICE 12.4800

      24,734.20        25,074.05   

INVESCO VAN KAMPEN HIGH INCOME II MONTH END PRICE 17.2500

      25,812.51        27,861.81   

INVESCO VAN KAMPEN SR INCM TR MONTH END PRICE 5.1800

      142,052.98        139,517.17   

INVESTMENT CO OF AMERICA CL F MONTH END PRICE 30.1100

      4,751.54        6,022.06   

INVESTMENT MANAGERS SER TR MONTH END PRICE 16.8000

      2,136.97        2,219.21   

INVESTMENT TECH GRP MONTH END PRICE 9.0000

      4,460.41        900.00   

INVESTMENT TECHNOLOGY GROUP COMMON STOCK USD.01

      397,318.89        391,500.00   

INVESTOR AB B SHS COMMON STOCK NPV

      145,165.47        199,597.01   

INVESTORS BANCORP INC COMMON STOCK USD.01

      345,414.99        359,156.00   

INVICTUS FINANCIAL NEW MONTH END PRICE 0.0001

      42,964.41        0.25   

IOC 130119C00060000 MONTH END PRICE 117.0000

      (1,327.27 )      (585.00 ) 

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ION GEOPHYSICAL CORP MONTH END PRICE 6.5100

      33,959.67         19,530.00   

IPATH PURE BETA ETN MONTH END PRICE 33.5800

      21,439.65         18,469.00   

IPC THE HOSPITALIST CO INC MONTH END PRICE 39.7100

      7,169.73         6,949.25   

IPG PHOTONICS CORP COMMON STOCK USD.0001

      734,721.20         925,102.00   

IPG PHOTONICS CORP MONTH END PRICE 66.6500

      146,755.55         185,020.40   

IPIX CORPORATION MONTH END PRICE 0.0000

      808.61         —     

IQ CANADA SMALL CAP MONTH END PRICE 23.1500

      20,591.69         17,478.25   

IQ GLOBAL ETF MONTH END PRICE 25.5800

      7,813.30         7,674.00   

IQ HEDGE MULTI STRAT ETF MONTH END PRICE 27.8100

      16,315.60         16,129.80   

IRELAND BANK ADR NEW F MONTH END PRICE 6.5000

      31,998.95         34,775.00   

IRIDIUM COMMUNICATIONS INC MONTH END PRICE 6.7200

      9,592.20         8,064.00   

IROBOT CORP MONTH END PRICE 18.7400

      20,208.96         16,116.40   

IRON MOUNTAIN 8.3750% 08/15/21 MONTH END PRICE 110.2500

      5,394.25         5,512.50   

IRON MOUNTAIN INC COMMON STOCK USD.01

      106,991.11         122,647.50   

IRON MOUNTAIN INC NEW MONTH END PRICE 31.0500

      11,022.17         10,619.10   

IRONSTONE BANK NA 5.2% 11/17/16 MONTH END PRICE 1.1414

      5,000.00         5,706.95   

IRONSTONE BK 5.45% 7/18/17 MONTH END PRICE 1.1672

      10,000.00         11,672.40   

ISHARES BARCLAYS ETF MONTH END PRICE 103.0800

      1,563,493.68         1,571,264.06   

ISHARES BARCLAYS ETF MONTH END PRICE 50.1100

      20,031.88         19,843.56   

ISHARES DIVERSIFIED ETF MONTH END PRICE 50.6542

      36,522.73         37,940.00   

ISHARES DJ US TRANSN IDX MONTH END PRICE 94.3454

      130,006.82         143,976.09   

ISHARES EFT MONTH END PRICE 51.2900

      19,988.32         19,951.81   

ISHARES ETF MONTH END PRICE 26.1700

      52,766.95         52,340.00   

ISHARES ETF MONTH END PRICE 50.5900

      39,760.03         40,261.87   

ISHARES ETF MONTH END PRICE 55.7100

      4,290.00         4,345.38   

ISHARES FIXED INCM E MONTH END PRICE 62.6700

      23,817.86         23,501.25   

ISHARES FTSE NAREIT INDX INDEX FD MONTH END PRICE 48.4648

      55,738.82         59,302.63   

ISHARES GSCI COMMODITY INDEX MONTH END PRICE 32.7900

      5,395.14         5,082.45   

ISHARES HOME CONSTRUCTION INDEX FD MONTH END PRICE 21.1600

      101,429.21         103,509.70   

ISHARES MEDICAL DEVICES INDEX FUND MONTH END PRICE 67.6000

      30.26         36.12   

ISHARES MORNINGSTAR FUND MONTH END PRICE 64.4700

      23,253.70         24,788.80   

ISHARES MORNINGSTAR FUND MONTH END PRICE 76.5000

      51,592.90         60,043.60   

ISHARES MORNINGSTAR FUND MONTH END PRICE 82.0400

      10,579.62         11,510.17   

ISHARES MORNINGSTAR FUND MONTH END PRICE 90.7599

      66,438.36         76,456.19   

ISHARES MORNINGSTAR FUND MONTH END PRICE 93.8500

      30,350.44         37,211.21   

ISHARES MORNINGSTAR FUND MONTH END PRICE 95.2700

      2,004.90         5,239.85   

ISHARES MSCI ACWI INDEX MONTH END PRICE 48.0800

      118,736.40         126,392.95   

ISHARES MSCI AUS IDX FDF MONTH END PRICE 25.1400

      375,774.95         398,113.21   

ISHARES MSCI AUSTRIA MONTH END PRICE 18.1900

      12,280.44         10,698.13   

ISHARES MSCI BRAZIL INDX MONTH END PRICE 55.9400

      1,234,485.32         1,037,034.53   

ISHARES MSCI BRIC IDX FD MONTH END PRICE 40.8400

      12,886.27         11,639.40   

ISHARES MSCI CDA IDX FDF MONTH END PRICE 28.4000

      211,324.62         206,954.66   

ISHARES MSCI CHILE INDEX MONTH END PRICE 63.2400

      13,733.96         13,723.08   

ISHARES MSCI CHINA ETF MONTH END PRICE 48.5000

      35,377.73         38,430.97   

ISHARES MSCI EMERGING MKTS INDX FD MONTH END PRICE 44.3500

      1,159,271.31         1,213,264.18   

ISHARES MSCI EMU INDEX FD MONTH END PRICE 33.4600

      4,752.85         4,949.43   

ISHARES MSCI ETF MONTH END PRICE 27.8000

      3,012.89         3,321.87   

ISHARES MSCI ETF MONTH END PRICE 29.0400

      63,761.24         62,813.52   

ISHARES MSCI ETF MONTH END PRICE 29.6200

      6,595.77         8,382.46   

ISHARES MSCI ETF MONTH END PRICE 30.2600

      8,092.46         8,230.72   

ISHARES MSCI ETF MONTH END PRICE 34.5500

      12,607.66         14,476.45   

ISHARES MSCI ETF MONTH END PRICE 45.8801

      44,986.22         47,810.67   

ISHARES MSCI ETF MONTH END PRICE 58.7600

      61,197.69         59,270.63   

ISHARES MSCI FRANCE MONTH END PRICE 23.5900

      4,168.55         4,718.00   

 

109

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ISHARES MSCI GRMNY IDX F MONTH END PRICE 24.7000

      80,151.04         87,116.90   

ISHARES MSCI GWTH IDX FD MONTH END PRICE 60.0400

      145,342.80         149,040.92   

ISHARES MSCI HK IDX FD F MONTH END PRICE 19.4200

      196,135.02         202,490.95   

ISHARES MSCI ISRAEL INX MONTH END PRICE 41.9000

      36,936.24         33,641.54   

ISHARES MSCI ITALY IDX MONTH END PRICE 13.4500

      17,914.63         18,892.84   

ISHARES MSCI JPN IDX FDF MONTH END PRICE 9.7500

      97,621.74         94,859.78   

ISHARES MSCI KOREA IDX MONTH END PRICE 63.3520

      146,034.76         152,144.45   

ISHARES MSCI MALAYSIA F MONTH END PRICE 15.1300

      41,366.98         43,337.78   

ISHARES MSCI MEXICO IDXF MONTH END PRICE 70.5300

      237,846.50         256,587.11   

ISHARES MSCI NETHERLNDSF MONTH END PRICE 20.5100

      11,024.26         9,147.46   

ISHARES MSCI PAC EX JAPN MONTH END PRICE 47.1400

      402,373.66         423,566.55   

ISHARES MSCI S F INDX FD MONTH END PRICE 71.5800

      24,442.95         25,053.00   

ISHARES MSCI SINGAPORE MONTH END PRICE 13.6900

      186,671.15         193,849.66   

ISHARES MSCI SPAIN IDX MONTH END PRICE 30.2600

      32,245.41         32,830.41   

ISHARES MSCI SWEDEN IDXF MONTH END PRICE 30.2000

      581.10         634.20   

ISHARES MSCI SWITZRLND MONTH END PRICE 26.8000

      178,350.07         196,247.75   

ISHARES MSCI TAIWAN INDX MONTH END PRICE 13.6200

      35,138.21         35,132.83   

ISHARES MSCI THAI INDEX MONTH END PRICE 82.4900

      12,713.35         13,976.81   

ISHARES MSCI TURKEY IDX MONTH END PRICE 66.7800

      10,374.44         12,955.32   

ISHARES MSCI UTD KINGDOM INDX FD MONTH END PRICE 17.9400

      25,047.00         26,317.98   

ISHARES MSCI VAL IDX FD MONTH END PRICE 48.6400

      481,266.11         441,602.21   

ISHARES OIL EQUIP & SVC INDEX FUND MONTH END PRICE 51.0100

      7,556.33         7,345.44   

ISHARES PHARMACEUTICAL INDEX FUND MONTH END PRICE 85.0200

      2,215.56         2,125.50   

ISHARES RUSSELL 1000 VALUE INDEX FD MONTH END PRICE 72.8200

      1,360,321.22         1,532,555.53   

ISHARES RUSSELL MICROCAP INDEX FUND MONTH END PRICE 52.3200

      103,923.52         107,103.92   

ISHARES RUSSELL MIDCAP INDEX FD MONTH END PRICE 113.1000

      176,221.57         205,325.08   

ISHARES RUSSELL MIDCAP VALUE INDEX MONTH END PRICE 50.2400

      60,273.68         67,646.23   

ISHARES RUSSELL MIDCAP MONTH END PRICE 62.8000

      69,584.88         85,531.85   

ISHARES S&P 1500 INDX FD MONTH END PRICE 64.9380

      51,326.95         51,950.40   

ISHARES S&P EURO 350 MONTH END PRICE 39.3000

      47,226.28         47,959.68   

ISHARES S&P GBL CONSUMER MONTH END PRICE 73.6300

      138,698.43         143,063.09   

ISHARES S&P GLBL INDX FD MONTH END PRICE 63.9600

      60,625.76         64,919.40   

ISHARES S&P GLOBAL MATLS MONTH END PRICE 62.4500

      96,247.09         98,285.20   

ISHARES S&P GLOBAL UTILS MONTH END PRICE 41.2300

      9,581.66         8,617.07   

ISHARES S&P MIDCAP 400 GROWTH INDEX MONTH END PRICE 114.4100

      163,662.91         180,276.79   

ISHARES S&P MIDCAP 400 VALUE INDEX MONTH END PRICE 88.1400

      187,499.06         206,901.36   

ISHARES S&P NORTH AM TECH SOFTWARE MONTH END PRICE 63.0295

      1,261.09         1,575.74   

ISHARES S&P SMALLCAP 600 GROWTH FD MONTH END PRICE 84.0400

      196,795.28         264,106.62   

ISHARES S&P SMALLCAP 600 VALUE INDEX MONTH END PRICE 80.9100

      364,896.16         424,172.56   

ISHARES S&P U S PFD FUND MONTH END PRICE 39.6200

      1,003,035.94         1,020,046.98   

ISHARES SILVER TRUST MONTH END PRICE 29.3700

      4,378,779.88         4,114,590.15   

ISHARES TR COHEN & STEER MONTH END PRICE 78.5400

      491,051.34         616,385.75   

ISHARES TR COMEX GOLD MONTH END PRICE 16.2792

      2,027,840.03         2,021,030.12   

ISHARES TR DJ US BASIC MATERIALS MONTH END PRICE 69.3100

      104,304.99         105,747.16   

ISHARES TR DJ US CONSUMER GOODS SECT MONTH END PRICE 74.9900

      3,867.89         4,318.55   

ISHARES TR DJ US ENERGY SEC INDX FD MONTH END PRICE 40.8400

      52,792.40         55,950.80   

ISHARES TR DJ US HLTHCARE MONTH END PRICE 83.5100

      162,987.73         194,913.64   

ISHARES TR DJ US INDL MONTH END PRICE 73.3300

      37,790.15         41,076.82   

ISHARES TR DJ US TELECOM MONTH END PRICE 24.2600

      106,097.54         109,960.41   

ISHARES TR DJ US UTILS MONTH END PRICE 86.3600

      114,498.17         124,444.76   

ISHARES TR DOW JONES SELECT DIVIDEND MONTH END PRICE 57.2400

      423,369.59         455,310.67   

ISHARES TR DOW JONES US FINANC SECT MONTH END PRICE 60.7000

      128,719.33         132,295.38   

ISHARES TR DOW JONES US REAL ESTATE MONTH END PRICE 64.6700

      261,334.36         279,874.36   

ISHARES TR GOLDMAN SACHS TECH INDEX MONTH END PRICE 67.4600

      39,362.93         44,928.36   

 

110

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ISHARES TR GOLDMAN SACHS MONTH END PRICE 28.1399

      54,139.57         52,486.72   

ISHARES TR GOLDMAN SACHS MONTH END PRICE 38.1600

      352,904.94         342,283.96   

ISHARES TR GOLDMAN SACHS MONTH END PRICE 52.0400

      23,785.44         24,458.80   

ISHARES TR GS INVESTOP MONTH END PRICE 120.9900

      745,735.68         779,442.69   

ISHARES TR LEHMAN 1-3 YR TREASURY BD MONTH END PRICE 84.4200

      1,888,707.62         1,903,011.98   

ISHARES TR LEHMAN AGGREGATE BD FD MONTH END PRICE 111.0800

      8,113,402.04         8,258,832.75   

ISHARES TR LEHMAN BD FD MONTH END PRICE 105.4800

      2,197,853.34         2,209,905.15   

ISHARES TR LEHMAN BD FD MONTH END PRICE 107.4900

      197,405.65         197,339.38   

ISHARES TR LEHMAN BD FD MONTH END PRICE 110.2600

      111,460.02         111,472.86   

ISHARES TR LEHMAN BD FD MONTH END PRICE 111.2900

      121,985.79         124,140.68   

ISHARES TR LEHMAN BD FD MONTH END PRICE 113.1600

      177,480.85         177,095.40   

ISHARES TR LEHMAN BD FD MONTH END PRICE 134.8600

      37,902.44         37,221.36   

ISHARES TR LEHMAN BD FD MONTH END PRICE 33.6700

      38,049.42         36,877.18   

ISHARES TR LEHMAN BOND FUND MONTH END PRICE 121.1800

      502,845.13         495,669.28   

ISHARES TR LEHMAN TIPS BOND FUND MONTH END PRICE 121.4100

      3,906,018.48         4,166,653.36   

ISHARES TR MSCI EAFE FD MONTH END PRICE 56.8600

      1,655,392.11         1,768,414.50   

ISHARES TR NASDAQ BIOTECH INDEX FD MONTH END PRICE 137.2200

      154,901.73         153,627.26   

ISHARES TR RUSSELL 1000 MONTH END PRICE 65.4900

      980,797.99         1,144,653.04   

ISHARES TR RUSSELL 1000INDEX FD MONTH END PRICE 79.1500

      57,474.96         64,333.94   

ISHARES TR RUSSELL 2000 INDEX FD MONTH END PRICE 84.3178

      486,200.37         502,482.33   

ISHARES TR RUSSELL 2000 GRWTH INX MONTH END PRICE 95.3100

      1,162,450.85         1,331,668.43   

ISHARES TR RUSSELL 2000 MONTH END PRICE 75.5100

      963,498.11         1,087,797.65   

ISHARES TR RUSSELL 3000 MONTH END PRICE 53.4100

      53,638.55         55,593.18   

ISHARES TR RUSSELL 3000 MONTH END PRICE 84.6800

      98,967.93         114,826.05   

ISHARES TR RUSSELL 3000 MONTH END PRICE 95.3500

      79,207.09         110,224.60   

ISHARES TR S& P GLOBAL INFORMATION MONTH END PRICE 67.3100

      79,500.90         83,126.11   

ISHARES TR S&P 100 INDEX MONTH END PRICE 64.6900

      53,504.79         52,950.66   

ISHARES TR S&P 500 BARRA VALUE INDEX MONTH END PRICE 66.3900

      55,944.72         66,013.39   

ISHARES TR S&P 500 GROWTH INDEX FUND MONTH END PRICE 75.7400

      213,100.48         235,366.53   

ISHARES TR S&P GLOBAL HEALTHCARE MONTH END PRICE 64.5000

      59,354.90         66,503.80   

ISHARES TR S&P GLOBAL MONTH END PRICE 38.2500

      124,946.36         125,884.11   

ISHARES TR S&P GLOBAL MONTH END PRICE 45.6600

      17,670.63         18,790.43   

ISHARES TR S&P GLOBAL MONTH END PRICE 57.1700

      19,909.49         19,552.14   

ISHARES TR S&P INDEX MONTH END PRICE 24.9100

      39,049.14         37,605.60   

ISHARES TR S&P LATN AMER MONTH END PRICE 43.8400

      114,492.06         105,776.89   

ISHARES TR S&P MIDCAP MONTH END PRICE 101.7000

      4,377,608.88         4,843,292.80   

ISHARES TR S&P SMALLCAP 600 INDEX FD MONTH END PRICE 78.1000

      3,345,499.25         3,820,693.46   

ISHARES TR MONTH END PRICE 113.2950

      6,507.96         6,797.70   

ISHARES TR MONTH END PRICE 123.2200

      174,839.95         175,218.84   

ISHARES TR MONTH END PRICE 13.6700

      9,353.85         8,871.83   

ISHARES TR MONTH END PRICE 31.7300

      76,672.91         84,221.02   

ISHARES TR MONTH END PRICE 34.2400

      27,554.44         29,686.08   

ISHARES TR MONTH END PRICE 37.1700

      27,985.91         31,397.47   

ISHARES TR MONTH END PRICE 60.5200

      8,585.00         8,966.15   

ISHARES TR MONTH END PRICE 97.0208

      1,609.30         1,455.31   

ISHARES TRS&P GLOBAL TIMBER & FOR MONTH END PRICE 45.2400

      5,524.80         6,220.61   

ISHARES TRUST DOW JONES MONTH END PRICE 70.7200

      55,483.59         55,068.88   

ISHARES TRUST ETF MONTH END PRICE 122.7900

      228,763.95         240,403.36   

ISHARES TRUST FTSE EPRA MONTH END PRICE 33.1300

      26,598.95         29,538.12   

ISHARES TRUST IBOXX $ HIGH YIELD MONTH END PRICE 93.3500

      858,952.29         892,351.75   

ISHARES TRUST INDEX FUND MONTH END PRICE 40.4500

      1,105,785.18         1,151,231.86   

ISHARES TRUST S&P 500 INDEX MONTH END PRICE 143.1400

      6,646,630.61         7,383,390.90   

ISHARES TRUST S&P GLOBAL MONTH END PRICE 7.1700

      9,090.75         6,212.74   

ISHARES TRUST MONTH END PRICE 107.9900

      402,056.12         400,102.95   

 

111

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ISHARES TRUST MONTH END PRICE 110.6400

      13,167.53        13,704.53   

ISHARES TRUST MONTH END PRICE 35.7100

      13,752.99        14,284.00   

ISHARES TRUST MONTH END PRICE 40.7100

      71,452.73        80,291.18   

ISHARES U S INSURANCE INDEX FD MONTH END PRICE 32.9930

      6,034.64        6,698.35   

ISIS PHARMACEUTICALS MONTH END PRICE 10.4400

      29,992.87        31,320.00   

ISLE OF CAPRI CASINOS COMMON STOCK USD.01

      38,946.45        43,680.00   

ISLE OF CAPRI CASINOS MONTH END PRICE 5.6000

      5,306.95        5,600.00   

ISORAY INC MONTH END PRICE 0.7800

      78.70        62.40   

ISRAEL CORP LIMITED/THE COMMON STOCK ILS1.

      142,906.61        151,695.59   

ISRAELI SHEKEL

      0.02        0.03   

ISTAR FINANCIAL 8.6250% 06/01/13 MONTH END PRICE 103.0000

      948.48        1,030.00   

ISTAR FINANCIAL INC MONTH END PRICE 8.1500

      39,755.85        54,422.96   

ISTAR FINL 7.50% I PFD MONTH END PRICE 21.7500

      19,397.40        26,100.00   

ISTAR FINL INC D PFD MONTH END PRICE 22.3300

      35,946.58        46,893.00   

ISTAR FINL INC SER E PFD MONTH END PRICE 22.1300

      22,113.40        26,556.00   

ISTAR FINL INC MONTH END PRICE 21.8000

      15,908.95        21,800.00   

ISUZU MOTORS LTD COMMON STOCK

      143,151.69        214,446.59   

ITAU UNIBANCO BANCO MULTI ADR MONTH END PRICE 16.4600

      44,843.62        36,689.34   

ITAU UNIBANCO HLDNG PREF ADR ADR NPV

      349,694.24        353,231.60   

ITC HLDGS CORP MONTH END PRICE 76.9100

      35,171.60        39,933.15   

ITERIS INC NEW MONTH END PRICE 1.7000

      20,007.90        17,000.00   

ITOCHU CORP COMMON STOCK

      916,486.00        1,224,481.39   

ITOCHU CORPORATION ADR F MONTH END PRICE 21.1900

      1,414.37        1,419.73   

ITRON INC COMMON STOCK NPV

      577,002.11        559,102.50   

ITT EDL SVCS INC MONTH END PRICE 17.3100

      7,657.28        2,423.40   

ITV PLC COMMON STOCK GBP.1

      94,209.97        119,906.94   

IVA WORLDWIDE A MONTH END PRICE 15.9000

      129,995.82        131,448.88   

IVA WORLDWIDE FD CL I MONTH END PRICE 15.9000

      39,461.94        41,310.22   

IVANHOE ENERGY INC MONTH END PRICE 0.7051

      2,543.93        2,256.32   

IVY ASSET STRATEGY FD CL Y MONTH END PRICE 25.9300

      149,823.04        174,208.81   

IVY ASSET STRATEGY FUND CL A MONTH END PRICE 25.8800

      679,786.50        765,981.31   

IVY GLOBAL NATURAL RESOURCES FD A MONTH END PRICE 16.9700

      1,943.68        1,390.71   

IVY GLOBAL NATURAL RESOURCES FD CL Y MONTH END PRICE 17.2100

      6,206.55        4,803.79   

IVY HIGH INCM FUND CL Y MONTH END PRICE 8.5400

      24,926.65        25,126.21   

IVY HIGH INCM I MONTH END PRICE 8.5400

      80,660.96        84,416.80   

IVY MID CAP GROWTH FUND CL Y MONTH END PRICE 19.0700

      145,266.91        146,512.50   

IWM 130316C00087000 MONTH END PRICE 164.0000

      (591.52 )      (328.00 ) 

IXIA MONTH END PRICE 16.9800

      23,692.34        25,470.00   

IXYS CORPORATION COMMON STOCK USD.01

      131,145.70        135,272.00   

IZEA INC NEW MONTH END PRICE 0.2200

      1,896.95        16.50   

J + J SNACK FOODS CORP COMMON STOCK NPV

      240,524.94        262,154.00   

J D HUTT CORP MONTH END PRICE 0.0120

      1,866.01        42.00   

J HANCOCK DISCIPLINED VAL FD CL A MONTH END PRICE 14.3800

      118,565.28        131,501.25   

J M SMUCKERS CO NEW MONTH END PRICE 86.2400

      18,323.07        18,674.18   

J N R RESOURCES INC MONTH END PRICE 0.0800

      34,404.52        11,654.00   

J P MORGAN CHASE & CO MONTH END PRICE 43.9691

      1,462,099.57        1,731,350.40   

J P MORGAN CHASE 6.20% 10/15/34 MONTH END PRICE 25.4400

      7,005.95        7,632.00   

J P MORGAN CHASE 6.25% 10/27/33 MONTH END PRICE 25.4400

      23,576.30        25,440.00   

J P MORGAN TERM REPO

      3,900,000.00        3,900,000.00   

J.C. PENNEY CO INC COMMON STOCK USD.5

      118,431.82        66,028.50   

J2 GLOBAL INC MONTH END PRICE 30.6000

      7,493.65        8,578.88   

JA SOLAR HLDGS NEW ADR F MONTH END PRICE 4.2700

      163,636.23        26,516.70   

JABIL CIRCUIT INC COMMON STOCK USD.001

      110,453.92        83,544.99   

JABIL CIRCUIT INC MONTH END PRICE 19.2900

      79,699.75        80,825.10   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

JACK IN THE BOX INC MONTH END PRICE 28.6000

      7,116.96        8,580.00   

JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.

      230,130.57        234,135.00   

JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.

      227,494.72        130,902.75   

JACOBS ENGR GROUP INC MONTH END PRICE 42.5700

      14,553.15        15,452.91   

JAGUAR MINING INC MONTH END PRICE 0.6315

      65,519.52        11,479.41   

JAMBA INC MONTH END PRICE 2.2400

      20,008.14        21,011.20   

JAMES BALANCED GOLDEN RAINBOW FUND MONTH END PRICE 21.6900

      120,119.08        140,374.23   

JAMES RIVER COAL CO MONTH END PRICE 3.2100

      31,445.33        32,719.53   

JAMES RIVER ESC 7.8750% 04/01/19 MONTH END PRICE 57.2500

      5,185.00        5,725.00   

JAMES SMALL CAP FUND MONTH END PRICE 24.6500

      115,703.79        127,559.29   

JAMMIN JAVA CORP MONTH END PRICE 0.0840

      200,920.71        8,362.62   

JANUS BALANCED FUND CLASS T MONTH END PRICE 26.2300

      364,498.09        394,392.34   

JANUS CAPITAL GROUP INC MONTH END PRICE 8.5200

      16,939.36        17,892.00   

JANUS CONSERVATIVE ALLOCATION FUND T MONTH END PRICE 12.7100

      11,300.37        11,092.02   

JANUS CONTRARIAN FUND CLASS T MONTH END PRICE 15.1100

      457,159.94        416,212.63   

JANUS ENTERPRISE FUND CLASS T MONTH END PRICE 65.9500

      207,098.74        249,808.71   

JANUS FLEXIBLE BOND FUND CLASS T MONTH END PRICE 10.8200

      101,690.63        103,709.19   

JANUS FORTY FD CLASS T MONTH END PRICE 37.9900

      29,700.05        33,772.35   

JANUS FUND CLASS T MONTH END PRICE 31.9500

      81,973.29        90,251.88   

JANUS GLOBAL LIFE SCIENCES T MONTH END PRICE 29.9300

      30,082.29        41,385.98   

JANUS GLOBAL REAL ES MONTH END PRICE 10.2600

      26,997.19        29,572.22   

JANUS GLOBAL RESEARCH FUND CLASS T MONTH END PRICE 15.6700

      62,847.15        69,864.07   

JANUS GLOBAL SELECT FUND CLASS T SHA MONTH END PRICE 10.0100

      244,755.37        223,005.23   

JANUS GLOBAL TECHNOLOGY FD CLASS T MONTH END PRICE 18.8500

      23,177.53        28,499.52   

JANUS GROWTH & INCOME FUND CLASS T MONTH END PRICE 34.1500

      283,132.82        282,784.57   

JANUS GROWTH ALLOCATION FUND CLASS T MONTH END PRICE 12.5900

      71,259.60        83,286.16   

JANUS HIGH YIELD FUND CLASS T MONTH END PRICE 9.3200

      236,224.74        251,967.32   

JANUS MODERATE ALLOCATION FUND CLASS MONTH END PRICE 12.7500

      28,161.77        36,498.62   

JANUS OVERSEAS FD CL T MONTH END PRICE 34.1900

      1,630,371.76        1,359,744.27   

JANUS RESEARCH FUND CLASS T MONTH END PRICE 32.5600

      104,543.67        122,338.89   

JANUS SHORT-TERM BOND FUND T MONTH END PRICE 3.0800

      97,336.90        97,810.27   

JANUS TRITON FUND CL I MONTH END PRICE 18.1200

      18,097.70        18,067.51   

JANUS TRITON FUND CLASS T MONTH END PRICE 18.0200

      863,016.11        920,698.80   

JANUS TWENTY FUND CLASS T MONTH END PRICE 62.0600

      82,330.23        105,831.79   

JANUS VENTURE FUND CLASS T MONTH END PRICE 54.3300

      111,534.72        105,802.46   

JANUS WORLDWIDE FD CL T MONTH END PRICE 47.2500

      107,318.30        94,773.48   

JAPAN FUND CLASS S MONTH END PRICE 9.8100

      26,679.08        25,800.02   

JAPAN SMALLER CAP FUND MONTH END PRICE 7.2000

      3,103.10        2,880.00   

JAPAN TOBACCO INC COMMON STOCK

      182,087.78        228,352.62   

JAPANESE YEN

      14,404.11        14,243.67   

JAPANESE YEN

      (6,531.71 )      (6,491.00 ) 

JAPANESE YEN

      (2,308.79 )      (2,283.07 ) 

JAPANESE YEN

      14,450.06        14,053.93   

JARDEN CORP MONTH END PRICE 51.7000

      14,203.13        15,251.50   

JARDINE CYCLE + CARRIAGE LTD COMMON STOCK NPV

      1,188,840.82        1,774,478.41   

JAYDEN RESOURCES INC F MONTH END PRICE 0.0453

      3,256.12        1,132.50   

JAYHAWK ENERGY INC MONTH END PRICE 0.0145

      681.90        72.50   

JCI 130119C00026000 MONTH END PRICE 470.0000

      (260.77 )      (1,410.00 ) 

JCP 130119C00022000 MONTH END PRICE 46.0000

      (97.29 )      (46.00 ) 

JCP 130216C00021000 MONTH END PRICE 138.0000

      (195.29 )      (138.00 ) 

JCP 130216C00022000 MONTH END PRICE 103.0000

      (156.29 )      (103.00 ) 

JDS UNIPHASE CORP COMMON STOCK USD.001

      1,553,334.86        73,088.92   

JDS UNIPHASE CORP NEW MONTH END PRICE 13.5000

      92,976.78        94,351.50   

JDSU 130316C00013000 MONTH END PRICE 134.0000

      (1,165.40 )      (1,340.00 ) 

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

JEFFERIES GROUP 5.5% 3/15/16 MONTH END PRICE 106.2500

      129,099.42        138,125.00   

JEFFERIES GROUP 6.8750% 04/15/21 MONTH END PRICE 112.0000

      10,697.50        11,200.00   

JEFFERIES GROUP INC NEW MONTH END PRICE 18.5700

      7,094.79        9,635.47   

JEFFERIES TR/J ETF MONTH END PRICE 44.7211

      21,202.56        18,993.92   

JENSEN QUALITY GROWTH FD CL J MONTH END PRICE 29.7600

      290,533.84        342,411.48   

JERONIMO MART SGPS A MONTH END PRICE 38.9000

      3,378.40        4,006.70   

JET GOLD CORP NEW MONTH END PRICE 0.0879

      8,866.77        8,790.00   

JETBLUE AIRWAYS CORP MONTH END PRICE 5.7200

      365,273.34        413,630.36   

JHANCOCK INCOME FUND CL A MONTH END PRICE 6.7500

      30,389.96        30,886.66   

JHANCOCK2 STRATEGIC INCM OPPTY A MONTH END PRICE 11.1300

      57,098.59        58,306.20   

JINKOSOLAR HLDG CO A MONTH END PRICE 6.2100

      5,402.97        1,242.00   

JINPAN INTL LTD MONTH END PRICE 5.7700

      19,001.70        10,963.00   

JM SMUCKER CO/THE COMMON STOCK NPV

      107,686.41        225,000.16   

JMAR INDS INC MONTH END PRICE 0.0000

      438.55        —     

JNJ 130119C00072500 MONTH END PRICE 5.0000

      (389.84 )      (25.00 ) 

JNJ 130119P00072500 MONTH END PRICE 254.0000

      592.70        254.00   

JOES JEANS INC MONTH END PRICE 1.0000

      21,451.90        12,500.00   

JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01

      223,487.88        236,341.00   

JOHN BEAN TECHNOLOGIES CORP MONTH END PRICE 17.7700

      3,082.09        3,554.00   

JOHN DEERE CAPITAL CORP UNSECURED 04/19 2.25

      100,130.33        102,921.90   

JOHN HANCOCK CLASSIC VALUE FD CL A MONTH END PRICE 17.4700

      33,999.09        30,581.27   

JOHN HANCOCK FDS II MONTH END PRICE 10.7100

      1,416,141.16        1,416,392.15   

JOHN HANCOCK FDS II MONTH END PRICE 10.7200

      13,491,698.68        13,738,574.06   

JOHN HANCOCK FDS IIALT AST ALLC I MONTH END PRICE 14.4700

      38,745.94        39,809.60   

JOHN HANCOCK LARGE CAP EQUITY CL A MONTH END PRICE 28.1500

      18,107.98        21,714.52   

JOHN HANCOCK SMALL CO FUND A MONTH END PRICE 21.2200

      2,960.65        4,480.52   

JOHNSON & JOHNSON MONTH END PRICE 70.1000

      2,793,901.07        3,098,235.68   

JOHNSON + JOHNSON COMMON STOCK USD1.

      453,817.65        490,700.00   

JOHNSON + JOHNSON COMMON STOCK USD1.

      1,231,194.44        1,352,930.00   

JOHNSON + JOHNSON COMMON STOCK USD1.

      659,898.82        725,535.00   

JOHNSON + JOHNSON COMMON STOCK USD1.

      673,868.14        658,940.00   

JOHNSON + JOHNSON COMMON STOCK USD1.

      2,668,445.04        4,577,459.90   

JOHNSON CONTROLS INC COMMON STOCK USD.01388

      674,104.32        653,910.00   

JOHNSON CONTROLS INC COMMON STOCK USD.01388

      709,603.76        732,195.00   

JOHNSON CONTROLS INC COMMON STOCK USD.01388

      1,035,320.78        1,197,300.00   

JOHNSON CONTROLS INC COMMON STOCK USD.01388

      2,063,648.01        1,820,295.10   

JOHNSON CONTROLS INC COMMON STOCK USD.01388

      272,545.93        493,318.30   

JOHNSON CONTROLS INC MONTH END PRICE 30.6700

      224,058.51        223,133.30   

JOHNSON MATTHEY PLC COMMON STOCK GBP1.047619

      510,826.32        522,927.03   

JOHNSON OUTDOORS INC A COMMON STOCK USD.05

      62,843.60        59,760.00   

JONES LANG LASALLE INC MONTH END PRICE 83.9400

      1,935.20        2,098.50   

JONES SODA CO MONTH END PRICE 0.3000

      23,805.03        7,050.00   

JONESTOWN BK & TR CO MONTH END PRICE 22.0000

      2,706.95        2,200.00   

JOS A BANK CLOTHIERS INC MONTH END PRICE 42.5800

      8,806.95        8,516.00   

JOY 130119C00070000 MONTH END PRICE 20.0000

      (123.29 )      (20.00 ) 

JOY GLOBAL INC COMMON STOCK USD1.

      627,550.11        644,178.00   

JOY GLOBAL INC COMMON STOCK USD1.

      605,222.40        513,429.00   

JOY GLOBAL INC COMMON STOCK USD1.

      1,447,498.98        1,234,780.80   

JOY GLOBAL INC COMMON STOCK USD1.

      220,082.74        153,072.00   

JOY GLOBAL INC MONTH END PRICE 63.7800

      264,799.03        235,579.05   

JP MORGAN CHASE BK 0% 10/13/16 MONTH END PRICE 1.0921

      15,000.00        16,381.65   

JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP8 AM

      58,340.75        59,541.74   

JP MORGAN CHASE COMMERCIAL MOR JPMCC 2006 LDP9 A3

      78,553.56        79,652.26   

JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB20 A4

      468,095.31        512,294.26   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

JP MORGAN CHASE COMMERCIAL MOR JPMCC 2007 CB20 AM

      11,589.84        11,594.80   

JP MORGAN DISCIPLINED EQ SELECT SH MONTH END PRICE 17.8200

      4,494.30        4,482.71   

JP MORGAN INTERNATIONAL MONTH END PRICE 14.3100

      18,000.00        22,186.05   

JP MORGAN MID-CAP VALUE FD INSTL SHS MONTH END PRICE 27.9900

      23,733.31        29,880.39   

JP MORGAN MID-CAP VALUE FUND CL A MONTH END PRICE 27.5500

      160,497.06        185,122.20   

JP MORGAN REALTY INCOME CL A MONTH END PRICE 11.5900

      50,000.00        49,785.23   

JP MORGAN U.S. EQUITY CL A MONTH END PRICE 11.2100

      53,154.59        56,444.75   

JPM 130216C00044000 MONTH END PRICE 159.0000

      (144.48 )      (318.00 ) 

JPM 140118C00042000 MONTH END PRICE 553.0000

      (419.28 )      (553.00 ) 

JPMORGAN & CHASE & C 4.875% 3/15/14 MONTH END PRICE 104.3536

      3,173.85        3,130.61   

JPMORGAN & CHASE & CO MONTH END PRICE 25.9700

      83,474.14        80,793.90   

JPMORGAN CHASE 18 WTS 10/28/18 MONTH END PRICE 11.8600

      13,921.75        11,860.00   

JPMORGAN CHASE & CO 6.125% 6/27/17 MONTH END PRICE 116.4143

      3,019.09        3,492.43   

JPMORGAN CHASE & CO MONTH END PRICE 38.4600

      90,300.02        92,447.82   

JPMORGAN CHASE + CO COMMON STOCK USD1.

      505,656.50        637,565.00   

JPMORGAN CHASE + CO COMMON STOCK USD1.

      576,987.28        615,580.00   

JPMORGAN CHASE + CO COMMON STOCK USD1.

      998,724.99        1,141,021.50   

JPMORGAN CHASE + CO COMMON STOCK USD1.

      928,038.20        973,935.50   

JPMORGAN CHASE + CO COMMON STOCK USD1.

      3,006,834.51        3,937,689.38   

JPMORGAN CHASE + CO SR UNSECURED 05/38 6.4

      121,886.00        134,047.90   

JPMORGAN CHASE + CO SR UNSECURED 07/20 4.4

      110,389.40        124,172.84   

JPMORGAN CHASE + CO SR UNSECURED 08/21 4.35

      100,191.00        111,823.70   

JPMORGAN CHASE + CO SR UNSECURED 10/15 1.1

      299,877.00        299,990.70   

JPMORGAN CHASE + CO SR UNSECURED 10/20 4.25

      264,671.72        289,153.02   

JPMORGAN CHASE + CO SUBORDINATED 01/13 5.75

      56,817.90        55,000.00   

JPMORGAN CHASE 6.625% 9/15/36 MONTH END PRICE 25.2700

      2,529.95        2,527.00   

JPMORGAN CORE PLUS BND SEL MONTH END PRICE 8.5100

      18,701.73        16,639.56   

JPMORGAN EMERGING MKTS DEBT FUND SEL MONTH END PRICE 9.1100

      38.98        40.68   

JPMORGAN EQUITY INCOME CL A MONTH END PRICE 10.1600

      134,346.69        177,376.47   

JPMORGAN HIGH YIELD BOND CL A MONTH END PRICE 8.1000

      9,346.21        9,289.49   

JPMORGAN HIGH YIELD FD SELECT CL MONTH END PRICE 8.1400

      110,162.62        113,498.23   

JPMORGAN INCM BUILDER MONTH END PRICE 9.8500

      2,519.80        2,519.80   

JPMORGAN INTL OPP CL A MONTH END PRICE 13.0700

      1,269.25        1,645.51   

JPMORGAN INTREPID EURO A MONTH END PRICE 19.2000

      87,529.80        87,481.69   

JPMORGAN LARGE CAP GROWTH FUND CL A MONTH END PRICE 23.9800

      114,980.66        121,944.94   

JPMORGAN LIMITED DUR BD MONTH END PRICE 9.7900

      38,591.95        40,221.08   

JPMORGAN MID CAP CORE A MONTH END PRICE 17.8100

      29,955.81        31,379.12   

JPMORGAN MORTGAGE BACKED SEC A MONTH END PRICE 11.8700

      114,106.31        114,303.06   

JPMORGAN STRATEGIC INCOME OPPS A MONTH END PRICE 11.8000

      29,495.07        29,996.15   

JPMORGAN STRATEGIC INCOME OPPTY SEL MONTH END PRICE 11.8300

      36,022.53        36,625.06   

JPMORGAN VALUE ADVANTAGE CL A MONTH END PRICE 21.2400

      52,415.89        61,139.34   

JSC MMC NORILSK ADR MONTH END PRICE 18.9400

      11,493.90        11,742.80   

JULIUS BAER GROUP LTD COMMON STOCK

      675,539.76        623,941.63   

JULIUS BAER GROUP LTD COMMON STOCK

      186,217.10        191,298.44   

JUNIPER NETWORKS INC COMMON STOCK USD.00001

      244,261.26        241,173.87   

JUNIPER NETWORKS INC MONTH END PRICE 19.6700

      147,476.54        131,690.65   

JUPITER TELECOMMUNS ORD MONTH END PRICE 1,253.2667

      3,142.38        3,759.80   

JUST ENERGY GROUP INC F MONTH END PRICE 9.5900

      22,704.35        17,262.00   

K D D I CORP ADR MONTH END PRICE 17.6200

      1,910.65        1,814.86   

K L A TENCOR CORP MONTH END PRICE 47.7600

      7,449.86        7,685.46   

K SWISS INC A COMMON STOCK USD.01

      54,075.40        59,136.00   

K V PHARMACEUTICAL CL A MONTH END PRICE 0.0590

      16,462.80        518.91   

KABEL DEUTSCHLAND HOLDING AG COMMON STOCK NPV

      143,416.18        183,655.59   

KADANT INC COMMON STOCK USD.01

      91,198.39        95,436.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

KADANT INC MONTH END PRICE 26.5100

      135.85        132.55   

KAISER ALUMINUM CORP NEW MONTH END PRICE 61.6900

      14,741.77        15,778.78   

KALMAR GROWTH WITH VALUE SMALL CAP MONTH END PRICE 16.2000

      15,218.31        14,636.65   

KAMAN CORP CL A MONTH END PRICE 36.8000

      5,361.65        5,520.00   

KAMINAK GOLD CORP MONTH END PRICE 1.6156

      6,096.23        3,554.32   

KANDI TECHNOLOGIES CORP MONTH END PRICE 3.9900

      74,034.39        69,027.00   

KANE CNTY ILL MONTH END PRICE 102.1590

      25,031.75        25,539.75   

KANSAS CITY LIFE INS MONTH END PRICE 38.1600

      2,108.07        2,556.72   

KANSAS CITY SOUTHERN MEX SR UNSECURED 04/16 12.5

      18,949.00        21,800.00   

KANSAS CITY SOUTHERN MONTH END PRICE 83.4800

      39,823.39        43,513.11   

KAYDON CORP MONTH END PRICE 23.9300

      1,888.45        1,196.50   

KAYNE ANDERSON ENERGY FD MONTH END PRICE 24.5900

      59,519.98        56,193.54   

KB HOME MONTH END PRICE 15.8000

      58,512.40        68,343.07   

KBC GROEP NV COMMON STOCK NPV

      94,510.38        115,944.07   

KBH 130119C00017500 MONTH END PRICE 15.0000

      (85.45 )      (150.00 ) 

KBH 130119P00017500 MONTH END PRICE 187.0000

      2,564.56        1,870.00   

KBR INC COMMON STOCK USD.001

      71,025.60        71,808.00   

KBR INC MONTH END PRICE 29.9200

      63,586.78        69,580.32   

KBW INC COMMON STOCK USD.01

      591,368.24        607,287.60   

KBW INC MONTH END PRICE 15.3000

      2,408.49        2,111.40   

KDDI CORP COMMON STOCK

      261,750.22        296,667.01   

KEDEM PHARMACEUTICALS MONTH END PRICE 0.0074

      9,121.03        9.25   

KEEGAN RESOURCES INC MONTH END PRICE 3.9600

      35,127.27        28,512.00   

KEELEY SMALL CAP VALUE FUND A MONTH END PRICE 28.6000

      62,148.62        68,220.61   

KEELEY SMALL CAP VALUE I MONTH END PRICE 28.8100

      12,409.81        15,449.25   

KELLOGG CO COMMON STOCK USD.25

      452,667.26        491,480.00   

KELLOGG CO COMMON STOCK USD.25

      215,000.92        317,898.20   

KELLOGG COMPANY MONTH END PRICE 55.8500

      102,336.69        111,847.83   

KELLY SERVICES INC A COMMON STOCK USD1.

      78,130.00        78,700.00   

KELSO TECHNOLOGIES N MONTH END PRICE 0.6500

      20,454.63        34,905.00   

KEMET CORP 1 10.5000% 05/01/18 MONTH END PRICE 98.6250

      15,061.25        14,793.75   

KEMET CORPORATION NEW MONTH END PRICE 5.0300

      7,532.54        2,515.00   

KEMPER CORPORATION MONTH END PRICE 29.5000

      4,856.80        8,929.43   

KENNADY DIAMONDS INC MONTH END PRICE 1.1996

      179.83        167.94   

KENNAMETAL INC COMMON STOCK USD1.25

      524,051.70        721,120.00   

KENNAMETAL INC MONTH END PRICE 40.0000

      20,252.49        20,449.62   

KENNEDY WILSON HLDGS MONTH END PRICE 13.9800

      7,758.75        9,087.00   

KEPPEL CORP LTD ADR MONTH END PRICE 18.2600

      26,425.78        36,045.24   

KERR MCGEE CORP COMPANY GUAR 07/24 6.95

      22,346.70        25,338.94   

KERR MCGEE CORP COMPANY GUAR 09/31 7.875

      276,220.88        318,797.52   

KERRY GROUP PLC A COMMON STOCK EUR.125

      119,378.75        156,739.96   

KERYX BIOPHARMACEUTICALS MONTH END PRICE 2.6200

      2,798.64        2,620.00   

KEWAUNEE SCIENTIFIC CORP MONTH END PRICE 12.1500

      825.39        1,215.00   

KEY ENERGY SERVICES INC COMMON STOCK USD.1

      500,844.35        489,627.50   

KEY ENERGY SERVICES INC COMPANY GUAR 03/21 6.75

      101,550.00        100,000.00   

KEY TRONIC INC MONTH END PRICE 10.2400

      2,873.58        3,072.00   

KEYCORP COMMON STOCK USD1.

      548,737.43        303,120.00   

KEYCORP COMMON STOCK USD1.

      1,026,674.85        1,094,187.42   

KEYCORP COMMON STOCK USD1.

      272,649.69        187,311.32   

KEYCORP INC NEW MONTH END PRICE 8.4200

      253,063.99        248,609.46   

KEYCORP STUDENT LOAN TRUST KSLT 2003 A 1A2

      48,242.43        49,649.62   

KEYERA CORP F MONTH END PRICE 49.4050

      1,125.87        1,235.13   

KEYNOTE SYSTEMS INC COMMON STOCK USD.001

      32,762.35        32,407.00   

KEYNOTE SYSTEMS INC MONTH END PRICE 14.0900

      2,298.13        1,481.17   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

KEYW HOLDING CORP MONTH END PRICE 12.6900

      3,437.09        3,553.20   

KGC 130119C00011000 MONTH END PRICE 5.0000

      (300.49 )      (30.00 ) 

KHAN RESOURCES INC MONTH END PRICE 0.1160

      4,339.46        232.00   

KHD HUMBOLDT WEDAG ORD F RESTRICTED MONTH END PRICE 5.8300

      —          1,101.87   

KHD HUMBOLDT WEDAG ORD F MONTH END PRICE 5.8300

      3,387.62        3,393.06   

KIMBALL INTERNATIONAL B COMMON STOCK USD.05

      210,445.77        211,302.00   

KIMBALL INTL INC CL B MONTH END PRICE 11.6100

      10,929.44        12,202.07   

KIMBER RESOURCES INC MONTH END PRICE 0.3700

      112.17        23.68   

KIMBERLY CLARK CORP COMMON STOCK USD1.25

      409,052.45        773,547.66   

KIMBERLY-CLARK CORP MONTH END PRICE 84.4300

      462,346.02        541,468.72   

KIMCO REALTY CORP REIT USD.01

      243,070.58        185,742.48   

KIMCO REALTY CORPORATION MONTH END PRICE 19.3200

      15,404.82        16,503.82   

KINDER MORGAN EN 3.5% 3/01/16 MONTH END PRICE 106.8720

      5,092.05        5,343.60   

KINDER MORGAN ENER PART SR UNSECURED 02/17 6.

      80,698.84        93,440.64   

KINDER MORGAN ENER PART SR UNSECURED 12/13 5.

      27,962.20        31,134.24   

KINDER MORGAN ENERGY PARTNER MONTH END PRICE 134.6771

      25,770.40        26,935.42   

KINDER MORGAN ENERGY PARTNERS L P MONTH END PRICE 79.7900

      435,526.59        465,348.98   

KINDER MORGAN HOLDCO LLC MONTH END PRICE 35.3300

      316,001.47        324,074.05   

KINDER MORGAN INC 17WTS MONTH END PRICE 3.7800

      2,045.16        3,390.66   

KINDER MORGAN INC COMMON STOCK USD.01

      347,051.28        367,432.00   

KINDER MORGAN INC COMMON STOCK USD.01

      414,216.95        526,417.00   

KINDER MORGAN MGMT LLC MONTH END PRICE 75.4600

      227,248.01        291,601.18   

KINDRED HEALTHCARE INC COMMON STOCK USD.25

      22,204.30        21,640.00   

KINETICS PARADIGM FUND MONTH END PRICE 23.9900

      562,041.20        614,110.34   

KINETICS SMALL CAP OPPORTUNITIES FD MONTH END PRICE 25.1700

      3,513.44        3,201.83   

KINGFISHER PLC COMMON STOCK GBP.157143

      138,288.71        151,665.79   

KINROSS GOLD CORP 14WTSF 9/17/14 MONTH END PRICE 0.2995

      8,169.46        18.57   

KINROSS GOLD CORP NEW MONTH END PRICE 9.7200

      128,013.79        119,235.24   

KIOR INC CL A MONTH END PRICE 6.4100

      3,002.62        3,083.21   

KIRBY CORP COMMON STOCK USD.1

      204,484.79        315,639.00   

KIRIN HOLDINGS CO LTD COMMON STOCK

      275,450.12        246,758.69   

KIRKLAND S INC COMMON STOCK NPV

      164,719.56        186,384.00   

KIRR MARBACH PARTNER MONTH END PRICE 16.9100

      29,276.12        35,736.95   

KISKA METALS CORP MONTH END PRICE 0.1250

      9,024.48        6,847.13   

KIVALLIQENERGY CORP MONTH END PRICE 0.3580

      2,222.25        895.00   

KKR FINANCIAL HLDGS LLC MONTH END PRICE 10.5600

      19,503.48        24,847.66   

KLA TENCOR CORPORATION COMMON STOCK USD.001

      160,302.28        186,502.80   

KLIC 130119C00010000 MONTH END PRICE 195.0000

      (2,478.65 )      (7,020.00 ) 

KLONDEX MINES LTD MONTH END PRICE 1.2400

      2,118.40        1,240.00   

KLONDIKE STAR MINERAL CP MONTH END PRICE 0.0200

      2,126.53        12.00   

KMB 130119C00082500 MONTH END PRICE 230.0000

      (789.98 )      (920.00 ) 

KNIGHT CAP GROUP INC MONTH END PRICE 3.5100

      23,573.84        25,623.00   

KNIGHT TRANSN INC MONTH END PRICE 14.6300

      18,109.17        14,630.00   

KNIGHTSBRIDGE TANKERS LTD MONTH END PRICE 5.2500

      72,248.08        21,417.77   

KO 130119C00040000 MONTH END PRICE 2.0000

      (694.65 )      (14.00 ) 

KO 130119C00041250 MONTH END PRICE 2.0000

      (108.48 )      (12.00 ) 

KO 130216C00037500 MONTH END PRICE 40.0000

      (55.53 )      (80.00 ) 

KOBEX MINERALS INC MONTH END PRICE 0.4848

      5,050.64        242.40   

KODIAK ENERGY INC MONTH END PRICE 0.0100

      590.17        4.97   

KODIAK OIL & GAS CORP MONTH END PRICE 8.8500

      230,494.50        232,755.00   

KOG 130119C00009000 MONTH END PRICE 20.0000

      (134.25 )      (100.00 ) 

KOHLS CORP COMMON STOCK USD.01

      473,385.77        386,820.00   

KOHLS CORP COMMON STOCK USD.01

      214,823.39        217,091.98   

KOHLS CORP MONTH END PRICE 42.9800

      74,087.45        63,826.02   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

KOLA MINING CORP NEW F MONTH END PRICE 0.0500

      9,821.70        75.00   

KOMATSU LTD MONTH END PRICE 25.7100

      746.32        976.98   

KOMERCNI BANKA AS COMMON STOCK CZK500.

      274,694.75        335,578.36   

KON PHILIPS ELEC NV NEWF MONTH END PRICE 26.5400

      590.13        690.04   

KONICA MINOLTA HOLDINGS INC COMMON STOCK

      115,226.69        100,862.53   

KONINKLIJKE DSM NV COMMON STOCK EUR1.5

      346,331.18        340,745.56   

KOREA FUND INC NEW MONTH END PRICE 41.2595

      10,711.43        6,230.18   

KORN/FERRY INTERNATIONAL MONTH END PRICE 15.8600

      1,759.23        1,459.12   

KORS 130518P00050000 MONTH END PRICE 607.0000

      2,226.23        1,821.00   

KOSMOS ENERGY LTD F MONTH END PRICE 12.3500

      10,006.65        9,089.60   

KRAFT FOODS GROUP INC COMMON STOCK

      260,091.68        297,055.51   

KRAFT FOODS GROUP INC COMMON STOCK

      545,641.10        547,004.10   

KRAFT FOODS GROUP INC COMMON STOCK

      314,258.74        632,715.05   

KRAFT FOODS GROUP INC SR UNSECURED 144A 02/20 5.375

      78,583.28        87,651.76   

KRAFT FOODS GROUP INC SR UNSECURED 144A 06/22 3.5

      128,830.00        138,757.71   

KRAFT FOODS GROUP INC MONTH END PRICE 45.4700

      197,920.79        198,612.96   

KRATOS DEFENSE & SEC SOLUTIO MONTH END PRICE 5.0300

      10,594.77        5,030.00   

KRFT 130119C00045000 MONTH END PRICE 90.0000

      (37.29 )      (90.00 ) 

KRFT 130216C00045000 MONTH END PRICE 130.0000

      (151.53 )      (260.00 ) 

KRFT 130316C00047500 MONTH END PRICE 50.0000

      (49.29 )      (50.00 ) 

KRISPY KREME DOUGHNUTS INC MONTH END PRICE 9.3800

      22,303.83        23,234.26   

KROGER CO COMMON STOCK USD1.

      217,689.14        313,410.90   

KROGER CO MONTH END PRICE 26.0200

      87,983.11        99,691.88   

KROGER CO/THE COMPANY GUAR 01/20 6.15

      128,289.60        146,220.12   

KRONOS ADV TECH INC MONTH END PRICE 0.0001

      382.45        0.35   

KRONOS WORLDWIDE INC MONTH END PRICE 19.5000

      10,000.96        10,011.19   

KSS 130420C00045000 MONTH END PRICE 175.0000

      (421.53 )      (350.00 ) 

K-SWISS INC CL A MONTH END PRICE 3.3600

      172.89        162.54   

KUBOTA CORP ADR MONTH END PRICE 57.6200

      3,854.15        4,897.70   

KUEHNE & NAGEL INTL MONTH END PRICE 24.3300

      3,440.41        3,625.17   

KUEHNE + NAGEL INTL AG REG COMMON STOCK CHF1.

      208,327.38        226,363.45   

KULICKE & SOFFA INDS INC MONTH END PRICE 11.9900

      74,717.24        83,906.02   

KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV

      592,302.86        688,825.50   

KULICKE + SOFFA INDUSTRIES COMMON STOCK NPV

      724,197.36        817,658.05   

L & L ENERGY INC MONTH END PRICE 1.9000

      20,779.17        13,423.50   

L 3 COMMUNICATIONS HOLDINGS COMMON STOCK USD.01

      164,768.25        172,241.76   

L G PHILIPS LCD CO ADR MONTH END PRICE 14.4800

      4,236.21        4,879.76   

L INTL COMPUTERS MONTH END PRICE 0.0000

      1,697.44        —     

L M L PAYMENT SYSTEMS MONTH END PRICE 3.4300

      7,832.97        10,139.08   

L OREAL ADR MONTH END PRICE 27.9800

      80,603.78        92,669.76   

L-3 COMM HLDGS INC MONTH END PRICE 76.6200

      37,106.58        34,971.21   

LABORATORY CP OF AMER HLDG NEW MONTH END PRICE 86.6200

      12,381.55        12,993.00   

LABORATORY CRP OF AMER HLDGS COMMON STOCK USD.1

      111,478.35        187,099.20   

LACLEDE GROUP INC/THE COMMON STOCK USD1.

      348,665.40        347,490.00   

LAFARGE SA COMMON STOCK EUR4.

      99,729.62        106,433.80   

LAGARDERE S.C.A. COMMON STOCK EUR6.1

      164,572.75        204,305.71   

LAKE SHORE GOLD CORP MONTH END PRICE 0.7542

      1,452.01        754.20   

LAKELAND BANCORP INC COMMON STOCK NPV

      41,453.86        43,774.00   

LAKELAND FINANCIAL CORP COMMON STOCK NPV

      83,865.75        90,440.00   

LAM RESEARCH CORP COMMON STOCK USD.001

      151,207.49        146,290.37   

LAM RESH CORP MONTH END PRICE 36.1300

      84,933.09        82,954.48   

LAMPERD LESS LETHAL INC MONTH END PRICE 0.0200

      299.68        20.00   

LAND SECURITIES GROUP PLC REIT GBP.1

      107,610.22        117,662.87   

LANDAUER INC MONTH END PRICE 61.2100

      5,758.56        5,869.40   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

LANDEC CORP MONTH END PRICE 9.5100

      22,905.47         27,579.00   

LANSING MICH BLDG 5.4% 6/01/15 MONTH END PRICE 101.6120

      27,164.50         25,403.00   

LARAMIDE RESOURCES MONTH END PRICE 0.8100

      162,304.85         64,211.13   

LAREDO PETE HLDGS IN MONTH END PRICE 18.1600

      11,012.78         10,896.00   

LAREDO PETROLEUM HOLDINGS IN COMMON STOCK USD.01

      171,837.50         174,336.00   

LAS VEGAS SANDS CORP MONTH END PRICE 46.1600

      1,014,249.25         933,845.61   

LASALLE BANK NA 5.25% 6/06/17 MONTH END PRICE 1.1561

      10,000.00         11,560.90   

LASALLE HOTEL PPTYS MONTH END PRICE 25.3900

      2,605.36         1,498.01   

LASALLE HOTEL PROPERTIES REIT USD.01

      695,457.54         821,366.50   

LATAM AIRLINES GRP SA F MONTH END PRICE 23.5600

      11,509.01         8,599.40   

LATTICE INC MONTH END PRICE 0.0800

      36,213.75         9,928.00   

LATTICE SEMICONDUCTOR CORPORATION MONTH END PRICE 3.9900

      6,280.82         3,990.00   

LAUDUS INTL MKTMSTRS INV MONTH END PRICE 19.8400

      473,067.97         496,578.06   

LAUDUS INVESTORS US LARGECAP GROWTH MONTH END PRICE 14.4200

      550,222.41         593,186.59   

LAUDUS MONDRIAN EM MKT FD SLCT MONTH END PRICE 9.7400

      51,196.21         55,522.40   

LAUDUS MONDRIAN INTL FIX INC INSTL MONTH END PRICE 11.5800

      10,185.70         10,021.41   

LAUDUS SMALLCAP MKTMSTRS MONTH END PRICE 13.5800

      8,882.86         10,926.37   

LAW ENFORCEMENT ASSOCS MONTH END PRICE 0.0008

      8,690.55         0.74   

LAWSON INC COMMON STOCK

      418,630.94         611,760.24   

LAWSON INC COMMON STOCK

      94,762.63         135,946.72   

LAWSON PRODUCTS INC COMMON STOCK USD1.

      1,986.60         1,980.00   

LAYNE CHRISTENSEN COMPANY COMMON STOCK USD.01

      783,131.95         789,017.70   

LAZARD DEVELOPING MK MONTH END PRICE 12.4000

      12,515.00         12,916.67   

LAZARD DEVELOPING MKTS EQUITY OPEN MONTH END PRICE 12.4000

      67,475.82         63,756.99   

LAZARD EMERGING MARKET PORT OPEN SHS MONTH END PRICE 20.0300

      567,685.94         570,303.03   

LAZARD INTERNATIONAL SML CAP EQ OPEN MONTH END PRICE 8.1700

      17,579.76         10,127.30   

LAZARD INTERNATIONAL STRATEGIC EQ PT MONTH END PRICE 11.7100

      38,711.31         44,408.07   

LAZARD LTD CL A COMMON STOCK USD.01

      126,972.59         129,804.00   

LAZARD US REALTY EQTY PORT OPEN CL MONTH END PRICE 17.4500

      5,282.56         5,236.24   

LAZARD US REALTY INCM PORT OPEN CL MONTH END PRICE 8.5500

      63,615.43         64,273.71   

LD HOLDINGS INC MONTH END PRICE 0.5500

      9,894.33         6,050.00   

LDK SOLAR CO LTD ADR MONTH END PRICE 1.4400

      16,178.98         3,273.12   

LEAPFROG ENTERPRISES INC MONTH END PRICE 8.6300

      62,644.89         62,999.00   

LEAR CORP 8.125% 3/15/20 MONTH END PRICE 113.0000

      3,375.00         3,390.00   

LEAR CORP COMMON STOCK USD.01

      1,023,469.20         1,011,744.00   

LEAR CORPORATION MONTH END PRICE 46.8400

      2,955.20         3,513.00   

LEATT CORP NEW MONTH END PRICE 0.5000

      1,274.83         66.50   

LECERE CORP NEW MONTH END PRICE 0.0050

      957.93         1.76   

LEGACY RESERVES LP MONTH END PRICE 23.8000

      8,193.03         7,140.00   

LEGACY WINE & SPIRITS INTL MONTH END PRICE 0.0008

      —           0.01   

LEGEND OIL & GAS LTD MONTH END PRICE 0.0600

      53,597.98         3,000.00   

LEGG MASON BW GLOBAL MONTH END PRICE 11.6600

      10,221.36         10,326.10   

LEGG MASON CAP MGMT GLBL GWTH TR FI MONTH END PRICE 24.8700

      5,561.90         5,210.54   

LEGG MASON GLOBAL ASSET MMG MONTH END PRICE 12.7100

      78,223.75         78,423.75   

LEGG MASON INC COMMON STOCK USD.1

      252,362.00         75,874.00   

LEGG MASON INC MONTH END PRICE 25.7200

      25,472.41         26,447.59   

LEGGETT & PLATT INC MONTH END PRICE 27.2200

      21,021.99         26,263.43   

LEGGETT + PLATT INC COMMON STOCK USD.01

      70,796.03         89,281.60   

LEGRAND SA COMMON STOCK EUR4.

      417,163.06         534,000.48   

LEHMAN BROS HLDGS 3.6X 3.6% 3/13/09 MONTH END PRICE 23.0000

      24,962.50         5,750.00   

LEHMAN BROS HLDGS 7.2X 7.2% 8/15/09 MONTH END PRICE 22.5000

      10,075.10         2,250.00   

LEHMAN BROS HOLDING IXXX ESCROW PEND MONTH END PRICE 0.0000

      405.34         —     

LEHMAN BROTHERS BK 0% 2/28/13 MONTH END PRICE 0.8746

      5,000.00         4,373.00   

LEHMAN BRTH HLD 11/56 5.857

      52,998.00         —     

 

119

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

LEHMAN BRTH HLD 12/17 6.75

      349,741.00         —     

LEHMAN XS TRUST LXS 2005 7N 1A1B

      74,564.81         26,588.77   

LEHMAN XS TRUST LXS 2006 2N 1A1

      189,755.28         119,701.62   

LENDER PROCESSING SVCS INC MONTH END PRICE 24.6200

      17,274.44         17,433.63   

LENEXA KANS 4.25% 9/01/16 MONTH END PRICE 111.3010

      25,392.50         27,825.25   

LENNAR CORP A COMMON STOCK USD.1

      150,601.24         194,123.40   

LENNAR CORP A COMMON STOCK USD.1

      171,461.23         150,967.68   

LENNAR CORP MONTH END PRICE 38.6700

      17,522.05         20,765.79   

LENNOX INTERNATIONAL INC COMMON STOCK USD.01

      174,954.34         185,395.60   

LENOVA GROUP LTD ADR MONTH END PRICE 18.3000

      1,960.97         3,660.00   

LEUCADIA NATIONAL CORP COMMON STOCK USD1.

      173,631.82         108,387.24   

LEUCADIA NATIONAL CORP MONTH END PRICE 23.7900

      57,199.39         50,968.66   

LEUTHOLD ASSET ALLOCATION MONTH END PRICE 10.3300

      68,433.34         69,831.88   

LEUTHOLD CORE INVESTMENT FUND MONTH END PRICE 16.6300

      9,941.56         10,046.15   

LEUTHOLD SELECT INDUSTRIES MONTH END PRICE 13.3100

      25,778.18         21,111.50   

LEVEL 3 COMMUN NEW MONTH END PRICE 23.1100

      421,801.34         394,279.71   

LEVI STRAUSS 6.8750% 05/01/22 MONTH END PRICE 107.2500

      5,210.00         5,362.50   

LEXICON GENETICS INC MONTH END PRICE 2.2100

      50,106.56         41,651.87   

LEXINGTON REALTY TRUST MONTH END PRICE 10.4500

      1,198.51         1,149.50   

LEXMARK INTERNATIONAL GROUP CLASS A MONTH END PRICE 23.1900

      16,985.23         13,914.00   

LEXMARK INTERNATIONAL INC A COMMON STOCK USD.01

      98,787.35         95,079.00   

LI & FUNG LTD ORD NEW MONTH END PRICE 1.7650

      7,281.45         7,060.00   

LI + FUNG LTD COMMON STOCK HKD.0125

      647,421.72         707,821.91   

LI3 ENERGY INC MONTH END PRICE 0.0589

      9,907.85         589.00   

LIBERTY ENERGY CORP MONTH END PRICE 0.0202

      3,413.05         272.70   

LIBERTY GLOBAL INC CL A MONTH END PRICE 62.9600

      41,393.54         50,997.60   

LIBERTY GLOBAL INC SER C MONTH END PRICE 58.7500

      1,858.19         6,462.50   

LIBERTY GOLD CORP MONTH END PRICE 0.1850

      9,096.77         3,330.00   

LIBERTY INTERACTIVE CORPORATION MONTH END PRICE 19.6800

      970.22         984.00   

LIBERTY INTERACTIVE MONTH END PRICE 67.7600

      87.60         135.52   

LIBERTY MEDIA 4% 11/15/29 MONTH END PRICE 66.7480

      6,029.00         6,674.80   

LIBERTY MEDIA CO 8.25%30 MONTH END PRICE 108.5000

      4,925.50         5,425.00   

LIBERTY MEDIA CORP A MONTH END PRICE 116.0100

      8,101.29         10,208.88   

LIBERTY PROPERTY TRUST MONTH END PRICE 35.7900

      3,303.68         3,579.00   

LIBERY SILVER CORP MONTH END PRICE 0.6300

      14,343.90         9,450.00   

LIFE PARTNERS HOLDINGS MONTH END PRICE 2.6300

      11,928.04         2,235.50   

LIFE TECHNOLOGIES CORP COMMON STOCK USD.01

      107,025.86         201,178.92   

LIFE TECHNOLOGIES CORP MONTH END PRICE 49.0300

      21,809.71         22,357.68   

LIFELINE BIOTECHNOLOGIES INC NEW MONTH END PRICE 0.0002

      2,941.17         105.00   

LIFELOCK INC MONTH END PRICE 8.1300

      213.95         203.25   

LIFEPOINT HOSPITALS IN 3.5% 5/15/14 MONTH END PRICE 102.8650

      7,685.00         10,286.50   

LIFETIME FITNESS MONTH END PRICE 49.2100

      3,819.81         4,182.85   

LIFEVANTAGE CORP MONTH END PRICE 2.1900

      377,591.31         437,353.95   

LIGHTBRIDGE CORP MONTH END PRICE 1.4100

      1,812.48         329.94   

LIGHTING SCIENCE GROUP NEW MONTH END PRICE 0.5600

      12,718.85         5,096.00   

LIGHTPATH TECH INC A NEW MONTH END PRICE 0.9100

      128,357.84         70,414.89   

LI-ION MOTORS CORP NEW MONTH END PRICE 0.0075

      47.89         0.13   

LILLY ELI & COMPANY MONTH END PRICE 49.3200

      282,804.37         349,637.49   

LIMELIGHT NETWORKS INC MONTH END PRICE 2.2200

      41,502.06         15,939.60   

LIMITED BRANDS INC COMMON STOCK USD.5

      96,242.84         270,924.42   

LIMITED BRANDS INC MONTH END PRICE 47.0600

      74,293.71         70,729.91   

LIN TV CORP MONTH END PRICE 7.5300

      5,402.29         12,048.00   

LINCOLN ELEC HLDGS INC MONTH END PRICE 48.6800

      96,432.32         139,780.14   

LINCOLN NATIONAL CORP COMMON STOCK NPV

      123,890.13         126,910.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

LINCOLN NATIONAL CORP COMMON STOCK NPV

      661,921.44        862,470.00   

LINCOLN NATIONAL CORP COMMON STOCK NPV

      172,690.72        172,701.20   

LINCOLN NATL CORP IND MONTH END PRICE 25.9000

      2,022.95        2,072.00   

LINDE AG COMMON STOCK NPV

      783,097.14        1,219,679.77   

LINDSAY MFG CO MONTH END PRICE 80.1200

      9,831.95        12,018.00   

LINDT + SPRUENGLI AG REG COMMON STOCK CHF100.

      221,956.00        226,426.70   

LINEAR TECHNOLOGY CORP COMMON STOCK USD.001

      428,269.75        452,760.00   

LINEAR TECHNOLOGY CORP COMMON STOCK USD.001

      220,595.49        184,122.40   

LINEAR TECHNOLOGY CORPORATION MONTH END PRICE 34.3000

      4,739.05        4,994.58   

LINK REAL ESTATE ORD MONTH END PRICE 4.9930

      5,478.75        4,993.00   

LINK REIT REIT NPV

      141,521.73        135,038.72   

LINKEDIN CORP A COMMON STOCK

      417,043.38        446,649.80   

LINKEDIN CORP MONTH END PRICE 114.8200

      132,779.11        136,980.26   

LINN ENERGY MONTH END PRICE 35.2400

      362,048.75        368,076.65   

LINNCO LLC MONTH END PRICE 36.1400

      105,039.37        102,489.28   

LINUX GOLD CORPORATION MONTH END PRICE 0.0190

      1,914.90        323.00   

LION ONE METALS LTD F MONTH END PRICE 0.7600

      127,218.01        83,600.00   

LIONBRIDGE TECH INC MONTH END PRICE 4.0200

      1,790.45        2,010.00   

LIONS GATE ENTMT CP MONTH END PRICE 16.4000

      25,391.58        28,700.00   

LIONS GATE METALS IN MONTH END PRICE 0.0977

      2,873.82        586.20   

LIQUIDITY SERVICES INC MONTH END PRICE 40.8600

      5,979.75        5,311.80   

LIQUIDMETAL TECHNOLOGIES MONTH END PRICE 0.0999

      22,051.82        8,491.50   

LITHIA MOTORS INC CL A COMMON STOCK NPV

      279,507.95        364,470.80   

LITHIA MTRS INC MONTH END PRICE 37.4200

      9,806.39        9,953.72   

LITHIUM CORP MONTH END PRICE 0.0440

      7,706.66        1,905.20   

LITHIUM EXPLORATION GP MONTH END PRICE 0.2680

      12,595.79        6,700.00   

LITHIUM TECH CORP NEW MONTH END PRICE 0.0040

      919.12        40.27   

LITMAN GREGORY FDS TR MONTH END PRICE 11.0100

      56,640.35        62,170.61   

LITMAN GREGORY MASTERS EQUITY FD I MONTH END PRICE 13.8800

      36,942.02        38,242.93   

LITMAN GREGORY MASTERS SMALLER CO I MONTH END PRICE 15.3000

      19,525.64        23,922.30   

LITMAN GREGORY MASTERS VALUE FD I MONTH END PRICE 13.1200

      49,073.41        51,843.85   

LITMAN GREGORY MASTERSINTL FD INST MONTH END PRICE 15.0200

      104,894.73        101,852.39   

LIVE CURRENT MEDIA INC MONTH END PRICE 0.0450

      1,502.84        21.60   

LIVE NATION ENTMT INC MONTH END PRICE 9.3100

      186.40        204.82   

LIVEPERSON INC COMMON STOCK USD.001

      58,072.33        44,978.22   

LIVEPERSON INC MONTH END PRICE 13.1400

      3,254.58        3,928.86   

LIVEWIRE MOBILE INC NEW MONTH END PRICE 0.5200

      1,015.45        52.00   

LIVING CELL TECHS OR MONTH END PRICE 0.0519

      2,258.95        778.50   

LJ INTL INC MONTH END PRICE 1.8000

      45,350.49        20,854.80   

LKCM SMALL EQUITY FD INST’L CLASS MONTH END PRICE 22.6900

      34,252.33        33,563.14   

LKQ CORP MONTH END PRICE 21.1000

      32,986.27        42,200.00   

LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1

      87,592.82        158,196.28   

LLOYDS BANKING GROUP PLC MONTH END PRICE 27.4200

      22,258.55        23,032.80   

LLOYDS BANKING GROUP MONTH END PRICE 3.2000

      12,439.60        15,638.40   

LLOYDS TSB BANK PLC BANK GUARANT 144A 09/20 6.5

      101,525.00        110,497.00   

LLOYDS TSB BK 4.875% 1/21/16 MONTH END PRICE 110.1638

      11,168.83        12,118.02   

LLOYDS TSB BK 6.375% 1/21/21 MONTH END PRICE 123.0845

      112,874.45        134,162.11   

LLY 130119C00050000 MONTH END PRICE 55.0000

      (289.24 )      (275.00 ) 

LMP CAP & INCOME FD INC MONTH END PRICE 13.4700

      12,256.95        13,470.00   

LMP REAL ESTATE INCOME FD INC MONTH END PRICE 10.9684

      133.93        134.50   

LMT 130119C00092500 MONTH END PRICE 205.0000

      (190.58 )      (410.00 ) 

LNG 130119C00018000 MONTH END PRICE 110.0000

      (113.53 )      (220.00 ) 

LNG 130316C00019000 MONTH END PRICE 135.0000

      (453.99 )      (540.00 ) 

LNKD 130104C00120000 MONTH END PRICE 20.0000

      (164.25 )      (100.00 ) 

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

LNKD 130119P00110000 MONTH END PRICE 168.0000

      1,185.75        840.00   

LOCAL CORPORATION MONTH END PRICE 2.0500

      3,498.79        2,050.00   

LOCATEPLUS HOLDINGS MONTH END PRICE 0.0000

      80.32        —     

LOCKHEED MARTIN CORP COMMON STOCK USD1.

      309,718.78        584,103.41   

LOCKHEED MARTIN CORP MONTH END PRICE 92.2900

      283,438.76        320,827.10   

LOEWS CORP COMMON STOCK USD.01

      186,264.00        183,375.00   

LOEWS CORP COMMON STOCK USD.01

      167,485.89        299,920.00   

LOEWS CORPORATION MONTH END PRICE 40.7500

      95,930.40        98,449.15   

LOGITECH INTL S A NEW MONTH END PRICE 7.5400

      35,865.56        18,096.00   

LOJACK CORP MONTH END PRICE 2.7900

      1,343.46        334.80   

LOMIKO METALS INC MONTH END PRICE 0.0856

      8,106.95        4,280.00   

LONE PINE RESOURCES INC MONTH END PRICE 1.2300

      8,255.95        6,150.00   

LONE STAR GOLD INC MONTH END PRICE 0.0310

      2,277.43        99.20   

LONG RUN EXPL LTD F MONTH END PRICE 4.8990

      8,239.72        4,075.97   

LONGLEAF PARTNERS FUND MONTH END PRICE 26.3900

      200,798.04        184,984.80   

LONGLEAF PARTNERS INTL FD MONTH END PRICE 14.0400

      54,929.00        46,236.72   

LONGLEAF PARTNERS SMALL CAP FD MONTH END PRICE 28.8800

      209,735.59        227,665.60   

LOOKSMART LTD NEW MONTH END PRICE 0.8900

      2,508.95        890.00   

LOOMIS SAYLES BOND CL I MONTH END PRICE 15.1200

      1,016,323.45        1,085,948.35   

LOOMIS SAYLES BOND FUND CL R MONTH END PRICE 15.0600

      6,116,820.89        6,594,631.17   

LOOMIS SAYLES FDS I MONTH END PRICE 10.6200

      116,321.04        116,753.49   

LOOMIS SAYLES GLBL BD FD CLASS R MONTH END PRICE 17.1600

      285,156.36        307,019.29   

LOOMIS SAYLES GLOBAL BOND FD CL I MONTH END PRICE 17.3200

      10,960.53        11,251.09   

LOOMIS SAYLES INV GRADE BOND Y MONTH END PRICE 12.6200

      616,449.43        650,722.79   

LOOMIS SAYLES SMALL CAP R MONTH END PRICE 29.8100

      44,196.24        51,279.49   

LOOMIS SAYLES STRATEGIC ALPHA A MONTH END PRICE 10.1900

      58,175.00        60,434.83   

LOOMIS SAYLES STRATEGIC INCOME FD A MONTH END PRICE 15.4700

      556,641.91        618,726.70   

LOOMIS SAYLES STRATEGIC INCOME Y MONTH END PRICE 15.4600

      101,079.50        106,504.43   

LOOMIS SAYLES VALUE RETAIL MONTH END PRICE 20.9700

      48,257.31        56,698.33   

LORD ABBETT INTL DIV MONTH END PRICE 8.2600

      76,376.09        79,887.68   

LORD ABBETT INTL DIVIDEND INC I MONTH END PRICE 8.2800

      48,802.64        56,025.36   

LORD ABBETT SHORT DUR INCOME CL A MONTH END PRICE 4.6500

      149,035.31        150,738.88   

LORILLARD INC COMMON STOCK USD.01

      202,077.27        357,360.21   

LORILLARD INC MONTH END PRICE 116.6700

      25,263.95        23,808.80   

LOUISIANA PACIFIC CORP COMMON STOCK USD1.

      190,715.45        250,715.64   

LOUISIANA PACIFIC CORPORATION MONTH END PRICE 19.3200

      13,171.19        17,946.57   

LOW 130119C00033000 MONTH END PRICE 273.0000

      (239.77 )      (819.00 ) 

LOW 130119C00035000 MONTH END PRICE 115.0000

      (102.29 )      (115.00 ) 

LOW 140118C00020000 MONTH END PRICE 1,550.0000

      (6,203.04 )      (13,950.00 ) 

LOWE S COS INC COMMON STOCK USD.5

      538,510.03        655,344.00   

LOWE S COS INC COMMON STOCK USD.5

      750,024.33        831,168.00   

LOWE S COS INC COMMON STOCK USD.5

      400,669.75        941,954.88   

LOWES COMPANIES MONTH END PRICE 35.5200

      385,473.24        450,672.77   

LRAD CORP MONTH END PRICE 1.1000

      2,529.96        1,100.00   

LSI CORP COMMON STOCK USD.01

      147,511.23        93,512.64   

LSI CORPORATION MONTH END PRICE 7.0700

      64,054.31        63,785.54   

LSI INDUSTRIES INC COMMON STOCK NPV

      9,580.20        9,814.00   

LTC PPTYS INC MONTH END PRICE 35.1900

      58,770.05        71,906.04   

LTX CREDENCE CORP COMMON STOCK USD.05

      157,412.35        142,352.00   

LUBBOCK TEX 4.442% 2/15/18 MONTH END PRICE 113.1980

      25,013.00        28,299.50   

LUCAS ENERGY INC NEW MONTH END PRICE 1.4700

      1,195.56        735.00   

LUCENT TECH CAP CONV TR PFD MONTH END PRICE 829.6700

      18,264.95        19,912.08   

LUFKIN INDUSTRIES INC MONTH END PRICE 58.1300

      11,466.63        11,626.00   

LULULEMON ATHLETICA INC COMMON STOCK USD.01

      298,463.18        335,793.15   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

LULULEMON ATHLETICA INC MONTH END PRICE 76.2300

      279,320.52        298,821.60   

LUMBER LIQUIDATORS HLDGS MONTH END PRICE 52.8300

      43,310.78        78,241.23   

LUMBER LIQUIDATORS HOLDINGS COMMON STOCK USD.001

      188,814.02        219,772.80   

LUMINENT MTG CAP INC MONTH END PRICE 0.0000

      4,620.36        —     

LUNA GOLD CORP NEW F MONTH END PRICE 3.2400

      4,263.61        6,804.00   

LUNDIN MNG CORP MONTH END PRICE 5.1500

      25,605.11        25,811.80   

LUPAKA GOLD CORP F MONTH END PRICE 0.4240

      268.44        41.55   

LUXEYARD INC MONTH END PRICE 0.0275

      15,832.17        314.05   

LUXOTTICA GROUP S P AADR MONTH END PRICE 41.3500

      37,623.03        39,406.55   

LVMH MOET HENNESSY LOU VUITT MONTH END PRICE 37.6900

      138,434.45        167,758.19   

LVMH MOET HENNESSY LOUIS VUI COMMON STOCK EUR.3

      580,117.24        975,900.17   

LVS 140118C00050000 MONTH END PRICE 575.0000

      (5,586.84 )      (4,600.00 ) 

LWAS/DFA INTL HIGH BOOK TO MARKET MONTH END PRICE 8.1000

      79,517.02        56,628.21   

LWAS/DFA TWO YEAR CORP MONTH END PRICE 10.0000

      71,708.93        71,759.02   

LWAS/DFA US HIGH BOOK TO MARKET PORT MONTH END PRICE 14.1800

      69,146.70        77,144.26   

LYDALL INC MONTH END PRICE 14.3400

      10,659.35        17,208.00   

LYNAS CORP ADR NEW MONTH END PRICE 0.5870

      71,062.21        29,297.17   

LYNAS CORPORATION ORD MONTH END PRICE 0.5970

      250,448.21        91,378.01   

LYONDELLBASELL IND NV SR UNSECURED 11/21 6.

      214,250.00        234,500.00   

LYONDELLBASELL INDS MONTH END PRICE 57.0900

      14,545.28        17,069.91   

LYONDELLBASELL INDU CL A COMMON STOCK

      426,542.04        508,101.00   

LYRIC JEANS INC MONTH END PRICE 0.0037

      5,015.62        381.40   

M & T BANK CORPORATION MONTH END PRICE 98.4700

      26,290.52        29,541.00   

M + T BANK CORP COMMON STOCK USD.5

      240,070.26        276,208.35   

M 2003 ADR MONTH END PRICE 0.0000

      4,800.70        —     

M D U RESOURCES GROUP INC MONTH END PRICE 21.2400

      8,093.90        7,434.00   

M G M GRAND MONTH END PRICE 11.6400

      148,180.44        160,725.12   

M K S INSTRUMENTS INC MONTH END PRICE 25.7800

      14.08        14.36   

M R V COMMUNICATIONS NEW MONTH END PRICE 10.3000

      2,159.81        1,153.60   

M S EMERGING MKTS DEBT MONTH END PRICE 16.8400

      23,147.02        23,973.16   

M W I VETERINARY SUPPLY MONTH END PRICE 110.0000

      2,666.87        3,850.00   

M/I HOMES INC MONTH END PRICE 26.5000

      22,658.40        23,850.00   

MABUCHI MOTOR CO LTD COMMON STOCK

      782,644.09        669,346.55   

MABWE MINERALS INC MONTH END PRICE 0.1000

      8,575.75        133.60   

MACK CALI REALTY CORP MONTH END PRICE 26.1100

      2,830.16        2,824.38   

MACQUARIE BANK LTD GOVT LIQUID 144A 07/14 3.3

      910,189.60        897,625.00   

MACQUARIE FIRST TR GLOBAL MONTH END PRICE 15.2500

      33,287.20        35,455.76   

MACQUARIE GLOBAL INFRAST MONTH END PRICE 19.0700

      16,669.06        19,070.00   

MACQUARIE INFRASTR CO LLC MONTH END PRICE 45.5600

      3,727.30        7,831.87   

MACY S INC COMMON STOCK USD.01

      167,991.56        171,688.00   

MACY S INC COMMON STOCK USD.01

      366,511.64        366,788.00   

MACY S INC COMMON STOCK USD.01

      383,726.19        383,726.19   

MACY S INC COMMON STOCK USD.01

      200,038.84        369,129.20   

MACYS INC MONTH END PRICE 39.0200

      47,358.55        49,157.31   

MADISON SQUARE GARDEN CO A COMMON STOCK

      72,849.59        75,395.00   

MAGELLAN ENERGY LTD NEW MONTH END PRICE 0.0001

      617.90        150.00   

MAGELLAN HEALTH SERVICES INC COMMON STOCK USD.01

      524,076.59        558,600.00   

MAGELLAN HEALTH SVCS NEW MONTH END PRICE 49.0000

      9,625.45        9,506.00   

MAGELLAN MIDSTREAM PTNRS MONTH END PRICE 43.1900

      71,134.71        114,202.21   

MAGIC SOFTWARE ENT ORD MONTH END PRICE 4.7000

      7,696.49        7,755.00   

MAGICJACK VOCALTEC LTD F MONTH END PRICE 18.2000

      7,744.78        6,370.00   

MAGNA INTL INC MONTH END PRICE 50.0200

      55,248.29        68,077.22   

MAGNETEK INC NEW MONTH END PRICE 10.5600

      662.11        316.80   

MAGNUM HUNTER RES 8% PFD MONTH END PRICE 42.2378

      5,994.11        5,702.10   

 

123

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

MAGNUM HUNTER RESOUR MONTH END PRICE 3.9900

      128,415.10        103,740.00   

MAIDEN HOLDINGS LTD COMMON STOCK USD.01

      290,455.14        310,622.00   

MAIDEN HOLDINGS LTD MONTH END PRICE 9.1900

      12,482.10        13,785.00   

MAIDENFORM BRANDS INC COMMON STOCK USD.01

      70,480.50        74,062.00   

MAIN 130119C00030000 MONTH END PRICE 80.0000

      (685.42 )      (800.00 ) 

MAIN STR CAP CORP MONTH END PRICE 30.5100

      160,368.25        197,062.51   

MAINLAND RESOURCE NEW MONTH END PRICE 0.1100

      9,038.10        233.97   

MAINSOURCE FINANCIAL GROUP I COMMON STOCK NPV

      71,673.80        74,753.00   

MAINSTAY HI YIELD CORP BOND CL A MONTH END PRICE 6.1100

      128,610.19        132,884.85   

MAINSTAY HIGH YIELD CORP BOND I MONTH END PRICE 6.1100

      29,816.46        30,022.59   

MAINSTAY HIGH YIELD OPPORTUNITIES A MONTH END PRICE 12.1100

      7,437.31        7,787.12   

MAINSTAY ICAP EQUITY CL I MONTH END PRICE 40.4600

      43,427.32        40,774.13   

MAINSTAY ICAP INTERNATIONAL CL I MONTH END PRICE 30.1000

      43,109.68        38,738.49   

MAINSTAY ICAP SELECT EQUITY CL I MONTH END PRICE 38.5400

      213,717.03        225,750.21   

MAINSTAY LARGE CAP GROWTH A MONTH END PRICE 7.7400

      158,749.87        167,639.68   

MAINSTAY MARKETFIELD FD CL I MONTH END PRICE 15.8400

      232,448.06        249,953.81   

MAIRS & POWER GROWTH FD INC MONTH END PRICE 83.9500

      139,199.71        149,716.68   

MAIRS AND POWER BALA MONTH END PRICE 70.8300

      62,135.65        72,814.16   

MAJESCO HOLDINGS INC NEW MONTH END PRICE 1.0600

      1,213.52        402.80   

MAKEMYTRIP LIMITED MONTH END PRICE 12.4400

      299.56        124.40   

MAKITA CORP COMMON STOCK

      497,631.00        530,240.82   

MAKITA CORP SPON ADR MONTH END PRICE 46.4500

      45,606.95        46,450.00   

MAKO SURGICAL CORP MONTH END PRICE 12.8500

      136,370.38        67,372.55   

MANAGERS AMG FQ GLBL ESSENTIALS SVC MONTH END PRICE 13.3000

      20,150.53        20,068.21   

MANAGERS BOND FUND MONTH END PRICE 27.9300

      72,850.07        82,040.02   

MANAGERS INTERMEDIATE GOVT FD MONTH END PRICE 10.9800

      55,563.67        55,457.11   

MANAGERS MICRO-CAP FUND MONTH END PRICE 35.0700

      12,794.27        16,781.91   

MANAGERS PIMCO BOND FUND MONTH END PRICE 10.9200

      106,943.96        109,827.71   

MANAGERS REAL ESTATE SECURITIES FUND MONTH END PRICE 10.1100

      113,129.64        111,825.26   

MANAGERS SHORT DURATION GOVT FUND MONTH END PRICE 9.6500

      1,215.74        1,219.53   

MANAGERS SPECIAL EQUITY FUND MNGR CL MONTH END PRICE 60.1400

      85,065.57        92,434.22   

MANCHESTER UTD PLC NEW MONTH END PRICE 14.0500

      1,336.95        1,405.00   

MANHATTAN ASSOCS INC MONTH END PRICE 60.3400

      9,450.91        12,068.00   

MANHATTAN CORP ORD MONTH END PRICE 0.1817

      4,443.51        545.10   

MANITEK INTERNATIONAL MONTH END PRICE 7.1400

      3,129.95        2,142.00   

MANITOWOC CO INC 9.5000% 02/15/18 MONTH END PRICE 111.2500

      5,687.00        5,562.50   

MANITOWOC COMPANY INC COMMON STOCK USD.01

      514,014.80        567,051.52   

MANITOWOC INC MONTH END PRICE 15.6800

      33,033.98        40,946.17   

MANNATECH INC NEW MONTH END PRICE 5.6200

      2,199.35        78.68   

MANNING & NAPIER EQUITY SERIES MONTH END PRICE 17.1400

      127,039.46        125,193.39   

MANNING & NAPIER INTL SERIES CL S MONTH END PRICE 8.7000

      253,337.21        261,049.18   

MANNING & NAPIER PR -BLEND EXTND S MONTH END PRICE 15.9100

      108,403.57        117,655.47   

MANNING & NAPIER PRO-BLEND CONSERV S MONTH END PRICE 13.3800

      5,738.17        5,980.38   

MANNING & NAPIER PROBLEND MAXIMUM S MONTH END PRICE 17.3400

      129,984.85        149,983.61   

MANNING & NAPIER PROBLEND MODERATE S MONTH END PRICE 13.1900

      55,895.05        60,489.45   

MANNING & NAPIER WORLD OPPTY A MONTH END PRICE 7.7500

      670,109.75        637,123.87   

MANNING + NAPIER INC COMMON STOCK USD.01

      81,105.67        80,640.00   

MANNKIND CORP MONTH END PRICE 2.3100

      128,973.00        133,404.81   

MANTECH INTL CORP CL A MONTH END PRICE 25.9400

      10,797.91        7,522.60   

MARATHON OIL CORP COMMON STOCK USD1.

      525,798.65        616,266.00   

MARATHON OIL CORP COMMON STOCK USD1.

      932,902.10        956,592.00   

MARATHON OIL CORP COMMON STOCK USD1.

      238,708.94        507,852.24   

MARATHON OIL CORP MONTH END PRICE 30.6600

      298,889.97        306,479.35   

MARATHON PETE CORP MONTH END PRICE 63.0000

      185,534.79        238,388.59   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MARATHON PETROLEUM CORP COMMON STOCK

      264,379.98         472,500.00   

MARATHON PETROLEUM CORP COMMON STOCK

      147,151.22         496,566.00   

MARCHEX INC CLASS B COMMON STOCK USD.01

      47,227.73         46,032.00   

MARINA BIOTECH INC NEW MONTH END PRICE 0.4300

      49.07         25.80   

MARINE DRIVE MOBILE MONTH END PRICE 0.0250

      1,050.70         78.13   

MARINE HARVEST COMMON STOCK NOK.75

      700,342.90         1,013,537.72   

MARK ONE GLOBAL IND INC MONTH END PRICE 0.1500

      7,871.10         0.30   

MARKEL CORP COMMON STOCK NPV

      1,115,217.33         994,698.90   

MARKEL CORP HOLDING CO MONTH END PRICE 433.4200

      89,686.43         104,020.80   

MARKET LEADER INC MONTH END PRICE 6.5500

      2,138.55         2,620.00   

MARKET VECTORS DBL SHORT EURO ETN MONTH END PRICE 43.1500

      2,306.51         2,157.50   

MARKET VECTORS ETF NEW MONTH END PRICE 35.8300

      113.09         35.83   

MARKET VECTORS ETF T MONTH END PRICE 13.1600

      32,602.32         18,424.00   

MARKET VECTORS ETF T MONTH END PRICE 28.6400

      4,241.51         4,072.15   

MARKET VECTORS ETF TR MONTH END PRICE 18.0000

      33,273.00         31,266.00   

MARKET VECTORS ETF TR MONTH END PRICE 23.6400

      49,488.21         48,509.28   

MARKET VECTORS ETF TR MONTH END PRICE 27.1372

      4,673.40         4,803.28   

MARKET VECTORS ETF TR MONTH END PRICE 29.9000

      50,233.40         45,232.43   

MARKET VECTORS ETF TR MONTH END PRICE 32.8400

      68,809.94         69,518.61   

MARKET VECTORS ETF TR MONTH END PRICE 35.8500

      38,774.22         40,689.75   

MARKET VECTORS ETF TR MONTH END PRICE 39.7300

      12,750.54         13,905.50   

MARKET VECTORS ETF TR MONTH END PRICE 46.3900

      1,841,865.60         1,596,752.78   

MARKET VECTORS ETF TR MONTH END PRICE 50.9700

      8,350.22         10,661.34   

MARKET VECTORS ETF TR MONTH END PRICE 52.7600

      617,352.90         663,564.03   

MARKET VECTORS ETF TROIL SVCS ETF MONTH END PRICE 38.6300

      97,441.86         97,038.56   

MARKET VECTORS ETF TRUST COAL ETF MONTH END PRICE 25.1400

      39,351.80         40,902.78   

MARKET VECTORS ETF TRUST MONTH END PRICE 11.0400

      20,654.46         9,505.44   

MARKET VECTORS ETF TRUST MONTH END PRICE 13.7600

      44,870.28         27,767.91   

MARKET VECTORS ETF TRUST MONTH END PRICE 25.1800

      8,061.95         7,554.00   

MARKET VECTORS ETF TRUST MONTH END PRICE 48.6900

      131,979.33         125,370.01   

MARKET VECTORS ETF MONTH END PRICE 11.1200

      62,553.97         62,272.00   

MARKET VECTORS ETF MONTH END PRICE 19.7900

      595,100.28         482,256.70   

MARKET VECTORS ETF MONTH END PRICE 27.4500

      8,163.57         8,372.25   

MARKET VECTORS ETF MONTH END PRICE 42.6195

      42,757.44         36,464.72   

MARKETAXESS HOLDINGS INC MONTH END PRICE 35.3000

      3,298.37         4,236.00   

MARKETOCRACY MASTERS 100 FD MONTH END PRICE 8.7800

      5,150.17         4,912.23   

MARKWEST ENERGY PART/FIN COMPANY GUAR 06/22 6.25

      146,382.35         152,600.00   

MARKWEST ENERGY PTNR LP MONTH END PRICE 51.0100

      57,831.44         62,881.73   

MARLIN BUSINESS SERVICES INC COMMON STOCK USD.01

      59,458.52         66,198.00   

MARRET RESOURCE CORP F MONTH END PRICE 4.8000

      5,253.47         264.00   

MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01

      142,355.37         221,309.26   

MARRIOTT INTL INC CL A MONTH END PRICE 37.2700

      24,810.91         25,802.70   

MARRIOTT VACATIONS WORLD COMMON STOCK USD.01

      470,028.98         491,706.00   

MARRIOTT VACATIONS MONTH END PRICE 41.6700

      1,187.89         1,666.80   

MARSH & MCLENNAN COS INC MONTH END PRICE 34.4700

      6,489.13         7,238.70   

MARSH + MCLENNAN COS COMMON STOCK USD1.

      329,368.07         436,769.37   

MARSICO 21ST CENTURY FD MONTH END PRICE 13.9900

      248,836.88         242,026.85   

MARSICO FLEXIBLE CAPITAL FD MONTH END PRICE 14.8700

      111,660.61         119,940.60   

MARSICO FOCUS FUND MONTH END PRICE 17.3200

      103,827.54         100,154.34   

MARSICO GLOBAL FD MONTH END PRICE 11.5600

      37,722.30         48,313.63   

MARSICO GROWTH FUND MONTH END PRICE 20.3400

      91,212.24         93,135.60   

MARSICO INTL OPPORTUNITIES FD MONTH END PRICE 13.2600

      2,873.81         2,466.52   

MART RESOURCES INC MONTH END PRICE 1.7200

      17,349.15         19,694.00   

MARTHA STEWART LIVING A COMMON STOCK USD.01

      45,462.46         44,100.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MARTHA STEWART LVNG OMNI MONTH END PRICE 2.4500

      11,883.95         8,575.00   

MARTIN MIDSTREAM PTNR LP MONTH END PRICE 31.0600

      2,721.55         2,433.46   

MARVELL TECH GROUP LTD MONTH END PRICE 7.2606

      173,372.56         102,127.60   

MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002

      1,324,300.92         894,613.50   

MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002

      1,024,514.41         753,951.00   

MARVELL TECHNOLOGY GROUP LTD COMMON STOCK USD.002

      1,226,636.67         1,100,115.06   

MASCO 5.85% 3/15/17 MONTH END PRICE 109.0501

      38,869.21         43,620.04   

MASCO CORP COMMON STOCK USD1.

      183,993.97         193,739.14   

MASCO CORP COMMON STOCK USD1.

      170,776.08         140,160.58   

MASCO CORP MONTH END PRICE 16.6600

      33,777.58         35,716.36   

MASS HYSTERIA ENTMT MONTH END PRICE 0.0002

      14,968.27         20.27   

MASTEC INC MONTH END PRICE 24.9300

      46,180.42         48,613.50   

MASTERCARD INC CLASS A COMMON STOCK USD.0001

      709,278.29         1,246,377.36   

MASTERCARD INC MONTH END PRICE 491.2800

      464,745.28         496,322.69   

MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 1A1

      14,917.37         14,128.75   

MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A1F 144A

      86,541.68         87,502.22   

MATADOR RESOURCES CO COMMON STOCK USD.01

      109,550.08         104,960.00   

MATAMEC EXPLORATION MONTH END PRICE 0.1650

      4,514.83         1,320.00   

MATECH CORP CL A MONTH END PRICE 0.0003

      275.84         7.34   

MATERION CORP COMMON STOCK NPV

      868,744.36         996,397.00   

MATERION CORP COMMON STOCK NPV

      294,496.30         306,782.00   

MATERION CORPORATION MONTH END PRICE 25.7800

      6,745.84         6,445.00   

MATRIX DENTURE SYS INTL MONTH END PRICE 0.0000

      0.60         —     

MATRIX SERVICE CO COMMON STOCK USD.01

      150,983.59         157,550.00   

MATRIX SVC CO MONTH END PRICE 11.5000

      1,061.28         1,150.00   

MATSON INC MONTH END PRICE 24.7200

      11,566.61         6,180.00   

MATTEL INC COMMON STOCK USD1.

      169,659.46         290,250.12   

MATTEL INCORPORATED MONTH END PRICE 36.6200

      37,496.44         42,108.73   

MATTHEW 25 FUND MONTH END PRICE 22.1800

      83,785.31         83,885.91   

MATTHEWS ASIA DIVIDEND FUND MONTH END PRICE 14.5800

      486,736.23         533,090.80   

MATTHEWS ASIA GROWTH FUND MONTH END PRICE 18.0200

      102,237.60         122,828.90   

MATTHEWS ASIA SCIENCE & TECH FD I MONTH END PRICE 9.2900

      55,252.85         62,168.61   

MATTHEWS ASIA SMALL COMPANIES FD MONTH END PRICE 18.1300

      22,213.31         23,267.17   

MATTHEWS ASIAN GROWTH & INCOME FD I MONTH END PRICE 18.6000

      113,302.58         118,128.19   

MATTHEWS ASIAN GROWTH & INCOME FD I MONTH END PRICE 18.6100

      563,001.41         645,495.61   

MATTHEWS CHINA INVESTOR MONTH END PRICE 23.4700

      1,558,863.50         1,433,577.29   

MATTHEWS INDIA INV FUND MONTH END PRICE 17.5100

      272,011.96         264,708.23   

MATTHEWS JAPAN FUND MONTH END PRICE 12.2700

      25,347.05         22,301.01   

MATTHEWS KOREA INV FUND MONTH END PRICE 5.6400

      83,763.62         90,847.94   

MATTHEWS PACIFIC TIGER FD INSTL MONTH END PRICE 24.4100

      16,552.41         17,526.53   

MATTHEWS PACIFIC TIGER FD INV MONTH END PRICE 24.4200

      861,880.97         1,054,388.76   

MAWSON RESOURCES NEW F MONTH END PRICE 1.5500

      60,727.89         62,699.05   

MAXIM INTEGRATED PRODS INC MONTH END PRICE 29.4000

      12,670.95         14,464.80   

MAXIMUM DYNAMICS INC MONTH END PRICE 0.0000

      36,167.80         —     

MAXIMUS INC MONTH END PRICE 63.2200

      4,321.68         6,322.00   

MAXLINEAR INC MONTH END PRICE 5.0200

      14,211.16         7,279.00   

MAXWELL TECHNOLOGIES INC MONTH END PRICE 8.3000

      10,577.09         8,300.00   

MB FINANCIAL INC COMMON STOCK USD.01

      450,380.42         456,225.00   

MB FINL BK NA CHIC. IL 3% 8/05/14 MONTH END PRICE 103.8560

      10,000.00         10,385.60   

MBIA INC 6.4% 8/15/22 MONTH END PRICE 74.0000

      72,125.00         74,000.00   

MBIA INC MONTH END PRICE 7.8500

      50,764.22         41,055.50   

MCCLATCHY CO HLDG CL A MONTH END PRICE 3.2700

      2,544.45         2,861.25   

MCCORMICK & CO INC MONTH END PRICE 63.5300

      8,637.23         11,217.81   

MCCORMICK + CO NON VTG SHRS COMMON STOCK NPV

      99,576.93         199,992.44   

 

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Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

MCD 130119C00087500 MONTH END PRICE 163.0000

      (2,220.69 )      (1,141.00 ) 

MCD 130119C00090000 MONTH END PRICE 54.0000

      (627.52 )      (324.00 ) 

MCD 130119C00100000 MONTH END PRICE 3.0000

      (361.08 )      (3.00 ) 

MCD 130119P00087500 MONTH END PRICE 91.0000

      482.47        182.00   

MCD 130316C00090000 MONTH END PRICE 152.0000

      (1,076.18 )      (760.00 ) 

MCDERMOTT INTL INC MONTH END PRICE 11.0200

      3,927.20        3,614.56   

MCDONALD S CORP COMMON STOCK USD.01

      785,525.80        2,088,901.01   

MCDONALDS CORP MONTH END PRICE 88.2100

      3,440,428.15        3,367,470.47   

MCEWEN MINING INC MONTH END PRICE 3.8300

      140,048.66        135,084.10   

MCEWEN MNG MINERA 12 12/04 12/04/12 MONTH END PRICE 0.0000

      1,472.72        —     

MCEWEN MNG-MINERA ACQ F MONTH END PRICE 3.7959

      80,036.15        57,234.58   

MCG CAPITAL CORP MONTH END PRICE 4.6000

      76,516.67        75,598.99   

MCGRAW HILL COMPANIES INC COMMON STOCK USD1.

      159,068.77        356,776.42   

MCGRAW HILL INC MONTH END PRICE 54.6700

      42,508.69        57,240.23   

MCKESSON CORP COMMON STOCK USD.01

      320,484.97        530,274.24   

MCKESSON CORPORATION MONTH END PRICE 96.9600

      152,088.24        187,149.75   

MCMORAN EXPLOR 1 11.8750% 11/15/14 MONTH END PRICE 106.7500

      5,323.06        5,337.50   

MCMORAN EXPLORATION CO MONTH END PRICE 16.0500

      68,181.14        96,011.10   

MDI INC MONTH END PRICE 0.0000

      3,668.37        —     

MEAD JOHNSON NUTRITION CO COMMON STOCK USD.01

      216,577.58        312,977.50   

MEAD JOHNSON NUTRITION CO MONTH END PRICE 65.8900

      10,614.87        8,829.26   

MEADWESTVACO CORP COMMON STOCK USD.01

      90,422.10        128,563.58   

MEADWESTVACO CORPORATION MONTH END PRICE 31.8700

      2,315.29        2,483.06   

MEC RESOURCES LTD OR MONTH END PRICE 0.0831

      82,872.25        8,393.10   

MECHANICAL TECHNOLOGY INC NEW MONTH END PRICE 0.1700

      4,496.76        42.50   

MECHEL STEEL GROUP OAP MONTH END PRICE 6.9300

      204,967.22        92,862.00   

MEDALLION FINANCIAL CORPORATION MONTH END PRICE 11.7400

      39,457.95        42,281.71   

MEDASSETS INC MONTH END PRICE 16.7700

      9,854.15        13,416.00   

MEDCAREERS GROUP INC MONTH END PRICE 0.0220

      10,233.00        110.00   

MEDEFILE INTL INC NEW MONTH END PRICE 0.8000

      3,050.10        160.00   

MEDIABAY INC NEW MONTH END PRICE 0.0033

      2,796.02        13.20   

MEDIADATA SOLUTIONS INC MONTH END PRICE 39.1800

      1,899.56        1,959.00   

MEDICAL ACTION INDS INC MONTH END PRICE 2.6900

      1,026.59        511.10   

MEDICAL ALARM CONCEP MONTH END PRICE 0.0022

      3,524.68        440.00   

MEDICAL CARE TECH IN MONTH END PRICE 0.0001

      463.90        2.00   

MEDICAL FACILITIES CORPF MONTH END PRICE 13.8500

      1,525.82        2,077.50   

MEDICAL MARIJUANA INC MONTH END PRICE 0.1010

      2,193.90        4,040.00   

MEDICAL PROPERTIES TRUST MONTH END PRICE 11.9600

      41,138.92        50,378.79   

MEDIDATA SOLUTIONS INC COMMON STOCK USD.01

      230,538.51        228,712.84   

MEDIDATA SOLUTIONS INC COMMON STOCK USD.01

      594,071.14        581,971.50   

MEDIFAST INC COMMON STOCK USD.001

      149,241.34        147,784.00   

MEDIFAST INC COMMON STOCK USD.001

      453,494.60        415,642.50   

MEDIFAST INC MONTH END PRICE 26.3900

      1,782.16        2,639.00   

MEDINAH MINERALS INC MONTH END PRICE 0.0740

      155,706.77        91,959.80   

MEDIOBANCA SPA COMMON STOCK EUR.5

      110,517.65        124,121.45   

MEDISYS CORPORATION NEW MONTH END PRICE 0.0000

      1,509.95        —     

MEDIVATION INC COMMON STOCK USD.01

      225,204.14        241,065.92   

MEDIVATION INC MONTH END PRICE 51.1600

      62,382.71        63,950.00   

MEDIZONE INTL INC MONTH END PRICE 0.0880

      1,156.95        440.00   

MEDLEY CAPITAL CORP MONTH END PRICE 14.5600

      15,760.35        16,053.19   

MEDTRONIC INC COMMON STOCK USD.1

      276,856.28        307,650.00   

MEDTRONIC INC COMMON STOCK USD.1

      348,807.91        340,466.00   

MEDTRONIC INC COMMON STOCK USD.1

      172,783.39        205,100.00   

MEDTRONIC INC COMMON STOCK USD.1

      732,727.42        983,372.46   

 

127

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MEDTRONIC INC SR UNSECURED 03/20 4.45

      130,504.60         151,009.30   

MEDTRONIC INC MONTH END PRICE 41.0200

      339,906.70         372,956.74   

MEDUSA MINING LTD ORD F AUSTRLN SHA MONTH END PRICE 5.6375

      40,747.60         42,095.21   

MEETME INC MONTH END PRICE 3.4900

      966.69         872.50   

MEGA PRECIOUS METALS INC MONTH END PRICE 0.2392

      12,612.48         4,443.62   

MEGA URANIUM LTD MONTH END PRICE 0.1100

      729,352.36         53,952.80   

MELA SCIENCES INC COMMON STOCK USD.001

      21,516.84         19,332.00   

MELA SCIENCES INC MONTH END PRICE 1.7900

      3,642.74         1,432.00   

MELCO PBL ENTMT LTD ADR MONTH END PRICE 16.8400

      60,488.81         90,936.00   

MELLANOX TECHNOLOGIES LTD COMMON STOCK ILS.0175

      229,342.44         203,970.30   

MELLANOX TECHNOLOGIES LTD MONTH END PRICE 59.3800

      22,389.47         13,835.54   

MEMC ELECTRONIC MATERIALS MONTH END PRICE 3.2100

      48,118.34         50,714.79   

MEN S WEARHOUSE INC/THE COMMON STOCK USD.01

      926,705.49         880,862.04   

MENS WEARHOUSE INC MONTH END PRICE 31.1600

      2,531.13         2,025.40   

MENTOR GRAPHICS CORP MONTH END PRICE 17.0200

      11,666.40         12,765.00   

MERCADOLIBRE INC COMMON STOCK USD.001

      325,842.24         359,614.89   

MERCADOLIBRE INC MONTH END PRICE 78.5500

      89,383.69         86,445.10   

MERCANTILE BANK CORP COMMON STOCK NPV

      38,628.74         42,900.00   

MERCHANTS BANCSHARES INC COMMON STOCK USD.01

      78,397.94         74,956.00   

MERCK & CO INC NEW MONTH END PRICE 40.9400

      909,162.35         1,032,549.71   

MERCK + CO. INC. COMMON STOCK USD.5

      304,402.80         323,426.00   

MERCK + CO. INC. COMMON STOCK USD.5

      682,215.71         718,497.00   

MERCK + CO. INC. COMMON STOCK USD.5

      2,227,653.09         2,935,971.16   

MERCK KGAA COMMON STOCK NPV

      592,274.66         638,051.70   

MERCK KGAA COMMON STOCK NPV

      186,613.91         237,356.28   

MERCURY GEN CORP NEW MONTH END PRICE 39.6900

      19,486.72         18,455.91   

MERCURY GENERAL CORP COMMON STOCK NPV

      244,245.80         222,264.00   

MERCURY SYSTEMS INC COMMON STOCK USD.01

      251,824.88         254,840.00   

MERCURY SYSTEMS INC COMMON STOCK USD.01

      1,051,621.35         808,698.40   

MERGER FUND MONTH END PRICE 15.8300

      385,229.21         389,840.57   

MERIDIAN BANK NA 4.25% 2/20/18 MONTH END PRICE 1.1211

      225,000.00         252,238.50   

MERIDIAN BIOSCIENCE INC COMMON STOCK NPV

      919,629.69         902,643.75   

MERIDIAN BIOSCIENCE INC MONTH END PRICE 20.2500

      2,965.50         2,936.25   

MERIDIAN GROWTH FUND MONTH END PRICE 39.7800

      570,936.69         566,479.05   

MERIDIAN VALUE FD MONTH END PRICE 32.8600

      40,036.51         41,434.39   

MERITAGE CORPORATION MONTH END PRICE 37.3500

      17,068.41         17,442.45   

MERITAGE HOMES CORP COMMON STOCK USD.01

      261,826.87         312,059.25   

MERITOR INC COMMON STOCK USD1.

      158,136.66         168,861.00   

MERITOR INC MONTH END PRICE 4.7300

      284,886.35         69,531.00   

MERK ABSOLUTE RETURN CURRENCY INV MONTH END PRICE 9.0400

      25,000.00         23,456.37   

MERK ASIAN CURRENCY FD INV CL MONTH END PRICE 9.6700

      14,946.37         15,082.55   

MERK HARD CURRENCY FUND INV SHARES MONTH END PRICE 12.1500

      509,170.15         515,521.90   

MERRILL LYNCH 6.05% 5/16/16 MONTH END PRICE 109.8522

      9,835.00         10,985.22   

MERRILL LYNCH & CO 5.45%.7/15/14 MONTH END PRICE 105.9856

      985.61         1,059.86   

MERRILL LYNCH & CO INC 5% 2/03/14 MONTH END PRICE 104.0665

      3,139.20         3,122.00   

MERRILL LYNCH + CO SR UNSECURED 02/13 5.45

      379,854.80         381,649.58   

MERRILL LYNCH MORTGAGE TRUST MLMT 2007 C1 A4

      34,538.67         34,511.70   

MERRIMACK PHARMA INC MONTH END PRICE 6.0900

      6,268.90         6,090.00   

MERUS LABS INTERNATIONAL MONTH END PRICE 1.1000

      11,220.60         4,400.00   

MESA AIR GROUP INC MONTH END PRICE 0.0000

      522.45         —     

MESA ENERGY HLDGS INC MONTH END PRICE 0.1450

      197,580.55         26,376.23   

MESABI TRUST CTF BEN INT MONTH END PRICE 25.4500

      210,636.95         161,551.75   

METABOLIX INC MONTH END PRICE 1.4800

      2,956.40         296.00   

METAL STORM LTD ADR MONTH END PRICE 0.0266

      5,539.48         53.20   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

METALICO INC COMMON STOCK USD.001

      19,987.80         20,580.00   

METALICO INC MONTH END PRICE 1.9600

      555,829.06         359,699.20   

METALS USA HOLDINGS CORP COMMON STOCK USD.01

      114,373.66         128,201.70   

METANOR RESOURCES MONTH END PRICE 0.1920

      7,271.93         4,224.00   

METCASH LTD ORD F MONTH END PRICE 3.4468

      3,290.65         2,860.84   

METHANEX CORP COMMON STOCK NPV

      682,585.89         852,522.50   

METHODE ELECTRONICS INC COMMON STOCK USD.5

      95,829.81         101,303.00   

METLIFE INC 2012 MONTH END PRICE 44.4700

      6,796.58         4,891.70   

METLIFE INC B 6.50% PFD MONTH END PRICE 25.2220

      26,350.23         26,880.37   

METLIFE INC COMMON STOCK USD.01

      297,268.00         329,400.00   

METLIFE INC COMMON STOCK USD.01

      1,262,227.54         1,334,070.00   

METLIFE INC COMMON STOCK USD.01

      608,559.49         489,159.00   

METLIFE INC COMMON STOCK USD.01

      1,314,566.78         1,158,664.50   

METLIFE INC COMMON STOCK USD.01

      968,714.55         846,623.88   

METLIFE INC JR SUBORDINA 12/66 6.4

      158,824.69         181,768.42   

METLIFE INC SR 5.875% 11/21/33 MONTH END PRICE 25.4500

      6,768.95         7,635.00   

METLIFE INC SR UNSECURED 02/21 4.75

      19,995.00         23,222.44   

METLIFE INC MONTH END PRICE 32.9400

      150,449.50         139,400.38   

METRO BANCORP INC COMMON STOCK USD1.

      25,436.55         26,440.00   

METRO ONE TELECOMMUN NEW MONTH END PRICE 0.0050

      2,747.57         3.00   

METRO PCS 6.6250% 11/15/20 MONTH END PRICE 106.5000

      5,023.50         5,325.00   

METROCORP BANCSHARES MONTH END PRICE 10.9900

      15,447.62         15,957.48   

METROPCS COMMUNICATIONS INC COMMON STOCK USD.0001

      96,152.49         74,510.24   

METROPCS COMMUNICATIONS MONTH END PRICE 9.9400

      86,656.84         89,708.50   

METROPOLITAN WEST HIGH YIELD BOND M MONTH END PRICE 10.4200

      217,570.28         216,018.21   

METROPOLITAN WEST INTERM BOND FD M MONTH END PRICE 10.6600

      52,396.68         53,305.60   

METROPOLITAN WEST LOW DURATION BD M MONTH END PRICE 8.7900

      80,815.83         84,284.73   

METROPOLITAN WEST TOTAL RETURN BD M MONTH END PRICE 10.9000

      1,283,930.74         1,347,472.41   

METROPOLITAN WEST TOTAL RETURN I MONTH END PRICE 10.8900

      265,701.77         288,634.22   

METROPOLITAN WEST ULTRA SHORT BOND M MONTH END PRICE 4.3000

      16,441.43         15,621.47   

METTLER-TOLEDO INTL INC MONTH END PRICE 193.3000

      2,776.89         4,832.50   

METZLER/PAYDEN EUROPEAN EMER MKTS MONTH END PRICE 23.8800

      136,623.24         115,768.21   

MEX BONOS DESARR FIX RT BONDS 06/20 8.

      554,695.17         553,783.71   

MEX BONOS DESARR FIX RT BONDS 06/22 6.5

      628,691.69         626,920.35   

MEXICAN PESO (NEW)

      38,629.49         38,133.24   

MF GLOBAL HLDGS LTD MONTH END PRICE 0.0480

      5,247.83         144.00   

MFA MORTGAGE INVESTMENTS MONTH END PRICE 8.1100

      30,048.87         33,627.13   

MFC INDUSTRIAL LTD F MONTH END PRICE 8.5500

      1,852.21         1,197.00   

MFS EMERGING MARKETS DEBT A MONTH END PRICE 16.3600

      11,129.75         12,753.09   

MFS EMERGING MKTS DEBT MONTH END PRICE 16.3300

      88,236.47         93,711.93   

MFS INTERNATIONAL VALUE FD CL A MONTH END PRICE 27.0400

      10,054.96         11,116.74   

MFS INTL DIVERSIFICATION MONTH END PRICE 14.2900

      32,868.77         37,743.26   

MFS INTL NEW DISCOVERY FD CL A MONTH END PRICE 23.9800

      73,878.58         81,161.27   

MFS MASS INVESTORS GROWTH STOCK CL A MONTH END PRICE 17.8200

      16,137.81         16,466.62   

MFS MID CAP GROWTH FUND CL A MONTH END PRICE 9.9800

      66,354.21         83,949.40   

MFS MULTIMARKET INCOME TR MONTH END PRICE 7.2800

      96,968.14         119,217.27   

MFS NEW DISCOVERY FUND CL A MONTH END PRICE 20.9500

      63,551.68         58,886.87   

MFS UTILITIES FUND CL A MONTH END PRICE 18.6200

      89,307.33         111,210.52   

MFS VALUE FUND CL A MONTH END PRICE 25.3500

      32,006.86         35,203.37   

MGIC INVT CORP WIS MONTH END PRICE 2.6600

      1,037.99         2,660.00   

MGM MIRAGE 6.7500% 04/01/13 MONTH END PRICE 99.7500

      7,054.23         6,982.50   

MGM MIRAGE 6.625%15 MONTH END PRICE 106.7500

      18,220.00         21,350.00   

MICHAEL KORS HLDGS LTD MONTH END PRICE 51.0300

      182,764.08         179,880.75   

MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV

      552,346.89         551,124.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV

      172,267.05         180,135.90   

MICROCHANNEL TECH CORP MONTH END PRICE 0.0120

      193,248.86         1,568.88   

MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001

      233,823.35         242,599.96   

MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001

      160,020.82         146,655.00   

MICROCHIP TECHNOLOGY MONTH END PRICE 32.5900

      53,958.70         51,956.11   

MICROELECTRONICS TECH MONTH END PRICE 0.0090

      0.50         0.45   

MICROMEM TECHNOLOGIES INC MONTH END PRICE 0.1900

      11,163.03         151.05   

MICRON TECHNOLOGY INC COMMON STOCK USD.1

      368,332.36         344,170.00   

MICRON TECHNOLOGY INC COMMON STOCK USD.1

      316,570.49         152,069.80   

MICRON TECHNOLOGY INC MONTH END PRICE 6.3400

      283,137.75         274,731.22   

MICROSOFT CORP COMMON STOCK USD.006.25

      547,760.32         564,003.00   

MICROSOFT CORP COMMON STOCK USD.006.25

      589,738.88         517,225.50   

MICROSOFT CORP COMMON STOCK USD.006.25

      853,011.12         906,815.25   

MICROSOFT CORP COMMON STOCK USD.006.25

      1,190,964.78         1,103,147.10   

MICROSOFT CORP COMMON STOCK USD.006.25

      1,608,609.05         1,505,674.17   

MICROSOFT CORP COMMON STOCK USD.006.25

      3,505,947.54         4,771,973.25   

MICROSOFT CORP MONTH END PRICE 26.7097

      2,670,961.15         2,545,479.36   

MICROSTRATEGY INC CL A COMMON STOCK USD.001

      426,200.85         448,224.00   

MICROVISION INC NEW MONTH END PRICE 1.9100

      114,366.94         19,495.37   

MID AMERICA APARTMENT COMM REIT USD.01

      125,339.40         129,500.00   

MID-AMERICAN APARTMENT CMNTYS INC MONTH END PRICE 64.7500

      7,526.09         7,770.00   

MIDAMERICAN ENERGY HLDGS SR UNSECURED 09/37 6.5

      39,948.00         39,846.57   

MIDAMERN ENRGY $3.90 PFD MONTH END PRICE 84.0000

      5,466.95         5,460.00   

MIDAS FUND MONTH END PRICE 2.5900

      54,599.43         30,072.44   

MIDDLEBY CORP COMMON STOCK USD.01

      266,151.13         297,447.20   

MIDDLEBY CORP COMMON STOCK USD.01

      525,979.33         525,661.00   

MIDDLEBY CORP THE MONTH END PRICE 128.2100

      8,642.47         11,282.48   

MIDDLESEX WATER CO MONTH END PRICE 19.5600

      1,910.50         2,209.09   

MIDFIRST BANK N A 3.2000% 04/03/17 MONTH END PRICE 1.0796

      10,000.00         10,796.40   

MIDFIRST BANK NA 2.25% 7/22/13 MONTH END PRICE 1.0112

      5,000.00         5,056.25   

MIDFIRST BANK NA 3.45% 1/06/17 MONTH END PRICE 1.0794

      10,000.00         10,793.80   

MIDFIRST BANK NA 3.75% 1/06/20 MONTH END PRICE 1.1204

      10,000.00         11,204.10   

MIDFIRST BANK NA 2.6000% 09/03/13 MONTH END PRICE 1.0150

      20,000.00         20,299.60   

MIDFIRST BANK NA 3.6500% 04/01/20 MONTH END PRICE 1.1164

      10,000.00         11,163.70   

MIDNIGHT HLDGS GROUP INC MONTH END PRICE 0.0001

      859.95         0.10   

MIDSTATES PETROLEUM MONTH END PRICE 6.8900

      4,462.70         2,239.25   

MIG LLC 15.5% 12/31/16 MONTH END PRICE 53.2500

      11,879.50         1,495.26   

MIGAMI INC MONTH END PRICE 0.0032

      249.95         0.64   

MILLENNIAL MEDIA INC COMMON STOCK

      222,811.89         193,300.31   

MILLENNIUM CELL INC MONTH END PRICE 0.0001

      2,876.48         0.15   

MILLER ENERGY 10.75 MONTH END PRICE 22.2500

      21,101.54         21,137.50   

MILLROCK RESOURCES INC MONTH END PRICE 0.2260

      64,411.89         22,824.19   

MILWAUKEE CNTY 3.125% 10/01/15 MONTH END PRICE 106.2830

      25,290.75         26,570.75   

MIMVI INC MONTH END PRICE 0.3650

      5,503.16         7,300.00   

MINCO GOLD CORP MONTH END PRICE 0.3900

      29,176.99         16,009.50   

MINCO SILVER CORP MONTH END PRICE 1.5400

      68,512.84         19,984.58   

MIND TECHNOLOGIES INC MONTH END PRICE 0.0020

      1,318.95         20.00   

MINDRAY MED INTL ADR MONTH END PRICE 32.7000

      9,258.34         9,810.00   

MINERALRITE CORP MONTH END PRICE 0.4300

      2,547.75         412.80   

MINERCO RES INC NEW MONTH END PRICE 0.0030

      9,455.61         3.00   

MINES MANAGEMENT INC MONTH END PRICE 1.0300

      9,943.99         4,120.00   

MIPS TECHNOLOGIES INC MONTH END PRICE 7.8000

      26,132.46         26,910.00   

MIRA RESOURCES CORP MONTH END PRICE 0.1384

      3,145.05         1,384.00   

MIRANDA GOLD CORP MONTH END PRICE 0.2500

      8,690.71         1,500.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

MIRANT CORPORATION XXX MONTH END PRICE 0.0000

      1,539.69        —     

MIRASOL RESOURCES LTD MONTH END PRICE 2.3660

      2,294.27        1,242.15   

MISSION WEST PROPERTIES REIT USD.001

      124,562.09        124,807.00   

MISSOURI PAC RR 5% 1/01/45 MONTH END PRICE 86.0000

      3,410.00        3,440.00   

MISTRAL VENTURES INC MONTH END PRICE 0.0014

      62,472.85        1,120.00   

MITCHAM INDUSTRIES INC MONTH END PRICE 13.6300

      1,835.04        1,363.00   

MITEK SYS INC MONTH END PRICE 3.2100

      31,174.55        16,752.99   

MITSUBISHI ESTATE CO LTD COMMON STOCK

      109,961.32        143,437.85   

MITSUBISHI HEAVY INDUSTRIES COMMON STOCK

      131,429.19        140,238.35   

MITSUBISHI UFJ FINANCIAL GRO COMMON STOCK

      234,988.07        278,743.02   

MIZUHO CO BK NY 4.5% 2/28/13 MONTH END PRICE 1.0004

      30,000.00        30,010.80   

MIZUHO FINL GROUP ADR MONTH END PRICE 3.6600

      1,275.95        366.00   

MKT VECTORS SEMICONDUCTOR ETF MONTH END PRICE 32.3300

      13,195.50        12,932.00   

ML CFC COMMERCIAL MORTGAGE TRU MLCFC 2006 4 AM

      32,906.25        33,167.46   

MMEX MINING CORP NEW MONTH END PRICE 0.0770

      242.95        22.72   

MMR 130119C00014000 MONTH END PRICE 204.0000

      (906.95 )      (1,632.00 ) 

MMR GLOBAL INC MONTH END PRICE 0.0186

      2,548.00        372.00   

MO 130119C00033000 MONTH END PRICE 6.0000

      (464.24 )      (30.00 ) 

MO 130119C00035000 MONTH END PRICE 1.0000

      (1,637.35 )      (14.00 ) 

MO 140118C00030000 MONTH END PRICE 257.0000

      (1,999.19 )      (1,542.00 ) 

MO 150117C00030000 MONTH END PRICE 300.0000

      (7,677.67 )      (6,000.00 ) 

MOBILE TELESYSTEMS ADR MONTH END PRICE 18.6500

      13,156.10        13,987.50   

MOCON INC MONTH END PRICE 14.3999

      4,458.39        5,197.04   

MODERN MOBILITY AIDS MONTH END PRICE 0.0030

      3,196.95        150.00   

MODUSLINK GLOBAL SOLUTIONS INC MONTH END PRICE 2.9000

      42,976.73        12,194.50   

MOHAWK INDUSTRIES INC COMMON STOCK USD.01

      196,808.16        217,308.94   

MOLEX INC COMMON STOCK USD.05

      380,918.88        393,552.00   

MOLEX INC COMMON STOCK USD.05

      108,475.97        89,478.42   

MOLINA HEALTHCARE INC COMMON STOCK USD.001

      756,816.00        771,210.00   

MOLSON COORS BREWING CL B MONTH END PRICE 42.7900

      152,341.84        150,473.21   

MOLSON COORS BREWING CO B COMMON STOCK USD.01

      461,706.83        479,248.00   

MOLSON COORS BREWING CO B COMMON STOCK USD.01

      142,976.20        157,509.99   

MOLSON COORS BREWING CO COMPANY GUAR 05/22 3.5

      20,043.20        21,114.80   

MOLYCORP INC 5.50% P MONTH END PRICE 24.7500

      12,516.94        4,950.00   

MOLYCORP INC MONTH END PRICE 9.4400

      251,330.21        202,431.36   

MOMENTA PHARMACEUTICALS MONTH END PRICE 11.7900

      15,859.43        12,167.28   

MONARCH GULF EXPL NEW MONTH END PRICE 0.0005

      1,609.95        10.00   

MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV

      396,784.08        389,691.00   

MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV

      459,670.21        449,545.50   

MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV

      1,511,754.98        1,438,545.60   

MONDELEZ INTERNATIONAL INC A COMMON STOCK NPV

      594,741.76        1,063,270.62   

MONDELEZ INTERNATIONAL SR UNSECURED 02/20 5.375

      72,124.38        80,886.49   

MONDELEZ INTERNATIONAL SR UNSECURED 02/40 6.5

      149,370.00        161,202.12   

MONDELEZ INTL INC MONTH END PRICE 25.4532

      412,340.29        312,067.59   

MONETTA YOUNG INV MONTH END PRICE 14.9100

      42,662.00        43,141.28   

MONOLITHIC POWER SYS INC MONTH END PRICE 22.2800

      2,132.41        2,228.00   

MONOTYPE IMAGING HLDGS INC MONTH END PRICE 15.9800

      9,587.15        9,588.00   

MONRO MUFFLER BRAKE INC MONTH END PRICE 34.9001

      1,577.79        1,402.14   

MONSANTO CO COMMON STOCK USD.01

      1,563,114.38        2,316,085.50   

MONSANTO CO COMMON STOCK USD.01

      961,902.53        1,183,125.00   

MONSANTO CO COMMON STOCK USD.01

      405,349.39        1,192,211.40   

MONSANTO CO NEW DEL MONTH END PRICE 94.6500

      143,344.97        172,091.49   

MONSTER BEVERAGE CORP COMMON STOCK USD.005

      255,938.53        190,368.00   

MONSTER BEVERAGE CORP MONTH END PRICE 52.8400

      253,948.24        233,975.52   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MONSTER OFFERS NEW MONTH END PRICE 2.4000

      16,298.65         1,600.80   

MONSTER WORLDWIDE INC MONTH END PRICE 5.6200

      28,426.22         22,030.40   

MONTEAGLE QUALITY GROWTH FD INST CL MONTH END PRICE 9.7900

      28,573.58         29,724.15   

MONTPELIER RE HLDGS LTD MONTH END PRICE 22.8600

      8,306.11         10,502.03   

MONTPELIER RE HOLDINGS LTD COMMON STOCK USD.001666

      282,857.05         313,182.00   

MONUMENTAL NO MDA01020TR GIC NO MDA01020TR

      71,362,579.83         75,772,246.73   

MOODY S CORP COMMON STOCK USD.01

      90,159.92         227,698.00   

MOODYS CORP MONTH END PRICE 50.3200

      8,897.00         14,996.95   

MOOG INC CLASS A COMMON STOCK USD1.

      771,631.63         839,063.50   

MOOG INC CLASS A COMMON STOCK USD1.

      73,067.32         82,018.97   

MOOG INCORPORATED CL A MONTH END PRICE 41.0300

      14,900.51         13,786.08   

MORGAN STANLEY 4% 7/30/20 MONTH END PRICE 101.2144

      51,738.50         52,631.49   

MORGAN STANLEY 3.5% 10/15/20 MONTH END PRICE 100.4701

      900.00         1,004.70   

MORGAN STANLEY 4.1% 1/26/15 MONTH END PRICE 104.2463

      24,591.00         26,061.58   

MORGAN STANLEY 4.2% 11/20/14 MONTH END PRICE 104.4101

      29,034.95         30,278.93   

MORGAN STANLEY 5.5% 7/28/21 MONTH END PRICE 112.8745

      5,950.62         6,772.47   

MORGAN STANLEY 5.05% 10/08/13 MONTH END PRICE 1.0343

      191,000.00         197,551.30   

MORGAN STANLEY 2.875% 1/24/14 MONTH END PRICE 101.6877

      3,049.02         3,050.63   

MORGAN STANLEY 5.625% 9/23/19 MONTH END PRICE 112.6840

      127,288.59         145,362.36   

MORGAN STANLEY 5.75%21 MONTH END PRICE 112.9798

      9,815.50         11,297.98   

MORGAN STANLEY VAR 2/19/30 MONTH END PRICE 99.9900

      46,555.00         46,995.30   

MORGAN STANLEY A DEP SH MONTH END PRICE 19.5400

      5,401.14         5,862.00   

MORGAN STANLEY BAML TRUST MSBAM 2012 C5 XA 144A

      40,670.65         40,103.34   

MORGAN STANLEY CAPITAL INC MSAC 2003 NC6 M1

      79,962.45         85,263.08   

MORGAN STANLEY CHINA FD MONTH END PRICE 24.0500

      288.75         360.75   

MORGAN STANLEY COMMON STOCK USD.01

      614,801.66         474,176.00   

MORGAN STANLEY COMMON STOCK USD.01

      863,184.04         622,566.32   

MORGAN STANLEY GLBL REAL ESTATE I MONTH END PRICE 9.7700

      9,000.00         11,751.46   

MORGAN STANLEY MORTGAGE LOAN T MSM 2004 5AR 2A

      38,696.48         44,262.34   

MORGAN STANLEY MORTGAGE LOAN T MSM 2005 10 1A1

      110,422.70         93,112.80   

MORGAN STANLEY SR UNSECURED 03/17 4.75

      19,964.00         21,819.22   

MORGAN STANLEY SR UNSECURED 04/17 5.55

      102,490.00         110,863.50   

MORGAN STANLEY SR UNSECURED 10/16 VAR

      40,147.73         38,025.40   

MORGAN STANLEY US REAL ESTATE I MONTH END PRICE 16.9300

      2,416.93         3,058.44   

MORGAN STANLEY MONTH END PRICE 19.1200

      165,857.55         189,056.05   

MORGAN STANLEY MONTH END PRICE 41.6200

      13,231.87         13,526.50   

MORNINGSTAR INC COMMON STOCK NPV

      774,316.56         813,648.50   

MORNINGSTAR INC MONTH END PRICE 62.8300

      10,223.56         11,623.55   

MORTON CMNTY BANK 3.7000% 10/17/17 MONTH END PRICE 1.0958

      7,000.00         7,670.67   

MORTON CMNTY BK 3.6% 5/04/17 MONTH END PRICE 1.0884

      10,000.00         10,884.40   

MOSAIC CO MONTH END PRICE 56.6300

      293,053.05         296,063.22   

MOSAIC CO/THE COMMON STOCK USD.01

      379,298.37         390,747.00   

MOSAIC CO/THE COMMON STOCK USD.01

      1,496,693.94         1,454,371.66   

MOSAIC CO/THE COMMON STOCK USD.01

      371,959.87         368,095.00   

MOSYS INC COMMON STOCK USD.01

      3,373.40         3,480.00   

MOTLEY FOOL FDS TR MONTH END PRICE 11.0100

      4,216.73         4,622.19   

MOTLEY FOOL GREAT MONTH END PRICE 13.0200

      72,741.78         77,407.92   

MOTLEY FOOL INDEPENDENCE FD MONTH END PRICE 15.7100

      50,452.32         55,549.98   

MOTORCAR PARTS OF AMER MONTH END PRICE 6.5700

      4,603.63         4,480.74   

MOTOROLA SOLUTIONS INC COMMON STOCK USD.01

      89,421.22         97,440.00   

MOTOROLA SOLUTIONS INC COMMON STOCK USD.01

      322,219.74         369,882.24   

MOTOROLA SOLUTIONS INC MONTH END PRICE 55.6800

      82,292.62         96,427.78   

MOTORS LIQ CO GUC TRUST MONTH END PRICE 21.2000

      —           848.00   

MOTRICITY INC MONTH END PRICE 0.4100

      4,648.52         826.15   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

MOVADO GROUP INC COMMON STOCK USD.01

      196,819.39        191,013.68   

MOVE INC COMMON STOCK USD.001

      123,308.35        119,163.00   

MPG OFFICE TRUST INC MONTH END PRICE 3.0800

      17,775.85        16,940.00   

MPHASE TECH INC MONTH END PRICE 0.0022

      51.37        4.33   

MRI INTERVENTIONS IN MONTH END PRICE 1.6000

      5,506.95        3,200.00   

MRK 130119C00047000 MONTH END PRICE 2.0000

      (163.55 )      (4.00 ) 

MRO 130119C00032000 MONTH END PRICE 24.0000

      (49.29 )      (24.00 ) 

MRS FIELDS BRANDS 10% 10/10/14 MONTH END PRICE 42.0000

      837.13        708.54   

MRS FIELDS ORIG COOKIES MONTH END PRICE 0.0000

      314.24        —     

MS+AD INSURANCE GROUP HOLDIN COMMON STOCK

      144,221.10        147,840.77   

MSC INDUSTRIAL DIRECT CLASS A MONTH END PRICE 75.3800

      3,853.52        4,062.82   

MSCI INC CLASS A MONTH END PRICE 30.9900

      10,478.05        9,297.00   

MSFT 130119C00027000 MONTH END PRICE 39.0000

      (533.71 )      (273.00 ) 

MSFT 130119C00029000 MONTH END PRICE 4.0000

      (90.00 )      (16.00 ) 

MSFT 130119C00030000 MONTH END PRICE 3.0000

      (189.25 )      (15.00 ) 

MSFT 130119C00031000 MONTH END PRICE 1.0000

      (81.53 )      (2.00 ) 

MSFT 130216C00027000 MONTH END PRICE 76.0000

      (1,694.74 )      (1,520.00 ) 

MSFT 130316C00028000 MONTH END PRICE 50.0000

      (470.71 )      (350.00 ) 

MSFT 130316C00029000 MONTH END PRICE 27.0000

      (315.43 )      (270.00 ) 

MSGI SECURITY SOLUTIONS MONTH END PRICE 0.0001

      43,065.55        60.00   

MT 140118C00020000 MONTH END PRICE 163.0000

      (3,022.58 )      (2,282.00 ) 

MTN GROUP LTD COMMON STOCK ZAR.0001

      75,297.34        101,351.29   

MTU AERO ENGINES HOLDING AG COMMON STOCK

      890,653.61        1,299,813.82   

MU 130420C00008000 MONTH END PRICE 17.0000

      (577.83 )      (340.00 ) 

MUELLER INDUSTRIES INC COMMON STOCK USD.01

      752,670.73        835,501.00   

MUELLER WATER PRODUCTS INC A COMMON STOCK USD.01

      152,683.03        172,956.30   

MUELLER WATER PRODUCTS MONTH END PRICE 5.6100

      17,493.78        24,044.52   

MUENCHENER RUECKVER AG REG COMMON STOCK NPV

      251,827.29        278,292.66   

MUHLENKAMP FD MONTH END PRICE 52.2200

      23,498.68        17,354.43   

MULTI FINELINE ELECTRONIX MONTH END PRICE 20.2100

      5,523.48        4,042.00   

MULTIBAND CORP NEW MONTH END PRICE 1.6500

      4,601.77        2,112.00   

MULTICELL TECHS INC NEW MONTH END PRICE 0.0012

      19,514.52        266.40   

MULTIMEDIA GAMES INC MONTH END PRICE 14.7100

      29,452.95        28,537.40   

MUNDER MID CAP CORE GROWTH FD CL A MONTH END PRICE 31.9400

      45,120.70        53,195.59   

MUNI MTG & EQUITY L L C MONTH END PRICE 0.4000

      1,763.40        800.00   

MUR 140118C00060000 MONTH END PRICE 750.0000

      (2,030.74 )      (2,250.00 ) 

MURPHY OIL CORP 4% 6/01/22 MONTH END PRICE 100.3867

      5,081.82        5,019.34   

MURPHY OIL CORP COMMON STOCK USD1.

      902,104.09        1,000,440.00   

MURPHY OIL CORP COMMON STOCK USD1.

      248,782.76        264,461.55   

MURPHY OIL CORP MONTH END PRICE 59.5500

      33,166.37        35,173.67   

MUSCLEPHARM CORP NEW MONTH END PRICE 4.2500

      80,680.64        28,028.75   

MUSTANG ALLIANCES IN MONTH END PRICE 0.0110

      122.36        1.10   

MUTUAL GLOBAL DISCOVERY FD CL A MONTH END PRICE 28.2700

      42,699.56        46,207.26   

MUTUAL GLOBAL DISCOVERY FD CL Z MONTH END PRICE 28.6400

      160,731.00        165,877.61   

MUTUAL QUEST FD CL A MONTH END PRICE 16.4100

      38,526.18        39,128.37   

MUTUAL RISK MGMT LTD MONTH END PRICE 0.0000

      3,133.73        —     

MUTUAL SHARES FD CL Z MONTH END PRICE 22.4800

      68,781.11        65,394.01   

MV OIL TRUST MONTH END PRICE 23.7600

      12,792.51        8,364.57   

MVC CAPITAL MONTH END PRICE 12.1500

      740.38        655.14   

MY VINTAGE BABY INC MONTH END PRICE 0.0001

      2,062.00        0.35   

MYECHECK INC NEW MONTH END PRICE 0.0500

      604.95        0.30   

MYLAN INC COMMON STOCK USD.5

      1,085,831.49        1,363,282.80   

MYLAN INC COMMON STOCK USD.5

      189,092.97        259,713.48   

MYLAN INC MONTH END PRICE 27.4500

      146,203.79        193,028.40   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

MYR GROUP INC/DELAWARE COMMON STOCK USD.01

      573,587.03         576,275.00   

MYRIAD GENETICS INC MONTH END PRICE 27.2500

      10,324.68         10,872.75   

MYRIAD PHARMACEUTICALS INC MONTH END PRICE 2.8300

      17.12         16.98   

N G P CAPITAL RESOURCES MONTH END PRICE 7.2200

      16,333.90         14,440.00   

N M T MEDICAL INC MONTH END PRICE 0.0030

      295.61         0.60   

N W M MINING CORP MONTH END PRICE 0.0250

      17,517.50         2,500.00   

NABORS INDUSTRIES LTD COMMON STOCK USD.001

      971,009.99         862,679.45   

NABORS INDUSTRIES LTD COMMON STOCK USD.001

      168,744.51         98,057.70   

NABORS INDUSTRIES LTD MONTH END PRICE 14.4500

      144,045.80         130,237.85   

NACCO INDS INC CL A MONTH END PRICE 60.6900

      13,626.82         8,496.60   

NACEL ENERGY CORP MONTH END PRICE 0.0042

      525.61         2.04   

NAM TAI ELECTRONICS NEWF MONTH END PRICE 13.8200

      1,488.79         3,537.46   

NANO MASK INC MONTH END PRICE 0.0100

      192.90         41.00   

NANOGEN INC MONTH END PRICE 0.0030

      4,710.15         6.75   

NANOLOGIX INC MONTH END PRICE 0.2800

      28,608.10         15,372.00   

NANOMETRICS INC MONTH END PRICE 14.4200

      29,421.72         28,840.00   

NANOSPHERE INC MONTH END PRICE 2.8800

      18,427.35         17,280.00   

NANOVIRICIDES INC MONTH END PRICE 0.4650

      86,615.79         37,653.38   

NASDAQ OMX GROUP INC MONTH END PRICE 24.9900

      12,374.60         12,619.01   

NASDAQ OMX GROUP/THE COMMON STOCK USD.01

      86,322.83         73,254.29   

NASH FINCH CO COMMON STOCK USD1.667

      340,366.89         291,536.00   

NATIONAL FUEL GAS CO COMMON STOCK USD1.

      328,348.94         334,554.00   

NATIONAL FUEL GAS CO N J MONTH END PRICE 50.6900

      31,707.43         30,375.08   

NATIONAL GRAPHITE CO MONTH END PRICE 0.2580

      10,965.80         9,546.00   

NATIONAL GRID PLC ADR MONTH END PRICE 57.4400

      397,194.68         443,854.82   

NATIONAL GRID PLC COMMON STOCK GBP.139535

      946,655.53         1,113,370.29   

NATIONAL HEALTH INVS INC MONTH END PRICE 56.5300

      3,305.43         3,957.10   

NATIONAL INSTRS CORP MONTH END PRICE 25.8100

      2,402.75         2,322.90   

NATIONAL OILWELL VARCO INC COMMON STOCK USD.01

      462,097.66         457,945.00   

NATIONAL OILWELL VARCO INC COMMON STOCK USD.01

      574,604.89         553,635.00   

NATIONAL OILWELL VARCO INC COMMON STOCK USD.01

      1,466,204.25         1,917,217.50   

NATIONAL OILWELL VARCO INC COMMON STOCK USD.01

      384,656.40         680,560.95   

NATIONAL PRESTO INDS INC MONTH END PRICE 69.1000

      10,178.09         7,166.77   

NATIONAL RESEARCH CORP COMMON STOCK USD.001

      880,061.98         947,253.40   

NATIONAL RETAIL PPTYS MONTH END PRICE 31.2000

      84,788.55         139,762.38   

NATIONAL SEMICONDUCTOR SR UNSECURED 06/17 6.6

      20,888.20         24,699.42   

NATIONAL-OILWELL INC MONTH END PRICE 68.3500

      601,787.00         563,278.66   

NATIONSTAR MTG HLDGS INC MONTH END PRICE 30.9800

      18,473.05         18,588.00   

NATIXIS ASG GLOBAL ALTERNATIVES FDY MONTH END PRICE 10.7200

      32,305.11         31,831.02   

NATIXIS COMMON STOCK EUR1.6

      260,650.50         174,687.79   

NATIXIS NO 1703 01 GIC CONTRACT NO 1703 01

      65,351,694.30         66,687,389.61   

NATL BK GREECE NEW ADR F MONTH END PRICE 1.7900

      33,175.34         28,264.10   

NATL HEALTHCARE LOGISTICS MONTH END PRICE 0.0009

      534.95         13.50   

NATL RETAIL PPTYS DE MONTH END PRICE 26.5500

      12,756.95         13,275.00   

NATURAL ALTERNATIVES NEW MONTH END PRICE 5.0200

      38,293.07         44,251.30   

NATURAL BEAUTY BIO O MONTH END PRICE 0.0981

      3,627.53         1,962.00   

NATURAL GAS SERVICE GP MONTH END PRICE 16.4200

      7,974.58         6,568.00   

NATURAL GROCERS BY V MONTH END PRICE 19.0900

      7,029.52         6,681.50   

NATURAL HARMONY FOODS MONTH END PRICE 0.0001

      2,082.42         4.25   

NATURAL RESOURCE PTNR LP MONTH END PRICE 18.5400

      22,144.85         15,620.49   

NATURES SUNSHINE PRODS INC COMMON STOCK NPV

      114,074.68         102,808.00   

NATURES SUNSHINE PRODUCTS MONTH END PRICE 14.4800

      48,939.31         71,931.54   

NATUS MEDICAL INC COMMON STOCK USD.001

      133,224.39         135,278.00   

NATUZZI S P A ADR MONTH END PRICE 1.9200

      4,678.55         1,824.00   

 

134

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

NAUTILUS GROUP INC MONTH END PRICE 3.5100

      117,112.19        99,122.40   

NAUTILUS MINERALS INC MONTH END PRICE 0.3790

      15,451.11        2,372.16   

NAVARRE CORP MONTH END PRICE 1.7800

      15,760.63        17,800.00   

NAVIDEA BIOPHARMA MONTH END PRICE 2.8300

      209,690.95        193,996.50   

NAVIGATORS GROUP INC COMMON STOCK USD.1

      364,156.46        357,490.00   

NAVIGATORS GROUP INC MONTH END PRICE 51.0700

      2,866.95        2,808.85   

NAVIOS MARITIME MONTH END PRICE 3.3700

      11,022.74        8,681.69   

NAVISTAR INTERNATIONAL CORP NEW MONTH END PRICE 21.7700

      102,789.68        113,095.15   

NAVISTAR INTL 8.25%21 MONTH END PRICE 96.5000

      6,619.11        5,790.00   

NB SMALL CAP GROWTH FD INVESTOR CL MONTH END PRICE 19.2200

      11,633.94        15,225.22   

NB SOCIALLY RESPONSIVE FD MONTH END PRICE 27.1200

      91,530.24        118,593.83   

NBR 130216C00015000 MONTH END PRICE 58.0000

      (475.43 )      (580.00 ) 

NCR CORP NEW MONTH END PRICE 25.4800

      23,812.76        25,480.00   

NE 140118C00030000 MONTH END PRICE 720.0000

      (1,032.27 )      (720.00 ) 

NE 140118C00037000 MONTH END PRICE 330.0000

      (627.28 )      (330.00 ) 

NE 140118C00040000 MONTH END PRICE 222.0000

      (482.28 )      (222.00 ) 

NE 140118C00042000 MONTH END PRICE 169.0000

      (402.28 )      (169.00 ) 

NEAH POWER SYSTEMS N MONTH END PRICE 0.0080

      5,039.15        2,380.66   

NEEDHAM FDS INC MONTH END PRICE 16.6300

      71,556.11        79,962.74   

NEEDHAM GROWTH FUND MONTH END PRICE 33.6600

      30,189.69        26,862.46   

NEEDHAM SMALL CAP GROWTH FD MONTH END PRICE 12.2200

      76,708.76        65,485.05   

NEENAH PAPER INC MONTH END PRICE 28.4700

      39,651.84        42,952.79   

NEIMAN LARGE CAP VALUE MONTH END PRICE 22.3600

      5,801.09        7,438.12   

NELNET STUDENT LOAN CORPORATIO NSLC 2004 2A A5C

      179,750.00        181,273.40   

NEM 130119C00050000 MONTH END PRICE 25.0000

      (134.48 )      (50.00 ) 

NEOGEN CORP COMMON STOCK USD.16

      1,117,401.84        1,229,305.00   

NEOGENOMICS INC NEW MONTH END PRICE 2.4800

      4,579.64        6,200.00   

NEOHYDRO TECHNOLOGIES CORP MONTH END PRICE 0.0020

      3,538.84        20.00   

NEOMEDIA TECH INC NEW MONTH END PRICE 0.0026

      28.30        1.30   

NEONODE INC NEW MONTH END PRICE 4.8600

      3,794.95        4,860.00   

NEOSTEM INC NEW MONTH END PRICE 0.5955

      14,477.39        11,314.50   

NESS ENERGY INTL INC MONTH END PRICE 0.0000

      6,879.33        —     

NESTLE S A MONTH END PRICE 65.1700

      328,719.02        403,011.28   

NESTLE SA REG COMMON STOCK CHF.1

      946,167.68        1,494,377.23   

NET 1 UEPS TECHS NEW MONTH END PRICE 5.1100

      8,602.47        5,110.00   

NET SAVINGS LINK INC MONTH END PRICE 0.0005

      27,598.76        27.82   

NET VOICE TECH CORP MONTH END PRICE 0.0000

      1,460.40        —     

NETAPP INC COMMON STOCK USD.001

      499,266.00        583,904.20   

NETAPP INC COMMON STOCK USD.001

      220,179.33        288,362.25   

NETAPP INC MONTH END PRICE 33.5500

      36,755.95        36,569.50   

NETBANK INC MONTH END PRICE 0.0000

      14,472.05        —     

NETFLIX INC COMMON STOCK USD.001

      208,717.48        110,500.98   

NETFLIX INC MONTH END PRICE 92.5900

      1,062,011.13        1,104,228.34   

NETGEAR INC MONTH END PRICE 39.4300

      21,813.69        22,869.40   

NETLIST INC MONTH END PRICE 0.7400

      2,289.23        518.00   

NETQIN MOBILE INC AD MONTH END PRICE 6.0400

      17,499.64        13,892.00   

NETSPEND HOLDINGS IN MONTH END PRICE 11.8200

      927.13        1,182.00   

NETSUITE INC COMMON STOCK USD.01

      950,159.65        1,281,728.50   

NETSUITE INC MONTH END PRICE 67.3000

      153,839.36        204,928.50   

NEUBERGER BERMAN EQTY INCOME CL A MONTH END PRICE 11.6500

      15,333.41        15,666.42   

NEUBERGER BERMAN FOCUS FD INV CL MONTH END PRICE 22.5500

      26,649.39        26,774.52   

NEUBERGER BERMAN GENESIS INV MONTH END PRICE 34.0200

      132,166.53        141,193.65   

NEUBERGER BERMAN HI YLD STRATEGIES MONTH END PRICE 13.9000

      116,721.21        121,919.54   

NEUBERGER BERMAN HIGH INCOME BD FD I MONTH END PRICE 9.4700

      102,886.15        117,228.35   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

NEUBERGER BERMAN LARGE CAP VALUE IN MONTH END PRICE 28.1000

      36,336.29         39,884.44   

NEUBERGER BERMAN MID CAP INTR I MONTH END PRICE 16.5800

      2,270.96         2,868.47   

NEUBERGER BERMAN MID CAP INTRINSIC T MONTH END PRICE 14.4000

      26,991.46         33,065.08   

NEUBERGER BERMAN RE FUND MONTH END PRICE 4.5900

      8,034.67         19,686.77   

NEUBERGER BERMAN REAL ESTATE FD TRST MONTH END PRICE 13.5100

      56,670.30         56,241.68   

NEUBRGER BERMAN MIDCAP GROWTH FD INV MONTH END PRICE 11.4800

      10.69         12.20   

NEURALSTEM INC MONTH END PRICE 1.0900

      40,305.25         21,800.00   

NEUROCRINE BIOSCIENCES INC MONTH END PRICE 7.4800

      2,026.18         1,757.80   

NEUSTAR INC CLASS A MONTH END PRICE 41.9300

      100,042.56         101,344.81   

NEUTRAL TANDEM INC MONTH END PRICE 2.5700

      65,293.92         14,931.70   

NEVADA EXPLORATION INC MONTH END PRICE 0.1486

      6,797.83         5,201.00   

NEVSUN RESOURCES LTD MONTH END PRICE 4.2800

      19,052.51         15,463.64   

NEW CENTURY FINL CP NEW MONTH END PRICE 0.0000

      13,603.73         —     

NEW DAWN MINING CP N MONTH END PRICE 0.8510

      6,938.30         5,701.70   

NEW ENERGY SYS GROUP MONTH END PRICE 0.3999

      13,572.15         1,013.75   

NEW ENERGY TECH INC NEW MONTH END PRICE 0.9600

      162,134.08         58,032.00   

NEW FRONTIER MEDIA INC MONTH END PRICE 0.0000

      437.34         —     

NEW GENERATION BIOFUELS MONTH END PRICE 0.0040

      940.41         100.00   

NEW GOLD INC MONTH END PRICE 11.0300

      243,096.85         250,976.62   

NEW IRELAND FUND INC MONTH END PRICE 9.1000

      22,716.65         10,483.20   

NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5

      451,293.92         443,744.00   

NEW ORIENTAL ED ADR MONTH END PRICE 19.4300

      7,028.46         11,755.15   

NEW YORK + CO COMMON STOCK USD.001

      34,430.36         36,957.00   

NEW YORK CMNTY BANCORP MONTH END PRICE 13.1000

      41,921.08         40,425.13   

NEW YORK MTG TRUST NEW MONTH END PRICE 6.3200

      21,736.87         20,484.23   

NEW YORK TIMES CO CL A MONTH END PRICE 8.5300

      589.87         520.33   

NEW ZEALAND DOLLAR

      2,455.39         2,422.70   

NEW ZEALAND DOLLAR

      24,869.22         25,003.85   

NEWCASTLE INVESTMENT CP MONTH END PRICE 8.6800

      46,411.52         65,275.88   

NEWCASTLE INVT 9.75% PFD MONTH END PRICE 25.2060

      12,058.55         12,603.00   

NEWCREST MINING ADR MONTH END PRICE 23.6100

      116,218.14         114,130.74   

NEWELL RUBBERMAID INC COMMON STOCK USD1.

      155,889.93         149,453.97   

NEWELL RUBBERMAID INC MONTH END PRICE 22.2700

      9,404.21         15,001.39   

NEWFIELD EXPLORATION CO COMMON STOCK USD.01

      213,470.76         84,892.60   

NEWFIELD EXPLORATION COMPANY MONTH END PRICE 26.7800

      29,456.08         28,520.70   

NEWLEAD HOLDINGS NEW F MONTH END PRICE 0.4000

      75.17         0.80   

NEWMARKET CORPORATION MONTH END PRICE 262.2000

      5,823.67         6,879.50   

NEWMARKET TECHNOLOGY NEW MONTH END PRICE 0.0001

      31,532.81         67.25   

NEWMONT MINING CORP COMMON STOCK USD1.6

      431,530.09         543,580.20   

NEWMONT MINING CORP MONTH END PRICE 46.4400

      521,302.46         478,927.28   

NEWPARK RESOURCES INC COMMON STOCK USD.01

      955,893.67         973,400.00   

NEWS AMERICA INC COMPANY GUAR 02/21 4.5

      20,035.40         22,848.90   

NEWS AMERICA INC COMPANY GUAR 11/37 6.65

      9,855.00         12,921.93   

NEWS CORP CL A COMMON STOCK USD.01

      840,594.29         1,222,344.40   

NEWS CORP LTD CL A MONTH END PRICE 25.5100

      50,048.68         59,471.15   

NEWS CORP LTD CL B MONTH END PRICE 26.2400

      3,872.49         4,469.97   

NEXAIRA WIRELESS INC MONTH END PRICE 0.0005

      5,643.00         5.10   

NEXEN INC 7.35% 11/01/43 MONTH END PRICE 25.4600

      2,689.95         2,546.00   

NEXEN INC MONTH END PRICE 26.9400

      26,653.33         33,675.00   

NEXJ SYSTEMS MONTH END PRICE 4.1782

      37,202.58         20,891.00   

NEXPRISE INC NEW MONTH END PRICE 0.0004

      111.75         —     

NEXSTAR BROADCASTING GROUP A COMMON STOCK USD.01

      100,197.20         108,018.00   

NEXT FUEL INC MONTH END PRICE 2.9900

      194,341.70         164,450.00   

NEXT PLC COMMON STOCK GBP.1

      147,959.76         287,865.47   

 

136

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

NEXT10 INC MONTH END PRICE 0.1000

      1,209.95        6.60   

NEXTECH SOLUTIONS INC LA MONTH END PRICE 0.0002

      876.85        0.60   

NEXTERA ENERGY 6.6%66 MONTH END PRICE 25.0200

      2,546.84        2,502.00   

NEXTERA ENERGY 8.75%69 MONTH END PRICE 26.7100

      26,958.83        26,710.00   

NEXTERA ENERGY INC COMMON STOCK USD.01

      204,445.11        269,841.00   

NEXTERA ENERGY INC COMMON STOCK USD.01

      374,131.30        689,339.97   

NEXTERA ENERGY INC MONTH END PRICE 69.1900

      137,528.79        165,068.85   

NFJ DIVIDEND INTEREST FD MONTH END PRICE 15.6000

      7,833.86        8,007.45   

NFLX 130119C00090000 MONTH END PRICE 570.0000

      (421.23 )      (570.00 ) 

NGEX RES INC MONTH END PRICE 3.3051

      470.66        661.02   

NIC INC COMMON STOCK NPV

      1,018,936.89        1,340,697.00   

NIC INC MONTH END PRICE 16.3400

      9,529.80        12,663.50   

NICE SYSTEMS MONTH END PRICE 33.4800

      5,238.84        5,289.84   

NICHOLAS EQUITY INCOME FD MONTH END PRICE 15.7700

      33,838.43        36,668.89   

NICHOLAS FUND, CLASS I MONTH END PRICE 48.4700

      106,162.71        103,231.36   

NICHOLAS II INC MONTH END PRICE 21.2700

      40,082.62        58,579.22   

NICHOLAS LTD EDITION FUND CL N MONTH END PRICE 20.5100

      18,156.61        18,651.71   

NIGHTCULTURE INC MONTH END PRICE 0.1000

      1,266.95        700.00   

NIKE INC CL B COMMON STOCK NPV

      1,070,372.85        1,146,861.60   

NIKE INC CL B COMMON STOCK NPV

      1,310,528.03        1,427,256.00   

NIKE INC CL B COMMON STOCK NPV

      314,787.89        899,697.60   

NIKE INC MONTH END PRICE 51.6000

      407,437.05        441,683.11   

NILE PAN AFRICA FD CL A MONTH END PRICE 13.2000

      6,316.07        6,407.44   

NINTENDO CO LTD COMMON STOCK

      470,082.66        181,390.39   

NINTENDO LTD ADR MONTH END PRICE 13.3100

      3,235.18        1,011.56   

NIPPON TELEGRAPH + TELEPHONE COMMON STOCK

      563,676.62        550,281.55   

NISKA GAS STORAGE PT MONTH END PRICE 10.9000

      24,737.75        23,245.05   

NISOURCE INC COMMON STOCK USD.01

      483,015.31        480,377.00   

NISOURCE INC COMMON STOCK USD.01

      142,498.29        181,572.55   

NISOURCE INC MONTH END PRICE 24.8900

      58,135.01        67,005.07   

NISSAN MTR LTD SPONSORED ADR MONTH END PRICE 19.0900

      16,697.40        18,135.50   

NITTO DENKO CORP ADR F MONTH END PRICE 24.8300

      898.20        893.88   

NL INDS INC MONTH END PRICE 11.4500

      3,331.32        3,486.41   

NLY 130420C00015000 MONTH END PRICE 22.0000

      (577.83 )      (440.00 ) 

NLY 130420C00016000 MONTH END PRICE 9.0000

      (102.39 )      (90.00 ) 

NMC INC MONTH END PRICE 0.0002

      5,941.10        600.00   

NN INC MONTH END PRICE 9.1600

      40,533.58        45,800.00   

NNRF INC MONTH END PRICE 0.0005

      1,934.95        0.13   

NO AMERN PALLADIUM LTD MONTH END PRICE 1.3000

      75,034.65        27,292.20   

NOBLE CORP COMMON STOCK CHF3.15

      602,572.04        583,235.00   

NOBLE CORP COMMON STOCK CHF3.15

      222,786.09        205,438.00   

NOBLE CORPORATION MONTH END PRICE 34.8200

      140,760.84        130,385.93   

NOBLE ENERGY INC COMMON STOCK USD.01

      310,036.83        427,918.44   

NOBLE ENERGY INC SR UNSECURED 12/21 4.15

      200,291.10        220,788.00   

NOBLE ENERGY INC MONTH END PRICE 101.7400

      70,367.78        75,099.50   

NOBLE GROUP LTD NEW MONTH END PRICE 0.9456

      6,306.90        4,383.80   

NOBLE INTL LTD MONTH END PRICE 0.0000

      259.15        —     

NOK 130119C00007500 MONTH END PRICE 1.0000

      (2,144.80 )      (20.00 ) 

NOK 140118C00005500 MONTH END PRICE 50.0000

      (2,554.95 )      (2,500.00 ) 

NOK 140118C00010000 MONTH END PRICE 13.0000

      (585.45 )      (130.00 ) 

NOKIA CORP 5.375% 5/15/19 MONTH END PRICE 93.7580

      7,691.10        9,375.80   

NOKIA CORP SPON ADR F MONTH END PRICE 3.9500

      165,693.44        199,139.25   

NOKIA OYJ COMMON STOCK NPV

      236,783.01        242,594.11   

NOMURA HOLDINGS INC COMMON STOCK

      258,529.00        380,235.26   

 

137

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

NORCAL CMNTY BANCORP MONTH END PRICE 1.8600

      24,273.73         18,600.00   

NORCRAFT FINANCE 1 10.5000% 12/15/15 MONTH END PRICE 101.5000

      5,110.00         5,075.00   

NORDEA BANK AB COMMON STOCK NPV

      497,936.29         570,523.24   

NORDEA BANK AB SR UNSECURED 144A 11/14 3.7

      119,826.00         125,970.00   

NORDEA BANK AB SUBORDINATED 144A 05/21 4.875

      182,996.00         214,554.00   

NORDIC AMERICAN TANKER SHIPP MONTH END PRICE 8.7500

      238,597.74         162,437.70   

NORDSON CORP MONTH END PRICE 63.1200

      3,561.01         4,418.40   

NORDSTROM INC COMMON STOCK NPV

      74,662.03         189,015.50   

NORDSTROM INC MONTH END PRICE 53.5000

      60,277.02         60,515.61   

NORFOLK SOUTHERN CORP COMMON STOCK USD1.

      373,012.75         327,752.00   

NORFOLK SOUTHERN CORP COMMON STOCK USD1.

      247,438.66         466,397.28   

NORFOLK SOUTHN CORP MONTH END PRICE 61.8400

      919,268.94         863,775.83   

NORSKE SKOG CA 7.375%XXX MONTH END PRICE 0.0000

      14,465.45         —     

NORTECH SYSTEMS INC MONTH END PRICE 3.0000

      8,228.29         2,454.00   

NORTEL NETWORKS CP NEW MONTH END PRICE 0.0050

      441.48         3.83   

NORTH AMERN ENERGY PTNR MONTH END PRICE 3.4000

      419.45         170.00   

NORTH AMERN SCIENTIFIC NEW MONTH END PRICE 0.0000

      1,249.95         —     

NORTH ATL DRILLING ORD F MONTH END PRICE 10.3000

      4,372.71         4,120.00   

NORTH SPRINGS RES CO MONTH END PRICE 0.0101

      74,932.40         1,733.41   

NORTHEAST INVESTORS TRUST MONTH END PRICE 6.1100

      16,653.03         17,250.14   

NORTHEAST UTILITIES COMMON STOCK USD5.

      215,705.68         290,598.88   

NORTHEAST UTILITIES MONTH END PRICE 39.0800

      59,124.06         79,860.68   

NORTHERN DYN MINERAL NEW MONTH END PRICE 3.1600

      10,091.25         2,844.00   

NORTHERN GRAPHITE CORP F MONTH END PRICE 1.1000

      29,967.21         10,670.00   

NORTHERN HIGH YIELD FIXED INCOME MONTH END PRICE 7.5500

      9,926.87         9,309.50   

NORTHERN ILL MUN 4.79% 1/01/14 MONTH END PRICE 102.9700

      25,013.00         25,742.50   

NORTHERN INCOME EQUITY FUND MONTH END PRICE 13.1300

      9,823.82         11,065.99   

NORTHERN INTL EQTY INDEX MONTH END PRICE 10.3400

      18,647.55         14,018.67   

NORTHERN LARGE CAP EQTY FD MONTH END PRICE 15.6200

      41,433.30         40,560.92   

NORTHERN LARGE CAP VALUE FUND MONTH END PRICE 9.7100

      195,305.37         198,874.27   

NORTHERN LION GOLD CORPF MONTH END PRICE 0.0482

      3,221.50         482.00   

NORTHERN OIL & GAS INC MONTH END PRICE 16.8200

      1,745.59         1,682.00   

NORTHERN SMALL CAP VALUE FUND MONTH END PRICE 16.4100

      188,584.87         209,953.31   

NORTHERN TECHNOLOGIES CP MONTH END PRICE 11.4000

      42,985.85         45,600.00   

NORTHERN TECHNOLOGY FD MONTH END PRICE 16.2500

      6,400.00         8,996.54   

NORTHERN TIER ENERGY LP MONTH END PRICE 25.4400

      4,396.90         5,088.00   

NORTHERN TR CORP MONTH END PRICE 50.1600

      30,719.98         31,050.97   

NORTHERN TRUST CORP COMMON STOCK USD1.667

      521,453.62         531,696.00   

NORTHERN TRUST CORP COMMON STOCK USD1.667

      173,723.23         185,592.00   

NORTHERN TRUST CORP COMMON STOCK USD1.667

      244,622.20         260,430.72   

NORTHFIELD LABS INC MONTH END PRICE 0.0000

      1,702.81         —     

NORTHISLE COPPER & GOLDF MONTH END PRICE 0.1260

      —           6.30   

NORTHROP GRUMMAN CORP COMMON STOCK USD1.

      1,190,728.68         1,209,682.00   

NORTHROP GRUMMAN CORP COMMON STOCK USD1.

      242,077.14         388,247.10   

NORTHROP GRUMMAN CORP MONTH END PRICE 67.5800

      122,205.35         137,299.70   

NORTHROP GUMMAN 1.8500% 11/15/15 MONTH END PRICE 102.5433

      25,621.75         25,635.83   

NORTHSTAR EDU FIN INC DE NRSSTD 01/46 ADJUSTABLE VAR

      61,500.00         62,702.48   

NORTHSTAR GLBL BUS SVCS MONTH END PRICE 0.0035

      798.70         47.83   

NORTHSTAR REALTY FIN CP MONTH END PRICE 7.0400

      54,363.84         79,303.95   

NORTHSTAR REALTY FIN PFD MONTH END PRICE 24.6000

      32,611.75         36,900.00   

NORTHSTAR RLTY FIN B PFD MONTH END PRICE 23.6400

      22,902.95         23,640.00   

NORTHWEST NAT GAS CO MONTH END PRICE 44.2000

      24,782.96         24,709.57   

NORTHWEST PIPE COMPANY MONTH END PRICE 23.8600

      7,310.20         4,772.00   

NORTHWESTERN CORP NEW MONTH END PRICE 34.7300

      4,512.01         4,341.25   

 

138

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

NORWEGIAN KRONE

      2,405.39        2,406.10   

NORWEGIAN KRONE

      0.03        0.03   

NORWEGIAN KRONE

      15,977.00        16,358.04   

NOUVEAU LIFE PHARMA INC MONTH END PRICE 0.0020

      10,141.25        300.20   

NOV 130119C00067500 MONTH END PRICE 224.0000

      (299.52 )      (448.00 ) 

NOV 130119C00072500 MONTH END PRICE 41.0000

      (144.29 )      (41.00 ) 

NOV 130119C00075000 MONTH END PRICE 13.0000

      (167.29 )      (13.00 ) 

NOV 130518C00070000 MONTH END PRICE 456.0000

      (1,939.21 )      (2,280.00 ) 

NOVA BIOSOURCE FUELS INC MONTH END PRICE 0.0001

      15,471.09        1.00   

NOVA MEASURING INSTRUMENT MONTH END PRICE 7.9800

      4,440.23        4,141.62   

NOVACOPPER INC MONTH END PRICE 1.8100

      22,527.94        13,462.78   

NOVADAQ TECHNOLOGIES MONTH END PRICE 8.8800

      4,500.45        4,440.00   

NOVAGOLD RES INC NEW MONTH END PRICE 4.5100

      311,440.63        286,957.77   

NOVARTIS AG REG COMMON STOCK CHF.5

      1,067,482.76        1,323,210.64   

NOVARTIS AG MONTH END PRICE 63.3000

      334,079.41        374,292.90   

NOVATEL WIRELESS INC NEW MONTH END PRICE 1.3300

      1,551.78        532.00   

NOVATION COMPANIES INCREIT MONTH END PRICE 0.6200

      1,132.77        131.44   

NOVATION HOLDINGS INC MONTH END PRICE 0.0129

      2.93        0.26   

NOVAVAX INC MONTH END PRICE 1.8900

      44,831.53        36,855.00   

NOVELOS THERAPEUTICS NEW MONTH END PRICE 0.7400

      2,107.10        1,332.00   

NOVO NORDISK A/S B COMMON STOCK DKK1.

      505,468.33        813,659.42   

NOVO NORDISK A/S B COMMON STOCK DKK1.

      465,239.32        758,130.68   

NOVO NORDISK A/S SPONS ADR ADR

      860,221.35        1,148,998.40   

NOVO NORDISK A/S SPONS ADR ADR

      35,288.53        42,434.60   

NOVO-NORDISK A S ADR MONTH END PRICE 163.2100

      295,306.30        346,331.62   

NOVOZYMES A/S ADR MONTH END PRICE 28.3000

      7,031.85        7,329.70   

NOVUS ENERGY INC MONTH END PRICE 1.0800

      73.16        143.64   

NPS PHARMACEUTICALS INC COMMON STOCK USD.001

      64,494.76        58,722.30   

NRG ENERGY INC COMMON STOCK USD.01

      179,772.84        173,022.74   

NRG ENERGY INC NEW MONTH END PRICE 22.9900

      51,120.02        66,188.21   

NSC 140118C00067500 MONTH END PRICE 330.0000

      (362.28 )      (330.00 ) 

NTELOS HOLDINGS CORP COMMON STOCK USD.01

      106,876.26        106,191.00   

NTT DOCOMO INC COMMON STOCK

      314,859.07        261,379.04   

NTT DOCOMO INC COMMON STOCK

      164,899.88        146,487.15   

NU SKIN ENTERPRISES CL A MONTH END PRICE 37.0500

      89,272.74        64,217.83   

NU SKIN ENTERPRISES INC A COMMON STOCK USD.001

      23,718.66        25,935.00   

NUANCE COMMUNICATIONS INC MONTH END PRICE 22.3200

      162,748.20        141,642.72   

NUCOR CORP COMMON STOCK USD.4

      471,467.52        505,206.00   

NUCOR CORP COMMON STOCK USD.4

      199,880.44        321,431.92   

NUCOR CORP MONTH END PRICE 43.1600

      259,384.02        275,324.35   

NUE 130119C00043000 MONTH END PRICE 102.0000

      (92.30 )      (102.00 ) 

NUE 140118C00030000 MONTH END PRICE 1,391.0000

      (8,492.22 )      (13,910.00 ) 

NUMEREX CORP CL A PA MONTH END PRICE 13.1400

      3,095.57        4,270.50   

NUMOBILE INC NEW MONTH END PRICE 0.0001

      1,443.65        310.40   

NUSTAR ENERGY LP MONTH END PRICE 42.4800

      20,866.02        14,808.58   

NUTRI SYS INC MONTH END PRICE 8.1706

      6,148.38        4,469.32   

NUTRIPURE BEVERAGES NEW MONTH END PRICE 0.0001

      510.75        0.01   

NUTRITION 21 INC MONTH END PRICE 0.0000

      10,251.17        —     

NUVEEN DIVD ADV MUNI FD MONTH END PRICE 15.4800

      130.88        141.89   

NUVEEN EGY MLP TOTAL RTN MONTH END PRICE 17.7000

      4,664.06        5,451.60   

NUVEEN EQUITY PREM INCOME FD MONTH END PRICE 11.8300

      27,403.71        26,975.59   

NUVEEN EQUITY PREM OPTY FD MONTH END PRICE 12.0700

      42,560.21        42,245.00   

NUVEEN FLOATING RATE MONTH END PRICE 12.2500

      25,123.15        29,166.24   

NUVEEN GLB GOVT ENHD INCM MONTH END PRICE 14.0200

      21,743.90        21,299.03   

 

139

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

NUVEEN GOVT INCOME FUND MONTH END PRICE 12.8700

      14,755.81        14,029.44   

NUVEEN HIGH INCM BD A MONTH END PRICE 9.0900

      164,565.37        173,011.74   

NUVEEN INVT TR VPFD SECS CL A MONTH END PRICE 17.4100

      26,847.60        28,122.46   

NUVEEN MUN ADVANTAGE FD INC MONTH END PRICE 15.2100

      31,273.37        31,011.27   

NUVEEN NWQ LARGE CAPVALUE A MONTH END PRICE 17.7500

      34,009.50        40,068.16   

NUVEEN NWQ MULTI-CAP VALUE A MONTH END PRICE 19.2300

      30,591.76        30,801.94   

NUVEEN PFD & CONV INCM MONTH END PRICE 9.6500

      66,151.93        72,297.59   

NUVEEN PREFERRED & CONV MONTH END PRICE 9.7100

      46,808.51        44,730.80   

NUVEEN PREM INSD MUNI MONTH END PRICE 15.3400

      8,003.29        8,178.14   

NUVEEN QUAL PFD INC FD 2 MONTH END PRICE 9.4600

      31,099.27        36,840.66   

NUVEEN QUALITY PFD INCOME MONTH END PRICE 8.8900

      6,798.95        8,890.00   

NUVEEN QULTY PFD INCM FD MONTH END PRICE 8.6700

      4,208.96        4,748.68   

NUVEEN REAL EST INC FD MONTH END PRICE 10.4800

      22,558.71        23,132.42   

NUVEEN REAL ESTATE SECURITIES FUND A MONTH END PRICE 21.0200

      82,056.59        125,126.59   

NUVEEN SYMPHONY CREDITOPPTY FD CL A MONTH END PRICE 22.0600

      45,431.30        46,902.07   

NUVEEN TRADEWINDS INTL VALUE FD A MONTH END PRICE 21.1300

      26,599.15        27,407.91   

NUVEEN TRADEWINDS VALUE OPPTY A MONTH END PRICE 29.8200

      4,306.89        3,843.20   

NV ENERGY INC MONTH END PRICE 18.1400

      8,145.05        9,723.92   

NVE CORP COMMON STOCK USD.01

      716,131.39        729,638.01   

NVIDIA CORP COMMON STOCK USD.001

      237,090.51        231,052.00   

NVIDIA CORP COMMON STOCK USD.001

      726,820.35        723,881.00   

NVIDIA CORP COMMON STOCK USD.001

      215,234.82        179,692.09   

NVIDIA CORP MONTH END PRICE 12.2600

      241,379.73        217,100.04   

N-VIRO INTL CORP NEW MONTH END PRICE 0.9200

      320,790.60        104,025.32   

NVR INC COMMON STOCK USD.01

      125,748.83        128,800.00   

NXP SEMICONDUCTORS NV F MONTH END PRICE 26.3201

      65,767.35        78,433.90   

NXSTAGE MEDICAL INC MONTH END PRICE 11.2500

      9,640.06        7,875.00   

NXT NUTRITIONALS HLD MONTH END PRICE 0.0007

      56,825.29        52.50   

NYMET HOLDINGS INC NEW MONTH END PRICE 0.0000

      2,340.21        —     

NYSE EURONEXT COMMON STOCK USD.01

      436,277.70        184,919.02   

NYSE EURONEXT N V MONTH END PRICE 31.5400

      262,181.88        301,515.40   

NYX 140118C00025000 MONTH END PRICE 660.0000

      (461.57 )      (1,320.00 ) 

NYXIO TECHNOLOGIES CORP MONTH END PRICE 0.0014

      4,391.88        9.80   

O G E ENERGY CORP HLDG CO MONTH END PRICE 56.3100

      2,961.80        5,474.19   

O M GROUP INC MONTH END PRICE 22.2000

      29,873.96        23,310.00   

O REILLY AUTOMOTIVE INC COMMON STOCK USD.01

      1,307,386.86        1,365,443.40   

O REILLY AUTOMOTIVE INC COMMON STOCK USD.01

      108,041.21        242,507.04   

O REILLY AUTOMOTIVE NEW MONTH END PRICE 89.4200

      66,937.78        70,105.28   

O2DIESEL CORP MONTH END PRICE 0.0000

      5,815.05        —     

OAKMARK EQUITY INCOME FD I MONTH END PRICE 28.5000

      1,051,114.29        1,188,117.15   

OAKMARK FUND I MONTH END PRICE 48.5300

      262,484.41        315,353.18   

OAKMARK GBL SLCT I MONTH END PRICE 12.6500

      5,047.10        9,917.20   

OAKMARK GLOBAL FUND CL I MONTH END PRICE 23.4800

      563,558.92        605,266.38   

OAKMARK INTERNATIONAL FUND I MONTH END PRICE 20.9300

      1,196,620.18        1,344,442.48   

OAKMARK INTL SMALL CAP FD I MONTH END PRICE 13.9800

      195,270.39        216,412.76   

OAKMARK SELECT FD I MONTH END PRICE 30.9700

      649,193.14        679,474.24   

OAO GAZPROM SPON ADR MONTH END PRICE 9.7300

      14,402.98        9,730.00   

OASIS PETROLEUM INC MONTH END PRICE 31.8000

      10,214.81        10,335.00   

OBAGI MEDICAL PRODUCTS MONTH END PRICE 13.5900

      14,564.04        12,067.92   

OBERWEIS CHINA OPPORTUNITIES FD MONTH END PRICE 11.1200

      386,120.01        281,596.60   

OBERWEIS EMERGING GROWTH PORTFOLIO MONTH END PRICE 19.6800

      2,900.37        2,445.24   

OCCIDENTAL PETE CORP MONTH END PRICE 76.6100

      509,349.33        456,489.20   

OCCIDENTAL PETROLEUM COR SR UNSECURED 02/22 3.125

      204,521.50        212,737.20   

OCCIDENTAL PETROLEUM COR SR UNSECURED 02/23 2.7

      139,756.80        142,852.22   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

      762,181.92         773,761.00   

OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

      1,766,288.43         1,585,827.00   

OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

      964,269.59         930,811.50   

OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

      1,612,477.68         1,566,368.06   

OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2

      666,157.10         1,459,114.06   

OCEAN POWER TECHS NEW MONTH END PRICE 2.1401

      34,528.81         14,081.86   

OCEAN RIG UDW INC F MONTH END PRICE 14.9268

      11,402.54         11,583.20   

OCEANEERING INTL INC MONTH END PRICE 53.7900

      96,716.36         118,639.44   

OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01

      83,698.73         83,875.00   

OCLARO INC MONTH END PRICE 1.5700

      35,093.95         10,205.00   

OCWEN FINANCIAL CORP COMMON STOCK USD.01

      240,962.15         594,948.00   

OCWEN FINANCIAL CORP NEW MONTH END PRICE 34.5900

      6,107.62         5,949.48   

OCZ TECHNOLOGY GRP NEW MONTH END PRICE 1.9100

      37,916.82         17,954.00   

ODYSSEY MARINE EXPL INC MONTH END PRICE 2.9700

      24,515.29         23,546.16   

OFFICE DEPOT INC MONTH END PRICE 3.2800

      3,081.66         3,608.00   

OI S A ADR F MONTH END PRICE 4.0100

      1,756.95         1,539.84   

OI S A ADR F MONTH END PRICE 4.3000

      215.71         159.10   

OIL CO LUKOIL SPONSORED ADR MONTH END PRICE 67.5000

      17,348.91         19,575.00   

OIL SERVICE HOLDERS TR MONTH END PRICE 114.4100

      12,033.55         11,441.00   

OIL STATES INTERNATIONAL INC COMMON STOCK USD.01

      959,892.29         1,108,870.00   

OIL-DRI CORP OF AMERICA MONTH END PRICE 27.6000

      1,863.22         2,817.12   

OILSANDS QUEST INC MONTH END PRICE 0.0045

      242,187.48         758.94   

OILTANKING PARTNERS L P MONTH END PRICE 37.8600

      722.95         757.20   

OLD DOMINION FREIGHT LNS MONTH END PRICE 34.2800

      5,333.19         5,484.80   

OLD MUTUAL PLC COMMON STOCK GBP.142857

      103,405.59         113,474.31   

OLD NATIONAL BANCORP COMMON STOCK NPV

      480,472.52         484,296.00   

OLD REP INTL CORP MONTH END PRICE 10.6500

      40,426.93         44,955.26   

OLD REPUBLIC INTL CORP COMMON STOCK USD1.

      68,237.00         69,225.00   

OLD SECOND BNCP INC DEL MONTH END PRICE 1.2200

      2,804.66         161.04   

OLD SECOND CAP TR 7.8%33 MONTH END PRICE 6.9700

      12,455.80         13,940.00   

OLENTANGY LOC SCH 4.8% 12/01/17 MONTH END PRICE 114.6800

      25,437.00         28,670.00   

OLIN CORP COMMON STOCK USD1.

      473,426.38         514,921.50   

OLIN CORP MONTH END PRICE 21.5900

      18,232.11         18,178.71   

OLIVUT RESOURCES LTD MONTH END PRICE 0.6490

      9,770.35         3,590.27   

OM GROUP INC COMMON STOCK USD.01

      126,875.90         128,760.00   

OM GROUP INC COMMON STOCK USD.01

      1,053,638.11         914,906.40   

OMDA OIL & GAS INC NEW MONTH END PRICE 0.0010

      56.26         1.00   

OMEGA HLTHCARE INVS INC MONTH END PRICE 23.8500

      23,847.12         25,213.45   

OMEGA NAV ENTERPRISE CLASS A MONTH END PRICE 0.0320

      2,015.08         9.60   

OMEGA PROTEIN CORP COMMON STOCK USD.01

      69,509.50         67,320.00   

OMEGA PROTEIN CORP MONTH END PRICE 6.1200

      51,241.86         36,720.00   

OMINECA MNG & METALS F MONTH END PRICE 0.1309

      —           1,047.20   

OMNICARE INC MONTH END PRICE 36.1000

      12,642.65         18,566.96   

OMNICELL INC COMMON STOCK USD.001

      330,289.91         333,088.00   

OMNICELL INC MONTH END PRICE 14.8700

      7,621.31         7,435.00   

OMNICOM GROUP COMMON STOCK USD.15

      194,515.46         308,552.96   

OMNICOM GROUP MONTH END PRICE 49.9600

      15,544.27         17,486.00   

OMNITEK ENGINEERING CORP MONTH END PRICE 1.5700

      710.90         471.00   

OMNIVISION TECHNOLOGIES INC COMMON STOCK USD.001

      1,202,835.57         1,267,200.00   

OMNIVISION TECHNOLOGIES INC MONTH END PRICE 14.0800

      87,994.72         73,216.00   

OMNOVA SOLUTIONS INC MONTH END PRICE 7.0100

      925.25         904.29   

OMV AG COMMON STOCK NPV

      142,082.08         161,915.29   

ON SEMICONDUCTOR CORP MONTH END PRICE 7.0500

      18,651.03         12,972.00   

ON TRACK INNOV NEW ORD MONTH END PRICE 1.4400

      432.79         288.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ONCOLYTICS BIOTECH INC MONTH END PRICE 3.9200

      7,003.36        4,900.00   

ONCOSEC MED INC MONTH END PRICE 0.2200

      37,620.07        23,980.00   

ONCOTHYREON INC MONTH END PRICE 1.9200

      1,660.42        441.60   

ONE BK TR N A 1.7% 2/25/13 MONTH END PRICE 1.0023

      10,000.00        10,023.20   

ONE LIBERTY PROPERTIES INC REIT USD1.

      70,095.54        73,044.00   

ONEIDA FINL CORP MD MONTH END PRICE 10.6500

      118.55        138.82   

ONEOK INC COMMON STOCK USD.01

      118,908.13        207,765.00   

ONEOK INC NEW MONTH END PRICE 42.7500

      57,634.86        91,135.51   

ONEOK PARTNERS L P MONTH END PRICE 53.9900

      51,754.02        55,155.68   

ONLINE RES & COMM CORP MONTH END PRICE 2.2700

      298.00        68.10   

ONTARIO (PROVINCE OF) SR UNSECURED 04/20 4.4

      475,516.65        482,836.09   

ONTARIO (PROVINCE OF) SR UNSECURED 10/17 1.1

      589,197.60        590,649.00   

ONYX PHARMACEUTICALS INC DEL MONTH END PRICE 75.5300

      58,642.45        66,013.22   

ONYX SERVICE & SOLUT MONTH END PRICE 0.0001

      806.95        0.15   

OPEN TABLE INC MONTH END PRICE 48.8000

      4,542.01        4,880.00   

OPEN TEXT CORP MONTH END PRICE 55.8877

      21,004.24        19,616.58   

OPKO HEALTH INC MONTH END PRICE 4.8100

      4,463.20        5,002.40   

OPLINK COMMUNICATIONS INC COMMON STOCK USD.001

      207,418.00        213,446.00   

OPLINK COMMUNICATIONS NEW MONTH END PRICE 15.5800

      34,615.93        31,160.00   

OPPENHEIMER COMM STRAT TOTAL RTRN A MONTH END PRICE 3.2800

      30,691.15        23,354.67   

OPPENHEIMER DEVELOPING MKTS CL A MONTH END PRICE 35.2900

      913,773.65        1,011,599.39   

OPPENHEIMER DEVELOPING MKTS Y MONTH END PRICE 34.8800

      17,360.97        21,579.52   

OPPENHEIMER DISCOVERY FD CL A MONTH END PRICE 58.8800

      146,060.27        139,110.95   

OPPENHEIMER GLOBAL STRATEGIC INC A MONTH END PRICE 4.3600

      138,414.05        142,271.39   

OPPENHEIMER HLDG 8.7500% 04/15/18 MONTH END PRICE 103.7500

      5,143.84        5,187.50   

OPPENHEIMER INTL BD Y MONTH END PRICE 6.5800

      11,439.90        11,866.61   

OPPENHEIMER INTL BOND FD CL A MONTH END PRICE 6.5800

      149,869.27        150,711.27   

OPPENHEIMER INTL GROWTH CL A MONTH END PRICE 30.8800

      16,687.20        17,577.39   

OPPENHEIMER INTL SMALL COMPANY CL A MONTH END PRICE 22.6400

      44,943.06        45,411.18   

OPPENHEIMER MAIN STREET SMALL MID A MONTH END PRICE 22.9800

      16,343.44        18,930.21   

OPPENHEIMER REAL ESTATE FD FD CL A MONTH END PRICE 22.8300

      13,001.18        13,082.25   

OPPENHEIMER SENIOR FLOATING RATE A MONTH END PRICE 8.3000

      352,256.73        352,788.80   

OPPENHEIMER SENIOR FLOATING RATE Y MONTH END PRICE 8.2800

      122,738.21        122,854.92   

OPPENHEIMER SM CAP VALUE FD CLASS A MONTH END PRICE 32.4100

      37,863.83        32,453.88   

OPPENHEIMER SMALL & MID CP GWTH CL A MONTH END PRICE 13.5500

      2,000.00        2,001.47   

OPPENHEIMER STEELPATH MLP ALPHA A MONTH END PRICE 10.5100

      55,701.84        53,157.95   

OPPENHEIMER STEELPATH MLP ALPHA INST MONTH END PRICE 10.6000

      49,563.27        48,781.16   

OPPENHEIMER STEELPATH MLP SLCT40INST MONTH END PRICE 10.6000

      113,704.58        112,916.14   

OPTI INC MONTH END PRICE 0.6000

      2,091.13        232.80   

OPTICAL CABLE CORP NEW MONTH END PRICE 3.7301

      14,099.15        7,460.20   

OPTIMIZED TRANSPORT MONTH END PRICE 0.0000

      4,602.25        —     

OPTION ONE MORTGAGE LOAN TRUST OOMLT 2003 1 A2

      214,089.70        188,183.48   

ORACLE CORP COMMON STOCK USD.01

      1,257,769.49        1,306,144.00   

ORACLE CORP COMMON STOCK USD.01

      1,752,279.37        1,883,413.00   

ORACLE CORP COMMON STOCK USD.01

      1,366,604.06        2,952,052.04   

ORACLE CORP SR UNSECURED 10/17 1.2

      189,671.30        190,563.92   

ORACLE CORPORATION MONTH END PRICE 33.3200

      1,028,492.79        1,178,045.56   

ORAMED PHARMACEUTICALS MONTH END PRICE 0.3300

      303.95        99.00   

ORASURE TECHNOLOGIES INC MONTH END PRICE 7.1800

      978.95        718.00   

ORB 130316C00015000 MONTH END PRICE 30.0000

      (22.29 )      (30.00 ) 

ORBITAL SCIENCES CORP COMMON STOCK USD.01

      738,475.23        765,612.00   

ORBITAL SCIENCES CORPORATION MONTH END PRICE 13.7700

      8,511.52        6,885.00   

ORCHARD SPLY HRDWRE CL A MONTH END PRICE 7.4100

      233.96        103.74   

ORCHARD SUPPLY HARD PFD SERIES A PFD MONTH END PRICE 1.8000

      23.10        25.20   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ORCHESTRA THERAPEUTICS MONTH END PRICE 0.0000

      1,465.23        —     

OREXIGEN THERAPEUTICS MONTH END PRICE 5.2501

      8,257.11        7,848.90   

ORGANA TECH GROUP INC NEW MONTH END PRICE 0.0001

      8,919.22        0.09   

ORGANOVO HLDGS INC MONTH END PRICE 2.6000

      11,376.29        14,300.00   

ORIFLAME COSMETICS SA SDR RECEIPT NPV

      106,442.34        86,216.07   

ORIGEN MANUFACTURED HOUSING ORGN 2002 A A1

      6,047.49        5,840.09   

ORIGINOIL INC NEW MONTH END PRICE 0.8000

      2,857.60        476.80   

ORION ENERGY SYSTEMS INC MONTH END PRICE 1.6600

      2,020.17        298.80   

ORION MARINE GROUP INC COMMON STOCK USD.01

      64,209.96        65,059.00   

ORION OYJ CLASS B COMMON STOCK EUR.65

      204,171.90        285,804.42   

ORITANI FINANCIAL NEW MONTH END PRICE 15.3200

      13,892.95        15,320.00   

ORIX CORP COMMON STOCK

      728,965.75        910,609.66   

ORIX CORP COMMON STOCK

      150,191.28        212,137.07   

ORKLA ASA COMMON STOCK NOK1.25

      744,004.15        763,418.63   

ORKO SILVER CORP MONTH END PRICE 2.3500

      1,741.01        2,350.00   

ORLEANS HOMEBUILDERS INC MONTH END PRICE 0.0000

      1,768.95        —     

OROCOBRE LTD ORD MONTH END PRICE 1.5210

      21,750.79        14,449.50   

ORTHOFIX INTERNATIONAL NV COMMON STOCK USD.1

      602,461.63        648,945.00   

ORYON TECHNOLOGIES I MONTH END PRICE 0.1900

      601.69        152.00   

OSAGE EXPL & DEV INC MONTH END PRICE 0.8900

      14,751.70        8,010.00   

OSHKOSH CORP MONTH END PRICE 29.6500

      25,016.44        23,865.43   

OSI SYSTEMS INC COMMON STOCK NPV

      136,512.30        130,001.20   

OSI SYSTEMS INC COMMON STOCK NPV

      484,653.49        499,512.00   

OSIRIS THERAPEUTICS NEW MONTH END PRICE 8.9800

      4,525.95        4,490.00   

OSTERWEIS FUND MONTH END PRICE 28.0500

      33,119.78        42,251.13   

OSTERWEIS STRATEGIC INCOME FUND MONTH END PRICE 11.6500

      116,075.08        118,208.23   

OTELCO INC MONTH END PRICE 1.3400

      12,447.67        6,887.60   

OTSUKA HOLDINGS CO LTD COMMON STOCK

      470,153.04        432,353.11   

OTTER TAIL CORPORATION MONTH END PRICE 25.0000

      11,609.42        14,475.65   

OVERHILL FARMS INC MONTH END PRICE 4.3300

      1,701.71        1,732.00   

OVERSEAS SHIPHOLDING GROUP INC MONTH END PRICE 0.8500

      269.23        85.00   

OVERSTOCK COM INC MONTH END PRICE 14.3100

      1,956.66        1,431.00   

OWENS & MINOR INC NEW MONTH END PRICE 28.5100

      8,970.47        8,801.17   

OWENS CORNING INC MONTH END PRICE 36.9900

      26,272.93        31,626.45   

OWENS ILL INC MONTH END PRICE 21.2700

      15,187.90        15,527.10   

OWENS ILLINOIS INC COMMON STOCK USD.01

      103,673.81        81,187.59   

OXFORD FUNDING CORP MONTH END PRICE 0.0001

      18,268.07        7.00   

OXIGENE INC NEW MONTH END PRICE 0.3875

      5,782.43        1,654.63   

OXY 130119C00085000 MONTH END PRICE 6.0000

      (218.28 )      (6.00 ) 

OXY 130216C00082500 MONTH END PRICE 72.0000

      (86.29 )      (72.00 ) 

OXYGEN BIOTHERAP NEW MONTH END PRICE 0.6442

      567.76        60.55   

P & F INDS INC CL A NEW MONTH END PRICE 6.2400

      10,003.15        10,327.20   

P D L BIOPHARMA INC MONTH END PRICE 7.0400

      40,210.25        44,041.18   

P G & E CORP MONTH END PRICE 40.1800

      84,434.56        79,441.22   

P G + E CORP COMMON STOCK NPV

      1,262,697.41        1,185,310.00   

P G + E CORP COMMON STOCK NPV

      331,284.21        404,411.70   

P H H CORPORATION MONTH END PRICE 22.7500

      1,900.13        2,388.75   

P I C O HOLDINGS INC NEW MONTH END PRICE 20.2700

      2,242.07        2,027.00   

P M C SIERRA INC MONTH END PRICE 5.2100

      5,678.62        4,636.90   

P S BUS PK 6.875% DE MONTH END PRICE 26.6122

      4,858.90        5,322.44   

P2 SOLAR INC MONTH END PRICE 0.0150

      20,933.35        504.60   

PAA NATURAL GAS STOR MONTH END PRICE 19.0500

      25,128.15        19,050.00   

PAC GAS & ELEC CO 6.00% PFD MONTH END PRICE 29.5900

      33,484.29        37,405.33   

PACCAR INC COMMON STOCK USD1.

      154,944.88        374,112.75   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PACCAR INC MONTH END PRICE 45.2100

      32,213.68        32,259.13   

PACE OIL AND GAS LTD F MONTH END PRICE 3.2700

      12,698.21        4,950.78   

PACER INTL INC TENN MONTH END PRICE 3.9100

      13,642.76        10,948.00   

PACIFIC BIOSCIENCES MONTH END PRICE 1.7000

      2,734.83        1,445.00   

PACIFIC BOOKER MINERALS MONTH END PRICE 6.2000

      4,836.69        3,844.00   

PACIFIC CONTINENTAL CORP COMMON STOCK NPV

      38,188.30        40,866.00   

PACIFIC ETHANOL INC NEW MONTH END PRICE 0.3161

      137,716.77        22,457.96   

PACIFIC FINANCIAL CO MONTH END PRICE 4.7500

      8,408.00        9,500.00   

PACIFIC FINANCIAL CORE EQTY FD INV C MONTH END PRICE 8.0300

      536,699.44        560,404.77   

PACIFIC FINANCIAL EXPLORER FD INV CL MONTH END PRICE 7.7100

      293,106.23        303,901.82   

PACIFIC FINANCIAL INTL MONTH END PRICE 4.6600

      139,525.43        132,125.72   

PACIFIC FINANCIAL STRAT CONS INV CL MONTH END PRICE 9.7700

      455,440.46        463,315.49   

PACIFIC FINANCIAL TACTICAL FD INV CL MONTH END PRICE 9.6500

      2,176.40        2,248.45   

PACIFIC GAS + ELECTRIC SR UNSECURED 03/34 6.05

      336,472.46        347,868.81   

PACIFIC GOLD CORP MONTH END PRICE 0.0002

      580.26        2.00   

PACIFIC OFFICE PPTYS TR MONTH END PRICE 0.0800

      1,184.37        24.00   

PACIFIC PREMIER BANCORP MONTH END PRICE 10.2400

      3,414.95        3,072.00   

PACIFIC RIM MINING NEW MONTH END PRICE 0.0900

      5,217.45        7,200.00   

PACIFIC SUNWEAR CALIF INC MONTH END PRICE 1.5900

      586.78        477.00   

PACKAGING CORP OF AMER MONTH END PRICE 38.4700

      9,908.37        10,117.61   

PACTERA TECH INTL ADR F MONTH END PRICE 7.9400

      1,557.59        1,079.84   

PAINCARE HOLDINGS INC MONTH END PRICE 0.0000

      1,345.64        —     

PAIVIS CORP NEW MONTH END PRICE 0.0000

      258.95        —     

PAL 130119C00003000 MONTH END PRICE 5.0000

      (1,104.82 )      (100.00 ) 

PALADIN HOLDINGS INC MONTH END PRICE 0.0031

      33,485.97        258.85   

PALADIN RES LTD ORD MONTH END PRICE 1.0860

      97,325.77        48,343.29   

PALATIN TECHNOLOGIES NEW MONTH END PRICE 0.5999

      105.72        89.99   

PALL CORP COMMON STOCK USD.1

      70,386.40        162,702.00   

PALL CORP MONTH END PRICE 60.2600

      11,492.00        11,208.36   

PALOMAR MEDICAL TECH NEW MONTH END PRICE 9.2100

      248.03        184.20   

PAN AMERICAN SILVER CP F MONTH END PRICE 18.7300

      389,199.00        300,541.58   

PAN AMERN GOLDFIELDS LTD MONTH END PRICE 0.1250

      10,604.44        1,000.00   

PANACOS PHARMACEUTICALS MONTH END PRICE 0.0100

      12,591.33        415.00   

PANASONIC CORP ADR MONTH END PRICE 6.0700

      6,358.75        7,308.28   

PANCONTINENTAL URANIUM MONTH END PRICE 0.0629

      3,645.76        251.60   

PANDORA MEDIA INC MONTH END PRICE 9.1800

      107,017.74        94,811.04   

PANERA BREAD CO CL A MONTH END PRICE 158.8300

      201,882.43        199,966.97   

PANTRY INC COMMON STOCK USD.01

      133,322.10        121,300.00   

PANTRY INC MONTH END PRICE 12.1300

      3,428.29        3,032.50   

PAPA JOHN S INTL INC COMMON STOCK USD.01

      108,605.56        117,791.36   

PAPA JOHN S INTL INC COMMON STOCK USD.01

      411,044.86        472,484.00   

PAPA JOHNS INTERNATIONAL MONTH END PRICE 54.9300

      10,137.97        10,986.00   

PARABEL INC MONTH END PRICE 0.8700

      2,946.42        6.96   

PARADISE RDG HYDROCRBNS MONTH END PRICE 0.1000

      56.95        1.00   

PARAGON SHIPPING NEW CLASS A MONTH END PRICE 2.2400

      44,461.54        4,975.04   

PARAMETRIC SOUND NEW MONTH END PRICE 6.8900

      2,706.95        2,411.50   

PARAMOUNT GOLD MINING CP MONTH END PRICE 2.3200

      24,463.57        23,606.00   

PAREXEL INTL CORP MONTH END PRICE 29.5900

      23,571.94        21,423.16   

PARGESA HOLDING SA BR COMMON STOCK CHF20.

      212,235.16        211,618.04   

PARK OHIO HOLDINGS CORP MONTH END PRICE 21.3100

      2,933.24        3,196.50   

PARK PLACE ENERGY NEW MONTH END PRICE 0.0004

      20.00        0.02   

PARKER COLO CTFS 4.2% 11/01/14 MONTH END PRICE 105.0240

      25,013.00        26,256.00   

PARKER DRILLING CO COMMON STOCK USD.167

      232,726.37        253,920.00   

PARKER DRILLING CO MONTH END PRICE 4.6000

      43,159.77        35,995.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PARKER HANNIFIN CORP COMMON STOCK USD.5

      447,045.57        544,384.00   

PARKER HANNIFIN CORP COMMON STOCK USD.5

      130,616.15        302,728.54   

PARKER HANNIFIN CORP MONTH END PRICE 85.0600

      14,482.49        15,310.80   

PARKWAY PPTYS INC MONTH END PRICE 13.9900

      4,506.70        4,896.50   

PARNASSUS EQUITY INCOME FD INV MONTH END PRICE 29.2000

      771,479.65        921,243.71   

PARNASSUS FIXED-INCOME FUND MONTH END PRICE 17.5600

      25,964.31        28,191.10   

PARNASSUS FUND MONTH END PRICE 40.6200

      189,953.06        191,394.74   

PARNASSUS SMALL-CAP FD MONTH END PRICE 23.7700

      104,159.41        104,180.61   

PARNASSUS WORKPLACE FUND MONTH END PRICE 22.1700

      39,643.87        42,504.57   

PARTNERRE LTD MONTH END PRICE 80.4900

      19,321.04        19,237.11   

PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01

      401,190.78        527,307.93   

PATRIOT COAL CORP MONTH END PRICE 0.0730

      84,316.77        2,387.47   

PATRIOT SCIENTIFIC CORP MONTH END PRICE 0.1152

      97,022.56        86,814.72   

PATTERSON COMPANIES MONTH END PRICE 34.2300

      3,000.91        3,046.47   

PATTERSON COS INC COMMON STOCK USD.01

      73,325.60        69,623.82   

PATTERSON UTI ENERGY INC COMMON STOCK USD.01

      796,519.99        817,857.00   

PATTERSON UTI ENERGY INC COMMON STOCK USD.01

      811,779.49        888,203.88   

PATTERSON UTI ENERGY INC MONTH END PRICE 18.6300

      51,113.54        55,890.00   

PAX WORLD BALANCED FD INDIVIDUAL INV MONTH END PRICE 23.7300

      19,024.02        18,674.37   

PAX WORLD HIGH YIELD FD IND INV CL MONTH END PRICE 7.5300

      57,749.00        58,804.66   

PAYCHEX INC COMMON STOCK USD.01

      200,944.92        233,425.44   

PAYCHEX INC MONTH END PRICE 31.1000

      151,830.86        159,314.08   

PAYDEN EMERGING MARKETS MONTH END PRICE 15.4500

      105,032.20        118,570.59   

PAYDEN GLOBAL FIXED INCOME FD MONTH END PRICE 8.8100

      55,478.28        55,350.73   

PAYDEN GNMA FUND MONTH END PRICE 10.5100

      21,281.82        21,639.10   

PAYDEN HIGH INCOME FUND INV MONTH END PRICE 7.3600

      36,743.03        40,157.79   

PAYDEN VALUE LEADERS FUND MONTH END PRICE 10.9700

      15,692.77        16,262.73   

PBR 130119C00020000 MONTH END PRICE 41.0000

      (451.42 )      (246.00 ) 

PC CONNECTION INC COMMON STOCK USD.01

      66,494.21        72,450.00   

PC GOLD INC MONTH END PRICE 0.0981

      4,884.66        490.50   

PCCW LIMITED NEW ORD MONTH END PRICE 0.4387

      3,839.61        175.48   

PCLN 130104C00610000 MONTH END PRICE 1,470.0000

      (9,586.75 )      (11,760.00 ) 

PCM FUND INC MONTH END PRICE 12.0200

      45,289.89        45,008.11   

PCS EDVENTURES COM MONTH END PRICE 0.0510

      573.12        51.00   

PDC ENERGY INC MONTH END PRICE 33.2100

      2,697.07        3,321.00   

PDL BIOPHARMA INC COMMON STOCK USD.01

      603,741.70        556,950.00   

PEABODY ENERGY CORP COMMON STOCK USD.01

      244,512.68        167,270.46   

PEABODY ENERGY CORP COMPANY GUAR 09/20 6.5

      50,000.00        53,625.00   

PEABODY ENERGY CORP MONTH END PRICE 26.6100

      1,289,067.69        1,280,837.43   

PEAR TREE PANAGORA DYN EMRG MKTS ORG MONTH END PRICE 23.5900

      357.30        411.65   

PEAR TREE POLARIS FOREIGN VAL ORDINA MONTH END PRICE 14.8400

      60,474.56        53,411.59   

PEARSON PLC ADR MONTH END PRICE 19.5400

      5,190.00        5,307.71   

PEARSON PLC SPONSORED ADR ADR

      97,636.24        98,540.22   

PEBBLEBROOK HOTEL TR MONTH END PRICE 23.1000

      11,623.25        11,550.00   

PEGASUS AVIATION LEASE SECURIT PALS 2000 1 A2 144A

      143,425.00        64,800.00   

PEGASUS WIRELESS CORP NEW MONTH END PRICE 0.0000

      4,797.32        —     

PEGASYSTEMS INC MONTH END PRICE 22.6800

      3,639.98        2,280.40   

PELE MOUNTAIN RESOURCES MONTH END PRICE 0.0550

      5,280.65        825.00   

PEMBINA PIPELINE CORP F MONTH END PRICE 28.6400

      235,295.79        336,663.20   

PEMEX PROJ FDG MASTER TR COMPANY GUAR 06/35 6.625

      89,713.60        114,300.00   

PENFORD CORP MONTH END PRICE 7.3500

      139.42        30.78   

PENGROWTH ENERGY CORP F MONTH END PRICE 4.9700

      168,358.84        102,690.14   

PENN REAL EST INV TR SBI MONTH END PRICE 17.6400

      2,943.95        3,528.00   

PENN VA CORP MONTH END PRICE 4.4100

      25,314.40        22,491.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PENN WEST PETE LTD NEW F MONTH END PRICE 10.8600

      276,985.14        189,539.58   

PENN WEST PETROLEUM LTD COMMON STOCK NPV

      303,635.54        248,694.00   

PENNANTPARK INVT CORP MONTH END PRICE 10.9950

      34,342.10        32,985.00   

PENNEY J C CO 7.9500% 04/01/17 MONTH END PRICE 95.8750

      9,710.00        9,587.50   

PENNEY J C CO INC MONTH END PRICE 19.7100

      37,808.01        32,143.78   

PENNSYLVANIA ST HGR EDU ASSIST PASSTD 05/46 ADJUSTABLE VAR

      280,500.00        285,155.70   

PENNSYLVANIA ST HGR EDU ASSIST PASSTD 06/47 ADJUSTABLE VAR

      331,640.62        357,202.88   

PENNYMAC MTG INVT TR MONTH END PRICE 25.2900

      5,715.04        5,884.88   

PENSKE AUTOMOTIVE GROUP MONTH END PRICE 30.0900

      6,650.24        9,210.62   

PENTAIR LTD F MONTH END PRICE 49.1500

      36,220.18        42,849.04   

PENTAIR LTD REGISTERED COMMON STOCK USD.167

      258,123.74        309,989.05   

PENTAIR LTD REGISTERED COMMON STOCK USD.167

      887,570.26        1,071,470.00   

PENTAIR LTD REGISTERED COMMON STOCK USD.167

      182,855.54        240,589.25   

PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01

      282,628.61        221,247.00   

PEOPLE S UNITED FINANCIAL COMMON STOCK USD.01

      144,122.88        102,680.37   

PEOPLES BANCORP INC COMMON STOCK NPV

      47,039.54        51,075.00   

PEOPLES BANK MO NA 5.5% 7/13/17 MONTH END PRICE 1.1287

      10,000.00        11,287.00   

PEOPLES BANK NA 3.6% 7/25/16 MONTH END PRICE 1.0809

      10,000.00        10,809.00   

PEOPLES BANK NA 3.65% 6/27/16 MONTH END PRICE 1.0800

      5,000.00        5,399.95   

PEOPLES UNITED FINANCIAL INC MONTH END PRICE 12.0900

      26,589.60        26,270.23   

PEP 130420C00075000 MONTH END PRICE 15.0000

      (131.53 )      (30.00 ) 

PEPCO HOLDINGS INC COMMON STOCK USD.01

      124,471.21        104,913.50   

PEPCO HOLDINGS INC MONTH END PRICE 19.6100

      63,047.19        66,674.00   

PEPSICO INC 3.125%20 MONTH END PRICE 107.4967

      27,163.00        26,874.18   

PEPSICO INC COMMON STOCK USD.017

      823,216.40        814,317.00   

PEPSICO INC COMMON STOCK USD.017

      1,485,965.58        1,476,035.10   

PEPSICO INC COMMON STOCK USD.017

      1,405,979.74        2,502,895.68   

PEPSICO INC SR UNSECURED 08/15 0.7

      179,940.60        180,229.68   

PEPSICO INC SR UNSECURED 11/18 7.9

      59,863.68        64,773.65   

PEPSICO INC MONTH END PRICE 68.4300

      947,372.12        978,807.73   

PEREGRINE PHARMA INC NEW MONTH END PRICE 1.3200

      162,803.49        186,394.56   

PERFICIENT INC MONTH END PRICE 11.7800

      926.95        942.40   

PERICOM SEMICONDUCTOR CORP COMMON STOCK NPV

      92,971.58        96,360.00   

PERION NETWORK LTD F MONTH END PRICE 8.9400

      4,842.27        7,822.50   

PERKINELMER INC COMMON STOCK USD1.

      47,018.55        81,667.02   

PERKINELMER INC MONTH END PRICE 31.7400

      2,565.37        3,459.66   

PERKINS GLOBAL VALUE FUND CLASS T SH MONTH END PRICE 12.2500

      17,699.92        18,208.98   

PERKINS MID CAP VALUE FUND CL I MONTH END PRICE 21.3400

      96.46        124.95   

PERKINS MID CAP VALUE FUND CLASS T MONTH END PRICE 21.3400

      1,099,840.66        1,163,707.95   

PERKINS SMALL CAP VALUE FUND CLASS T MONTH END PRICE 21.0200

      229,384.15        227,897.26   

PERMANENT PORTFOLIO MONTH END PRICE 48.6400

      3,005,769.88        3,338,897.66   

PERMIAN BASIN ROYALTY TR MONTH END PRICE 12.2600

      197,643.39        131,314.76   

PERNOD RICARD SA COMMON STOCK EUR1.55

      681,968.93        910,356.91   

PERNOD RICARD SA SR UNSECURED 144A 01/22 4.45

      329,094.60        353,912.64   

PERPETUAL ENERGY INC F MONTH END PRICE 1.1520

      2,139.13        576.00   

PERRIGO CO COMMON STOCK NPV

      1,280,605.30        1,381,518.40   

PERRIGO CO COMMON STOCK NPV

      196,245.20        208,060.00   

PERRIGO CO MONTH END PRICE 104.0300

      74,043.71        84,924.38   

PERRITT EMERGING OPPORTUNITIES FD MONTH END PRICE 11.7600

      39,109.08        36,565.66   

PERRITT MICRO CAP OPPORTUNITIES FUND MONTH END PRICE 27.6400

      21,964.96        23,069.84   

PERRY ELLIS INTERNATIONAL COMMON STOCK USD.01

      138,181.20        135,320.00   

PERSHING GOLD CORP MONTH END PRICE 0.3900

      387.35        390.00   

PERUSAHAAN PERSEROAN PERSERO P T MONTH END PRICE 36.9500

      33,894.13        36,469.65   

PETROBAKKEN ENERGY LTD F MONTH END PRICE 10.4200

      40,437.71        38,554.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PETROBRAS INTL 3.875% 1/27/16 MONTH END PRICE 105.1878

      5,091.20        5,259.39   

PETROBRAS INTL FIN CO COMPANY GUAR 01/16 3.875

      103,358.60        105,500.30   

PETROBRAS INTL FIN CO COMPANY GUAR 01/20 5.75

      52,347.90        59,194.51   

PETROBRAS INTL FIN CO COMPANY GUAR 01/21 5.375

      437,904.30        484,102.60   

PETROBRAS INTL FIN CO COMPANY GUAR 10/16 6.125

      39,851.13        45,205.60   

PETROCHINA CO ADR MONTH END PRICE 143.7800

      179,803.36        198,783.53   

PETROCHINA CO LTD ORD F MONTH END PRICE 1.4166

      21,982.70        25,498.80   

PETROHAWK ENERGY 6.2500% 06/01/19 MONTH END PRICE 113.7500

      11,341.80        11,375.00   

PETROHUNTER ENERGY CORP MONTH END PRICE 0.0140

      3,106.95        1,736.00   

PETROLEO BRASILEIRO ADRF MONTH END PRICE 19.4700

      390,256.79        341,951.61   

PETROLEO BRASILEIRO SA PETROBRAS MONTH END PRICE 19.3100

      133,637.32        101,242.33   

PETROMANAS ENERGY IN MONTH END PRICE 0.1820

      817.37        364.00   

PETROSONIC ENERGY IN MONTH END PRICE 0.8600

      4,851.02        6,622.00   

PETSMART INC COMMON STOCK USD.0001

      170,980.75        170,850.00   

PETSMART INC MONTH END PRICE 68.3400

      28,798.83        28,131.63   

PEYTO EXPL & DEV CORP F MONTH END PRICE 23.1680

      82,200.41        121,817.34   

PFIZER INC 4.5% 2/15/14 MONTH END PRICE 104.6771

      21,273.80        20,935.42   

PFIZER INC 5.35% 3/15/15 MONTH END PRICE 110.2020

      21,913.00        22,040.40   

PFIZER INC COMMON STOCK USD.05

      759,341.03        860,244.00   

PFIZER INC COMMON STOCK USD.05

      501,320.27        714,780.00   

PFIZER INC COMMON STOCK USD.05

      657,444.86        901,626.00   

PFIZER INC COMMON STOCK USD.05

      824,275.45        817,608.00   

PFIZER INC COMMON STOCK USD.05

      2,940,505.36        4,352,358.12   

PFIZER INC SR UNSECURED 03/19 6.2

      113,669.00        126,397.60   

PFIZER INCORPORATED MONTH END PRICE 25.0793

      1,705,146.39        2,168,368.20   

PGI ENERGY INC MONTH END PRICE 0.0001

      506.95        25.00   

PGT INC MONTH END PRICE 4.5000

      846.59        900.00   

PHARMACEUTICAL HOLDRS TR MONTH END PRICE 80.3000

      6,907.15        8,030.00   

PHARMACYCLICS INC MONTH END PRICE 57.7800

      6,261.95        5,778.00   

PHARMATHENE INC MONTH END PRICE 1.1200

      43,944.83        26,320.00   

PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV

      1,460,860.11        1,373,870.64   

PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV

      923,888.47        1,421,880.00   

PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV

      1,170,337.69        3,291,234.00   

PHILIP MORRIS INTL INC SR UNSECURED 03/42 4.5

      167,324.70        184,744.61   

PHILIP MORRIS INTL INC SR UNSECURED 08/22 2.5

      108,759.20        110,505.45   

PHILIP MORRIS INTL INC SR UNSECURED 11/21 2.9

      49,328.00        52,001.40   

PHILIP MORRIS INTL INC MONTH END PRICE 83.6400

      1,549,045.32        1,757,413.90   

PHILIPS ELECTRONICS NY SHR NY REG SHRS

      470,384.26        546,724.00   

PHILLIPS 66 COMMON STOCK

      838,755.00        1,261,125.00   

PHILLIPS 66 COMMON STOCK

      115,341.07        182,398.50   

PHILLIPS 66 COMMON STOCK

      251,324.20        785,030.40   

PHILLIPS 66 MONTH END PRICE 53.1000

      480,304.63        695,399.21   

PHM 130119C00015000 MONTH END PRICE 325.0000

      (215.70 )      (3,575.00 ) 

PHM 130119C00019000 MONTH END PRICE 31.0000

      (165.44 )      (310.00 ) 

PHM 130119P00018000 MONTH END PRICE 60.0000

      1,064.57        600.00   

PHOENIX COMPANIES NEW MONTH END PRICE 24.7300

      2,333.80        1,236.50   

PHOENIX COS 7.45% 1/15/32 MONTH END PRICE 21.4800

      78,416.19        80,550.00   

PHOTOMEDEX INC NEW MONTH END PRICE 14.5297

      5,006.17        5,259.75   

PHOTRONICS INC MONTH END PRICE 5.9600

      17,589.44        15,496.00   

PHYSICIANS ADULT DAYCARE MONTH END PRICE 0.0000

      1,729.25        —     

PICCOLO EDU SYSTEMS MONTH END PRICE 0.0020

      41,339.35        39.80   

PIEDMONT NAT GAS CO MONTH END PRICE 31.3100

      2,972.42        3,131.00   

PIEDMONT OFFICE REALTY TRU A REIT USD.01

      48,496.86        48,735.00   

PIER 1 IMPORTS INC MONTH END PRICE 20.0000

      12,802.44        22,000.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PILGRIM PETROLEUM CORP MONTH END PRICE 0.0001

      9,726.37         724.11   

PILGRIMS PRIDE CORP 8.375% 5/01/17 MONTH END PRICE 94.7500

      20,912.48         23,687.50   

PILGRIMS PRIDE CORP MONTH END PRICE 7.2400

      7,306.95         7,240.00   

PILOT GOLD INC F MONTH END PRICE 2.1280

      118,179.41         10,082.46   

PIMCO ALL ASSET ALL AUTHORITY INSTL MONTH END PRICE 11.0900

      429,520.10         437,903.07   

PIMCO ALL ASSET FUND CL D MONTH END PRICE 12.5600

      443,252.68         456,974.27   

PIMCO ALL ASSET FUND INSTL MONTH END PRICE 12.5800

      760,951.68         789,560.96   

PIMCO ALL ASSETS ALL AUTHORITY CL D MONTH END PRICE 11.0400

      441,430.25         453,127.77   

PIMCO COMMODITIESPLU MONTH END PRICE 10.9000

      50,521.73         47,348.47   

PIMCO COMMODITY REAL RETURN INSTL MONTH END PRICE 6.6400

      177,058.57         148,389.70   

PIMCO COMMODITY REAL RETURN STRAT D MONTH END PRICE 6.5400

      4,340,542.64         4,258,468.95   

PIMCO CORPORATE OPPTY FD MONTH END PRICE 19.4100

      26,229.16         27,386.33   

PIMCO EMER MKTS CURRENCY CL D MONTH END PRICE 10.5500

      10,753.30         11,095.48   

PIMCO EMERGING MARKETS BOND FD CL D MONTH END PRICE 12.5000

      136,043.90         149,315.99   

PIMCO EMERGING MARKETS BOND FD INSTL MONTH END PRICE 12.5000

      64,611.16         70,601.94   

PIMCO EMRG LOCAL BD D MONTH END PRICE 10.9800

      247,667.82         251,612.44   

PIMCO EMRG LOCAL BD FD INSTL MONTH END PRICE 10.9800

      174,396.12         183,353.83   

PIMCO EQS PATHFINDER MONTH END PRICE 10.3000

      13,753.37         14,532.52   

PIMCO EQUITY SER MONTH END PRICE 11.1800

      48,715.28         52,106.26   

PIMCO EQUITY SER MONTH END PRICE 9.3800

      19,573.38         18,772.39   

PIMCO ETF TR MONTH END PRICE 54.0600

      236,522.73         239,070.52   

PIMCO ETF TR MONTH END PRICE 61.2000

      4,176.57         4,423.73   

PIMCO ETF MONTH END PRICE 103.4300

      85,849.32         88,453.57   

PIMCO EXCH TRADED FU MONTH END PRICE 101.4800

      140,088.14         140,257.56   

PIMCO EXCH TRADED FU MONTH END PRICE 105.5800

      51,316.95         52,790.00   

PIMCO EXCH TRADED FU MONTH END PRICE 109.0500

      475,697.21         482,067.62   

PIMCO EXCH TRADED FU MONTH END PRICE 50.8500

      19,347.56         19,272.15   

PIMCO EXCH TRADED FUND MONTH END PRICE 108.0000

      91,342.84         92,867.77   

PIMCO EXCH TRADED FUND MONTH END PRICE 71.6500

      63,455.75         76,402.82   

PIMCO FDS GLOBAL MULTI ASSET D MONTH END PRICE 11.4500

      45,529.26         50,442.02   

PIMCO FDS PAC INVT MGMT SER ASSET BKD SECS PORTFOLIO

      2,354,243.65         2,645,206.72   

PIMCO FDS PAC INVT MGMT SER EMERGING MKTS PORTFOLIO

      3,590,462.65         3,854,660.87   

PIMCO FDS PAC INVT MGMT SER HIGH YIELD PORTFOLIO INSTL CL

      2,334,319.54         2,358,146.72   

PIMCO FDS PAC INVT MGMT SER INTL PORTFOLIO INSTL CL

      9,744,525.20         9,783,143.59   

PIMCO FDS PAC INVT MGMT SER INVT GRADE CORP PORT INSTL CL

      16,795,688.22         18,760,392.61   

PIMCO FDS PAC INVT MGMT SER MTG PORTFOLIO INSTL CL

      38,030,647.33         37,839,842.59   

PIMCO FDS PAC INVT MGMT SER MUTUAL FUND

      1,150,776.32         1,276,288.74   

PIMCO FDS PAC INVT MGMT SER REAL RETURN BD PORTFOLIO CL

      16,576,558.33         17,015,776.62   

PIMCO FDS PAC INVT MGMT SER U S GOVT SECTOR PORT INSTL CL

      18,663,822.56         18,113,383.76   

PIMCO FDSHIYLD SPT INST MONTH END PRICE 10.9100

      60,000.00         61,110.97   

PIMCO FLOATING INCOME FUND CL D MONTH END PRICE 8.9600

      23,066.45         23,406.05   

PIMCO FLOATING RATE INCM MONTH END PRICE 12.7400

      12,387.21         13,105.29   

PIMCO FOREIGN BD UNHEDGED FD INSTL MONTH END PRICE 10.8900

      89,945.46         93,910.29   

PIMCO FOREIGN BOND (USD-HEDGED) I MONTH END PRICE 10.7900

      68,541.96         69,458.86   

PIMCO FOREIGN BOND FD CL D MONTH END PRICE 10.7900

      182,827.13         185,249.64   

PIMCO FOREIGN BOND UNHEDGED FD CL D MONTH END PRICE 10.8900

      43,015.11         43,721.38   

PIMCO FUNDAMENTAL IDX PL TR FD CL D MONTH END PRICE 5.7100

      26,769.87         26,888.76   

PIMCO FUNDAMENTAL MONTH END PRICE 4.3100

      26,468.45         25,500.12   

PIMCO GLOBAL ADVANTAGE STRAT BD INST MONTH END PRICE 11.7000

      23,877.40         24,274.55   

PIMCO GLOBAL ADVANTAGE STRATEGY BD D MONTH END PRICE 11.7000

      16,983.81         17,822.14   

PIMCO GLOBAL BD UNHEDGED D MONTH END PRICE 10.0200

      79,959.28         78,805.17   

PIMCO GLOBAL BOND FUND MONTH END PRICE 10.4900

      77,341.45         80,040.88   

PIMCO GLOBAL MULTI ASSET INST MONTH END PRICE 11.4600

      123,268.84         127,890.75   

PIMCO GNMA CL D MONTH END PRICE 11.6200

      156,684.25         156,495.77   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PIMCO HIGH INCOME FUND MONTH END PRICE 10.4800

      27,455.60         21,895.52   

PIMCO HIGH YIELD FUND CLASS D MONTH END PRICE 9.6400

      417,178.46         487,207.33   

PIMCO HIGH YIELD MONTH END PRICE 10.9100

      10,292.33         10,616.30   

PIMCO INCM FD INST CL MONTH END PRICE 12.3600

      558,649.60         581,105.40   

PIMCO INCOME D MONTH END PRICE 12.3600

      1,676,356.91         1,742,340.48   

PIMCO INTERNATIONAL MONTH END PRICE 6.9800

      167,621.82         163,965.26   

PIMCO INTL STOCKPLUS TR STRAT HDGD D MONTH END PRICE 6.7800

      144,798.90         138,835.70   

PIMCO INV GRADE CORP BD FD ADMIN CL MONTH END PRICE 11.1200

      34,347.85         36,108.16   

PIMCO INVESTMENT GRADE CORP BD D MONTH END PRICE 11.1200

      60,050.96         62,143.76   

PIMCO INVESTMENT GRADE CORP BD INSTL MONTH END PRICE 11.1200

      312,600.08         313,355.05   

PIMCO LONG-TERM U S GOVT FD INST MONTH END PRICE 11.0500

      31,880.07         30,362.10   

PIMCO LOW DURATION FD CL D MONTH END PRICE 10.5100

      142,418.16         143,793.51   

PIMCO LOW-DURATION FUND INSTL CLASS MONTH END PRICE 10.5100

      263,001.80         262,199.01   

PIMCO MUN INCOME FD II MONTH END PRICE 13.1600

      244.20         251.72   

PIMCO REAL ESTATE REAL MONTH END PRICE 4.6600

      129,610.03         121,601.73   

PIMCO REAL RETURN ASSET FD INSTL MONTH END PRICE 9.8500

      60,017.05         51,762.12   

PIMCO REAL RETURN FD CL D MONTH END PRICE 12.2700

      491,516.50         520,000.66   

PIMCO REAL RETURN FD INSTL MONTH END PRICE 12.2700

      142,350.82         150,361.21   

PIMCO SHORT TERM FD CL D MONTH END PRICE 9.8800

      34,660.71         34,600.84   

PIMCO SHORT-TERM FUND INSTL MONTH END PRICE 9.8800

      39,731.63         40,492.57   

PIMCO SMALL CAP STKSPLUS TR CL INST MONTH END PRICE 8.0500

      54,580.95         53,942.60   

PIMCO SMALL CAPSTOCK PLUS TR CL D MONTH END PRICE 7.9400

      147,754.42         148,643.91   

PIMCO STKSPLUS LONGDURATION FD INST MONTH END PRICE 8.1200

      152,965.54         145,093.56   

PIMCO STOCKPLUS TOTAL MONTH END PRICE 8.8300

      259,353.85         271,176.73   

PIMCO STOCKPLUS TOTAL MONTH END PRICE 8.9500

      14,142.85         14,154.44   

PIMCO STOCKS PLUS FUND CL D MONTH END PRICE 7.9000

      184,307.98         169,437.94   

PIMCO STOCKS PLUS TR SHORT MONTH END PRICE 3.6800

      453,107.55         353,479.26   

PIMCO STRATEGIC GLOBAL GOVT FD MONTH END PRICE 11.3500

      122,993.56         125,622.95   

PIMCO TOTAL RETURN FD CL D MONTH END PRICE 11.2400

      5,791,642.49         5,842,593.51   

PIMCO TOTAL RETURN FUND INSTL CLASS MONTH END PRICE 11.2400

      824,010.60         839,176.39   

PIMCO UNCONSTRAINED BD FD INST CL MONTH END PRICE 11.4800

      76,604.60         77,818.48   

PIMCO UNCONSTRAINED BOND D MONTH END PRICE 11.4800

      571,005.00         596,714.94   

PINECREST ENERGY INC F MONTH END PRICE 1.5100

      7,383.90         5,285.00   

PINETREE CAPITAL LTD MONTH END PRICE 0.8600

      466,680.76         206,367.32   

PINNACLE ENTERTAINMENT MONTH END PRICE 15.8300

      1,117.50         1,583.00   

PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.

      195,506.08         197,820.00   

PINNACLE VALUE MONTH END PRICE 15.9500

      3,138.62         3,865.61   

PINNACLE WEST CAP CORP MONTH END PRICE 50.9800

      44,077.94         54,548.60   

PINNACLE WEST CAPITAL COMMON STOCK NPV

      98,107.35         129,132.34   

PIONEER EMERGING MARKETS FD CL A MONTH END PRICE 24.5200

      11,035.80         10,410.90   

PIONEER ENERGY SERVICES MONTH END PRICE 7.2600

      6,746.71         5,626.50   

PIONEER EQUITY INCOME FUND CL A MONTH END PRICE 27.9800

      209,520.51         215,734.87   

PIONEER FUND CL A MONTH END PRICE 32.4500

      14,307.18         10,737.25   

PIONEER FUNDAMENTAL VALUE A MONTH END PRICE 18.2600

      89,686.50         91,667.90   

PIONEER FUNDAMENTAL MONTH END PRICE 13.1600

      6,551.83         4,231.95   

PIONEER GLOBAL HIGH YIELD FUND CL A MONTH END PRICE 10.2500

      44,498.00         44,558.02   

PIONEER HIGH INCOME FUND MONTH END PRICE 15.9200

      40,530.30         39,353.12   

PIONEER HIGH YIELD FD CL A MONTH END PRICE 10.3300

      157,676.05         169,743.84   

PIONEER NAT RES 7.5000% 01/15/20 MONTH END PRICE 126.6250

      5,700.00         6,331.25   

PIONEER NATURAL RES CO MONTH END PRICE 106.5900

      51,853.98         57,771.78   

PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01

      187,230.38         321,901.80   

PIONEER SOUTHWST ENRG PRTNR MONTH END PRICE 22.7000

      11,761.80         10,292.68   

PIONEER STRATEGIC INCOME FD CL A MONTH END PRICE 11.2800

      22,045.78         22,745.35   

PIPER JAFFRAY COS COMMON STOCK USD.01

      1,201,298.49         1,175,219.01   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PITCHBLACK RES LTD MONTH END PRICE 0.0950

      7,835.47        2,506.01   

PITNEY BOWES INC COMMON STOCK USD1.

      511,761.21        201,096.00   

PITNEY BOWES INC COMMON STOCK USD1.

      122,893.50        50,135.68   

PITNEY BOWES INC MONTH END PRICE 10.6400

      296,356.37        212,199.92   

PIXELWORKS INC NEW MONTH END PRICE 2.2400

      359.03        185.92   

PLAINS ALL AMERN PIPELINE L P MONTH END PRICE 45.2400

      206,101.95        284,617.87   

PLAINS EXPL & PRODTN CO MONTH END PRICE 46.9400

      59,084.68        81,393.96   

PLANAR SYS INC MONTH END PRICE 1.4300

      127,924.50        66,209.00   

PLANET RESOURCE RECOVERY MONTH END PRICE 0.0246

      23,966.87        3,936.00   

PLANKTOS CORPORATION MONTH END PRICE 0.0015

      16,290.20        37.36   

PLANTRONICS INC MONTH END PRICE 36.8700

      1,187.60        1,327.32   

PLASTICON INTERNATIONAL MONTH END PRICE 0.0000

      6,981.81        —     

PLATCOM INC MONTH END PRICE 0.0000

      995.22        —     

PLATINUM RESEARCH ORG MONTH END PRICE 0.0006

      4,583.24        1.23   

PLATINUM STUDIOS INC MONTH END PRICE 0.0004

      406.69        4.00   

PLATNIUM GRP METALS NEW MONTH END PRICE 0.8160

      651.92        408.00   

PLEXUS CORP COMMON STOCK USD.01

      338,823.03        350,880.00   

PLEXUS CORP MONTH END PRICE 25.8000

      6,583.41        5,160.00   

PLUG POWER INC NEW MONTH END PRICE 0.5000

      249.90        51.50   

PLUM CREEK TIMBER CO REIT USD.01

      123,885.66        167,053.05   

PLUM CREEK TIMBER CO MONTH END PRICE 44.3700

      188,342.88        226,680.69   

PLURIS ENERGY GROUP INC MONTH END PRICE 0.0009

      424.95        0.18   

PLURISTEM THERAPEUTICS INC MONTH END PRICE 3.1900

      6,612.95        5,742.00   

PM 130316C00090000 MONTH END PRICE 66.0000

      (758.46 )      (132.00 ) 

PM 140118C00085000 MONTH END PRICE 515.0000

      (5,704.94 )      (4,120.00 ) 

PM 140118C00090000 MONTH END PRICE 330.0000

      (14,301.93 )      (6,270.00 ) 

PM 140118C00092500 MONTH END PRICE 252.0000

      (1,431.50 )      (504.00 ) 

PM 150117C00082500 MONTH END PRICE 825.0000

      (13,931.33 )      (12,375.00 ) 

PMFG INC COMMON STOCK USD1.

      66,060.76        91,809.00   

PMI GROUP INC MONTH END PRICE 0.0140

      14,464.29        84.00   

PNC FINANCIAL 18 WTS MONTH END PRICE 8.6000

      13,316.10        9,460.00   

PNC FINANCIAL SERVICES GP INC MONTH END PRICE 58.3100

      245,024.15        245,628.87   

PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.

      281,537.88        332,367.00   

PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.

      67,694.64        69,972.00   

PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.

      1,002,347.37        1,052,495.50   

PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5.

      900,953.83        724,676.68   

PNC FINL SVCS 9.875% PFD MONTH END PRICE 25.7400

      2,824.95        2,574.00   

PNC SMALL CAP FD CL A MONTH END PRICE 14.5000

      5,116.00        5,276.10   

POINTS INTL LTD NEW F MONTH END PRICE 11.1400

      21,595.55        18,938.00   

POLARIS GLOBAL VALUE INVESTOR SHARE MONTH END PRICE 15.2300

      87,975.83        85,630.29   

POLARIS INDUSTRIES INC COMMON STOCK USD.01

      224,485.44        283,164.75   

POLARIS INDUSTRIES INC MONTH END PRICE 84.1500

      92,772.89        93,806.91   

POLARIS INTL HLDGS NEW MONTH END PRICE 0.0030

      998.95        1.49   

POLYCOM INC COMMON STOCK USD.0005

      983,161.42        892,238.00   

POLYCOM INC MONTH END PRICE 10.4600

      8,860.40        6,276.00   

POLYMEDIX INC MONTH END PRICE 0.1700

      1,371.95        272.00   

POLYMET MNG CORP MONTH END PRICE 0.9199

      32,302.32        12,878.60   

POLYONE CORP 7.375%20 MONTH END PRICE 109.5000

      5,375.50        5,475.00   

POLYONE CORP MONTH END PRICE 20.4200

      19,770.93        20,420.00   

POLYPORE INTERNATIONAL INC COMMON STOCK USD.01

      489,968.26        547,072.50   

POLYPORE INTERNATIONAL MONTH END PRICE 46.5000

      17,936.71        22,087.50   

POOL CORP COMMON STOCK USD.001

      454,711.40        465,520.00   

POPULAR INC 8.25%PREFERRED MONTH END PRICE 23.5000

      34,576.85        37,600.00   

POPULAR INC NEW F MONTH END PRICE 20.7900

      2,076.92        1,559.25   

 

150

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PORT SEATTLE WAS 5.74% 5/01/19 MONTH END PRICE 121.1930

      26,070.42         30,298.25   

PORTAGE RESOURCES INC MONTH END PRICE 0.0024

      42,386.73         316.80   

PORTFOLIO 21 MONTH END PRICE 33.5600

      28,633.20         28,842.87   

PORTFOLIO RECOVERY ASSOC MONTH END PRICE 106.8600

      3,910.22         4,808.70   

PORTLAND GENERAL ELEC MONTH END PRICE 27.3600

      84,692.11         85,035.16   

PORTLOGIC SYSTEMS IN MONTH END PRICE 0.0450

      1,648.90         990.00   

PORTUGAL TELECM SPN ADRF MONTH END PRICE 4.9800

      7,743.90         7,470.00   

POSCO ADR MONTH END PRICE 82.1500

      255,634.08         199,213.75   

POSEIDON CONCEPTS CO MONTH END PRICE 1.4160

      6,123.08         1,203.60   

POSITIVEID CORP MONTH END PRICE 0.0185

      8,047.51         74.00   

POSITRON CORP MONTH END PRICE 0.0085

      4,266.00         170.00   

POST HOLDINGS INC MONTH END PRICE 34.2500

      26.89         34.25   

POTASH CORP SASK INC FOREIGN MONTH END PRICE 40.6900

      638,085.66         595,335.39   

POTASH CORP SASKATCHEWAN SR UNSECURED 03/20 4.875

      21,344.00         22,990.66   

POTLATCH CORPORATION NEW MONTH END PRICE 39.1491

      6,191.11         7,230.22   

POUND STERLING

      23,469.22         23,644.63   

POUND STERLING

      36,293.01         36,472.57   

POUND STERLING

      0.93         0.93   

POUND STERLING

      425,776.71         427,791.50   

POWER INTEGRATIONS INC MONTH END PRICE 33.6100

      2,640.10         2,352.70   

POWER RES EXPL INC F MONTH END PRICE 0.1500

      5,542.92         4.50   

POWER3 MEDICAL PRODUCTS MONTH END PRICE 0.0004

      9,362.50         32.72   

POWER-ONE INC NEW MONTH END PRICE 4.1082

      50,476.93         22,656.72   

POWERSHARES DB AG ET MONTH END PRICE 17.5900

      3,604.95         3,518.00   

POWERSHARES DB CRUDE OIL MONTH END PRICE 44.6900

      5,322.23         5,586.25   

POWERSHARES DB G10 CRNCY HARVEST FD MONTH END PRICE 26.1500

      35,539.34         38,125.91   

POWERSHARES DB MULTI-SECTOR MONTH END PRICE 52.3500

      7,004.10         5,235.00   

POWERSHARES DB MULTI-SECTOR MONTH END PRICE 57.0900

      73,936.28         94,198.50   

POWERSHARES DB U S DLR INDEX TR MONTH END PRICE 21.8100

      102,314.87         99,933.42   

POWERSHARES DYNAMIC BLDG & CONSTRUCT MONTH END PRICE 17.4120

      21,361.34         22,635.60   

POWERSHARES ETF FD T MONTH END PRICE 30.6893

      4,957.49         4,756.84   

POWERSHARES ETF FD T MONTH END PRICE 33.6400

      6,503.19         6,728.00   

POWERSHARES ETF TR II MONTH END PRICE 27.3500

      8,518.45         8,205.00   

POWERSHARES ETF TRAD FD MONTH END PRICE 5.6337

      4,796.18         1,717.46   

POWERSHARES ETF TRUST II MONTH END PRICE 19.7601

      63.61         34.31   

POWERSHARES ETF TRUST II MONTH END PRICE 30.7300

      5,196.16         6,297.39   

POWERSHARES ETF MONTH END PRICE 26.2700

      9,950.22         10,508.00   

POWERSHARES EXCH TRA MONTH END PRICE 30.2400

      33,555.36         35,002.30   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 10.1200

      2,471.87         3,066.75   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 14.6800

      79,574.22         80,501.32   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 15.8300

      36,357.69         39,305.89   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 17.8223

      9,092.65         8,911.15   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 18.0100

      54,157.38         54,194.34   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 18.2799

      71,570.03         74,049.92   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 19.1600

      63,986.53         44,706.78   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 19.6500

      20,443.12         19,948.93   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 20.3400

      28,680.75         25,526.70   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 22.8200

      21,300.50         22,934.10   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 23.1200

      5,460.45         5,038.22   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 27.9200

      4,495.58         4,858.08   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 31.4460

      179,346.26         183,319.64   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 34.5300

      40,150.79         41,021.66   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 42.8900

      16,338.29         17,172.74   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 5.9600

      1,167.03         596.00   

 

151

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 62.4300

      1,183,849.82        1,323,728.43   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 69.5400

      19,628.85        20,862.00   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 7.8900

      7,282.94        1,972.50   

POWERSHARES EXCH TRAD FD TR MONTH END PRICE 9.4100

      9,599.09        9,842.47   

POWERSHARES EXCHANGE TRADED FD TR MONTH END PRICE 33.2200

      39,277.90        53,982.50   

POWERSHARES EXCHANGE TRADED FUND TR MONTH END PRICE 32.6000

      12,040.79        11,654.52   

POWERSHARES GLOBAL ETF HIGH YIELD US MONTH END PRICE 19.2510

      94,100.54        97,441.99   

POWERSHARES INDIA ETF MONTH END PRICE 18.3600

      4,100.39        3,858.87   

POWERSHARES QQQ TRUST SER 1 MONTH END PRICE 65.1301

      12,970,954.54        12,864,036.60   

POWERSHARES S&P ETF MONTH END PRICE 27.6800

      137,543.62        139,393.26   

POWERSHRS DB GOLD MONTH END PRICE 52.0318

      729,156.65        688,640.87   

POWERSHS DB COMMDTY MONTH END PRICE 27.7800

      177,049.43        176,802.00   

POWERSHS DB MULTI SECTOR MONTH END PRICE 19.2790

      19,360.05        17,543.89   

POWERSHS DB MULTI SECTOR MONTH END PRICE 27.9500

      93,326.63        82,713.93   

POWERSHS DB US DOLLAR TR MONTH END PRICE 27.2100

      8,327.62        8,163.00   

POWERSHS EXCH TRAD F MONTH END PRICE 20.7500

      54,356.40        62,034.35   

POWERSHS EXCH TRAD F MONTH END PRICE 20.9400

      7,923.12        8,753.43   

POWERSHS EXCH TRAD F MONTH END PRICE 25.2636

      17,832.80        17,904.36   

POWERSHS EXCH TRAD FD TR DYNAMIC MKT MONTH END PRICE 48.7800

      10,249.97        10,510.23   

POWERSHS EXCH TRAD FD TR MONTH END PRICE 18.9300

      54,064.67        63,604.80   

POWERSHS EXCH TRAD FD TR MONTH END PRICE 21.8500

      9,207.71        9,133.30   

POWERSHS EXCH TRAD FD TR MONTH END PRICE 22.8370

      8,185.97        9,134.80   

POWERSHS EXCH TRAD FD TR MONTH END PRICE 4.0800

      74,866.11        21,974.46   

POWERSHS EXCH TRAD FD TR MONTH END PRICE 43.2100

      15,046.20        12,963.00   

POWERSHS EXCH TRAD TR DYN SM CAP VAL MONTH END PRICE 17.4670

      1,708.39        1,904.37   

POWERVERDE INC MONTH END PRICE 0.3900

      25,563.60        15,600.00   

POWERWAVE TECH INC NEW MONTH END PRICE 0.3100

      38,693.96        1,484.90   

POWRTEC INTL CORP MONTH END PRICE 0.0040

      3,876.95        120.00   

POZEN INC COMMON STOCK USD.001

      30,824.45        24,048.00   

POZEN INC MONTH END PRICE 5.0100

      2,351.57        2,179.35   

PPG INDS INC MONTH END PRICE 135.3500

      168,254.87        250,345.42   

PPG INDUSTRIES INC COMMON STOCK USD1.67

      183,688.24        487,530.70   

PPHM 130119C00001000 MONTH END PRICE 40.0000

      (435.42 )      (400.00 ) 

PPL 130119C00030000 MONTH END PRICE 3.0000

      (167.30 )      (3.00 ) 

PPL CORP 8.75% PFD MONTH END PRICE 53.7300

      6,536.40        6,716.25   

PPL CORPORATION COMMON STOCK USD.01

      675,384.21        694,277.50   

PPL CORPORATION COMMON STOCK USD.01

      320,901.97        391,114.43   

PPL CORPORATION MONTH END PRICE 28.6300

      112,514.95        115,109.01   

PRANA BIOTECHNOLOGY LTD ADR MONTH END PRICE 2.2000

      3,073.89        2,200.00   

PRAXAIR INC 5.2% 3/15/17 MONTH END PRICE 116.8966

      32,310.30        35,068.98   

PRAXAIR INC COMMON STOCK USD.01

      1,351,463.68        1,435,984.00   

PRAXAIR INC COMMON STOCK USD.01

      1,121,332.56        1,137,732.75   

PRAXAIR INC COMMON STOCK USD.01

      282,676.96        767,135.05   

PRAXAIR MONTH END PRICE 109.4500

      10,983.89        13,982.81   

PRECISION CASTPARTS CORP COMMON STOCK NPV

      404,545.25        641,754.96   

PRECISION CASTPARTS CORP MONTH END PRICE 189.4200

      74,346.30        87,433.68   

PRECISION DRILLING CORP COMMON STOCK NPV

      970,466.55        1,014,300.00   

PRECISION DRILLING TR MONTH END PRICE 8.2800

      2,883.59        2,922.84   

PREFERREDPLUS TR 8.5% 7/15/29 MONTH END PRICE 25.9800

      10,074.70        10,002.30   

PREMIER ALLIANCE GROUP MONTH END PRICE 0.7600

      776.95        106.40   

PREMIER EXHIBITIONS INC MONTH END PRICE 2.7100

      42,058.59        41,192.00   

PREMIER INFO MANAGEMENT MONTH END PRICE 0.0004

      3,167.95        0.60   

PREMIERE GLOBAL SVCS INC MONTH END PRICE 9.7800

      7,690.15        7,824.00   

PREMIERWEST BANCORP NEW MONTH END PRICE 1.6100

      8,198.52        1,610.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PREMIUM EXPL INC MONTH END PRICE 0.0730

      18,394.64         3,139.00   

PRESTIGE BRANDS HOLDINGS MONTH END PRICE 20.0300

      7,742.86         10,015.00   

PRETIUM RESOURCES F MONTH END PRICE 13.2100

      9,920.00         9,907.50   

PRICE NET U S A INC MONTH END PRICE 0.0000

      119,611.81         —     

PRICELINE.COM INC COMMON STOCK USD.008

      201,348.24         642,942.00   

PRICELINE.COM INC NEW MONTH END PRICE 620.3900

      745,169.79         750,051.51   

PRICESMART INC MONTH END PRICE 76.9900

      16,024.32         17,480.52   

PRIME STAR GROUP INC MONTH END PRICE 0.0000

      698.41         —     

PRIMECAP ODYSSEY AGGR GROWTH FD MONTH END PRICE 19.4800

      216,805.23         276,356.41   

PRIMECAP ODYSSEY GROWTH MONTH END PRICE 17.3400

      206,660.54         251,899.10   

PRIMEGEN ENERGY CORP MONTH END PRICE 0.0001

      13,872.07         23.89   

PRIMERO MINING CORP F MONTH END PRICE 6.4700

      11,247.53         17,921.90   

PRIMUS TELECOMMUNICATIONS GR COMMON STOCK USD.001

      10,581.70         10,870.00   

PRINCETON NATL BANCORP MONTH END PRICE 0.0210

      12,833.70         21.00   

PRINCIPAL FDS INC MONTH END PRICE 9.9700

      57,000.00         60,959.27   

PRINCIPAL FINANCIAL GROUP COMMON STOCK USD.01

      189,439.79         186,977.12   

PRINCIPAL GLOBAL DIVERSE MONTH END PRICE 13.9600

      19,835.37         20,017.02   

PRINCIPAL HIGH YIELD A MONTH END PRICE 7.8700

      81,641.92         83,294.08   

PRINCIPAL HIGH YIELD I INST MONTH END PRICE 10.6000

      10,998.36         11,136.93   

PRINCIPAL INVESTORS EQUITY INCOME I MONTH END PRICE 19.5200

      417,470.14         434,449.48   

PRINCIPAL INVS FD INC MONTH END PRICE 10.5300

      22,465.82         29,814.69   

PRINCIPAL MIDCAP BLEND A MONTH END PRICE 15.5200

      100,988.17         110,371.68   

PRINCIPAL PREFERRED SEC A MONTH END PRICE 10.5300

      73,814.54         73,625.10   

PRISMONE GROUP INC MONTH END PRICE 0.0027

      7,958.78         200.96   

PRIVATEBANCORP INC COMMON STOCK NPV

      149,276.23         140,698.88   

PRIVATEBANCORP INC MONTH END PRICE 15.3200

      4,868.95         4,596.00   

PROASSURANCE CORP COMMON STOCK USD.01

      97,489.87         92,818.00   

PROASSURANCE CORPORATION MONTH END PRICE 42.1900

      4,236.64         4,219.00   

PROBE MINES LTD NEW MONTH END PRICE 1.8469

      337.00         923.45   

PROCTER & GAMBLE 4.95% 8/15/14 MONTH END PRICE 107.2428

      1,990.92         2,144.86   

PROCTER & GAMBLE MONTH END PRICE 67.8900

      1,524,242.03         1,629,862.62   

PROCTER + GAMBLE CO/THE COMMON STOCK

      693,518.09         746,790.00   

PROCTER + GAMBLE CO/THE COMMON STOCK

      747,158.70         790,918.50   

PROCTER + GAMBLE CO/THE COMMON STOCK

      2,344,590.03         2,294,682.00   

PROCTER + GAMBLE CO/THE COMMON STOCK

      2,460,201.26         4,374,084.81   

PROFUNDS ACCESS FLEX HIGH YIELD INV MONTH END PRICE 32.1200

      76,334.36         83,600.49   

PROFUNDS BIOTECHNOLOGY MONTH END PRICE 99.6100

      32,334.91         40,474.53   

PROFUNDS CONSUMER MONTH END PRICE 41.3700

      5,110.00         5,109.98   

PROFUNDS EUROPE 30 FUND INVESTOR SH MONTH END PRICE 13.3400

      21,441.00         21,424.93   

PROFUNDS FALLING DOLLAR U.S. FUND MONTH END PRICE 22.7600

      1,189.51         1,078.19   

PROFUNDS MID-CAP VALUE FD INV SHRS MONTH END PRICE 48.5400

      23,819.54         28,762.18   

PROFUNDS NASDAQ 100 FD INV CL MONTH END PRICE 86.2400

      46,576.36         64,129.53   

PROFUNDS RISING RATES OPPORTUNITY FD MONTH END PRICE 7.1900

      5,774.95         5,701.82   

PROFUNDS SMALL-CAP FUND MONTH END PRICE 47.5100

      7,931.81         10,987.97   

PROFUNDS ULTRA BASIC MONTH END PRICE 42.2700

      55,672.59         68,768.05   

PROFUNDS ULTRA BEAR FUND MONTH END PRICE 14.5800

      648.46         638.36   

PROFUNDS ULTRA EMERGING MARKETS INV MONTH END PRICE 12.4700

      24,855.00         24,017.71   

PROFUNDS ULTRA INTERNATIONAL INV MONTH END PRICE 12.5100

      9,572.39         12,766.59   

PROFUNDS ULTRA MID CAP INVESTOR CL MONTH END PRICE 46.8100

      132,269.45         163,257.93   

PROFUNDS ULTRA NASDAQ 100 INV MONTH END PRICE 35.6400

      7,616.19         14,452.84   

PROFUNDS ULTRA WIRELESS MONTH END PRICE 37.6400

      5,110.00         5,454.90   

PROFUNDS ULTRASECTOR OIL & GAS INVST MONTH END PRICE 40.1400

      29,862.59         26,028.54   

PROFUNDS ULTRASHORT MONTH END PRICE 7.0400

      260.31         136.69   

PROFUNDS ULTRASMALL CAP INVESTOR MONTH END PRICE 20.3300

      12,572.52         13,654.56   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PROFUNDSULTRA BULL FD MONTH END PRICE 49.2300

      341,359.95         356,933.60   

PROGRESS ENERGY INC SR UNSECURED 01/21 4.4

      113,537.60         122,615.46   

PROGRESSIVE CORP COMMON STOCK USD1.

      366,642.00         391,405.00   

PROGRESSIVE CORP COMMON STOCK USD1.

      183,672.66         278,456.70   

PROJECT GROUP INC MONTH END PRICE 0.0000

      279.95         —     

PROLOGIS INC NEW MONTH END PRICE 36.4900

      22,947.09         27,148.56   

PROLOGIS INC REIT USD.01

      427,996.15         391,318.76   

PROM RESOURCE INC NEW MONTH END PRICE 0.0001

      9,267.50         4,000.00   

PROPHOTONIX LTD MONTH END PRICE 0.0200

      2,270.14         112.80   

PROS HLDGS INC MONTH END PRICE 18.2900

      1,335.48         2,103.35   

PROS HOLDINGS INC COMMON STOCK USD.001

      1,138,407.65         1,162,786.75   

PROSH ULTRA REAL EST MONTH END PRICE 69.0900

      126,226.66         138,180.00   

PROSH ULTRASHORT ETF NEW MSCI EUROPE MONTH END PRICE 26.1000

      20,517.15         16,390.80   

PROSH ULTRASHRT BSIC NEW MONTH END PRICE 53.7700

      20,161.61         18,819.50   

PROSH ULTRASHRT MSCI NEW MONTH END PRICE 21.1800

      44,525.71         33,146.70   

PROSH ULTRASHRT REAL NEW REAL ESTATE MONTH END PRICE 24.2600

      18,692.40         16,909.22   

PROSH ULTSHRT XINHUA MONTH END PRICE 17.5800

      23,245.72         15,294.60   

PROSHARES SHORT 7-10 YR MONTH END PRICE 32.4200

      6,586.75         6,484.00   

PROSHARES SHORT DOW 30 MONTH END PRICE 34.4000

      14,173.43         13,760.00   

PROSHARES SHORT ETF MONTH END PRICE 28.0020

      73,046.85         62,304.45   

PROSHARES SHORT ETF MONTH END PRICE 33.7500

      59,601.95         50,625.00   

PROSHARES SHORT HIGH YLD MONTH END PRICE 32.1500

      11,690.64         9,645.00   

PROSHARES SHORT MDCP 400 MONTH END PRICE 25.3500

      7,709.52         5,070.00   

PROSHARES SHORT QQQ MONTH END PRICE 25.5700

      128,010.05         125,523.13   

PROSHARES SHORT S&P 500 MONTH END PRICE 34.0300

      583,359.39         552,477.05   

PROSHARES TR II MONTH END PRICE 24.3200

      3,573.66         3,842.56   

PROSHARES TR II MONTH END PRICE 44.1000

      1,423,785.86         1,222,275.60   

PROSHARES TR II MONTH END PRICE 85.3359

      223,428.65         201,051.38   

PROSHARES TR SHORT MSCI MONTH END PRICE 41.5100

      97,953.36         82,480.37   

PROSHARES TR SHORT RUSSELL 2000 MONTH END PRICE 24.3200

      173,917.33         162,190.08   

PROSHARES TR ULTRA OIL & GAS MONTH END PRICE 45.7300

      84,822.40         88,219.62   

PROSHARES TR ULTRA RUSLL MONTH END PRICE 35.3500

      1,820.95         3,535.00   

PROSHARES TR ULTRA RUSLL MONTH END PRICE 45.5200

      126,329.53         133,010.57   

PROSHARES TR ULTRA SEMI MONTH END PRICE 30.2500

      35,553.30         30,250.00   

PROSHARES TR ULTRA SHORT MONTH END PRICE 16.4700

      5,585.86         3,294.00   

PROSHARES TR ULTRA SHORT MONTH END PRICE 19.6000

      19,549.29         7,840.00   

PROSHARES TR ULTRA TECH MONTH END PRICE 70.0100

      52,521.74         49,707.10   

PROSHARES TR MONTH END PRICE 29.3800

      91,208.19         86,906.04   

PROSHARES TR MONTH END PRICE 60.6190

      3,623.15         3,637.14   

PROSHARES TRUST ETF MONTH END PRICE 27.6000

      84,053.26         81,226.80   

PROSHARES TRUST ETF MONTH END PRICE 28.3900

      57,258.40         49,682.50   

PROSHARES TRUST ULTRA MONTH END PRICE 36.6800

      42,623.05         47,684.00   

PROSHARES TRUST ULTRA MONTH END PRICE 83.8299

      8,482.52         8,461.04   

PROSHARES TRUST MONTH END PRICE 26.6800

      44,573.54         39,566.44   

PROSHARES ULT MIDCAP 400 MONTH END PRICE 74.0500

      199,855.59         220,526.48   

PROSHARES ULTRA DOW 30 MONTH END PRICE 70.2300

      81,562.08         84,276.00   

PROSHARES ULTRA ETF NEW QQQ PRO TRUS MONTH END PRICE 29.6500

      52,364.05         51,294.50   

PROSHARES ULTRA ETF MONTH END PRICE 56.7500

      67,256.29         66,738.00   

PROSHARES ULTRA NASDAQ MONTH END PRICE 57.9690

      59,052.40         59,708.07   

PROSHARES ULTRA NEW ETF MONTH END PRICE 20.9000

      71,229.40         66,044.00   

PROSHARES ULTRA S&P 500 MONTH END PRICE 60.3500

      460,683.63         470,131.58   

PROSHARES ULTRAPRO E MONTH END PRICE 54.7300

      100,518.47         107,647.09   

PROSHARES ULTRAPRO E MONTH END PRICE 88.2500

      105,485.90         105,900.00   

PROSHARES UTRA QQQ MONTH END PRICE 54.8100

      202,543.17         192,547.53   

 

154

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

PROSHARES VIX S T ETF MONTH END PRICE 17.0100

      330,934.99         221,725.35   

PROSHRS ULTRAPRO ETF NEW MONTH END PRICE 68.4700

      273,850.17         239,645.00   

PROSHS TR ULTRAPRO E MONTH END PRICE 51.7700

      556,989.25         558,960.69   

PROSHS ULTR DJ ETF NEWUBS CRD OIL MONTH END PRICE 29.3200

      602,850.82         624,252.12   

PROSHS ULTRA FINL NE MONTH END PRICE 67.8100

      80,032.24         93,513.39   

PROSHS ULTRA MSCI ET MONTH END PRICE 85.6200

      84,258.86         96,236.88   

PROSHS ULTRAPRO NEW ETF MONTH END PRICE 33.7400

      32,086.46         26,992.00   

PROSHS ULTRAPRO NEW ETF MONTH END PRICE 37.7500

      584,981.96         553,415.00   

PROSHS ULTRAPRO NEW ETF MONTH END PRICE 40.5500

      17,123.39         16,260.55   

PROSHS ULTRASHORT EURO MONTH END PRICE 19.0100

      85,259.51         79,842.00   

PROSHS ULTRASHRT ETF NEW MONTH END PRICE 54.1100

      1,404,077.92         1,343,930.07   

PROSHS ULTRASHRT ETF NEW MONTH END PRICE 63.4500

      674,877.43         593,130.60   

PROSHS ULTRASHRT GLD NEW MONTH END PRICE 62.6000

      18,141.93         15,900.40   

PROSHS ULTRASHRT OIL NEW MONTH END PRICE 21.0400

      9,284.14         9,468.00   

PROSHS ULTRASHT ETF NEW FINANCIALS MONTH END PRICE 33.5400

      157,300.83         145,865.46   

PROSHS ULTRASHT ETF NEW FJ UBS CRUDE MONTH END PRICE 40.4398

      204,124.13         190,471.46   

PROSHS ULTRASHT ETF NEW RUSSELL 2000 MONTH END PRICE 25.3500

      39,150.02         36,123.75   

PROSHS ULTRASHT ETF NEW RUSSELL MIDG MONTH END PRICE 32.2800

      876.72         387.36   

PROSHS ULTRASHT ETF NEW SEMICONDUCTR MONTH END PRICE 41.5600

      7,665.37         8,312.00   

PROSHS ULTRASHT ETF NEW SMALLCAP MONTH END PRICE 25.8000

      134,952.66         95,976.00   

PROSHS ULTRASHT ETF NEW TECHNOLOGY MONTH END PRICE 37.0000

      9,981.54         9,250.00   

PROSHS ULTRASHT NEW ETF MONTH END PRICE 47.7800

      116,470.42         114,433.10   

PROSHS ULTRASHT NEW ETF MONTH END PRICE 50.0700

      54,621.26         60,084.00   

PROSHS ULTRASHT NEW ETF MONTH END PRICE 63.5900

      26,396.20         25,436.00   

PROSIEBEN SAT.1 MEDIA AG PRF PREFERENCE

      105,595.05         111,683.43   

PROSPECT ENERGY CORP MONTH END PRICE 10.8700

      140,322.06         141,750.70   

PROTECTIVE LIFE CORP COMMON STOCK USD.5

      57,158.43         60,018.00   

PROTEXT MOBILITY INC MONTH END PRICE 0.0016

      4,766.95         54.40   

PROTHENA CORP PLC F MONTH END PRICE 7.3300

      316.80         322.52   

PROTO LABS INC COMMON STOCK USD.001

      384,596.73         431,806.68   

PROTO LABS INC COMMON STOCK USD.001

      1,236,842.72         1,441,786.50   

PROTO LABS INC MONTH END PRICE 39.4200

      3,203.95         3,942.00   

PROUROCARE MEDICAL N MONTH END PRICE 0.5400

      87,678.35         28,350.00   

PROV OF NEW BRUNSWICK SR UNSECURED 06/18 2.75

      338,990.20         366,302.74   

PROVECTUS PHARMA INC MONTH END PRICE 0.5600

      3,518.37         1,512.00   

PROVIDENT FINANCIAL SERVICES COMMON STOCK USD.01

      513,056.35         531,152.00   

PROVIDENT TRUST STRATEGY FUND MONTH END PRICE 9.0600

      28,996.88         33,076.40   

PROXIM CORP NEW MONTH END PRICE 0.0004

      1,302.56         0.08   

PRUDENTIAL CORP PLC ADR MONTH END PRICE 28.5500

      1,491.84         1,598.80   

PRUDENTIAL FIN 5% 4/15/14 MONTH END PRICE 103.4101

      5,313.55         5,170.51   

PRUDENTIAL FIN 6% 10/16/17 MONTH END PRICE 101.0823

      5,025.00         5,054.12   

PRUDENTIAL FINAN 2.75% 1/14/13 MONTH END PRICE 100.0624

      10,141.30         10,006.24   

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01

      501,674.68         559,965.00   

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01

      1,162,566.85         1,146,595.00   

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01

      283,847.23         263,983.50   

PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01

      459,922.03         581,936.96   

PRUDENTIAL FINANCIAL INC MONTH END PRICE 53.3300

      110,823.41         108,779.58   

PRUDENTIAL FINL 6.1% 6/15/17 MONTH END PRICE 118.0963

      1,780.65         2,361.93   

PRUDENTIAL FINL 9.0% 6/15/68 MONTH END PRICE 25.8200

      47,387.90         51,640.00   

PRUDENTIAL GA 62463 GIC CONTRACT GA 62463

      57,137,632.43         59,177,555.63   

PRUDENTIAL GLOBAL REAL ESTATE A MONTH END PRICE 21.6200

      17,000.00         19,972.79   

PRUDENTIAL GLOBAL REAL ESTATE Z MONTH END PRICE 21.7000

      5,194.31         5,644.17   

PRUDENTIAL JENN NAT RESOURCES CLA MONTH END PRICE 45.0900

      66,903.55         65,101.48   

PRUDENTIAL JENNISON 20/20 FOCUS FD A MONTH END PRICE 15.9600

      45,427.60         58,395.15   

 

155

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

PRUDENTIAL JENNISON HEALTH SCI A MONTH END PRICE 28.1100

      130,405.83        138,038.71   

PRUDENTIAL JENNISON MID CAP GRWTH Z MONTH END PRICE 32.4200

      16,221.98        17,992.94   

PRUDENTIAL JENNISON SMALL CO FD CL A MONTH END PRICE 22.4200

      24,397.47        29,644.17   

PRUDENTIAL JENNISON UTILITY A MONTH END PRICE 11.9300

      10,140.89        8,009.30   

PRUDENTIAL JENNISON MONTH END PRICE 13.9800

      35,000.00        37,392.22   

PRUDENTIAL PLC COMMON STOCK GBP.05

      265,770.98        258,847.31   

PRUDENTIAL SHRT TRM CORP BND FD CL Z MONTH END PRICE 11.5900

      10,015.00        10,069.51   

PSIVIDA CORP MONTH END PRICE 1.2100

      13,596.11        3,025.00   

PSX 130119C00049000 MONTH END PRICE 430.0000

      (222.28 )      (430.00 ) 

PSX 130119C00050000 MONTH END PRICE 350.0000

      (371.52 )      (700.00 ) 

PSX 130119C00055000 MONTH END PRICE 85.0000

      (350.76 )      (255.00 ) 

PSX 130119P00055000 MONTH END PRICE 285.0000

      305.71        285.00   

PUB SVC ENT GROUP INC MONTH END PRICE 30.6000

      93,573.46        83,281.72   

PUBLIC SERVICE ENTERPRISE GP COMMON STOCK NPV

      272,255.58        365,027.40   

PUBLIC STORAGE REIT USD.1

      270,210.55        480,397.44   

PUBLIC STORAGEINC MONTH END PRICE 144.9600

      56,360.79        79,017.41   

PUDA COAL INC MONTH END PRICE 0.0100

      247,562.18        203.50   

PULSE BEVERAGE CORP MONTH END PRICE 0.6350

      15,277.02        18,068.93   

PULTE HOMES INC MONTH END PRICE 18.1600

      270,431.30        301,671.52   

PULTEGROUP INC COMMON STOCK USD.01

      104,872.02        142,991.84   

PURADYN FILTER TECH INC MONTH END PRICE 0.1100

      18,553.00        3,532.21   

PURAMED BIOSCIENCE INC MONTH END PRICE 0.0410

      7,199.84        684.70   

PURE BIOSCIENCE INC NEW MONTH END PRICE 0.6151

      6,006.95        768.88   

PURISIMA TOTAL RETURN FUND MONTH END PRICE 19.2400

      568,299.35        572,858.47   

PURPLE BEVERAGE COMPANY INC MONTH END PRICE 0.0003

      2,396.80        0.30   

PUTNAM ABSOLUTE RETURN MONTH END PRICE 11.2100

      10,061.62        9,929.75   

PUTNAM CAPITAL SPECTRUM FD CL A MONTH END PRICE 26.9400

      35,617.59        39,572.81   

PUTNAM DIVERSIFIED I MONTH END PRICE 7.7100

      49,280.99        50,828.54   

PUTNAM EQTY SPECTRUM FD CL A MONTH END PRICE 29.6000

      3,613.87        4,018.29   

PUTNAM EQTY SPECTRUM MONTH END PRICE 29.7500

      25,230.62        25,795.57   

PUTNAM FDS TR GLOB TELE CL Y MONTH END PRICE 14.5500

      6,680.86        6,873.35   

PUTNAM GLOBAL HEALTH CARE FD MONTH END PRICE 46.1900

      6,918.47        6,963.60   

PUTNAM HIGH INCOME SECS FD MONTH END PRICE 7.9500

      2,910.38        4,149.40   

PUTNAM MUNI OPPORTUNITIES TRUST MONTH END PRICE 12.9500

      456.00        498.32   

PVH CORP MONTH END PRICE 111.0100

      14,692.96        15,319.38   

PVR PARTNERS LP MONTH END PRICE 25.9800

      6,566.49        7,144.50   

PWERSHRS ETF TRST IISENIOR LN PORT MONTH END PRICE 24.9800

      24,254.58        24,980.00   

PYXIS ALPHA TREND STRAT CL A MONTH END PRICE 9.0700

      4,034.71        3,873.55   

PYXIS CORE AMERICA EQUITY FD A MONTH END PRICE 9.9100

      3,790.86        4,124.53   

PYXIS SMALL CAP EQTY A MONTH END PRICE 12.1600

      10,766.33        10,107.68   

PZG 130622C00002500 MONTH END PRICE 22.0000

      (212.39 )      (220.00 ) 

Q E P CO INC MONTH END PRICE 16.7500

      1,189.67        3,350.00   

QBE INSURANCE GROUP LTD COMMON STOCK NPV

      721,345.32        521,896.60   

QCOM 130119C00062500 MONTH END PRICE 122.0000

      (215.53 )      (244.00 ) 

QCOM 130119C00065000 MONTH END PRICE 38.0000

      (1,374.78 )      (114.00 ) 

QEP RESOURCES INC COMMON STOCK USD.01

      96,738.55        101,737.47   

QEP RESOURCES INC COMMON STOCK USD.01

      124,360.44        127,799.94   

QEP RESOURCES INC SR UNSECURED 03/21 6.875

      10,000.20        11,525.00   

QEP RESOURCES INC SR UNSECURED 05/23 5.25

      40,000.00        42,800.00   

QIAGEN N V MONTH END PRICE 18.1498

      2,319.68        1,814.98   

QIAO XING UNIVERSAL TEL MONTH END PRICE 0.0000

      5,868.54        —     

QIHOO 360 TECHNOLOGY CO MONTH END PRICE 29.6900

      79,463.89        92,039.00   

QLIK TECHNOLOGIES IN MONTH END PRICE 21.7200

      17,908.32        14,226.60   

QLOGIC CORP COMMON STOCK USD.001

      840,720.02        912,674.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

QMX GOLD CORP F MONTH END PRICE 0.2160

      16,110.55        745.20   

QR ENERGY LP MONTH END PRICE 16.5800

      6,528.95        6,632.00   

QRM 130119C00002000 MONTH END PRICE 5.0000

      (377.83 )      (100.00 ) 

QUAKER CHEM CORP MONTH END PRICE 53.8600

      9,994.45        13,465.00   

QUAKER MID-CAP VALUE FUND MONTH END PRICE 16.5200

      24,878.78        25,195.63   

QUALCOMM INC COMMON STOCK USD.0001

      1,344,553.86        1,347,694.60   

QUALCOMM INC COMMON STOCK USD.0001

      2,135,619.17        2,648,750.16   

QUALCOMM INC COMMON STOCK USD.0001

      1,332,519.39        1,420,258.00   

QUALCOMM INC COMMON STOCK USD.0001

      1,236,437.29        1,539,150.34   

QUALCOMM INC COMMON STOCK USD.0001

      1,400,759.06        2,487,312.10   

QUALCOMM INC MONTH END PRICE 61.8596

      1,205,668.08        1,268,611.64   

QUALITY DISTRIBUTION MONTH END PRICE 6.0000

      12,558.65        12,000.00   

QUALITY SYSTEMS INC MONTH END PRICE 17.3600

      15,066.54        8,925.24   

QUANTA SERVICES INC COMMON STOCK USD.00001

      565,370.30        575,819.00   

QUANTA SERVICES INC COMMON STOCK USD.00001

      704,704.34        923,902.95   

QUANTA SERVICES INC COMMON STOCK USD.00001

      113,035.24        134,321.38   

QUANTA SERVICES INC MONTH END PRICE 27.2900

      38,781.55        47,075.25   

QUANTUM CORP COMMON STOCK USD.01

      70,051.41        68,324.00   

QUANTUM CP DLT & STORAGE MONTH END PRICE 1.2400

      2,412.41        1,240.00   

QUANTUM FUEL SYS NEW MONTH END PRICE 0.6810

      5,167.11        1,118.20   

QUANTUM INTERNATIONAL CP MONTH END PRICE 0.0740

      4,021.80        5.92   

QUEENSTON MNG INC MONTH END PRICE 4.9000

      1,838.45        1,225.00   

QUEST DIAGNOSTICS INC COMMON STOCK USD.01

      148,764.22        213,151.66   

QUEST DIAGNOSTICS INC MONTH END PRICE 58.2700

      13,153.38        13,404.74   

QUEST OIL CORP MONTH END PRICE 0.0001

      3,387.60        326.00   

QUEST RARE MINERALS MONTH END PRICE 1.0500

      684,922.65        184,794.75   

QUESTCOR PHARMACEUTICALS MONTH END PRICE 26.7200

      136,183.07        128,705.34   

QUICKLOGIC CORP MONTH END PRICE 2.1700

      8,558.60        6,184.50   

QUIKSILVER INC MONTH END PRICE 4.2500

      838.53        850.00   

R A I T FINANCIAL TR NEW MONTH END PRICE 5.6500

      6,726.16        6,587.95   

R A I T INVT TRUST B PFD MONTH END PRICE 23.1820

      11,157.95        11,591.00   

R B C BEARINGS INC MONTH END PRICE 50.0700

      12,478.82        16,523.10   

R P C INC MONTH END PRICE 12.2400

      22,572.83        24,480.00   

R P M INCORPORATED OHIO MONTH END PRICE 29.3600

      18,898.62        23,253.97   

RABOBANK NEDERLAND BANK GUARANT 01/17 3.375

      9,995.15        10,742.86   

RABOBANK NEDERLAND BANK GUARANT 05/41 5.25

      101,282.00        117,425.20   

RABOBANK NEDERLAND JR SUBORDINA 144A 12/49 VAR

      75,000.00        101,437.50   

RACKSPACE HOSTING INC COMMON STOCK USD.001

      786,753.88        978,358.71   

RACKSPACE HOSTING INC MONTH END PRICE 74.2700

      282,763.22        363,700.19   

RAD 130119C00001500 MONTH END PRICE 5.0000

      (39.25 )      (25.00 ) 

RADIAN GROUP INC MONTH END PRICE 6.1100

      1,003,618.40        2,195,148.99   

RADIENT PHARMA CORP NEW MONTH END PRICE 0.0001

      72.17        —     

RADIOSHACK CORPORATION MONTH END PRICE 2.1200

      142,934.23        64,441.13   

RADISYS CORP COMMON STOCK NPV

      22,315.63        25,926.00   

RAINBOW CORAL CORP NEW MONTH END PRICE 0.3800

      1,899.41        19.00   

RAINIER LARGE CAP EQUITY PORT MONTH END PRICE 26.5000

      142,503.51        157,610.58   

RAINIER MID CAP EQUITY PORT ORIGINAL MONTH END PRICE 43.7700

      107,625.46        132,797.65   

RAINIER SMALL/MID-CAP EQUITY PORT MONTH END PRICE 36.2700

      122,089.56        135,142.42   

RAIT FINL 8.875% C PFD MONTH END PRICE 24.2084

      22,802.95        24,208.40   

RALCORP HOLDINGS INC NEW MONTH END PRICE 89.6500

      232.53        268.95   

RALLYE SA COMMON STOCK EUR3.

      757,885.67        718,952.87   

RALPH LAUREN CORP CL A MONTH END PRICE 149.9200

      19,341.84        18,757.11   

RALPH LAUREN CORP COMMON STOCK USD.01

      136,644.41        229,077.76   

RAM PWR CORP MONTH END PRICE 0.2540

      5,553.17        1,524.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

RAMBUS INC DEL MONTH END PRICE 4.8700

      207,254.62        86,418.15   

RANCHER ENERGY CORP MONTH END PRICE 0.0166

      183,530.80        2,083.88   

RAND CAPITAL CORPORA MONTH END PRICE 2.3400

      1,853.00        1,170.00   

RANDGOLD RES LTD ADR MONTH END PRICE 99.2123

      37,358.45        37,303.82   

RANDSTAD HOLDING NV COMMON STOCK EUR.1

      905,528.37        790,995.31   

RANDSTAD HOLDING NV COMMON STOCK EUR.1

      108,007.38        113,104.80   

RANGE RESOURCES CORP COMMON STOCK USD.01

      184,712.88        234,041.75   

RANGE RESOURCES CORP MONTH END PRICE 62.8300

      109,836.06        111,194.55   

RARE ELEMENT RESOURCES MONTH END PRICE 3.4000

      819,861.47        341,985.60   

RASER TECHNOLOGIES INC MONTH END PRICE 0.0000

      14,241.25        —     

RATOS AB B SHS COMMON STOCK NPV

      111,202.24        107,862.85   

RAVEN INDUSTRIES INC COMMON STOCK USD1.

      1,589,264.67        1,402,826.48   

RAX 130119P00075000 MONTH END PRICE 265.0000

      1,509.23        795.00   

RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01

      793,041.93        861,145.50   

RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01

      418,172.29        561,073.86   

RAYMOND JAMES FINL INC MONTH END PRICE 38.5300

      5,045.15        7,706.00   

RAYONIER INC MONTH END PRICE 51.8300

      133,220.33        223,162.41   

RAYTHEON COMPANY COMMON STOCK USD.01

      114,580.10        120,876.00   

RAYTHEON COMPANY COMMON STOCK USD.01

      316,895.36        441,657.88   

RAYTHEON COMPANY NEW MONTH END PRICE 57.5600

      176,968.80        211,506.24   

RAYTHEON COMPANY SR UNSECURED 10/20 3.125

      49,732.50        53,195.00   

RBB FREE MARKET FIXED INCOME FD INST MONTH END PRICE 10.4100

      11,205.37        11,237.15   

RBC MICRO CAP VALUE FD CL I MONTH END PRICE 19.3700

      17,081.92        16,904.43   

RBS CAP FDG TR VII MONTH END PRICE 20.7200

      35,142.95        37,296.00   

RBSSP RESECURITIZATION TRUST RBSSP 2010 3 4A1 144A

      54,364.06        55,593.71   

RCM TECHNOLOGIES INC NEW MONTH END PRICE 5.1500

      968.95        1,545.00   

REACHLOCAL INC MONTH END PRICE 12.9100

      2,324.15        2,259.25   

REALD INC MONTH END PRICE 11.2100

      5,881.95        5,605.00   

REALITY RACING INC NEW MONTH END PRICE 0.0000

      35,371.13        —     

REALNETWORKS INC COMMON STOCK USD.001

      67,774.68        70,308.00   

REALOGY HOLDINGS CORP COMMON STOCK USD.01

      135,044.59        152,524.60   

REALTY INCM E 6.75% PFD MONTH END PRICE 25.5200

      7,847.58        7,985.21   

REALTY INCOME 6.625% MONTH END PRICE 26.5200

      2,505.95        2,652.00   

REALTY INCOME CORP REIT USD1.

      177,858.85        180,945.00   

REALTY INCOME CORPORATION MONTH END PRICE 40.2100

      972,565.18        1,121,189.10   

REAVES UTILITY INCOME FD MONTH END PRICE 23.8200

      94,577.25        89,000.81   

RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1

      622,665.05        780,791.40   

RECYCLE TECH INC MONTH END PRICE 0.0000

      5,160.00        —     

RED BRANCH TECHNOLOG MONTH END PRICE 0.0008

      1,308.95        8.00   

RED ELECTRICA CORPORACION SA COMMON STOCK EUR2.

      170,422.54        194,665.81   

RED HAT INC COMMON STOCK USD.0001

      1,421,629.02        1,805,406.40   

RED HAT INC COMMON STOCK USD.0001

      124,867.35        243,510.08   

RED OAK TECHNOLOGY MONTH END PRICE 10.3700

      29,607.61        31,110.00   

RED ROBIN GOURMET BURGER MONTH END PRICE 35.2900

      1,606.45        1,764.50   

REDHAT INC MONTH END PRICE 52.9600

      22,859.70        21,713.60   

REDIFF.COM INDIA LTD MONTH END PRICE 2.8500

      6,732.47        2,342.70   

REDWOOD TRUST INC MONTH END PRICE 16.8900

      13,365.91        13,724.85   

REE 130119C00006000 MONTH END PRICE 5.0000

      (65.77 )      (15.00 ) 

REED ELSEVIER NV COMMON STOCK EUR.07

      225,523.05        247,975.16   

REED ELSEVIER PLC COMMON STOCK GBP.144397

      106,476.20        128,088.22   

REEDS INC MONTH END PRICE 5.6800

      8,127.15        7,497.60   

REFLECT SCIENTIFIC INC MONTH END PRICE 0.0600

      5,065.90        180.00   

REFLECTKOTE INC MONTH END PRICE 0.0003

      2,425.65        0.12   

REGAL ENTERTAINMENT GRP MONTH END PRICE 13.9500

      27,117.94        27,168.72   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

REGENCY CENTERS CORP MONTH END PRICE 47.1200

      3,788.25         4,712.00   

REGENCY ENERGY PARTNERS COMPANY GUAR 07/21 6.5

      64,010.00         70,080.00   

REGENECA INC MONTH END PRICE 0.0006

      72,289.95         5.14   

REGENERON PHARMACEUTICALS COMMON STOCK USD.001

      136,460.42         177,057.45   

REGENERON PHARMACEUTICALS INC MONTH END PRICE 171.0700

      115,435.19         119,235.79   

REGI U S INC MONTH END PRICE 0.1000

      10,776.27         1,000.00   

REGIONS FINAN 7.7500% 11/10/14 MONTH END PRICE 110.2500

      9,972.50         11,025.00   

REGIONS FINANCIAL CORP COMMON STOCK USD.01

      504,505.74         236,519.28   

REGIONS FINANCIAL CP NEW MONTH END PRICE 7.1300

      67,770.51         82,187.58   

REGIS CORP MINN MONTH END PRICE 16.9200

      25.78         23.78   

REINSURANCE GROUP AMER INC MONTH END PRICE 53.5200

      5,854.11         5,242.69   

RELIANCE STEEL & ALUMINUM COMPANY MONTH END PRICE 62.1000

      27,857.33         33,782.40   

RELIV INTERNATIONAL INC MONTH END PRICE 1.3100

      3,532.70         519.29   

RENAISSANCE GOLD INC MONTH END PRICE 0.5608

      123.23         420.60   

RENAISSANCE HLDGS INC MONTH END PRICE 81.2600

      2,745.30         4,063.00   

RENASANT CORP MONTH END PRICE 19.1400

      54,362.31         75,304.40   

RENAULT SA COMMON STOCK EUR3.81

      95,679.26         135,943.61   

RENESOLA LTD ADR MONTH END PRICE 1.5400

      638.17         465.08   

RENREN INC ADR F MONTH END PRICE 3.4500

      16,262.09         11,040.00   

RENTECH INC MONTH END PRICE 2.6300

      89,751.15         158,123.49   

REPLIGEN CORP MONTH END PRICE 6.2800

      9,621.95         9,420.00   

REPUBLIC AIRWAYS HLDGS MONTH END PRICE 5.6800

      338.10         568.00   

REPUBLIC BANK 2.95% 4/21/16 MONTH END PRICE 1.0608

      5,000.00         5,304.20   

REPUBLIC BANK 3.05%15 MONTH END PRICE 1.0583

      12,382.20         12,699.36   

REPUBLIC BK INC 2.95% 2/18/14 MONTH END PRICE 1.0274

      10,000.00         10,273.60   

REPUBLIC BK INC 2.7000% 03/31/15 MONTH END PRICE 1.0394

      10,000.00         10,394.10   

REPUBLIC BK UT 3.65% 3/18/15 MONTH END PRICE 1.0575

      7,000.00         7,402.36   

REPUBLIC SERVICES INC COMMON STOCK USD.01

      480,257.23         478,079.00   

REPUBLIC SERVICES INC COMMON STOCK USD.01

      353,290.13         385,689.50   

REPUBLIC SERVICES INC COMMON STOCK USD.01

      187,981.39         206,453.87   

REPUBLIC SVCS INC MONTH END PRICE 29.3300

      72,073.56         72,855.00   

RESEARCH IN MOTION LTD MONTH END PRICE 11.8700

      123,751.85         132,516.68   

RESERVOIR CAPITAL CORP MONTH END PRICE 0.0880

      9,706.90         616.00   

RESERVOIR MINERALS INC F MONTH END PRICE 2.3450

      566.93         2,244.17   

RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB4

      339,220.60         265,693.10   

RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1

      131,317.52         89,960.95   

RESMED INC MONTH END PRICE 41.5700

      26,908.26         27,323.95   

RESOLUTE FOREST PRODUCTS MONTH END PRICE 13.2400

      1,328.29         2,369.96   

RESONA HOLDINGS INC COMMON STOCK

      89,355.99         98,383.80   

RESOURCE CAPITAL CORP MONTH END PRICE 5.6000

      188,183.86         160,704.31   

REST BRANDS NZ LTD ORD MONTH END PRICE 2.1780

      23,521.75         26,789.40   

RESVERLOGIX CORP MONTH END PRICE 1.5900

      3,147.42         795.00   

RETAIL OPPTY IVENSTM MONTH END PRICE 12.8518

      47,591.09         53,208.14   

RETAIL PPTYS AMER IN MONTH END PRICE 11.9700

      8,858.10         11,970.00   

RETAIL PROPERTIES OF AME A REIT

      173,778.99         175,959.00   

REVLON INC CL A NEW MONTH END PRICE 14.5000

      6,214.36         7,511.00   

REVLON INC CLASS A COMMON STOCK USD.01

      69,809.84         69,600.00   

REVOLUTION RESOURCES MONTH END PRICE 0.1000

      33,913.38         8,000.00   

REX ENERGY CORP MONTH END PRICE 13.0200

      2,267.54         2,604.00   

REX STORES CORP MONTH END PRICE 19.2900

      13,845.53         11,574.00   

REXAHN PHARMACEUTICALS INC MONTH END PRICE 0.3100

      124,469.41         22,478.72   

REYNOLDS AMERICAN INC COMMON STOCK USD.0001

      161,776.38         319,218.15   

REYNOLDS AMERICAN INC COMPANY GUAR 06/17 6.75

      49,954.00         60,380.90   

REYNOLDS AMERICAN INC COMPANY GUAR 11/22 3.25

      59,918.40         60,269.70   

 

159

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

REYNOLDS AMERICAN INC MONTH END PRICE 41.4300

      190,558.03        221,893.44   

REYNOLDS BLUE CHIP GROWTH FD MONTH END PRICE 57.7400

      52,639.26        56,404.30   

REYNOLDS GRP ISS/REYNOLD SR SECURED 02/21 6.875

      100,437.50        107,750.00   

REYNOLDS GRP ISS/REYNOLD SR SECURED 04/19 7.125

      101,500.00        107,500.00   

RF 140118C00007000 MONTH END PRICE 105.0000

      (464.25 )      (525.00 ) 

RF 140118C00010000 MONTH END PRICE 21.0000

      (249.25 )      (105.00 ) 

RF 150117C00010000 MONTH END PRICE 48.0000

      (458.49 )      (480.00 ) 

RF MICRO DEVICES INC MONTH END PRICE 4.4800

      108,444.51        96,284.16   

RGLD 130119C00095000 MONTH END PRICE 10.0000

      (744.46 )      (20.00 ) 

RGR 130420C00055000 MONTH END PRICE 210.0000

      (1,395.44 )      (420.00 ) 

RHYTHMS NETCONNECTIONS INC MONTH END PRICE 0.0001

      780.60        0.04   

RICEBRAN TECHNOLOGIES MONTH END PRICE 0.0540

      23,395.58        3,456.00   

RICHARDSON ELEC LTD COMMON STOCK USD.05

      11,368.70        11,320.00   

RICHMONT MINES INC MONTH END PRICE 3.0100

      3,221.35        1,204.00   

RICKS CABARET INTL NEW MONTH END PRICE 8.0400

      1,024.67        804.00   

RIDGEWORTH HIGH INCOME I MONTH END PRICE 7.2000

      247,432.59        258,554.01   

RIDGEWORTH INTERMEDIATE BD CL I MONTH END PRICE 10.3200

      51,210.07        50,120.74   

RIDGEWORTH MID CAP VALUE EQ I MONTH END PRICE 11.7500

      20,352.32        20,366.92   

RIDGEWORTH SEIX FLOAT RT HIGH INC I MONTH END PRICE 8.9800

      66,176.43        66,696.19   

RIDGEWORTH SMALL CAP VALUE EQTY CL I MONTH END PRICE 13.8200

      54,211.97        56,881.43   

RIDGEWORTH TOTAL RETURNBOND CL I MONTH END PRICE 10.8700

      312,541.11        312,033.21   

RIDGEWORTH US GOV SEC ULTR-SHT BD I MONTH END PRICE 10.1700

      202,709.69        204,163.66   

RIG 140118C00050000 MONTH END PRICE 370.0000

      (602.29 )      (370.00 ) 

RIG 140118C00057500 MONTH END PRICE 171.0000

      (734.56 )      (342.00 ) 

RIG 140118C00060000 MONTH END PRICE 129.0000

      (941.51 )      (258.00 ) 

RIGHTSMILE INC NEW MONTH END PRICE 0.0002

      2,478.50        641.00   

RIM SEMICONDUCTOR CO MONTH END PRICE 0.0001

      6,088.51        8.56   

RIMA INTERNATIONAL HLDGS INC MONTH END PRICE 0.0000

      1,112.95        —     

RIMAGE CORP COMMON STOCK USD.01

      6,675.30        6,675.30   

RIMM 130119C00015000 MONTH END PRICE 13.0000

      (1,226.18 )      (65.00 ) 

RINO INTERNATIONAL CORPORATI MONTH END PRICE 0.0100

      11,116.13        7.00   

RIO ALTO MNG LTD NEW MONTH END PRICE 5.1100

      19,294.24        17,374.00   

RIO TINTO FIN USA LTD COMPANY GUAR 05/19 9.

      264,270.00        274,705.60   

RIO TINTO FIN USA LTD COMPANY GUAR 07/18 6.5

      140,096.84        162,255.86   

RIO TINTO FIN USA LTD COMPANY GUAR 09/21 3.75

      30,265.80        32,078.97   

RIO TINTO PLC COMMON STOCK GBP.1

      940,389.72        899,143.95   

RIO TINTO PLC SPONSORED ADR MONTH END PRICE 58.0900

      312,166.19        347,579.80   

RIOCAN REAL ESTATE INVT TR MONTH END PRICE 27.6700

      4,076.85        4,150.50   

RITCHIE BROS AUCTIONEERS COMMON STOCK NPV

      535,809.37        526,950.25   

RITCHIE BROS AUCTIONEERS MONTH END PRICE 20.8900

      3,109.22        2,402.35   

RITE AID CORPORATION MONTH END PRICE 1.3600

      396,953.72        422,077.36   

RIVER HAWK AVIATION NEW MONTH END PRICE 0.0015

      2,629.90        0.01   

RIVERBED TECHNOLOGY INC MONTH END PRICE 19.7200

      74,900.24        70,499.00   

RIVERNORTH CORE OPPORTUNITY MONTH END PRICE 11.5900

      159,694.02        160,555.92   

RIVERPARK FDS TRSH T HY RETAIL MONTH END PRICE 9.9700

      1,849.26        1,840.13   

RIVERPARK LONG SHORT OPPTY FD I MONTH END PRICE 9.7300

      7,568.51        7,443.93   

RIVERSIDE RESOURCES INC MONTH END PRICE 0.6575

      613.27        657.50   

RLJ LODGING TRUST REIT

      501,234.25        513,305.00   

RMD ENTERTAINMENT GROUP NEW MONTH END PRICE 0.0001

      13,410.60        —     

RMD TECHNOLOGIES INC MONTH END PRICE 0.0000

      658.40        —     

ROADHOUSE FIN 1 10.7500% 10/15/17 MONTH END PRICE 93.1250

      44,538.44        41,906.25   

ROADSHIPS HOLDINGS I MONTH END PRICE 0.0065

      2,288.90        325.00   

ROANOKE TECHNOLOGY NEW MONTH END PRICE 0.0000

      825.90        —     

ROBECO BOSTON PARTNERS LONG SHORT RE MONTH END PRICE 12.2400

      10,112.07        11,030.44   

 

160

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ROBECO BOSTON PARTNERS SMALL CAP VAL MONTH END PRICE 15.7200

      32,298.93        33,004.06   

ROBERT HALF INTL INC COMMON STOCK USD.001

      99,221.01        108,410.74   

ROBERT HALF INTL MONTH END PRICE 31.8200

      22,630.63        25,615.10   

ROCHE HLDG LTD SPON ADR MONTH END PRICE 50.5000

      28,077.29        36,865.00   

ROCHE HLDGS INC COMPANY GUAR 144A 03/19 6.

      115,723.81        136,927.23   

ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK NPV

      640,049.53        738,299.05   

ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK NPV

      255,679.10        301,105.41   

ROCK TENN CO COMPANY GUAR 144A 03/20 3.5

      69,605.90        71,847.58   

ROCK TENN CO COMPANY GUAR 144A 03/23 4.

      29,864.30        30,476.73   

ROCKGATE CAP CORP MONTH END PRICE 0.5090

      73,431.09        25,639.35   

ROCK-TENN CO CL A MONTH END PRICE 69.9100

      4,679.46        6,291.90   

ROCKWELL AUTOMATION INC COMMON STOCK USD1.

      227,054.61        327,561.00   

ROCKWELL AUTOMATION INC COMMON STOCK USD1.

      344,680.78        449,346.50   

ROCKWELL AUTOMATION INC COMMON STOCK USD1.

      664,924.15        821,086.24   

ROCKWELL AUTOMATION INC COMMON STOCK USD1.

      98,136.09        282,962.31   

ROCKWELL AUTOMATION INC. MONTH END PRICE 83.9900

      61,250.94        84,321.78   

ROCKWELL COLLINS INC COMMON STOCK USD.01

      343,365.11        375,196.50   

ROCKWELL COLLINS INC COMMON STOCK USD.01

      101,506.12        200,453.82   

ROCKWELL COLLINS INC MONTH END PRICE 58.1700

      55,362.53        59,436.42   

ROCKWOOD HOLDINGS INC COMMON STOCK USD.01

      29,113.32        29,676.00   

ROCKWOOD HOLDINGS INC MONTH END PRICE 49.4600

      54,945.38        59,176.15   

ROCKY BRANDS INC MONTH END PRICE 13.0388

      3,582.21        3,911.64   

ROCKY MTN CHOCOLATE FACTORY MONTH END PRICE 10.5600

      6,493.80        6,336.00   

ROCKY MTN ENERGY NEVADA MONTH END PRICE 0.0000

      3,496.00        —     

ROFIN-SINAR TECHNOLOGIES MONTH END PRICE 21.6800

      9,449.07        6,287.20   

ROGERS COMMUNICATIONS IN COMPANY GUAR 03/14 6.375

      10,000.00        10,653.67   

ROGERS COMMUNICATIONS IN COMPANY GUAR 03/15 6.75

      20,287.50        22,542.20   

ROGERS COMMUNICATIONS IN COMPANY GUAR 08/18 6.8

      29,977.40        37,948.89   

ROLLINS INC COMMON STOCK USD1.

      953,947.13        967,556.00   

ROLLS ROYCE HOLDINGS PLC COMMON STOCK GBP.2

      260,982.51        331,116.19   

ROLLS ROYCE HOLDINGS PLC COMMON STOCK GBP.2

      223,495.30        261,509.89   

ROLLS ROYCE HOLDINGS SP ADR ADR

      38,187.28        47,094.24   

ROMARCO MINERALS NEW MONTH END PRICE 0.7485

      36,191.39        25,130.14   

ROOSEVELT MULTI-CAP FD MONTH END PRICE 16.2700

      73,182.11        71,743.25   

ROPER INDS INC NEW MONTH END PRICE 111.4800

      23,651.71        30,434.04   

ROPER INDUSTRIES INC COMMON STOCK USD.01

      125,685.60        243,137.88   

ROSE ROCK MIDSTREAM L P MONTH END PRICE 31.4700

      4,366.95        6,294.00   

ROSETTA GENOMICS NEW F MONTH END PRICE 4.6300

      7,393.27        5,093.00   

ROSETTA RESOURCES INC MONTH END PRICE 45.3200

      15,117.88        13,596.00   

ROSETTA STONE INC COMMON STOCK USD.00005

      105,269.36        106,124.00   

ROSETTA STONE INC MONTH END PRICE 12.3400

      51,230.27        33,503.10   

ROSNEFT OJSC REG S GDR GDR

      531,295.12        543,561.45   

ROSS STORES INC COMMON STOCK USD.01

      130,526.11        290,135.70   

ROSS STORES INC MONTH END PRICE 54.0900

      238,910.71        212,653.39   

ROST 130119C00067500 MONTH END PRICE 5.0000

      (2,575.38 )      (30.00 ) 

ROUNDYS INC MONTH END PRICE 4.4500

      33,389.28        23,955.54   

ROUSE PPTYS INC MONTH END PRICE 16.9200

      4,411.04        6,768.00   

ROVI CORPORATION MONTH END PRICE 15.4300

      42,972.54        24,765.15   

ROWAN COMPANIES CL A F MONTH END PRICE 31.2700

      1,840.86        1,607.96   

ROWAN COMPANIES PLC A COMMON STOCK USD.125

      936,067.53        938,193.81   

ROWAN COMPANIES PLC A COMMON STOCK USD.125

      62,397.34        89,869.98   

ROWE T PRICE EMERGING MONTH END PRICE 14.2200

      38,571.78        43,697.02   

ROWE T PRICE GROUP INC MONTH END PRICE 65.1171

      35,789.34        42,077.07   

ROYAL BANK CDA 2.3% 7/20/16 MONTH END PRICE 104.3309

      25,660.25        26,082.73   

 

161

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ROYAL BANK OF SCOTLAND GROUP COMMON STOCK GBP1.

      91,272.12         111,789.22   

ROYAL BANK SCOT 6.4% 10/21/19 MONTH END PRICE 118.1306

      1,915.74         2,362.61   

ROYAL BANK SCOT NE ADR MONTH END PRICE 10.7900

      23,808.06         19,422.00   

ROYAL BK CDA MONTREAL QUE MONTH END PRICE 60.3000

      109,767.71         122,831.10   

ROYAL BK OF SCT 5.05% 1/08/15 MONTH END PRICE 103.7780

      18,767.93         20,755.60   

ROYAL BK SCOT 5.625% 8/24/20 MONTH END PRICE 116.9791

      1,001.58         1,169.79   

ROYAL BK SCOTLAND 6.35% PFD MONTH END PRICE 22.5199

      7,111.07         9,007.96   

ROYAL BK SCOTLAND 6.40% MONTH END PRICE 22.5900

      29,894.69         37,951.20   

ROYAL BK SCOTLAND 7.25% PFD MONTH END PRICE 23.9100

      24,129.95         40,647.00   

ROYAL BK SCOTLND GRP PLC JR SUBORDINA 08/49 VAR

      9,075.00         10,100.00   

ROYAL BK SCOTLND GRP PLC SR UNSECURED 09/15 2.55

      39,977.20         40,936.40   

ROYAL BK SCOTLND GRP PLC SUBORDINATED 10/14 5.

      71,229.63         82,200.72   

ROYAL CARIB 1 11.8750% 07/15/15 MONTH END PRICE 122.2500

      6,224.25         6,112.50   

ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01

      227,937.65         244,630.00   

ROYAL CARIBBEAN CRUISES LTD MONTH END PRICE 34.0000

      28,140.69         32,437.48   

ROYAL DUTCH SHELL A MONTH END PRICE 34.4853

      3,149.75         3,448.53   

ROYAL DUTCH SHELL ADR MONTH END PRICE 68.9500

      280,820.98         284,418.75   

ROYAL DUTCH SHELL B ADR MONTH END PRICE 70.8900

      239,101.82         244,286.94   

ROYAL DUTCH SHELL PLC A SHS COMMON STOCK EUR.07

      1,241,972.49         1,196,498.21   

ROYAL DUTCH SHELL PLC A SHS COMMON STOCK EUR.07

      787,482.17         800,468.39   

ROYAL DUTCH SHELL PLC B SHS COMMON STOCK EUR.07

      671,608.37         675,569.05   

ROYAL GOLD INC MONTH END PRICE 81.3600

      466,855.90         507,115.99   

ROYAL STANDARD MINERALS MONTH END PRICE 0.0170

      2,350.26         510.00   

ROYALITE PETROLEUM CO MONTH END PRICE 0.0004

      19,766.07         4.06   

ROYCE 100 FUND INVESTMENT CLASS MONTH END PRICE 8.8100

      102,599.57         117,129.15   

ROYCE DIV VALUE FUND SERVICE CL MONTH END PRICE 7.3500

      65,318.15         74,206.69   

ROYCE FNANCIAL SVC CL MONTH END PRICE 6.8300

      18,589.35         20,413.37   

ROYCE GLOBAL TR INC MONTH END PRICE 6.6000

      21,294.44         16,500.00   

ROYCE HERITAGE SERVICE MONTH END PRICE 14.4500

      86,248.34         107,285.21   

ROYCE INTL PREMIER FDSERVICE MONTH END PRICE 10.0100

      7,500.00         7,692.11   

ROYCE LOW PRICED STOCK FD MONTH END PRICE 13.8400

      420,443.39         402,165.11   

ROYCE MICRO CAP FUND INVESTMENT CL MONTH END PRICE 14.7800

      25,064.10         25,534.19   

ROYCE MICRO-CAP TR INC MONTH END PRICE 9.4500

      12,895.70         14,175.00   

ROYCE OPPORTUNITY FD INVESTMENT SH MONTH END PRICE 11.9500

      74,168.25         85,161.85   

ROYCE PENNSYLVANIA MUTUAL FD INVESMT MONTH END PRICE 11.5000

      170,824.67         188,281.69   

ROYCE PREMIER FD INVESTMENT CL MONTH END PRICE 19.1600

      179,961.32         196,187.44   

ROYCE PREMIER FD SVC CL MONTH END PRICE 18.8900

      14,305.08         16,151.80   

ROYCE SMID CAP VALUE FD MONTH END PRICE 11.6600

      17,298.32         24,242.48   

ROYCE SPECIAL EQTY SERVICE MONTH END PRICE 21.1200

      32,113.30         36,586.89   

ROYCE SPECIAL EQUITY FD INV CL MONTH END PRICE 21.1300

      169,718.32         177,877.94   

ROYCE TOTAL RETURN FD INV MONTH END PRICE 13.6300

      272,571.43         326,186.00   

ROYCE TOTAL RETURN FD SERVICE CLASS MONTH END PRICE 13.7200

      70,884.36         75,846.51   

ROYCE VALUE FUND SVC CL MONTH END PRICE 11.3400

      312,950.57         308,770.75   

ROYCE VALUE PLUS FUND MONTH END PRICE 13.8300

      344,894.63         392,807.88   

RPX CORP COMMON STOCK USD.0001

      218,820.80         216,056.00   

RPX CORPORATION MONTH END PRICE 9.0400

      401.75         226.00   

RR DONNELLEY + SONS CO COMMON STOCK USD1.25

      351,083.35         184,500.00   

RR DONNELLEY + SONS CO COMMON STOCK USD1.25

      35,559.42         35,100.00   

RR DONNELLEY SO 6.125% 1/15/17 MONTH END PRICE 97.2500

      19,688.90         19,450.00   

RRSAT GLOBAL COMMUN MONTH END PRICE 6.6835

      2,327.12         668.35   

RS EMERGING MARKETS A MONTH END PRICE 23.8800

      12,911.65         12,966.55   

RS FLOATING RATE FD CL A MONTH END PRICE 10.2700

      31,080.18         31,554.82   

RS GLOBAL NATURAL RESOURCES FUND A MONTH END PRICE 36.6000

      179,838.69         189,613.77   

RS LOW DURATION BD A MONTH END PRICE 10.3200

      105,637.05         105,975.44   

 

162

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

RS MID CAP OPPORTUNITIES FUND MONTH END PRICE 13.0700

      7,129.51         7,316.15   

RS PARTNERS FUND A MONTH END PRICE 31.9300

      480,065.05         528,075.93   

RS SMALL CAP GROWTH FUND A MONTH END PRICE 46.7100

      22,149.83         25,397.35   

RS TECHNOLOGY FUND MONTH END PRICE 16.9600

      9,434.12         8,576.52   

RS VALUE FUND A MONTH END PRICE 25.9300

      30,865.10         31,180.62   

RSC HOLDINGS III 8.2500% 02/01/21 MONTH END PRICE 112.7500

      5,553.75         5,637.50   

RTI INTERNATIONAL METALS INC COMMON STOCK USD.01

      731,870.89         805,385.88   

RTI INTL METALS INC MONTH END PRICE 27.5600

      3,171.01         2,756.00   

RUBICON MINERALS CORP MONTH END PRICE 2.5500

      67,631.99         48,858.00   

RUBICON TECHNOLOGY INC MONTH END PRICE 6.1100

      53,480.59         15,244.45   

RUBY TUESDAY INC COMMON STOCK USD.01

      982,353.88         1,098,945.90   

RUBY TUESDAY INC GEORGIA MONTH END PRICE 7.8600

      160,046.07         123,402.00   

RUCKUS WIRELESS INC COMMON STOCK

      101,684.20         117,584.07   

RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001

      36,754.34         37,794.50   

RUDY NUTRITION NEW XXX MONTH END PRICE 0.0000

      4,106.95         —     

RUSHNET INC MONTH END PRICE 0.0001

      4,274.50         740.00   

RUSORO MINING LTD MONTH END PRICE 0.0410

      255.72         36.08   

RUSSELL COMMODITYSTRATEGIES FD CL S MONTH END PRICE 9.3100

      20,000.00         18,985.75   

RUSSELL CONCENTRATED EQ FUND

      179,411.63         200,890.56   

RUSSELL CONCENTRATED EQ FUND

      119,030.74         136,424.51   

RUSSELL CONCENTRATED EQ FUND

      429,983.70         503,487.94   

RUSSELL CONCENTRATED EQ FUND

      1,888,290.20         2,228,464.68   

RUSSELL CONCENTRATED EQ FUND

      3,425,730.64         4,182,287.31   

RUSSELL CONCENTRATED EQ FUND

      2,142,033.18         2,579,519.47   

RUSSELL CONCENTRATED EQ FUND

      1,228,714.20         1,454,071.32   

RUSSELL CONCENTRATED EQ FUND

      566,733.73         639,730.44   

RUSSELL CONCENTRATED EQ FUND

      418,809.91         473,496.14   

RUSSELL EMERGING MARKETS FUND

      186,228.96         202,838.55   

RUSSELL EMERGING MARKETS FUND

      122,270.99         137,738.94   

RUSSELL EMERGING MARKETS FUND

      445,510.06         508,338.37   

RUSSELL EMERGING MARKETS FUND

      1,994,110.29         2,282,288.75   

RUSSELL EMERGING MARKETS FUND

      4,548,537.11         5,432,703.86   

RUSSELL EMERGING MARKETS FUND

      4,016,334.64         4,736,855.11   

RUSSELL EMERGING MARKETS FUND

      2,865,185.87         3,378,480.61   

RUSSELL EMERGING MARKETS FUND

      1,794,992.93         2,088,321.92   

RUSSELL EMERGING MARKETS FUND

      1,574,533.27         1,877,884.96   

RUSSELL EMERGING MARKETS FUND

      12,506,466.57         17,808,151.44   

RUSSELL GL REAL ESTATE SEC FD

      170,533.72         201,527.67   

RUSSELL GL REAL ESTATE SEC FD

      110,410.71         136,840.12   

RUSSELL GL REAL ESTATE SEC FD

      397,754.16         505,027.68   

RUSSELL GL REAL ESTATE SEC FD

      1,790,419.31         2,294,757.79   

RUSSELL GL REAL ESTATE SEC FD

      4,656,019.96         6,057,603.58   

RUSSELL GL REAL ESTATE SEC FD

      4,269,172.49         5,534,935.97   

RUSSELL GL REAL ESTATE SEC FD

      3,553,001.10         4,598,977.50   

RUSSELL GL REAL ESTATE SEC FD

      2,396,840.27         3,030,057.92   

RUSSELL GL REAL ESTATE SEC FD

      2,074,134.56         2,686,511.78   

RUSSELL QUANTITATIVE BOND FD

      203,370.88         216,602.07   

RUSSELL QUANTITATIVE BOND FD

      133,780.00         147,101.65   

RUSSELL QUANTITATIVE BOND FD

      480,909.76         542,841.51   

RUSSELL QUANTITATIVE BOND FD

      2,581,807.11         2,886,829.73   

RUSSELL QUANTITATIVE BOND FD

      21,418,754.63         23,953,864.74   

RUSSELL QUANTITATIVE BOND FD

      31,469,686.28         35,860,214.76   

RUSSELL QUANTITATIVE BOND FD

      26,282,132.05         30,409,654.34   

RUSSELL QUANTITATIVE BOND FD

      21,939,788.65         24,958,196.35   

 

163

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

RUSSELL QUANTITATIVE BOND FD

      22,590,152.31         26,144,659.03   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      217,791.42         216,190.66   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      145,347.95         146,815.93   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      543,454.65         541,789.74   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      2,504,479.74         2,493,225.62   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      6,786,443.79         6,767,583.98   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      5,285,920.19         5,303,143.82   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      3,731,505.56         3,720,968.27   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      2,363,351.87         2,354,740.41   

RUSSELL TR CO COMMINGLED RUSSELL COMMODITIES FD

      2,188,604.05         2,180,632.69   

RUSSELL TR CO RUSSELL INFLATION PROT SC FUND

      2,103,420.04         2,095,867.38   

RUSSELL TR CO RUSSELL INFLATION PROT SC FUND

      8,754,243.38         9,981,836.92   

RUSSELL TR CO RUSSELL INFLATION PROT SC FUND

      9,500,355.29         11,180,029.72   

RUSSELL TR CO RUSSELL INFLATION PROT SC FUND

      9,779,659.11         11,769,282.95   

RUSSELL TR CO RUSSELL INTL INDEX FD

      338,227.56         368,419.10   

RUSSELL TR CO RUSSELL INTL INDEX FD

      225,981.29         250,202.20   

RUSSELL TR CO RUSSELL INTL INDEX FD

      841,129.62         923,342.34   

RUSSELL TR CO RUSSELL INTL INDEX FD

      3,866,493.36         4,240,819.80   

RUSSELL TR CO RUSSELL INTL INDEX FD

      10,985,843.06         12,080,406.05   

RUSSELL TR CO RUSSELL INTL INDEX FD

      9,509,475.19         10,518,421.54   

RUSSELL TR CO RUSSELL INTL INDEX FD

      5,982,561.70         6,658,572.26   

RUSSELL TR CO RUSSELL INTL INDEX FD

      3,466,568.13         3,886,894.58   

RUSSELL TR CO RUSSELL INTL INDEX FD

      3,138,808.05         3,540,110.38   

RUSSELL WORLD EQUITY FUND

      426,850.62         468,647.56   

RUSSELL WORLD EQUITY FUND

      284,762.03         318,255.91   

RUSSELL WORLD EQUITY FUND

      1,047,943.44         1,174,539.42   

RUSSELL WORLD EQUITY FUND

      4,856,296.01         5,463,540.52   

RUSSELL WORLD EQUITY FUND

      14,394,237.68         16,265,980.32   

RUSSELL WORLD EQUITY FUND

      11,958,774.55         13,434,144.13   

RUSSELL WORLD EQUITY FUND

      8,748,203.85         9,781,431.80   

RUSSELL WORLD EQUITY FUND

      5,459,369.46         6,036,630.62   

RUSSELL WORLD EQUITY FUND

      4,816,382.83         5,353,553.97   

RXI PHARMACEUTICAL NEW MONTH END PRICE 0.0750

      —           37.35   

RYDER SYSTEM INC COMMON STOCK USD.5

      342,479.63         409,426.00   

RYDER SYSTEM INC COMMON STOCK USD.5

      33,491.96         54,873.07   

RYDEX BASIC MATERIALS INV CL MONTH END PRICE 50.5900

      6,328.03         6,352.23   

RYDEX BIOTECHNOLOGY FD INV CLASS MONTH END PRICE 41.4000

      15,285.43         20,788.06   

RYDEX DYNAMIC STRENGTHEN DOLLAR CL H MONTH END PRICE 13.2400

      28,033.73         24,998.48   

RYDEX ENERGY FUND MONTH END PRICE 23.4800

      2,500.00         2,495.76   

RYDEX ENERGY SERVICES FD INV CL MONTH END PRICE 48.4100

      20,261.59         16,813.81   

RYDEX ETF TR MONTH END PRICE 59.0300

      11,006.95         11,806.00   

RYDEX ETF TR MONTH END PRICE 64.7900

      9,510.32         9,718.50   

RYDEX ETF TRUST MONTH END PRICE 100.1400

      178,465.17         176,446.68   

RYDEX ETF TRUST MONTH END PRICE 102.9800

      73,571.16         72,703.88   

RYDEX ETF TRUST MONTH END PRICE 104.1500

      148,959.55         149,038.65   

RYDEX ETF TRUST MONTH END PRICE 107.4600

      209,663.54         206,753.04   

RYDEX ETF TRUST MONTH END PRICE 160.7100

      5,659.17         5,624.85   

RYDEX ETF TRUST MONTH END PRICE 22.1000

      11,638.95         6,630.00   

RYDEX ETF TRUST MONTH END PRICE 53.3200

      223,734.02         244,883.57   

RYDEX ETF TRUST MONTH END PRICE 55.2700

      267,037.09         256,452.80   

RYDEX ETF TRUST MONTH END PRICE 55.8200

      17,780.28         20,113.65   

RYDEX ETF TRUST MONTH END PRICE 63.8500

      10,808.42         9,577.50   

RYDEX ETF TRUST MONTH END PRICE 78.3900

      15,290.90         15,678.00   

RYDEX ETF TRUST MONTH END PRICE 91.2600

      19,087.90         20,989.80   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

RYDEX EUROPE 1.25X STRAT CL H MONTH END PRICE 14.0400

      7,380.96        8,102.79   

RYDEX GOVT LONG BD ADVANTAGE INV CL MONTH END PRICE 16.8100

      17,086.38        16,465.23   

RYDEX INVERSE DYNAMIC DOW CL H MONTH END PRICE 9.9700

      130,000.00        109,838.98   

RYDEX INVERSE GOVT LONG BOND INV CL MONTH END PRICE 8.5100

      91,003.87        90,983.01   

RYDEX INVERSE NASDAQ-100 2X STRATEGY MONTH END PRICE 8.9200

      1.54        1.53   

RYDEX INVERSE S&P 500 STRAT INV CL MONTH END PRICE 23.3800

      50,454.89        43,985.52   

RYDEX LONG SHORT COMMODITIES FD CL H MONTH END PRICE 17.6300

      14,476.91        10,150.40   

RYDEX MID CAP GROWTH FUND CL H MONTH END PRICE 45.1000

      61,534.41        67,142.35   

RYDEX NASDAQ-100 2X STRATEGY FD CL H MONTH END PRICE 160.5600

      4,550.38        4,677.43   

RYDEX NASDAQ-100 FUND INV CL MONTH END PRICE 17.3600

      574,561.82        600,391.82   

RYDEX NOVA FUND INV CL MONTH END PRICE 27.6700

      44,133.88        43,966.36   

RYDEX RETAILING FUND MONTH END PRICE 17.6900

      2,500.00        2,473.43   

RYDEX RUSSELL 2000 2X STRAT CL H MONTH END PRICE 173.3500

      6,057.88        6,253.25   

RYDEX RUSSELL 2000 CL H MONTH END PRICE 28.8000

      21,453.30        22,892.00   

RYDEX S & P 500 CL H MONTH END PRICE 28.6500

      321,519.43        332,989.95   

RYDEX S&P 500 2X STRATEGY H MONTH END PRICE 33.7600

      4,540.88        4,625.46   

RYDEX SMALL CAP GROWTH FUND CL H MONTH END PRICE 38.1400

      200,000.00        209,675.64   

RYE PATCH GOLD CORP MONTH END PRICE 0.3970

      646.17        794.00   

RYLAND GROUP MONTH END PRICE 36.5000

      20,139.06        22,447.50   

RYN 130216C00050000 MONTH END PRICE 235.0000

      (85.24 )      (235.00 ) 

S 130119C00003000 MONTH END PRICE 268.0000

      (2,324.80 )      (5,360.00 ) 

S 130119C00003500 MONTH END PRICE 215.0000

      (1,708.15 )      (10,750.00 ) 

S + T BANCORP INC COMMON STOCK USD2.5

      182,148.79        180,700.00   

S A P AG ADR MONTH END PRICE 80.3800

      106,581.19        131,742.82   

S B A COMMUNICATIONS CORP MONTH END PRICE 70.9800

      22,091.57        26,191.62   

S Y BANCORP CAP TR 10%38 MONTH END PRICE 10.8000

      10,086.95        9,720.00   

S&W SEED CO MONTH END PRICE 7.7200

      8,256.95        7,720.00   

S.Y. BANCORP INC COMMON STOCK NPV

      58,271.56        56,050.00   

SA 130119C00020000 MONTH END PRICE 15.0000

      (173.78 )      (45.00 ) 

SABRA HEALTH CARE MONTH END PRICE 21.7200

      4,290.15        4,466.41   

SABRE HLDGS 6.35% 3/15/16 MONTH END PRICE 106.7500

      46,136.26        53,375.00   

SACO I TRUST SACO 2005 7 A

      7,729.89        7,597.84   

SAEHAN BK LOS ANGELES 3.4% 3/27/14 MONTH END PRICE 1.0342

      36,000.00        37,231.56   

SAFE BULKERS INC MONTH END PRICE 3.3600

      30,396.18        19,320.00   

SAFEGUARD SCIENT INC MONTH END PRICE 14.7500

      8,242.49        8,112.50   

SAFETY INSURANCE GROUP INC COMMON STOCK USD.01

      220,975.72        226,233.00   

SAFEWAY INC COMMON STOCK USD.01

      318,606.47        289,440.00   

SAFEWAY INC COMMON STOCK USD.01

      215,574.54        100,978.38   

SAFEWAY INC SR UNSECURED 08/20 3.95

      19,043.84        20,004.52   

SAFEWAY INC SR UNSECURED 12/21 4.75

      101,548.10        103,029.50   

SAFEWAY MONTH END PRICE 18.0900

      73,416.52        68,199.30   

SAGE GROUP PLC/THE COMMON STOCK GBP.01

      395,048.74        480,019.93   

SAHARA ENERGY LTD NEW F MONTH END PRICE 0.0229

      1,258.96        5.70   

SAIA INC COMMON STOCK USD.001

      191,294.03        254,320.00   

SAIA INC MONTH END PRICE 23.1200

      3,327.68        3,468.00   

SAIC INC COMMON STOCK USD.0001

      123,038.49        75,730.80   

SAIC INC MONTH END PRICE 11.3200

      6,887.51        6,565.60   

SAKER AVIATION SVCS INC MONTH END PRICE 0.0577

      4,789.50        7.21   

SALAMON GROUP INC MONTH END PRICE 0.0400

      1,543.69        1,536.20   

SALESFORCE COM MONTH END PRICE 168.1000

      154,898.80        166,755.20   

SALESFORCE.COM INC COMMON STOCK USD.001

      81,765.83        87,412.00   

SALESFORCE.COM INC COMMON STOCK USD.001

      226,008.74        500,097.50   

SALLIE MAE BANK 5% 11/13/13 MONTH END PRICE 1.0379

      160,000.00        166,057.60   

SALLIE MAE BANK 3.65% 6/10/14 MONTH END PRICE 1.0409

      10,000.00        10,409.40   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SALLIE MAE BK 1.7% 8/29/17 MONTH END PRICE 1.0090

      60,000.00        60,542.40   

SALLIE MAE BK MURRAY 3.55% 2/25/14 MONTH END PRICE 1.0328

      10,000.00        10,328.30   

SALLIE MAE BK MURRAY UTAH MONTH END PRICE 1.0093

      8,000.00        8,074.24   

SALLY HLDGS LLC 5.75% 6/01/22 MONTH END PRICE 108.5000

      5,335.00        5,425.00   

SAM 130316C00150000 MONTH END PRICE 225.0000

      (312.28 )      (225.00 ) 

SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW5000.

      571,362.21        828,679.40   

SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW5000.

      204,264.29        440,817.36   

SAN 130119C00009000 MONTH END PRICE 5.0000

      (131.65 )      (75.00 ) 

SAN FRANCISCO C 8.25% 8/01/24 MONTH END PRICE 114.7130

      10,608.66        11,471.30   

SAN GOLD CORP MONTH END PRICE 0.7910

      56,665.99        24,813.67   

SAN JUAN BASIN ROYAL MONTH END PRICE 13.4100

      45,532.39        29,502.00   

SAN WEST INC MONTH END PRICE 0.0007

      4,707.65        5.86   

SANDERSON FARMS INC COMMON STOCK USD1.

      469,837.93        461,235.00   

SANDERSON FARMS INC MONTH END PRICE 47.5500

      4,806.95        4,755.00   

SANDISK CORP COMMON STOCK USD.001

      635,414.78        792,792.00   

SANDISK CORP COMMON STOCK USD.001

      294,022.74        248,248.44   

SANDISK CORP MONTH END PRICE 43.5000

      86,274.59        95,917.50   

SANDRIDGE ENERGY 7.5000% 03/15/21 MONTH END PRICE 107.0000

      5,322.50        5,350.00   

SANDRIDGE ENERGY INC MONTH END PRICE 6.3500

      425,730.19        370,890.80   

SANDRIDGE MISS TRUST MONTH END PRICE 16.2700

      257,495.06        193,450.02   

SANDRIDGE MISSISSIPPIAN MONTH END PRICE 16.4400

      53,599.38        31,428.84   

SANDRIDGE PERMIAN TR MONTH END PRICE 17.0200

      6,872.06        5,208.12   

SANDSPRING RES LTD F MONTH END PRICE 0.4070

      15,037.95        1,953.60   

SANDSTORM GOLD LTD NEW F MONTH END PRICE 11.8000

      77,314.25        108,831.40   

SANDSTORM METLS & ENGY F MONTH END PRICE 0.4930

      4,279.45        3,697.50   

SANDVINE CORP MONTH END PRICE 1.3120

      1,018.16        820.00   

SANGAMO BIOSCIENCES INC MONTH END PRICE 6.0100

      4,072.46        3,005.00   

SANMINA CORPORATION MONTH END PRICE 11.0700

      19,216.58        22,140.00   

SANOFI ADR MONTH END PRICE 47.3800

      177,043.21        228,798.02   

SANOFI COMMON STOCK EUR2.

      1,112,574.26        1,365,627.10   

SANOFI COMMON STOCK EUR2.

      567,402.04        728,808.63   

SANOFI-AVENTIS 20RTSF EXP 12/31/20 MONTH END PRICE 1.7000

      26,368.92        746.30   

SANTANDER FIN 10.5% PFDF MONTH END PRICE 26.9700

      19,865.79        19,915.25   

SANTANDER FIN 6.80% PFD MONTH END PRICE 25.0700

      13,499.45        15,042.00   

SANTANDER US DEBT SA UNI BANK GUARANT 144A 01/15 3.724

      100,000.00        100,454.00   

SANTANDER US DEBT SA UNI BANK GUARANT 144A 10/15 3.781

      101,659.00        100,569.00   

SANTARUS INC MONTH END PRICE 10.9800

      40,153.37        65,880.00   

SANTEON GROUP INC MONTH END PRICE 0.0045

      49,579.66        2,680.44   

SAP AG COMMON STOCK NPV

      535,028.90        708,942.80   

SAP AG COMMON STOCK NPV

      514,287.81        864,910.22   

SAP AG COMMON STOCK NPV

      331,423.72        330,279.22   

SAP AG SPONSORED ADR ADR

      626,796.15        780,489.80   

SAP AG SPONSORED ADR ADR

      108,266.43        108,673.76   

SAREPTA THERAPEUTICS MONTH END PRICE 25.8000

      38,410.73        38,700.00   

SASOL LTD SPONSORED ADR MONTH END PRICE 43.2900

      38,457.19        38,095.20   

SATCON TECHNOLOGY NEW MONTH END PRICE 0.0410

      32,609.23        58.30   

SAUER ENERGY INC MONTH END PRICE 0.2001

      20,683.08        18,900.85   

SAUL CENTERS INC MONTH END PRICE 42.7900

      4,156.95        4,314.50   

SAVE THE WORLD AIR INC MONTH END PRICE 0.9800

      7,356.24        6,951.14   

SAVOY ENERGY CORP NE MONTH END PRICE 0.0007

      899.47        3.50   

SAXON ASSET SECURITIES TRUST SAST 2005 1 M1

      73,895.77        79,820.01   

SBUX 130119C00049000 MONTH END PRICE 480.0000

      (89.29 )      (480.00 ) 

SBUX 130119C00052500 MONTH END PRICE 190.0000

      (4,849.44 )      (3,610.00 ) 

SCANA CORP COMMON STOCK NPV

      115,044.98        139,019.44   

 

166

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

SCANA CORP NEW MONTH END PRICE 45.6400

      11,446.27         12,551.00   

SCANTEK MED INC MONTH END PRICE 0.0000

      322.44         —     

SCH ADVISOR CASH RESERVE PREMIER MONTH END PRICE 1.0000

      438,508.97         438,508.97   

SCH INTM US TRSR ETF MONTH END PRICE 54.0800

      235,346.13         237,524.61   

SCH ST US TRSR ETF MONTH END PRICE 50.4910

      64,570.73         64,619.01   

SCH TREAS OBLIG MMFSWEEP SHARES MONTH END PRICE 1.0000

      14,504.99         14,504.99   

SCH TREAS OBLIGATION MMF MONTH END PRICE 1.0000

      2,021.75         2,021.75   

SCH US AGG BND ETF MONTH END PRICE 52.3380

      869,467.41         879,314.94   

SCH US DIV EQUITY ET MONTH END PRICE 28.3400

      404,801.21         410,632.86   

SCH US MID-CAP ETF MONTH END PRICE 27.8682

      11,049,065.58         12,771,137.93   

SCH US REIT ETF MONTH END PRICE 30.6382

      7,730,072.39         8,523,846.03   

SCH US TIPS ETF MONTH END PRICE 58.3000

      894,677.37         933,937.25   

SCHEIN HENRY INC MONTH END PRICE 80.4200

      50,655.42         58,465.34   

SCHIMATIC TECHNOLOGIES MONTH END PRICE 0.0003

      11,484.28         30.00   

SCHLUMBERGER LTD COMMON STOCK USD.01

      1,555,880.75         1,462,711.90   

SCHLUMBERGER LTD COMMON STOCK USD.01

      1,263,664.43         1,246,042.07   

SCHLUMBERGER LTD COMMON STOCK USD.01

      1,037,398.56         1,067,066.00   

SCHLUMBERGER LTD COMMON STOCK USD.01

      1,399,434.53         1,395,500.60   

SCHLUMBERGER LTD COMMON STOCK USD.01

      1,233,035.07         2,163,788.12   

SCHLUMBERGER LTD MONTH END PRICE 69.2986

      695,842.06         663,594.21   

SCHNEIDER ELECTRIC SA COMMON STOCK EUR4.

      703,211.96         956,011.72   

SCHNITZER STL INDS INC CL A MONTH END PRICE 30.3300

      36,511.85         19,651.94   

SCHOLASTIC CORP COMMON STOCK USD.01

      383,334.22         393,148.00   

SCHRODER EMRG MKT EQTY ADV MONTH END PRICE 13.7200

      11,830.33         13,216.94   

SCHRODER US OPPORTUNITIES FD INV CL MONTH END PRICE 22.9500

      220,727.51         251,042.13   

SCHULMAN (A.) INC COMMON STOCK USD1.

      333,601.70         361,625.00   

SCHW EMG MKT EQ ETF MONTH END PRICE 26.3900

      836,717.39         895,319.36   

SCHW INTL SCAP ETF MONTH END PRICE 27.0500

      7,429,413.54         7,544,107.06   

SCHW US LCAP GRO ETF MONTH END PRICE 34.1600

      383,427.30         397,315.14   

SCHW US LCAP VAL ETF MONTH END PRICE 31.8300

      495,646.69         523,402.16   

SCHWAB (CHARLES) CORP COMMON STOCK USD.01

      336,782.60         369,899.24   

SCHWAB 1000 INDEX FUND MONTH END PRICE 38.4600

      497,729.99         545,330.46   

SCHWAB ADVISOR CASH RESERVES MONTH END PRICE 1.0000

      255,729.12         255,729.12   

SCHWAB BALANCED FUND I MONTH END PRICE 12.4800

      27,147.97         28,468.30   

SCHWAB CASH RESERVES SWEEP SHARES MONTH END PRICE 1.0000

      3,508,948.22         3,508,948.22   

SCHWAB CORE EQUITY FUND MONTH END PRICE 18.9200

      508,338.05         547,254.15   

SCHWAB DIVIDEND EQUITY FUND MONTH END PRICE 14.6700

      793,322.41         898,886.82   

SCHWAB ETFS-INTL EQTY ETF MONTH END PRICE 27.1100

      14,849,259.03         15,195,372.29   

SCHWAB ETFS-US BROAD MARKET ETF MONTH END PRICE 34.4100

      15,790,362.80         15,897,272.79   

SCHWAB ETFS-US LARGE-CAP ETF MONTH END PRICE 33.9000

      771,392.67         847,490.82   

SCHWAB ETFS-US SMALL-CAP ETF MONTH END PRICE 38.1200

      10,076,646.36         10,385,056.58   

SCHWAB FINANCIAL SERVICES FUND MONTH END PRICE 11.0300

      71,400.00         75,431.91   

SCHWAB FNDMENTL INTL LGE CO INDEX MONTH END PRICE 7.4400

      179,820.38         179,449.73   

SCHWAB FUNDAMENTAL EMER MKT LRG INDX MONTH END PRICE 9.2600

      75,034.03         68,370.94   

SCHWAB FUNDAMENTAL INTL SM CO INDEX MONTH END PRICE 9.3800

      67,339.22         69,110.34   

SCHWAB FUNDAMENTAL US LRGE CO INDEX MONTH END PRICE 10.7400

      107,545.84         129,749.77   

SCHWAB FUNDAMENTAL US SMALL CO INDEX MONTH END PRICE 9.7700

      115,131.04         122,837.67   

SCHWAB GLOBAL REAL MONTH END PRICE 6.7500

      91,049.05         95,382.88   

SCHWAB GNMA FUND SELECT SHARES MONTH END PRICE 10.4700

      666,065.84         671,484.50   

SCHWAB GOVERNMENT MONEY FUND MONTH END PRICE 1.0000

      1,151,354.99         1,151,354.99   

SCHWAB HEALTH CARE FUND MONTH END PRICE 18.4300

      513,577.23         602,106.16   

SCHWAB HEDGED EQUITY FUND MONTH END PRICE 16.7100

      86,042.50         96,466.58   

SCHWAB INTERMEDIATE-TERM BOND FUND MONTH END PRICE 10.4000

      218,736.11         219,827.75   

SCHWAB INTERNATIONAL CORE EQUITY FD MONTH END PRICE 8.1300

      72,248.31         67,255.74   

 

167

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

SCHWAB INTL INDEX FD MONTH END PRICE 16.7800

      541,715.20         567,700.62   

SCHWAB INVESTOR MONEY FUND MONTH END PRICE 1.0000

      169,371.28         169,371.28   

SCHWAB LARGE-CAP GROWTH MONTH END PRICE 12.5700

      238,525.92         271,118.67   

SCHWAB MARKETTRACK BALANCED INV MONTH END PRICE 16.3300

      113,506.26         128,576.43   

SCHWAB MARKETTRACK CONSERVATIVE I MONTH END PRICE 14.2300

      43,784.02         48,039.09   

SCHWAB MARKETTRACK GROWTH I MONTH END PRICE 18.2100

      195,957.78         224,610.21   

SCHWAB MKTTRK ALL EQUITY INV MONTH END PRICE 12.9000

      370,517.89         366,958.61   

SCHWAB MONEY MARKET FUND MONTH END PRICE 1.0000

      252,347,659.77         252,347,659.77   

SCHWAB MONTHLY INCOME FD MONTH END PRICE 10.2900

      41,020.99         42,524.92   

SCHWAB MUNICIPAL MONEY FUND MONTH END PRICE 1.0000

      510,337.17         510,337.17   

SCHWAB S&P 500 INDEX FUND—SELECT S MONTH END PRICE 22.1900

      1,577,021.43         1,869,201.79   

SCHWAB S/T BOND MARKET INDEX FUND MONTH END PRICE 9.3200

      71,878.88         72,648.91   

SCHWAB SM CAP EQUITY FD MONTH END PRICE 18.5800

      451,569.15         584,186.84   

SCHWAB SMALL CAP INDEX SELECT MONTH END PRICE 21.1100

      299,498.82         315,732.75   

SCHWAB TARGET 2010 FUND MONTH END PRICE 11.0200

      38,843.76         38,800.21   

SCHWAB TARGET 2015 FUND MONTH END PRICE 11.1000

      382,202.64         407,928.81   

SCHWAB TARGET 2020 FUND MONTH END PRICE 11.9500

      481,672.44         516,246.94   

SCHWAB TARGET 2025 FUND MONTH END PRICE 11.7900

      435,784.95         500,694.78   

SCHWAB TARGET 2030 FUND MONTH END PRICE 12.5100

      948,052.79         1,013,031.30   

SCHWAB TARGET 2035 FUND MONTH END PRICE 11.8300

      114,008.89         129,852.22   

SCHWAB TARGET 2040 FUND MONTH END PRICE 12.8400

      56,058.62         61,416.93   

SCHWAB TOTAL BD MKT INDEX FD MONTH END PRICE 9.7000

      83,231.55         85,348.38   

SCHWAB TOTAL STK MKT INDEX MONTH END PRICE 25.7600

      1,746,712.28         2,011,621.40   

SCHWAB TREASURY INFLATION PROTECTED MONTH END PRICE 12.0900

      400,916.10         424,437.90   

SCHWAB U S TREASURY MONEY FUND MONTH END PRICE 1.0000

      4,526,420.75         4,526,420.75   

SCHWAB VALUE ADVANTAGE MONEY FUND MONTH END PRICE 1.0000

      3,334,983.43         3,334,983.43   

SCHWEITZER MAUDUIT INTL INC COMMON STOCK USD.1

      783,171.56         913,302.00   

SCHWEITZER-MAUDUIT INTL INC MONTH END PRICE 39.0300

      10,572.55         11,344.89   

SCIENT INC NEW MONTH END PRICE 0.0000

      577.76         —     

SCIENTIFIC GAMES 9.25%19 MONTH END PRICE 111.2500

      5,550.50         5,562.50   

SCIENTIFIC GAMES CP CL A MONTH END PRICE 8.6700

      1,085.61         650.25   

SCIQUEST INC COMMON STOCK USD.001

      797,840.49         767,750.88   

SCIQUEST INC MONTH END PRICE 15.8600

      1,360.03         1,427.40   

SCORPIO GOLD CORP F MONTH END PRICE 0.6300

      50,373.77         42,336.00   

SCORPIO MINING CORP MONTH END PRICE 1.0400

      2,022.21         2,702.96   

SCOTTS MIRACLE GRO CO MONTH END PRICE 44.0500

      4,454.11         4,563.14   

SCOUT CORE PLUS BOND Y MONTH END PRICE 32.6900

      31,354.93         30,230.54   

SCOUT INTERNATIONAL FUND MONTH END PRICE 33.3500

      1,587,939.09         1,778,619.00   

SCOUT MID CAP FD MONTH END PRICE 13.6700

      247,667.39         242,628.53   

SCOUT SMALL CAP FD MONTH END PRICE 17.4500

      52,416.08         71,446.58   

SCRIPPS NETWORKS INTER CL A COMMON STOCK USD.01

      85,040.21         119,836.48   

SEA CONTAINERS LTD CL A MONTH END PRICE 0.0000

      2,207.73         —     

SEABRIDGE RESOURCES INC MONTH END PRICE 17.9700

      123,161.80         105,483.90   

SEACOAST BK CORP FLA MONTH END PRICE 1.6100

      184.45         171.37   

SEACOR HOLDINGS INC NEW MONTH END PRICE 83.8000

      6,499.74         5,447.00   

SEACUBE CONTAINER MONTH END PRICE 18.8500

      18,815.95         18,850.00   

SEADRILL LIMITED ORD MONTH END PRICE 36.8000

      543,670.38         569,736.57   

SEADRILL LTD COMMON STOCK USD2.

      513,880.60         581,440.00   

SEADRILL LTD COMMON STOCK USD2.

      46,743.19         51,595.87   

SEAGATE HDD CAY 7 7.0000% 11/01/2 MONTH END PRICE 107.2500

      10,660.00         10,725.00   

SEAGATE TECHNOLOGY COMMON STOCK USD.00001

      195,667.79         240,792.00   

SEAGATE TECHNOLOGY PLC F MONTH END PRICE 30.4200

      221,960.75         255,560.71   

SEAHAWK DRILLING INC XXXESCROW MONTH END PRICE 0.0000

      159.18         —     

SEALED AIR CORP COMMON STOCK USD.1

      632,869.65         548,063.00   

 

168

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

SEALED AIR CORP COMMON STOCK USD.1

      1,076,091.75         1,104,881.00   

SEALED AIR CORP COMMON STOCK USD.1

      101,881.17         79,162.71   

SEALY CORP MONTH END PRICE 2.1700

      151.15         217.00   

SEARCHGUY.COM INC MONTH END PRICE 0.0001

      731.67         0.30   

SEARS CANADA INC F MONTH END PRICE 10.0700

      3,911.09         3,423.80   

SEARS HOLDINGS CORP COMMON STOCK USD.01

      404,848.11         384,648.00   

SEARS HOLDINGS CORP MONTH END PRICE 41.3600

      94,836.42         89,585.76   

SEASPAN CORP MONTH END PRICE 16.0300

      104,788.74         104,928.32   

SEATTLE GENETICS INC MONTH END PRICE 23.1700

      124,052.85         171,458.00   

SECTOR ROTATION FUND NO LOAD SHARES MONTH END PRICE 10.7300

      111,529.44         105,570.02   

SECTOR SPDR ENGY SELECT MONTH END PRICE 71.4200

      399,629.40         395,753.13   

SECTOR SPDR FINCL SELECT MONTH END PRICE 16.3900

      701,587.28         750,547.25   

SECTOR SPDR INDL SELECT MONTH END PRICE 37.9000

      141,387.39         146,877.17   

SECTOR SPDR TR BAS IND MONTH END PRICE 37.5400

      120,498.19         124,248.66   

SECTOR SPDR TR CON SVCS MONTH END PRICE 39.8805

      534,002.00         542,470.54   

SECTOR SPDR TR CYC TRANS MONTH END PRICE 47.4391

      258,712.49         262,731.97   

SECTOR SPDR TR MONTH END PRICE 28.8500

      939,431.13         943,819.22   

SECTOR SPDR TR MONTH END PRICE 34.9000

      115,717.41         116,990.96   

SECTOR SPDR UTIL SELECT MONTH END PRICE 34.9205

      411,909.46         402,846.52   

SECURE PATH TECH HLD MONTH END PRICE 0.0030

      1,448.00         3.00   

SECURE TECHNOLOGIES GP MONTH END PRICE 0.0000

      20.47         —     

SECURITY NATL FINL CL A MONTH END PRICE 8.7800

      73,978.36         64,471.54   

SEERTECH CORP MONTH END PRICE 0.0000

      11.14         —     

SEFE INC MONTH END PRICE 0.0350

      4,898.00         98.00   

SEI INVESTMENTS CO. MONTH END PRICE 23.3400

      5,372.74         5,291.70   

SELECT COMFORT CORP MONTH END PRICE 26.1700

      64,549.54         58,751.65   

SELECT COMFORT CORPORATION COMMON STOCK USD.01

      385,477.15         364,050.87   

SELECTED AMERICAN SHARES CL D MONTH END PRICE 41.6800

      39,956.43         38,638.94   

SELECTED AMERICAN SHARES S MONTH END PRICE 41.7100

      203,974.56         207,654.78   

SELECTED INTL FD CL D MONTH END PRICE 9.2800

      695.10         483.38   

SELECTED INTL FD CL S MONTH END PRICE 9.2400

      4,399.76         3,058.23   

SELECTIVE INSURANCE GROUP COMMON STOCK USD2.

      764,596.21         784,289.00   

SEMICONDUCTOR HOLDERS TR DEP RCPT MONTH END PRICE 30.2000

      25,928.25         24,160.00   

SEMILEDS CORP MONTH END PRICE 0.8100

      4,997.75         810.00   

SEMPRA ENERGY COMMON STOCK NPV

      189,837.76         371,654.66   

SENESCO TECHNOLOGIES INC MONTH END PRICE 0.1550

      16,295.04         9,300.00   

SENIOR HOUSING PPTYS TR REIT MONTH END PRICE 23.6400

      122,305.13         145,847.97   

SENSATA TECHNOLOGIES HLDG BV MONTH END PRICE 32.4800

      3,934.16         3,767.68   

SENSIENT TECHNOLOGIES CP MONTH END PRICE 35.5600

      2,323.70         2,893.68   

SENTINEL SHORT MATURITY MONTH END PRICE 9.0400

      4,593.77         4,496.23   

SENTO CORPORATION NEW MONTH END PRICE 0.0000

      3,711.95         —     

SENTRY PETROLEUM LTD MONTH END PRICE 0.0071

      61,082.46         162.59   

SEQUANS COMMUN ADR F MONTH END PRICE 2.3400

      9,981.95         11,210.94   

SEQUENOM INC NEW MONTH END PRICE 4.7100

      93,632.30         89,292.18   

SEQUOIA FUND MONTH END PRICE 168.3100

      665,498.06         799,347.28   

SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1

      161,646.60         182,302.74   

SERVICE CORP INTL SR UNSECURED 04/27 7.5

      30,000.00         32,250.00   

SERVICE CORP INTL MONTH END PRICE 13.8100

      10,693.37         15,608.04   

SERVICEMASTER CO 7.4500% 08/15/27 MONTH END PRICE 82.2500

      6,513.38         6,580.00   

SERVICENOW INC COMMON STOCK

      122,305.29         123,873.75   

SERVOTRONICS INC MONTH END PRICE 7.8000

      6,806.95         7,800.00   

SESI LLC COMPANY GUAR 12/21 7.125

      30,000.00         33,375.00   

SEXTANT INTL FD MONTH END PRICE 15.2600

      25,259.47         25,156.98   

SGL CARBON AG ORD MONTH END PRICE 39.4500

      10,472.75         7,890.00   

 

169

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SGS SA REG COMMON STOCK CHF1.

      475,478.34        468,724.98   

SGS SA MONTH END PRICE 22.2800

      6,640.00        7,396.96   

SHANDONG WEIGAO GP A MONTH END PRICE 3.9620

      3,241.00        2,773.40   

SHANDONG ZHOUYUAN SEED MONTH END PRICE 0.0010

      427.01        1.67   

SHAW GROUP INC MONTH END PRICE 46.6100

      25,693.88        35,982.92   

SHELL INTERNATIONAL FIN COMPANY GUAR 03/20 4.375

      117,376.00        115,995.00   

SHELLS SEAFOOD RESTAURANTS INC MONTH END PRICE 0.0000

      277.56        —     

SHENGKAI INNOVATIONS NEW MONTH END PRICE 0.7200

      5,008.21        914.40   

SHERWIN WILLIAMS CO MONTH END PRICE 153.8200

      217,769.26        223,060.13   

SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.

      789,608.70        829,858.90   

SHERWIN WILLIAMS CO/THE COMMON STOCK USD1.

      63,520.10        300,564.28   

SHIMANO INC COMMON STOCK

      146,917.37        146,653.56   

SHIMING U S INC MONTH END PRICE 0.0000

      929.95        —     

SHIN ETSU CHEM CO LTD MONTH END PRICE 15.1800

      1,655.28        1,730.52   

SHIN ETSU CHEMICAL CO LTD COMMON STOCK

      850,197.83        977,271.52   

SHINHAN FINANCIAL GROUP LTD COMMON STOCK KRW5000.

      731,082.64        762,947.86   

SHINSEI BANK LTD ORD MONTH END PRICE 1.9550

      4,718.86        3,519.00   

SHIONOGI + CO LTD COMMON STOCK

      292,297.11        291,510.42   

SHIP FINANCE INTERNATIONAL MONTH END PRICE 16.6300

      79,278.43        84,174.81   

SHOPPING CENTRES AS ORDF MONTH END PRICE 1.5573

      96.85        93.44   

SHOPRITE HLDGS LTD MONTH END PRICE 48.8500

      3,453.90        4,249.95   

SHORE BANCSHARES INC MONTH END PRICE 5.3900

      4,055.75        2,695.00   

SHORETEL INC COMMON STOCK USD.001

      159,324.31        132,712.00   

SHORETEL INC MONTH END PRICE 4.2400

      309,716.46        254,400.00   

SHOWA SHELL SEKIYU KK COMMON STOCK

      120,964.24        114,694.29   

SHUTTERSTOCK INC MONTH END PRICE 26.0000

      2,710.67        3,120.00   

SIEMENS A G ADR MONTH END PRICE 109.4700

      336,868.49        379,860.90   

SIERRA BANCORP MONTH END PRICE 11.4300

      1,942.75        2,000.25   

SIERRA RESOURCE GROU MONTH END PRICE 0.0075

      2,253.90        120.00   

SIERRA WIRELESS INC MONTH END PRICE 7.9400

      6,811.90        3,970.00   

SIFCO INDUSTRIES INC MONTH END PRICE 15.7500

      5,474.65        4,725.00   

SIGA PHARMACEUTICALS MONTH END PRICE 2.6200

      232.35        183.40   

SIGMA ALDRICH COMMON STOCK USD1.

      81,871.98        217,355.32   

SIGMA ALDRICH CORP MONTH END PRICE 73.5800

      45,278.43        58,148.33   

SIGMA DESIGNS INC COMMON STOCK NPV

      121,761.18        107,635.00   

SIGMA DESIGNS INC MONTH END PRICE 5.1508

      7,186.29        5,665.88   

SIGMATRON INTL INC MONTH END PRICE 4.1201

      475.34        1,236.03   

SIGNATURE BANK MONTH END PRICE 71.3400

      4,974.27        6,063.90   

SIGNATURE GRP HLDGS INC MONTH END PRICE 0.4100

      62.19        45.10   

SIL 130119C00025000 MONTH END PRICE 10.0000

      (72.29 )      (10.00 ) 

SILGAN HOLDINGS INC MONTH END PRICE 41.5400

      4,371.60        4,154.00   

SILICOM LIMITED MONTH END PRICE 17.9400

      8,081.77        10,764.00   

SILICON GRAPHICS INTERNATION COMMON STOCK USD.001

      160,519.01        186,186.00   

SILICON GRAPHICS MONTH END PRICE 0.0000

      1,388.48        —     

SILICON IMAGE INC COMMON STOCK USD.001

      178,906.32        175,088.00   

SILICON IMAGE INC MONTH END PRICE 4.9600

      7,915.48        5,952.00   

SILICON MOTION TECH ADR MONTH END PRICE 14.2200

      64,985.03        54,747.00   

SILICONWARE SPON ADR F MONTH END PRICE 5.3400

      1,787.00        1,869.00   

SILVER BAY RLTY TR C MONTH END PRICE 18.8300

      10,291.60        10,488.31   

SILVER BULL RESOURCES MONTH END PRICE 0.4300

      1,333.20        258.00   

SILVER FALCON MINING INC MONTH END PRICE 0.0246

      2,792,923.16        627,481.15   

SILVER HILL MINES NEW MONTH END PRICE 0.0000

      4,680.50        —     

SILVER RANGE RES LTD MONTH END PRICE 0.3121

      1,414.94        238.76   

SILVER SPRUCE RES INC MONTH END PRICE 0.0176

      28,653.71        764.30   

 

170

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SILVER STD RES INC MONTH END PRICE 14.8900

      386,032.23        374,930.20   

SILVER WHEATON CORP MONTH END PRICE 36.0800

      2,767,720.48        2,929,046.56   

SILVERADO GOLD MINES NEWF MONTH END PRICE 0.0016

      135,161.47        3,593.34   

SILVERCORP METALS INC MONTH END PRICE 5.1200

      369,668.91        271,872.00   

SILVERCREST MINES INC MONTH END PRICE 2.5200

      6,283.90        7,560.00   

SILVERSTAR MINING CP NEW MONTH END PRICE 1.5000

      8,950.84        543.00   

SIMMONS 1ST NATL CLA NEW MONTH END PRICE 25.3600

      2,443.95        2,536.00   

SIMON PPTY GROUP INC NEW MONTH END PRICE 158.0900

      80,776.13        176,671.80   

SIMON PROPERTY GROUP INC REIT USD.0001

      477,132.15        1,133,347.21   

SIMPLEPONS INC MONTH END PRICE 0.0250

      2,759.18        0.30   

SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01

      1,445,469.79        1,505,061.00   

SIMPSON MANUFACTURING CO MONTH END PRICE 32.7900

      12,551.48        13,550.57   

SIMS GROUP LTD SPON ADR MONTH END PRICE 9.8600

      17,962.40        10,846.00   

SIMULATIONS PLUS INC MONTH END PRICE 4.3900

      8,519.70        8,780.00   

SINA CORPORATION MONTH END PRICE 50.2200

      438,356.15        440,730.72   

SINCLAIR BROADCAST GROUP CLASS A MONTH END PRICE 12.6200

      10,030.51        12,620.00   

SINGAPORE DOLLAR

      38,757.58        38,814.69   

SINGAPORE FD INC MONTH END PRICE 13.9800

      3,425.56        3,495.00   

SINGAPORE POST LTD ORD MONTH END PRICE 0.9415

      5,444.35        5,649.00   

SINGAPORE TELECOM LTD COMMON STOCK NPV

      158,183.14        190,368.88   

SINGAPORE TLCM ADR NEW MONTH END PRICE 27.2400

      758.45        817.20   

SINO FOREST SUB VTG SH MONTH END PRICE 0.0000

      20,059.92        —     

SINO GLOBAL SHIPPING AMER MONTH END PRICE 1.7900

      10,887.11        6,623.00   

SINOCOKING COAL & COKE MONTH END PRICE 1.1800

      5,171.10        580.56   

SINOHUB INC MONTH END PRICE 0.0100

      3,916.64        13.00   

SINOTECH ENERGY LTD MONTH END PRICE 0.0000

      802.27        —     

SINOVAC BIOTECH LTD ORD MONTH END PRICE 3.1400

      4,825.25        2,198.00   

SIRI 130119C00002500 MONTH END PRICE 41.0000

      (440.70 )      (1,640.00 ) 

SIRI 130119C00003000 MONTH END PRICE 5.0000

      (178.29 )      (150.00 ) 

SIRIUS XM RADIO INC MONTH END PRICE 2.8900

      2,268,119.16        2,947,340.49   

SIRONA DENTAL SYSTEM MONTH END PRICE 64.4600

      9,254.85        12,892.00   

SIRONA DENTAL SYSTEMS INC COMMON STOCK USD.01

      247,308.53        264,930.60   

SIT LARGE CAP GROWTH FD MONTH END PRICE 43.4500

      30,453.01        31,335.79   

SIT MID-CAP GROWTH FUND MONTH END PRICE 16.2400

      16,089.30        18,669.97   

SIT U.S. GOVT SECURITIES FUND MONTH END PRICE 11.3600

      25,128.89        25,111.16   

SKANDINAVISKA ENSKILDA BAN A COMMON STOCK NPV

      321,330.09        413,553.56   

SKECHERS USA INC CL A COMMON STOCK USD.001

      727,241.95        833,943.00   

SKINNY NUTRITIONAL CORP MONTH END PRICE 0.0008

      88,120.75        880.00   

SKINVISIBLE INC MONTH END PRICE 0.0350

      509.95        70.00   

SKY DIGITAL STORES MONTH END PRICE 0.1250

      2,255.04        37.50   

SKYBRIDGE TECH GROUP NEW MONTH END PRICE 0.0001

      4,663.95        180.00   

SKYWAY COMMUNS HLDG CP MONTH END PRICE 0.0000

      15,065.94        —     

SKYWEST INC COMMON STOCK NPV

      409,901.24        457,282.00   

SKYWEST INC MONTH END PRICE 12.4600

      25,030.70        25,537.58   

SKYWORKS SOLUTIONS INC MONTH END PRICE 20.3000

      508,072.10        423,661.00   

SL GREEN RLTY CORP MONTH END PRICE 76.6500

      6,710.60        7,665.00   

SLB 130119C00077500 MONTH END PRICE 4.0000

      (90.29 )      (4.00 ) 

SLM CORP COMMON STOCK USD.2

      218,723.61        188,686.95   

SLM CORP SR UNSECURED 03/20 8.

      148,128.44        159,950.00   

SLM CORP SR UNSECURED 04/15 5.

      8,834.00        10,541.17   

SLM CORP SR UNSECURED 09/15 3.875

      90,000.00        92,516.67   

SLM STUDENT LOAN TRUST SLMA 2004 3 A5

      191,250.00        198,030.80   

SLM STUDENT LOAN TRUST SLMA 2012 6 A3

      300,000.00        303,074.40   

SLV 130119C00029500 MONTH END PRICE 60.0000

      (490.00 )      (240.00 ) 

 

171

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SLV 130216C00029000 MONTH END PRICE 128.0000

      (302.77 )      (384.00 ) 

SLV 130216C00032500 MONTH END PRICE 22.0000

      (1,787.36 )      (396.00 ) 

SLV 130216C00036000 MONTH END PRICE 5.0000

      (77.84 )      (100.00 ) 

SLW 130104P00033000 MONTH END PRICE 3.0000

      894.99        150.00   

SLW 130119C00043000 MONTH END PRICE 5.0000

      (391.52 )      (10.00 ) 

SLW 130316C00045000 MONTH END PRICE 32.0000

      (269.76 )      (96.00 ) 

SM ENERGY CO COMMON STOCK USD.01

      85,449.76        83,536.00   

SMART BALANCE INC MONTH END PRICE 12.9000

      22,317.11        51,600.00   

SMART HOLDINGS INC MONTH END PRICE 0.0000

      220.70        —     

SMART TEK SOLUTIONS NEW MONTH END PRICE 0.0034

      89,252.37        374.00   

SMARTHEAT INC NEW MONTH END PRICE 0.4000

      4,997.01        185.20   

SMITH & WESSON HLDG CORP MONTH END PRICE 8.4400

      187,678.98        178,387.84   

SMITH (A.O.) CORP COMMON STOCK USD1.

      469,884.02        580,244.00   

SMITH A O MONTH END PRICE 63.0700

      9,975.59        9,975.84   

SMITH MICRO SOFTWARE INC MONTH END PRICE 1.5000

      17,892.33        10,200.00   

SMITHFIELD FOODS INC MONTH END PRICE 21.5700

      5,046.46        5,435.64   

SMITHS GROUP PLC COMMON STOCK GBP.375

      499,160.68        512,333.54   

SMOKEFREE INNOTEC INC MONTH END PRICE 0.0004

      310.42        3.80   

SMOOTH GLOBAL CHINA HLDG MONTH END PRICE 0.0000

      318.95        —     

SNAM SPA COMMON STOCK NPV

      760,709.93        744,009.59   

SNAP ON INC COMMON STOCK USD1.

      738,245.64        1,113,759.00   

SNAP ON INC COMMON STOCK USD1.

      50,396.93        107,821.35   

SNAP ON INC MONTH END PRICE 78.9900

      33,590.56        42,748.12   

SNYDERS LANCE INC COMMON STOCK USD.833

      217,970.15        216,990.00   

SOAPSTONE NETWORKS INC MONTH END PRICE 0.0076

      8,404.55        7.13   

SOC QUIMICA MINER B ADR MONTH END PRICE 57.6400

      48,331.60        48,244.68   

SOCIETE BIC SA COMMON STOCK EUR3.82

      104,228.16        102,543.51   

SOCIETE GENERALE COMMON STOCK EUR1.25

      284,470.99        409,919.88   

SODASTREAM INTERNATIONAL LTD COMMON STOCK

      328,011.21        340,715.10   

SODASTREAM INTL MONTH END PRICE 44.8900

      63,858.30        70,611.97   

SOFTBANK CORP ADR F MONTH END PRICE 18.1500

      3,293.90        3,630.00   

SOFTBANK CORP COMMON STOCK

      319,862.34        362,258.20   

SOFTNET TECHNOLOGY CORP NEW MONTH END PRICE 0.0003

      23,308.17        4.50   

SOHU.COM INC MONTH END PRICE 47.3400

      22,176.46        21,303.00   

SOLAR CAPITAL LTD MONTH END PRICE 23.9100

      49,366.19        52,505.89   

SOLAR EGY INITIATIVE INC MONTH END PRICE 0.0006

      508.95        0.01   

SOLAR ENERTECH CORP MONTH END PRICE 0.0100

      10,937.83        140.26   

SOLAR PARK INITIATIVES MONTH END PRICE 0.0001

      75.00        0.06   

SOLAR PWR INC MONTH END PRICE 0.0530

      4,009.95        53.00   

SOLAR THIN FILMS INC MONTH END PRICE 0.0013

      720.85        0.13   

SOLAR3D INC MONTH END PRICE 0.0380

      10,566.45        7,479.16   

SOLARWINDS INC COMMON STOCK USD.001

      481,666.77        516,317.80   

SOLARWINDS INC MONTH END PRICE 52.4500

      16,870.51        15,839.90   

SOLAZYME INC MONTH END PRICE 7.8600

      1,036,521.71        976,109.82   

SOLERA HOLDINGS LLC MONTH END PRICE 53.4700

      2,707.45        2,673.50   

SOLTA MEDICAL INC COMMON STOCK USD.001

      49,026.43        51,531.00   

SOLTORO LTD F MONTH END PRICE 0.5290

      77,019.39        47,874.50   

SOLUCORP INDUSTRIES LTD MONTH END PRICE 0.0300

      2,154.95        30.00   

SOMAXON PHARMA NEW MONTH END PRICE 3.0500

      178,114.63        50,172.50   

SOMERSET TR CO PA 3.9% 2/12/19 MONTH END PRICE 1.1111

      10,000.00        11,110.90   

SONDE RESOURCES CORP MONTH END PRICE 1.6400

      5,644.79        820.00   

SONIC AUTOMOTIVE INC CLASS A COMMON STOCK USD.01

      404,676.15        428,245.00   

SONIC CORP MONTH END PRICE 10.4100

      2,564.66        2,342.25   

SONICBLUE INC MONTH END PRICE 0.0000

      1,579.00        —     

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

SONOVA HOLDING AG REG COMMON STOCK CHF.05

      187,801.64         268,548.01   

SONUS NETWORKS INC COMMON STOCK USD.001

      146,955.59         143,650.00   

SONY CORP ADR MONTH END PRICE 11.2000

      28,326.43         20,865.60   

SONY CORP COMMON STOCK

      120,082.55         116,370.43   

SORL AUTO PARTS INC MONTH END PRICE 2.4400

      1,330.95         976.00   

SOTHEBYS HLDGS INC CL A MONTH END PRICE 33.6200

      18,336.09         19,180.73   

SOUND MIND INVESTING FUND MONTH END PRICE 11.2600

      1,222,582.76         1,281,284.94   

SOUND SHORE FUND MONTH END PRICE 34.9100

      132,086.15         134,788.00   

SOURCE PETROLEUM INC MONTH END PRICE 0.0000

      139.95         —     

SOURCEFIRE INC COMMON STOCK USD.001

      1,285,843.67         1,216,103.88   

SOURCEFIRE INC MONTH END PRICE 47.2200

      33,234.29         29,512.50   

SOUTH AFRICAN RAND

      0.08         0.08   

SOUTH AFRICAN RAND

      4,621.95         4,823.02   

SOUTH AMERICAN SILVE MONTH END PRICE 0.3047

      484.59         60.94   

SOUTH JERSEY INDS INC MONTH END PRICE 50.3300

      19,965.07         20,886.95   

SOUTH KOREAN WON

      2,774.61         2,806.42   

SOUTHERN CMNTY 7.95%33 MONTH END PRICE 9.9310

      11,562.65         12,016.51   

SOUTHERN CO MONTH END PRICE 42.8100

      434,225.38         439,409.81   

SOUTHERN CO/THE COMMON STOCK USD5.

      544,851.33         881,971.62   

SOUTHERN COPPER CORP SR UNSECURED 11/42 5.25

      274,979.60         280,231.84   

SOUTHERN COPPER CORP MONTH END PRICE 37.8600

      378,649.77         429,345.04   

SOUTHERN NATURAL GAS SR UNSECURED 03/32 8.

      17,437.50         21,388.98   

SOUTHERN NATURAL GAS SR UNSECURED 144A 04/17 5.9

      30,015.70         35,250.72   

SOUTHERNSUN SMALL CAP FD INV CL MONTH END PRICE 22.5500

      32.58         33.73   

SOUTHWEST AIRLINES CO COMMON STOCK USD1.

      733,863.58         762,880.00   

SOUTHWEST AIRLINES CO COMMON STOCK USD1.

      928,526.89         1,050,286.08   

SOUTHWEST AIRLINES CO COMMON STOCK USD1.

      181,025.60         179,097.60   

SOUTHWEST AIRLS CO 5.25% 10/01/14 MONTH END PRICE 106.9015

      5,055.25         5,345.08   

SOUTHWEST AIRLS CO MONTH END PRICE 10.2400

      784,620.50         899,191.48   

SOUTHWEST BANCORP INC/OKLA COMMON STOCK USD1.

      9,016.05         8,960.00   

SOUTHWEST GAS CORP MONTH END PRICE 42.4100

      34,088.99         47,561.70   

SOUTHWESTERN ENERGY CO COMMON STOCK USD.01

      360,521.61         274,763.84   

SOUTHWESTERN ENERGY CO MONTH END PRICE 33.4100

      92,482.48         96,020.34   

SOUTHWESTERN MED SOLUTIONS MONTH END PRICE 0.0001

      979.56         1.33   

SOVEREIGN BANK, W .5000% 08/01/13 MONTH END PRICE 1.0002

      170,000.00         170,032.30   

SPANISH MOUNTAIN GOLD F MONTH END PRICE 0.2720

      2,265.57         816.00   

SPANSION INC CL A NEW MONTH END PRICE 13.9100

      5,096.95         6,955.00   

SPANSION INC CLASS A COMMON STOCK USD.001

      413,999.72         481,286.00   

SPARE BACKUP INC MONTH END PRICE 0.0104

      531.10         156.00   

SPARROW INNOVATIONS INC MONTH END PRICE 0.0000

      217.47         —     

SPARTAN STORES INC COMMON STOCK NPV

      227,360.59         225,792.00   

SPARTECH CORP MONTH END PRICE 9.0700

      139.77         170.15   

SPDR BARCLAYS CAP BD MONTH END PRICE 41.1400

      4,246.85         4,114.00   

SPDR BARCLAYS CAP TIPS MONTH END PRICE 60.7200

      85,149.28         97,882.24   

SPDR BARCLAYS ETF MONTH END PRICE 30.5500

      21,488.89         21,812.70   

SPDR BARCLAYS ETF MONTH END PRICE 32.5800

      42,738.92         43,983.00   

SPDR BARCLAYS HIGH YIELD BOND ETF MONTH END PRICE 40.7100

      507,388.48         523,583.71   

SPDR DJ EURO STOXX 50 FD MONTH END PRICE 34.6600

      54,898.81         58,783.36   

SPDR DJ GLOBAL TITANS MONTH END PRICE 56.1760

      15,829.48         12,674.74   

SPDR DJ WILSHIRE INTL MONTH END PRICE 41.3500

      645,938.69         661,335.29   

SPDR DJ WILSHIRE LARGE CAP GROWTH MONTH END PRICE 65.5600

      5,066.20         4,938.73   

SPDR DJ WILSHIRE SMALL CAP GROWTH MONTH END PRICE 126.3520

      35,825.88         36,396.22   

SPDR DJ WILSHIRE SMALL CAP VALUE MONTH END PRICE 77.0100

      49,944.69         50,749.59   

SPDR DOW JONES INDL MONTH END PRICE 130.5800

      1,862,587.85         1,941,996.47   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

SPDR FTSE MACQUARIE GLBL MONTH END PRICE 40.2600

      5,732.31         5,516.96   

SPDR GOLD TRUST SPDR GOLD SHARES MONTH END PRICE 162.0204

      18,310,992.73         18,161,676.74   

SPDR INDEX SHS FDS S & P EMKTSC ETF MONTH END PRICE 46.6400

      12,526.44         11,373.71   

SPDR INDEX SHS FDS MONTH END PRICE 24.8700

      15,339.94         12,435.00   

SPDR INDEX SHS FDS MONTH END PRICE 42.1234

      33,367.44         35,004.55   

SPDR INDEX SHS FDS MONTH END PRICE 47.1800

      14,275.02         14,154.00   

SPDR KBW BANK ETF MONTH END PRICE 23.8300

      38,592.28         39,732.20   

SPDR KBW INSURANCE ETF MONTH END PRICE 44.0000

      22,335.18         23,540.00   

SPDR KBW REGIONAL BKING MONTH END PRICE 27.9700

      40,486.59         42,274.45   

SPDR MSCI ACWI EX-US MONTH END PRICE 32.1900

      4,682.75         3,703.81   

SPDR RUSSELL/NOMURA SMALL CAP JAPAN MONTH END PRICE 42.3495

      10,088.60         10,587.38   

SPDR S & P HOMEBUILDERSETF MONTH END PRICE 26.6000

      362,763.10         413,085.18   

SPDR S & P INTL DIVIDEND MONTH END PRICE 48.1100

      88,249.55         86,316.24   

SPDR S&P BIOTECH ETF MONTH END PRICE 87.9100

      43,607.28         42,636.35   

SPDR S&P BRIC 40 ETF MONTH END PRICE 24.4000

      49,689.50         44,880.03   

SPDR S&P CHINA ETF MONTH END PRICE 74.0900

      15,415.38         16,734.37   

SPDR S&P DIVIDEND ETF MONTH END PRICE 58.1600

      480,044.37         512,042.57   

SPDR S&P EMERGING EUROPE MONTH END PRICE 43.9500

      41,004.53         37,797.00   

SPDR S&P HEALTH CARE MONTH END PRICE 54.9000

      2,753.07         2,745.00   

SPDR S&P INTERNATIONAL SMALL CAP ETF MONTH END PRICE 28.4500

      3,240.98         2,845.00   

SPDR S&P INTL HLTH CARE MONTH END PRICE 35.8100

      3,385.39         3,587.44   

SPDR S&P INTL UTILIT MONTH END PRICE 16.7300

      1,651.85         1,673.00   

SPDR S&P METALS & MINING ETF MONTH END PRICE 45.1300

      90,046.40         81,542.59   

SPDR S&P MIDCAP 400 MONTH END PRICE 185.7100

      194,736.66         203,652.74   

SPDR S&P OIL & GAS EQUIP SERVCS ETF MONTH END PRICE 34.6200

      33,682.64         33,679.70   

SPDR S&P OIL 7 GAS EXPL MONTH END PRICE 54.0800

      196,875.18         184,781.37   

SPDR S&P PHARMACEUTICALS MONTH END PRICE 55.9100

      2,251.00         2,753.21   

SPDR S&P RETAIL STF MONTH END PRICE 62.3758

      85,403.99         90,428.11   

SPDR S&P SEMICONDUCTOR MONTH END PRICE 45.0700

      1,679.96         1,577.45   

SPDR SERIES TRUST ETF MONTH END PRICE 24.2400

      8,328.65         8,575.23   

SPDR SERIES TRUST ETF MONTH END PRICE 63.5400

      158,411.49         182,839.91   

SPDR SERIES TRUST MONTH END PRICE 36.6540

      8,972.06         8,467.07   

SPDR SERIES TRUST MONTH END PRICE 61.0100

      53,321.14         54,854.62   

SPDR SSGA EXCH TRADE MONTH END PRICE 30.8995

      50,090.83         49,748.20   

SPDR TRUST UNIT SER 1 EXP 1/22/2118 MONTH END PRICE 142.4100

      3,432,953.05         3,511,183.62   

SPECTRA ENERGY CORP COMMON STOCK USD.001

      304,805.77         430,057.66   

SPECTRA ENERGY CORP MONTH END PRICE 27.3800

      113,917.72         121,489.49   

SPECTRUM PHARMS INC MONTH END PRICE 11.1860

      28,010.66         27,405.70   

SPIRE CORP MONTH END PRICE 0.5010

      32.21         2.51   

SPIRIT AEROSYSTEMS HLDGS MONTH END PRICE 16.9700

      19,944.87         15,273.00   

SPIRIT AEROSYSTEMS HOLD CL A COMMON STOCK USD.01

      676,627.47         646,132.75   

SPIRIT AIRLINES INC COMMON STOCK USD.0001

      1,216,959.47         1,317,482.00   

SPIRIT AIRLINES MONTH END PRICE 17.7305

      15,280.79         14,184.40   

SPLUNK INC COMMON STOCK

      153,340.39         143,155.66   

SPLUNK INC MONTH END PRICE 29.0200

      11,077.57         8,706.00   

SPOKANE CNTY WA 5.494% 12/01/20 MONTH END PRICE 121.2090

      15,256.00         18,181.35   

SPONGETECH DELIVERY SYS MONTH END PRICE 0.0004

      33,188.38         92.00   

SPORT ENDURANCE INC NEW MONTH END PRICE 0.6500

      846.85         13.00   

SPORTS CONCEPTS INC MONTH END PRICE 0.0003

      39.12         —     

SPREADTRUM COMMUNICATIONS MONTH END PRICE 17.6200

      3,406.75         3,788.30   

SPRINT CAP CORP 6.90% 5/01/19 MONTH END PRICE 109.0000

      4,825.50         5,450.00   

SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75

      112,539.15         146,700.00   

SPRINT NEXTEL CORP COMMON STOCK USD2.

      897,354.66         400,698.90   

SPRINT NEXTEL CORP COMPANY GUAR 144A 11/18 9.

      98,025.00         111,150.00   

 

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Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SPRINT NEXTEL CORP MONTH END PRICE 5.6700

      609,064.29        687,378.54   

SPROTT PHYS GLD TR E MONTH END PRICE 14.2100

      865,917.41        847,967.54   

SPROTT PHYS SIL TR E MONTH END PRICE 12.0400

      544,374.87        427,058.80   

SPROTT RESOURCE LENDINGF MONTH END PRICE 1.5600

      26,992.36        24,960.00   

SPROTT RESOURCES CORP MONTH END PRICE 4.3690

      28,330.70        30,076.20   

SPS COMM INC MONTH END PRICE 37.2700

      3,606.95        3,727.00   

SPX CORP COMMON STOCK USD10.

      61,253.28        63,135.00   

SPX CORP MONTH END PRICE 70.1500

      3,836.65        3,507.50   

SPXU 130216C00042000 MONTH END PRICE 150.0000

      (1,239.22 )      (750.00 ) 

SQNM 130119C00005000 MONTH END PRICE 17.0000

      (405.43 )      (170.00 ) 

SRCL 130216P00100000 MONTH END PRICE 760.0000

      950.70        760.00   

SS&C TECHNOLOGIES HL MONTH END PRICE 23.0900

      2,571.95        2,309.00   

SSGA EMERGING MARKETS FUND INSTL MONTH END PRICE 20.7400

      59,716.76        56,660.93   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,060.97        1,060.97   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      7,850,144.20        7,850,144.20   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      326,587.58        326,587.58   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      524,936.56        524,936.56   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,353,748.70        1,353,748.70   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      9,573,407.34        9,573,407.34   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      9,114,589.38        9,114,589.38   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,182,539.86        1,182,539.86   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,511,508.19        1,511,508.19   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,174,669.53        1,174,669.53   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      147,330.22        147,330.22   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,912,777.50        1,912,777.50   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      3,870,960.12        3,870,960.12   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      302,188.55        302,188.55   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,828,333.10        1,828,333.10   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      42,377.67        42,377.67   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      692,817.68        692,817.68   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,363,585.33        1,363,585.33   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      783,874.88        783,874.88   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      1,207,238.01        1,207,238.01   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      230,437.28        230,437.28   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      293,410.07        293,410.07   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      242,371.46        242,371.46   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      27,614,069.76        27,614,069.76   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      8,319,285.29        8,319,285.29   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      8,264,804.76        8,264,804.76   

SSGA GOV MM FD SSGA GOVERNMENT MONEY MARKET

      4,451,714.98        4,451,714.98   

SSO 130316C00058000 MONTH END PRICE 465.0000

      (1,617.68 )      (1,395.00 ) 

SSRI 130119C00017500 MONTH END PRICE 10.0000

      (244.25 )      (50.00 ) 

SSYS 130119C00080000 MONTH END PRICE 360.0000

      (1,629.21 )      (1,800.00 ) 

ST BK INDIA NY, N .4000% 05/21/13 MONTH END PRICE 1.0000

      180,000.00        179,991.00   

ST JOE CORPORATION MONTH END PRICE 23.0800

      60,225.54        66,861.97   

ST JUDE MEDICAL INC COMMON STOCK USD.1

      827,891.09        771,589.00   

ST JUDE MEDICAL INC COMMON STOCK USD.1

      176,785.10        264,797.78   

ST JUDE MEDICAL INC MONTH END PRICE 36.1400

      4,905.88        4,915.04   

STAAR SURGICAL CO MONTH END PRICE 6.1000

      1,625.01        976.00   

STADIUM ENTMT HLDGS INC MONTH END PRICE 0.0150

      315,136.50        40.52   

STAG INDUSTRIAL INC MONTH END PRICE 17.9700

      15,556.55        18,458.11   

STAGE STORES INC COMMON STOCK USD.01

      416,497.20        426,216.00   

STAMPS.COM INC COMMON STOCK USD.001

      1,082,959.94        1,008,000.00   

STANADYNE CORP 1 10.0000% 08/15/14 MONTH END PRICE 93.5000

      44,362.50        42,075.00   

 

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Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

STANCORP FINANCIAL GROUP COMMON STOCK NPV

      439,468.40         385,035.00   

STANDARD CHARTERED PLC COMMON STOCK USD.5

      962,731.77         1,129,688.69   

STANDARD EXPL LTD F MONTH END PRICE 0.0654

      85.70         65.40   

STANDARD GRAPHITE CO MONTH END PRICE 0.1910

      6,668.92         1,910.00   

STANDARD LIFE PLC COMMON STOCK GBP.1

      242,392.82         366,954.68   

STANDARD MOTOR PRODS COMMON STOCK USD2.

      158,760.11         277,750.00   

STANDARD MOTOR PRODS INC MONTH END PRICE 22.2200

      7,119.97         11,230.99   

STANDARD PAC CORP NEW MONTH END PRICE 7.3500

      24,831.29         36,015.00   

STANLEY BLACK & DECKER MONTH END PRICE 73.9700

      16,517.41         16,939.13   

STANLEY BLACK + DECKER INC COMMON STOCK USD2.5

      523,113.54         606,554.00   

STANLEY BLACK + DECKER INC COMMON STOCK USD2.5

      179,227.48         192,322.00   

STANLEY BLACK + DECKER INC COMMON STOCK USD2.5

      155,329.36         293,956.78   

STANS ENERGY CORP MONTH END PRICE 0.4100

      168,935.97         131,856.00   

STAPLES INC COMMON STOCK USD.0006

      194,538.85         196,080.00   

STAPLES INC COMMON STOCK USD.0006

      255,277.00         184,691.40   

STAPLES INC MONTH END PRICE 11.4000

      158,985.96         121,414.99   

STAR BULK CARRIERS NEW F MONTH END PRICE 6.1800

      27,405.70         7,626.12   

STAR SCIENTIFIC INC MONTH END PRICE 2.6800

      63,195.85         51,992.00   

STARBUCKS CORP COMMON STOCK USD.001

      816,398.34         1,403,235.40   

STARBUCKS CORP COMMON STOCK USD.001

      520,632.45         568,372.00   

STARBUCKS CORP COMMON STOCK USD.001

      744,614.07         1,194,653.60   

STARBUCKS CORP COMMON STOCK USD.001

      310,532.32         941,031.00   

STARBUCKS CORP MONTH END PRICE 53.6300

      2,148,212.02         2,460,421.45   

STARPHARMA HOLDINGS ADR MONTH END PRICE 13.3100

      18,314.47         33,275.00   

STARWOOD HOTELS & RESORTS NEW MONTH END PRICE 57.3600

      43,610.76         47,795.34   

STARWOOD HOTELS + RESORTS COMMON STOCK USD.01

      766,657.59         996,343.20   

STARWOOD HOTELS + RESORTS COMMON STOCK USD.01

      163,122.58         263,683.92   

STARWOOD PPTY TRUST MONTH END PRICE 22.9600

      17,875.43         20,664.00   

STARWOOD PROPERTY TRUST INC REIT USD.01

      830,162.92         916,104.00   

STATE BANK FINANCIAL CORP COMMON STOCK

      645,422.56         629,642.00   

STATE BANK FINANCIAL CORP COMMON STOCK

      38,534.25         39,700.00   

STATE BK INDIA NY .5000% 04/26/13 MONTH END PRICE 1.0003

      245,000.00         245,073.50   

STATE STREET CORP COMMON STOCK USD1.

      599,623.75         695,748.00   

STATE STREET CORP COMMON STOCK USD1.

      1,483,782.43         1,544,748.60   

STATE STREET CORP COMMON STOCK USD1.

      489,394.52         513,866.31   

STATE STREET CORP JR SUB DEBS 03/18 4.956

      152,022.70         169,903.65   

STATE STREET CORP MONTH END PRICE 47.0100

      143,580.31         161,941.58   

STATION CASINOS INC SR SUB NOTES 03/16 6.875

      5,125.00         0.50   

STATOIL ASA ADR MONTH END PRICE 25.0400

      124,983.78         126,802.56   

STATOIL ASA COMMON STOCK NOK2.5

      527,064.97         560,702.12   

STATOIL ASA SPON ADR ADR

      511,601.71         558,392.00   

STEALTHGAS INC MONTH END PRICE 7.9300

      7,578.18         9,833.20   

STEC INC MONTH END PRICE 4.9300

      112,522.19         42,151.50   

STEEL DYNAMICS INC COMMON STOCK USD.005

      504,539.02         461,328.00   

STEEL DYNAMICS INC COMMON STOCK USD.005

      513,644.63         586,271.00   

STEEL DYNAMICS INC COMPANY GUAR 03/20 7.625

      50,175.00         55,250.00   

STEEL DYNAMICS INC COMPANY GUAR 04/15 6.75

      35,012.50         35,437.50   

STEEL DYNAMICS INC MONTH END PRICE 13.7300

      88,551.37         88,908.59   

STEELCASE INC CL A COMMON STOCK NPV

      59,295.46         58,476.60   

STEELCASE INC CL A MONTH END PRICE 12.7400

      709.14         1,237.02   

STEELCLOUD INC MONTH END PRICE 0.0769

      1,554.47         384.50   

STEIN MART INC COMMON STOCK USD.01

      78,618.96         73,892.00   

STEINER LEISURE LTD ORD MONTH END PRICE 48.3184

      2,228.60         2,174.33   

STEINWAY MUSICAL INSTRS MONTH END PRICE 21.1500

      6,234.75         4,230.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

STELLARONE CORP COMMON STOCK USD1.

      103,858.89        110,292.00   

STELLARONE CORP COMMON STOCK USD1.

      648,920.04        729,284.64   

STEM CELL INNOVATIONS MONTH END PRICE 0.0000

      5,814.92        —     

STEMCELLS INC NEW MONTH END PRICE 1.6300

      10,667.33        7,775.10   

STEPAN CO COMMON STOCK USD1.

      309,739.97        344,348.00   

STEPAN COMPANY MONTH END PRICE 55.5400

      7,988.47        12,839.46   

STEREOTAXIS INC NEW MONTH END PRICE 2.5500

      1,168.79        765.00   

STERICYCLE INC COMMON STOCK USD.01

      129,659.95        191,483.31   

STERICYCLE INC MONTH END PRICE 93.2800

      67,687.84        72,758.40   

STERIS CORP MONTH END PRICE 34.7300

      6,791.95        6,946.00   

STERLING BANCORP N Y COMMON STOCK USD1.

      137,073.60        136,650.00   

STERLING CONSTRUCTION CO MONTH END PRICE 9.9400

      2,313.69        1,789.20   

STERLING FINANCIAL NEW MONTH END PRICE 20.9000

      11,970.68        6,270.00   

STERLING MINING CO MONTH END PRICE 0.0000

      7,267.95        —     

STERLING OIL & GAS CO MONTH END PRICE 0.0018

      —          0.81   

STEVIA CORP MONTH END PRICE 0.1550

      19,212.14        2,478.14   

STEVIA FIRST CORP MONTH END PRICE 0.3200

      4,286.03        800.00   

STEVIA NUTRA CORP MONTH END PRICE 0.1000

      946.95        100.00   

STEWART INFO SVCS CORP MONTH END PRICE 26.0000

      13,855.40        13,753.28   

STEWART INFORMATION SERVICES COMMON STOCK USD1.

      165,337.41        234,000.00   

STIFEL FINANCIAL CORP COMMON STOCK USD.15

      122,419.96        119,088.25   

STIFEL FINANCIAL CORP MONTH END PRICE 31.9700

      4,341.94        3,676.55   

STILLWATER MNG CO MONTH END PRICE 12.7800

      18,473.07        17,955.90   

STLD 130216C00013000 MONTH END PRICE 115.0000

      (385.42 )      (690.00 ) 

STMICROELECTRONICS NV NY SHS NY REG SHRS

      116,970.42        144,886.88   

STMICROELECTRONICS NY MONTH END PRICE 7.2400

      23,408.15        20,815.00   

STONE ENERGY CORP MONTH END PRICE 20.5200

      1,464.91        1,026.00   

STONEBRIDGE RES EXPL NEW MONTH END PRICE 0.0020

      25,622.67        0.06   

STONEMORE OPER 10.25%17 MONTH END PRICE 103.0000

      5,091.67        5,150.00   

STONEPATH GROUP INC MONTH END PRICE 0.0002

      115.15        0.01   

STONERIDGE INC COMMON STOCK NPV

      49,025.60        53,248.00   

STONERIDGE INC MONTH END PRICE 5.1200

      2,758.98        1,280.00   

STORM CAT ENERGY CORP MONTH END PRICE 0.0020

      584.03        0.40   

STRATASYS LTD COMMON STOCK

      462,731.62        584,694.25   

STRATASYS LTD COMMON STOCK

      827,716.92        1,246,332.50   

STRATASYS LTD MONTH END PRICE 80.1500

      381,625.42        458,297.70   

STRATEGIC METALS NEW F MONTH END PRICE 0.7422

      46,259.96        21,301.14   

STRATEGIC MGMT & OPPTY MONTH END PRICE 0.0001

      1,815.79        100.06   

STRATEGIC RESOURCES INCF MONTH END PRICE 0.0130

      1,012.95        26.00   

STRATHMORE MINERALS CP F MONTH END PRICE 0.2700

      1,401.37        270.00   

STRATTON REAL ESTATE FUND, INC MONTH END PRICE 29.9800

      2,129.53        2,114.52   

STRAYER EDUCATION INC MONTH END PRICE 56.1700

      14,447.51        8,425.50   

STRIKE GRAPHITE CORP MONTH END PRICE 0.0400

      13,819.80        1,560.00   

STRIKER OIL & GAS INC MONTH END PRICE 0.0060

      3,342.43        14.40   

STRONGBOW EXPLORATION MONTH END PRICE 0.0540

      5,956.95        2,700.00   

STRUCTURED ADJUSTABLE RATE MOR SARM 2004 16 1A2

      53,870.48        49,466.42   

STRUCTURED ASSET INVESTMENT LO SAIL 2004 7 A7

      136,718.59        148,134.65   

STRUCTURED ASSET SECURITIES CO SASC 2002 9 A2

      35,474.04        38,695.60   

STRUCTURED ASSET SECURITIES CO SASC 2005 RF3 1A 144A

      77,477.41        107,604.36   

STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 A3

      154,546.25        169,741.33   

STRYKER CORP COMMON STOCK USD.1

      283,274.02        372,447.08   

STRYKER CORP MONTH END PRICE 54.8200

      157,972.58        165,912.95   

STUDENT TRANSPORTATION F MONTH END PRICE 6.1400

      2,474.40        2,609.50   

STURM RUGER & CO INC MONTH END PRICE 45.4000

      132,330.61        121,171.07   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

STX 130119C00030000 MONTH END PRICE 134.0000

      (125.53 )      (268.00 ) 

STX 130622C00027000 MONTH END PRICE 540.0000

      (648.47 )      (1,080.00 ) 

STZ 130119C00035000 MONTH END PRICE 175.0000

      (428.76 )      (525.00 ) 

SUBURBAN PROPANE PRT L P MONTH END PRICE 38.8600

      12,737.69        11,453.53   

SUMITOMO CORP COMMON STOCK

      991,066.92        894,681.31   

SUMITOMO CORP ORD MONTH END PRICE 12.6000

      3,473.81        3,150.00   

SUMITOMO ELECTRIC INDUSTRIES COMMON STOCK

      160,592.53        157,382.02   

SUMITOMO MITSUI BANKING SR UNSECURED 144A 07/15 3.15

      149,800.50        157,987.35   

SUMITOMO MITSUI FINANCIAL GR COMMON STOCK

      665,284.42        693,884.33   

SUMITOMO MITSUI FINANCIAL GR COMMON STOCK

      733,467.11        850,099.12   

SUMITOMO MITSUI TRUST HOLDIN COMMON STOCK

      163,746.08        182,699.59   

SUMITOMO RUBBER INDUSTRIES COMMON STOCK

      108,775.46        107,532.07   

SUMMER INFANT INC COMMON STOCK USD.0001

      1,583.73        1,583.73   

SUN CAL ENERGY MONTH END PRICE 0.0000

      1,354.18        —     

SUN CMNTYS INC MONTH END PRICE 25.0999

      4,995.51        5,019.98   

SUN COMMUNITIES INC MONTH END PRICE 39.8900

      3,149.62        3,390.65   

SUN HUNG KAI PROPERTIES COMMON STOCK HKD.5

      304,167.11        316,956.66   

SUN HYDRAULICS CORP COMMON STOCK USD.001

      1,485,429.22        1,486,090.56   

SUNAMERICA ALTERNATIVE STRAT FD CL A MONTH END PRICE 8.5100

      513,088.26        453,049.52   

SUNAMERICA FOCUSED ALPHA LG CAP A MONTH END PRICE 18.5400

      12,312,564.75        12,019,590.48   

SUNAMERICA FOCUSED MONTH END PRICE 12.9800

      14,214,705.34        16,263,164.83   

SUNAMERICA INCOME FDS MONTH END PRICE 11.3800

      51,401.72        50,180.95   

SUNAMERICA INCOME FDS MONTH END PRICE 3.6100

      13,772,127.59        14,603,493.21   

SUNAMERICA SR FLOATING RATE MONTH END PRICE 8.2600

      146,579.76        152,957.63   

SUNCOR ENERGY INC NEW MONTH END PRICE 32.9800

      307,371.14        314,959.00   

SUNESIS PHARMA INC NEW MONTH END PRICE 4.2000

      10,803.99        18,656.40   

SUNOCO 5.75% 1/15/17 MONTH END PRICE 112.5885

      6,995.98        7,881.20   

SUNOCO LOGISTICS PTNR LP MONTH END PRICE 49.7300

      18,005.30        26,621.52   

SUNPEAKS VENTURES IN MONTH END PRICE 0.0300

      21,687.66        1,841.76   

SUNPOWER CORP COMMON STOCK USD.001

      189,067.48        245,032.00   

SUNPOWER CORP MONTH END PRICE 5.6200

      29,747.48        18,860.72   

SUNRISE ASSISTED LIVING INC MONTH END PRICE 14.3800

      19,790.34        33,793.00   

SUNRISE SOLAR CORP MONTH END PRICE 0.0003

      6,543.91        9.00   

SUNSHINE BIOPHARMA I MONTH END PRICE 0.3300

      856.21        940.50   

SUNTECH POWER HLDGS CO MONTH END PRICE 1.5300

      117,187.27        36,620.55   

SUNTRUST BANKS INC COMMON STOCK USD1.

      475,224.33        470,610.00   

SUNTRUST BANKS INC COMMON STOCK USD1.

      501,879.65        359,336.25   

SUNTRUST BANKS INC MONTH END PRICE 28.3500

      94,032.20        103,595.00   

SUNTRUST PREFERRED CAP I LIMITD GUARA 06/49 VAR

      10,360.46        9,257.60   

SUNVALLEY SOLAR NEV NEW MONTH END PRICE 0.0085

      101.78        0.19   

SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001

      59,147.82        60,088.00   

SUPERIOR ENERGY SERVICES INC COMMON STOCK USD.001

      871,794.01        730,007.04   

SUPERIOR ENERGY SVCS INC MONTH END PRICE 20.7200

      28,778.12        20,720.00   

SUPERIOR OFFSHORE INTL MONTH END PRICE 0.0000

      2,935.82        —     

SUPERIOR UNIFORM GROUP INC MONTH END PRICE 11.4500

      5,631.95        5,725.00   

SUPERMEDIA INC MONTH END PRICE 3.4200

      9,195.13        6,347.52   

SUPERVALU INC MONTH END PRICE 2.4700

      38,801.89        19,480.86   

SUPPORTSOFT INC MONTH END PRICE 4.1700

      829.43        834.00   

SURFECT HLDGS INC MONTH END PRICE 0.0000

      5,756.53        —     

SURMODICS INC COMMON STOCK USD.05

      310,290.38        344,344.00   

SURMODICS INC MONTH END PRICE 22.3600

      3,713.95        4,472.00   

SUSQUEHANNA BANCSHARES INC COMMON STOCK USD2.

      481,071.28        497,800.00   

SUSQUEHANNA BANCSHARES INC MONTH END PRICE 10.4800

      3,183.45        3,144.00   

SUSTAINABLE PWR CORP MONTH END PRICE 0.0002

      711.38        5.40   

 

178

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

SUTRON CORP MONTH END PRICE 5.0500

      5,799.95        2,525.00   

SUTTER GOLD MINING INC F MONTH END PRICE 0.3780

      187.95        189.00   

SUZUKI MOTOR CORP COMMON STOCK

      582,991.05        603,874.27   

SVB FINANCIAL GROUP COMMON STOCK USD.001

      164,241.31        162,313.00   

SVB FINANCIAL GROUP INC MONTH END PRICE 55.9700

      6,237.78        5,876.85   

SVENSKA CELLU SPON A MONTH END PRICE 21.9800

      10,638.43        14,374.92   

SVENSKA HANDELSBANKEN A SHS COMMON STOCK NPV

      214,135.96        248,337.58   

SWATCH GROUP AG ADR MONTH END PRICE 25.4000

      1,389.09        1,447.80   

SWEDBANK AB A SHARES COMMON STOCK NPV

      224,524.72        284,057.62   

SWEDISH EXPT CR CORP MONTH END PRICE 9.0600

      67,925.80        63,420.00   

SWEDISH KRONA

      465.93        466.48   

SWEDISH KRONA

      17,469.28        17,924.47   

SWHC 130622C00008000 MONTH END PRICE 161.0000

      (1,652.36 )      (1,610.00 ) 

SWHC 130622C00009000 MONTH END PRICE 115.0000

      (823.41 )      (690.00 ) 

SWIFT ENERGY CO MONTH END PRICE 15.3900

      11,581.50        6,971.67   

SWIFT TRANSPORTATION CO COMMON STOCK USD.001

      37,767.75        36,844.80   

SWIFT TRANSPORTATION CO MONTH END PRICE 9.1200

      3,331.37        3,328.80   

SWIRE PROPERTIES LTD COMMON STOCK HKD1.

      90,284.45        91,471.05   

SWISS FRANC

      (180,973.40 )      (180,468.86 ) 

SWISS FRANC

      174,465.16        177,803.20   

SWISS LIFE HOLDING AG REG COMMON STOCK CHF5.1

      143,263.95        188,183.97   

SWISS MEDICA INC MONTH END PRICE 0.0000

      275.45        —     

SWISS RE AG COMMON STOCK CHF.1

      334,559.58        392,947.25   

SWISS RE AG COMMON STOCK CHF.1

      476,419.68        514,903.94   

SWISSINSO HOLDING INC MONTH END PRICE 0.0350

      29,022.32        700.00   

SWKS 130119C00021000 MONTH END PRICE 65.0000

      (1,096.48 )      (390.00 ) 

SWKS 130119C00023000 MONTH END PRICE 20.0000

      (437.25 )      (100.00 ) 

SWKS 130119C00032000 MONTH END PRICE 5.0000

      (1,304.22 )      (25.00 ) 

SYMANTEC CORP COMMON STOCK USD.01

      560,467.18        311,023.35   

SYMANTEC CORP MONTH END PRICE 18.8200

      33,299.07        40,651.20   

SYMETRA FINANCIAL CORP COMMON STOCK USD.01

      387,465.90        402,380.00   

SYMETRA FINANCIAL IN MONTH END PRICE 12.9800

      8,671.61        9,157.88   

SYMMETRICOM INC COMMON STOCK USD.0001

      127,234.20        123,478.00   

SYMMETRY MEDICAL INC MONTH END PRICE 10.5200

      5,422.77        5,838.60   

SYNACOR INC MONTH END PRICE 5.4700

      1,528.56        1,449.55   

SYNAPTICS INC COMMON STOCK USD.001

      811,126.79        867,631.50   

SYNAPTICS INC MONTH END PRICE 29.9700

      7,074.39        6,743.25   

SYNERGETICS USA INC MONTH END PRICE 4.8000

      8,136.47        8,635.20   

SYNERGIE HLDGS LTD INC MONTH END PRICE 0.0001

      569.19        0.10   

SYNERON MEDICAL LTD MONTH END PRICE 8.6700

      947.54        710.94   

SYNGENTA AG ADR MONTH END PRICE 80.8000

      22,813.88        29,168.80   

SYNGENTA AG REG COMMON STOCK CHF.1

      663,352.01        811,203.31   

SYNNEX CORP COMMON STOCK USD.001

      561,540.86        673,848.00   

SYNNEX CORP COMMON STOCK USD.001

      295,374.00        295,668.00   

SYNNEX CORPORATION MONTH END PRICE 34.3800

      21,011.66        22,347.00   

SYNOVUS FINL CORP MONTH END PRICE 2.4500

      6,892.43        7,375.84   

SYNTA PHARMACEUTICALS MONTH END PRICE 9.0200

      6,189.82        9,020.00   

SYNTAX BRILLIAN CORP MONTH END PRICE 0.0000

      2,374.15        —     

SYNTROLEUM CORP MONTH END PRICE 0.3950

      65,831.60        36,808.08   

SYPRIS SOLUTIONS INC MONTH END PRICE 3.9600

      6,474.30        3,960.00   

SYSCO CORP COMMON STOCK USD1.

      251,123.88        434,280.22   

SYSCO CORP MONTH END PRICE 31.6600

      343,375.39        369,548.47   

SYSMEX CORP ADR MONTH END PRICE 23.0000

      3,804.64        3,634.00   

SYSTEMAX INC MONTH END PRICE 9.6500

      2,023.98        965.00   

 

179

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

T 130420C00039000 MONTH END PRICE 3.0000

      (218.72 )      (21.00 ) 

T 140118C00032000 MONTH END PRICE 266.0000

      (791.56 )      (1,330.00 ) 

T 140118C00035000 MONTH END PRICE 126.0000

      (272.77 )      (378.00 ) 

T 150117C00033000 MONTH END PRICE 265.0000

      (5,685.32 )      (2,650.00 ) 

T C PIPELINES LP MONTH END PRICE 40.3600

      7,080.81        6,665.00   

T C W CONV SECS FD INC MONTH END PRICE 5.3600

      17,169.54        17,539.62   

T G C INDUSTRIES INC NEW MONTH END PRICE 8.1900

      3,323.50        3,336.00   

T H Q INC NEW MONTH END PRICE 0.2901

      24,436.78        2,823.54   

T J X COS INC MONTH END PRICE 42.4500

      184,819.17        183,251.06   

T L C VISION CORP MONTH END PRICE 0.0036

      107.36        0.06   

T ROWE PRICE AFRICA & MIDDLE EAST FD MONTH END PRICE 7.3900

      14,731.53        10,299.89   

T ROWE PRICE BLUE CHIP GROWTH FUND MONTH END PRICE 45.6300

      154,350.35        176,720.24   

T ROWE PRICE CAPITAL APPRECIATION FD MONTH END PRICE 22.2500

      388,286.38        389,010.72   

T ROWE PRICE CORPORATE INCOME FUND MONTH END PRICE 10.1600

      13,787.89        14,238.70   

T ROWE PRICE DIVID GROWTH FD INC MONTH END PRICE 26.3400

      73,970.14        78,551.25   

T ROWE PRICE EMERGING MKTS STK FD MONTH END PRICE 34.0600

      460,695.63        577,085.22   

T ROWE PRICE EQUITY INCOME FUND MONTH END PRICE 26.4500

      236,273.04        256,546.80   

T ROWE PRICE GLOBAL STOCK FUND MONTH END PRICE 18.2900

      90,603.96        74,402.66   

T ROWE PRICE GROUP INC COMMON STOCK USD.2

      170,091.94        387,588.63   

T ROWE PRICE GROWTH STOCK FUND MONTH END PRICE 37.7800

      221,089.92        248,368.21   

T ROWE PRICE HEALTH SCIENCES FD MONTH END PRICE 41.2200

      324,080.19        350,877.25   

T ROWE PRICE HIGH YIELD FUND MONTH END PRICE 6.9800

      129,146.32        152,060.05   

T ROWE PRICE INFLATION PROTECTED BD MONTH END PRICE 13.5000

      295,118.35        316,346.55   

T ROWE PRICE INTERNATIONAL BOND FUND MONTH END PRICE 10.1000

      183,130.19        186,494.01   

T ROWE PRICE INTL DISCOVERY FUND MONTH END PRICE 46.1000

      186,142.11        191,710.72   

T ROWE PRICE LATIN AMERICA FUND MONTH END PRICE 38.0400

      348,347.25        327,515.57   

T ROWE PRICE MEDIA & TELECOM FUND MONTH END PRICE 53.3000

      97,196.27        98,242.83   

T ROWE PRICE MID CAP VALUE MONTH END PRICE 24.0400

      64,589.71        69,520.63   

T ROWE PRICE MID-CAP GROWTH FUND MONTH END PRICE 56.4700

      110,137.37        129,864.17   

T ROWE PRICE NEW AMERICA GROWTH FUND MONTH END PRICE 35.9200

      61,807.14        69,858.90   

T ROWE PRICE NEW ASIA FUND MONTH END PRICE 16.8100

      98,430.51        101,909.87   

T ROWE PRICE NEW ERA FUND MONTH END PRICE 41.9100

      391,205.12        504,577.12   

T ROWE PRICE NEW INCOME FUND MONTH END PRICE 9.8500

      34,808.68        36,235.36   

T ROWE PRICE PERSONAL STRAT GROWTH MONTH END PRICE 25.5800

      77,093.27        82,840.80   

T ROWE PRICE PERSONAL STRAT INCOME MONTH END PRICE 17.2400

      26,023.23        28,224.22   

T ROWE PRICE REAL ESTATE FUND MONTH END PRICE 21.0100

      158,719.31        176,916.93   

T ROWE PRICE RETIREMENT 2010 FD MONTH END PRICE 16.4700

      10,955.13        13,059.06   

T ROWE PRICE RETIREMENT 2015 FD MONTH END PRICE 12.8800

      204,658.03        204,625.02   

T ROWE PRICE RETIREMENT 2020 FUND MONTH END PRICE 17.8800

      123,455.04        138,300.71   

T ROWE PRICE RETIREMENT 2030 FD MONTH END PRICE 18.9200

      485,233.83        548,911.37   

T ROWE PRICE SHORT-TERM BOND FUND MONTH END PRICE 4.8500

      106,625.23        106,526.85   

T ROWE PRICE SMALL-CAPITAL VALUE FD MONTH END PRICE 39.1700

      440,428.80        468,150.79   

T ROWE PRICE SPECTRUM GROWTH FUND MONTH END PRICE 19.4000

      120,613.31        129,704.33   

T ROWE PRICE SPECTRUM INCOME FD MONTH END PRICE 13.0000

      99,998.10        104,750.27   

T ROWE PRICE US BOND ENHANCED INDEX MONTH END PRICE 11.5200

      11,968.36        11,916.85   

T. ROWE PRICE GLOBAL TECHNOLOGY MONTH END PRICE 10.1200

      52,508.55        55,229.65   

T+D HOLDINGS INC COMMON STOCK

      304,023.01        335,170.91   

TACTICAL AIR DEFENSE MONTH END PRICE 0.0003

      12,521.65        2,191.87   

TAGLIKEME CORP MONTH END PRICE 0.0410

      9,547.85        2,968.85   

TAHOE RESOURCES INC F MONTH END PRICE 18.3200

      29,223.94        27,480.00   

TAIWAN FUND MONTH END PRICE 16.3400

      29,217.13        29,640.76   

TAIWAN SEMICONDUCTOR MFG CO ADR MONTH END PRICE 17.1600

      68,365.63        79,965.60   

TAIWAN SEMICONDUCTOR SP ADR ADR

      414,987.97        661,209.12   

TAKARA RES INC MONTH END PRICE 0.0025

      84,618.28        925.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

TAKE-TWO INTERACTV SFTWR MONTH END PRICE 11.0100

      5,958.11        5,505.00   

TALISMAN ENERGY INC MONTH END PRICE 11.3300

      2,403.01        2,266.00   

TALISMAN HOLDINGS INC MONTH END PRICE 0.0019

      1,200.64        38.00   

TALISON LITHIUM LTD ORDF MONTH END PRICE 7.3609

      9,474.45        18,402.25   

TAMM OIL & GAS CORP MONTH END PRICE 0.1650

      4,264.25        825.00   

TANGER FCTRY OUTLET CTRS INC MONTH END PRICE 34.2000

      1,527.52        1,590.48   

TANZANIAN ROYALTY EXPL MONTH END PRICE 4.4100

      32,103.65        36,382.50   

TAPESTRY PHARMA INC NEW MONTH END PRICE 0.0000

      69.12        —     

TAPIMMUNE INC MONTH END PRICE 0.1200

      1,996.63        720.00   

TARA GOLD RESOURCES CORP MONTH END PRICE 0.0000

      334.95        —     

TARA MINERALS CORP MONTH END PRICE 0.7000

      27.50        17.50   

TARGA RESOURCES CORP MONTH END PRICE 52.8400

      34,989.66        36,988.00   

TARGACEPT INC COMMON STOCK USD.001

      148,856.71        144,102.00   

TARGACEPT INC MONTH END PRICE 4.3800

      23,163.51        17,520.00   

TARGET CORP COMMON STOCK USD.0833

      1,039,479.85        982,222.00   

TARGET CORP COMMON STOCK USD.0833

      1,005,267.96        940,803.00   

TARGET CORP COMMON STOCK USD.0833

      431,351.38        912,223.89   

TARGET CORP SR UNSECURED 06/13 4.

      85,046.22        91,392.93   

TARGET CORPORATION MONTH END PRICE 59.1700

      191,580.46        199,003.86   

TARO PHARMA INDS A ORD MONTH END PRICE 48.4800

      1,086.95        1,454.40   

TASEKO MINES LTD MONTH END PRICE 3.0000

      9,366.07        9,600.00   

TASER INTERNATIONAL INC MONTH END PRICE 8.9400

      10,210.50        22,054.98   

TASMAN METALS LTD MONTH END PRICE 1.1800

      660,053.25        248,746.36   

TASTY FRIES INC NEW MONTH END PRICE 0.0001

      20,048.95        7.65   

TATA COMMUNICATIONS ADR MONTH END PRICE 8.5900

      9,349.00        8,590.00   

TATA MOTORS LTD ADR MONTH END PRICE 28.7200

      44,173.74        54,711.60   

TATYANA DESIGNS INC MONTH END PRICE 2.0000

      207.17        66.00   

TAYLOR CAP TRUST 9.75%32 MONTH END PRICE 25.5499

      23,202.95        25,549.90   

TBA FHLMC GOLD CONV INTER AGGR

      1,040,570.31        1,043,593.80   

TBC GLOBAL NEWS NETWORK INC MONTH END PRICE 0.0000

      1,152.84        —     

TBT 130119C00061000 MONTH END PRICE 298.0000

      (405.52 )      (596.00 ) 

TBT 130316C00018000 MONTH END PRICE 15.0000

      (1,272.36 )      (150.00 ) 

TBT 130316C00062000 MONTH END PRICE 365.0000

      (581.52 )      (730.00 ) 

TBT 130622C00062000 MONTH END PRICE 520.0000

      (873.51 )      (1,040.00 ) 

TCF FINL CORP MONTH END PRICE 12.1500

      15,938.76        12,709.75   

TCI COMMUNICATIONS INC SR UNSECURED 02/26 7.875

      181,243.19        217,861.49   

TCP CAPITAL CORP COMMON STOCK

      99,058.08        97,284.00   

TCW CORE FIXED INCOME CL N MONTH END PRICE 11.2300

      75,713.88        75,477.19   

TCW DIVIDEND FOCUSED FUND N MONTH END PRICE 12.1000

      132,860.77        135,931.00   

TCW EMERGING MARKETS INC FUND CL I MONTH END PRICE 9.3200

      44,727.99        44,886.11   

TCW EMRG MKTS INCM N MONTH END PRICE 12.0200

      127,934.77        138,414.62   

TCW EMRG MKTS LOCALCURRENCY INCM I MONTH END PRICE 10.8800

      10,805.68        11,604.84   

TCW SELECT EQUITIES FD CL N MONTH END PRICE 19.2500

      3,955.92        4,278.18   

TCW SMALL CAP GROWTH FD CL N MONTH END PRICE 25.6500

      7,756.37        8,396.07   

TCW TOTAL RETURN BOND FD CL I MONTH END PRICE 10.2900

      70,445.67        74,255.13   

TCW TOTAL RETURN BOND FD CL N MONTH END PRICE 10.6300

      316,505.29        323,947.54   

TCW VALUE OPPORTUNITY FUND CL I MONTH END PRICE 20.9100

      7,759.29        7,843.97   

TDC 130420C00065000 MONTH END PRICE 316.0000

      (312.28 )      (316.00 ) 

TE CONNECTIVITY LTD COMMON STOCK CHF.77

      343,235.88        371,200.00   

TE CONNECTIVITY LTD MONTH END PRICE 37.1200

      8,843.75        11,210.24   

TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85

      100,613.36        135,627.50   

TEAM INC MONTH END PRICE 38.0400

      2,777.83        4,260.48   

TECHNE CORP COMMON STOCK USD.01

      432,488.21        456,169.50   

TECHNE CORP COMMON MONTH END PRICE 68.3400

      10,490.11        9,009.23   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

TECHNIP SA COMMON STOCK EUR.7625

      564,083.52         602,931.72   

TECHNIPOWER SYS INC MONTH END PRICE 0.0390

      30,067.01         8.58   

TECK RESOURCES LTD CL B MONTH END PRICE 36.3500

      127,591.79         119,809.60   

TECO ENERGY INC COMMON STOCK USD1.

      93,193.78         82,224.56   

TECO ENERGY INC MONTH END PRICE 16.7600

      2,118.81         2,011.20   

TEEKAY CORP 8.5000% 01/15/20 MONTH END PRICE 105.5000

      5,519.25         5,275.00   

TEEKAY LNG PARTNERS L P MONTH END PRICE 37.7800

      195,511.29         204,199.29   

TEEKAY SHIPPING CP M I F MONTH END PRICE 32.1000

      2,914.75         3,210.00   

TEEKAY TANKERS LTD MONTH END PRICE 2.9000

      68,040.13         20,300.00   

TEKMIRA PHARMACEUT N MONTH END PRICE 4.9600

      118,421.04         128,960.00   

TEKRON INC MONTH END PRICE 0.0000

      3,522.60         —     

TELECOM ARGENTINA ADR SPN MONTH END PRICE 11.3800

      904.03         682.80   

TELECOM CP N Z SPON ADR MONTH END PRICE 9.2600

      68,699.33         71,403.86   

TELECOM ITALIA 6.175% 6/18/14 MONTH END PRICE 105.8845

      12,618.40         13,764.99   

TELECOM ITALIA NEW ADR MONTH END PRICE 9.0500

      9,845.35         7,240.00   

TELECOM ITALIA RSP MISC. EUR.55

      189,727.03         176,939.22   

TELECOM ITALIA SPA COMMON STOCK EUR.55

      334,976.92         279,120.79   

TELECOMMUNICATION SYS INC MONTH END PRICE 2.4700

      5,500.28         4,940.00   

TELECOMMUNICATION SYSTEMS A COMMON STOCK USD.01

      84,575.29         93,860.00   

TELEFLEX INC MONTH END PRICE 71.3100

      23,600.34         27,132.39   

TELEFONICA BRASIL ADR F MONTH END PRICE 24.0600

      43,862.39         46,195.20   

TELEFONICA EMI 6.421%16F MONTH END PRICE 110.9819

      14,565.00         16,647.29   

TELEFONICA EMISIONES SAU COMPANY GUAR 02/21 5.462

      8,725.00         10,662.50   

TELEFONICA EMISIONES SAU COMPANY GUAR 07/17 6.221

      38,500.00         44,500.00   

TELEFONICA EMISIONES SAU COMPANY GUAR 07/19 5.877

      60,351.60         65,550.00   

TELEFONICA SPONSORED ADR MONTH END PRICE 13.4900

      101,287.46         78,714.15   

TELENAV INC COMMON STOCK USD.001

      158,016.61         151,620.00   

TELENAV INC MONTH END PRICE 7.9884

      5,504.89         5,887.45   

TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01

      74,295.04         70,848.00   

TELIK INC NEW MONTH END PRICE 1.3100

      4.78         1.31   

TELLABS INC MONTH END PRICE 2.2800

      30,970.44         17,888.18   

TELSTRA CORP LTD COMMON STOCK NPV

      84,228.14         120,848.44   

TELSTRA CORP ORD F MONTH END PRICE 4.5370

      28,425.50         37,203.40   

TELSTRA LTD SPON ADR MONTH END PRICE 22.7500

      56,212.52         82,036.50   

TELULAR CORP MONTH END PRICE 9.4700

      17,219.45         17,160.06   

TEMASEK FINANCIAL I LTD COMPANY GUAR 144A 01/23 2.375

      247,907.50         246,226.50   

TEMPLETON CHINA WORLD FUND ADV CL MONTH END PRICE 38.8700

      8,430.86         8,880.20   

TEMPLETON CHINA WORLD FUND MONTH END PRICE 38.8700

      2,335.09         4,255.10   

TEMPLETON DRAGON FUND MONTH END PRICE 28.4400

      38,919.13         45,990.22   

TEMPLETON EMERG MKTS INCOME MONTH END PRICE 17.3100

      8,561.70         11,045.43   

TEMPLETON EMERGING MKT FD MONTH END PRICE 20.0000

      18,163.55         20,000.00   

TEMPLETON FRONTIER MARKETS A MONTH END PRICE 15.9900

      61,358.52         69,458.43   

TEMPLETON GLBL BALANCED CL A MONTH END PRICE 2.8500

      5,231.08         5,297.98   

TEMPLETON GLOBAL BOND FD ADVISOR CL MONTH END PRICE 13.3400

      690,057.53         698,974.06   

TEMPLETON GLOBAL BOND FUND CL A MONTH END PRICE 13.3800

      450,663.47         467,275.36   

TEMPLETON GLOBAL INCOME FD INC MONTH END PRICE 9.4400

      186,704.48         176,771.25   

TEMPLETON GLOBAL TOTAL MONTH END PRICE 13.6200

      74,604.47         79,346.03   

TEMPLETON GLOBAL TOTALRETURN ADV MONTH END PRICE 13.6300

      53,144.87         55,589.61   

TEMPLETON RUSSIA FD INC MONTH END PRICE 14.6300

      20,867.19         5,852.00   

TEMPUR PEDIC INTL MONTH END PRICE 31.4900

      61,575.19         49,029.93   

TENARIS S A ADR MONTH END PRICE 41.9200

      98,101.48         100,608.00   

TENCENT HOLDINGS ADR MONTH END PRICE 32.6500

      3,692.00         3,395.60   

TENET HEALTHCARE 9.2500% 02/01/15 MONTH END PRICE 112.0000

      10,485.00         11,200.00   

TENET HEALTHCARE 6.875% 11/15/31 MONTH END PRICE 90.0000

      14,350.18         16,200.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

TENET HEALTHCARE 9.875% 7/01/14 MONTH END PRICE 109.5000

      10,435.00         10,950.00   

TENET HEALTHCARE CORP COMMON STOCK USD.05

      99,278.91         77,246.13   

TENET HEALTHCARE CORP SR SECURED 05/18 10.

      47,531.87         55,737.50   

TENET HEALTHCARE NEW MONTH END PRICE 32.4700

      791.84         1,006.57   

TENN VALLEY AUTHORITY BONDS 09/39 5.25

      59,329.20         78,942.96   

TENNANT CO COMMON STOCK USD.375

      116,244.60         120,203.25   

TENNANT CO COMMON STOCK USD.375

      271,202.64         276,885.00   

TENNANT COMPANY MONTH END PRICE 43.9500

      4,799.49         5,274.00   

TENNECO PACKAGI 8.3750% 04/15/27 MONTH END PRICE 82.8750

      26,798.50         24,862.50   

TENNECO PACKAGIN 7.9500% 12/15/25 MONTH END PRICE 82.0000

      9,560.00         8,200.00   

TENNECO PKG PTV 8.1250% 06/15/17 MONTH END PRICE 99.7500

      4,857.50         4,987.50   

TERADATA CORP COMMON STOCK USD.01

      72,577.46         242,299.35   

TERADATA CORP MONTH END PRICE 61.8900

      103,117.98         99,519.12   

TERADYNE INC COMMON STOCK USD.125

      128,072.34         136,724.55   

TERADYNE INC COMMON STOCK USD.125

      124,260.56         73,572.84   

TERADYNE INCORPORATED MONTH END PRICE 16.8900

      2,048.05         2,195.70   

TEREX CORP COMMON STOCK USD.01

      697,681.33         1,101,912.00   

TEREX CORP NEW 6.5% 4/01/20 MONTH END PRICE 106.0000

      5,013.00         5,300.00   

TEREX CORP MONTH END PRICE 28.1100

      156,355.98         204,359.70   

TERRA NITROGEN CO LP MONTH END PRICE 214.0900

      5,704.63         6,858.20   

TERRACO GOLD CORP MONTH END PRICE 0.1782

      2,471.90         1,425.60   

TERRALENE FUELS CORP MONTH END PRICE 0.0009

      0.06         —     

TERRENO REALTY CORP REIT USD.01

      94,748.60         97,272.00   

TERRENO RLTY CORP MONTH END PRICE 25.9300

      19,769.45         20,095.75   

TERRESTAR CORP MONTH END PRICE 0.0047

      2,952.16         12.70   

TESCO CORP MONTH END PRICE 11.3900

      2,033.63         1,822.40   

TESCO PLC ORD MONTH END PRICE 5.4609

      4,640.84         4,914.81   

TESCO PLC SPONSORED ADR MONTH END PRICE 16.5800

      8,053.31         8,240.26   

TESLA MOTORS INC COMMON STOCK USD.001

      699,811.03         722,785.80   

TESLA MOTORS INC MONTH END PRICE 33.8700

      136,280.75         154,413.33   

TESORO 9.7500% 06/01/19 MONTH END PRICE 114.0000

      5,738.00         5,700.00   

TESORO CORP COMMON STOCK USD.167

      70,060.49         92,505.00   

TESORO CORP COMMON STOCK USD.167

      141,598.15         149,549.75   

TESORO PETE CORP MONTH END PRICE 44.0500

      48,338.09         54,903.13   

TESSCO TECH INC MONTH END PRICE 22.1400

      13,500.89         15,573.55   

TESSERA TECHNOLOGIES MONTH END PRICE 16.4500

      1,824.22         1,645.00   

TETON WESTWOOD MIGHTY MITES FUND MONTH END PRICE 18.4000

      113,769.76         129,688.02   

TETRA TECH INC COMMON STOCK USD.01

      857,832.01         858,963.75   

TETRA TECH INC NEW MONTH END PRICE 26.4700

      16,912.74         18,264.30   

TETRA TECHNOLOGIES DEL MONTH END PRICE 7.5900

      13,607.18         15,559.50   

TETRA TECHNOLOGIES INC COMMON STOCK USD.01

      771,215.72         792,502.26   

TEUCRIUM CORN ETF MONTH END PRICE 44.3200

      1,909.26         1,772.80   

TEVA PHARMACEUTICAL INDUSTRIES MONTH END PRICE 37.3400

      328,750.09         269,930.86   

TEVA PHARMACEUTICAL SP ADR ADR

      393,002.00         328,592.00   

TEVA PHARMACEUTICAL SP ADR ADR

      1,030,569.64         782,273.00   

TEVA PHARMACEUTICAL SP ADR ADR

      1,306,285.11         1,235,804.64   

TEVA PHARMACEUTICAL SP ADR ADR

      533,480.51         466,750.00   

TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01

      136,386.03         150,371.10   

TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01

      263,130.11         479,080.98   

TEXAS CAPITAL BANCSHARES XXXX MONTH END PRICE 44.8200

      82,141.96         81,213.84   

TEXAS INDS INC MONTH END PRICE 51.0100

      9,266.28         11,579.27   

TEXAS INDUSTRIES 9.2500% 08/15/20 MONTH END PRICE 107.5000

      23,116.67         26,875.00   

TEXAS INDUSTRIES INC COMMON STOCK USD1.

      188,971.74         211,181.40   

TEXAS INSTRS 2.375% 5/16/16 MONTH END PRICE 104.8097

      26,000.00         26,202.43   

 

183

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

TEXAS INSTRUMENTS INC COMMON STOCK USD1.

      509,327.32        592,191.60   

TEXAS INSTRUMENTS INC COMMON STOCK USD1.

      610,221.67        601,783.00   

TEXAS INSTRUMENTS INC COMMON STOCK USD1.

      878,764.07        917,371.00   

TEXAS INSTRUMENTS INC COMMON STOCK USD1.

      502,137.47        817,991.72   

TEXAS INSTRUMENTS INC MONTH END PRICE 30.8900

      99,354.26        98,705.13   

TEXAS PAC LD TR MONTH END PRICE 53.4300

      25,001.05        32,730.31   

TEXAS RARE EARTH RES CP MONTH END PRICE 0.5300

      7,496.95        530.00   

TEXAS ROADHOUSE INC COMMON STOCK USD.001

      373,522.81        364,560.00   

TEXAS ROADHOUSE INC MONTH END PRICE 16.8000

      6,538.66        6,636.00   

TEXTAINER GROUP HOLDINGS MONTH END PRICE 31.4600

      12,967.66        12,584.00   

TEXTRON INC COMMON STOCK USD.125

      306,976.24        347,060.00   

TEXTRON INC COMMON STOCK USD.125

      520,997.45        466,746.12   

TEXTRON INC COMMON STOCK USD.125

      132,394.76        161,506.85   

TEXTRON INC MONTH END PRICE 24.7900

      60,170.66        63,224.10   

TFS MARKET NEUTRAL FUND MONTH END PRICE 15.6200

      127,330.31        140,621.30   

TGP 130216C00037500 MONTH END PRICE 85.0000

      (2,575.17 )      (2,550.00 ) 

TGT 130119C00065000 MONTH END PRICE 3.0000

      (204.48 )      (6.00 ) 

THAILAND BAHT

      0.02        0.02   

THE ACTIVE NETWORK INC MONTH END PRICE 4.9100

      4,435.94        1,473.00   

THE CHARLES SCHWAB CORP MONTH END PRICE 14.3600

      57,694.49        59,092.84   

THE HERSHEY COMPANY MONTH END PRICE 72.2200

      151,837.63        175,905.53   

THE MADISON SQUARE GARDEN COMPANY MONTH END PRICE 44.3500

      27,872.85        33,794.70   

THE TRACKING CORPORATION MONTH END PRICE 0.0003

      8,260.55        2.10   

THE WENDYS COMPANY MONTH END PRICE 4.7000

      13,575.29        12,696.05   

THERMO FISHER SCIENTIFIC CORP COM MONTH END PRICE 63.7800

      46,133.89        52,973.65   

THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.

      1,528,729.93        1,575,366.00   

THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.

      310,755.12        548,635.56   

THERMO FISHER SCIENTIFIC SR UNSECURED 08/21 3.6

      49,904.50        53,176.50   

THERMO TECH TECHNOLOGIES INC MONTH END PRICE 0.0000

      7,611.18        —     

THERMOGENESIS CORP NEW MONTH END PRICE 0.8400

      19,493.24        25,200.00   

THESTREET COM INC MONTH END PRICE 1.6700

      6,655.74        3,092.84   

THIRD AVE REAL ESTATE VALUE FD I MONTH END PRICE 25.3700

      241,189.67        250,868.35   

THIRD AVE SMALL-CAP VALUE FD I MONTH END PRICE 22.3700

      301,810.41        302,928.48   

THIRD AVENUE INTL VALUE FD INSTL MONTH END PRICE 16.9600

      51,788.41        48,383.39   

THIRD AVENUE VALUE FUND INSTL MONTH END PRICE 49.8400

      290,725.11        262,023.93   

THOMAS PPTYS GROUP I MONTH END PRICE 5.4100

      5,426.90        5,410.00   

THOMAS WHITE INTL FD INV MONTH END PRICE 17.4700

      3,683.42        3,475.53   

THOMASVILLE NB 2% 12/11/15 MONTH END PRICE 1.0249

      16,000.00        16,397.76   

THOMASVILLE NB 2.4%17 MONTH END PRICE 1.0353

      209,000.00        216,379.79   

THOMPSON BOND FUND MONTH END PRICE 11.8600

      39,563.08        40,886.16   

THOMPSON CREEK METALS CO IN 5/15/15 MONTH END PRICE 21.4200

      2,251.96        2,677.50   

THOMPSON CREEK METALS MONTH END PRICE 4.1500

      68,457.00        83,415.00   

THOMSON REUTERS CORP F MONTH END PRICE 29.0600

      19,745.91        19,906.10   

THOR INDUSTRIES INC COMMON STOCK USD.1

      211,684.53        197,256.10   

THORATEC LABS CORP NEW MONTH END PRICE 37.5200

      18,909.85        18,760.00   

THORNBUG MORTGAGE NEW REIT MONTH END PRICE 0.0000

      73.98        —     

THORNBURG INTERNATIONAL VALUE R3 MONTH END PRICE 27.4700

      106,000.00        116,215.16   

THORNBURG INTL VALUE FUND CL A MONTH END PRICE 27.4500

      197,363.53        201,618.90   

THORNBURG INTL VALUE INSTL CLASS MONTH END PRICE 28.0900

      69,081.23        80,560.91   

THORNBURG INVESTMENT INC BUILDER I MONTH END PRICE 18.9500

      210,637.09        211,277.97   

THORNBURG INVESTMENT INCME BUILDER A MONTH END PRICE 18.8200

      5,090.99        5,298.43   

THORNBURG LTD TERM US GOVT FUND CL A MONTH END PRICE 13.7600

      3,481.87        3,503.68   

THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1

      92,271.31        92,317.60   

THORNBURG MORTGAGE SECURITIES TMST 2007 4 3A1

      86,288.40        89,601.31   

 

184

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

THORNBURG VALUE FUND CLASS A MONTH END PRICE 32.4200

      11,500.00        11,680.15   

THYSSEN KRUPP AG ORD MONTH END PRICE 23.8000

      6,331.45        2,380.00   

TIAA CREF INSTL GROWTH & INC RETAIL MONTH END PRICE 12.3500

      48,292.94        55,234.09   

TIAA CREF SOCIAL CHOICE EQ RETAIL CL MONTH END PRICE 10.8300

      34,129.15        35,729.71   

TIAA-CREF HIGH YIELD BOND FD RETAIL MONTH END PRICE 10.4500

      97,238.61        102,618.28   

TIAA-CREF INSTL MIDCAP GROWTH RETAIL MONTH END PRICE 19.0800

      93,179.62        91,081.39   

TIBCO SOFTWARE INC COMMON STOCK USD.001

      1,077,329.34        1,181,937.00   

TIBCO SOFTWARE INC MONTH END PRICE 21.9800

      43,820.48        37,058.28   

TICC CAPITAL CORP MONTH END PRICE 10.1200

      21,996.12        20,850.53   

TIDEWATER INC COMMON STOCK USD.1

      570,832.31        491,480.00   

TIDEWATER INC COMMON STOCK USD.1

      556,334.68        554,032.00   

TIERONE CORPORATION MONTH END PRICE 0.0000

      3,092.78        —     

TIFFANY & CO NEW MONTH END PRICE 57.3400

      39,665.89        38,360.46   

TIFFANY + CO COMMON STOCK USD.01

      103,118.54        159,290.52   

TIGER TELEMATICS INC NEW MONTH END PRICE 0.0000

      1,122.47        —     

TILE SHOP HLDGS INCLTD MONTH END PRICE 16.8300

      10,205.95        11,781.00   

TILLY’S INC MONTH END PRICE 13.4900

      2,111.75        1,618.80   

TIM HORTONS INC MONTH END PRICE 49.1800

      18,465.51        18,491.68   

TIM PARTICIPACOES SA ADR ADR

      134,860.75        103,064.00   

TIMBERLINE RESOURCES CP MONTH END PRICE 0.2229

      10,413.90        2,229.00   

TIME WARNER CABLE COMMON STOCK USD.01

      517,268.42        704,433.12   

TIME WARNER CABLE INC COMPANY GUAR 02/19 8.75

      118,543.46        161,899.20   

TIME WARNER CABLE INC COMPANY GUAR 02/21 4.125

      19,470.80        21,902.48   

TIME WARNER CABLE INC COMPANY GUAR 04/19 8.25

      105,346.17        133,073.70   

TIME WARNER CABLE INC COMPANY GUAR 06/39 6.75

      48,565.50        63,418.70   

TIME WARNER CABLE INC COMPANY GUAR 07/18 6.75

      25,118.40        24,983.66   

TIME WARNER CABLE INC COMPANY GUAR 11/40 5.875

      316,133.54        361,210.76   

TIME WARNER CABLE INC MONTH END PRICE 97.1900

      68,246.31        91,039.01   

TIME WARNER INC COMMON STOCK USD.01

      1,127,543.34        1,067,230.79   

TIME WARNER INC COMPANY GUAR 01/21 4.7

      19,952.40        22,769.02   

TIME WARNER INC COMPANY GUAR 03/41 6.25

      10,405.30        12,347.06   

TIME WARNER INC COMPANY GUAR 04/31 7.625

      68,424.87        96,367.74   

TIME WARNER INC NEW MONTH END PRICE 47.8300

      36,211.75        48,685.20   

TIMKEN CO MONTH END PRICE 47.8300

      6,851.91        7,562.31   

TITAN INTERNATIONAL INC MONTH END PRICE 21.7200

      17,629.61        16,299.06   

TITAN IRON ORE CORP MONTH END PRICE 0.2075

      2,623.90        415.00   

TITAN MACHINERY INC COMMON STOCK USD.00001

      275,681.42        277,875.00   

TITAN MACHY INC MONTH END PRICE 24.7000

      39,610.11        39,421.20   

TITAN OIL & GAS INC NEW MONTH END PRICE 0.0116

      13,259.91        135.72   

TITANIUM METALS CORP NEW MONTH END PRICE 16.5100

      136,790.47        142,950.08   

TIVO INC MONTH END PRICE 12.3100

      272,180.73        320,023.07   

TJX 130119C00045000 MONTH END PRICE 15.0000

      (68.29 )      (15.00 ) 

TJX COMPANIES INC COMMON STOCK USD1.

      171,521.56        731,073.90   

TLAB 130119C00002500 MONTH END PRICE 80.0000

      (4,004.92 )      (4,000.00 ) 

TMS INTERNATIONAL CORP A COMMON STOCK USD.001

      140,322.34        159,004.00   

TNA 121228C00060000 MONTH END PRICE 27.0000

      (10,724.34 )      (2,430.00 ) 

TNA 121228C00060500 MONTH END PRICE 15.0000

      (348.47 )      (90.00 ) 

TNA 121228C00062000 MONTH END PRICE 5.0000

      (438.05 )      (20.00 ) 

TNA 121228C00063000 MONTH END PRICE 5.0000

      (259.17 )      (10.00 ) 

TNA 130104C00060500 MONTH END PRICE 400.0000

      (257.28 )      (400.00 ) 

TNA 130104C00061500 MONTH END PRICE 320.0000

      (243.23 )      (320.00 ) 

TNA 130104C00062000 MONTH END PRICE 310.0000

      (1,628.91 )      (2,480.00 ) 

TNA 130119C00058000 MONTH END PRICE 710.0000

      (392.28 )      (710.00 ) 

TNA 130119C00059000 MONTH END PRICE 630.0000

      (18,209.81 )      (16,380.00 ) 

 

185

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

TNA 130119C00060000 MONTH END PRICE 560.0000

      (19,416.00 )      (19,600.00 ) 

TNA 130119C00061000 MONTH END PRICE 510.0000

      (287.28 )      (510.00 ) 

TNA 130119C00062000 MONTH END PRICE 430.0000

      (3,893.35 )      (4,300.00 ) 

TNA 130119C00063000 MONTH END PRICE 380.0000

      (352.28 )      (380.00 ) 

TNX TELEVISION HOLDINGS MONTH END PRICE 0.0000

      1,229.95        —     

TOCQUEVILLE FUND MONTH END PRICE 24.0300

      1,349,533.95        1,500,280.83   

TOCQUEVILLE GOLD FUND MONTH END PRICE 63.5900

      1,484,446.40        1,361,865.31   

TOCQUEVILLE INTL VALUE FUND MONTH END PRICE 12.4800

      9,182.34        8,206.05   

TOKIO MARINE HOLDINGS INC COMMON STOCK

      153,957.20        164,503.76   

TOKYO ELECTRON LTD COMMON STOCK

      218,711.31        230,065.89   

TOLL BROTHERS INC MONTH END PRICE 32.3300

      150,513.81        150,011.20   

TOLL HOLDINGS LTD ORD F MONTH END PRICE 4.7342

      3,119.75        2,603.81   

TOMPKINS FINANCIAL CORP COMMON STOCK USD.1

      60,812.85        59,460.00   

TOOTIE PIE CO INC MONTH END PRICE 0.2600

      68,289.82        51,142.00   

TOOTSIE ROLL INDS INC MONTH END PRICE 25.9200

      1,910.11        1,893.42   

TOPAZ RESOURCES INC MONTH END PRICE 0.0026

      36.00        1.56   

TORCH ENERGY ROYALTY TR MONTH END PRICE 0.6738

      17,575.37        6,738.00   

TORCHMARK CORP 9.2500% 06/15/19 MONTH END PRICE 134.5743

      20,111.04        21,531.89   

TORCHMARK CORP COMMON STOCK USD1.

      49,746.73        117,239.23   

TORCHMARK CORP MONTH END PRICE 51.6700

      10,245.51        12,555.81   

TORO COMPANY MONTH END PRICE 42.9800

      2,937.82        3,438.40   

TORON INC MONTH END PRICE 0.0013

      581.95        6.50   

TORONTO DOMINION BANK COMMON STOCK NPV

      668,070.91        712,300.19   

TORONTO DOMINION BK ONT MONTH END PRICE 84.3300

      98,319.10        104,063.22   

TORRAY FUND MONTH END PRICE 33.0000

      124,576.75        103,794.37   

TORRENT ENERGY CORP MONTH END PRICE 0.0015

      495.66        0.30   

TORTOISE EGY INFRASTRUCT MONTH END PRICE 37.9001

      17,563.40        18,232.47   

TORTOISE ENERGY CAPITAL MONTH END PRICE 28.4700

      28,378.45        28,882.85   

TORTOISE MLP FUND INC MONTH END PRICE 24.5100

      4,973.10        4,902.00   

TORTOISE PWR & EGY I MONTH END PRICE 25.1800

      24,817.81        29,180.16   

TOSHIBA TEC CORP COMMON STOCK

      168,570.21        246,434.01   

TOT 140118C00050000 MONTH END PRICE 430.0000

      (785.76 )      (1,290.00 ) 

TOTAL FINA S A ADR F MONTH END PRICE 52.0100

      368,186.87        379,204.91   

TOTAL SA SPON ADR ADR

      367,654.36        327,663.00   

TOTAL SYSTEM SERVICES INC COMMON STOCK USD.1

      94,040.74        81,353.16   

TOTAL SYSTEMS SERVICES MONTH END PRICE 21.4200

      10,178.96        13,109.04   

TOTALLY GREEN INC NEW MONTH END PRICE 1.0500

      190.07        31.50   

TOUCHSTONE EMRG MKTS MONTH END PRICE 13.0000

      13,864.36        14,849.43   

TOUCHSTONE FOCUSED FUND CLASS Y MONTH END PRICE 25.0800

      61,427.50        79,750.69   

TOUCHSTONE LARGE-CAP GROWTH FD CL A MONTH END PRICE 26.4700

      18,909.19        21,604.07   

TOUCHSTONE MID CAP VALUE OPP Y MONTH END PRICE 7.5700

      98,973.28        68,717.41   

TOUCHSTONE SANDS CAP SLCT GRWTH CL Z MONTH END PRICE 12.5200

      268,555.08        300,667.96   

TOUCHSTONE SANDS CAPITAL INSTL GROWT MONTH END PRICE 17.1200

      50,419.55        80,603.25   

TOUCHSTONE SMALL CAP VALUE CL A MONTH END PRICE 19.0800

      89,461.53        94,353.90   

TOUCHSTONE ULTRA SH DUR FXD INC CL Z MONTH END PRICE 9.5400

      27,061.30        27,004.94   

TOUR CFG INC MONTH END PRICE 0.0000

      740.77        —     

TOWERS WATSON & CO MONTH END PRICE 56.2100

      6,322.36        6,132.60   

TOWERSTREAM CORP MONTH END PRICE 3.2500

      5,221.49        4,875.00   

TOYOTA FINL SVGS 3% 2/23/18 MONTH END PRICE 1.0476

      5,000.00        5,238.00   

TOYOTA INDUSTRIES ORD MONTH END PRICE 32.0000

      6,206.75        6,400.00   

TOYOTA MOTOR CORP COMMON STOCK

      385,396.50        452,762.71   

TOYOTA MOTOR CORP MONTH END PRICE 46.5800

      17,250.89        20,681.52   

TOYOTA MOTOR CP ADR NEW MONTH END PRICE 93.2500

      369,948.90        444,522.75   

TOYOTA MOTOR CR 2.8% 1/11/16 MONTH END PRICE 105.3318

      50,060.11        52,665.90   

 

186

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/17 1.25

      199,884.00         201,422.60   

TRACTOR SUPPLY CO MONTH END PRICE 88.3600

      75,352.48         71,995.90   

TRADESHOW MARKETING CO MONTH END PRICE 0.0001

      5,007.20         0.42   

TRANS1 INC MONTH END PRICE 2.4800

      5,586.25         4,960.00   

TRANSALTA CORP MONTH END PRICE 15.2400

      42,974.50         35,052.00   

TRANSAMERICA DIVERSIFIED EQTY FD I MONTH END PRICE 13.8900

      47,636.04         47,714.33   

TRANSAMERICA FDS MONTH END PRICE 10.2000

      71,192.46         70,849.60   

TRANSATLANTIC PETE CORP MONTH END PRICE 0.8300

      3,956.96         2,324.00   

TRANSCANADA CORP MONTH END PRICE 47.3200

      146,740.43         164,295.04   

TRANSCAT INC MONTH END PRICE 5.9300

      8,103.24         5,930.00   

TRANSCEPT PHARMACEUTICALS INC MONTH END PRICE 4.4500

      5,343.95         4,450.00   

TRANSDIGM GROUP INC MONTH END PRICE 136.3600

      56,181.36         54,134.92   

TRANSMONTAIGNE PARTNERS L P MONTH END PRICE 37.9700

      1,563.16         1,898.50   

TRANSOCEAN INC NEW MONTH END PRICE 44.6600

      431,363.48         376,707.66   

TRANZBYTE CORP MONTH END PRICE 0.0025

      7,913.15         1,595.00   

TRAVELCENTERS OF AMERICA MONTH END PRICE 4.7000

      2,223.95         2,350.00   

TRAVELERS COMPANIES INC MONTH END PRICE 71.8200

      103,766.23         114,585.18   

TRAVELERS COS INC/THE COMMON STOCK NPV

      362,600.73         474,012.00   

TRAVELERS COS INC/THE COMMON STOCK NPV

      345,664.31         650,042.82   

TRAVELZOO INC MONTH END PRICE 18.9900

      5,628.44         3,418.20   

TREASURY BILL 08/13 0.00000

      1,198,522.33         1,198,522.33   

TREASURY BILL 11/13 0.00000

      99,841.50         99,841.50   

TREASURY INTL INC NEW MONTH END PRICE 0.0000

      2,104.90         —     

TREASURY METALS INC MONTH END PRICE 0.8931

      3,708.18         4,290.45   

TREATY ENERGY CORP MONTH END PRICE 0.0185

      13,332.38         508.20   

TREE.COM INC MONTH END PRICE 18.0300

      21.02         36.06   

TREEHOUSE FOODS INC MONTH END PRICE 52.1300

      4,484.86         7,819.50   

TRENDSETTER SOLAR NEW MONTH END PRICE 0.0020

      1,866.18         13.00   

TRESORO MINING CORP MONTH END PRICE 0.0210

      12,015.35         438.38   

TREVALI MINING CORP F MONTH END PRICE 1.0500

      8,915.49         7,140.00   

TREX COMPANY INC MONTH END PRICE 37.2300

      1,926.95         2,792.25   

TRIAD GUARANTY INC MONTH END PRICE 0.0700

      1,948.44         566.51   

TRIANGLE CAP CORP MONTH END PRICE 25.4900

      6,623.09         7,754.23   

TRIANGLE PETROLEUM NEW MONTH END PRICE 5.9900

      908.45         898.50   

TRIBUTARY GROWTH OPPS INST MONTH END PRICE 15.1300

      18,000.00         22,033.99   

TRICO BANCSHARES COMMON STOCK NPV

      105,587.72         108,875.00   

TRICO BANCSHS CHICO CA MONTH END PRICE 16.7500

      5,806.95         8,375.00   

TRICO MARINE SVCS NEW MONTH END PRICE 0.0000

      1,044.30         —     

TRIMAS CORPORATION MONTH END PRICE 28.0077

      21,611.97         26,635.32   

TRIMBLE NAV LTD MONTH END PRICE 59.7800

      21,049.01         24,031.56   

TRINA SOLAR LIMITED MONTH END PRICE 4.3400

      55,874.75         18,228.00   

TRINITY BIOTECH NEW ADR MONTH END PRICE 14.4200

      2,746.16         4,008.76   

TRINITY INDS INC MONTH END PRICE 35.8200

      25,171.72         34,441.55   

TRINSIC INC NEW MONTH END PRICE 0.0000

      7,332.56         —     

TRIPADVISOR INC COMMON STOCK USD.001

      81,329.06         108,970.12   

TRIPADVISOR INC MONTH END PRICE 41.9200

      10,509.54         10,521.92   

TRIPLE S MANAGEMENT CORP B COMMON STOCK USD1.

      153,404.51         160,689.00   

TRIQUINT SEMICONDUCTOR MONTH END PRICE 4.8300

      22,773.11         15,939.00   

TRI-TECH HOLDING INC MONTH END PRICE 2.7500

      508.15         275.00   

TRIUMPH GROUP INC COMMON STOCK USD.001

      179,756.38         188,717.00   

TRIUMPH GROUP INC COMMON STOCK USD.001

      732,989.82         1,021,945.00   

TRIUMPH GRP INC NEW MONTH END PRICE 65.3000

      9,879.27         10,461.46   

TRONOX INC SER A 18 WTS 1/25/18 MONTH END PRICE 49.5000

      234.48         49.50   

TRONOX INC SER B 18 WTS 1/25/18 MONTH END PRICE 48.0000

      234.48         48.00   

 

187

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

TRONOX LTD CLASS A F MONTH END PRICE 18.2500

      9,581.75        9,125.00   

TRUE 2 BEAUTY INC NEW MONTH END PRICE 0.4200

      568.72        33.60   

TRUE NORTH ENERGY CORP MONTH END PRICE 0.0300

      3,064.91        60.00   

TRUEBLUE INC MONTH END PRICE 15.7500

      1,573.98        1,701.00   

TRULAN RESOURCES INC MONTH END PRICE 0.1800

      182.22        9.00   

TRUSTCASH HLDGS INC MONTH END PRICE 0.0001

      18.00        0.30   

TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01

      750,440.51        1,090,963.50   

TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK USD.01

      579,613.63        761,262.00   

TRW AUTOMOTIVE HOLDINGS MONTH END PRICE 53.6100

      26,404.30        31,576.29   

TSAKOS ENERGY NAV LTD MONTH END PRICE 3.7500

      60,457.07        34,875.00   

TSL 130622C00006000 MONTH END PRICE 49.0000

      (125.77 )      (147.00 ) 

TSY INFL IX N/B 02/42 0.75

      1,160,245.31        1,255,758.50   

TTC TECHNOLOGY CORP F MONTH END PRICE 0.0000

      1,014.37        —     

TTM TECHNOLOGIES COMMON STOCK USD.001

      206,518.26        208,840.00   

TTM TECHNOLOGIES INC MONTH END PRICE 9.1900

      7,113.80        4,778.80   

TUBE MEDIA CORP MONTH END PRICE 0.0000

      2,409.95        —     

TUCANA LITHIUM CORP MONTH END PRICE 0.0200

      3,163.90        400.00   

TUFCO TECHNOLOGIES INC MONTH END PRICE 4.5500

      1,099.38        910.00   

TUFFNELL LTD MONTH END PRICE 0.0073

      2,540.15        91.25   

TULLOW OIL PLC ADR MONTH END PRICE 10.4200

      3,342.55        3,480.28   

TUMI HOLDINGS INC COMMON STOCK USD.01

      248,454.87        229,078.95   

TUPPERWARE CORP MONTH END PRICE 64.1000

      33,595.33        37,795.98   

TURKISH INVT FD INC MONTH END PRICE 16.6400

      2,006.64        1,763.84   

TURKISH LIRA

      2,438.13        2,446.40   

TURKPOWER CORP MONTH END PRICE 0.0849

      2,806.95        679.20   

TURNER LARGE GROWTH FUND INV CL MONTH END PRICE 12.4200

      13,672.37        14,345.37   

TURNER MIDCAP GROWTH FUND CL I MONTH END PRICE 33.6600

      249,031.82        270,033.14   

TURNER SMALL CAP GROWTH FD MONTH END PRICE 33.6500

      32,000.00        32,502.27   

TURNER TITAN INSTL CL MONTH END PRICE 9.8000

      2,020.78        1,938.34   

TURQUOISE HILL RES LTD F MONTH END PRICE 7.6100

      12,679.36        11,415.00   

TUTOR PERINI CORP COMMON STOCK USD1.

      124,412.10        123,300.00   

TUTOR PERINI CORP MONTH END PRICE 13.7000

      8,487.02        9,179.00   

TW TELECOM INC CL A MONTH END PRICE 25.4700

      4,087.83        5,094.00   

TWEEDY BROWNE GLOBAL VALUE FD MONTH END PRICE 23.2400

      425,973.03        437,273.64   

TWEEDY BROWNE GLOBAL MONTH END PRICE 12.4700

      11,010.31        13,560.51   

TWEEDY BROWNE VALUE FD MONTH END PRICE 19.7600

      15.43        18.79   

TWEEDY BROWNE WRLDWDE HI DIV YLD VAL MONTH END PRICE 10.1600

      17,126.13        21,123.42   

TWM 130119C00047000 MONTH END PRICE 5.0000

      (1,092.28 )      (5.00 ) 

TWO HARBORS INVESTMENT MONTH END PRICE 11.0800

      259,293.84        261,853.42   

TWO RIVERS WATER CO MONTH END PRICE 1.2000

      4,428.90        1,809.60   

TYCO INTERNATIONAL LTD COMMON STOCK USD6.7

      316,107.93        339,300.00   

TYCO INTERNATIONAL LTD COMMON STOCK USD6.7

      210,032.74        316,368.00   

TYCO INTERNATIONAL LTD NEW MONTH END PRICE 29.2500

      2,303.51        1,813.50   

TYHEE GOLD CORPORATION F MONTH END PRICE 0.0781

      14,327.56        2,108.70   

TYLER TECHNOLOGIES INC COMMON STOCK USD.01

      1,299,515.61        1,531,915.00   

TYLER TECHNOLOGIES INC MONTH END PRICE 48.4400

      3,897.06        4,601.80   

TYSON FOODS INC CL A COMMON STOCK USD.1

      335,279.10        329,800.00   

TYSON FOODS INC CL A COMMON STOCK USD.1

      111,866.94        131,861.80   

TYSON FOODS INC CL A MONTH END PRICE 19.4000

      4,980.96        5,879.02   

TZA 121228C00014500 MONTH END PRICE 1.0000

      (38.15 )      (3.00 ) 

TZA 130104C00014500 MONTH END PRICE 14.0000

      (556.39 )      (196.00 ) 

TZA 130104C00015000 MONTH END PRICE 10.0000

      (132.72 )      (30.00 ) 

TZA 130119C00015000 MONTH END PRICE 33.0000

      (435.43 )      (330.00 ) 

TZA 130119C00017000 MONTH END PRICE 15.0000

      (1,542.70 )      (795.00 ) 

 

188

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

U S A TRUCK INC MONTH END PRICE 3.4500

      7,363.90        2,070.00   

U S AIRWAYS GROUP INC MONTH END PRICE 13.5000

      2,481,563.99        2,714,418.00   

U S AUTO PARTS NETWORK INC MONTH END PRICE 1.8300

      607.70        183.00   

U S CHINA MNG GROUP INC MONTH END PRICE 0.3800

      10,270.85        1,140.00   

U S CONCRETE INC NEW MONTH END PRICE 9.0500

      11,009.56        13,140.60   

U S FUEL CORP MONTH END PRICE 0.0630

      56,079.31        5,638.50   

U S GEOTHERMAL INC MONTH END PRICE 0.3620

      3,051.02        3,258.00   

U S GLOBAL INVESTORS CLASS A MONTH END PRICE 4.0100

      9,617.67        5,904.02   

U S MICROBICS MONTH END PRICE 0.0000

      0.04        —     

U S SHIPPING PARTNERS L P MONTH END PRICE 0.0000

      4,203.55        —     

U S SILICA HLDGS INC MONTH END PRICE 16.7300

      40,378.77        46,007.50   

U S SILVER & GOLD INC F MONTH END PRICE 1.7320

      2,551.73        1,160.44   

U S TREAS STRIP 0% 11/15/29 MONTH END PRICE 62.9609

      14,818.90        18,888.27   

U S TREAS STRIP 0% 2/15/19 MONTH END PRICE 93.9453

      30,655.25        46,972.65   

U S WIRELESS ONLINE NEW MONTH END PRICE 0.0122

      1,756.95        66.64   

U.S. BANCORP 6% PFD MONTH END PRICE 27.7500

      12,756.95        13,875.00   

U308 CORP MONTH END PRICE 0.2300

      5,966.94        8,314.27   

UAL 130119C00015000 MONTH END PRICE 845.0000

      (11,934.58 )      (16,900.00 ) 

UAL 130119C00017500 MONTH END PRICE 585.0000

      (2,709.16 )      (2,925.00 ) 

UAL 130119C00022000 MONTH END PRICE 165.0000

      (8,734.35 )      (7,260.00 ) 

UAL 130119C00023000 MONTH END PRICE 98.0000

      (225.53 )      (196.00 ) 

UAL 130119C00024000 MONTH END PRICE 52.0000

      (701.07 )      (520.00 ) 

UAL 130119C00025000 MONTH END PRICE 26.0000

      (1,017.82 )      (520.00 ) 

UAL 130316C00022000 MONTH END PRICE 256.0000

      (301.52 )      (512.00 ) 

UAL 130316C00024000 MONTH END PRICE 145.0000

      (1,517.80 )      (2,900.00 ) 

UAL 130316C00025000 MONTH END PRICE 108.0000

      (985.42 )      (1,080.00 ) 

UAL 130316C00027000 MONTH END PRICE 60.0000

      (705.42 )      (600.00 ) 

UAL 130622C00029000 MONTH END PRICE 89.0000

      (613.42 )      (534.00 ) 

UBIQUITI NETWORKS IN MONTH END PRICE 12.1400

      16,844.15        7,587.50   

UBISOFT ENTERTAINMENT COMMON STOCK EUR.0775

      335,777.79        383,995.24   

UBM PLC NOTES 144A 11/20 5.75

      68,806.50        73,845.45   

UBS AG JERSEY 2040F MONTH END PRICE 32.5400

      32,877.88        35,143.20   

UBS AG JERSEY BRH ET MONTH END PRICE 19.8800

      10,849.54        9,940.00   

UBS AG JERSEY BRH MONTH END PRICE 22.0600

      9,770.80        11,030.00   

UBS AG JERSEY BRH MONTH END PRICE 44.3400

      7,706.95        7,759.50   

UBS AG JERSEY MONTH END PRICE 17.5900

      5,405.87        4,397.50   

UBS AG LONDON BRH ET MONTH END PRICE 28.0600

      11,712.86        11,925.50   

UBS AG LONDON BRH LEV LKD 13 MONTH END PRICE 27.4510

      284,906.00        312,666.89   

UBS AG NEW MONTH END PRICE 15.7400

      12,962.54        13,347.52   

UBS AG REG COMMON STOCK CHF.1

      672,466.01        671,208.83   

UBS AG STAMFORD CT NOTES 01/15 3.875

      258,889.80        274,732.12   

UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2012 C4 AS 144A

      71,749.60        70,773.22   

UCO 130119C00030000 MONTH END PRICE 90.0000

      (155.77 )      (270.00 ) 

UCO 130119C00045000 MONTH END PRICE 5.0000

      (589.25 )      (25.00 ) 

UCORE RARE METALS INC F MONTH END PRICE 0.4930

      24,028.50        14,888.60   

UDR INC MONTH END PRICE 23.7800

      2,383.90        2,378.00   

UDS GROUP INC MONTH END PRICE 0.0001

      29,426.22        11.80   

UEX CORP MONTH END PRICE 0.5800

      31,911.26        10,579.20   

UGI CORP NEW MONTH END PRICE 32.7100

      40,332.24        46,166.14   

UIL HOLDINGS CO MONTH END PRICE 35.8100

      36,584.23        46,602.06   

UIL HOLDINGS CORP COMMON STOCK NPV

      481,660.57        472,692.00   

ULTA SALON COSM & FRAG MONTH END PRICE 98.2600

      46,915.51        47,263.06   

ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01

      725,470.48        851,578.20   

ULTIMATE SOFTWARE GROUP MONTH END PRICE 94.4100

      5,923.65        7,552.80   

 

189

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

ULTRA PETROLEUM CORP COMMON STOCK NPV

      847,541.00        670,810.00   

ULTRA PETROLEUM CORP MONTH END PRICE 18.1300

      171,344.13        121,235.31   

ULTRA SUN CORP MONTH END PRICE 0.5100

      6,750.65        3,366.00   

ULTRALIFE BATTERIES INC MONTH END PRICE 3.2400

      6,119.35        3,709.80   

ULTRAPAR PART SPON ADR MONTH END PRICE 22.2800

      11,806.65        16,041.60   

ULTRATECH INC COMMON STOCK USD.001

      347,142.14        399,893.30   

UMH PROPERTIES INC MONTH END PRICE 10.3300

      31,650.39        34,950.61   

UMICORE COMMON STOCK NPV

      83,587.07        109,123.83   

UMPQUA HOLDINGS CORP MONTH END PRICE 11.7900

      12,571.77        14,619.60   

UNDER ARMOUR INC CL A MONTH END PRICE 48.5300

      264,779.42        245,998.57   

UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333

      931,762.37        936,629.00   

UNDISCOVERED MANAGERS FDSBEHAVIOR MONTH END PRICE 38.6600

      5,127.00        5,233.95   

UNG 130420C00030000 MONTH END PRICE 4.0000

      (254.24 )      (20.00 ) 

UNI PIXEL INC NEW MONTH END PRICE 13.6900

      6,790.95        13,690.00   

UNIBAIL RODAMCO SE REIT EUR5.

      159,786.50        211,267.98   

UNICO INC ARIZONA NEW MONTH END PRICE 0.0001

      42,970.71        31.76   

UNICREDIT SPA COMMON STOCK NPV

      869,691.03        706,714.99   

UNIGENE LABORATORIES INC MONTH END PRICE 0.1380

      10,006.95        2,760.00   

UNILEVER N V NY SHS NEW MONTH END PRICE 38.3000

      12,559.18        15,358.30   

UNILEVER NV CVA DUTCH CERT EUR.16

      478,723.87        558,082.34   

UNILEVER PLC ADR NEW MONTH END PRICE 38.7200

      28,011.99        31,691.24   

UNION ELECTRIC $3.50 PFD MONTH END PRICE 78.7700

      7,312.95        7,877.00   

UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33

      131,939.19        134,045.00   

UNION PACIFIC CORP COMMON STOCK USD2.5

      203,330.50        226,296.00   

UNION PACIFIC CORP COMMON STOCK USD2.5

      1,158,751.16        1,164,418.64   

UNION PACIFIC CORP COMMON STOCK USD2.5

      428,619.29        1,396,623.48   

UNION PACIFIC CORP MONTH END PRICE 125.7200

      301,129.48        357,725.84   

UNION SVG BANK N 2.3% 2/29/16 MONTH END PRICE 1.0255

      5,000.00        5,127.35   

UNIONTOWN ENERGY MONTH END PRICE 0.0120

      5,790.60        41.20   

UNIQUE PIZZA & SUBS NEW MONTH END PRICE 0.0200

      50,199.12        12.30   

UNISYS CORP SER A CV MONTH END PRICE 52.8099

      11,552.26        11,618.18   

UNISYS CORP MONTH END PRICE 17.3000

      17,639.01        15,051.00   

UNIT CORP COMMON STOCK USD.2

      930,911.91        987,766.30   

UNIT CORP MONTH END PRICE 45.0500

      19,055.46        18,020.00   

UNITED AMERICAN PETE MONTH END PRICE 0.0906

      8,010.73        579.84   

UNITED CONTL HLDGS INC MONTH END PRICE 23.3800*

      38,603,003.31        44,262,337.98   

UNITED ENVIRONMENTAL ENERGY CP NEW MONTH END PRICE 0.0000

      9.01        —     

UNITED FIRE GROUP INC COMMON STOCK USD.001

      213,663.34        222,768.00   

UNITED GUARDIAN INC MONTH END PRICE 19.6700

      187,341.02        275,380.00   

UNITED INTERNET AG REG SHARE COMMON STOCK NPV

      102,042.90        115,760.32   

UNITED MEXICAN STATES SR UNSECURED 01/40 6.05

      36,720.00        42,912.00   

UNITED MEXICAN STATES SR UNSECURED 03/44 4.75

      94,012.48        131,080.00   

UNITED NATURAL FOODS INC COMMON STOCK USD.01

      536,649.78        546,618.00   

UNITED NATURAL FOODS INC MONTH END PRICE 53.5900

      11,624.95        10,718.00   

UNITED ONLINE INC COMMON STOCK USD.0001

      864,134.66        813,345.00   

UNITED ONLINE INC MONTH END PRICE 5.5900

      8,115.65        9,749.29   

UNITED OVERSEAS BANK LTD COMMON STOCK NPV

      1,042,122.98        1,162,868.40   

UNITED PARCEL SERVICE B MONTH END PRICE 73.7300

      658,006.54        675,944.94   

UNITED PARCEL SERVICE CL B COMMON STOCK USD.01

      533,042.84        530,856.00   

UNITED PARCEL SERVICE CL B COMMON STOCK USD.01

      526,253.58        530,856.00   

UNITED PARCEL SERVICE CL B COMMON STOCK USD.01

      1,124,988.94        1,244,709.86   

UNITED PARCEL SERVICE SR UNSECURED 01/13 4.5

      79,660.00        80,114.80   

UNITED RENTALS INC COMMON STOCK USD.01

      730,450.65        801,197.52   

UNITED RENTALS INC MONTH END PRICE 45.5200

      21,709.20        23,215.20   

 

190

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

UNITED SILVER CORP F MONTH END PRICE 0.1770

      1,003.06         194.70   

UNITED ST COMMODITY ETV MONTH END PRICE 58.6299

      63,475.11         58,629.90   

UNITED ST NAT GAS FD NEW MONTH END PRICE 18.9000

      236,663.62         235,758.60   

UNITED STATES 12 MON MONTH END PRICE 17.2400

      5,217.37         5,172.00   

UNITED STATES OIL & MONTH END PRICE 0.0001

      2,189.30         5.00   

UNITED STATES OIL FUND MONTH END PRICE 33.3700

      316,418.40         302,165.35   

UNITED STATES STEEL CORP COMMON STOCK USD1.

      35,902.95         35,805.00   

UNITED STATES STEEL CORP COMMON STOCK USD1.

      132,395.55         81,516.05   

UNITED STATES STEEL CORP MONTH END PRICE 23.8500

      296,408.27         313,308.30   

UNITED STS 12 MO OIL FD MONTH END PRICE 39.6700

      40,427.60         40,225.38   

UNITED STSTAES GAS FD ETF MONTH END PRICE 58.4400

      16,236.29         17,648.88   

UNITED TECHNOLOGIES 5.375% 12/15/17 MONTH END PRICE 118.9247

      10,368.40         11,892.47   

UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

      576,094.76         598,673.00   

UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

      1,066,834.27         1,107,135.00   

UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

      1,292,033.14         1,361,366.00   

UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

      724,255.74         1,618,303.33   

UNITED TECHNOLOGIES CORP SR UNSECURED 04/20 4.5

      71,465.80         82,239.78   

UNITED TECHNOLOGIES CORP SR UNSECURED 06/42 4.5

      39,856.84         44,446.44   

UNITED TECHNOLOGIES CORP MONTH END PRICE 82.0100

      660,875.86         732,813.27   

UNITED THERAPEUTICS CORP MONTH END PRICE 53.4200

      113,783.53         119,607.38   

UNITEDHEALTH GROUP INC COMMON STOCK USD.01

      1,289,214.74         1,345,152.00   

UNITEDHEALTH GROUP INC COMMON STOCK USD.01

      1,025,125.60         1,008,864.00   

UNITEDHEALTH GROUP INC COMMON STOCK USD.01

      602,343.28         1,305,882.24   

UNITEDHEALTH GROUP INC SR UNSECURED 02/13 4.875

      79,160.80         80,400.48   

UNITEDHEALTH GROUP INC SR UNSECURED 04/13 4.875

      78,902.40         80,841.12   

UNITEDHEALTH GROUP INC SR UNSECURED 11/21 3.375

      126,587.60         127,844.76   

UNITEDHEALTH GROUP INC MONTH END PRICE 54.2400

      457,320.25         472,640.42   

UNITIL CORPORATION MONTH END PRICE 25.9200

      10,078.55         10,368.00   

UNIVERSAL AMERICAN CORP COMMON STOCK USD.01

      217,838.52         216,468.00   

UNIVERSAL AMERICAN NEW MONTH END PRICE 8.5900

      1,632.75         1,503.25   

UNIVERSAL CORP VA MONTH END PRICE 49.9100

      6,469.98         8,414.66   

UNIVERSAL DISPLAY CORP MONTH END PRICE 25.6200

      137,406.99         91,232.82   

UNIVERSAL EXPRESS INC MONTH END PRICE 0.0000

      1,429.85         —     

UNIVERSAL FOREST PRODUCT MONTH END PRICE 38.0400

      2,216.16         2,472.60   

UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV

      800,369.77         763,653.00   

UNIVERSAL GUARDIAN HLDGS MONTH END PRICE 0.0000

      1,714.34         —     

UNIVERSAL HEALTH SVCS CL B MONTH END PRICE 48.3500

      22,430.68         24,188.21   

UNIVERSAL INS HLDGS INC MONTH END PRICE 4.3800

      17,266.80         17,520.00   

UNIVERSAL POTASH CORP MONTH END PRICE 0.0006

      2,499.85         1.80   

UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001

      80,574.40         80,320.00   

UNIVISION COMMUNICATIONS SR SECURED 144A 09/22 6.75

      130,000.00         134,225.00   

UNUM GROUP COMMON STOCK USD.1

      172,140.46         139,119.24   

UNWIRED PLANET INC COMMON STOCK USD.001

      23,628.20         22,200.00   

UNWIRED PLANET INC NEW MONTH END PRICE 1.2000

      1,549.91         720.00   

UOMO MEDIA INC NEW MONTH END PRICE 0.1500

      1,905.79         3.90   

UPLIFT NUTRITION INC NEW MONTH END PRICE 0.0300

      93,699.85         263.04   

UPM-KYMMENE CP SPON ADR MONTH END PRICE 11.6400

      22,986.95         23,280.00   

UPS MONTH END PRICE 120.4385

      3,706.06         4,817.54   

UQM TECHNOLOGIES INC MONTH END PRICE 0.7600

      73,232.94         30,064.84   

UR ENERGY INC MONTH END PRICE 0.8459

      96,872.71         54,827.01   

URACAN RESOURCES NEW F MONTH END PRICE 0.0881

      61,695.92         3,962.83   

URANERZ ENERGY CORP MONTH END PRICE 1.3900

      171,593.47         92,813.08   

URANIUM 308 CORP MONTH END PRICE 0.0011

      1,700.90         154.00   

URANIUM ENERGY CORP MONTH END PRICE 2.5600

      52,723.99         33,958.40   

 

191

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

URANIUM HUNTER CORP MONTH END PRICE 0.0080

      759.95        8.00   

URANIUM ONE INC MONTH END PRICE 2.3740

      22,036.37        16,150.32   

URANIUM PARTICIPATION MONTH END PRICE 5.4200

      8,147.92        6,504.00   

URANIUM RESOURCES NEW MONTH END PRICE 0.3200

      102,237.28        37,690.24   

URBAN OUTFITTERS INC COMMON STOCK USD.0001

      44,115.91        43,099.20   

URBAN OUTFITTERS INC COMMON STOCK USD.0001

      78,361.40        99,935.04   

URBAN OUTFITTERS INC MONTH END PRICE 39.3600

      43,371.69        53,175.36   

URE 130119C00070000 MONTH END PRICE 82.0000

      (1,063.90 )      (984.00 ) 

UROPLASTY INC NEW MONTH END PRICE 3.2500

      91,721.30        152,750.00   

URS CORP COMMON STOCK USD.01

      315,061.54        325,858.00   

URS CORPORATION MONTH END PRICE 39.2600

      37,705.61        38,671.10   

US AEROSPACE INC MONTH END PRICE 0.0010

      173.00        1.00   

US AIRWAYS GROUP INC COMMON STOCK USD.01

      270,270.18        315,400.50   

US BANCORP 6.50% PFD MONTH END PRICE 28.6400

      13,506.95        14,320.00   

US BANCORP COMMON STOCK USD.01

      799,299.33        800,097.00   

US BANCORP COMMON STOCK USD.01

      1,065,121.12        1,413,728.28   

US BANCORP DEL NEW MONTH END PRICE 31.9400

      163,372.93        182,772.72   

US DOLLAR

      (0.01 )      (0.01 ) 

US DOLLAR

      0.02        0.02   

US DOLLAR

      0.03        0.03   

US DOLLAR

      (0.05 )      (0.05 ) 

US DOLLAR

      (0.05 )      (0.05 ) 

US DOLLAR

      0.06        0.06   

US DOLLAR

      0.02        0.02   

US DOLLAR

      0.02        0.02   

US DOLLAR

      0.02        0.02   

US DOLLAR

      6,666.00        6,666.00   

US DOLLAR

      474,300.11        474,300.11   

US DOLLAR

      420,000.00        420,000.00   

US DOLLAR

      4,100.00        4,100.00   

US DOLLAR

      1,246.25        1,246.25   

US DOLLAR

      640,000.00        640,000.00   

US DOLLAR

      3,225.00        3,225.00   

US DOLLAR

      3,325.00        3,325.00   

US DOLLAR

      400,691.62        400,691.62   

US DOLLAR

      (9,557.04 )      (9,557.04 ) 

US DOLLAR

      318,334.90        318,334.90   

US DOLLAR

      861,301.67        861,301.67   

US DOLLAR

      410,000.00        410,000.00   

US DOLLAR

      (3,900,000.00 )      (3,900,000.00 ) 

US DOLLAR

      3,736,301.01        3,736,301.01   

US ECOLOGY INC MONTH END PRICE 23.5400

      7,144.33        9,293.43   

US ENERGY INITIATIVES CORP MONTH END PRICE 0.0034

      1,515.30        680.00   

US FARMS INC NEW MONTH END PRICE 0.0000

      1,365.40        —     

US GLOBAL INV GLOBAL RES MONTH END PRICE 9.7900

      387,607.14        312,380.03   

US GLOBAL INV GOLD& PREC METALS FD MONTH END PRICE 11.7800

      29,027.18        25,901.16   

US GLOBAL INV WORLD PRECIOUS MINRLS MONTH END PRICE 11.7000

      273,568.23        149,910.12   

US GLOBAL INVESTORS EASTERN EUROPEAN MONTH END PRICE 9.2400

      197,685.41        141,608.62   

US INFL INDX 2.375% 1/15/17 MONTH END PRICE 133.2729

      14,559.26        18,658.21   

US INFL INDX 0.125% 07/15/ 7/15/22 MONTH END PRICE 109.0930

      5,389.26        5,454.65   

US NATL TELECOM INC MONTH END PRICE 0.0001

      606.95        10.00   

US SILICA HOLDINGS INC COMMON STOCK

      111,719.29        116,357.15   

US SILICA HOLDINGS INC COMMON STOCK

      383,683.11        494,371.50   

US STEEL 6.05% 6/01/17 MONTH END PRICE 104.5000

      5,211.80        5,225.00   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

US STEEL 7.0%18 MONTH END PRICE 105.5000

      10,160.00        10,550.00   

US STEEL 6.65%37 MONTH END PRICE 88.7500

      8,526.00        8,875.00   

US TREAS BILL 0%0 DUE 1/17/13 MONTH END PRICE 99.9990

      9,993.17        9,999.90   

US TREAS NOT 2.875% 1/31/13 MONTH END PRICE 100.2188

      15,404.38        15,032.82   

US TREAS NT 2.625% 8/15/20 MONTH END PRICE 109.6875

      86,173.15        87,750.00   

US TREASURY N/B 07/14 0.125

      1,993,593.76        1,996,640.00   

US TREASURY N/B 08/42 2.75

      3,051,135.19        3,041,718.75   

US TREASURY N/B 09/15 0.25

      19,946.88        19,956.24   

US TREASURY N/B 10/13 2.75

      3,712,816.41        3,696,783.82   

US TREASURY N/B 10/15 0.25

      59,718.75        59,864.04   

US TREASURY N/B 10/17 0.75

      430,218.43        431,410.83   

US TREASURY N/B 11/22 1.625

      236,939.07        237,374.88   

US TREASURY N/B 11/42 2.75

      799,710.81        790,019.16   

US TREASURY N/B 12/15 0.25

      3,532,094.44        3,529,489.74   

US TREASURY N/B 12/17 0.75

      1,181,935.94        1,181,935.20   

US TREASURY N/B 12/19 1.125

      1,771,418.24        1,774,994.64   

USA GRAPHITE INC MONTH END PRICE 0.7800

      23,368.60        28,860.00   

USA MOBILITY INC MONTH END PRICE 11.6800

      28,752.72        23,924.89   

USA TECHNOLOGIES INC NEW MONTH END PRICE 1.7400

      10,469.90        13,920.00   

USA URANIUM CORP MONTH END PRICE 0.0000

      5,968.06        —     

USANA HEALTH SCIENCES MONTH END PRICE 32.9300

      10,111.95        8,232.50   

USCORP MONTH END PRICE 0.0080

      2,938.80        200.00   

USEC INC 3% 10/01/14 MONTH END PRICE 38.2500

      7,422.50        3,825.00   

USEC INC COMMON STOCK USD.1

      4,736.32        4,611.00   

USEC INC MONTH END PRICE 0.5300

      344,801.80        50,098.78   

USG CORP 6.3% 11/15/16 MONTH END PRICE 103.5000

      13,087.89        16,560.00   

USG CORP NEW MONTH END PRICE 28.0700

      64,101.67        85,220.52   

UST INFL IDX 1.75% 1/15/28 MONTH END PRICE 142.7830

      23,086.10        35,695.75   

UST INFL IDX 2.375% 1/15/27 MONTH END PRICE 157.9703

      27,675.81        42,651.98   

UST INFL IDX 0.125% DUE 1/15/22 MONTH END PRICE 110.9222

      50,821.08        55,461.10   

UST INFL IND 2.375% 1/15/25 MONTH END PRICE 165.4201

      10,796.05        16,542.01   

UST INFL INDEX 2% 1/15/14 MONTH END PRICE 129.2010

      5,173.82        6,460.05   

UST INFL INDEX 2% 1/15/16 MONTH END PRICE 129.2033

      19,413.18        25,840.66   

UV FLU TECHNOLOGIES NEW MONTH END PRICE 0.0440

      17,107.55        1,485.00   

UWINK INC DEL MONTH END PRICE 0.0018

      433.15        2.18   

V F CORPORATION MONTH END PRICE 150.9700

      75,212.22        78,631.24   

V S E CORPORATION MONTH END PRICE 24.5100

      1,077.39        955.89   

VAALCO ENERGY INC NEW MONTH END PRICE 8.6500

      17,133.38        23,934.55   

VAIL RESORTS INC COMMON STOCK USD.01

      342,688.32        348,610.05   

VAIL RESORTS INC MONTH END PRICE 54.0900

      4,147.84        5,547.98   

VALE 130119C00019000 MONTH END PRICE 202.0000

      (314.24 )      (1,010.00 ) 

VALE OVERSEAS LIMITED COMPANY GUAR 01/22 4.375

      464,182.26        488,918.21   

VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875

      95,932.17        123,958.00   

VALE S A MONTH END PRICE 20.9600

      379,860.68        405,177.76   

VALEANT PHARMA INTL F MONTH END PRICE 59.7700

      242,687.40        244,698.38   

VALEANT PHARMACEUTICALS INTE COMMON STOCK NPV

      179,641.36        181,103.10   

VALENCE TECHNOLOGY INC MONTH END PRICE 0.0062

      20,250.11        96.10   

VALEO SA COMMON STOCK EUR3.

      60,371.81        209,113.14   

VALERO ENERGY CORP COMMON STOCK USD.01

      335,028.17        438,271.40   

VALERO ENERGY CORP NEW MONTH END PRICE 34.1200

      530,495.02        670,958.15   

VALIDUS HOLDINGS LTD MONTH END PRICE 34.5800

      653.35        691.60   

VALLEY NATIONAL BANCORP COMMON STOCK NPV

      245,786.65        201,865.80   

VALSPAR CORPORATION MONTH END PRICE 62.4000

      9,168.80        9,360.00   

VALUE LINE ASSET ALLOCATION FD MONTH END PRICE 23.0100

      2,362.83        2,346.72   

 

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Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

VALUE LINE EMERGING OPPORTUNITIES FD MONTH END PRICE 37.8100

      80,700.79         99,771.14   

VALUE LINE INCOME & GROWTH FD MONTH END PRICE 8.6700

      6,977.76         7,408.34   

VALUE LINE PREMIER GROWTH FUND MONTH END PRICE 28.8400

      392,295.73         444,431.12   

VALUECLICK INC MONTH END PRICE 19.4100

      4,527.26         4,852.50   

VAN ECK GLOBAL HARD ASSETS CL A MONTH END PRICE 43.6400

      15,913.88         15,933.23   

VAN ECK INTL INV GOLD FD CL A MONTH END PRICE 16.8100

      38,262.87         39,676.12   

VANDERBILT MORTGAGE FINANCE VMF 2000 B IB2

      86,857.18         84,267.52   

VANGRD RUSSELL 2000 MONTH END PRICE 67.0000

      71,360.13         74,543.99   

VANGRD RUSSELL 2000 MONTH END PRICE 69.1100

      13,079.35         13,863.04   

VANGUARD 500 INDEX FD INVESTOR SHS MONTH END PRICE 131.3700

      500,469.91         568,282.71   

VANGUARD 500 INDEX SIGNAL MONTH END PRICE 108.5200

      647,009.07         775,457.22   

VANGUARD BALANCED INDEX FUND INV MONTH END PRICE 23.7600

      91,340.46         97,845.44   

VANGUARD BD INDEX FD INC MONTH END PRICE 80.9900

      309,838.85         309,268.47   

VANGUARD BD INDEX FD MONTH END PRICE 88.2500

      899,072.31         900,507.62   

VANGUARD BD INDEX FD MONTH END PRICE 93.8700

      38,866.17         38,291.64   

VANGUARD BD INDEX FUND MONTH END PRICE 84.0300

      2,645,799.43         2,674,689.97   

VANGUARD CAPITAL OPPORTUNITY INV MONTH END PRICE 33.6200

      126,375.92         153,257.71   

VANGUARD CONV SECS FD MONTH END PRICE 12.6600

      13,818.01         12,893.79   

VANGUARD DEVELOPED MKTS INDEX INV MONTH END PRICE 9.7500

      47,937.85         37,106.78   

VANGUARD DIV APPR VIPERS MONTH END PRICE 59.5700

      853,297.45         928,221.50   

VANGUARD DIVIDEND GROWTH FUND MONTH END PRICE 16.6400

      1,169,585.56         1,248,426.60   

VANGUARD EMERGING MKTS STOCK INDEX MONTH END PRICE 28.0100

      644,918.24         698,607.66   

VANGUARD ENERGY FUND INV MONTH END PRICE 59.2200

      860,376.22         809,281.21   

VANGUARD EQUITY INCOME FD INC MONTH END PRICE 24.1500

      178,044.28         189,844.45   

VANGUARD EUROPEAN STOCK INDEX FD INV MONTH END PRICE 26.0000

      122,516.44         105,736.07   

VANGUARD EXPLORER FD INC MONTH END PRICE 79.4700

      13,015.29         14,482.22   

VANGUARD EXTENDED MKT FD MONTH END PRICE 60.5000

      195,084.96         199,823.41   

VANGUARD EXTENDED MKT INDEX FD INV MONTH END PRICE 45.8700

      25,112.53         30,059.39   

VANGUARD F-I SECS I-T U S TREASURY I MONTH END PRICE 11.7000

      38,741.67         38,490.12   

VANGUARD F-I SECS S-T U S TREASURY I MONTH END PRICE 10.7400

      75,882.25         75,822.79   

VANGUARD FTSE ALLWRLD EX-US INDX INV MONTH END PRICE 17.9000

      413,330.62         422,733.74   

VANGUARD FTSE ETF WORLD EX SMALL CAP MONTH END PRICE 90.8900

      216,502.18         226,430.55   

VANGUARD FTSE SOCIAL INDEX FD MONTH END PRICE 8.5900

      11,979.20         11,474.07   

VANGUARD GLOBAL EQUITY FD INVESTOR MONTH END PRICE 18.6700

      515,889.89         443,809.72   

VANGUARD GNMA FUND ADMIRAL SHRS MONTH END PRICE 10.9100

      76,820.29         75,660.77   

VANGUARD GNMA FUND INVESTOR SHS MONTH END PRICE 10.9100

      1,967,592.19         1,993,368.72   

VANGUARD GROWTH & INCOME INV MONTH END PRICE 30.3100

      77,162.08         77,420.68   

VANGUARD GROWTH EQUITY FD MONTH END PRICE 12.2800

      37,271.79         44,532.01   

VANGUARD GROWTH INDEX FD MONTH END PRICE 36.6500

      89,445.73         117,966.09   

VANGUARD HEALTH CARE FUND INV MONTH END PRICE 143.2700

      764,293.84         895,796.39   

VANGUARD HIGH DIV YIELD INDEX INV MONTH END PRICE 19.5400

      45,897.71         57,356.00   

VANGUARD HIGH-YIELD CORPORATE FD INV MONTH END PRICE 6.1100

      585,010.11         633,132.36   

VANGUARD INDEX FUNDS MONTH END PRICE 58.8000

      651,516.32         700,021.78   

VANGUARD INDEX FUNDS MONTH END PRICE 65.1600

      335,130.74         405,290.10   

VANGUARD INDEX FUNDS MONTH END PRICE 71.1800

      376,437.07         416,428.80   

VANGUARD INDEX FUNDS MONTH END PRICE 72.6500

      573,349.03         652,763.66   

VANGUARD INDEX FUNDS MONTH END PRICE 80.9000

      675,089.68         806,417.34   

VANGUARD INDEX FUNDS MONTH END PRICE 82.4400

      455,961.37         546,610.72   

VANGUARD INDEX FUNDS MONTH END PRICE 89.0300

      460,990.98         475,046.29   

VANGUARD INFLATION PROT. SEC ADM MONTH END PRICE 28.5400

      645,479.15         679,621.39   

VANGUARD INFLATION PROTECTED SEC FD MONTH END PRICE 14.5300

      2,278,959.40         2,485,800.14   

VANGUARD INSTITUTIONAL INDEX FUND MONTH END PRICE 130.5200

      12,353.71         12,447.04   

VANGUARD INT TERM BD INDEX FD SIGNAL MONTH END PRICE 11.9600

      12,520.71         12,504.28   

VANGUARD INTER TERM BOND INDEX FD I MONTH END PRICE 11.9600

      154,215.02         163,581.62   

 

194

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

VANGUARD INTERM TERM INV GRD FUND MONTH END PRICE 10.3200

      254,338.15         263,560.22   

VANGUARD INTERNATIONAL EXPLORER INV MONTH END PRICE 14.7100

      66,354.70         58,608.70   

VANGUARD INTERNATIONAL VALUE INV MONTH END PRICE 31.1800

      223,597.56         199,671.11   

VANGUARD INTL EQTY ETF MONTH END PRICE 55.0300

      108,195.09         123,389.66   

VANGUARD INTL EQUITY INDEX FD INC MONTH END PRICE 53.3900

      436,071.81         423,492.89   

VANGUARD INTL EQUITY INDEX FD MONTH END PRICE 44.5300

      3,422,998.15         3,639,535.30   

VANGUARD INTL EQUITY INDEX FD MONTH END PRICE 48.8400

      521,080.64         512,750.98   

VANGUARD INTL EQUITY INDEX MONTH END PRICE 45.7500

      2,164,934.87         2,265,511.58   

VANGUARD INTL GROWTH ADMIRAL CLASS MONTH END PRICE 61.2800

      21,444.36         22,781.70   

VANGUARD INTL GROWTH PORTFOLIO INV MONTH END PRICE 19.2700

      643,017.57         661,175.82   

VANGUARD LG CAP INDEX FD INV CL MONTH END PRICE 26.3200

      256,521.51         296,367.10   

VANGUARD LIFE STRATEGY GROWTH FD I MONTH END PRICE 23.3000

      12,296.41         14,093.75   

VANGUARD LIFE STRATEGY INCOME FD I MONTH END PRICE 14.2100

      16,064.09         16,674.20   

VANGUARD LONG TERM BOND INDEX FD INV MONTH END PRICE 14.2700

      164,111.23         171,899.33   

VANGUARD LONG TERM INVTMNT GRADE INV MONTH END PRICE 10.8500

      72,370.09         80,321.47   

VANGUARD LONG TERM TREASURY FD INV MONTH END PRICE 13.0700

      63,804.07         64,218.32   

VANGUARD MID CAP GROWTH MONTH END PRICE 68.5800

      66,463.34         68,115.17   

VANGUARD MID CAP INDEX FD INV MONTH END PRICE 22.4700

      146,185.19         202,838.49   

VANGUARD MID CAP INDEX SIGNAL MONTH END PRICE 32.1800

      17,922.00         18,395.44   

VANGUARD MID CAP VALUE MONTH END PRICE 58.8100

      25,099.19         29,260.96   

VANGUARD MID-CAP GRWTH INVS SHS MONTH END PRICE 20.3700

      243,778.49         260,370.26   

VANGUARD MID-CAP VALUE INDEX INV MONTH END PRICE 23.1600

      19,723.04         20,694.50   

VANGUARD MORGAN GROWTH FD INV MONTH END PRICE 19.9000

      108,293.65         120,861.26   

VANGUARD NATURAL RES LLC MONTH END PRICE 26.0000

      130,298.34         123,370.00   

VANGUARD PACIFIC STOCK INDEX FD INV MONTH END PRICE 10.1400

      80,872.34         81,618.56   

VANGUARD PRECIOUS METALS MINING INV MONTH END PRICE 15.9500

      206,908.17         145,609.77   

VANGUARD PRIME MONEY MARKET FU VANGUARD PRIME MMKT INST

      181,609,478.83         181,609,478.83   

VANGUARD PRIMECAP CORE INV MONTH END PRICE 14.9300

      204,070.90         278,284.39   

VANGUARD PRIMECAP INV FUND MONTH END PRICE 69.4900

      52,174.82         69,628.42   

VANGUARD REIT INDEX FD SIGNAL MONTH END PRICE 24.8900

      25,602.68         28,906.18   

VANGUARD REIT INDEX FUND INV MONTH END PRICE 21.8500

      589,356.41         709,405.46   

VANGUARD S&P 500 ETF MONTH END PRICE 63.5600

      11,370.14         13,717.04   

VANGUARD S&P 500 ETF MONTH END PRICE 65.1900

      38,207.15         39,815.95   

VANGUARD S&P ETF MONTH END PRICE 68.0700

      16,684.45         17,017.50   

VANGUARD S&P ETF MONTH END PRICE 69.1700

      62,504.72         62,806.36   

VANGUARD S&P ETF MONTH END PRICE 69.9500

      3,022.00         3,516.35   

VANGUARD SCOTTSDALE MONTH END PRICE 60.8900

      5,160.82         5,175.65   

VANGUARD SCOTTSDALE MONTH END PRICE 80.3200

      449,641.61         451,557.41   

VANGUARD SCOTTSDALE MONTH END PRICE 87.6600

      406,961.07         420,927.82   

VANGUARD SCOTTSDALE MONTH END PRICE 91.7100

      148,378.01         149,797.02   

VANGUARD SELECTED VALUE INV MONTH END PRICE 20.9800

      47,746.73         52,057.61   

VANGUARD SHORT TERM INVSTMT GRADE I MONTH END PRICE 10.8300

      888,699.99         903,595.49   

VANGUARD SHORT TERM TREA ADMIRAL SHS MONTH END PRICE 10.7400

      93,949.75         93,490.88   

VANGUARD SHORT TERM MONTH END PRICE 10.6300

      488,522.96         495,033.41   

VANGUARD SHORT-TERM FEDERAL INV MONTH END PRICE 10.8000

      10,138.50         10,087.85   

VANGUARD SHORT-TERM INVST GRADE ADM MONTH END PRICE 10.8300

      527,714.86         531,937.93   

VANGUARD SMALL CAP GROWTH INDEX FD MONTH END PRICE 25.0300

      41,625.62         54,933.99   

VANGUARD SMALL-CAP INDEX FUND MONTH END PRICE 38.7400

      448,484.07         530,767.36   

VANGUARD SMALL-CAP VALUE INDEX FD I MONTH END PRICE 17.4000

      251,124.51         283,071.66   

VANGUARD SPECIALIZED FDS MONTH END PRICE 65.8000

      3,393,350.19         3,940,088.23   

VANGUARD STAR FUND INV MONTH END PRICE 20.8000

      26,173.23         27,939.29   

VANGUARD STRATEGIC EQUITY FUND INV MONTH END PRICE 21.4500

      4,337.98         4,081.53   

VANGUARD TARGET RETIREMENT 2020 FD I MONTH END PRICE 23.8300

      717,494.23         879,633.29   

VANGUARD TARGET RETIREMENT 2025 FD I MONTH END PRICE 13.5900

      352,251.70         382,593.10   

 

195

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

VANGUARD TARGET RETIREMENT 2030 FD I MONTH END PRICE 23.3800

      361,448.54         396,551.27   

VANGUARD TARGET RETIREMENT 2035 FD I MONTH END PRICE 14.0900

      13,391.65         14,884.32   

VANGUARD TARGET RETIREMENT 2040 FD I MONTH END PRICE 23.1800

      89,785.85         136,621.76   

VANGUARD TARGET RETIREMENT 2045 FD I MONTH END PRICE 14.5500

      246,420.38         259,735.89   

VANGUARD TAX-MANAGED FD MONTH END PRICE 35.2300

      160,883.17         168,128.12   

VANGUARD TOTAL BD MKT INDEX FD INV MONTH END PRICE 11.0900

      683,955.44         718,811.90   

VANGUARD TOTAL BD MKT INDEX SIGNAL MONTH END PRICE 11.0900

      640,715.56         646,707.95   

VANGUARD TOTAL INTL ETF MONTH END PRICE 47.0700

      4,169,463.85         4,303,324.52   

VANGUARD TOTAL INTL STK INDEX FD INV MONTH END PRICE 14.9800

      1,836,045.77         1,885,293.97   

VANGUARD TOTAL STOCK MARKT INDX FD I MONTH END PRICE 35.6400

      3,443,233.58         3,811,180.65   

VANGUARD TOTAL STOCK MKT MONTH END PRICE 73.2800

      4,707,274.30         5,286,253.17   

VANGUARD TOTAL WORLD STOCK ETF MONTH END PRICE 49.4199

      49,001.05         49,981.49   

VANGUARD U S GROWTH FUND MONTH END PRICE 21.2600

      25,668.17         26,377.22   

VANGUARD VALUE INDEX FUND MONTH END PRICE 22.9300

      362,949.25         359,899.65   

VANGUARD WELLESLEY INCOME ADMIRAL SH MONTH END PRICE 58.4000

      605,063.53         634,203.68   

VANGUARD WELLESLEY INCOME FUND MONTH END PRICE 24.1100

      2,161,473.65         2,322,252.30   

VANGUARD WELLINGTON ADMIRAL SHARES MONTH END PRICE 58.4500

      1,735,654.72         1,695,404.67   

VANGUARD WELLINGTON FUND INV MONTH END PRICE 33.8400

      784,954.81         825,896.23   

VANGUARD WHITEHALL FDS MONTH END PRICE 49.3800

      520,099.20         554,935.21   

VANGUARD WINDSOR FUND INVESTOR SHARE MONTH END PRICE 15.1000

      67,598.57         59,565.17   

VANGUARD WINDSOR II PORTFOLIO INV MONTH END PRICE 29.3800

      200,705.70         198,966.41   

VANGUARD WORLD FD ETF MONTH END PRICE 55.4600

      25,868.55         28,123.69   

VANGUARD WORLD FUNDS CONSUMER MONTH END PRICE 75.8700

      15,995.22         19,949.85   

VANGUARD WORLD FUNDS MONTH END PRICE 102.2600

      316,861.41         317,473.40   

VANGUARD WORLD FUNDS MONTH END PRICE 34.1000

      35,456.78         36,537.32   

VANGUARD WORLD FUNDS MONTH END PRICE 69.1100

      174,334.07         177,578.40   

VANGUARD WORLD FUNDS MONTH END PRICE 70.0100

      1,398.94         1,497.32   

VANGUARD WORLD FUNDS MONTH END PRICE 71.2500

      458.64         500.24   

VANGUARD WORLD FUNDS MONTH END PRICE 71.6700

      76,720.12         84,501.57   

VANGUARD WORLD FUNDS MONTH END PRICE 75.3000

      381,097.67         397,403.15   

VANGUARD WORLD FUNDS MONTH END PRICE 84.2100

      26,679.67         29,356.95   

VANGUARD WORLD FUNDS MONTH END PRICE 87.9050

      196,012.96         222,211.99   

VANOIL ENERGY LTD MONTH END PRICE 0.5638

      921.35         676.56   

VANTAGE DRILLING CO COMMON STOCK USD.001

      213,835.85         218,685.00   

VANTAGE DRILLING COMPANY MONTH END PRICE 1.8300

      331.95         457.50   

VANTIV INC CLASS A MONTH END PRICE 20.4200

      22,448.02         20,420.00   

VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.

      127,911.82         182,202.56   

VARIAN MEDICAL SYSTEMS MONTH END PRICE 70.2400

      13,930.16         14,750.40   

VASCO DATA SECURITY INTL MONTH END PRICE 8.1600

      7,033.64         7,490.88   

VASCULAR SOLUTIONS INC COMMON STOCK USD.01

      22,403.70         23,700.00   

VASCULAR SOLUTIONS INC MONTH END PRICE 15.8000

      5,279.60         6,320.00   

VECTOR GROUP LTD MONTH END PRICE 14.8700

      28,528.57         27,108.08   

VECTRON CORP MONTH END PRICE 29.4000

      11,751.17         14,700.00   

VEECO INSTRUMENTS INC COMMON STOCK USD.01

      121,839.53         118,080.00   

VEECO INSTRUMENTS INC MONTH END PRICE 29.4900

      6,436.92         5,042.79   

VELATEL GLOBAL COMM NEW MONTH END PRICE 0.1095

      11,124.22         350.29   

VELTI PLC ST HELIER MONTH END PRICE 4.5000

      72,981.22         58,234.50   

VENAXIS INC MONTH END PRICE 2.5600

      5,431.98         256.00   

VENTAS INC REIT USD.25

      281,228.01         449,804.00   

VENTAS INC MONTH END PRICE 64.7200

      80,404.25         111,891.77   

VENTRUS BIOSCIENCES INC MONTH END PRICE 2.1600

      4,890.63         2,160.00   

VEOLIA ENVIRON ADR MONTH END PRICE 12.2400

      30,405.64         17,625.60   

VERICIMETRY US SM CAP VALUE FD MONTH END PRICE 11.5200

      18,663.02         20,919.96   

VERIFONE HLDGS INC MONTH END PRICE 29.6800

      342,829.95         330,635.20   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

VERIS GOLD CORP F MONTH END PRICE 1.7400

      4,972.45        2,122.80   

VERISANTE TECH INC F MONTH END PRICE 0.5220

      9,003.45        6,786.00   

VERISIGN INC COMMON STOCK USD.001

      97,187.59        148,486.50   

VERISIGN INC MONTH END PRICE 38.8200

      166,711.83        197,982.00   

VERISK ANALYTICS INC MONTH END PRICE 50.9700

      72,492.30        77,474.40   

VERIZON COMM INC 3% 4/01/16 MONTH END PRICE 106.7534

      10,013.00        10,675.34   

VERIZON COMMUNICATIONS INC COMMON STOCK USD.1

      331,467.23        354,814.00   

VERIZON COMMUNICATIONS INC COMMON STOCK USD.1

      544,805.65        540,875.00   

VERIZON COMMUNICATIONS INC COMMON STOCK USD.1

      2,061,314.80        2,908,825.75   

VERIZON COMMUNICATIONS SR UNSECURED 11/18 8.75

      234,606.96        233,262.96   

VERIZON COMMUNICATIONS SR UNSECURED 11/22 2.45

      499,630.40        500,167.00   

VERIZON COMMUNICATIONS MONTH END PRICE 43.2700

      2,880,083.99        3,283,829.47   

VERIZON COMMUS 5.5% 4/01/17 MONTH END PRICE 117.8565

      21,450.19        23,571.30   

VERMILION ENERGY INC MONTH END PRICE 52.2800

      12,194.00        15,684.00   

VERMILLION INC NEW MONTH END PRICE 1.3200

      117.29        66.00   

VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01

      976,262.40        809,442.00   

VERTEX PHARMACEUTICALS MONTH END PRICE 41.9000

      19,591.72        18,017.00   

VERTICAL COMPUTER SYS MONTH END PRICE 0.0240

      6,355.64        4,800.00   

VESTAS WIND SYS A/S ADR MONTH END PRICE 1.8850

      6,716.13        782.28   

VF CORP COMMON STOCK NPV

      552,997.51        609,767.83   

VF CORP COMMON STOCK NPV

      109,905.33        314,621.48   

VGTEL INC MONTH END PRICE 0.5800

      32,474.89        2,900.00   

VHC 130316C00035000 MONTH END PRICE 240.0000

      (571.52 )      (480.00 ) 

VHC 130316C00037000 MONTH END PRICE 210.0000

      (1,368.45 )      (1,260.00 ) 

VHGI HOLDINGS INC MONTH END PRICE 0.0355

      446.10        260.32   

VIACOM INC CLASS B COMMON STOCK USD.001

      201,037.49        224,145.00   

VIACOM INC CLASS B COMMON STOCK USD.001

      402,549.46        575,235.18   

VIACOM INC NEW MONTH END PRICE 52.7400

      18,857.17        19,623.66   

VIACOM INC NEW MONTH END PRICE 54.2700

      19,939.45        18,994.50   

VIAD CORP NEW MONTH END PRICE 27.1600

      26,921.15        27,160.00   

VIASPACE INC MONTH END PRICE 0.0120

      1,473.19        63.60   

VICAL INC MONTH END PRICE 2.9100

      356,370.15        291,873.00   

VICE FD MONTH END PRICE 22.2700

      62,983.49        70,864.03   

VICTORY DIVERSIFIED STK FD A MONTH END PRICE 16.6500

      19,272.39        20,143.80   

VICTORY ENERGY CORP NEW MONTH END PRICE 0.4000

      1,010.95        10.00   

VICTORY PORTFOLIOS MONTH END PRICE 11.1500

      7,500.00        7,361.35   

VICTORY SMALL COMPANY OPPORTUNITY A MONTH END PRICE 32.3000

      15,091.66        14,737.39   

VIDAROO CORP MONTH END PRICE 0.0080

      567.77        48.00   

VIDEO RIVER NETWORKS INC MONTH END PRICE 0.0007

      92,265.93        338.15   

VIEWPOINT FINANCIAL GROUP IN COMMON STOCK USD.01

      567,380.03        705,657.06   

VILLERE BALANCED FUN MONTH END PRICE 21.2100

      141,595.83        155,592.36   

VIMPELCOM LTD ADR W MONTH END PRICE 10.4900

      6,467.67        6,262.53   

VIPER NETWORKS INC MONTH END PRICE 0.0008

      116.95        0.24   

VIPER POWERSPORTS INC MONTH END PRICE 0.2600

      16,735.60        6,240.00   

VIPER RES INC NEV MONTH END PRICE 0.0071

      1,636.24        13.69   

VIRAGEN INC NEW MONTH END PRICE 0.0000

      5,411.19        —     

VIRGIN MEDIA INC MONTH END PRICE 36.7500

      8,498.96        8,746.50   

VIRGINIA ENERGY RES NEWF MONTH END PRICE 0.4990

      12,956.23        990.52   

VIRGINIA MINES INC MONTH END PRICE 9.7930

      8,605.41        9,793.00   

VIRNETX HOLDING CORP MONTH END PRICE 29.2800

      76,062.51        73,200.00   

VIROPHARMA INC MONTH END PRICE 22.7600

      27,601.36        23,602.12   

VIRTUALSCOPICS INC MONTH END PRICE 0.5800

      9,967.90        3,190.00   

VIRTUS ALPHASECTOR MONTH END PRICE 11.6700

      20,815.00        20,278.49   

VIRTUS EMRG MKTS OPPTY A MONTH END PRICE 10.0000

      32,235.31        34,109.78   

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

VIRTUS FOREIGN OPPORTUNITIES FUND A MONTH END PRICE 26.1100

      17,993.71        17,735.90   

VIRTUS GLOBAL PREMIUM ALPHASECTOR A MONTH END PRICE 10.5900

      10,085.47        10,143.77   

VIRTUS MULTI SECTOR SHRT TERM BD I MONTH END PRICE 4.9600

      26,870.64        27,940.16   

VIRTUS PREMIUM MONTH END PRICE 13.2100

      170,210.52        178,746.48   

VIRTUS QUALITY SMALL CAP FD A MONTH END PRICE 12.5600

      4,077.89        4,033.41   

VIRTUS REAL ESTATE SECURITIES FUND A MONTH END PRICE 34.9200

      77,210.72        80,632.72   

VISA INC CL A MONTH END PRICE 151.5800

      1,175,161.28        1,615,885.74   

VISA INC CLASS A SHARES COMMON STOCK USD.0001

      883,283.74        2,176,688.80   

VISA INC CLASS A SHARES COMMON STOCK USD.0001

      769,976.94        1,512,465.24   

VISA INC CLASS A SHARES COMMON STOCK USD.0001

      1,059,152.18        1,389,988.60   

VISA INC CLASS A SHARES COMMON STOCK USD.0001

      1,106,044.13        1,858,370.80   

VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1

      1,508,055.69        1,685,801.07   

VISHAY INTERTECHNOLOGY MONTH END PRICE 10.6300

      28,566.58        30,614.40   

VISHAY PRECISION GROUP COMMON STOCK

      38,130.94        38,338.00   

VISION-SCIENCES INC DEL MONTH END PRICE 1.1900

      2,744.04        1,428.00   

VISTA GOLD CORP NEW MONTH END PRICE 2.7000

      139,686.43        108,988.20   

VISTEON CORP 15 WTS MONTH END PRICE 7.9500

      1,459.17        159.00   

VISUALANT INC MONTH END PRICE 0.0900

      315.39        54.00   

VITAMIN SHOPPE INC MONTH END PRICE 57.3600

      30,848.91        35,850.00   

VITESSE SEMICONDCTR NEW MONTH END PRICE 2.2300

      205.98        44.60   

VIVUS MONTH END PRICE 13.4200

      145,117.30        94,718.36   

VIXY 130316C00022000 MONTH END PRICE 90.0000

      (439.25 )      (450.00 ) 

VIZSTAR INC MONTH END PRICE 0.0037

      1,718.00        11.10   

VLO 130119C00035000 MONTH END PRICE 60.0000

      (1,353.48 )      (600.00 ) 

VLY CMNTY BK PLEASAN MONTH END PRICE 0.7000

      8,756.95        2,450.00   

VMWARE INC CL A MONTH END PRICE 94.1400

      135,500.00        135,090.90   

VOCERA COMMUNICATIONS INC COMMON STOCK USD.0003

      145,034.66        150,098.00   

VODAFONE GROUP NEW ADR MONTH END PRICE 25.1900

      271,016.13        247,242.43   

VODAFONE GROUP PLC COMMON STOCK USD.142857

      1,242,193.84        1,222,476.44   

VOIP INC NEW MONTH END PRICE 0.0000

      3,601.45        —     

VOLCANO CORPORATION MONTH END PRICE 23.6100

      46,384.77        48,990.75   

VOLKSWAGEN A G MONTH END PRICE 43.4700

      9,106.44        10,867.50   

VOLKSWAGEN AG COMMON STOCK NPV

      162,615.09        215,262.18   

VOLKSWAGEN AG PREF PREFERENCE

      448,075.98        559,209.35   

VOLTERRA SEMICONDUCTOR MONTH END PRICE 17.1700

      4,768.06        3,004.75   

VONAGE HOLDINGS CORP COMMON STOCK USD.001

      202,384.36        206,664.00   

VONAGE HOLDINGS MONTH END PRICE 2.3700

      17,639.72        11,307.27   

VORNADO REALTY TRUST REIT USD.04

      319,437.66        319,439.12   

VOTORANTIM CELULOSE E PAPEL MONTH END PRICE 11.3700

      470.33        511.65   

VOXX INTERNATIONAL CL A MONTH END PRICE 6.7300

      5,798.04        3,028.50   

VRINGO INC MONTH END PRICE 2.8700

      32,774.89        23,247.00   

VRNG 130119C00003500 MONTH END PRICE 9.0000

      (724.01 )      (225.00 ) 

VRNG 130216C00003500 MONTH END PRICE 20.0000

      (198.48 )      (120.00 ) 

VSE CORP COMMON STOCK USD.05

      49,872.68        53,922.00   

VU1 CORPORATION NEW MONTH END PRICE 0.6500

      2,141.10        644.80   

VULCAN MATERIALS CO COMMON STOCK USD1.

      160,547.59        163,072.65   

VULCAN MATLS CO MONTH END PRICE 52.0500

      10,977.38        13,560.15   

VVUS 130119C00016000 MONTH END PRICE 25.0000

      (859.05 )      (525.00 ) 

VXX 130119C00029000 MONTH END PRICE 350.0000

      (341.52 )      (700.00 ) 

VXX 130119C00039000 MONTH END PRICE 58.0000

      (299.76 )      (174.00 ) 

VXZ 130316C00035000 MONTH END PRICE 30.0000

      (1,346.94 )      (240.00 ) 

VYTERIS INC NEW MONTH END PRICE 0.0100

      654.97        0.34   

VZ 130119C00046000 MONTH END PRICE 3.0000

      (114.25 )      (15.00 ) 

VZ 130216C00046000 MONTH END PRICE 12.0000

      (151.43 )      (72.00 ) 

 

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

VZ 130420C00050000 MONTH END PRICE 6.0000

      (176.73 )      (42.00 ) 

VZ 150117C00042000 MONTH END PRICE 380.0000

      (19,873.50 )      (13,680.00 ) 

W & T OFFSHORE INC MONTH END PRICE 16.0300

      9,534.07        8,026.53   

W P CAREY INC MONTH END PRICE 52.1500

      8,139.97        9,126.25   

WA FUNDING TR III XXX ESCROW MONTH END PRICE 0.0000

      245,253.74        —     

WA FUNDING TR III XXX ESCROW MONTH END PRICE 0.0000

      510,652.57        —     

WABASH NATIONAL CORP COMMON STOCK USD.01

      37,720.69        36,597.60   

WABASH NATL CORP MONTH END PRICE 8.9700

      1,513.53        1,794.00   

WABCO HOLDINGS INC MONTH END PRICE 65.1900

      6,760.38        7,562.04   

WABTEC CORP MONTH END PRICE 87.5400

      64,298.87        66,984.91   

WACHOVIA BANK COMMERCIAL MORTG WBCMT 2007 C30 A5

      68,990.63        68,744.64   

WACHOVIA BK N A CHARL 5.05% 9/30/13 MONTH END PRICE 1.0317

      34,000.00        35,079.16   

WACHOVIA CAP TRUST III LIMITD GUARA 03/49 VAR

      50,062.81        49,750.00   

WACHOVIA CORP SUBORDINATED 10/16 5.625

      163,811.20        229,305.80   

WACHOVIA FDG 7.25% PFD MONTH END PRICE 26.4100

      3,249.96        3,301.25   

WACHOVIA MRTGE BK 4.7% 6/11/13 MONTH END PRICE 1.0160

      10,000.00        10,160.20   

WACHOVIA MTG 5.05% 9/19/13 MONTH END PRICE 1.0287

      90,000.00        92,584.80   

WACHOVIA MTG FSB LAS 5.05% 9/30/13 MONTH END PRICE 1.0299

      30,000.00        30,895.80   

WADDELL & REED FINANCIAL INC MONTH END PRICE 34.8200

      4,515.52        4,631.06   

WAG 130119C00037000 MONTH END PRICE 70.0000

      (82.29 )      (70.00 ) 

WAG 130119C00039000 MONTH END PRICE 11.0000

      (308.80 )      (33.00 ) 

WAINWRIGHT B & T 2.85% 10/23/15 MONTH END PRICE 1.0502

      10,000.00        10,502.00   

WAJAX CORP F MONTH END PRICE 40.3585

      2,006.61        1,816.13   

WAL MART STORES INC COMMON STOCK USD.1

      1,323,319.57        2,687,647.93   

WAL MART STORES INC SR UNSECURED 04/38 6.2

      270,954.00        271,770.00   

WALDEN SMALL CAPINNOVATIONS FD MONTH END PRICE 16.9200

      7,700.67        7,636.76   

WALGREEN CO COMMON STOCK USD.078125

      466,598.45        507,037.00   

WALGREEN CO COMMON STOCK USD.078125

      433,287.55        743,493.89   

WALGREEN COMPANY MONTH END PRICE 37.0100

      338,172.08        375,699.43   

WALKER & DUNLOP INC MONTH END PRICE 16.6600

      16,506.95        16,660.00   

WAL-MART DE CV SPN ADR F MONTH END PRICE 32.7800

      5,152.14        6,195.42   

WAL-MART STORES INC MONTH END PRICE 68.2300

      1,175,920.47        1,260,832.70   

WALT DISNEY CO/THE COMMON STOCK USD.01

      220,593.00        288,782.00   

WALT DISNEY CO/THE COMMON STOCK USD.01

      611,620.86        815,609.99   

WALT DISNEY CO/THE COMMON STOCK USD.01

      1,082,026.76        1,115,296.00   

WALT DISNEY CO/THE COMMON STOCK USD.01

      1,053,805.06        1,051,515.01   

WALT DISNEY CO/THE COMMON STOCK USD.01

      1,058,752.74        2,078,483.55   

WALTER INDS INC MONTH END PRICE 35.8800

      131,904.82        137,650.04   

WALTER INVSTMNT MGMT MONTH END PRICE 43.0200

      50,631.51        106,726.18   

WALTHAUSEN SMALL CAP VALUE FD MONTH END PRICE 18.9300

      330,195.74        353,794.92   

WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1A

      62,883.98        73,098.83   

WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A

      412,260.49        418,231.45   

WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A

      49,024.56        50,350.24   

WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A2

      103,225.29        93,935.84   

WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 2A1A

      75,513.24        70,602.99   

WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A

      101,824.19        94,887.52   

WAMU PFD FDGF XXX ESCROW PNDG DIST MONTH END PRICE 0.0000

      46,323.10        —     

WANDERPORT CORPORATI MONTH END PRICE 0.0138

      506.95        138.00   

WANT WANT CHINA HLD MONTH END PRICE 69.9000

      3,033.80        3,075.60   

WAR EAGLE MINING NEW F MONTH END PRICE 0.0805

      3,292.95        16.10   

WARNER CHILCOTT PLC IRELAND MONTH END PRICE 12.0400

      16,634.48        13,027.28   

WARNING MODEL MGMT LLC MONTH END PRICE 0.0000

      15,390.78        —     

WARWICK VALLEY TELE CO MONTH END PRICE 10.4400

      15,773.06        12,280.33   

WASATCH CORE GROWTH FD MONTH END PRICE 43.1000

      161,495.38        200,626.92   

 

199

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

WASATCH EMERGING MARKET SMALL CAP FD MONTH END PRICE 2.8100

      217,290.28         240,651.47   

WASATCH FDS INCFRT EMGSM CTYS MONTH END PRICE 2.6400

      6,140.01         7,278.85   

WASATCH HOISINGTON US TREASURY FUND MONTH END PRICE 18.0600

      46,534.82         46,030.57   

WASATCH INT’L GROWTH FD MONTH END PRICE 23.5500

      260,176.93         304,019.62   

WASATCH INTL OPPTY FUND MONTH END PRICE 2.5700

      15,225.71         15,820.52   

WASATCH LARGE CAP VALUE FD MONTH END PRICE 14.2300

      199,286.46         222,427.61   

WASATCH LONG SHORT FD MONTH END PRICE 13.9300

      110,234.10         121,645.17   

WASATCH MICRO CAP FUND MONTH END PRICE 5.5700

      220,682.93         198,757.56   

WASATCH MICROCAP VALUE FUND MONTH END PRICE 2.6600

      30,376.41         36,843.52   

WASATCH SMALL CAP GROWTH FD MONTH END PRICE 41.2900

      223,685.09         276,212.39   

WASATCH SMALL CAP VALUE FUND MONTH END PRICE 4.0200

      75,642.70         70,377.32   

WASATCH WORLD INNOVATORS FD MONTH END PRICE 18.5200

      22,986.80         28,352.51   

WASHINGTON BANKING CO COMMON STOCK NPV

      54,365.90         54,480.00   

WASHINGTON FEDERAL INC COMMON STOCK USD1.

      625,353.98         620,124.33   

WASHINGTON MU BK 5.1% 4/18/17 MONTH END PRICE 1.1256

      10,000.00         11,256.00   

WASHINGTON POST CLASS B COMMON STOCK USD1.

      180,356.25         182,605.00   

WASHINGTON POST CLASS B COMMON STOCK USD1.

      110,204.17         50,398.98   

WASHINGTON POST CO MONTH END PRICE 365.2100

      5,434.64         4,382.52   

WASHINGTON REAL ESTATE INVESTMENT TR MONTH END PRICE 26.1500

      47,956.23         45,584.26   

WASTE MANAGEMENT INC COMMON STOCK USD.01

      400,629.67         346,577.28   

WASTE MANAGEMENT INC COMPANY GUAR 05/29 7.375

      62,570.00         66,008.65   

WASTE MANAGEMENT INC DEL MONTH END PRICE 33.7400

      373,910.87         386,002.08   

WASWTCH GLOBAL OPPTY FD MONTH END PRICE 3.8800

      20,331.06         26,625.93   

WATCHIT TECHNOLOGIES MONTH END PRICE 0.0001

      742.75         32.50   

WATER RESOURCES GP ORD F MONTH END PRICE 0.0166

      52,504.50         16,600.00   

WATERS CORP COMMON STOCK USD.01

      84,207.94         173,891.52   

WATERS CORPORATION MONTH END PRICE 87.1200

      20,990.94         20,821.68   

WATSCO INC MONTH END PRICE 74.9000

      8,183.45         9,452.53   

WATSON PHARMACEUTICALS MONTH END PRICE 86.0000

      214,037.58         226,782.00   

WATTS INDS INC CL A MONTH END PRICE 42.9900

      5,526.94         7,622.96   

WAYMAR RESOURCES LTD MONTH END PRICE 0.3423

      52,643.64         50,318.10   

WAYSIDE TECHNOLOGY GROUP MONTH END PRICE 11.0900

      2,054.60         1,706.64   

WBI ABSOLUTE RETURN DIV MONTH END PRICE 10.9200

      63,428.35         65,512.10   

WD 40 CO MONTH END PRICE 47.1100

      10,473.14         10,818.96   

WEATHERFORD IN 9.6250% 03/01/19 MONTH END PRICE 130.3622

      6,585.15         6,518.11   

WEATHERFORD INTERNATIONAL LTD MONTH END PRICE 11.1900

      100,816.01         75,778.68   

WEATHERFORD INTL LTD COMMON STOCK USD1.

      1,004,764.07         727,115.01   

WEB.COM GROUP INC MONTH END PRICE 14.8000

      33,531.18         31,598.00   

WEBSAFETY INC MONTH END PRICE 0.0019

      1,819.10         20.90   

WEBSTER FINANCIAL CORP COMMON STOCK USD.01

      439,197.33         425,385.00   

WEIGHT WATCHERS INTL INC MONTH END PRICE 52.3600

      47,285.41         34,101.87   

WEINGARTEN REALTY INVESTORS REIT USD.03

      29,367.58         29,447.00   

WEIR GROUP PLC/THE COMMON STOCK GBP.125

      363,911.85         470,123.85   

WEITZ HICKORY FUND MONTH END PRICE 45.8800

      8,073.98         8,981.56   

WEITZ PARTNERS III MONTH END PRICE 12.6000

      52,760.59         56,722.96   

WEITZ PARTNERS VALUE FUND MONTH END PRICE 24.8100

      39,878.06         48,862.60   

WEITZ SHORT INTERMEDIATE INCOME FD MONTH END PRICE 12.6000

      238,957.82         241,628.75   

WEITZ VALUE PORTFOLIO MONTH END PRICE 34.0500

      110,186.40         112,811.84   

WELLCARE HEALTH PLANS MONTH END PRICE 48.6900

      45,327.20         38,952.00   

WELLMAN INC MONTH END PRICE 0.0000

      10,646.13         —     

WELLPOINT INC COMMON STOCK USD.01

      1,188,193.13         1,273,228.00   

WELLPOINT INC COMMON STOCK USD.01

      1,153,341.77         1,197,078.00   

WELLPOINT INC COMMON STOCK USD.01

      2,119,558.79         2,118,127.48   

WELLPOINT INC COMMON STOCK USD.01

      296,925.86         432,714.76   

 

200

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

WELLPOINT INC SR UNSECURED 02/19 7.

      39,936.00         49,774.32   

WELLPOINT INC SR UNSECURED 05/22 3.125

      69,641.60         70,731.15   

WELLPOINT INC SR UNSECURED 06/17 5.875

      9,924.60         11,868.83   

WELLPOINT INC SR UNSECURED 08/20 4.35

      134,084.60         143,487.76   

WELLPOINT INC SR UNSECURED 09/15 1.25

      39,983.60         40,316.32   

WELLPOINT INC MONTH END PRICE 60.9200

      58,703.91         59,492.57   

WELLS FARGO & CO 4.6% 4/01/21 MONTH END PRICE 114.5079

      29,114.75         28,626.98   

WELLS FARGO & CO 1 10/28/18 MONTH END PRICE 10.0000

      13,779.11         13,000.00   

WELLS FARGO & CO NEW MONTH END PRICE 34.1800

      1,557,873.26         1,674,473.08   

WELLS FARGO & CO PFD MONTH END PRICE 0.3100

      0.01         0.08   

WELLS FARGO + CO COMMON STOCK USD1.666

      586,975.20         659,674.00   

WELLS FARGO + CO COMMON STOCK USD1.666

      738,954.52         904,061.00   

WELLS FARGO + CO COMMON STOCK USD1.666

      1,693,631.56         1,644,058.00   

WELLS FARGO + CO COMMON STOCK USD1.666

      3,550,044.31         3,949,943.34   

WELLS FARGO + COMPANY SR UNSECURED 01/18 1.5

      49,910.00         50,082.00   

WELLS FARGO + COMPANY SR UNSECURED 03/22 3.5

      105,930.00         106,665.20   

WELLS FARGO + COMPANY SR UNSECURED 05/17 2.1

      49,960.00         51,693.60   

WELLS FARGO + COMPANY SR UNSECURED 06/16 VAR

      500,703.28         518,929.92   

WELLS FARGO 8.00% PFD MONTH END PRICE 29.3500

      76,582.87         80,179.20   

WELLS FARGO ADV GLOBAL MONTH END PRICE 7.5700

      8,045.95         7,570.00   

WELLS FARGO ADV LARGE CAP CORE INV MONTH END PRICE 9.7200

      95.30         6,331.31   

WELLS FARGO ADV MULTI MONTH END PRICE 16.1700

      5,975.90         5,497.80   

WELLS FARGO ADV UTILS MONTH END PRICE 11.1825

      26,426.90         23,481.44   

WELLS FARGO ADVANTAGE ABSOLUTE RET A MONTH END PRICE 10.3100

      29,772.67         30,360.05   

WELLS FARGO ADVANTAGE COMMON STK INV MONTH END PRICE 20.8900

      12,265.09         13,017.46   

WELLS FARGO ADVANTAGE DISCOVERY INV MONTH END PRICE 25.2500

      54,508.69         60,640.17   

WELLS FARGO ADVANTAGE DIVERSIFIED IN MONTH END PRICE 10.2500

      2,633.92         1,899.12   

WELLS FARGO ADVANTAGE ENTERPRISE INV MONTH END PRICE 37.1100

      7,582.15         8,404.64   

WELLS FARGO ADVANTAGE GRWTH FUND INV MONTH END PRICE 39.7600

      112,062.11         131,760.47   

WELLS FARGO ADVANTAGE INCOME PLUS AD MONTH END PRICE 12.1600

      26,409.11         25,987.71   

WELLS FARGO ADVANTAGE MONTH END PRICE 6.1000

      23,172.58         26,824.05   

WELLS FARGO ADVANTAGEASIA PAC MONTH END PRICE 10.4000

      74,709.60         72,793.08   

WELLS FARGO ADVTG PRECIOUS METALS A MONTH END PRICE 64.4000

      94,644.35         78,022.85   

WELLS FARGO ADVTG SPC MIDCAP VAL INV MONTH END PRICE 24.4000

      47,189.43         54,272.09   

WELLS FARGO ADVTG ST HI YLD BD INV MONTH END PRICE 8.3000

      8,201.34         8,217.91   

WELLS FARGO BK DECLARATION MUTUAL FUND

      52,730,797.63         56,331,372.77   

WELLS FARGO C&B LARGE CAP VALUE FD MONTH END PRICE 8.6500

      11,581.14         13,232.69   

WELLS FARGO C&B MID CAP VALUE FD INV MONTH END PRICE 18.7800

      11,638.33         12,927.16   

WELLS FARGO CAP XII 7.875% MONTH END PRICE 25.3300

      12,746.79         12,665.00   

WELLS FARGO CAPITAL X LIMITD GUARA 12/86 5.95

      99,900.00         102,000.00   

WELLS FARGO IX 5.625% 4/08/34 MONTH END PRICE 25.0800

      8,570.60         8,778.00   

WELLS FARGO L 7.5% PFD MONTH END PRICE 1,225.0000

      5,058.20         6,125.00   

WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 Y 1A2

      66,230.28         67,755.49   

WESCO INTERNATIONAL INC MONTH END PRICE 67.4300

      5,243.88         5,596.69   

WESDOME GOLD MINES LTD MONTH END PRICE 0.8510

      127.85         66.38   

WEST CANYON ENERGY NEW MONTH END PRICE 0.0700

      3,874.87         28.00   

WEST COAST BANCP OR NEW MONTH END PRICE 22.1500

      5,580.69         8,860.00   

WEST MARINE INC COMMON STOCK USD.001

      29,819.18         31,175.00   

WEST PHARM SRVC INC MONTH END PRICE 54.7500

      3,269.25         3,832.50   

WESTAR ENERGY INC MONTH END PRICE 28.6200

      15,197.99         16,021.18   

WESTCORE FLEXIBLE INCOME FUND MONTH END PRICE 8.9400

      60,000.00         62,073.29   

WESTCORE INTL FRONTIER RETAIL MONTH END PRICE 17.9400

      19,615.49         22,340.02   

WESTCORE PLUS BOND FUND RETAIL MONTH END PRICE 11.2400

      122,795.39         124,285.58   

WESTCORE PLUS BOND INSTITUTIONAL MONTH END PRICE 11.1100

      38,530.52         38,897.73   

 

201

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Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

WESTCORE SELECT FUND MONTH END PRICE 16.6000

      4,818.21        3,895.29   

WESTCORE SMALL CAP VALUE RETAIL MONTH END PRICE 12.6500

      27,400.00        27,662.41   

WESTELL TECHNOLOGIES INC CL A MONTH END PRICE 1.8500

      863.65        555.00   

WESTERN ASSET CLAYMORE MONTH END PRICE 13.2000

      19,248.67        19,537.95   

WESTERN ASSET CORE PLUS BD FD FI MONTH END PRICE 11.6700

      37,582.95        41,896.78   

WESTERN ASSET EMERGING MKTS DEBT FD MONTH END PRICE 21.8000

      69,125.07        76,317.34   

WESTERN ASSET GLBL HIGH YLD BD FD A MONTH END PRICE 7.3300

      442,061.10        469,442.59   

WESTERN ASSET GLOBAL GOVERNMEN WESTERN ASSET GBL GOVT BD I

      2,160,610.49        2,073,794.13   

WESTERN ASSET GLOBAL HIGH INCOME MONTH END PRICE 13.7800

      38,636.66        48,752.70   

WESTERN ASSET GLOBAL PTNRS INCOME FD MONTH END PRICE 12.6499

      51,149.72        52,989.01   

WESTERN ASSET HIGH INCM FD II MONTH END PRICE 9.6600

      36,315.51        36,017.70   

WESTERN ASSET HIGH INCM OPP MONTH END PRICE 6.4400

      26,086.20        26,718.63   

WESTERN ASSET HIGH INCOME MONTH END PRICE 9.4067

      19,174.89        18,137.32   

WESTERN ASSET INVT GRADE DEF MONTH END PRICE 23.0500

      11,406.01        12,163.13   

WESTERN ASSET MANAGED HIGH MONTH END PRICE 6.1700

      18,095.46        17,584.79   

WESTERN ASSET MTG CA MONTH END PRICE 19.7700

      50,169.48        41,145.24   

WESTERN COPPER & GOLD F MONTH END PRICE 1.4200

      413.19        142.00   

WESTERN DIGITAL CORP COMMON STOCK USD.01

      150,587.71        224,474.67   

WESTERN DIGITAL CORP MONTH END PRICE 42.4900

      24,611.11        29,370.29   

WESTERN LITHIUM USA MONTH END PRICE 0.1360

      6,246.95        652.80   

WESTERN REFNG INC MONTH END PRICE 28.1900

      184,501.65        340,438.06   

WESTERN STD ENERGY NEW MONTH END PRICE 0.7000

      14.00        4.90   

WESTERN UNION CO COMMON STOCK USD.01

      1,938,877.08        1,719,677.94   

WESTERN UNION CO COMMON STOCK USD.01

      208,142.06        193,248.39   

WESTERN UNION COMPANY MONTH END PRICE 13.6100

      110,737.44        113,306.83   

WESTERN WIND ENERGY MONTH END PRICE 2.8200

      5,026.56        5,076.00   

WESTERNZAGROS RES LTD MONTH END PRICE 1.0800

      7,557.80        10,800.00   

WESTINGHOUSE SOLAR INC MONTH END PRICE 0.0450

      8,980.81        104.04   

WESTLAKE CHEMICAL CORP MONTH END PRICE 79.3000

      19,030.48        21,411.00   

WESTMORELAND COAL CO COMMON STOCK USD2.5

      69,680.11        65,380.00   

WESTPAC BANKING CORP COMMON STOCK NPV

      163,176.66        199,570.40   

WESTPAC BKG CORP 2.6000% 02/15/17 MONTH END PRICE 99.9664

      45,000.00        44,984.88   

WESTPAC BKG SPON ADR MONTH END PRICE 137.9100

      12,007.42        14,789.22   

WESTPORT INNOVATION NEW MONTH END PRICE 26.7100

      525,098.88        445,148.86   

WESTPORT INNOVATIONS INC COMMON STOCK NPV

      62,107.08        56,064.29   

WESTPORT SELECT CAP FUND CL R MONTH END PRICE 18.7200

      2,568.49        2,364.94   

WESTPORT SELECT CAP FUND CLASS I MONTH END PRICE 19.5400

      29,670.72        25,160.33   

WESTSHORE TERMS INVT CPF MONTH END PRICE 27.6399

      25,366.27        44,223.84   

WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01

      846,822.18        928,920.80   

WET SEAL INC/THE CLASS A COMMON STOCK USD.1

      510,770.75        474,444.00   

WEYERHAEUSER CO 3/15/32 MONTH END PRICE 124.8967

      5,566.40        6,244.84   

WEYERHAEUSER CO REIT USD1.25

      259,106.48        353,007.98   

WEYERHAEUSER CO MONTH END PRICE 27.8200

      205,695.67        239,374.93   

WF ADVANTAGE GOVT SECURITIES INV MONTH END PRICE 11.1600

      20,228.76        21,656.19   

WF ADVANTAGE HIGH INCOME INV MONTH END PRICE 7.7600

      40,596.74        40,507.61   

WF ADVANTAGE INCOME PLUS INVESTOR CL MONTH END PRICE 12.1700

      108,783.47        120,508.84   

WF ADVANTAGE LARGE CAP GROWTH INV MONTH END PRICE 33.9500

      28,058.30        36,374.06   

WF ADVANTAGE OPPORTUNITY MONTH END PRICE 39.6700

      221,238.12        234,976.72   

WF ADVANTAGE SMALL CAP VALUE MONTH END PRICE 32.2900

      31,684.96        33,888.52   

WF ADVANTAGE ULTRA SHORT TERM INCOME MONTH END PRICE 8.5600

      3,797.88        3,595.41   

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2011 C2 XA 144A

      27,683.41        23,306.01   

WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2012 C7 XA 144A

      17,219.97        17,284.15   

WFC 130119C00027500 MONTH END PRICE 670.0000

      (467.29 )      (670.00 ) 

WFC 130119C00035000 MONTH END PRICE 45.0000

      (356.63 )      (675.00 ) 

 

202

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

WFC 130119C00036000 MONTH END PRICE 18.0000

      (744.46 )      (108.00 ) 

WFC 130216C00036000 MONTH END PRICE 41.0000

      (125.77 )      (123.00 ) 

WFM 130119C00095500 MONTH END PRICE 52.0000

      (102.29 )      (52.00 ) 

WGL HOLDINGS INC MONTH END PRICE 39.1900

      19,713.65        19,360.35   

WHIRLPOOL CORP COMMON STOCK USD1.

      216,659.59        218,762.50   

WHIRLPOOL CORP COMMON STOCK USD1.

      108,178.81        184,371.00   

WHIRLPOOL CORP MONTH END PRICE 101.7500

      30,680.04        38,076.00   

WHITBREAD PLC COMMON STOCK GBP.767974

      102,882.46        150,616.01   

WHITE OAK SELECT GROWTH FD MONTH END PRICE 43.6300

      9,260.96        13,303.40   

WHITEHALL ENTERPRISES MONTH END PRICE 0.0001

      34,413.44        61.90   

WHITING PETROLEUM CORP COMMON STOCK USD.001

      89,484.78        91,077.00   

WHITING PETROLEUM CORP COMMON STOCK USD.001

      1,123,200.84        962,814.00   

WHITING PETROLEUM CORP MONTH END PRICE 43.3700

      61,935.81        51,827.15   

WHITING USA TR I MONTH END PRICE 4.6400

      125,614.32        79,033.12   

WHITING USA TR II MONTH END PRICE 15.3300

      56,256.95        45,990.00   

WHOLE FOODS MARKET INC COMMON STOCK NPV

      266,279.50        374,361.67   

WHOLE FOODS MKT INC MONTH END PRICE 91.1600

      640,599.01        726,618.13   

WI TRON INC MONTH END PRICE 0.0004

      2,484.63        13.20   

WILDCAT SILVER CORP MONTH END PRICE 0.7923

      4,212.78        1,584.60   

WILEY (JOHN) + SONS CLASS A COMMON STOCK USD1.

      218,493.53        228,791.61   

WILEY JOHN & SON CL A MONTH END PRICE 38.9300

      2,726.12        3,737.28   

WILLAMETTE VLY VINEYARD MONTH END PRICE 3.6900

      2,811.95        2,767.50   

WILLIAM BLAIR EMERGING MKT GRWT CL N MONTH END PRICE 13.4000

      393,567.44        313,751.39   

WILLIAM BLAIR FDS MONTH END PRICE 11.2800

      31,692.31        34,538.14   

WILLIAM BLAIR INTL GRWTH FD N MONTH END PRICE 22.4300

      282,182.79        295,632.16   

WILLIAM BLAIR INTL SMCAP GROWTH CL I MONTH END PRICE 13.5800

      50,491.58        48,786.07   

WILLIAM BLAIR SMALL-CAP GROWTH FD N MONTH END PRICE 23.6800

      120,518.16        123,903.30   

WILLIAMS CO. INC. MONTH END PRICE 32.7400

      44,713.77        48,719.91   

WILLIAMS COMPANIES INC SR UNSECURED 01/31 7.5

      1,897.85        2,500.46   

WILLIAMS COS INC COMMON STOCK USD1.

      297,907.36        517,848.58   

WILLIAMS COS INC SR UNSECURED 03/32 8.75

      26,555.40        27,722.66   

WILLIAMS COS INC SR UNSECURED 06/31 7.75

      32,321.25        49,759.48   

WILLIAMS COS INC SR UNSECURED 09/21 7.875

      90,872.98        100,491.22   

WILLIAMS PARTNERS LP SR UNSECURED 03/20 5.25

      40,673.60        46,078.08   

WILLIAMS PARTNERS LP MONTH END PRICE 48.6600

      35,326.04        30,312.99   

WILLIAMS SONOMA INC COMMON STOCK USD.01

      164,879.33        164,137.50   

WILLIAMS SONOMA INC MONTH END PRICE 43.7700

      547.25        569.01   

WILLIS GROUP HOLDINGS PLC MONTH END PRICE 33.5300

      3,578.95        3,353.00   

WILLIS LEASE FINL CORP MONTH END PRICE 14.3100

      2,547.53        2,862.00   

WILLOW CREEK ENT NEW MONTH END PRICE 0.0070

      2,431.30        35.00   

WILMINGTON TR BK 1.8000% 07/22/13 MONTH END PRICE 1.0080

      200,000.00        201,602.00   

WILSHIRE 5000 INDEX FUND MONTH END PRICE 12.4300

      193,926.39        227,333.86   

WILSHIRE BANCORP INC COMMON STOCK NPV

      199,710.39        200,754.00   

WILSHIRE LG CO GROWTH—IVESTMNT MONTH END PRICE 34.7000

      11,695.17        11,724.71   

WIN 130119C00010000 MONTH END PRICE 3.0000

      (481.19 )      (27.00 ) 

WINDSTREAM CORP 7.875%17 MONTH END PRICE 112.2500

      5,481.50        5,612.50   

WINDSTREAM CORP COMMON STOCK USD.0001

      138,109.40        113,187.60   

WINDSTREAM CORPORATION MONTH END PRICE 8.2800

      277,829.67        208,175.22   

WINTERGREEN FUND MONTH END PRICE 15.1000

      208,179.63        245,950.25   

WINTHROP REALTY TRUST REIT USD1.

      142,188.34        142,545.00   

WIPRO LTD ADR MONTH END PRICE 8.7600

      4,090.85        2,917.08   

WIRELESS RONIN TECHS NEW MONTH END PRICE 2.0000

      2,677.74        240.00   

WISCONSIN ENERGY CORP COMMON STOCK USD.01

      122,749.02        198,253.00   

WISCONSIN ENERGY CORP MONTH END PRICE 36.8500

      20,070.98        18,056.50   

 

203

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

WISDOM TREE DREYFUS MONTH END PRICE 22.7401

      17,289.07        16,164.00   

WISDOMTREE ASIA ETF LOCAL DEBT FUND MONTH END PRICE 52.5500

      10,126.95        10,510.00   

WISDOMTREE DIV TOP 100 MONTH END PRICE 55.5800

      65,197.41        67,342.02   

WISDOMTREE DREYFUS ETF EMERG CRRNCY MONTH END PRICE 21.0880

      17,632.81        17,819.36   

WISDOMTREE DREYFUS ETF MONTH END PRICE 21.4800

      6,519.79        5,370.00   

WISDOMTREE EMERGING MONTH END PRICE 53.4600

      39,642.40        40,829.45   

WISDOMTREE EUR HI YLD EQ MONTH END PRICE 43.2650

      4,118.95        4,326.50   

WISDOMTREE HI YIELD EQTY MONTH END PRICE 45.7995

      84,819.53        85,270.50   

WISDOMTREE INDIA EARNING MONTH END PRICE 19.3700

      15,763.45        15,467.50   

WISDOMTREE INTL LRGCP DV MONTH END PRICE 44.9300

      4,202.55        4,493.00   

WISDOMTREE INTL MDCP DIV MONTH END PRICE 50.2900

      24.15        24.37   

WISDOMTREE INTL SMCP DIV MONTH END PRICE 52.1300

      659,528.69        705,060.85   

WISDOMTREE INVESTMENTS MONTH END PRICE 6.1200

      17,380.30        14,688.00   

WISDOMTREE JAP SMCAP DIV MONTH END PRICE 43.7000

      62,427.71        63,843.34   

WISDOMTREE JAPAN HI YLD EQ MONTH END PRICE 52.9399

      8,377.71        8,388.62   

WISDOMTREE JAPAN TOT DIV MONTH END PRICE 36.8800

      11,097.05        11,395.92   

WISDOMTREE LARGECAP DIV MONTH END PRICE 53.6400

      81,612.70        83,852.57   

WISDOMTREE SMALLCAP DIV MONTH END PRICE 50.9500

      23,888.70        26,728.20   

WISDOMTREE TR MONTH END PRICE 21.0855

      25,538.60        23,194.05   

WISDOMTREE TRUST MONTH END PRICE 18.9100

      22,138.65        15,976.69   

WISDOMTREE TRUST MONTH END PRICE 25.5300

      177,889.63        177,714.33   

WISDOMTREE TRUST MONTH END PRICE 29.9700

      35,739.01        38,736.53   

WISDOMTREE TRUST MONTH END PRICE 49.4400

      41,882.90        43,866.18   

WISDOMTREE TRUST MONTH END PRICE 57.1900

      12,979,425.18        13,375,045.31   

WISDOMTREE X-JAP HI YLD MONTH END PRICE 58.1700

      136.32        140.24   

WISDOMTREE X-JAP TOT DIV MONTH END PRICE 69.0599

      2,173.81        2,491.41   

WITS BASIN PRECIOUS METL MONTH END PRICE 0.0580

      1,906.69        1,740.00   

WLT 130316C00032500 MONTH END PRICE 585.0000

      (656.76 )      (1,755.00 ) 

WLT 130316C00037500 MONTH END PRICE 340.0000

      (1,047.70 )      (1,020.00 ) 

WM 130119C00033000 MONTH END PRICE 95.0000

      (89.29 )      (95.00 ) 

WMI HOLDINGS CORP MONTH END PRICE 0.8400

      37,743.02        409,655.40   

WMS INDUSTRIES INC COMMON STOCK USD.5

      692,592.83        580,125.00   

WMT 130216C00070000 MONTH END PRICE 84.0000

      (82.29 )      (84.00 ) 

WOLSELEY PLC COMMON STOCK GBP.045455

      614,896.99        645,614.89   

WOLVERINE WORLD WIDE INC COMMON STOCK USD1.

      640,687.02        602,406.00   

WOLVERINE WORLD WIDE INC MONTH END PRICE 40.9800

      15,459.22        14,778.81   

WONDER AUTO TECHNOLOGY INC MONTH END PRICE 0.0000

      404.62        —     

WOOD GROUP (JOHN) PLC COMMON STOCK GBP.042857

      396,326.44        353,453.68   

WOODWARD GOVERNOR CO MONTH END PRICE 38.1300

      2,616.55        2,669.10   

WOOLWORTHS LTD ORD MONTH END PRICE 30.4506

      8,163.41        9,135.18   

WOORI FINANCE HLDGS ADR MONTH END PRICE 33.3500

      1,377.75        1,334.00   

WORDLOGIG CORP MONTH END PRICE 0.0700

      46,686.45        3,850.00   

WORKDAY INC CLASS A COMMON STOCK USD.001

      127,591.92        139,138.50   

WORKDAY INC MONTH END PRICE 54.5000

      3,961.71        4,087.50   

WORLD FUEL SERVICES CORPORATION MONTH END PRICE 41.1700

      11.68        11.98   

WORLD HEALTH ALTERNATIVE MONTH END PRICE 0.0004

      1,925.86        0.52   

WORLD HOCKEY ASSN NEW MONTH END PRICE 0.0000

      4,613.85        —     

WORLD MOTO INC MONTH END PRICE 0.1747

      825.95        1,048.20   

WORLD SURVEILLANCE GROUP MONTH END PRICE 0.0133

      347.99        17.74   

WORLD WRESTLING FEDN A MONTH END PRICE 7.8900

      4,945.56        2,660.58   

WORLDGATE COMMUNS INC MONTH END PRICE 0.0006

      16,309.62        12.00   

WORLDSPACE INC MONTH END PRICE 0.0050

      1,037.90        27.50   

WORTHINGTON ENERGY NEW MONTH END PRICE 0.0200

      42,516.75        14.64   

WORTHINGTON INDS INC MONTH END PRICE 25.9900

      3,875.21        5,414.34   

 

204

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

WPP PLC COMMON STOCK GBP.1

      671,196.82        835,340.64   

WPX ENERGY INC COMMON STOCK

      50,545.97        68,031.36   

WPX ENERGY INC SR UNSECURED 01/22 6.

      10,000.00        10,775.00   

WPX ENERGY INC MONTH END PRICE 14.8800

      4,444.25        4,449.12   

WRAPMAIL INC MONTH END PRICE 0.0210

      1,286.95        840.00   

WSFS FINANCIAL CORP COMMON STOCK USD.01

      110,564.70        114,075.00   

WUXI PHARMATECH ADR MONTH END PRICE 15.7500

      3,209.71        3,150.00   

WW GRAINGER INC COMMON STOCK USD.5

      93,359.14        275,223.20   

WY 130119C00025000 MONTH END PRICE 291.0000

      (616.22 )      (2,619.00 ) 

WYETH LLC COMPANY GUAR 04/37 5.95

      9,932.10        13,339.66   

WYNCREST GROUP INC NEW MONTH END PRICE 0.0001

      4,025.90        16.00   

WYNDHAM WORLDWIDE CORP COMMON STOCK USD.01

      126,280.84        181,126.84   

WYNDHAM WORLDWIDE CORP MONTH END PRICE 53.2100

      4,027.35        5,321.00   

WYNN 130119C00117500 MONTH END PRICE 100.0000

      (207.53 )      (200.00 ) 

WYNN RESORTS LTD COMMON STOCK USD.01

      287,488.84        286,849.50   

WYNN RESORTS LTD COMMON STOCK USD.01

      101,634.92        202,706.98   

WYNN RESORTS MONTH END PRICE 112.4900

      210,456.04        210,297.85   

X 140118C00030000 MONTH END PRICE 178.0000

      (252.29 )      (178.00 ) 

XCEL ENERGY INC COMMON STOCK USD2.5

      263,782.88        306,497.25   

XCEL ENERGY INC MONTH END PRICE 26.7100

      135,670.22        154,722.05   

XCELLINK INTERNATION MONTH END PRICE 0.0005

      418.17        0.50   

XCELMOBILITY INC MONTH END PRICE 0.1000

      906.95        100.00   

XENACARE HOLDINGS IN MONTH END PRICE 0.0060

      13,296.43        262.20   

XENONICS HOLDINGS INC MONTH END PRICE 0.1500

      37,394.21        1,910.40   

XENOPORT INC COMMON STOCK USD.001

      19,821.65        19,425.00   

XENOPORT INC MONTH END PRICE 7.7700

      6,711.46        7,770.00   

XEROX CORP COMMON STOCK USD1.

      366,506.10        210,008.26   

XEROX CORP MONTH END PRICE 6.8200

      175,134.15        143,685.75   

XG TECHNOLOGY INC MONTH END PRICE 0.2250

      227,698.98        72,632.48   

XILINX INC COMMON STOCK USD.01

      1,054,319.74        1,127,260.00   

XILINX INC COMMON STOCK USD.01

      215,839.07        216,225.70   

XILINX INC MONTH END PRICE 35.8610

      35,295.50        37,572.68   

XINDE TECHNOLOGY CO NEW MONTH END PRICE 0.4000

      5,602.70        145.60   

XINYUAN REAL ESTATE ADR MONTH END PRICE 3.5800

      6,119.50        6,623.00   

XL GROUP PLC COMMON STOCK USD.01

      282,447.02        181,409.34   

XL GROUP PLC MONTH END PRICE 25.0600

      4,668.42        5,638.50   

XLU 130119C00037000 MONTH END PRICE 3.0000

      (155.77 )      (9.00 ) 

XO GROUP INC COMMON STOCK USD.01

      69,898.32        72,540.00   

XO GROUP INC MONTH END PRICE 9.3000

      1,920.47        744.00   

XOM 130119C00095000 MONTH END PRICE 2.0000

      (446.76 )      (6.00 ) 

XOMA CORP MONTH END PRICE 2.4000

      8,363.73        7,327.20   

XPO LOGISTICS INC MONTH END PRICE 17.3800

      31,466.76        34,238.60   

XSTRATA FINANCE CANADA COMPANY GUAR 144A 10/15 1.8

      140,090.30        140,760.20   

XSTRATA FINANCE CANADA COMPANY GUAR 144A 10/17 2.45

      139,728.80        141,357.16   

XSUNX INC MONTH END PRICE 0.0109

      584,386.69        68,437.93   

XTRA-GOLD RES NEW ORD F MONTH END PRICE 0.7900

      2,189.96        790.00   

XTREME OIL AND GAS INC MONTH END PRICE 0.0399

      75.68        0.08   

XYBERNAUT CORP MONTH END PRICE 0.0000

      32,422.69        —     

XYLEM INC COMMON STOCK

      1,072,416.01        1,135,490.00   

XYLEM INC COMMON STOCK

      73,448.10        114,416.20   

XYLEM INC MONTH END PRICE 27.1000

      29,392.71        29,810.00   

Y R C WORLDWIDE INC NEW MONTH END PRICE 6.7500

      68,715.99        23,368.50   

YACKTMAN FOCUSED SERVICE CL MONTH END PRICE 20.5200

      15,832,072.69        16,209,143.36   

YACKTMAN FUND SERVICE CL MONTH END PRICE 19.1200

      1,090,766.28        1,258,438.23   

 

205

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		     Current
Value (e)		  

YAHOO INC COMMON STOCK USD.001

      965,103.26        487,370.90   

YAHOO! INC MONTH END PRICE 19.9000

      251,642.93        284,510.30   

YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK

      173,308.93        185,537.79   

YAMANA GOLD INC MONTH END PRICE 17.2100

      452,899.95        507,832.68   

YANDEX N V CL A F MONTH END PRICE 21.5400

      60,331.04        53,850.00   

YANKEE CANDLE 9.75% 2/15/17 MONTH END PRICE 104.1250

      25,888.54        26,031.25   

YANZHOU COAL MNG CO ADR MONTH END PRICE 17.0800

      4,895.95        5,124.00   

YARA INTERNATIONAL ASA COMMON STOCK NOK1.7

      6,311.35        6,254.17   

YARA INTL ASA ADR MONTH END PRICE 49.7400

      9,366.95        9,948.00   

YATERRA VENTURES COR MONTH END PRICE 0.0010

      15,973.93        1,000.00   

YELLOW MEDIA LTD F MONTH END PRICE 6.7515

      31,815.94        3,483.77   

YELLOW MEDIA LTD 22WTSF EXP 12/20/22 MONTH END PRICE 1.4815

      922.01        435.56   

YELLOWJACKET RES LTD F MONTH END PRICE 0.0578

      1,358.85        616.49   

YELP INC CLASS A MONTH END PRICE 18.8500

      4,976.21        4,712.50   

YELP INC COMMON STOCK USD.000001

      363,199.63        296,095.80   

YHOO 130216C00020000 MONTH END PRICE 74.0000

      (161.77 )      (222.00 ) 

YINGLI GREEN ENERGY ADR MONTH END PRICE 2.3500

      26,476.71        13,528.95   

YOHO INC MONTH END PRICE 2.8460

      19,849.37        9,391.80   

YOKOGAWA ELECTRIC CORP COMMON STOCK

      962,969.00        1,292,358.94   

YONGYE INTERNATIONAL MONTH END PRICE 5.8300

      4,068.18        5,830.00   

YORA INTL INC NEW MONTH END PRICE 0.0000

      2,272.10        —     

YORK WATER CO COMMON STOCK NPV

      81,410.39        82,579.00   

YOUKU.COM INC ADR F MONTH END PRICE 18.2400

      137,354.21        162,336.00   

YTB INTERNATIONAL CL XXX MONTH END PRICE 0.0052

      43.70        0.11   

YTB INTL INC MONTH END PRICE 0.0052

      100,223.61        2,632.23   

YUE YUEN INDUSTRIAL HLDG COMMON STOCK HKD.25

      487,264.29        518,876.37   

YUHE INTL INC MONTH END PRICE 0.1300

      59,791.81        1,121.90   

YUKON GOLD CORP INC NEW MONTH END PRICE 0.0110

      7,365.85        37.40   

YUM 130119C00070000 MONTH END PRICE 32.0000

      (794.23 )      (160.00 ) 

YUM BRANDS INC COMMON STOCK NPV

      1,301,636.41        1,604,224.00   

YUM BRANDS INC COMMON STOCK NPV

      185,505.21        709,882.40   

YUM BRANDS INC MONTH END PRICE 66.4000

      817,842.87        850,669.06   

YY INC ADR MONTH END PRICE 14.2600

      126,960.65        142,600.00   

Z 130119P00030000 MONTH END PRICE 310.0000

      1,410.75        1,550.00   

ZAGG INCORPORATED MONTH END PRICE 7.3600

      7,079.41        5,888.00   

ZALE CORPORATION NEW MONTH END PRICE 4.1100

      1,019.45        924.75   

ZALICUS INC MONTH END PRICE 0.6500

      74,817.32        61,815.00   

ZAP NEW MONTH END PRICE 0.0790

      17,592.55        1,307.45   

ZAZA ENERGY CORP MONTH END PRICE 2.0500

      39,127.00        22,550.00   

ZEBRA TECH CORPCL A MONTH END PRICE 39.3100

      449.94        746.89   

ZELTIQ AESTHETICS MONTH END PRICE 4.6300

      865.77        463.00   

ZENERGY INTL INC MONTH END PRICE 0.0002

      302.98        2.00   

ZEONS CORP MONTH END PRICE 0.7500

      42.55        638.25   

ZEVOTEK INC NEW MONTH END PRICE 0.1200

      6.30        0.12   

ZHONGPIN INC MONTH END PRICE 12.8400

      27,312.62        23,343.12   

ZILLOW INC CL A MONTH END PRICE 27.7500

      66,741.92        57,609.00   

ZIMMER HOLDINGS INC COMMON STOCK USD.01

      107,712.82        108,655.80   

ZIMMER HOLDINGS INC COMMON STOCK USD.01

      163,552.62        277,838.88   

ZIMMER HOLDINGS INC MONTH END PRICE 66.6600

      46,673.44        58,368.75   

ZION OIL & GAS INC 12 WT MONTH END PRICE 0.0045

      74.74        0.57   

ZION OIL & GAS INC MONTH END PRICE 1.7699

      90,552.28        46,380.23   

ZIONS BANCORP C 9.50% MONTH END PRICE 25.8800

      5,863.68        5,823.00   

ZIONS BANCORPORATION COMMON STOCK NPV

      174,784.06        91,656.20   

ZIOPHARM ONCOLOGY MONTH END PRICE 4.1600

      11,688.93        9,984.00   

 

206

Table of Contents

Identity of Issue/Description of Investment (a)(b)(c)

    Historical
Cost (d)		      Current
Value (e)		  

ZIPCAR INC MONTH END PRICE 8.2400

      99,091.60         62,970.08   

ZIXIT CORP MONTH END PRICE 2.7900

      13,666.94         12,834.00   

ZOLTEK COMPANIES MONTH END PRICE 7.7500

      33,960.56         26,884.75   

ZOOM TECHNOLOGIES NEW MONTH END PRICE 0.5500

      2,101.80         275.00   

ZST DIGITAL NETWORKS MONTH END PRICE 2.0000

      5,731.41         1,960.00   

ZUMIEZ INC MONTH END PRICE 19.4100

      3,323.69         1,941.00   

ZURICH INSURANCE GP ADRF MONTH END PRICE 26.8000

      3,501.95         4,020.00   

ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1

      600,859.40         721,957.48   

ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1

      452,319.75         493,070.21   

ZWEIG TOTAL RTN FUND NEW MONTH END PRICE 12.3100

      126,049.31         95,486.72   

ZYGO CORP MONTH END PRICE 15.7000

      8,858.19         15,700.00   

ZYNGA INC MONTH END PRICE 2.3600

      119,774.83         75,166.00   
  

 

 

     

 

 

  
   $ 3,396,139,681.37       $ 3,631,598,919.43   
  

 

 

     

 

 

  

 

* Represents a party-in-interest to the Plan.

 

207

Table of Contents

SIGNATURES

The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Plan Administrator has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

 

    United Airlines Pilot Directed Account Plan
Date: June 25, 2013       /s/ Chris Kenny
     

Chris Kenny

Vice President and Controller

 

208

Table of Contents

EXHIBIT INDEX

 

Exhibit No.

   

Description

23.1    Consent of Independent Registered Public Accounting Firm
 

 

209

EX-23.1

Exhibit 23.1

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the incorporation by reference in Registration Statement Nos. 333-165084 and 333-150986 on Form S-8 of our report dated June 25, 2013, relating to the financial statements and supplemental schedules of the United Airlines Pilot Directed Account Plan appearing in this Annual Report on Form 11-K of the United Airlines Pilot Directed Account Plan for the year ended December 31, 2012.

/s/ Washington, Pittman & McKeever, LLC

Chicago, Illinois

June 25, 2013