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.

  

 

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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.

 

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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


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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   

 

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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


Table of Contents

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   

 

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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   

 

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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   

 

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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   

 

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Table of Contents

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   

 

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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   

 

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Table of Contents

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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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


Table of Contents

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   

 

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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        —     

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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   

 

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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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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   

 

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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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   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

 

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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   

 

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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

 

108


Table of Contents

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


Table of Contents

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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   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         —     

 

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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   

 

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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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   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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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   

 

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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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   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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   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   

 

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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   

 

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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   

 

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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   

 

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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   

 

140


Table of Contents

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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   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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   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   

 

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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   

 

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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   

 

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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   

 

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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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   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   

 

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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   

 

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Table of Contents

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   

 

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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   

 

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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   

 

164


Table of Contents

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   

 

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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   

 

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   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   

 

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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

 

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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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   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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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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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   

 

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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   

 

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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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Table of Contents

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   

 

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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   

 

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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

 

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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   

 

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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

 

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Table of Contents

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

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UAL 130316C00027000 MONTH END PRICE 60.0000

     (705.42     (600.00

UAL 130622C00029000 MONTH END PRICE 89.0000

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UBIQUITI NETWORKS IN MONTH END PRICE 12.1400

     16,844.15        7,587.50   

UBISOFT ENTERTAINMENT COMMON STOCK EUR.0775

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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

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UBS AG STAMFORD CT NOTES 01/15 3.875

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UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2012 C4 AS 144A

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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

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ULTA SALON COSM & FRAG MONTH END PRICE 98.2600

     46,915.51        47,263.06   

ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD.01

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ULTIMATE SOFTWARE GROUP MONTH END PRICE 94.4100

     5,923.65        7,552.80   

 

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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

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ULTRAPAR PART SPON ADR MONTH END PRICE 22.2800

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ULTRATECH INC COMMON STOCK USD.001

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UMH PROPERTIES INC MONTH END PRICE 10.3300

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UMICORE COMMON STOCK NPV

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UMPQUA HOLDINGS CORP MONTH END PRICE 11.7900

     12,571.77        14,619.60   

UNDER ARMOUR INC CL A MONTH END PRICE 48.5300

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UNDER ARMOUR INC CLASS A COMMON STOCK USD.000333

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UNDISCOVERED MANAGERS FDSBEHAVIOR MONTH END PRICE 38.6600

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UNG 130420C00030000 MONTH END PRICE 4.0000

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UNI PIXEL INC NEW MONTH END PRICE 13.6900

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UNIBAIL RODAMCO SE REIT EUR5.

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UNICO INC ARIZONA NEW MONTH END PRICE 0.0001

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UNICREDIT SPA COMMON STOCK NPV

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UNIGENE LABORATORIES INC MONTH END PRICE 0.1380

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UNILEVER N V NY SHS NEW MONTH END PRICE 38.3000

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UNILEVER NV CVA DUTCH CERT EUR.16

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UNILEVER PLC ADR NEW MONTH END PRICE 38.7200

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UNION ELECTRIC $3.50 PFD MONTH END PRICE 78.7700

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UNION FIRST MARKET BANKSHARE COMMON STOCK USD1.33

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UNION PACIFIC CORP COMMON STOCK USD2.5

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UNION PACIFIC CORP COMMON STOCK USD2.5

     1,158,751.16        1,164,418.64   

UNION PACIFIC CORP COMMON STOCK USD2.5

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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

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UNIONTOWN ENERGY MONTH END PRICE 0.0120

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UNIQUE PIZZA & SUBS NEW MONTH END PRICE 0.0200

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UNISYS CORP SER A CV MONTH END PRICE 52.8099

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UNISYS CORP MONTH END PRICE 17.3000

     17,639.01        15,051.00   

UNIT CORP COMMON STOCK USD.2

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UNIT CORP MONTH END PRICE 45.0500

     19,055.46        18,020.00   

UNITED AMERICAN PETE MONTH END PRICE 0.0906

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UNITED CONTL HLDGS INC MONTH END PRICE 23.3800*

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UNITED ENVIRONMENTAL ENERGY CP NEW MONTH END PRICE 0.0000

     9.01        —     

UNITED FIRE GROUP INC COMMON STOCK USD.001

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UNITED GUARDIAN INC MONTH END PRICE 19.6700

     187,341.02        275,380.00   

UNITED INTERNET AG REG SHARE COMMON STOCK NPV

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UNITED MEXICAN STATES SR UNSECURED 01/40 6.05

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UNITED MEXICAN STATES SR UNSECURED 03/44 4.75

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UNITED NATURAL FOODS INC COMMON STOCK USD.01

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UNITED NATURAL FOODS INC MONTH END PRICE 53.5900

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UNITED ONLINE INC COMMON STOCK USD.0001

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UNITED ONLINE INC MONTH END PRICE 5.5900

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UNITED OVERSEAS BANK LTD COMMON STOCK NPV

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UNITED PARCEL SERVICE B MONTH END PRICE 73.7300

     658,006.54        675,944.94   

UNITED PARCEL SERVICE CL B COMMON STOCK USD.01

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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

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UNITED RENTALS INC COMMON STOCK USD.01

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UNITED RENTALS INC MONTH END PRICE 45.5200

     21,709.20        23,215.20   

 

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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

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UNITED STATES OIL FUND MONTH END PRICE 33.3700

     316,418.40         302,165.35   

UNITED STATES STEEL CORP COMMON STOCK USD1.

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UNITED STATES STEEL CORP COMMON STOCK USD1.

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UNITED STATES STEEL CORP MONTH END PRICE 23.8500

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UNITED STS 12 MO OIL FD MONTH END PRICE 39.6700

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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

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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

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UNITED TECHNOLOGIES CORP COMMON STOCK USD1.

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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

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UNITEDHEALTH GROUP INC COMMON STOCK USD.01

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UNITEDHEALTH GROUP INC COMMON STOCK USD.01

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UNITEDHEALTH GROUP INC SR UNSECURED 02/13 4.875

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UNITEDHEALTH GROUP INC SR UNSECURED 04/13 4.875

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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

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UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV

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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

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UNIVERSAL TECHNICAL INSTITUT COMMON STOCK USD.0001

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UNIVISION COMMUNICATIONS SR SECURED 144A 09/22 6.75

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UNUM GROUP COMMON STOCK USD.1

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UNWIRED PLANET INC COMMON STOCK USD.001

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UNWIRED PLANET INC NEW MONTH END PRICE 1.2000

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UOMO MEDIA INC NEW MONTH END PRICE 0.1500

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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   

 

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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

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URBAN OUTFITTERS INC COMMON STOCK USD.0001

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URBAN OUTFITTERS INC MONTH END PRICE 39.3600

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URE 130119C00070000 MONTH END PRICE 82.0000

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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

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US AEROSPACE INC MONTH END PRICE 0.0010

     173.00        1.00   

US AIRWAYS GROUP INC COMMON STOCK USD.01

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US BANCORP 6.50% PFD MONTH END PRICE 28.6400

     13,506.95        14,320.00   

US BANCORP COMMON STOCK USD.01

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US BANCORP COMMON STOCK USD.01

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US BANCORP DEL NEW MONTH END PRICE 31.9400

     163,372.93        182,772.72   

US DOLLAR

     (0.01     (0.01

US DOLLAR

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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

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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

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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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Table of Contents

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   

 

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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   

 

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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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Table of Contents

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   

 

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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


Table of Contents

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   

 

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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

 

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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   

 

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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   

 

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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.

 

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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

 

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EXHIBIT INDEX

 

Exhibit No.

  

Description

23.1    Consent of Independent Registered Public Accounting Firm
 

 

209