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

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:

Name: BARCLAYS PLC
Address: 1 CHURCHILL
         LONDON, ENGLAND EC3P3AH
Form 13F File Number: 	28-826

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Patrick Gonsalves
Title: Deputy Secretary, Barclays PLC
Phone: 020-7116-2901

Signature, Place, and Date of Signing:

Patrick Gonsalves                London, England      May 15, 2006

Report Type (Check only one.):

[ ] 	13F HOLDINGS REPORT.
[ ] 	13F NOTICE.
[X] 	13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:
Form 13F File Number   Name
  *                      Barclays Global Investors UK Holdings Limited
  *   File Number not yet available.



Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS PRIVATE BANK LIMITED
Address: 59/60 GROSVENOR STREET
         LONDON WIX 9DA ENGLAND

Form 13F File Number: 	28-826

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Alex Wade
Title: Acting Head of Client Support
Phone: 020 7487 2170

Signature, Place, and Date of Signing:

Alex Wade                    London, England    April 24, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[ x  ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number     Name
28-826                   Barclays PLC


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number: ___
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS BANK TRUST COMPANY LIMITED
Address: 1 Churchill Place
         London, E14 5HP, England

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Rose Mead
Title: Head of Operations, Peterborough
Phone: 00 44 1733 412194

Signature, Place, and Date of Signing:

Rose Mead          London, England      April 21, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number: ___
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS PRIVATE BANK & TRUST (ISLE OF MAN) LIMITED
Address:  4th Floor, Queen Victoria House
	  Isle of Man, IM99 IDF

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Tim McKimmon
Title: Head of Investor Operations
Phone: 01534 813017

Signature, Place, and Date of Signing:

Tim McKimmon       Jersey, C.I.       April 28, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number: ___
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS PRIVATE BANK AND TRUST LIMITED
Address: 39/41 Broad Street, St. Helier
	 Jersey, Channel Islands JE4 8PU

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Tim McKimmon
Title: Head of Investor Operations
Phone: 01534 813017

Signature, Place, and Date of Signing:

Tim McKimmon      Jersey, C.I.       April 28, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.




Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:		Palomino Ltd
Address:	Walkers SPV Ltd
		Walker House
		Mary Street
		PO Box 908 GT
		George Town
		Grand Cayman
		Cayman Islands

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949

Signature, Place, and Date of Signing:

Michael Stern               New York, USA    April 14, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
Name:		HYMF INC
Address:	200 Park Avenue
		New York, New York 10166


Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949

Signature, Place, and Date of Signing:

Michael Stern              New York, USA     April 14, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS BANK (Suisse) SA
Address: 10 rue d'Italie
	 CH-1204 Geneva
	 Switzerland

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Yi-Hsiang Allistone		Michelle Etienne
Title: Head of Securities Settlement	Assistant Manager
Phone: 41 22 819 5723			41 22 819 5705

Signature, Place, and Date of Signing:

Yi-Hsiang Allistone Michelle Etienne Geneva,Switzerland April 21, 20006
Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
*   File Number not yet available.

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS CAPITAL SECURITIES LIMITED
Address: 5 The North Colonnade
	 Canary Wharf, London
	 England, E14 4BB

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Oliver Cox
Title: Compliance Officer
Phone: 44 207 773 2598

Signature, Place, and Date of Signing:

Oliver Cox    London, United Kingdom  April 28, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS CAPITAL INC
Address: 200 Park Ave
         New York, NY 10166
	 USA

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Michael Stern
Title: Director Financial Reporting
Phone: 1 973 576 6949

Signature, Place, and Date of Signing:

Michael Stern          New York, USA      April 14, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-827                        Barclays Bank PLC
*   File Number not yet available.




Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2006

Check here if Amendment [   ];	 Amendment Number:
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS BANK PLC
Address: 54 Lombard Street
	 London, England EC3P 3AH

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Patrick Gonsalves
Title: Deputy Secretary, Barclays Bank PLC
Phone: 020-7116-2901

Signature, Place, and Date of Signing:

Patrick Gonsalves    London, United Kingdom  April 28, 2006

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-826                        Barclays PLC
 *  		            Barclays Global Investors UK Holdings Limited
*   File Number not yet available.




						FORM 13F SUMMARY PAGE




Report Summary:

Number of Other Included Managers:              10
Form 13F Information Table Entry Total:		2585
Form 13F Information Table Value Total:		$14,713,017 (thousands)
List of Other Included Managers:

No.    Form 13F File Number   NAME
1		    28-827    Barclays Bank PLC
8		    *	      Barclays Capital Inc
9                   *         Barclays Capital Securities LTD
10		    *	      Barclays Bank Trust Company LTD
11		    *         Barclays Private Bank & Trust (Isle of Man) LTD
12		    *         Barclays Private Bank & Trust Limited (Jersey)
17		    *         Barclays Private Bank LTD
20		    *	      Barclays Bank (Suisse) SA
31		    *	      Palomino LTD
32		    *	      HYMF INC

		* File number not yet available



FORM 13F INFORMATION TABLE


                              CLASS                  VALUE SHARES       SH/ PUT/ INVSTMT OTHER            VOTING AUTHORITY
NAME OF ISSUER                TITLE CUSIP         (X$1000) PRN AMT      PRN CALL DSCRETN MGRS       SOLE      SHARED        NONE
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------
                                                                                     
ABB LTD ADR REP 1 ORD          Com  000375204         3463       276000 SH       D       31       276000            0            0
ACCO BRANDS CORP COM           COM  00081T108          723        32713 SH       D       9         32713            0            0
ADC TELECOMMUNICATIONS INC     Com  000886309            0           19 SH       D       8            19            0            0
ADE CORP USD 0.01              Com  00089C107         1151        37600 SH       D       31        37600            0            0
ADE CORP MASS COM              COM  00089C107         2277        73200 SH       D       9         73200            0            0
AFLAC INCORPORATED USD 0.1     Com  001055102        28034       621199 SH       D       31       621199            0            0
AFLAC INC                      Com  001055102            3           83 SH       D       8            83            0            0
AES CORP                       Com  00130H105            1          108 SH       D       8           108            0            0
AES CORP COM                   COM  00130H105          621        36572 SH       D       9         36572            0            0
AK STEEL HOLDING CORP USD 0.01 Com  001547108         3838       255900 SH       D       31       255900            0            0
AMB PROPERTY CORP REIT USD 0.0 Com  00163T109         5296        97600 SH       D       31        97600            0            0
AMR CORP USD 1                 Com  001765106        13963       516200 SH       D       31       516200            0            0
ATI TECHNOLOGIES INC           Com  001941103            5          348 SH       D       8           348            0            0
AT&T INC                       COM  00206R102            5          210 SH       D       12          210            0            0
AT & T INC COM                 Com  00206R102        21632       800000 SH       D       32       800000            0            0
AT&T INC                       Com  00206R102           17          648 SH       D       8           648            0            0
AT&T INC COM                   COM  00206R102        69619      2561443 SH       D       9       2561443            0            0
AVI BIOPHARMA INC USD NPV      Com  002346104          134        17753 SH       D       31        17753            0            0
ABBOTT LABORATORIES            Com  002824100           10          257 SH       D       8           257            0            0
ABER DIAMOND CORP CAD NPV      Com  002893105          816        20200 SH       D       31        20200            0            0
ABGENIX INC COM                COM  00339B107         9081       403800 SH       D       9        403800            0            0
ABITIBI-CONSOLIDATED INC CAD N Com  003924107          937       225600 SH       D       31       225600            0            0
ACTIVISION INC NEW             Com  004930202            4          347 SH       D       8           347            0            0
ADAMS RESPIRATORY THERAPEUTICS Com  00635P107          342         8613 SH       D       31         8613            0            0
ADAPTEC INC USD 0.001          Com  00651F108          594       107565 SH       D       31       107565            0            0
ADAPTEC INC NOTE 0.750%12/2    NOT  00651FAG3         8743     10000000 SH       D       9      10000000            0            0
ADMINISTAFF INC USD 0.01       Com  007094105         6631       122000 SH       D       31       122000            0            0
ADOBE SYS INC COM              COM  00724F101           29          841 SH       D       1           841            0            0
ADOBE SYSTEMS INCORPORATED USD Com  00724F101        15468       442970 SH       D       31       442970            0            0
ADOBE SYSTEMS INC              Com  00724F101           32          928 SH       D       8           928            0            0
ADOBE SYS INC COM              COM  00724F101         6449       181011 SH       D       9        181011            0            0
ADTRAN INC USD 0.01            Com  00738A106          244         9351 SH       D       31         9351            0            0
ADVANCE AUTO PARTS USD 0.0001  Com  00751Y106         2656        63800 SH       D       31        63800            0            0
ADVANCED DIGITAL INFORMATION C Com  007525108          221        25199 SH       D       31        25199            0            0
ADVISORY BOARD CO USD 0.01     Com  00762W107          391         7015 SH       D       31         7015            0            0
AEROSPATIALE USD 0.01          Com  007865108         3929       130300 SH       D       31       130300            0            0
ADVANCED MICRO DEVICES USD 0.0 Com  007903107         2659        80201 SH       D       31        80201            0            0
ADVANCED MICRO DEVICES INC     Com  007903107            2           67 SH       D       8            67            0            0
AETNA INC USD 0.01             Com  00817Y108        16507       335921 SH       D       31       335921            0            0
AETNA INC NEW                  Com  00817Y108            4           95 SH       D       8            95            0            0
AETNA INC NEW COM              COM  00817Y108        15197       307448 SH       D       9        307448            0            0
AFFILIATED COMPUTER SERVICES I Com  008190100        10240       171640 SH       D       31       171640            0            0
AFFILIATED COMPUTER SERVICES I Com  008190100            1           21 SH       D       8            21            0            0
AFFILIATED MANAGERS GROUP USD  Com  008252108         5223        49000 SH       D       31        49000            0            0
AGERE SYSTEMS COM USD0.01      Com  00845V308         3159       210100 SH       D       31       210100            0            0
AGILENT TECHNOLOGIES INC       Com  00846U101            2           68 SH       D       8            68            0            0
AGILENT TECHNOLOGIES INC COM   COM  00846U101         7590       202401 SH       D       9        202401            0            0
AGRIUM INC CAD NPV             Com  008916108         4208       166500 SH       D       31       166500            0            0
AIR PRODUCTS &CHEMICALS USD 1  Com  009158106        92990      1384000 SH       D       32      1384000            0            0
AIR PRODUCTS & CHEMICALS INC   Com  009158106            2           37 SH       D       8            37            0            0
ALASKA AIR GROUP INC USD 1     Com  011659109         4700       132600 SH       D       31       132600            0            0
ALBANY INTERNATIONAL CORP USD  Com  012348108          784        20600 SH       D       31        20600            0            0
ALBERTO-CULVER CO USD 0.22     Com  013068101          672        15208 SH       D       31        15208            0            0
ALBERTO CULVER COMPANY COMMON  Com  013068101            0           13 SH       D       8            13            0            0
ALBERTSONS INC                 Com  013104104            1           61 SH       D       8            61            0            0
ALCAN INC. CAD NPV             Com  013716105         2668        58400 SH       D       31        58400            0            0
ALCOA INC USD 1                Com  013817101         2639        86363 SH       D       31        86363            0            0
ALCOA INC                      Com  013817101            4          144 SH       D       8           144            0            0
ALEXANDER & BALDWIN INC USD NP Com  014482103         2434        51051 SH       D       31        51051            0            0
ALEXANDRIA REAL ESTATE EQUITIE Com  015271109         1992        20900 SH       D       31        20900            0            0
ALKERMES INC USD 0.01          Com  01642T108         4041       183268 SH       D       31       183268            0            0
ALLEGHENY ENERGY INC USD 1.25  Com  017361106        18742       553700 SH       D       31       553700            0            0
ALLEGHENY ENERGY INC           Com  017361106            0           27 SH       D       8            27            0            0
ALLEGHENY TECHNOLOGIES USD 0.1 Com  01741R102         9641       157600 SH       D       31       157600            0            0
ALLEGHENY TECHNOLOGIES INC     Com  01741R102            0           14 SH       D       8            14            0            0
ALLEGHENY TECHNOLOGIES INC COM COM  01741R102          291         4822 SH       D       9          4822            0            0
ALLERGAN INC USD 0.01          Com  018490102         1976        18217 SH       D       31        18217            0            0
ALLERGAN INC                   Com  018490102            2           22 SH       D       8            22            0            0
ALLETE USD NPV                 Com  018522300          643        13800 SH       D       31        13800            0            0
ALLIANT TECHSYSTEMS INC USD 0. Com  018804104         2585        33500 SH       D       31        33500            0            0
ALLIED CAPITAL CORP USD 0.0001 Com  01903Q108         6101       199400 SH       D       31       199400            0            0
ALLIED WASTE INDUSTRIES INC US Com  019589308         2454       200500 SH       D       31       200500            0            0
ALLIED WASTE INDUSTRIES INC NE Com  019589308            0           36 SH       D       8            36            0            0
ALLSTATE CORPORATION USD 0.01  Com  020002101        13350       256200 SH       D       31       256200            0            0
ALLSTATE CORP                  Com  020002101            5          108 SH       D       8           108            0            0
ALLTEL CORPORATION USD 1       Com  020039103         1240        19164 SH       D       31        19164            0            0
ALLTEL CORP                    Com  020039103            4           64 SH       D       8            64            0            0
ALPHARMA INC NPV               Com  020813101         3207       119600 SH       D       31       119600            0            0
ALTERA CORP                    Com  021441100           16          776 SH       D       8           776            0            0
ALTIRIES INC USD 0.0001        Com  02148M100           72         3290 SH       D       31         3290            0            0
ALTRIA GROUP INC               COM  02209S103          127         1804 SH       D       12         1804            0            0
ALTRIA GROUP INC               COM  02209S103           26          370 SH       D       17          370            0            0
Altria Group Inc.              COM  02209S103          869        12268 SH       D       20        12268            0            0
ALTRIA GROUP INC USD 0.333     Com  02209S103        12670       178810 SH       D       31       178810            0            0
ALTRIA GROUP INC               Com  02209S103       406001      5738886 SH       D       32      5738886            0            0
ALTRIA GROUP INC               Com  02209S103           24          345 SH       D       8           345            0            0
ALTRIA GROUP INC COM           COM  02209S103       105276      1469115 SH       D       9       1469115            0            0
AMAZON COM INC                 COM  023135106            9          250 SH       D       11          250            0            0
AMAZON.COM INC                 Com  023135106           16          440 SH       D       8           440            0            0
AMBAC FINANCIAL GROUP INC USD  Com  023139108         6758        84900 SH       D       31        84900            0            0
AMBAC FINANCIAL GROUP INC (FOR Com  023139108            1           17 SH       D       8            17            0            0
AMERADA HESS CORP              Com  023551104            1           13 SH       D       8            13            0            0
AMEREN CORPORATION USD 0.01    Com  023608102        22643       454515 SH       D       31       454515            0            0
AMEREN CORP                    Com  023608102            1           34 SH       D       8            34            0            0
AMERICA MOVIL S A DE C V SPON  SPO  02364W105       177609      5264082 SH       D       1       5264082            0            0
AMERICA MOVIL SA DE CV ADR REP Com  02364W105        11432       333700 SH       D       31       333700            0            0
AMERICA MOVIL S A DE C V SPON  SHS  02364W105          671        19900 SH       D       9         19900            0            0
AMERICAN AXLE & MANUFACTURING  Com  024061103         1858       108496 SH       D       31       108496            0            0
AMERICAN ELECTRIC POWER CO USD Com  025537101        13117       385568 SH       D       31       385568            0            0
AMERICAN ELECTRIC POWER CO INC Com  025537101            2           65 SH       D       8            65            0            0
AMERICAN EQUITY INVESTMENT LIF Com  025676206          762        53200 SH       D       31        53200            0            0
AMER EXPRESS CO                COM  025816109            7          150 SH       D       12          150            0            0
AMER EXPRESS CO                COM  025816109           35          668 SH       D       17          668            0            0
American Express C             COM  025816109           55         1048 SH       D       20         1048            0            0
AMERICAN EXPRESS CO USD 0.2    Com  025816109            0           11 SH       D       31           11            0            0
AMERICAN EXPRESS COMPANY       Com  025816109           10          206 SH       D       8           206            0            0
AMERICAN FINANCIAL REALTY TRUS Com  02607P305          881        75700 SH       D       31        75700            0            0
AMERICAN GREETINGS USD 1       Com  026375105         1314        60800 SH       D       31        60800            0            0
AMERICAN HOME MORTGAGE INVESTM Com  02660R107          290         9300 SH       D       31         9300            0            0
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American Int. Grou             COM  026874107           16          250 SH       D       20          250            0            0
AMERICAN INTERNATIONAL GROUP I Com  026874107           28          430 SH       D       8           430            0            0
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AMERICAN POWER CONVERSION CORP Com  029066107            7          305 SH       D       8           305            0            0
AMERICAN SCIENCE & ENGINEERING Com  029429107         1274        13648 SH       D       31        13648            0            0
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Ameriprise Financi             COM  03076C106            9          208 SH       D       20          208            0            0
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AMGEN INC                      COM  031162100          355         4884 SH       D       12         4884            0            0
AMGEN INC                      COM  031162100         2388        32826 SH       D       17        32826            0            0
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AMGEN INC                      Com  031162100           73         1006 SH       D       8          1006            0            0
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AMSOUTH BANCORPORATION         Com  032165102            1           58 SH       D       8            58            0            0
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ANADARKO PETROLEUM CORP        Com  032511107            3           39 SH       D       8            39            0            0
ANALOG DEVICES INC             Com  032654105            2           61 SH       D       8            61            0            0
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ANDREW CORP                    Com  034425108            0           27 SH       D       8            27            0            0
ANDRX GROUP USD 0.001          Com  034553107         2036        85769 SH       D       31        85769            0            0
ANGLO AMERICAN PLC ADR REP 0.5 Com  03485P102          104         5353 SH       D       31         5353            0            0
ANGLO AMERN PLC ADR            ADR  03485P102         1930       100000 SH       D       9        100000            0            0
ANGIOTECH PHARMACEUTICALS INC  Com  034918102         1344        90862 SH       D       31        90862            0            0
ANGLOGOLD ASHANTI LIMITED ADR  Com  035128206         5742       106100 SH       D       31       106100            0            0
ANHEUSER-BUSCH COS INC USD 1   Com  035229103        13086       305973 SH       D       31       305973            0            0
ANHEUSER BUSCH COMPANIES INC   Com  035229103            5          129 SH       D       8           129            0            0
ANNALY MORTGAGE MANAGEMENT REI Com  035710409          278        22900 SH       D       31        22900            0            0
ANTIGENICS INC DEL             COM  037032109           47        17203 SH       D       17        17203            0            0
AO TATNEFT SPON ADR REG S      ADR  03737P306          323         3048 SH       D       9          3048            0            0
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AON CORP                       Com  037389103            2           53 SH       D       8            53            0            0
APACHE CORP USD 0.625          Com  037411105        21801       332800 SH       D       31       332800            0            0
APACHE CORP                    Com  037411105            3           55 SH       D       8            55            0            0
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APARTMENT INVT & MGMT CO CL A  CL   03748R101          235         5041 SH       D       9          5041            0            0
APOLLO GROUP INC-CL A          Com  037604105           14          271 SH       D       8           271            0            0
APPLE COMPUTER CO              COM  037833100           26          430 SH       D       12          430            0            0
APPLE COMPUTER CO              COM  037833100           42          670 SH       D       17          670            0            0
APPLE COMPUTER INC             Com  037833100          113         1803 SH       D       8          1803            0            0
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APPLERA CORP COM APPLIED BIOSY Com  038020103            0           31 SH       D       8            31            0            0
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APPLIED MATERIALS              COM  038222105            5          300 SH       D       17          300            0            0
APPLIED MATERIALS INC USD 0.01 Com  038222105        32501      1856171 SH       D       31      1856171            0            0
APPLIED MATERIALS INC          Com  038222105           24         1422 SH       D       8          1422            0            0
APPLIED MICRO CIRCUITS CORP    Com  03822W109            0           50 SH       D       8            50            0            0
APPLIED MICRO CIRCUITS CORP CO COM  03822W109           67        16588 SH       D       9         16588            0            0
APTARGROUP INC USD 0.01        Com  038336103         1215        22000 SH       D       31        22000            0            0
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ARACRUZ CELULOSE S.A. ADR REP  Com  038496204         5431       102600 SH       D       31       102600            0            0
ARBITRON INC USD 0.5           Com  03875Q108         2015        59600 SH       D       31        59600            0            0
ARCHER DANIELS MIDLAND CO      Com  039483102         7571       225000 SH       D       32       225000            0            0
ARCHER-DANIELS-MIDLAND CO      Com  039483102            3          108 SH       D       8           108            0            0
ARCHSTONE-SMITH TRUST REIT USD Com  039583109         2012        41265 SH       D       31        41265            0            0
ARCHSTONE-SMITH TR             Com  039583109            1           35 SH       D       8            35            0            0
ARDEN REALTY INC REIT USD 0.01 Com  039793104        13674       303000 SH       D       31       303000            0            0
ARIBA INC USD 0.002            Com  04033V203          282        28909 SH       D       31        28909            0            0
ARKANSAS BEST CORP USD 0.01    Com  040790107          840        21492 SH       D       31        21492            0            0
ARROW ELECTRONICS INC USD 1    Com  042735100        10478       324700 SH       D       31       324700            0            0
ARVINMERITOR USD 1             Com  043353101         1495       100300 SH       D       31       100300            0            0
ASHLAND INC USD 0.01           Com  044209104          547         7700 SH       D       31         7700            0            0
ASHLAND INC                    Com  044209104            0           12 SH       D       8            12            0            0
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ASTRAZENECA PLC ADR REP 1 ORD  Com  046353108        25044       498600 SH       D       31       498600            0            0
ATMEL CORPORATION USD 0.001    Com  049513104         5429      1150311 SH       D       31      1150311            0            0
AUTODESK INC                   Com  052769106           14          376 SH       D       8           376            0            0
AUTOLIV INC USD 1              Com  052800109         3196        56500 SH       D       31        56500            0            0
AUTOMATIC DATA PROCESSING INC  Com  053015103        37856       828727 SH       D       31       828727            0            0
AUTOMATIC DATA PROCESSING INC  Com  053015103            4           96 SH       D       8            96            0            0
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AUTONATION INC DEL             Com  05329W102            0           30 SH       D       8            30            0            0
AUTONATION INC COM             COM  05329W102          226        10462 SH       D       9         10462            0            0
AUTOZONE INC                   Com  053332102            0            9 SH       D       8             9            0            0
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AVANEX CORP                    COM  05348W109            3         1220 SH       D       17         1220            0            0
AVAYA INC                      Com  053499109            0           69 SH       D       8            69            0            0
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AVERY DENNISON CORP            Com  053611109            1           18 SH       D       8            18            0            0
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AVNET INC DBCV 2.000% 3/1      NOT  053807AL7        13526     13700000 SH       D       9      13700000            0            0
AVOCENT CORPORATION USD 0.001  Com  053893103          500        15760 SH       D       31        15760            0            0
AVON PRODUCTS INC              Com  054303102            2           76 SH       D       8            76            0            0
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AZTAR CORP USD 0.01            Com  054802103         1188        28300 SH       D       31        28300            0            0
AXCAN PHARMA INC CAD NPV       Com  054923107          290        21800 SH       D       31        21800            0            0
BB&T CORP                      Com  054937107            3           90 SH       D       8            90            0            0
BASF AG ADR REP 1 ORD          Com  055262505         6899        88000 SH       D       31        88000            0            0
BCE INC CAD NPV                Com  05534B109         4887       202200 SH       D       31       202200            0            0
BJ SERVICES                    Com  055482103        18165       525000 SH       D       32       525000            0            0
BJ SERVICES CO                 Com  055482103            1           53 SH       D       8            53            0            0
BJS WHOLESALE CLUB INC USD 0.0 Com  05548J106         1288        40900 SH       D       31        40900            0            0
BP PRUDHOE BAY ROYALTY TRUST R Com  055630107          918        13000 SH       D       31        13000            0            0
BMC SOFTWARE INC               Com  055921100            0           36 SH       D       8            36            0            0
BAIDU.COM ADR REP 1 ORD        Com  056752108          162         2901 SH       D       31         2901            0            0
BAKER HUGHES INC               Com  057224107            3           57 SH       D       8            57            0            0
BALL CORP USD NPV              Com  058498106         3970        90600 SH       D       31        90600            0            0
BALL CORP                      Com  058498106            0           17 SH       D       8            17            0            0
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BK OF AMERICA CORP             COM  060505104         1310        28772 SH       D       12        28772            0            0
BK OF AMERICA CORP             COM  060505104         3495        76762 SH       D       17        76762            0            0
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BANK OF AMERICA CORP           Com  060505104           35          770 SH       D       8           770            0            0
BANK OF NEW YORK CO INC        Com  064057102            4          128 SH       D       8           128            0            0
BARD(CR)INC                    COM  067383109           28          416 SH       D       17          416            0            0
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C R BARD INC                   Com  067383109            1           17 SH       D       8            17            0            0
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BARR PHARMACEUTICALS INC       Com  068306109            1           18 SH       D       8            18            0            0
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BAUSCH & LOMB INC              Com  071707103            0            9 SH       D       8             9            0            0
BAXTER INTERNATIONAL INC       Com  071813109            4          109 SH       D       8           109            0            0
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BEA SYSTEMS INC                Com  073325102            7          575 SH       D       8           575            0            0
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BEAZER HOMES USA INC COM       COM  07556Q105          274         4200 SH       D       9          4200            0            0
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BECTON DICKINSON & CO          Com  075887109            2           42 SH       D       8            42            0            0
BED BATH & BEYOND INC          Com  075896100           23          609 SH       D       8           609            0            0
BELLSOUTH CORP                 Com  079860102           10          303 SH       D       8           303            0            0
BEMA GOLD CORP CAD NPV         Com  08135F107          142        32000 SH       D       31        32000            0            0
BEMIS CO INC USD 0.1           Com  081437105         2288        72452 SH       D       31        72452            0            0
BEMIS CO INC                   Com  081437105            0           17 SH       D       8            17            0            0
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BERRY PETROLEUM COMPANY USD 0. Com  085789105          431         6300 SH       D       31         6300            0            0
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BHP BILLITON LTD ADR REP 2 ORD Com  088606108        25424       638000 SH       D       31       638000            0            0
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BIOVAIL CORP COM               COM  09067J109        29574      1223600 SH       D       9       1223600            0            0
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BLACK & DECKER CORP            Com  091797100            1           13 SH       D       8            13            0            0
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H & R BLOCK INC                Com  093671105            1           54 SH       D       8            54            0            0
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BOEING CO USD 5                Com  097023105        27750       356100 SH       D       31       356100            0            0
BOEING CO                      Com  097023105           10          134 SH       D       8           134            0            0
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BORG-WARNER INC USD 0.01       Com  099724106         2161        36000 SH       D       31        36000            0            0
BOSTON PROPERTIES INC COM      COM  101121101         3980        42600 SH       D       9         42600            0            0
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Boston Scientific              COM  101137107           17          750 SH       D       20          750            0            0
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Bristol Myers Squi             COM  110122108            9          400 SH       D       20          400            0            0
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BROOKFIELD HOMES CORP USD 0.01 Com  112723101         1143        22049 SH       D       31        22049            0            0
BROWN-FORMAN CORP              COM  115637100          156         2000 SH       D       17         2000            0            0
BROWN FORMAN CORPORATION USD 0 Com  115637209          777        10100 SH       D       31        10100            0            0
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BROWN SHOE COMPANY INC USD 3.7 Com  115736100         2230        42500 SH       D       31        42500            0            0
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BRUNSWICK CORP COM             COM  117043109          987        25272 SH       D       9         25272            0            0
BUILD-A-BEAR-WORKSHOP INC. USD Com  120076104          168         5500 SH       D       31         5500            0            0
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BUSINESS OBJECTS SA ADR REP 1  Com  12328X107          694        19038 SH       D       31        19038            0            0
CAE INC CAD NPV                Com  124765108          703        89100 SH       D       31        89100            0            0
CBL & ASSOCIATES PROPERTIES IN Com  124830100        10323       243200 SH       D       31       243200            0            0
CBS                            CLA  124857103           49         2043 SH       D       20         2043            0            0
CBS CORP NEW CL A              CL   124857103          721        29830 SH       D       9         29830            0            0
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CIGNA CORP COM                 COM  125509109          910         6987 SH       D       9          6987            0            0
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CLECO CORPORATION USD 1        Com  12561W105         1355        60700 SH       D       31        60700            0            0
CMS ENERGY CORP USD 0.01       Com  125896100         5626       434513 SH       D       31       434513            0            0
CMS ENERGY CORP                Com  125896100            0           37 SH       D       8            37            0            0
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CSK AUTO INC USD 0.01          Com  125965103          683        49300 SH       D       31        49300            0            0
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CRA INTERNATIONAL INC USD NPV  Com  12618T105          292         5948 SH       D       31         5948            0            0
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CSX CORP                       Com  126408103            2           36 SH       D       8            36            0            0
CSX CORP COM                   COM  126408103          714        11924 SH       D       9         11924            0            0
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CVS CORP                       Com  126650100            4          135 SH       D       8           135            0            0
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CA INC                         Com  12673P105            2           76 SH       D       8            76            0            0
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CACI INTERNATIONAL INC USD 0.1 Com  127190304         2274        34600 SH       D       31        34600            0            0
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CADENCE DESIGN SYSTEMS INC     Com  127387108            7          418 SH       D       8           418            0            0
CADENCE DESIGN SYSTEM INC COM  COM  127387108          173         9365 SH       D       9          9365            0            0
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CALGON CARBON CORP COM         COM  129603106          472        75000 SH       D       9         75000            0            0
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CAMBIOR INC CAD NPV            Com  13201L103            1          600 SH       D       31          600            0            0
CAMDEN PROPERTY TRUST REIT USD Com  133131102        10202       141600 SH       D       31       141600            0            0
CAMPBELL SOUP CO               Com  134429109            1           31 SH       D       8            31            0            0
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CANON INC ADR REP 1 ORD        Com  138006309         4101        62100 SH       D       31        62100            0            0
CAPITAL ONE FINANCIAL CORP     Com  14040H105            4           50 SH       D       8            50            0            0
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CARDINAL HEALTH INC            Com  14149Y108            5           71 SH       D       8            71            0            0
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CARNIVAL CORP                  COM  143658300          196         4156 SH       D       12         4156            0            0
Carnival Corp.                 COM  143658300         1029        21730 SH       D       20        21730            0            0
CARNIVAL CORP COMMON PAIRED ST Com  143658300            3           72 SH       D       8            72            0            0
CARNIVAL CORP PAIRED CTF       CTF  143658300         5981       126402 SH       D       9        126402            0            0
CARNIVAL PLC ADR               ADR  14365C103           72         1474 SH       D       9          1474            0            0
CARPENTER TECHNOLOGY CORPORATI Com  144285103         4574        48400 SH       D       31        48400            0            0
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CATERPILLAR INC                COM  149123101          410         5715 SH       D       12         5715            0            0
CATERPILLAR INC                COM  149123101         4104        57157 SH       D       17        57157            0            0
Caterpillar Inc.               COM  149123101         1432        19948 SH       D       20        19948            0            0
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CATERPILLAR INC                Com  149123101        21543       300000 SH       D       32       300000            0            0
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CELGENE CORP                   Com  151020104           21          482 SH       D       8           482            0            0
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CENDANT CORP                   Com  151313103            2          170 SH       D       8           170            0            0
CENDANT CORP COM               COM  151313103         2423       140732 SH       D       9        140732            0            0
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CENTERPOINT ENERGY INC         Com  15189T107            0           51 SH       D       8            51            0            0
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CORPORATE OFFICE PROPERTIES TR Com  22002T108         2222        48600 SH       D       31        48600            0            0
CORRECTIONS CORP OF AMER USD 0 Com  22025Y407         1075        23800 SH       D       31        23800            0            0
CORUS GROUP PLC SPONSORED ADR  ADR  22087M101          898        58300 SH       D       9         58300            0            0
COSTCO WHOLESALE CORP-NEW      Com  22160K105           23          428 SH       D       8           428            0            0
COSTCO WHSL CORP NEW COM       COM  22160K105         1856        34122 SH       D       9         34122            0            0
COTT CORPORATION CAD NPV       Com  22163N106          296        23000 SH       D       31        23000            0            0
COUNTRYWIDE FINANCIAL CORP     Com  222372104            3           99 SH       D       8            99            0            0
COUNTRYWIDE FINANCIAL CORP COM COM  222372104         1201        33241 SH       D       9         33241            0            0
COUSINS PROPERTIES INC REIT US Com  222795106         2774        83000 SH       D       31        83000            0            0
COVENTRY HEALTHCARE INC USD 0. Com  222862104         3452        63950 SH       D       31        63950            0            0
COVENTRY HEALTH CARE INC       Com  222862104            1           27 SH       D       8            27            0            0
COVENTRY HEALTH CARE INC COM   COM  222862104          491         9096 SH       D       9          9096            0            0
CRANE COMPANY INC USD 1        Com  224399105         1824        44500 SH       D       31        44500            0            0
CREDENCE SYSTEMS CORPORATION U Com  225302108          218        29746 SH       D       31        29746            0            0
CRESCENT REAL ESTATE EQUITIES  Com  225756105         1980        94000 SH       D       31        94000            0            0
CROWN CASTLE INTL CORP USD 0.0 Com  228227104         5533       195200 SH       D       31       195200            0            0
CROWN HOLDINGS INC USD 5       Com  228368106        12464       702600 SH       D       31       702600            0            0
CRYPTOLOGIC INC NPV            Com  228906103         1100        42500 SH       D       31        42500            0            0
CRYSTALLEX INTERNATIONAL CORPO Com  22942F101           71        17400 SH       D       31        17400            0            0
CUMMINS INC COM                COM  231021106          209         2000 SH       D       1          2000            0            0
CUMMINS INC USD 2.5            Com  231021106        26958       256500 SH       D       31       256500            0            0
CUMMINS INC                    Com  231021106            0            8 SH       D       8             8            0            0
CUMMINS INC COM                COM  231021106          264         2524 SH       D       9          2524            0            0
CUMULUS MEDIA INC USD 0.01     Com  231082108          135        12046 SH       D       31        12046            0            0
CURTISS-WRIGHT CORPORATION USD Com  231561101          455         6877 SH       D       31         6877            0            0
CYMER INC USD 0.001            Com  232572107         6084       133905 SH       D       31       133905            0            0
CYTEC INDUSTRIES INC USD 0.01  Com  232820100          516         8600 SH       D       31         8600            0            0
DPL INC USD 0.01               Com  233293109         6982       258600 SH       D       31       258600            0            0
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DRS TECHNOLOGIES INC COM       COM  23330X100            0           18 SH       D       9            18            0            0
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D R HORTON INC COM             COM  23331A109          510        15196 SH       D       9         15196            0            0
DSP GROUP INC USD 0.001        Com  23332B106            0           29 SH       D       31           29            0            0
DTE ENERGY CO USD NPV          Com  233331107          831        20749 SH       D       31        20749            0            0
DTE ENERGY CO                  Com  233331107            1           29 SH       D       8            29            0            0
DTE ENERGY CO COM              COM  233331107          403         9989 SH       D       9          9989            0            0
DANA CORP COM DELETED          COM  235811106            0           78 SH       D       9            78            0            0
DANAHER CORP                   Com  235851102            2           39 SH       D       8            39            0            0
DANAHER CORP DEL COM           COM  235851102          853        13343 SH       D       9         13343            0            0
DARDEN RESTAURANTS INC USD NPV Com  237194105         2843        69300 SH       D       31        69300            0            0
DARDEN RESTAURANTS INC         Com  237194105            0           22 SH       D       8            22            0            0
DARDEN RESTAURANTS INC COM     COM  237194105          302         7331 SH       D       9          7331            0            0
DAVITA INC USD 0.001           Com  23918K108          150         2500 SH       D       31         2500            0            0
DEERE & CO                     Com  244199105            3           40 SH       D       8            40            0            0
DEERE & CO COM                 COM  244199105         1360        17145 SH       D       9         17145            0            0
DEL MONTE FOODS COMPANY INC US Com  24522P103         3766       317600 SH       D       31       317600            0            0
DEL MONTE FOODS CO COM         COM  24522P103          235        20000 SH       D       9         20000            0            0
DELL INC                       COM  24702R101            7          250 SH       D       12          250            0            0
DELL INC                       COM  24702R101            0           10 SH       D       17           10            0            0
DELL INC. USD 0.01             Com  24702R101         6357       213631 SH       D       31       213631            0            0
DELL INC                       Com  24702R101           47         1606 SH       D       8          1606            0            0
DELL INC COM                   COM  24702R101        38325      1264449 SH       D       9       1264449            0            0
DELPHI FINANCIAL USD 0.01      Com  247131105          299         5800 SH       D       31         5800            0            0
DELUXE CORP USD 1              Com  248019101          146         5600 SH       D       31         5600            0            0
DENDRITE INTERNATIONAL INC USD Com  248239105            1           87 SH       D       31           87            0            0
DENTSPLY INTERNATIONAL INC USD Com  249030107         4844        83318 SH       D       31        83318            0            0
DENTSPLY INTERNATIONAL INC NEW Com  249030107            6          106 SH       D       8           106            0            0
DENTSPLY INTL INC NEW COM      COM  249030107          137         2378 SH       D       9          2378            0            0
DEUTSCHE TELEKOM AG ADR REP 1  Com  251566105         4386       260800 SH       D       31       260800            0            0
DEUTSCHE TELEKOM AG SPONSORED  ADR  251566105         3345       198573 SH       D       9        198573            0            0
DEVON ENERGY CORP USD 0.1      Com  25179M103        21027       343757 SH       D       31       343757            0            0
DEVON ENERGY CORPORATION NEW   Com  25179M103            4           74 SH       D       8            74            0            0
DEVON ENERGY CORP NEW COM      COM  25179M103         4838        79464 SH       D       9         79464            0            0
DIAGEO PLC ADR REP 4 ORD       Com  25243Q205         2968        46800 SH       D       31        46800            0            0
DIAMONDS TR UNIT SER 1         UNI  252787106         9292        83215 SH       D       9         83215            0            0
DIGITAL INSIGHT CORP USD 0.001 Com  25385P106         1461        40150 SH       D       31        40150            0            0
DIGITAL RIVER INC USD 0.01     Com  25388B104            0           20 SH       D       31           20            0            0
DILLARDS INC USD NPV           Com  254067101         5015       192600 SH       D       31       192600            0            0
DILLARDS INC-CL A              Com  254067101            0           10 SH       D       8            10            0            0
DILLARDS INC CL A              CL   254067101           87         3355 SH       D       9          3355            0            0
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DISNEY WALT CO COM DISNEY      COM  254687106        20023       716389 SH       D       9        716389            0            0
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DOBSON COMMUNICATIONS CORP USD Com  256069105          120        15085 SH       D       31        15085            0            0
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DOLLAR GENERAL CORP            Com  256669102            0           53 SH       D       8            53            0            0
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DOLLAR THRIFTY AUTOMOTIVE GROU Com  256743105          572        12600 SH       D       31        12600            0            0
DOMINION RESOURCES INC USD NPV Com  25746U109        19597       283900 SH       D       31       283900            0            0
DOMINION RESOURCES INC VA NEW  Com  25746U109            4           58 SH       D       8            58            0            0
DOMINION RES INC VA NEW COM    COM  25746U109         1359        19462 SH       D       9         19462            0            0
DOMINOS PIZZA USD 0.01         Com  25754A201         2817        98700 SH       D       31        98700            0            0
DONNELLEY (R.R) & SONS USD 1.2 Com  257867101         4718       144200 SH       D       31       144200            0            0
R R DONNELLEY & SONS CO        Com  257867101            1           36 SH       D       8            36            0            0
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DOVER CORP                     Com  260003108            1           34 SH       D       8            34            0            0
DOVER CORP COM                 COM  260003108         1250        25627 SH       D       9         25627            0            0
DOW CHEMICAL CO                COM  260543103          330         8138 SH       D       12         8138            0            0
DOW CHEMICAL CO                COM  260543103         2692        66315 SH       D       17        66315            0            0
Dow Chemical Co.               COM  260543103          433        10684 SH       D       20        10684            0            0
DOW CHEMICAL CO (USA) USD 2.5  Com  260543103        46177      1137373 SH       D       31      1137373            0            0
DOW CHEMICAL CO (USA) USD 2.5  Com  260543103       129595      3192000 SH       D       32      3192000            0            0
DOW CHEMICAL CO                Com  260543103            6          160 SH       D       8           160            0            0
DOW CHEM CO COM                COM  260543103        15842       390976 SH       D       9        390976            0            0
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DRESS BARN INC USD 0.05        Com  261570105         1472        30710 SH       D       31        30710            0            0
E. I.  DU PONT DE NEMOURS USD  Com  263534109        18014       426775 SH       D       31       426775            0            0
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DUKE ENERGY CORP FORMERLY DUKE Com  264399106            4          154 SH       D       8           154            0            0
DUKE ENERGY CORP COM           COM  264399106         1573        53384 SH       D       9         53384            0            0
DURATEK INC COM                COM  26658Q102         2040        93085 SH       D       9         93085            0            0
DUSA PHARMACEUTICL             COM  266898105           70        10000 SH       D       12        10000            0            0
DYNEGY INC NEW CL A            CLA  26816Q101           17         3614 SH       D       1          3614            0            0
DYNEGY INC USD NPV             Com  26816Q101          292        61035 SH       D       31        61035            0            0
DYNEGY INC (HOLDING CO) CL A   Com  26816Q101            0           50 SH       D       8            50            0            0
DYNEGY INC NEW CL A            CL   26816Q101          214        44787 SH       D       9         44787            0            0
EGL INC. USD 0.001             Com  268484102         1552        34499 SH       D       31        34499            0            0
EMC Corp.                      COM  268648102           16         1200 SH       D       20         1200            0            0
EMC CORP-MASS                  Com  268648102            5          396 SH       D       8           396            0            0
E M C CORP MASS COM            COM  268648102         6485       478600 SH       D       9        478600            0            0
ENI SPA ADR REP 2 ORD          Com  26874R108         9743       171000 SH       D       31       171000            0            0
EOG RESOURCES INC USD 0.01     Com  26875P101         7783       108100 SH       D       31       108100            0            0
EOG RES INC                    Com  26875P101            2           40 SH       D       8            40            0            0
EOG RES INC COM                COM  26875P101         2879        39847 SH       D       9         39847            0            0
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EAGLE MATERIALS INC COM        COM  26969P108         2159        34328 SH       D       9         34328            0            0
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EARTHLINK INC USD 0.01         Com  270321102         1627       170444 SH       D       31       170444            0            0
EARTHLINK INC COM              COM  270321102          856        88500 SH       D       9         88500            0            0
EAST WEST BANCORP INC USD 0.00 Com  27579R104          285         7417 SH       D       31         7417            0            0
EASTMAN CHEMICAL CO            Com  277432100            0           14 SH       D       8            14            0            0
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EATON CORP                     COM  278058102          110         1515 SH       D       12         1515            0            0
EATON CORP                     COM  278058102         2158        29584 SH       D       17        29584            0            0
Eaton Corp                     COM  278058102          515         7064 SH       D       20         7064            0            0
EATON CORPORATION USD 0.5      Com  278058102        12842       176000 SH       D       31       176000            0            0
EATON CORP                     Com  278058102            1           25 SH       D       8            25            0            0
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EBAY INC                       Com  278642103           64         1664 SH       D       8          1664            0            0
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ECHOSTAR COMMUNICATIONS CORP N Com  278762109            9          307 SH       D       8           307            0            0
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EDISON INTERNATIONAL           Com  281020107            2           54 SH       D       8            54            0            0
EDISON INTL COM                COM  281020107          749        18069 SH       D       9         18069            0            0
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EDWARDS(A.G)INC USD 1          Com  281760108         4367        87600 SH       D       31        87600            0            0
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EL PASO CORP COM               COM  28336L109         7827       645857 SH       D       9        645857            0            0
EL PASO ELECTRIC COMPANY USD 1 Com  283677854         1007        52900 SH       D       31        52900            0            0
ELDORADO GOLD CORPORATION CAD  Com  284902103          851       175600 SH       D       31       175600            0            0
ELECTRONIC ARTS INC USD 0.01   Com  285512109         5166        94420 SH       D       31        94420            0            0
ELECTRONIC ARTS INC            Com  285512109           26          480 SH       D       8           480            0            0
ELECTRONIC ARTS INC COM        COM  285512109         1447        26743 SH       D       9         26743            0            0
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ELECTRONCIS FOR IMAGING USD 0. Com  286082102         1088        38906 SH       D       31        38906            0            0
EMPRESA BRASILEIRA DE AERONAUT Com  29081M102         4068       110400 SH       D       31       110400            0            0
EMCOR GROUP INC USD 0.01       Com  29084Q100         5847       117744 SH       D       31       117744            0            0
EMERSON ELECTRIC CO            Com  291011104            5           68 SH       D       8            68            0            0
EMERSON ELEC CO COM            COM  291011104         3074        36528 SH       D       9         36528            0            0
EMULEX CORPORATION USD 0.1     Com  292475209         4043       236600 SH       D       31       236600            0            0
ENBRIDGE INC CAD NPV           Com  29250N105         2534        87700 SH       D       31        87700            0            0
ENBRIDGE INC COM               COM  29250N105          352        12000 SH       D       9         12000            0            0
ENCORE ACQUISITION CO COM      COM  29255W100         2604        83264 SH       D       9         83264            0            0
ENCYSIVE PHARMACEUTICALS INC C COM  29256X107          971       198600 SH       D       9        198600            0            0
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ENERGEN CORPORATION USD 0.01   Com  29265N108         2502        71500 SH       D       31        71500            0            0
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ENERGIZER HLDGS INC COM        COM  29266R108        26534       500000 SH       D       9        500000            0            0
ENERGY PARTNERS LTD COM        COM  29270U105         1344        57596 SH       D       9         57596            0            0
ENERPLUS RESOURCES FUND NPV    Com  29274D604          367         7300 SH       D       31         7300            0            0
ENERSIS SA ADR REP 50 ORD      Com  29274F104          309        26100 SH       D       31        26100            0            0
ENGELHARD CORP                 Com  292845104        38025       960000 SH       D       32       960000            0            0
ENGELHARD CORP                 Com  292845104            0           20 SH       D       8            20            0            0
ENGELHARD CORP COM             COM  292845104          269         6776 SH       D       9          6776            0            0
ENPRO INDS INC COM             COM  29355X107         1013        29400 SH       D       9         29400            0            0
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ENTERCOM COMMUNICATIONS CORP U Com  293639100         1834        65700 SH       D       31        65700            0            0
ENTERGY CORP USD 0.01          Com  29364G103         8017       116300 SH       D       31       116300            0            0
ENTERGY CORP NEW               Com  29364G103            2           34 SH       D       8            34            0            0
ENTERGY CORP NEW COM           COM  29364G103          817        11819 SH       D       9         11819            0            0
ENTERTAINMENT PROPERTY TRUST R Com  29380T105         2329        55500 SH       D       31        55500            0            0
EQUIFAX INC USD 1.25           Com  294429105         3120        83800 SH       D       31        83800            0            0
EQUIFAX INC                    Com  294429105            0           22 SH       D       8            22            0            0
EQUIFAX INC COM                COM  294429105          264         7083 SH       D       9          7083            0            0
EQUITABLE RESOURCES INC USD NP Com  294549100         7323       200600 SH       D       31       200600            0            0
EQUITY LIFESTYLE PROPERTIES IN Com  29472R108          692        13916 SH       D       31        13916            0            0
EQUITY OFFICE PROPERTIES TRUST Com  294741103            2           67 SH       D       8            67            0            0
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ERICSSON L M TEL CO ADR B SEK  ADR  294821608          153         4041 SH       D       9          4041            0            0
ESSEX PROPERTY TRUST INC REIT  Com  297178105         5012        46100 SH       D       31        46100            0            0
ETHAN ALLEN INTERIORS INC USD  Com  297602104          415         9900 SH       D       31         9900            0            0
EXAR CORP USD 0.0001           Com  300645108          123         8656 SH       D       31         8656            0            0
EXELON CORP                    Com  30161N101            5          111 SH       D       8           111            0            0
EXELON CORP COM                COM  30161N101         2742        51401 SH       D       9         51401            0            0
EXPEDIA INC DEL                Com  30212P105            9          481 SH       D       8           481            0            0
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EXPEDITORS INTERNATIONAL OF WA Com  302130109           12          147 SH       D       8           147            0            0
EXPEDITORS INTL WASH INC COM   COM  302130109          283         3300 SH       D       9          3300            0            0
EXPRESS SCRIPTS INC USD 0.01   Com  302182100         5553        63182 SH       D       31        63182            0            0
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EXPRESSJET HOLDINGS INC USD 0. Com  30218U108          282        38000 SH       D       31        38000            0            0
EXTENDICARE INC CAD NPV        Com  30224T871          140         6600 SH       D       31         6600            0            0
EXTENDICARE INC CDA SUB VTG SH COM  30224T871          446        20900 SH       D       9         20900            0            0
EXTREME NETWORKS INC USD 0.001 Com  30226D106         1261       251288 SH       D       31       251288            0            0
EXXON MOBIL CORP               COM  30231G102         1502        24680 SH       D       12        24680            0            0
EXXON MOBIL CORP               COM  30231G102         3603        59210 SH       D       17        59210            0            0
Exxon Mobil Corp.              COM  30231G102          794        13060 SH       D       20        13060            0            0
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EXXON MOBIL CORP               Com  30231G102           62         1032 SH       D       8          1032            0            0
EXXON MOBIL CORP COM           COM  30231G102        51201       839776 SH       D       9        839776            0            0
FMC CORP USD 0.1               Com  302491303         2950        47600 SH       D       31        47600            0            0
FNX MINING CO LTD CAD NPV      Com  30253R101          549        49100 SH       D       31        49100            0            0
FPL GROUP INC USD 0.01         Com  302571104        30754       766180 SH       D       31       766180            0            0
FPL GROUP INC                  Com  302571104            2           65 SH       D       8            65            0            0
FPL GROUP INC COM              COM  302571104          889        22108 SH       D       9         22108            0            0
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FAIRMONT HOTELS RESORTS INC CO COM  305204109         6652       148900 SH       D       9        148900            0            0
FALCONBRIDGE LIMITED CAD NPV   Com  306104100          988        28200 SH       D       31        28200            0            0
FAMILY DOLLAR STORES INC       Com  307000109       123415      4637430 SH       D       32      4637430            0            0
FAMILY DOLLAR STORES INC       Com  307000109            0           26 SH       D       8            26            0            0
FAMILY DLR STORES INC COM      COM  307000109          954        35755 SH       D       9         35755            0            0
FASTENAL CO                    Com  311900104            9          203 SH       D       8           203            0            0
FASTENAL CO COM                COM  311900104          214         4549 SH       D       9          4549            0            0
FREDDIE MAC-VOTING COMMON (FOR Com  313400301            7          115 SH       D       8           115            0            0
FEDERAL HOME LN MTG CORP COM   COM  313400301        67542      1088690 SH       D       9       1088690            0            0
FED NATL MORT ASSC             COM  313586109            5          100 SH       D       12          100            0            0
FEDERAL NATIONAL MTG ASSN      Com  313586109       486115      9457500 SH       D       32      9457500            0            0
FANNIE MAE (FEDERAL NATL MTG A Com  313586109            8          161 SH       D       8           161            0            0
FEDERAL NATL MTG ASSN COM      COM  313586109       726488     13949483 SH       D       9      13949483            0            0
FEDERAL REALTY INVESTMENT TRUS Com  313747206         5452        72500 SH       D       31        72500            0            0
FEDERAL SIGNAL CORP USD 1      Com  313855108          236        12800 SH       D       31        12800            0            0
FEDERATED DEPT STORES INC DE   Com  31410H101       340680      4666850 SH       D       32      4666850            0            0
FEDERATED DEPARTMENT STORES IN Com  31410H101            3           45 SH       D       8            45            0            0
FEDERATED DEPT STORES INC DE C COM  31410H101         1704        23202 SH       D       9         23202            0            0
FEDERATED INVESTORS INC NPV    Com  314211103         4630       118579 SH       D       31       118579            0            0
FEDERATED INVESTORS INC (PA.)  Com  314211103            0           14 SH       D       8            14            0            0
FEDERATED INVS INC PA CL B     CL   314211103          209         5336 SH       D       9          5336            0            0
FEDEX CORP                     COM  31428X106          403         3577 SH       D       12         3577            0            0
FEDEX CORP                     COM  31428X106         1814        16064 SH       D       17        16064            0            0
Fedex Corp.                    COM  31428X106         1097         9716 SH       D       20         9716            0            0
FEDEX CORP                     Com  31428X106            5           50 SH       D       8            50            0            0
FEDEX CORP COM                 COM  31428X106         2680        23793 SH       D       9         23793            0            0
FELCOR LODGING TRUST INC. REIT Com  31430F101         2498       118400 SH       D       31       118400            0            0
FIDELITY NATL TITLE GROUP IN C CL   31620R105         1712        75925 SH       D       9         75925            0            0
FIFTH THIRD BANCORP USD NPV    Com  316773100            2           63 SH       D       31           63            0            0
FIFTH THIRD BANCORP            Com  316773100            3           92 SH       D       8            92            0            0
FIFTH THIRD BANCORP COM        COM  316773100         2266        57371 SH       D       9         57371            0            0
FILENET CORP USD 0.01          Com  316869106         1632        60434 SH       D       31        60434            0            0
FINISAR CORP USD 0.001         Com  31787A101         3142       634810 SH       D       31       634810            0            0
FINISH LINE INC USD 0.01       Com  317923100          865        52587 SH       D       31        52587            0            0
FIRST AMERICAN CORPORATION USD Com  318522307        32267       824000 SH       D       32       824000            0            0
FIRST DATA CORP                Com  319963104            5          127 SH       D       8           127            0            0
FIRST DATA CORP COM            COM  319963104         2012        43234 SH       D       9         43234            0            0
FIRST HORIZON NATL CORP        Com  320517105            0           21 SH       D       8            21            0            0
FIRST HORIZON NATL CORP COM    COM  320517105          924        22201 SH       D       9         22201            0            0
FIRST INDUSTRIAL REALTY TRUST  Com  32054K103         1720        40300 SH       D       31        40300            0            0
FIRST MARBLEHEAD CORP COM      COM  320771108         2281        52397 SH       D       9         52397            0            0
FIRST NIAGARA FINANCIAL GROUP  Com  33582V108          882        60175 SH       D       31        60175            0            0
FIRSTSERVICE CORP CAD NPV      Com  33761N109          205         8400 SH       D       31         8400            0            0
FISERV INC USD 0.01            Com  337738108        12286       288761 SH       D       31       288761            0            0
FISERV INC                     Com  337738108           15          355 SH       D       8           355            0            0
FISERV INC COM                 COM  337738108          764        17981 SH       D       9         17981            0            0
FIRSTFED FINANCIAL CORP USD 0. Com  337907109          759        12700 SH       D       31        12700            0            0
FIRSTFED FINL CORP COM         COM  337907109         1873        31440 SH       D       9         31440            0            0
FIRSTMERIT CORP USD NPV        Com  337915102            0           22 SH       D       31           22            0            0
FIRSTENERGY CORP USD 0.1       Com  337932107         8078       165203 SH       D       31       165203            0            0
FIRSTENERGY CORP               Com  337932107            2           55 SH       D       8            55            0            0
FIRSTENERGY CORP COM           COM  337932107         1676        33669 SH       D       9         33669            0            0
FISHER SCIENTIFIC INTL USD 0.0 Com  338032204         3802        55875 SH       D       31        55875            0            0
FISHER SCIENTIFIC INTL INC NEW Com  338032204            1           20 SH       D       8            20            0            0
FISHER SCIENTIFIC INTL INC COM COM  338032204          445         6586 SH       D       9          6586            0            0
FLORIDA EAST COAST INDUSTRIES  Com  340632108           86         1600 SH       D       31         1600            0            0
FLORIDA ROCK INDUSTRIES INC US Com  341140101         8840       157250 SH       D       31       157250            0            0
FLUOR CORP NEW                 Com  343412102            1           14 SH       D       8            14            0            0
FLUOR CORP NEW COM             COM  343412102          402         4677 SH       D       9          4677            0            0
FLOWSERVE CORPORATION USD 1.25 Com  34354P105         1901        32600 SH       D       31        32600            0            0
FOMENTO ECONOMIC MEXICANO SA D Com  344419106        11210       122300 SH       D       31       122300            0            0
FOOT LOCKER INC USD 0.01       Com  344849104         2419       101300 SH       D       31       101300            0            0
FORD MOTOR CO DEL PAR $0.01    Com  345370860            2          308 SH       D       8           308            0            0
FORD MTR CO DEL COM PAR $0.01  COM  345370860        30089      3719345 SH       D       9       3719345            0            0
FORDING CDN COAL TR TR UNIT    UNI  345425102          409        10815 SH       D       9         10815            0            0
FOREST LABORATORIES INC USD 0. Com  345838106         1856        41600 SH       D       31        41600            0            0
FOREST LABORATORIES INC        Com  345838106            2           56 SH       D       8            56            0            0
FOREST LABS INC COM            COM  345838106          826        18531 SH       D       9         18531            0            0
FOREST OIL CORP COM PAR $0.01  COM  346091705          330         9000 SH       D       9          9000            0            0
FORTUNE BRANDS INC USD 3.125   Com  349631101        16311       202300 SH       D       31       202300            0            0
FORTUNE BRANDS INC             Com  349631101            1           24 SH       D       8            24            0            0
FORTUNE BRANDS INC COM         COM  349631101          648         8040 SH       D       9          8040            0            0
FRANCE TELECOM ADR REP 1 ORD   Com  35177Q105         1611        71700 SH       D       31        71700            0            0
FRANKLIN RESOURCES INC USD 0.1 Com  354613101        25821       274000 SH       D       31       274000            0            0
FRANKLIN RESOURCES INC         Com  354613101            2           25 SH       D       8            25            0            0
FRANKLIN RES INC COM           COM  354613101          785         8312 SH       D       9          8312            0            0
FREEPORT -MCMORAN C&G USD 0.1  Com  35671D857        10908       182500 SH       D       31       182500            0            0
FREEPORT MCMORAN COPPER & GOLD Com  35671D857            1           31 SH       D       8            31            0            0
FREEPORT-MCMORAN COPPER & GO C CL   35671D857         3201        52928 SH       D       9         52928            0            0
FREESCALE SEMICONDUCTOR USD 0. Com  35687M107         7319       263200 SH       D       31       263200            0            0
FREESCALE SEMICONDUCTOR INC CO COM  35687M107          193         7000 SH       D       9          7000            0            0
FREESCALE SEMICONDUCTOR COM ST Com  35687M206         9377       337700 SH       D       31       337700            0            0
FREESCALE SEMICONDUCTOR INC CL Com  35687M206            1           68 SH       D       8            68            0            0
FREESCALE SEMICONDUCTOR INC CL CL   35687M206          673        24304 SH       D       9         24304            0            0
FREIGHTCAR AMER INC COM        COM  357023100         1762        27232 SH       D       9         27232            0            0
FRONTEER DEVELOPMENT GROUP INC Com  35903Q106          103        24200 SH       D       31        24200            0            0
FRONTIER AIRLINES INC. USD NPV Com  359065109            0           82 SH       D       31           82            0            0
FRONTIER OIL CORPORATION USD N Com  35914P105        25247       425400 SH       D       31       425400            0            0
FULLER(H.B.)CO USD 1           Com  359694106         2839        55300 SH       D       31        55300            0            0
FURNITURE BRANDS INTL INC USD  Com  360921100         4750       193800 SH       D       31       193800            0            0
GATX CORPORATION USD 0.625     Com  361448103         3319        80400 SH       D       31        80400            0            0
GALLAGHER(ARTHUR J.)& CO USD 1 Com  363576109         1204        43300 SH       D       31        43300            0            0
GAMESTOP CORP NEW CL B         CL   36467W208          738        16983 SH       D       9         16983            0            0
GANNETT CO USD 1               Com  364730101         6285       104900 SH       D       31       104900            0            0
GANNETT CO INC                 Com  364730101            2           40 SH       D       8            40            0            0
GANNETT INC COM                COM  364730101         1400        23404 SH       D       9         23404            0            0
GAP INC USD 0.05               Com  364760108         3309       177184 SH       D       31       177184            0            0
GAP INC USD 0.05               Com  364760108        93568      5009000 SH       D       32      5009000            0            0
GAP INC                        Com  364760108            1           95 SH       D       8            95            0            0
GAP INC DEL COM                COM  364760108          616        32975 SH       D       9         32975            0            0
GAMMON LAKE RESOURCES CAD NPV  Com  364915108           44         2500 SH       D       31         2500            0            0
GARDNER DENVER INC USD 0.01    Com  365558105         1956        30000 SH       D       31        30000            0            0
GATEWAY INC USD 0.01           Com  367626108         1138       519821 SH       D       31       519821            0            0
GATEWAY INC                    Com  367626108            0           44 SH       D       8            44            0            0
GATEWAY INC COM                COM  367626108           40        18267 SH       D       9         18267            0            0
GEN-PROBE INC NEW COM          COM  36866T103          822        15000 SH       D       9         15000            0            0
GENCORP INC USD 0.1            Com  368682100          910        44330 SH       D       31        44330            0            0
GENENTECH INC                  COM  368710406           16          200 SH       D       12          200            0            0
GENENTECH INC USD 0.02         Com  368710406        16859       199500 SH       D       31       199500            0            0
GENENTECH INC COM NEW          COM  368710406          889        10600 SH       D       9         10600            0            0
GENERAL CABLE CORPORATION USD  Com  369300108          330        10900 SH       D       31        10900            0            0
General Dynamics C             COM  369550108           25          400 SH       D       20          400            0            0
GENERAL DYNAMICS CORP USD 1    Com  369550108        31490       492200 SH       D       31       492200            0            0
GENERAL DYNAMICS CORP          Com  369550108            4           66 SH       D       8            66            0            0
GENERAL DYNAMICS CORP COM      COM  369550108         1428        22254 SH       D       9         22254            0            0
GENERAL ELECTRIC               COM  369604103           86         2491 SH       D       10         2491            0            0
GEN ELEC CO                    COM  369604103          243         7012 SH       D       12         7012            0            0
GEN ELEC CO                    COM  369604103         4987       143904 SH       D       17       143904            0            0
General Electric C             COM  369604103          340         9785 SH       D       20         9785            0            0
GENERAL ELECTRIC CO            Com  369604103           60         1752 SH       D       8          1752            0            0
GENERAL ELECTRIC CO COM        COM  369604103       168328      4823176 SH       D       9       4823176            0            0
GENERAL GROWTH PROPERTIES REIT Com  370021107         9080       185800 SH       D       31       185800            0            0
GENERAL MILLS INC              COM  370334104          162         3200 SH       D       17         3200            0            0
GENERAL MILLS INC (USA) USD 0. Com  370334104        12414       244965 SH       D       31       244965            0            0
GENERAL MILLS INC              Com  370334104            2           59 SH       D       8            59            0            0
GENERAL MLS INC COM            COM  370334104         4468        88292 SH       D       9         88292            0            0
GENERAL MOTORS CORP COM        Com  370442105            1           94 SH       D       8            94            0            0
GENERAL MTRS CORP COM          COM  370442105         4190       201657 SH       D       9        201657            0            0
GENESCO INC USD 1              Com  371532102         2030        52200 SH       D       31        52200            0            0
GENESIS HEALTHCARE CORP USD 0. Com  37184D101           14          332 SH       D       31          332            0            0
GENESIS HEALTHCARE CORP COM    COM  37184D101          884        20000 SH       D       9         20000            0            0
GENUINE PARTS CO USD 1         Com  372460105         8269       188672 SH       D       31       188672            0            0
GENUINE PARTS CO               Com  372460105            1           29 SH       D       8            29            0            0
GENUINE PARTS CO COM           COM  372460105          410         9366 SH       D       9          9366            0            0
GENWORTH FINANCIAL INC USD 0.0 Com  37247D106        11158       333800 SH       D       31       333800            0            0
GENWORTH FINANCIAL INC COM CL  Com  37247D106            2           62 SH       D       8            62            0            0
GENWORTH FINL INC COM CL A     COM  37247D106          715        21334 SH       D       9         21334            0            0
GENZYME CORPORATION            Com  372917104           33          498 SH       D       8           498            0            0
GENZYME CORP COM               COM  372917104         1659        24661 SH       D       9         24661            0            0
METALURGICA GERDAU S.A. ADR RE Com  373737105         5098       226400 SH       D       31       226400            0            0
GERDAU S A SPONSORED ADR       ADR  373737105          160         7100 SH       D       9          7100            0            0
GETTY IMAGES INC USD 0.01      Com  374276103        19581       261500 SH       D       31       261500            0            0
GEVITY HR INC USD 0.01         Com  374393106          494        20231 SH       D       31        20231            0            0
GEVITY HR INC COM              COM  374393106          367        15400 SH       D       9         15400            0            0
GIANT INDUSTRIES INC USD 0.01  Com  374508109          778        11200 SH       D       31        11200            0            0
GILEAD SCIENCES INC USD 0.001  Com  375558103          459         7381 SH       D       31         7381            0            0
GILEAD SCIENCES INC            Com  375558103           44          716 SH       D       8           716            0            0
GILEAD SCIENCES INC COM        COM  375558103         4417        70591 SH       D       9         70591            0            0
GILDAN ACTIVEWAER INC NPV      Com  375916103          285         6000 SH       D       31         6000            0            0
GLAMIS GOLD LTD COM            COM  376775102          468        14351 SH       D       9         14351            0            0
GLAXOSMITHKLINE PLC ADR REP 2  Com  37733W105        10362       198100 SH       D       31       198100            0            0
GLAXOSMITHKLINE PLC SPONSORED  ADR  37733W105        48145       921474 SH       D       9        921474            0            0
GLENBOROUGH REALTY TRUST INC R Com  37803P105         1613        74200 SH       D       31        74200            0            0
GLOBAL INDUSTIRES USD 0.01     Com  379336100         1722       118867 SH       D       31       118867            0            0
GLOBAL PMTS INC USD NPV        Com  37940X102         4664        88000 SH       D       31        88000            0            0
GLOBAL SIGNAL INC REIT USD 0.0 Com  37944Q103         1918        39000 SH       D       31        39000            0            0
GOLD BANC CORP INC USD 1       Com  379907108          320        17500 SH       D       31        17500            0            0
GOLD BANC CORP INC COM         COM  379907108         9298       505619 SH       D       9        505619            0            0
GOL - LINHAS AEREAS INTELIGENT Com  38045R107         1967        73400 SH       D       31        73400            0            0
GOLD FIELDS LTD NEW SPONSORED  ADR  38059T106          445        20109 SH       D       9         20109            0            0
GOLD KIST INC USD 0.01         Com  380614107          735        58199 SH       D       31        58199            0            0
GOLDCORP INC NEW COM           COM  380956409          572        19573 SH       D       9         19573            0            0
GOLDEN STARS RESOURCES CAD NPV Com  38119T104            3         1200 SH       D       31         1200            0            0
GOLDEN WEST FINANCIAL CORP-DEL Com  381317106            2           42 SH       D       8            42            0            0
GOLDEN WEST FINL CORP DEL COM  COM  381317106         1267        18596 SH       D       9         18596            0            0
GOLDMAN SACHS GRP              COM  38141G104          266         1700 SH       D       12         1700            0            0
GOLDMAN SACHS GRP              COM  38141G104           76          485 SH       D       17          485            0            0
GOLDMAN SACHS GROUP INC        Com  38141G104           11           75 SH       D       8            75            0            0
GOLDMAN SACHS GROUP INC COM    COM  38141G104         6591        41853 SH       D       9         41853            0            0
GOODRICH CORPORATION USD 5     Com  382388106          152         3500 SH       D       31         3500            0            0
GOODRICH CORPORATION (FRM B F  Com  382388106            0           20 SH       D       8            20            0            0
GOODRICH CORP COM              COM  382388106          280         6419 SH       D       9          6419            0            0
GOODYEAR TIRE & RUBBER USD NPV Com  382550101         5124       353884 SH       D       31       353884            0            0
GOODYEAR TIRE & RUBBER CO      Com  382550101            0           29 SH       D       8            29            0            0
GOODYEAR TIRE & RUBR CO COM    COM  382550101          136         9551 SH       D       9          9551            0            0
GOOGLE INC CL A                Com  38259P508           65          170 SH       D       8           170            0            0
GOOGLE INC CL A                CL   38259P508         4594        11850 SH       D       9         11850            0            0
W.R GRACE AND CO. USD 0.01     Com  38388F108         1855       139500 SH       D       31       139500            0            0
GRACE W R & CO DEL NEW COM     COM  38388F108          197        15000 SH       D       9         15000            0            0
GRAFTECH INTL LTD COM          COM  384313102          304        50000 SH       D       9         50000            0            0
GRAINGER(W.W.) INC USD 0.5     Com  384802104         7889       104700 SH       D       31       104700            0            0
W W GRAINGER INC               Com  384802104            0           13 SH       D       8            13            0            0
GRAINGER W W INC COM           COM  384802104          971        12923 SH       D       9         12923            0            0
GREAT ATLANTIC & PAC TEA INC C COM  390064103           96         2778 SH       D       9          2778            0            0
GREAT PLAINS ENERGY INCORPORAT Com  391164100         4056       144100 SH       D       31       144100            0            0
GREATBATCH TECHNOLOGIES INC US Com  39153L106         1340        61200 SH       D       31        61200            0            0
GREATER BAY BANCORP INC USD NP Com  391648102            0           33 SH       D       31           33            0            0
GREENHILL & CO USD 0.01        Com  395259104          469         7100 SH       D       31         7100            0            0
GREIF INC. USD NPV             Com  397624107         1505        22000 SH       D       31        22000            0            0
GREY WOLF INC FRNT 4/0         NOT  397888AF5        10341      7500000 SH       D       9       7500000            0            0
GROUP 1 AUTOMOTIVE INC USD 0.0 Com  398905109           85         1800 SH       D       31         1800            0            0
GRUPO TELEVISA SA DE CV ADR RE Com  40049J206         5410       271900 SH       D       31       271900            0            0
GTECH HOLDINGS CORPORATION USD Com  400518106         5934       174300 SH       D       31       174300            0            0
GTECH HLDGS CORP COM           COM  400518106         1530        45000 SH       D       9         45000            0            0
GUESS INC USD 0.01             Com  401617105          197         5050 SH       D       31         5050            0            0
GUESS INC COM                  COM  401617105          130         3450 SH       D       9          3450            0            0
GUIDANT CORP                   Com  401698105            4           55 SH       D       8            55            0            0
GUIDANT CORP COM               COM  401698105        19337       247441 SH       D       9        247441            0            0
HCA INC. USD 0.01              Com  404119109        14691       320850 SH       D       31       320850            0            0
HCA INC (FRM HCA-HEALTHCARE CO Com  404119109            3           70 SH       D       8            70            0            0
HCA INC COM                    COM  404119109         1079        23507 SH       D       9         23507            0            0
HCC INSURANCE HOLDINGS INC USD Com  404132102         1994        57300 SH       D       31        57300            0            0
HDFC BANK LTD ADR REP 3 ORD    Com  40415F101         3760        69000 SH       D       31        69000            0            0
HNI CORPORATION USD 1          Com  404251100         1262        21391 SH       D       31        21391            0            0
HSBC HLDGS PLC SPON ADR NEW    ADR  404280406        52053       621074 SH       D       9        621074            0            0
HAEMONETICS CORP USD 0.01      Com  405024100         1081        21300 SH       D       31        21300            0            0
HALLIBURTON CO                 Com  406216101            6           85 SH       D       8            85            0            0
HALLIBURTON CO COM             COM  406216101        18679       255820 SH       D       9        255820            0            0
HANOVER INSURANCE GROUP INC US Com  410867105          141         2700 SH       D       31         2700            0            0
HANSEN NAT CORP COM            COM  411310105         2477        19777 SH       D       9         19777            0            0
HARLAND(JOHN H.)CO USD 1       Com  412693103         1013        25800 SH       D       31        25800            0            0
HARLEY DAVIDSON INC USD 0.01   Com  412822108         9960       192000 SH       D       31       192000            0            0
HARLEY DAVIDSON INC            Com  412822108            2           46 SH       D       8            46            0            0
HARLEY DAVIDSON INC COM        COM  412822108         3190        61149 SH       D       9         61149            0            0
HARMAN INTERNATIONAL INDUSTRIE Com  413086109         2811        25300 SH       D       31        25300            0            0
HARMAN INTERNATIONAL INDUSTRIE Com  413086109            1           11 SH       D       8            11            0            0
HARMAN INTL INDS INC COM       COM  413086109          376         3423 SH       D       9          3423            0            0
HARMONIC INC USD 0.001         Com  413160102          216        34007 SH       D       31        34007            0            0
HARMONY GOLD MNG LTD SPONSORED ADR  413216300          889        55000 SH       D       9         55000            0            0
HARRAHS ENTERTAINMENT INC      Com  413619107            2           30 SH       D       8            30            0            0
HARRAHS ENTMT INC COM          COM  413619107          809        10276 SH       D       9         10276            0            0
HARRIS CORPORATION USD 1       Com  413875105         1536        32500 SH       D       31        32500            0            0
HARTE-HANKS INC USD 1          Com  416196103         1315        48100 SH       D       31        48100            0            0
HARTFORD FINANCIAL SERVICES GR Com  416515104        34145       423900 SH       D       31       423900            0            0
HARTFORD FINANCIAL SERVICES GR Com  416515104            4           50 SH       D       8            50            0            0
HARTFORD FINL SVCS GROUP INC C COM  416515104         1373        17006 SH       D       9         17006            0            0
HARVEST ENERGY TRUST NPV       Com  41752X101          735        25200 SH       D       31        25200            0            0
HASBRO INC USD 0.5             Com  418056107        12211       578758 SH       D       31       578758            0            0
HASBRO INC                     Com  418056107            0           30 SH       D       8            30            0            0
HASBRO INC COM                 COM  418056107          212        10047 SH       D       9         10047            0            0
HAWAIIAN ELECTRIC INDUSTRIES U Com  419870100         1068        39400 SH       D       31        39400            0            0
HEALTH CARE PROPERTY INVESTORS Com  421915109         2090        73600 SH       D       31        73600            0            0
HEALTH MANAGEMENT ASSOCIATES U Com  421933102        11681       541571 SH       D       31       541571            0            0
HEALTH MANAGEMENT ASSOCIATES I Com  421933102            0           41 SH       D       8            41            0            0
HEALTH MGMT ASSOC INC NEW CL A CL   421933102          299        13841 SH       D       9         13841            0            0
HEALTHCARE REALITY TRUST REIT  Com  421946104         1147        30700 SH       D       31        30700            0            0
HEALTHCARE REIT INC REIT USD 1 Com  42217K106         1177        30900 SH       D       31        30900            0            0
HEALTH NET INC USD 0.001       Com  42222G108         4441        87400 SH       D       31        87400            0            0
HEARTLAND EXPRESS INC USD 0.01 Com  422347104          293        13490 SH       D       31        13490            0            0
H J HEINZ CO                   Com  423074103            2           56 SH       D       8            56            0            0
HEINZ H J CO COM               COM  423074103         2031        53799 SH       D       9         53799            0            0
HELIX ENERGY SOLUTIONS GRP I C COM  42330P107         1958        51677 SH       D       9         51677            0            0
HELLENIC TELECOM ORGANIZATN SP COM  423325307          349        31776 SH       D       9         31776            0            0
HERCULES INC                   Com  427056106            0           19 SH       D       8            19            0            0
HERCULES INC COM               COM  427056106           82         5954 SH       D       9          5954            0            0
HERSHEY CO USD 1               Com  427866108         3089        59149 SH       D       31        59149            0            0
HERSHEY COMPANY (THE) FORMERLY Com  427866108            1           30 SH       D       8            30            0            0
HERSHEY CO COM                 COM  427866108          539        10233 SH       D       9         10233            0            0
HEWITT ASSOCIATES INC USD 0.01 Com  42822Q100         1966        66134 SH       D       31        66134            0            0
HEWLETT-PACKARD CO USD 0.01    Com  428236103         7209       219131 SH       D       31       219131            0            0
HEWLETT PACKARD CO             Com  428236103           15          475 SH       D       8           475            0            0
HEWLETT PACKARD CO COM         COM  428236103        43363      1310465 SH       D       9       1310465            0            0
HEXCEL CORP NEW COM            COM  428291108         1102        50600 SH       D       9         50600            0            0
HIBBETT SPORTING GOODS INC USD Com  428565105          309         9373 SH       D       31         9373            0            0
HIGHWOODS PROPERTIES INC REIT  Com  431284108          620        18400 SH       D       31        18400            0            0
HILB.ROGAL & HAMILTON USD NPV  Com  431294107          737        17900 SH       D       31        17900            0            0
HILTON HOTELS CORP USD 2.5     Com  432848109        13646       536000 SH       D       31       536000            0            0
HILTON HOTELS CORP             Com  432848109            1           54 SH       D       8            54            0            0
HILTON HOTELS CORP COM         COM  432848109          468        18292 SH       D       9         18292            0            0
HITACHI LTD ADR REP 10 ORD     Com  433578507         3788        53500 SH       D       31        53500            0            0
Home Depot Inc.                COM  437076102           78         1850 SH       D       20         1850            0            0
HOME DEPOT INC                 Com  437076102           14          352 SH       D       8           352            0            0
HOME DEPOT INC COM             COM  437076102         9467       221624 SH       D       9        221624            0            0
HONEYWELL INTL INC             Com  438516106            5          140 SH       D       8           140            0            0
HONEYWELL INTL INC COM         COM  438516106         5803       134757 SH       D       9        134757            0            0
HORMEL FOODS CORP USD 0.0586   Com  440452100         2017        59700 SH       D       31        59700            0            0
HOSPIRA INC                    Com  441060100            1           27 SH       D       8            27            0            0
HOSPIRA INC COM                COM  441060100         1632        41298 SH       D       9         41298            0            0
HOVNANIAN ENTERPRISES INC CL A CL   442487203          271         6200 SH       D       9          6200            0            0
HUB GROUP INC USD 0.01         Com  443320106         1272        27907 SH       D       31        27907            0            0
HUBBELL INC USD 0.01           Com  443510201         2291        44700 SH       D       31        44700            0            0
HUGHES SUPPLY INC COM          COM  444482103            0       221900 SH       D       9        221900            0            0
HUMANA INC USD 0.166           Com  444859102         2495        47400 SH       D       31        47400            0            0
HUMANA INC                     Com  444859102            1           27 SH       D       8            27            0            0
HUMANA INC COM                 COM  444859102          466         8787 SH       D       9          8787            0            0
HUNTINGTON BANCSHARES INC      Com  446150104            1           42 SH       D       8            42            0            0
HUNTINGTON BANCSHARES INC COM  COM  446150104          343        14213 SH       D       9         14213            0            0
HUNTSMAN CORP COM USD0.01      Com  447011107         1123        58200 SH       D       31        58200            0            0
HURCO COMPANIES INC COM        COM  447324104         1811        66701 SH       D       9         66701            0            0
HYDRIL COMPANY USD 0.5         Com  448774109         1780        22839 SH       D       31        22839            0            0
IDT CORP NPV                   Com  448947309            2          200 SH       D       31          200            0            0
HYPERION SOLUTIONS CORP USD 0. Com  44914M104         1273        39058 SH       D       31        39058            0            0
IAC INTERACTIVECOR             COM  44919P300           35         1220 SH       D       17         1220            0            0
IAC/INTERACTIVECORP            Com  44919P300           13          469 SH       D       8           469            0            0
IAC INTERACTIVECORP COM NEW    COM  44919P300          308        10521 SH       D       9         10521            0            0
IMS HEALTH INC                 COM  449934108           25         1000 SH       D       12         1000            0            0
IMS HEALTH INC                 Com  449934108            0           34 SH       D       8            34            0            0
IMS HEALTH INC COM             COM  449934108         6159       238088 SH       D       9        238088            0            0
ISTAR FINANCIAL INC REIT USD 0 Com  45031U101         7185       187700 SH       D       31       187700            0            0
ITT EDUCATIONAL SERVICES INC U Com  45068B109         3759        58700 SH       D       31        58700            0            0
ITT INDUSTRIES INC USD 1       Com  450911102        17979       319800 SH       D       31       319800            0            0
ITT INDUSTRIES INC             Com  450911102            1           31 SH       D       8            31            0            0
ITT INDS INC IND COM           COM  450911102          575        10286 SH       D       9         10286            0            0
IAMGOLD CORPORATION CAD NPV    Com  450913108          339        39300 SH       D       31        39300            0            0
IAMGOLD CORP COM               COM  450913108         1030       120000 SH       D       9        120000            0            0
ICICI BK LTD ADR               ADR  45104G104          175         6238 SH       D       9          6238            0            0
IDEX CORP USD 0.01             Com  45167R104         2694        51650 SH       D       31        51650            0            0
ILLINOIS TOOL WORKS USD 0.01   Com  452308109         8879        92200 SH       D       31        92200            0            0
ILLINOIS TOOL WORKS USD 0.01   Com  452308109       144946      1505000 SH       D       32      1505000            0            0
ILLINOIS TOOL WORKS INC        Com  452308109            3           34 SH       D       8            34            0            0
ILLINOIS TOOL WKS INC COM      COM  452308109         1101        11433 SH       D       9         11433            0            0
IMATION CORP USD 0.01          Com  45245A107         3934        91700 SH       D       31        91700            0            0
IMCLONE SYS INC COM            COM  45245W109         1429        41696 SH       D       9         41696            0            0
INCO                           COM  453258402           92         1855 SH       D       10         1855            0            0
INCYTE CORP COM                COM  45337C102          993       165000 SH       D       9        165000            0            0
INCYTE CORP NOTE 5.500% 2/0    NOT  45337CAC6        18453     18500000 SH       D       9      18500000            0            0
INDEPENDENCE COMMUNITY BANK CO Com  453414104            1           26 SH       D       31           26            0            0
INDEPENDENCE CMNTY BK CORP COM COM  453414104        22909       549778 SH       D       9        549778            0            0
INFINEON TECHNOLOGIES AG ADR R Com  45662N103         4639       451300 SH       D       31       451300            0            0
INFINEON TECHNOLOGIES AG SPONS ADR  45662N103            7          760 SH       D       9           760            0            0
INFOUSA INC NEW COM            COM  456818301          625        49102 SH       D       9         49102            0            0
ING GROEP N V SPONSORED ADR    ADR  456837103         9605       243553 SH       D       9        243553            0            0
INTEL CORP                     COM  458140100          172         8877 SH       D       12         8877            0            0
INTEL CORP                     COM  458140100            5          275 SH       D       17          275            0            0
Intel Corp.                    COM  458140100           90         4648 SH       D       20         4648            0            0
INTEL  CORPORATION USD 0.001   Com  458140100         3577       184875 SH       D       31       184875            0            0
INTEL CORP                     Com  458140100           75         3894 SH       D       8          3894            0            0
INTEL CORP COM                 COM  458140100        73020      3701005 SH       D       9       3701005            0            0
INTER TEL INC USD NPV          Com  458372109            0            8 SH       D       31            8            0            0
INTERDIGITAL COMMUNICATIONS CO Com  45866A105          259        10583 SH       D       31        10583            0            0
INTERGRAPH CORP USD 0.1        Com  458683109         3332        79987 SH       D       31        79987            0            0
INTERMEC INC COM ADDED         COM  458786100         1540        50867 SH       D       9         50867            0            0
INTL BUSINESS MCHN             COM  459200101          568         6895 SH       D       12         6895            0            0
INTL BUSINESS MCHN             COM  459200101         1896        22997 SH       D       17        22997            0            0
Intl. Business Mac             COM  459200101         1055        12803 SH       D       20        12803            0            0
INTERNATIONAL BUSINESS MACHINE Com  459200101          131         1600 SH       D       31         1600            0            0
INTERNATIONAL BUSINESS MACHINE Com  459200101           21          262 SH       D       8           262            0            0
INTERNATIONAL BUSINESS MACHS C COM  459200101        36460       436865 SH       D       9        436865            0            0
INTERNATIONAL FLAVOURS AND FRA Com  459506101         1259        36708 SH       D       31        36708            0            0
INTL FLAVORS & FRAGRANCES INC  Com  459506101            0           13 SH       D       8            13            0            0
INTERNATIONAL FLAVORS&FRAGRA C COM  459506101          154         4468 SH       D       9          4468            0            0
INTL GAME TECHNOLOGY USD 0.000 Com  459902102        14901       423106 SH       D       31       423106            0            0
INTL GAME TECHNOLOGY           Com  459902102            1           56 SH       D       8            56            0            0
INTERNATIONAL GAME TECHNOLOG C COM  459902102          660        18679 SH       D       9         18679            0            0
INTERNATIONAL PAPER CO         Com  460146103            2           81 SH       D       8            81            0            0
INTL PAPER CO COM              COM  460146103         1315        38133 SH       D       9         38133            0            0
INTERNATIONAL RECTIFIER CORP N NOT  460254AE5        15546     15844000 SH       D       9      15844000            0            0
INTERNATIONAL SECURITIES EXCHA Com  46031W204          474        11398 SH       D       31        11398            0            0
INTERNET INITIATIVE JAPAN INC  Com  46059T109          625        65407 SH       D       31        65407            0            0
INTERPUBLIC GROUP              COM  460690100           24         2550 SH       D       11         2550            0            0
INTERPUBLIC GROUP              COM  460690100            0          100 SH       D       12          100            0            0
INTERPUBLIC GROUP OF COS INC   Com  460690100            0           71 SH       D       8            71            0            0
INTERPUBLIC GROUP COS INC COM  COM  460690100          674        70718 SH       D       9         70718            0            0
INTERSIL CORP CL A             CL   46069S109            0            1 SH       D       9             1            0            0
INTRAWEST CORP CAD NPV         Com  460915200          954        27900 SH       D       31        27900            0            0
INTERTAPE POLYMER GROUP INC. C Com  460919103           84         9800 SH       D       31         9800            0            0
INTEROIL CORPORATION USD NPV   Com  460951106           10          800 SH       D       31          800            0            0
INTEVAC INC COM                COM  461148108         2497        85097 SH       D       9         85097            0            0
INTUIT INC                     Com  461202103           18          342 SH       D       8           342            0            0
INTUIT COM                     COM  461202103          916        17201 SH       D       9         17201            0            0
INTUITIVE SURGICAL INC NEW     Com  46120E602            5           50 SH       D       8            50            0            0
INTUITIVE SURGICAL INC COM NEW COM  46120E602            2           21 SH       D       9            21            0            0
INVITROGEN CORP COM            COM  46185R100           85         1200 SH       D       9          1200            0            0
INVESTORS FINL SERVICES CORP C COM  461915100          226         4843 SH       D       1          4843            0            0
INVESTORS FINANCIAL SERVICES C Com  461915100            3           80 SH       D       31           80            0            0
IPSCO INC CAD NPV              Com  462622101        29353       282000 SH       D       31       282000            0            0
ISHARES COMEX GOLD TR ISHARES  ISH  464285105         8738       150000 SH       D       1        150000            0            0
ISHARES INC MSCI BRAZIL        ISH  464286400         8296       207300 SH       D       9        207300            0            0
ISHARES INC                    COM  464286673         1354       154291 SH       D       17       154291            0            0
ISHARES INC                    COM  464286699           40         2000 SH       D       12         2000            0            0
ISHARES INC                    COM  464286707           29         1000 SH       D       12         1000            0            0
ISHARES INC                    COM  464286731          162         5300 SH       D       11         5300            0            0
ISHARES INC                    COM  464286731         1881       116618 SH       D       12       116618            0            0
ISHARES INC MSCI S KOREA       ISH  464286772         1958        42000 SH       D       9         42000            0            0
ISHARES INC                    COM  464286806           57         2485 SH       D       12         2485            0            0
ISHARES INC                    COM  464286848         1319        91662 SH       D       12        91662            0            0
ISHARES INC                    COM  464286871         1609       119329 SH       D       17       119329            0            0
ISHARES TRUST                  COM  464287200        38402       481637 SH       D       12       481637            0            0
ISHARES TRUST                  COM  464287200         9973        76763 SH       D       17        76763            0            0
ISHARES TR LEHMAN AGG BND      ISH  464287226        21150       210322 SH       D       1        210322            0            0
ISHARES TRUST                  COM  464287234        31291       338267 SH       D       17       338267            0            0
ISHARES TR MSCI EMERG MKT      ISH  464287234         8901        89600 SH       D       9         89600            0            0
ISHARES TR S&P LTN AM 40       ISH  464287390        39743       284251 SH       D       9        284251            0            0
ISHARES TR 7-10 YR TRS BD      ISH  464287440          669         8200 SH       D       9          8200            0            0
ISHARES TR MSCI EAFE IDX       ISH  464287465       209672      3226150 SH       D       9       3226150            0            0
ISHARES TR                     Com  464287655        15156       200000 SH       D       32       200000            0            0
ISHARES TR RUSSELL 2000        ISH  464287655        17140       226400 SH       D       9        226400            0            0
ISHARES DOW US REAL ESTATE     Com  464287739        55125       750000 SH       D       32       750000            0            0
ISHARES S&P                    COM  464287879           36          500 SH       D       17          500            0            0
ISLE OF CAPRI CASINOS USD 0.01 Com  464592104          861        25890 SH       D       31        25890            0            0
ITRON INC USD NPV              Com  465741106         4766        79640 SH       D       31        79640            0            0
IVANHOE ENERGY INC CAD NPV     Com  465790103           56        19800 SH       D       31        19800            0            0
IVANHOE MINES LTD CAD NPV      Com  46579N103          187        19600 SH       D       31        19600            0            0
IVILLAGE INC COM               COM  46588H105         1850       220000 SH       D       9        220000            0            0
JDS UNIPHASE CORP              COM  46612J101            2          487 SH       D       12          487            0            0
JDS UNIPHASE CORP              COM  46612J101           11         2800 SH       D       17         2800            0            0
JDS Uniphase Corp.             COM  46612J101            1          300 SH       D       20          300            0            0
JDS UNIPHASE CORP COM          Com  46612J101           12         2972 SH       D       8          2972            0            0
JDS UNIPHASE CORP COM          COM  46612J101          637       152126 SH       D       9        152126            0            0
J JILL GROUP INC COM           COM  466189107         6935       290186 SH       D       9        290186            0            0
JLG INDUSTRIES INC USD 0.2     Com  466210101         1819        59100 SH       D       31        59100            0            0
J P MORGAN CHASE               COM  46625H100         1582        38000 SH       D       12        38000            0            0
J P MORGAN CHASE               COM  46625H100          112         2700 SH       D       17         2700            0            0
JPMorgan Chase and             COM  46625H100           24          600 SH       D       20          600            0            0
JP MORGAN CHASE & CO. USD 1    Com  46625H100        59711      1434000 SH       D       32      1434000            0            0
JPMORGAN CHASE & CO FORMERLY J Com  46625H100           24          580 SH       D       8           580            0            0
JP MORGAN CHASE & CO COM       COM  46625H100        53551      1280213 SH       D       9       1280213            0            0
JABIL CIRCUIT INC USD 0.001    Com  466313103        17362       405100 SH       D       31       405100            0            0
JABIL CIRCUIT INC              Com  466313103            1           29 SH       D       8            29            0            0
JABIL CIRCUIT INC COM          COM  466313103          404         9395 SH       D       9          9395            0            0
JAMES RIVER COAL COMPANY USD 0 Com  470355207          135         3990 SH       D       31         3990            0            0
JANUS CAPITAL GROUP INCORPORAT Com  47102X105        11499       496300 SH       D       31       496300            0            0
JANUS CAPITAL GROUP INC        Com  47102X105            0           36 SH       D       8            36            0            0
JANUS CAP GROUP INC COM        COM  47102X105          291        12711 SH       D       9         12711            0            0
JARDEN CORPORATION USD 0.01    Com  471109108          906        27600 SH       D       31        27600            0            0
JEFFERIES GROUP INC USD 0.0001 Com  472319102         7172       122600 SH       D       31       122600            0            0
JEFFERSON-PILOT CORPORATION US Com  475070108          626        11200 SH       D       31        11200            0            0
JEFFERSON PILOT CORP COM       COM  475070108        39956       681795 SH       D       9        681795            0            0
JEFFERSON PILOT CORP STOCK ELE Com  475STK992            0           22 SH       D       8            22            0            0
JETBLUE AWYS CORP COM          COM  477143101         2098       198160 SH       D       9        198160            0            0
JOHNSON & JOHNSON              COM  478160104          334         5640 SH       D       12         5640            0            0
JOHNSON & JOHNSON              COM  478160104         2540        42894 SH       D       17        42894            0            0
Johnson & Johnson              COM  478160104          805        13603 SH       D       20        13603            0            0
JOHNSON & JOHNSON              Com  478160104           29          493 SH       D       8           493            0            0
JOHNSON & JOHNSON COM          COM  478160104        96666      1626835 SH       D       9       1626835            0            0
JOHNSON CONTROLS INC           Com  478366107        26351       350000 SH       D       32       350000            0            0
JOHNSON CONTROLS INC           Com  478366107            2           32 SH       D       8            32            0            0
JOHNSON CTLS INC COM           COM  478366107         1433        18878 SH       D       9         18878            0            0
JONES APPAREL GROUP INC USD 0. Com  480074103         7257       205197 SH       D       31       205197            0            0
JONES APPAREL GROUP INC        Com  480074103            0           19 SH       D       8            19            0            0
JONES APPAREL GROUP INC COM    COM  480074103          239         6736 SH       D       9          6736            0            0
JOY GLOBAL INC                 Com  481165108           10          170 SH       D       8           170            0            0
JOY GLOBAL INC COM             COM  481165108          226         3762 SH       D       9          3762            0            0
JUNIPER NETWORKS               COM  48203R104            4          250 SH       D       17          250            0            0
JUNIPER NETWORKS               Com  48203R104            9          520 SH       D       8           520            0            0
JUNIPER NETWORKS INC COM       COM  48203R104          834        43196 SH       D       9         43196            0            0
KKR FINANCIAL CORP REIT USD 0. Com  482476306         1738        77504 SH       D       31        77504            0            0
KLA-TENCOR CORP                Com  482480100           18          373 SH       D       8           373            0            0
KLA-TENCOR CORP COM            COM  482480100          930        18879 SH       D       9         18879            0            0
K-SWISS INC USD 0.01           Com  482686102         1512        50188 SH       D       31        50188            0            0
K-SWISS INC CL A               CL   482686102          793        26500 SH       D       9         26500            0            0
KT CORPORATION ADR REP 0.5 ORD Com  48268K101         2766       129900 SH       D       31       129900            0            0
KANSAS CITY SOUTHERN USD 0.01  Com  485170302         2437        98700 SH       D       31        98700            0            0
KAYDON CORPORATION USD 0.1     Com  486587108          556        13800 SH       D       31        13800            0            0
KAYDON CORP NOTE 4.000% 5/2    NOT  486587AB4        14350     10000000 SH       D       9      10000000            0            0
KB HOME                        Com  48666K109            0           13 SH       D       8            13            0            0
KB HOME COM                    COM  48666K109         2312        35613 SH       D       9         35613            0            0
KELLOGG CO                     Com  487836108            1           43 SH       D       8            43            0            0
KELLOGG CO COM                 COM  487836108         1150        26031 SH       D       9         26031            0            0
KELLWOOD CO USD 0.01           Com  488044108         2005        63900 SH       D       31        63900            0            0
KENNAMETAL INC USD 1.25        Com  489170100          807        13200 SH       D       31        13200            0            0
KERR-MCGEE CORPORATION USD 1   Com  492386107        19548       204743 SH       D       31       204743            0            0
KERR MCGEE CORP                Com  492386107            1           19 SH       D       8            19            0            0
KERR MCGEE CORP COM            COM  492386107         1178        12256 SH       D       9         12256            0            0
KEYCORP NEW                    Com  493267108            2           68 SH       D       8            68            0            0
KEYCORP NEW COM                COM  493267108         1529        41377 SH       D       9         41377            0            0
KEYSPAN CORP                   Com  49337W100            1           29 SH       D       8            29            0            0
KEYSPAN CORP COM               COM  49337W100         5801       141892 SH       D       9        141892            0            0
KILROY REALTY CORPORATION REIT Com  49427F108          842        10900 SH       D       31        10900            0            0
KIMBERLY-CLARK CP              COM  494368103           28          500 SH       D       12          500            0            0
KIMBERLY-CLARK CORP USD 1.25   Com  494368103         6762       117003 SH       D       31       117003            0            0
KIMBERLY CLARK CORP            Com  494368103            4           77 SH       D       8            77            0            0
KIMBERLY CLARK CORP COM        COM  494368103         3933        67654 SH       D       9         67654            0            0
KIMCO REALTY CORP COM          COM  49446R109         4144       102500 SH       D       9        102500            0            0
KINDER MORGAN ENERGY PRT LTD P Com  494550106        14348       297800 SH       D       31       297800            0            0
KINDER MORGAN INC USD 5        Com  49455P101        25076       272605 SH       D       31       272605            0            0
KINDER MORGAN INC KANS         Com  49455P101            1           17 SH       D       8            17            0            0
KINDER MORGAN INC KANS COM     COM  49455P101          563         6114 SH       D       9          6114            0            0
KINDER MORGAN MGNT LLC         Com  49455U100         8235       187167 SH       D       32       187167            0            0
KINDER MORGAN MANAGEMENT LLC S SHS  49455U100         8235       187167 SH       D       9        187167            0            0
KINDRED HEALTHCARE USD 0.25    Com  494580103         4972       197700 SH       D       31       197700            0            0
KING PHARMACEUTICALS INC       Com  495582108            0           40 SH       D       8            40            0            0
KING PHARMACEUTICALS INC COM   COM  495582108         2465       143350 SH       D       9        143350            0            0
KINROSS GOLD CORP COM NO PAR   COM  496902404          442        40187 SH       D       9         40187            0            0
KINGSWAY FINANCIAL SERVICES IN Com  496904103          330        16200 SH       D       31        16200            0            0
KNIGHT-RIDDER INC              Com  499040103            0           12 SH       D       8            12            0            0
KNIGHT RIDDER INC COM          COM  499040103         5976        94310 SH       D       9         94310            0            0
KOHLS CORP                     Com  500255104            3           57 SH       D       8            57            0            0
KOHLS CORP COM                 COM  500255104         1009        18933 SH       D       9         18933            0            0
KOMAG INCORPORATED USD 0.01    Com  500453204         8240       173116 SH       D       31       173116            0            0
KONINKLIJKE AHOLD N V SPON ADR ADR  500467303          213        27228 SH       D       9         27228            0            0
KONINKLIJKE PHILIPS ELEC NY RE Com  500472303         4758       141400 SH       D       31       141400            0            0
KONINKLIJKE PHILIPS ELECTRS NY ORD  500472303        27673       819526 SH       D       9        819526            0            0
KORN-FERRY INTERNATIONAL USD 0 Com  500643200          103         5100 SH       D       31         5100            0            0
KRAFT FOODS INC NPV            Com  50075N104        13272       437900 SH       D       31       437900            0            0
KRAFT FOODS INC CL A           CL   50075N104         3428       113600 SH       D       9        113600            0            0
KRISPY KREME DOUGHNUTS INC COM COM  501014104            0            1 SH       D       1             1            0            0
KROGER CO                      Com  501044101            2          120 SH       D       8           120            0            0
KROGER CO COM                  COM  501044101          823        40632 SH       D       9         40632            0            0
KRONOS INCORPORATED USD 0.01   Com  501052104         1602        42856 SH       D       31        42856            0            0
KYPHON INC USD 0.001           Com  501577100         3858       103730 SH       D       31       103730            0            0
LSI LOGIC CORP USD 0.01        Com  502161102         5283       457019 SH       D       31       457019            0            0
LSI LOGIC CORP                 Com  502161102            0           65 SH       D       8            65            0            0
LSI LOGIC CORP COM             COM  502161102          527        45842 SH       D       9         45842            0            0
LTX CORP USD 0.05              Com  502392103          106        19727 SH       D       31        19727            0            0
L-3 COMMUNICATIONS HOLDINGS US Com  502424104        22700       264600 SH       D       31       264600            0            0
L-3 COMMUNICATIONS HOLDINGS IN Com  502424104            1           20 SH       D       8            20            0            0
L-3 COMMUNICATIONS HLDGS INC C COM  502424104          590         6832 SH       D       9          6832            0            0
LABOR READY INC USD NPV        Com  505401208         1736        72500 SH       D       31        72500            0            0
LABORATORY  CORP AMER USD 0.1  Com  50540R409         8284       141672 SH       D       31       141672            0            0
LABORATORY CORP AMER HLDGS NEW Com  50540R409            1           22 SH       D       8            22            0            0
LABORATORY CORP AMER HLDGS COM COM  50540R409          423         7224 SH       D       9          7224            0            0
LAFARGE NORTH AMERICA INC COM  COM  505862102         4923        58800 SH       D       9         58800            0            0
LAM RESEARCH USD 0.001         Com  512807108         7667       178311 SH       D       31       178311            0            0
LAM RESEARCH CORP              Com  512807108            8          203 SH       D       8           203            0            0
LAM RESEARCH CORP COM          COM  512807108          191         4423 SH       D       9          4423            0            0
LAMAR ADVERTISING CO-CL A      Com  512815101            6          122 SH       D       8           122            0            0
LAMAR ADVERTISING CO CL A      CL   512815101          143         2726 SH       D       9          2726            0            0
THE LAMSON & SESSIONS COMPANY  Com  513696104          628        22600 SH       D       31        22600            0            0
LANCASTER COLONY CORP USD NPV  Com  513847103          131         3140 SH       D       31         3140            0            0
LANDAMERICA FINANCIAL GROUP US Com  514936103        10761       158600 SH       D       31       158600            0            0
LANDRY`S RESTAURANTS INC USD 0 Com  51508L103          763        21600 SH       D       31        21600            0            0
LAS VEGAS SANDS CORP INC. USD  Com  517834107        14278       252000 SH       D       31       252000            0            0
LASALLE HOTEL PROPERTIES REIT  Com  517942108         2574        62800 SH       D       31        62800            0            0
ESTEE LAUDER COMPANIES INC CL  Com  518439104            0           20 SH       D       8            20            0            0
LAUDER ESTEE COS INC CL A      CL   518439104          246         6650 SH       D       9          6650            0            0
LEAP WIRELESS INTERNATIONAL IN Com  521863308         1962        45011 SH       D       31        45011            0            0
LEAR CORP USD 0.01             Com  521865105         4618       260500 SH       D       31       260500            0            0
LEAPFROG ENTERPRISES INC USD 0 Com  52186N106          336        31700 SH       D       31        31700            0            0
LEAPFROG ENTERPRISES INC CL A  CL   52186N106         2672       250000 SH       D       9        250000            0            0
LEE ENTERPRISES INC USD 2      Com  523768109          642        19300 SH       D       31        19300            0            0
LEGGETT & PLATT INC USD 0.01   Com  524660107          336        13800 SH       D       31        13800            0            0
LEGGETT & PLATT INC            Com  524660107            0           31 SH       D       8            31            0            0
LEGGETT & PLATT INC COM        COM  524660107          872        35796 SH       D       9         35796            0            0
LEGG MASON INC USD 0.1         Com  524901105         2406        19200 SH       D       31        19200            0            0
LEHMAN BROTHERS HOLDINGS INC   Com  524908100            6           44 SH       D       8            44            0            0
LEHMAN BROS HLDGS INC COM      COM  524908100         2183        15036 SH       D       9         15036            0            0
LENNAR CORP USD 0.1            Com  526057104         7807       129300 SH       D       31       129300            0            0
LENNAR CORP CL A               Com  526057104            1           23 SH       D       8            23            0            0
LENNAR CORP CL A               CL   526057104         2339        38712 SH       D       9         38712            0            0
LENNAR CORP CL B               CL   526057302         2214        39639 SH       D       9         39639            0            0
LENNOX INTERNATIONAL INC USD 0 Com  526107107           71         2400 SH       D       31         2400            0            0
LEVEL 3 COMMUNICATIONS USD 0.0 Com  52729N100         3695       713450 SH       D       31       713450            0            0
LEXAR MEDIA INC USD 0.0001     Com  52886P104          897       104648 SH       D       31       104648            0            0
LEXINGTON CORPORATE PROPERTY T Com  529043101         1082        51900 SH       D       31        51900            0            0
LEXMARK INTERNATIONAL INC USD  Com  529771107        18093       398721 SH       D       31       398721            0            0
LEXMARK INTERNATIONAL INC CL A Com  529771107            0           19 SH       D       8            19            0            0
LEXMARK INTL NEW CL A          CL   529771107          308         6753 SH       D       9          6753            0            0
LIBERTY GLOBAL INC 0.01        Com  530555101        17864       872699 SH       D       31       872699            0            0
LIBERTY GLOBAL INC CLASS A     Com  530555101            6          339 SH       D       8           339            0            0
LIBERTY GLOBAL INC COM SER A   COM  530555101         1123        55998 SH       D       9         55998            0            0
LIBERTY GLOBAL INC COM SER C   COM  530555309          741        38300 SH       D       9         38300            0            0
LIBERTY MEDIA CORP NEW COM SER COM  530718105         2278       277493 SH       D       9        277493            0            0
LIFEPOINT HOSPITALS INC USD 0. Com  53219L109          111         3572 SH       D       31         3572            0            0
LIFEPOINT HOSPITALS INC COM    COM  53219L109         1373        44900 SH       D       9         44900            0            0
ELI LILLY AND CO               COM  532457108         2204        39870 SH       D       17        39870            0            0
Eli Lilly & Co.                COM  532457108          337         6106 SH       D       20         6106            0            0
ELI LILLY & CO                 Com  532457108           10          189 SH       D       8           189            0            0
LILLY ELI & CO COM             COM  532457108        44428       796357 SH       D       9        796357            0            0
LIMITED BRANDS INC             Com  532716107            1           58 SH       D       8            58            0            0
LIMITED BRANDS INC COM         COM  532716107          480        19720 SH       D       9         19720            0            0
LINCARE HOLDINGS INC USD 0.01  Com  532791100        10938       280751 SH       D       31       280751            0            0
LINCARE HOLDINGS INC           Com  532791100            5          132 SH       D       8           132            0            0
LINCARE HLDGS INC COM          COM  532791100          116         2956 SH       D       9          2956            0            0
LINCOLN NATIONAL CORP USD NPV  Com  534187109         2708        49614 SH       D       31        49614            0            0
LINCOLN NATIONAL CORP-IND      Com  534187109            1           29 SH       D       8            29            0            0
LINCOLN NATL CORP IND COM      COM  534187109          512         9422 SH       D       9          9422            0            0
LINEAR TECHNOLOGY CORP         Com  535678106           21          625 SH       D       8           625            0            0
LINEAR TECHNOLOGY CORP COM     COM  535678106         1056        29899 SH       D       9         29899            0            0
LIVE NATION INC COM ADDED      COM  538034109          893        45611 SH       D       9         45611            0            0
LIZ CLAIBORN INC USD 1         Com  539320101         9941       242600 SH       D       31       242600            0            0
LIZ CLAIBORNE INC              Com  539320101            0           18 SH       D       8            18            0            0
LIZ CLAIBORNE INC COM          COM  539320101          240         5924 SH       D       9          5924            0            0
LLOYDS TSB GROUP PLC SPONSORED ADR  539439109         1603        41820 SH       D       9         41820            0            0
LOCKHEED MARTIN CORP USD 1     Com  539830109         6716        89400 SH       D       31        89400            0            0
LOCKHEED MARTIN CORP           Com  539830109            4           59 SH       D       8            59            0            0
LOCKHEED MARTIN CORP COM       COM  539830109         1515        20119 SH       D       9         20119            0            0
LOEWS CORP USD 1               Com  540424108        58989       582900 SH       D       31       582900            0            0
LOEWS CORP                     Com  540424108            2           22 SH       D       8            22            0            0
LOEWS CORP COM                 COM  540424108          770         7592 SH       D       9          7592            0            0
LOEWS CORP TRACKING STK USD 0. Com  540424207         2623        55500 SH       D       31        55500            0            0
LOEWS CORP CAROLINA GRP STK    Com  540424207        69959      1480000 SH       D       32      1480000            0            0
LOEWS CORP CAROLNA GP STK      STK  540424207        94089      1980000 SH       D       9       1980000            0            0
LONE STAR TECHNOLOGIES USD 1   Com  542312103         6776       122300 SH       D       31       122300            0            0
LONGS DRUG STORES INC(MD) USD  Com  543162101         4947       106900 SH       D       31       106900            0            0
LONGVIEW FIBRE CO REIT USD 1.5 Com  543213102          630        24400 SH       D       31        24400            0            0
LOUISIANA PACIFIC CORP         Com  546347105            0           18 SH       D       8            18            0            0
LOUISIANA PAC CORP COM         COM  546347105          162         5944 SH       D       9          5944            0            0
LOWE'S COS INC                 COM  548661107          302         4694 SH       D       12         4694            0            0
LOWE'S COS INC                 COM  548661107         1897        29442 SH       D       17        29442            0            0
Lowe's Companies I             COM  548661107         1112        17263 SH       D       20        17263            0            0
LOWES COMPANIES INC USD 0.5    Com  548661107        21787       338100 SH       D       31       338100            0            0
LOWES COMPANIES INC            Com  548661107            8          130 SH       D       8           130            0            0
LOWES COS INC COM              COM  548661107         4444        68416 SH       D       9         68416            0            0
LUBRIZOL CORP USD NPV          Com  549271104         6838       159600 SH       D       31       159600            0            0
LUCENT TECHNOLOGIE             COM  549463107           19         6400 SH       D       12         6400            0            0
LUCENT TECHNOLOGIE             COM  549463107            9         3150 SH       D       17         3150            0            0
LUCENT TECHNOLOGIES INC        Com  549463107            2          737 SH       D       8           737            0            0
LUCENT TECHNOLOGIES INC COM    COM  549463107         7248      2368632 SH       D       9       2368632            0            0
WILLIAM LYON HOMES INC USD 0.0 Com  552074106         3281        34299 SH       D       31        34299            0            0
LYONDELL CHEMICAL              COM  552078107           14          706 SH       D       10          706            0            0
LYONDELL CHEMICAL CO USD 1     Com  552078107         1238        62220 SH       D       31        62220            0            0
M & T BANK CORP                Com  55261F104            1           13 SH       D       8            13            0            0
M & T BK CORP COM              COM  55261F104         1147        10019 SH       D       9         10019            0            0
MBIA INC                       Com  55262C100            1           22 SH       D       8            22            0            0
MBIA INC COM                   COM  55262C100          460         7660 SH       D       9          7660            0            0
M D C HLDGS INC COM            COM  552676108         1905        29738 SH       D       9         29738            0            0
MDU RESOURCES GROUP INC USD 1  Com  552690109         2157        64500 SH       D       31        64500            0            0
MGIC INVESTMENT CORP-WISC      Com  552848103            0           15 SH       D       8            15            0            0
MGIC INVT CORP WIS COM         COM  552848103         2685        40155 SH       D       9         40155            0            0
MGI PHARMA INC COM             COM  552880106          874        50000 SH       D       9         50000            0            0
MGM MIRAGE COM                 COM  552953101          628        14600 SH       D       9         14600            0            0
M/I SCHOTTENSTEIN HOMES INC US Com  55305B101          564        12000 SH       D       31        12000            0            0
MKS INSTRUMENTS INC USD NPV    Com  55306N104         1054        44990 SH       D       31        44990            0            0
MPS GROUP INC. USD 0.01        Com  553409103          119         7842 SH       D       31         7842            0            0
MACERICH COMPANY INC. REIT USD Com  554382101         9561       129300 SH       D       31       129300            0            0
MACK-CALI REALTY L.P REIT USD  Com  554489104          187         3900 SH       D       31         3900            0            0
MACRONIX INTL LTD SPONSORED AD ADR  556103109            0           75 SH       D       9            75            0            0
MAGELLAN HEALTH SERVICES USD 0 Com  559079207         1431        35381 SH       D       31        35381            0            0
MAGELLAN MIDSTREAM PARTNERS LT Com  559080106         8230       250400 SH       D       31       250400            0            0
MAGUIRE PROPERTIES INC REIT US Com  559775101         1255        34400 SH       D       31        34400            0            0
MAIN STREET BANKS INC USD NPV  Com  56034R102           46         1800 SH       D       31         1800            0            0
MAIN STR BKS INC NEW COM       COM  56034R102         5999       231000 SH       D       9        231000            0            0
MANHATTAN ASSOCIATES INC USD 0 Com  562750109          205         9351 SH       D       31         9351            0            0
MANOR CARE INC NEW             Com  564055101            0           13 SH       D       8            13            0            0
MANOR CARE INC NEW COM         COM  564055101          207         4667 SH       D       9          4667            0            0
MANTECH INTERNATIONAL CORP USD Com  564563104            1           37 SH       D       31           37            0            0
MARATHON OIL USD 1             Com  565849106         8074       106000 SH       D       31       106000            0            0
MARATHON OIL CORP              Com  565849106            4           61 SH       D       8            61            0            0
MARATHON OIL CORP COM          COM  565849106         2984        39506 SH       D       9         39506            0            0
MARINER ENERGY INC COM ADDED   COM  56845T305         1023        51186 SH       D       9         51186            0            0
MARKEL CORP USD NPV            Com  570535104         6584        19500 SH       D       31        19500            0            0
MARSH & MCLENNAN               COM  571748102           61         2088 SH       D       17         2088            0            0
MARSH & MCLENNAN COMPANIES INC Com  571748102            2           90 SH       D       8            90            0            0
MARSH & MCLENNAN COS INC COM   COM  571748102          889        30244 SH       D       9         30244            0            0
MARSHALL & ILSLEY CORP         Com  571834100            1           35 SH       D       8            35            0            0
MARSHALL & ILSLEY CORP COM     COM  571834100         1645        37569 SH       D       9         37569            0            0
MARRIOTT INTERNATIONAL INC USD Com  571903202         9192       133999 SH       D       31       133999            0            0
MARRIOTT INTERNATIONAL INC NEW Com  571903202            1           27 SH       D       8            27            0            0
MARRIOTT INTL INC NEW CL A     CL   571903202         1039        15006 SH       D       9         15006            0            0
MARTEK BIOSCIENCES CORP COM    COM  572901106          527        16000 SH       D       9         16000            0            0
MARTHA STEWART LIVING OMNIME C CL   573083102         1151        68734 SH       D       9         68734            0            0
MARVEL ENTERTAINMENT INC USD 0 Com  57383T103         1090        54200 SH       D       31        54200            0            0
MASCO CORP                     Com  574599106            2           70 SH       D       8            70            0            0
MASCO CORP COM                 COM  574599106          769        23678 SH       D       9         23678            0            0
MATRIXONE INC COM              COM  57685P304         1119       156944 SH       D       9        156944            0            0
MATSUSHITA ELECTRIC INDUSTRIAL Com  576879209         3692       166800 SH       D       31       166800            0            0
MATTEL INC USD 1               Com  577081102        11971       660300 SH       D       31       660300            0            0
MATTEL INC                     Com  577081102            1           67 SH       D       8            67            0            0
MATTEL INC COM                 COM  577081102          397        22309 SH       D       9         22309            0            0
MATTSON TECHNOLOGY INC USD 0.0 Com  577223100          175        14655 SH       D       31        14655            0            0
MAXTOR CORP COM NEW            COM  577729205        10783      1114000 SH       D       9       1114000            0            0
MAXIM INTEGRATED PRODUCTS USD  Com  57772K101         4039       108742 SH       D       31       108742            0            0
MAXIM INTEGRATED PRODUCTS INC  Com  57772K101           25          685 SH       D       8           685            0            0
MAXIM INTEGRATED PRODS INC COM COM  57772K101         1213        32739 SH       D       9         32739            0            0
MAVERICK TUBE CORP COM         COM  577914104         2055        39009 SH       D       9         39009            0            0
MAYTAG CORPORATION USD 1.25    Com  578592107         1269        59500 SH       D       31        59500            0            0
MAYTAG CORP                    Com  578592107            0           13 SH       D       8            13            0            0
MCAFEE INC COM                 COM  579064106         1208        49685 SH       D       9         49685            0            0
MCCLATCHY COMPANY USD 0.01     Com  579489105         5397       110500 SH       D       31       110500            0            0
MCCORMICK & COMPANY INC USD NP Com  579780206         1100        32499 SH       D       31        32499            0            0
MCCORMICK & CO INC NON-VOTING  Com  579780206            0           22 SH       D       8            22            0            0
MCCORMICK & CO INC COM NON VTG COM  579780206          254         7521 SH       D       9          7521            0            0
MCDATA CORP CL B               CL   580031102         1288       300400 SH       D       9        300400            0            0
McDATA Corp.                   CLA  580031201            0           44 SH       D       20           44            0            0
MCDATA CORPORATION USD 0.01    Com  580031201          547       118438 SH       D       31       118438            0            0
MCDERMOTT INTERNATIONAL INC US Com  580037109        19716       362100 SH       D       31       362100            0            0
MCDONALD'S CORP                COM  580135101          481        14000 SH       D       12        14000            0            0
MCDONALD'S CORP                COM  580135101          209         6100 SH       D       17         6100            0            0
MCDONALD`S CORP USD 0.01       Com  580135101        94397      2747300 SH       D       31      2747300            0            0
MCDONALDS CORP                 Com  580135101            7          209 SH       D       8           209            0            0
MCDONALDS CORP COM             COM  580135101       230272      6676510 SH       D       9       6676510            0            0
McGraw-Hill Compan             COM  580645109           92         1600 SH       D       20         1600            0            0
MCGRAW HILL COMPANIES INC      Com  580645109            3           62 SH       D       8            62            0            0
MCGRAW HILL COS INC COM        COM  580645109         2034        35216 SH       D       9         35216            0            0
MCKESSON CORP USD 0.01         Com  58155Q103         4906        94112 SH       D       31        94112            0            0
MCKESSON CORP                  Com  58155Q103            2           51 SH       D       8            51            0            0
MCKESSON CORP COM              COM  58155Q103          897        17130 SH       D       9         17130            0            0
MEADWESTVACO CORP              Com  583334107            0           30 SH       D       8            30            0            0
MEADWESTVACO CORP COM          COM  583334107          818        29809 SH       D       9         29809            0            0
OAO MECHEL ADR REP 3 ORD       Com  583840103         1914        74500 SH       D       31        74500            0            0
MEDCO HEALTH SOLUTIONS USD 0.0 Com  58405U102          397         6947 SH       D       31         6947            0            0
MEDCO HEALTH SOLUTIONS INC     Com  58405U102            2           51 SH       D       8            51            0            0
MEDCO HEALTH SOLUTIONS INC COM COM  58405U102          978        16975 SH       D       9         16975            0            0
MEDIA GENERAL INCORPORATED NPV Com  584404107          927        19900 SH       D       31        19900            0            0
MEDICIS PHARMACEUTICAL USD 0.0 Com  584690309        11348       348110 SH       D       31       348110            0            0
MEDICIS PHARMACEUTICAL CORP NO NOT  584690AB7         9949     10000000 SH       D       9      10000000            0            0
MEDIMMUNE INC                  Com  584699102           15          411 SH       D       8           411            0            0
MEDIMMUNE INC COM              COM  584699102          819        22302 SH       D       9         22302            0            0
MEDTRONIC INC                  COM  585055106            7          150 SH       D       12          150            0            0
Medtronic Inc.                 COM  585055106           35          700 SH       D       20          700            0            0
MEDTRONIC INC USD 0.1          Com  585055106        19545       385127 SH       D       31       385127            0            0
MEDTRONIC INC                  Com  585055106           10          201 SH       D       8           201            0            0
MEDTRONIC INC COM              COM  585055106         4375        85922 SH       D       9         85922            0            0
MELLON FINL CORP               Com  58551A108            2           69 SH       D       8            69            0            0
MELLON FINL CORP COM           COM  58551A108          836        23411 SH       D       9         23411            0            0
MENS WEARHOUSE USD 0.01        Com  587118100         3351        93250 SH       D       31        93250            0            0
MERCANTILE BANKSHARES CORP USD Com  587405101            1           52 SH       D       31           52            0            0
MERCK & CO INC                 COM  589331107          352        10000 SH       D       12        10000            0            0
MERCK & CO INC                 Com  589331107        28712       815000 SH       D       32       815000            0            0
MERCK & CO INC                 Com  589331107           12          363 SH       D       8           363            0            0
MERCK & CO INC COM             COM  589331107        64395      1802775 SH       D       9       1802775            0            0
MERCURY COMPUTER SYSTEMS INC U Com  589378108            1           91 SH       D       31           91            0            0
MERCURY GENERAL CORP USD NPV   Com  589400100         4276        77900 SH       D       31        77900            0            0
MERCURY INTERACTIV             COM  589405109            0           24 SH       D       12           24            0            0
Mercury Interactiv             COM  589405109            2           66 SH       D       20           66            0            0
MEREDITH CORP                  Com  589433101            0            7 SH       D       8             7            0            0
MEREDITH CORP COM              COM  589433101          147         2640 SH       D       9          2640            0            0
MERISTAR HOSPITALITY CORP REIT Com  58984Y103         2991       288200 SH       D       31       288200            0            0
MERISTAR HOSPITALITY CORP COM  COM  58984Y103         2001       193000 SH       D       9        193000            0            0
MERITAGE HOMES CORP COM        COM  59001A102         1694        30614 SH       D       9         30614            0            0
MERRILL LYNCH & CO             COM  590188108          180         2296 SH       D       12         2296            0            0
MERRILL LYNCH & CO             COM  590188108         2249        28563 SH       D       17        28563            0            0
Merrill Lynch & Co             COM  590188108          360         4580 SH       D       20         4580            0            0
MERRILL LYNCH & CO INC         Com  590188108           11          152 SH       D       8           152            0            0
MERRILL LYNCH & CO INC COM     COM  590188108         4664        59263 SH       D       9         59263            0            0
METAL MANAGEMENT INC USD 0.01  Com  591097209         1718        54289 SH       D       31        54289            0            0
METALLICA RESOURCES INC CAD NP Com  59125J104           90        27500 SH       D       31        27500            0            0
METHANEX CORP CAD NPV          Com  59151K108         1518        73858 SH       D       31        73858            0            0
METLIFE INC                    COM  59156R108           76         1574 SH       D       12         1574            0            0
METLIFE INC USD 0.01           Com  59156R108        59311      1226200 SH       D       31      1226200            0            0
METLIFE INC                    Com  59156R108            6          126 SH       D       8           126            0            0
METLIFE INC COM                COM  59156R108         2042        42096 SH       D       9         42096            0            0
METTLER TOLEDO USD 0.01        Com  592688105         7065       117100 SH       D       31       117100            0            0
MICHAELS STORES INC USD 0.1    Com  594087108         8008       213100 SH       D       31       213100            0            0
MICHAELS STORES INC USD 0.1    Com  594087108        56370      1500000 SH       D       32      1500000            0            0
MICHAELS STORES INC COM        COM  594087108         2050        54300 SH       D       9         54300            0            0
MICREL INC USD NPV             Com  594793101         1046        70626 SH       D       31        70626            0            0
MICROS SYSTEMS INC USD 0.0125  Com  594901100         1249        27132 SH       D       31        27132            0            0
MICROSOFT CORP                 COM  594918104            3          114 SH       D       10          114            0            0
MICROSOFT CORP                 COM  594918104          334        12275 SH       D       12        12275            0            0
MICROSOFT CORP                 COM  594918104           36         1339 SH       D       17         1339            0            0
Microsoft Corp.                COM  594918104          167         6140 SH       D       20         6140            0            0
MICROSOFT CORP                 Com  594918104          177         6514 SH       D       8          6514            0            0
MICROSOFT CORP COM             COM  594918104        61609      2243628 SH       D       9       2243628            0            0
MICROSTRATEGY USD 0.001        Com  594972408         2097        19919 SH       D       31        19919            0            0
MICROCHIP TECHNOLOGY INC       Com  595017104            9          249 SH       D       8           249            0            0
MICROCHIP TECHNOLOGY INC COM   COM  595017104          197         5506 SH       D       9          5506            0            0
MICRON TECHNOLOGY INC          Com  595112103            1          102 SH       D       8           102            0            0
MICRON TECHNOLOGY INC COM      COM  595112103          654        44102 SH       D       9         44102            0            0
MIDCAP SPDR TRUST              COM  595635103         3359        33527 SH       D       12        33527            0            0
MIDWAY GAMES INC USD 0.01      Com  598148104          102        11100 SH       D       31        11100            0            0
MILLENNIUM PHARMACEUTICALS I C COM  599902103           60         6000 SH       D       9          6000            0            0
MILLER (HERMAN) INC USD 0.2    Com  600544100          199         6146 SH       D       31         6146            0            0
MILLIPORE CORP USD 1           Com  601073109          102         1400 SH       D       31         1400            0            0
MILLIPORE CORP                 Com  601073109            0            9 SH       D       8             9            0            0
MILLIPORE CORP COM             COM  601073109          212         2915 SH       D       9          2915            0            0
MILLS CORP REIT USD 0.01       Com  601148109        11062       395100 SH       D       31       395100            0            0
MILLS CORP COM                 COM  601148109          559        20000 SH       D       9         20000            0            0
MINEFINDERS CORPORATION LTD CA Com  602900102          339        43800 SH       D       31        43800            0            0
MIRANT CORP NEW COM ADDED      COM  60467R100            8          361 SH       D       1           361            0            0
MIRANT CORP NEW COM ADDED      COM  60467R100        13404       538559 SH       D       9        538559            0            0
MOBILE TELESYSTEMS ADS EA REP  Com  607409109          463        14000 SH       D       31        14000            0            0
MODINE MANUFACTURING CO USD 0. Com  607828100          637        21600 SH       D       31        21600            0            0
MOHAWK INDUSTRIES USD 0.01     Com  608190104        11276       139700 SH       D       31       139700            0            0
MOLEX INC USD 0.05             Com  608554101         1674        50429 SH       D       31        50429            0            0
MOLEX INC                      Com  608554101            0           24 SH       D       8            24            0            0
MOLEX INC COM                  COM  608554101          268         8106 SH       D       9          8106            0            0
MOLEX INC USD 0.05             Com  608554200          371        12502 SH       D       31        12502            0            0
MOLEX INC CL A                 CL   608554200          504        17129 SH       D       9         17129            0            0
MOLINA HEALTHCARE INC. USD 0.0 Com  60855R100          217         6500 SH       D       31         6500            0            0
MOLSON COORS BREWING CO CL B   Com  60871R209            0            9 SH       D       8             9            0            0
MOLSON COORS BREWING CO CL B   CL   60871R209          214         3117 SH       D       9          3117            0            0
MOMENTA PHARMACEUTICALS INC US Com  60877T100           33         1700 SH       D       31         1700            0            0
MONEYGRAM INTL INC COM         COM  60935Y109         1385        45000 SH       D       9         45000            0            0
Monsanto Co.                   COM  61166W101            7           92 SH       D       20           92            0            0
MONSANTO CO USD 0.01           Com  61166W101        19161       226100 SH       D       31       226100            0            0
MONSANTO CO NEW                Com  61166W101            3           45 SH       D       8            45            0            0
MONSANTO CO NEW COM            COM  61166W101         1274        15032 SH       D       9         15032            0            0
MONSTER WORLDWIDE INC          Com  611742107           10          209 SH       D       8           209            0            0
MONSTER WORLDWIDE INC COM      COM  611742107          542        10892 SH       D       9         10892            0            0
MOODYS CORP                    Com  615369105            2           41 SH       D       8            41            0            0
MOODYS CORP COM                COM  615369105          993        13870 SH       D       9         13870            0            0
MORGAN STANLEY                 Com  617446448           11          179 SH       D       8           179            0            0
MORGAN STANLEY COM NEW         COM  617446448        10226       160323 SH       D       9        160323            0            0
MORGAN STAN INDIA              COM  61745C105          130         2600 SH       D       11         2600            0            0
MOTOROLA INC                   COM  620076109          250        10950 SH       D       12        10950            0            0
MOTOROLA INC USD 3             Com  620076109        15876       693000 SH       D       31       693000            0            0
MOTOROLA INC                   Com  620076109            9          413 SH       D       8           413            0            0
MOTOROLA INC COM               COM  620076109        12030       520789 SH       D       9        520789            0            0
MUELLER INDUSTRIES INC USD 0.0 Com  624756102         3918       109800 SH       D       31       109800            0            0
MULTIMEDIA GAMES INC USD 0.01  Com  625453105            0            3 SH       D       31            3            0            0
MURPHY OIL CORP                Com  626717102            1           27 SH       D       8            27            0            0
MURPHY OIL CORP COM            COM  626717102          839        16971 SH       D       9         16971            0            0
MYLAN LABORATORIES             COM  628530107          444        19000 SH       D       12        19000            0            0
MYLAN LABORATORIES             COM  628530107           50         2145 SH       D       17         2145            0            0
MYLAN LABORATORIES INC         Com  628530107            0           36 SH       D       8            36            0            0
MYLAN LABS INC COM             COM  628530107          280        12020 SH       D       9         12020            0            0
MYOGEN INC COM                 COM  62856E104            0            2 SH       D       9             2            0            0
NBTY INC USD 0.008             Com  628782104         2519       111900 SH       D       31       111900            0            0
NCI BUILDING SYSTEMS INC USD 0 Com  628852105         2020        33800 SH       D       31        33800            0            0
NCO GROUP INC NOTE 4.750% 4/1  NOT  628858AB8        15999     16000000 SH       D       9      16000000            0            0
NCR CORP NEW                   Com  62886E108            1           30 SH       D       8            30            0            0
NCR CORP NEW COM               COM  62886E108          431        10236 SH       D       9         10236            0            0
NS GROUP INC USD NPV           Com  628916108         6052       131500 SH       D       31       131500            0            0
NII HOLDINGS INC CL B          Com  62913F201           12          208 SH       D       8           208            0            0
NII HLDGS INC CL B NEW         CL   62913F201          269         4631 SH       D       9          4631            0            0
NTL INCORPORATED NEW           Com  62941W101           12          436 SH       D       8           436            0            0
NTL INC NEW COM ADDED          COM  62941W101          281         9759 SH       D       9          9759            0            0
NVR INC COM                    COM  62944T105         1818         2450 SH       D       9          2450            0            0
NABI BIOPHARMACEUTICALS USD 0. Com  629519109          482        85553 SH       D       31        85553            0            0
NALCO COMPANY COM USD0.01      Com  62985Q101          304        17200 SH       D       31        17200            0            0
NALCO HOLDING COMPANY COM      COM  62985Q101         1699        96000 SH       D       9         96000            0            0
NAM TAI ELECTRONICS INC USD 0. Com  629865205         1819        79400 SH       D       31        79400            0            0
NAM TAI ELECTRS INC COM PAR $0 COM  629865205          601        26500 SH       D       9         26500            0            0
NASDAQ 100 TRUST               COM  631100104          113         2700 SH       D       12         2700            0            0
NASDAQ 100 TR UNIT SER 1       UNI  631100104          191         4555 SH       D       9          4555            0            0
NASDAQ STOCK MARKET INC COM    COM  631103108          618        15604 SH       D       9         15604            0            0
NASH FINCH CO FRNT 1.631% 3/1  NOT  631158AD4         5214     13000000 SH       D       9      13000000            0            0
NATIONAL BK GREECE S A SPONSOR ADR  633643408          777        81060 SH       D       9         81060            0            0
NATIONAL CITY CORP             Com  635405103            3           91 SH       D       8            91            0            0
NATIONAL CITY CORP COM         COM  635405103         1082        30859 SH       D       9         30859            0            0
NATIONAL-OILWELL VARCO INC     Com  637071101            1           29 SH       D       8            29            0            0
NATIONAL OILWELL VARCO INC COM COM  637071101          622         9635 SH       D       9          9635            0            0
NATIONAL SEMICONDUCTOR CORP US Com  637640103        25532       917103 SH       D       31       917103            0            0
NATIONAL SEMICONDUCTOR CORP    Com  637640103            1           57 SH       D       8            57            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103          980        34977 SH       D       9         34977            0            0
NATL WESTMINSTER               PFD  638539700         1916        75000 SH       D       12        75000            0            0
NATIONWIDE FINANCIAL SERV USD  Com  638612101         1621        37700 SH       D       31        37700            0            0
NATIONWIDE HEALTH PROPERTIES R Com  638620104         1049        48800 SH       D       31        48800            0            0
NAVISTAR INTERNATIONAL CORP NE Com  63934E108            0           10 SH       D       8            10            0            0
NAVISTAR INTL CORP NEW COM     COM  63934E108          101         3683 SH       D       9          3683            0            0
NEENAH PAPER INC COM           COM  640079109         1165        35384 SH       D       9         35384            0            0
NELSON THOMAS INC COM          COM  640376109         3153       107800 SH       D       9        107800            0            0
NET 1 UEPS TECHNOLOGIES, INC.  Com  64107N206          618        21860 SH       D       31        21860            0            0
NETFLIX INC COM USD0.001       Com  64110L106         3255       112302 SH       D       31       112302            0            0
NETEASE.COM ADR REP 100 ORD    Com  64110W102         7863       320427 SH       D       31       320427            0            0
NETLOGIC MICROSYSTEMS INC COM  Com  64118B100          173         4220 SH       D       31         4220            0            0
NETWORK APPLIANCE INC          Com  64120L104           22          612 SH       D       8           612            0            0
NETWORK APPLIANCE INC COM      COM  64120L104         1213        33105 SH       D       9         33105            0            0
NEUSTAR INC USD 0.001          Com  64126X201         3747       120900 SH       D       31       120900            0            0
NEVSUN RESOURCES LTD CAD NPV   Com  64156L101           18         6700 SH       D       31         6700            0            0
NEW GOLD INC CAD NPV           Com  644535106           56         6100 SH       D       31         6100            0            0
NEW PLAN EXCEL REALTY TRUST RE Com  648053106         3870       149200 SH       D       31       149200            0            0
NEW YORK TIMES CO-CL A         Com  650111107            0           24 SH       D       8            24            0            0
NEW YORK TIMES CO CL A         CL   650111107          200         7902 SH       D       9          7902            0            0
NEWELL RUBBERMAID INC USD 1    Com  651229106          708        28140 SH       D       31        28140            0            0
NEWELL RUBBERMAID INC          Com  651229106            1           46 SH       D       8            46            0            0
NEWELL RUBBERMAID INC COM      COM  651229106          371        14507 SH       D       9         14507            0            0
NEWFIELD EXPLORATION CO USD 0. Com  651290108        13374       319200 SH       D       31       319200            0            0
NEWMONT MINING CORP HOLDING CO Com  651639106            3           74 SH       D       8            74            0            0
NEWMONT MINING CORP COM        COM  651639106         7816       149173 SH       D       9        149173            0            0
NEWS CORPORATION               CLA  65248E104         1561        94017 SH       D       17        94017            0            0
News Corp                      COM  65248E104          888        53521 SH       D       20        53521            0            0
NEWS CORPORATION CLASS A       Com  65248E104            6          404 SH       D       8           404            0            0
NEWS CORP CL A                 CL   65248E104         4346       261704 SH       D       9        261704            0            0
News Corp                      COM  65248E203           42         2420 SH       D       20         2420            0            0
NEWS CORP CL B                 CL   65248E203         1098        62600 SH       D       9         62600            0            0
NEXTEL PARTNERS INC CL A       CL   65333F107         7606       268770 SH       D       9        268770            0            0
NICE SYSTEMS LTD ADR REP 1 ORD Com  653656108          630        12364 SH       D       31        12364            0            0
NICOR INC                      Com  654086107            0            7 SH       D       8             7            0            0
NICOR INC COM                  COM  654086107          115         2936 SH       D       9          2936            0            0
NIKE INC USD NPV               Com  654106103        42924       504400 SH       D       31       504400            0            0
NIKE INC-CL B                  Com  654106103            2           32 SH       D       8            32            0            0
NIKE INC CL B                  CL   654106103         1440        16942 SH       D       9         16942            0            0
99 CENTS ONLY STORES USD NPV   Com  65440K106          630        46500 SH       D       31        46500            0            0
NIPPON TELEGR & TELEPH ADR REP Com  654624105         2715       126000 SH       D       31       126000            0            0
NISOURCE INC USD 0.01          Com  65473P105         8067       399000 SH       D       31       399000            0            0
NISOURCE INC COM               Com  65473P105            0           45 SH       D       8            45            0            0
NISOURCE INC COM               COM  65473P105          292        14357 SH       D       9         14357            0            0
NOKIA OYJ                      ADR  654902204          197         9550 SH       D       12         9550            0            0
NOKIA CORP SPONSORED ADR       ADR  654902204        17375       840473 SH       D       9        840473            0            0
NOBLE ENERGY INC USD 3.333     Com  655044105          478        10900 SH       D       31        10900            0            0
NOMURA HOLDINGS INC ADR REP 1  Com  65535H208          971        43800 SH       D       31        43800            0            0
NORDSON CORP USD NPV           Com  655663102          494         9918 SH       D       31         9918            0            0
NORDSTROM INC                  Com  655664100            1           36 SH       D       8            36            0            0
NORDSTROM INC COM              COM  655664100         1483        37490 SH       D       9         37490            0            0
NORFOLK SOUTHERN CORP USD 1    Com  655844108        13047       241300 SH       D       31       241300            0            0
NORFOLK SOUTHERN CORP          Com  655844108            3           67 SH       D       8            67            0            0
NORFOLK SOUTHERN CORP COM      COM  655844108         1230        22675 SH       D       9         22675            0            0
NORTEL NETWORKS CORP CAD NPV   Com  656568102         4126      1351900 SH       D       31      1351900            0            0
NORTH AMERICAN PALLADIUM LIMIT Com  656912102          194        16500 SH       D       31        16500            0            0
NORTH FORK BANCORPORATION INC  Com  659424105            2           79 SH       D       8            79            0            0
NORTH FORK BANCORPORATION NY C COM  659424105         6649       231041 SH       D       9        231041            0            0
NORTHERN BORDER PARTNERS LTD P Com  664785102         1797        37500 SH       D       31        37500            0            0
Northern Trust Cor             COM  665859104           24          475 SH       D       20          475            0            0
NORTHERN TRUST CORP            Com  665859104            1           31 SH       D       8            31            0            0
NORTHERN TR CORP COM           COM  665859104          560        10618 SH       D       9         10618            0            0
NORTHGATE EXPLORATION LTD CAD  Com  666416102           80        33500 SH       D       31        33500            0            0
NORTHROP GRUMMAN CORP          Com  666807102            4           59 SH       D       8            59            0            0
NORTHROP GRUMMAN CORP COM      COM  666807102         1368        19894 SH       D       9         19894            0            0
NORTHWESTERN CORPORATION USD 0 Com  668074305            2           79 SH       D       31           79            0            0
NORTHWESTERN CORP COM NEW      COM  668074305         6439       205946 SH       D       9        205946            0            0
NOVATEL INC COM                COM  669954109         2235        59597 SH       D       9         59597            0            0
NOVELL INC                     Com  670006105            0           63 SH       D       8            63            0            0
NOVELL INC COM                 COM  670006105          383        49861 SH       D       9         49861            0            0
NOVELL INC DBCV 0.500% 7/1     NOT  670006AC9        16147     17500000 SH       D       9      17500000            0            0
NOVELLUS SYSTEMS INC USD NPV   Com  670008101        10504       437685 SH       D       31       437685            0            0
NOVELLUS SYSTEMS INC           Com  670008101            0           22 SH       D       8            22            0            0
NOVELLUS SYS INC COM           COM  670008101          192         7903 SH       D       9          7903            0            0
NOVELIS INC CAD NPV            Com  67000X106         1647        80100 SH       D       31        80100            0            0
NOVELIS INC COM                COM  67000X106         1359        66300 SH       D       9         66300            0            0
NU SKIN ENTERPRISES INC USD 0. Com  67018T105          776        44300 SH       D       31        44300            0            0
NUCOR CORP USD 0.4             Com  670346105        25914       247300 SH       D       31       247300            0            0
NUCOR CORP                     Com  670346105            2           26 SH       D       8            26            0            0
NUCOR CORP COM                 COM  670346105         1881        17787 SH       D       9         17787            0            0
NVIDIA CORP USD 0.001          Com  67066G104        11455       200065 SH       D       31       200065            0            0
NVIDIA CORP                    Com  67066G104           15          264 SH       D       8           264            0            0
NVIDIA CORP COM                COM  67066G104          845        14766 SH       D       9         14766            0            0
OGE ENERGY CORP USD 0.01       Com  670837103         1960        67600 SH       D       31        67600            0            0
OCCIDENTAL PETROLEUM USD 0.2   Com  674599105        30802       332460 SH       D       31       332460            0            0
OCCIDENTAL PETROLEUM CORP      Com  674599105        13897       150000 SH       D       32       150000            0            0
OCCIDENTAL PETE CORP           Com  674599105            6           71 SH       D       8            71            0            0
OCCIDENTAL PETE CORP DEL COM   COM  674599105         7709        82972 SH       D       9         82972            0            0
ODYSSEY HEALTHCARE USD 0.001   Com  67611V101          216        12600 SH       D       31        12600            0            0
OFFICE DEPOT INC               Com  676220106            1           51 SH       D       8            51            0            0
OFFICE DEPOT INC COM           COM  676220106          661        17643 SH       D       9         17643            0            0
OFFICEMAX INC USD 2.5          Com  67622P101         6308       209100 SH       D       31       209100            0            0
OFFICEMAX INCORPORATED         Com  67622P101            0           12 SH       D       8            12            0            0
OFFICEMAX INC DEL COM          COM  67622P101          110         3715 SH       D       9          3715            0            0
OMNICOM GROUP INC              COM  681919106           13          167 SH       D       17          167            0            0
Omnicom Group Inc.             COM  681919106          166         1998 SH       D       20         1998            0            0
OMNICOM GROUP INC USD 0.15     Com  681919106        56751       681700 SH       D       31       681700            0            0
OMNICOM GROUP INC              Com  681919106            2           30 SH       D       8            30            0            0
OMNICOM GROUP INC COM          COM  681919106          842        10095 SH       D       9         10095            0            0
OMNIVISION TECHNOLOGIES USD 0. Com  682128103         7222       239141 SH       D       31       239141            0            0
OMNIVISION TECHNOLOGIES INC CO COM  682128103         2681        88543 SH       D       9         88543            0            0
AO VIMPELCOM ADR REP 0.25 ORD  Com  68370R109         7909       183900 SH       D       31       183900            0            0
OPEN TEXT CO USD NPV           Com  683715106           29         1797 SH       D       31         1797            0            0
OPENWAVE SYSTEMS INC. USD 0.00 Com  683718308         1050        48672 SH       D       31        48672            0            0
ORACLE CORP                    Com  68389X105           50         3648 SH       D       8          3648            0            0
ORACLE CORP COM                COM  68389X105         6371       461058 SH       D       9        461058            0            0
ORBITAL SCIENCE CORPORATION US Com  685564106          610        38600 SH       D       31        38600            0            0
OREZONE RESOURCES INC CAD NPV  Com  685921108            9         4400 SH       D       31         4400            0            0
OVERSEAS SHIPHOLDING GROUP INC Com  690368105         1711        35700 SH       D       31        35700            0            0
OXIGENE INC COM USD0.01        Com  691828107          295        66800 SH       D       31        66800            0            0
PG&E CORP                      Com  69331C108            2           57 SH       D       8            57            0            0
PG&E CORP COM                  COM  69331C108          742        18962 SH       D       9         18962            0            0
PHH CORP USD 0.01              Com  693320202         2288        85700 SH       D       31        85700            0            0
PHH CORP COM NEW               COM  693320202         1400        52988 SH       D       9         52988            0            0
P F CHANG`S CHINA BISTRO INC U Com  69333Y108         1669        33874 SH       D       31        33874            0            0
PMC-SIERRA INC                 Com  69344F106            0           30 SH       D       8            30            0            0
PMC-SIERRA INC COM             COM  69344F106          115         9325 SH       D       9          9325            0            0
PNC FINANCIAL SVCS GROUP INC   Com  693475105            3           48 SH       D       8            48            0            0
PNC FINL SVCS GROUP INC COM    COM  693475105         1109        16425 SH       D       9         16425            0            0
POSCO ADR REP 0.25 ORD         Com  693483109         9257       145100 SH       D       31       145100            0            0
PNM RESOURCES USD NPV          Com  69349H107         6280       257400 SH       D       31       257400            0            0
PPG INDUSTRIES INC USD 1.67    Com  693506107        19510       307985 SH       D       31       307985            0            0
PPG INDUSTRIES INC             Com  693506107            1           28 SH       D       8            28            0            0
PPG INDS INC COM               COM  693506107         1274        20240 SH       D       9         20240            0            0
PPL CORP USD 0.01              Com  69351T106         9119       310195 SH       D       31       310195            0            0
PPL CORPORATION                Com  69351T106            1           63 SH       D       8            63            0            0
PPL CORP COM                   COM  69351T106          624        21123 SH       D       9         21123            0            0
PW EAGLE  INC USD 0.01         Com  69366Y108          710        25564 SH       D       31        25564            0            0
PACCAR INC                     Com  693718108           20          294 SH       D       8           294            0            0
PACCAR INC COM                 COM  693718108         1070        15291 SH       D       9         15291            0            0
PACER INTERNATIONAL INC USD 0. Com  69373H106           98         2999 SH       D       31         2999            0            0
PACIFIC SUNWEAR OF CALIFORNIA  Com  694873100          516        23306 SH       D       31        23306            0            0
PACKAGING CORPORATION OF AMERI Com  695156109         1835        81800 SH       D       31        81800            0            0
PACKETEER INC USD 0.001        Com  695210104            0           19 SH       D       31           19            0            0
PACTIV CORPORATION USD 0.01    Com  695257105         6622       269877 SH       D       31       269877            0            0
PACTIV CORP                    Com  695257105            0           24 SH       D       8            24            0            0
PACTIV CORP COM                COM  695257105          202         8268 SH       D       9          8268            0            0
PALL CORP                      Com  696429307            0           21 SH       D       8            21            0            0
PALL CORP COM                  COM  696429307         2161        69167 SH       D       9         69167            0            0
PALM INC USD 0.001             Com  696643105         9014       389226 SH       D       31       389226            0            0
PAN PACIFIC RETAIL PROPERTY RE Com  69806L104         3878        54700 SH       D       31        54700            0            0
PANAMSAT CORPORATION USD 0.01  Com  69831Y105          305        12300 SH       D       31        12300            0            0
PANAMSAT HLDG CORP COM         COM  69831Y105         3810       153600 SH       D       9        153600            0            0
PANTRY INC USD 0.01            Com  698657103         1027        16463 SH       D       31        16463            0            0
PAPA JOHNS INTERNATIONAL INC U Com  698813102         1043        31819 SH       D       31        31819            0            0
PAR PHARMACEUTICAL COS INC COM COM  69888P106          415        14600 SH       D       9         14600            0            0
PARAMETRIC TECHNOLOGY CORP NEW Com  699173209            0           18 SH       D       8            18            0            0
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PARKWAY PROPERTIES INC REIT US Com  70159Q104          642        14700 SH       D       31        14700            0            0
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PATTERSON-UTI ENERGY INC       Com  703481101            7          245 SH       D       8           245            0            0
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PENN VIRGINIA CORP USD 0.01    Com  707882106          305         4300 SH       D       31         4300            0            0
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J C PENNEY CO INC              Com  708160106            2           39 SH       D       8            39            0            0
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PENTAIR INC COM                COM  709631105          959        23700 SH       D       9         23700            0            0
PEOPLE ENERGY CORP USD NPV     Com  711030106          619        17369 SH       D       31        17369            0            0
PEOPLES ENERGY CORP            Com  711030106            0            6 SH       D       8             6            0            0
PEOPLES ENERGY CORP COM        COM  711030106           70         1993 SH       D       9          1993            0            0
PEPCO HOLDINGS CORP            Com  713291102         8204       360000 SH       D       32       360000            0            0
PEPSI BOTTLING GROUP INC USD 0 Com  713409100         7037       231587 SH       D       31       231587            0            0
THE PEPSI BOTTLING GROUP INC   Com  713409100            0           23 SH       D       8            23            0            0
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PEPSICO INC                    COM  713448108          172         2988 SH       D       12         2988            0            0
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PERKINELMER INC                Com  714046109            0           22 SH       D       8            22            0            0
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PERU COPPER INC. NPV           Com  715455101            5         2000 SH       D       31         2000            0            0
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PETCO ANIMAL SUPPLIES COM USD0 Com  716016209          700        29720 SH       D       31        29720            0            0
PETROHAWK ENERGY CORP COM      COM  716495106            0            1 SH       D       9             1            0            0
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PETSMART INC                   Com  716768106            5          195 SH       D       8           195            0            0
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PFIZER INC                     COM  717081103         1751        70295 SH       D       17        70295            0            0
Pfizer Inc.                    COM  717081103          777        31183 SH       D       20        31183            0            0
PFIZER INC                     Com  717081103           30         1223 SH       D       8          1223            0            0
PFIZER INC COM                 COM  717081103       148592      5875551 SH       D       9       5875551            0            0
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Pharmaceutical HOL             COM  71712A206            0            5 SH       D       20            5            0            0
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PHELPS DODGE CORP USD 6.25     Com  717265102        46973       583300 SH       D       31       583300            0            0
PHELPS DODGE CORP              Com  717265102            2           34 SH       D       8            34            0            0
PHELPS DODGE CORP COM          COM  717265102          904        11208 SH       D       9         11208            0            0
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PHILIPPINE LONG DISTANCE TELEP Com  718252604         7168       190800 SH       D       31       190800            0            0
PHILLIPS-VAN HEUSEN CORPORATIO Com  718592108         7542       197400 SH       D       31       197400            0            0
PHOTON DYNAMICS USD NPV        Com  719364101            1           56 SH       D       31           56            0            0
PHOTRONICS INC USD 0.01        Com  719405102          735        39183 SH       D       31        39183            0            0
PILGRIM`S PRIDE CORP USD 0.01  Com  721467108         8841       408000 SH       D       31       408000            0            0
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PINNACLE WEST CAP CORP COM     COM  723484101          202         5168 SH       D       9          5168            0            0
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PIPER JAFFRAY COS COM          COM  724078100          821        15000 SH       D       9         15000            0            0
PITNEY BOWES INC USD 1         Com  724479100         1961        45681 SH       D       31        45681            0            0
PITNEY BOWES INC               Com  724479100            1           38 SH       D       8            38            0            0
PITNEY BOWES INC COM           COM  724479100         1613        37419 SH       D       9         37419            0            0
PIXAR                          Com  725811103           10          170 SH       D       8           170            0            0
PIXAR COM                      COM  725811103        25880       403745 SH       D       9        403745            0            0
PLAINS EXPL& PRODTN CO COM     COM  726505100          897        23373 SH       D       9         23373            0            0
PLANTRONICS INC USD 0.01       Com  727493108         2313        65300 SH       D       31        65300            0            0
PLAYTEX PRODUCTS INC USD 0.01  Com  72813P100         1274       121700 SH       D       31       121700            0            0
PLUM CREEK TIMBER CO INC REIT  Com  729251108         6222       168489 SH       D       31       168489            0            0
PLUM CREEK TIMBER CO INC COM   Com  729251108            1           31 SH       D       8            31            0            0
PLUM CREEK TIMBER CO INC COM   COM  729251108          365         9924 SH       D       9          9924            0            0
POGO PRODUCING CO USD 1        Com  730448107          648        12900 SH       D       31        12900            0            0
POLARIS INDUSTRIES INC USD 0.0 Com  731068102         1718        31500 SH       D       31        31500            0            0
POLO RALPH LAUREN CORP USD 0.0 Com  731572103        10818       178500 SH       D       31       178500            0            0
POPULAR INC USD 6              Com  733174106            0            2 SH       D       31            2            0            0
PORTALPLAYER INC USD 0.0001    Com  736187204         2185        98313 SH       D       31        98313            0            0
PORTALPLAYER INC COM           COM  736187204         1638        73374 SH       D       9         73374            0            0
PORTFOLIO RECOVERY ASSOCIATE U Com  73640Q105         1685        35997 SH       D       31        35997            0            0
POST PROPERTIES INC REIT USD 0 Com  737464107         1641        36883 SH       D       31        36883            0            0
POTASH CORPORATION OF SASKETCH Com  73755L107         1274        14500 SH       D       31        14500            0            0
PRAXAIR INC                    Com  74005P104            2           53 SH       D       8            53            0            0
PRAXAIR INC COM                COM  74005P104          981        17832 SH       D       9         17832            0            0
PRECISION CASTPARTS CORPORATIO Com  740189105        10234       172300 SH       D       31       172300            0            0
PREMIERE GLOBAL SERVICES INC U Com  740585104           60         7543 SH       D       31         7543            0            0
T ROWE PRICE ASSOCIATES INC US Com  74144T108         3182        40687 SH       D       31        40687            0            0
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PRICE T ROWE GROUP INC COM     COM  74144T108          569         7318 SH       D       9          7318            0            0
PRICELINE.COM INCORPORATED USD Com  741503403          350        14107 SH       D       31        14107            0            0
PRIDE INTERNATIONAL INC USD 0. Com  74153Q102         2899        93000 SH       D       31        93000            0            0
PRINCIPAL FINANCIAL GROUP INC  Com  74251V102        20272       415419 SH       D       31       415419            0            0
PRINCIPAL FINANCIAL GROUP INC  Com  74251V102            2           46 SH       D       8            46            0            0
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PROASSURANCE CORP USD 0.01     Com  74267C106         4955        95300 SH       D       31        95300            0            0
PROCTER & GAMBLE               COM  742718109          480         8341 SH       D       12         8341            0            0
PROCTER & GAMBLE               COM  742718109         3147        54618 SH       D       17        54618            0            0
Procter & Gamble C             COM  742718109          661        11475 SH       D       20        11475            0            0
PROCTER & GAMBLE CO            Com  742718109           32          556 SH       D       8           556            0            0
PROCTER & GAMBLE CO COM        COM  742718109        26072       448212 SH       D       9        448212            0            0
PROGRESS ENERGY INC USD NPV    Com  743263105         8079       183719 SH       D       31       183719            0            0
PROGRESS ENERGY INC            Com  743263105            1           42 SH       D       8            42            0            0
PROGRESS ENERGY INC COM        COM  743263105          614        13968 SH       D       9         13968            0            0
PROGRESS SOFTWARE CORP USD 0.0 Com  743312100         1540        52942 SH       D       31        52942            0            0
PROGRESSIVE CORP USD 1         Com  743315103        35813       343500 SH       D       31       343500            0            0
PROGRESSIVE CORP-OHIO          Com  743315103            3           33 SH       D       8            33            0            0
PROGRESSIVE CORP OHIO COM      COM  743315103         1683        16161 SH       D       9         16161            0            0
PROLIANCE INTL INC COM         COM  74340R104          972       173611 SH       D       9        173611            0            0
PROLOGIS SH BEN INT            Com  743410102            2           40 SH       D       8            40            0            0
PROLOGIS SH BEN INT            INT  743410102          708        13333 SH       D       9         13333            0            0
PROTECTIVE LIFE CORP USD 0.5   Com  743674103         6590       132500 SH       D       31       132500            0            0
PROVIDENT FINANCIAL SERVICES U Com  74386T105            0           15 SH       D       31           15            0            0
PRUDENTIAL FINANCIAL INC USD 0 Com  744320102        29725       392100 SH       D       31       392100            0            0
PRUDENTIAL FINANCIAL INC       Com  744320102            6           84 SH       D       8            84            0            0
PRUDENTIAL FINL INC COM        COM  744320102         2138        27927 SH       D       9         27927            0            0
PUBLIC SERVICE ENTERPRISE GROU Com  744573106          316         4936 SH       D       31         4936            0            0
PUBLIC SERVICE ENTERPRISE GROU Com  744573106            2           42 SH       D       8            42            0            0
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PUBLIC STORAGE INC REIT USD 0. Com  74460D109        13973       172026 SH       D       31       172026            0            0
PUBLIC STORAGE INC             Com  74460D109            1           14 SH       D       8            14            0            0
PUBLIC STORAGE INC COM         COM  74460D109          351         4355 SH       D       9          4355            0            0
PUGET ENERGY INC USD 0.01      Com  745310102          182         8600 SH       D       31         8600            0            0
PULTE HOMES INC                Com  745867101            1           36 SH       D       8            36            0            0
PULTE HOMES INC COM            COM  745867101          727        18857 SH       D       9         18857            0            0
QLT INC CAD NPV                Com  746927102          321        41962 SH       D       31        41962            0            0
QLOGIC CORP                    Com  747277101            0           27 SH       D       8            27            0            0
QLOGIC CORP COM                COM  747277101          290        14859 SH       D       9         14859            0            0
QUALCOMM INC USD 0.0001        Com  747525103        30351       599709 SH       D       31       599709            0            0
QUALCOMM INC                   Com  747525103          155         3079 SH       D       8          3079            0            0
QUALCOMM INC COM               COM  747525103        10687       210307 SH       D       9        210307            0            0
QUANEX CROP USD 0.5            Com  747620102        16051       240900 SH       D       31       240900            0            0
QUANTA SVCS INC NOTE 4.000% 7/ NOT  74762EAA0        13597     14000000 SH       D       9      14000000            0            0
QUEBECOR WORLD INC CAD NPV     Com  748203106          234        23800 SH       D       31        23800            0            0
QUEST DIAGNOSTIC INC USD 0.01  Com  74834L100        30471       593989 SH       D       31       593989            0            0
QUEST DIAGNOSTICS INC          Com  74834L100            1           27 SH       D       8            27            0            0
QUEST DIAGNOSTICS INC COM      COM  74834L100          478         9278 SH       D       9          9278            0            0
QUEST SOFTWARE INC USD NPV     Com  74834T103          637        38171 SH       D       31        38171            0            0
QUESTAR CORP USD NPV           Com  748356102         4034        57600 SH       D       31        57600            0            0
QUEST CAPITAL CORP CAD NPV     Com  74835U109           64        24800 SH       D       31        24800            0            0
QWEST COMMUNICATIONS INTERNATI Com  749121109            1          256 SH       D       8           256            0            0
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RH DONNELLEY CORP USD 1        Com  74955W307         6251       107355 SH       D       31       107355            0            0
RLI CORPORATION USD 1          Com  749607107         1661        29000 SH       D       31        29000            0            0
RPC INC COM                    COM  749660106         1827        80233 SH       D       9         80233            0            0
RPM INTERNATIONAL INC USD 0.01 Com  749685103          233        13000 SH       D       31        13000            0            0
RSA SEC INC COM                COM  749719100          289        16198 SH       D       9         16198            0            0
RADIO ONE INC USD 0.001        Com  75040P405         1748       234410 SH       D       31       234410            0            0
RADIOSHACK CORP                Com  750438103            0           22 SH       D       8            22            0            0
RADIOSHACK CORP COM            COM  750438103          151         7885 SH       D       9          7885            0            0
RAMBUS INC USD 0.001           Com  750917106         5029       127854 SH       D       31       127854            0            0
RAMBUS INC DEL COM             COM  750917106         8251       208211 SH       D       9        208211            0            0
RANDGOLD RES LTD ADR           ADR  752344309          363        20084 SH       D       9         20084            0            0
RARE HOSPITALITY INC USD NPV   Com  753820109          977        28059 SH       D       31        28059            0            0
RAYMOND JAMES FINANCIAL INC US Com  754730109         4300       145500 SH       D       31       145500            0            0
RAYONIER INC REIT USD NPV      Com  754907103         5236       114850 SH       D       31       114850            0            0
RAYTHEON CO USD 0.01           Com  755111507         1841        40163 SH       D       31        40163            0            0
RAYTHEON CO COM NEW            Com  755111507            3           74 SH       D       8            74            0            0
RAYTHEON CO COM NEW            COM  755111507         1183        25515 SH       D       9         25515            0            0
REALNETWORKS INC COM           COM  75605L104         1975       240279 SH       D       9        240279            0            0
REALTY INCOME CORPORATION REIT Com  756109104           43         1800 SH       D       31         1800            0            0
RED HAT INC                    Com  756577102            6          247 SH       D       8           247            0            0
RED HAT INC COM                COM  756577102          151         5483 SH       D       9          5483            0            0
REDIFF.COM INDIA LIMITED ADR R Com  757479100          621        29499 SH       D       31        29499            0            0
REGAL BELOIT CORPORATION USD 0 Com  758750103           80         1900 SH       D       31         1900            0            0
REGAL ENTERTAINMENT GROUP USD  Com  758766109         2862       152200 SH       D       31       152200            0            0
REGAL ENTERTAINMENT            Com  758766109         9405       500000 SH       D       32       500000            0            0
REGIS CORP USD 0.05            Com  758932107         2110        61200 SH       D       31        61200            0            0
REGIONS FINANCIAL CORP NEW     Com  7591EP100            2           76 SH       D       8            76            0            0
REGIONS FINANCIAL CORP NEW COM COM  7591EP100         1518        42936 SH       D       9         42936            0            0
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RELIANCE STEEL & ALUMINIUM USD Com  759509102         6912        73600 SH       D       31        73600            0            0
RELIANT ENERGY INC COM         COM  75952B105          655        63266 SH       D       9         63266            0            0
REMINGTON OIL & GAS CORP USD 0 Com  759594302        12447       288000 SH       D       31       288000            0            0
REMINGTON OIL & GAS CORP COM   COM  759594302         3779        87500 SH       D       9         87500            0            0
RENAL CARE GROUP INC USD 0.01  Com  759930100         9118       190200 SH       D       31       190200            0            0
RENAL CARE GROUP INC COM       COM  759930100            0       527700 SH       D       9        527700            0            0
RENT-A-CENTER INC USD 0.01     Com  76009N100         1437        56175 SH       D       31        56175            0            0
REPSOL YPF SA ADR REP 1 ORD    Com  76026T205         2607        91500 SH       D       31        91500            0            0
REPUBLIC SERVICES INC USD 0.01 Com  760759100         2852        67100 SH       D       31        67100            0            0
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RESEARCH IN MOTION LTD NEW     Com  760975102           22          260 SH       D       8           260            0            0
RESEARCH IN MOTION LTD COM     COM  760975102         2776        32809 SH       D       9         32809            0            0
RESOURCES CNNECTION INC USD 0. Com  76122Q105         1005        40347 SH       D       31        40347            0            0
RESPIRONICS INC USD 0.01       Com  761230101         1373        35310 SH       D       31        35310            0            0
REYNOLDS & REYNOLDS CO NPV     Com  761695105         2033        71600 SH       D       31        71600            0            0
REYNOLDS AMERICAN INC USD 0.00 Com  761713106        26775       253797 SH       D       31       253797            0            0
REYNOLDS AMERICAN INC          Com  761713106            1           14 SH       D       8            14            0            0
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RIO TINTO ADR REP 4 ORD        Com  767204100        21776       105200 SH       D       31       105200            0            0
RIO TINTO PLC SPONSORED ADR    ADR  767204100        77653       379555 SH       D       9        379555            0            0
RITCHIE BROS AUCTIONEERS INC U Com  767744105          467         9400 SH       D       31         9400            0            0
RITE AID CORP USD 1            Com  767754104         1222       305500 SH       D       31       305500            0            0
RITE AID CORP COM              COM  767754104         2128       533500 SH       D       9        533500            0            0
ROBERT HALF INTERNATIONAL INC  Com  770323103            1           28 SH       D       8            28            0            0
ROBERT HALF INTL INC COM       COM  770323103          384         9953 SH       D       9          9953            0            0
ROCKWELL AUTOMATION INC        Com  773903109            2           30 SH       D       8            30            0            0
ROCKWELL AUTOMATION INC COM    COM  773903109          837        11492 SH       D       9         11492            0            0
ROCKWELL COLLINS INC USD 0.01  Com  774341101         4998        88713 SH       D       31        88713            0            0
ROCKWELL COLLINS INC           Com  774341101            1           29 SH       D       8            29            0            0
ROCKWELL COLLINS INC COM       COM  774341101          538         9576 SH       D       9          9576            0            0
ROGERS COMMUNICATIONS INC CAD  Com  775109200          237         6100 SH       D       31         6100            0            0
ROHM & HAAS CO USD 2.5         Com  775371107        13272       271593 SH       D       31       271593            0            0
ROHM & HAAS CO                 Com  775371107            1           24 SH       D       8            24            0            0
ROHM & HAAS CO COM             COM  775371107         1018        20765 SH       D       9         20765            0            0
ROPER INDUSTRIES INC USD 0.01  Com  776696106         8252       169700 SH       D       31       169700            0            0
ROSS STORES INC USD 0.01       Com  778296103         3835       131396 SH       D       31       131396            0            0
ROSS STORES INC                Com  778296103            5          200 SH       D       8           200            0            0
ROSS STORES INC COM            COM  778296103          130         4490 SH       D       9          4490            0            0
ROSTELECOM OPEN JT STK LNG D S SPO  778529107           43         2243 SH       D       9          2243            0            0
ROWAN COMPANIES INC            Com  779382100            0           18 SH       D       8            18            0            0
ROWAN COS INC COM              COM  779382100          242         5516 SH       D       9          5516            0            0
ROYAL GROUP TECHNOLOGIES LTD C Com  779915107          223        23900 SH       D       31        23900            0            0
ROYAL DUTCH SHELL PLC ADR REP  Com  780259107         6734       103364 SH       D       31       103364            0            0
ROYAL DUTCH SHELL PLC SPON ADR SPO  780259107          763        11740 SH       D       9         11740            0            0
ROYAL DUTCH SHELL PLC ADR REP  Com  780259206        28894       464100 SH       D       31       464100            0            0
ROYAL DUTCH SHELL PLC SPONS AD SPO  780259206        94518      1512460 SH       D       9       1512460            0            0
RUBICON MINERALS CORP CAD NPV  Com  780911103            0          900 SH       D       31          900            0            0
RYANAIR HLDGS PLC SPONSORED AD SPO  783513104         1686        30659 SH       D       9         30659            0            0
RYDER SYSTEM INC               Com  783549108            0           11 SH       D       8            11            0            0
RYDER SYS INC COM              COM  783549108          151         3369 SH       D       9          3369            0            0
RYLAND GROUP INC COM           COM  783764103          467         6771 SH       D       9          6771            0            0
SBS TECHNOLOGIES INC COM       COM  78387P103         1391        85863 SH       D       9         85863            0            0
SBA COMMUNICATIONS CORP USD 0. Com  78388J106          432        18482 SH       D       31        18482            0            0
SCI SYS INC NOTE 3.000% 3/1    NOT  783890AF3        26709     27500000 SH       D       9      27500000            0            0
SEI INVESTMENTS MANAGEMENT  CO Com  784117103         4486       110699 SH       D       31       110699            0            0
SK TELECOM LTD SPONSORED ADR   COM  78440P108            0            1 SH       D       9             1            0            0
SLM CORP USD 0.2               Com  78442P106         3432        66090 SH       D       31        66090            0            0
SLM GROUP                      Com  78442P106       233730      4500000 SH       D       32      4500000            0            0
SLM CORPORATION                Com  78442P106            3           69 SH       D       8            69            0            0
SLM CORP COM                   COM  78442P106       184072      3523604 SH       D       9       3523604            0            0
SPDR TRUST                     COM  78462F103        14137       108895 SH       D       12       108895            0            0
STANDARD & POORS DEP REC       Com  78462F103        90881       700000 SH       D       32       700000            0            0
SPDR TR UNIT SER 1             UNI  78462F103        79241       609501 SH       D       9        609501            0            0
SPX CORPORATION USD 10         Com  784635104         8194       153404 SH       D       31       153404            0            0
SVB FINANCIAL GROUP USD 0.001  Com  78486Q101            0            1 SH       D       31            1            0            0
SABRE HOLDINGS CORP CL A       Com  785905100            0           22 SH       D       8            22            0            0
SABRE HLDGS CORP CL A          CL   785905100          172         7249 SH       D       9          7249            0            0
SAFECO CORPORATION USD NPV     Com  786429100         8570       170697 SH       D       31       170697            0            0
SAFECO CORP                    Com  786429100            1           20 SH       D       8            20            0            0
SAFECO CORP COM                COM  786429100          347         6877 SH       D       9          6877            0            0
Safeway Inc.                   COM  786514208           15          600 SH       D       20          600            0            0
SAFEWAY INC USD 0.01           Com  786514208         1973        78555 SH       D       31        78555            0            0
SAFEWAY INC                    Com  786514208            1           75 SH       D       8            75            0            0
SAFEWAY INC COM NEW            COM  786514208          636        25157 SH       D       9         25157            0            0
ST JOE CO USD NPV              Com  790148100        10136       161300 SH       D       31       161300            0            0
ST JUDE MEDICAL INC USD 0.1    Com  790849103        28380       692200 SH       D       31       692200            0            0
ST JUDE MEDICAL INC            Com  790849103            2           61 SH       D       8            61            0            0
ST JUDE MED INC COM            COM  790849103          847        20783 SH       D       9         20783            0            0
ST MARY LAND & EXPLORATATION U Com  792228108         2862        70100 SH       D       31        70100            0            0
ST PAUL TRAVELERS COMPANIES IN Com  792860108        24199       579079 SH       D       31       579079            0            0
ST PAUL TRAVELERS COMPANIES IN Com  792860108            4          115 SH       D       8           115            0            0
ST PAUL TRAVELERS INC COM      COM  792860108         1623        38711 SH       D       9         38711            0            0
SALESFORCE COM INC COM         COM  79466L302          447        12264 SH       D       9         12264            0            0
SAN JUAN BASIN ROYALTY TRUST R Com  798241105         5257       128400 SH       D       31       128400            0            0
SANDISK CORP                   Com  80004C101           13          237 SH       D       8           237            0            0
SANDISK CORP COM               COM  80004C101         4631        79179 SH       D       9         79179            0            0
SANFILIPPO JOHN B & SON INC CO COM  800422107          226        14500 SH       D       9         14500            0            0
SANMINA-SCI CORP               Com  800907107            0           87 SH       D       8            87            0            0
SANMINA SCI CORP COM           COM  800907107          116        28263 SH       D       9         28263            0            0
SANOFI-AVENTIS SA ADR REP 0.5  Com  80105N105         7511       158300 SH       D       31       158300            0            0
SANOFI AVENTIS SPONSORED ADR   ADR  80105N105        27365       576042 SH       D       9        576042            0            0
SAP AKTIENGESELLSCHAFT SPONSOR ADR  803054204         3153        58219 SH       D       9         58219            0            0
SARA LEE CORP USD 0.01         Com  803111103        10510       587843 SH       D       31       587843            0            0
SARA LEE CORP                  Com  803111103            2          126 SH       D       8           126            0            0
SARA LEE CORP COM              COM  803111103         1856       103227 SH       D       9        103227            0            0
SASOL LIMITED ADR REP 1 ORD    Com  803866300        10115       267400 SH       D       31       267400            0            0
SATYAM COMPUTER                COM  804098101           78         1800 SH       D       12         1800            0            0
SCANA CORPORATION USD NPV      Com  80589M102         8212       209300 SH       D       31       209300            0            0
SCHERING-PLOUGH CORP USD 0.5   Com  806605101        37346      1966629 SH       D       31      1966629            0            0
SCHERING PLOUGH CORP           Com  806605101            4          245 SH       D       8           245            0            0
SCHERING PLOUGH CORP COM       COM  806605101         4958       258659 SH       D       9        258659            0            0
SCHLUMBERGER LIMITED USD 0.01  Com  806857108        10195        80551 SH       D       31        80551            0            0
SCHLUMBERGER LTD               Com  806857108           12           98 SH       D       8            98            0            0
SCHLUMBERGER LTD COM           COM  806857108        14429       113989 SH       D       9        113989            0            0
SCHNITZER STEEL USD 1          Com  806882106         2345        54733 SH       D       31        54733            0            0
SCHOLASTIC CORP USD 0.01       Com  807066105         1799        67259 SH       D       31        67259            0            0
SCHOOL SPECIALTY INC COM       COM  807863105         1299        37711 SH       D       9         37711            0            0
CHARLES SCHWAB CORP USD 0.01   Com  808513105        15094       877069 SH       D       31       877069            0            0
CHARLES SCHWAB CORP NEW        Com  808513105            2          171 SH       D       8           171            0            0
SCHWAB CHARLES CORP NEW COM    COM  808513105         1013        57879 SH       D       9         57879            0            0
SCRIPPS(EW)CO USD 0.01         Com  811054204         5763       128900 SH       D       31       128900            0            0
E W SCRIPPS CO NEW-CL A        Com  811054204            0           14 SH       D       8            14            0            0
SCRIPPS E W CO OHIO CL A       CL   811054204          215         4814 SH       D       9          4814            0            0
SCS TRANSN INC COM             COM  81111T102          746        25744 SH       D       9         25744            0            0
SEALED AIR CORP NEW            Com  81211K100            0           13 SH       D       8            13            0            0
SEALED AIR CORP NEW COM        COM  81211K100          250         4329 SH       D       9          4329            0            0
SEARS HOLDINGS CORP            Com  812350106           33          253 SH       D       8           253            0            0
SEARS HLDGS CORP COM           COM  812350106         1408        10773 SH       D       9         10773            0            0
SELECT SECTOR SPDR             COM  81369Y605         1684        51753 SH       D       12        51753            0            0
SELECT SECTOR SPDR             COM  81369Y605         5356       164552 SH       D       17       164552            0            0
SELECT SECTOR SPDR TR SBI INT- INT  81369Y605          801        24535 SH       D       9         24535            0            0
SECURE COMPUTING CORP USD 0.01 Com  813705100          338        29347 SH       D       31        29347            0            0
SELECT COMFORT CORP USD 0.01   Com  81616X103         2013        50919 SH       D       31        50919            0            0
SELECTIVE INSURANCE GROUP INC  Com  816300107         2615        49345 SH       D       31        49345            0            0
SEMICONDUCTOR HOLD             COM  816636203         4100       112900 SH       D       12       112900            0            0
SEMTECH CORPORATION USD 0.01   Com  816850101          991        55429 SH       D       31        55429            0            0
SEMPRA ENERGY                  Com  816851109        23230       500000 SH       D       32       500000            0            0
SEMPRA ENERGY                  Com  816851109            1           43 SH       D       8            43            0            0
SEMPRA ENERGY COM              COM  816851109          668        14357 SH       D       9         14357            0            0
SEPRACOR INC                   Com  817315104            7          145 SH       D       8           145            0            0
SEPRACOR INC COM               COM  817315104          773        15795 SH       D       9         15795            0            0
SEPRACOR INC SDCV 5.000% 2/1   SDC  817315AL8        15403     15500000 SH       D       9      15500000            0            0
SEPRACOR INC NOTE 10/1         NOT  817315AW4         2824      3000000 SH       D       9       3000000            0            0
SERVICE CORP INTL USD 1        Com  817565104         1039       133300 SH       D       31       133300            0            0
SHAW COMMUNICATIONS INC NPV    Com  82028K200         2246        93800 SH       D       31        93800            0            0
SHERWIN WILLIAMS CO            Com  824348106            0           19 SH       D       8            19            0            0
SHERWIN WILLIAMS CO COM        COM  824348106         1014        20324 SH       D       9         20324            0            0
SHIRE PLC ADR REP 3 ORD        Com  82481R106          444         9555 SH       D       31         9555            0            0
SHIRE PLC SPONSORED ADR        ADR  82481R106         3370        72918 SH       D       9         72918            0            0
SHUFFLE MASTER INC USD 0.01    Com  825549108         1005        28130 SH       D       31        28130            0            0
SHURGARD STORAGE CENTERS REIT  Com  82567D104         6149        92300 SH       D       31        92300            0            0
SHURGARD STORAGE CTRS INC COM  COM  82567D104        13372       203100 SH       D       9        203100            0            0
SIEMENS AG ADR REP 1 ORD       Com  826197501          391         4200 SH       D       31         4200            0            0
SIERRA HEALTH SERVICES INC USD Com  826322109         3439        84500 SH       D       31        84500            0            0
SIERRA WIRELESS INC NPV        Com  826516106           52         4500 SH       D       31         4500            0            0
SIGMA ALDRICH CORP USD 1       Com  826552101         3728        56667 SH       D       31        56667            0            0
SIGMA-ALDRICH CORP             Com  826552101            6          102 SH       D       8           102            0            0
SIGMA ALDRICH CORP COM         COM  826552101         1001        15173 SH       D       9         15173            0            0
SIGNET GROUP PLC SP ADR REP 10 ADR  82668L872         2106      1113033 SH       D       9       1113033            0            0
SILICON LABORATORIES USD 0.000 Com  826919102        14197       258367 SH       D       31       258367            0            0
SILICON STORAGE TECHNOLOGY USD Com  827057100          127        29211 SH       D       31        29211            0            0
SILICON IMAGE INC USD 0.001    Com  82705T102          888        86180 SH       D       31        86180            0            0
SILICONWARE PRECISION INDUSTRY Com  827084864         1063       164875 SH       D       31       164875            0            0
SIMON PROPERTY GROUP INC REIT  Com  828806109        44510       529000 SH       D       31       529000            0            0
SIMON PROPERTY GROUP INC       Com  828806109            2           31 SH       D       8            31            0            0
SIMON PPTY GROUP INC NEW COM   COM  828806109         1704        20299 SH       D       9         20299            0            0
SIMPSON MFG CO INC USD 0.01    Com  829073105         1034        23900 SH       D       31        23900            0            0
SIRIUS SATELLITE RADIO INC     Com  82966U103           10         2025 SH       D       8          2025            0            0
SIRIUS SATELLITE RADIO INC COM COM  82966U103        12810      2521740 SH       D       9       2521740            0            0
SIX FLAGS INC USD 0.025        Com  83001P109         3985       391500 SH       D       31       391500            0            0
SMITH(A.O.)CORP USD 1          Com  831865209         4044        76600 SH       D       31        76600            0            0
SMUCKER(JM)CO                  COM  832696405            3           98 SH       D       17           98            0            0
SMUCKER(J.M.)CO USD NPV        Com  832696405         2985        75203 SH       D       31        75203            0            0
SNAP-ON INC USD 1              Com  833034101         3270        85799 SH       D       31        85799            0            0
SNAP-ON INC                    Com  833034101            0           10 SH       D       8            10            0            0
SNAP ON INC COM                COM  833034101          112         2935 SH       D       9          2935            0            0
SOCIEDAD QUIMICA Y MINERA DE C Com  833635105         1611        14200 SH       D       31        14200            0            0
SOFTWARE HOLDERS T             COM  83404B103          511        13599 SH       D       12        13599            0            0
SOFTWARE HOLDERS T             COM  83404B103            2           70 SH       D       17           70            0            0
Software Holdrs Tr             COM  83404B103          176         4700 SH       D       20         4700            0            0
SOHU.COM INC. USD 0.001        Com  83408W103         2167        81216 SH       D       31        81216            0            0
SOLECTRON CORP                 Com  834182107            0          152 SH       D       8           152            0            0
SOLECTRON CORP COM             COM  834182107          185        46948 SH       D       9         46948            0            0
SONIC AUTOMOTIVE INC USD 0.01  Com  83545G102          971        35000 SH       D       31        35000            0            0
SONIC SOLUTIONS USD NPV        Com  835460106          517        28598 SH       D       31        28598            0            0
SONY CORPORATION ADR REP 1 ORD Com  835699307         7085       153800 SH       D       31       153800            0            0
SOURCECORP COM                 COM  836167106          728        30000 SH       D       9         30000            0            0
THE SOUTH FINANCIAL GROUP INC  Com  837841105            0           25 SH       D       31           25            0            0
SOUTHERN COMPANY USD 5         Com  842587107         5377       164100 SH       D       31       164100            0            0
SOUTHERN CO                    Com  842587107            4          123 SH       D       8           123            0            0
SOUTHERN CO COM                COM  842587107         1947        59117 SH       D       9         59117            0            0
SOUTHERN COPPER CORPORATION US Com  84265V105        55782       660300 SH       D       31       660300            0            0
SOUTHERN COPPER CORP COM       COM  84265V105         5097        60320 SH       D       9         60320            0            0
SOUTHERN UNION CO USD 1        Com  844030106         2530       101923 SH       D       31       101923            0            0
SOUTHWEST AIRLINES CO          Com  844741108            2          116 SH       D       8           116            0            0
SOUTHWEST AIRLS CO COM         COM  844741108          700        39059 SH       D       9         39059            0            0
SOUTHWESTERN ENERGY COMPANY US Com  845467109         8968       278600 SH       D       31       278600            0            0
SOUTHWESTERN ENERGY CO COM     COM  845467109         2554        77800 SH       D       9         77800            0            0
SOVEREIGN BANCORP USD NPV      Com  845905108            0           42 SH       D       31           42            0            0
SOVEREIGN BANCORP INC          Com  845905108            1           59 SH       D       8            59            0            0
SOVEREIGN BANCORP INC COM      COM  845905108         1427        65197 SH       D       9         65197            0            0
SPARTECH CORP USD 0.75         Com  847220209          897        37400 SH       D       31        37400            0            0
THE SPORTS AUTHORITY INC USD 0 Com  84917U109         6132       166200 SH       D       31       166200            0            0
SPRINT NEXTEL CORP             COM  852061100           32         1244 SH       D       17         1244            0            0
SPRINT NEXTEL CORPORATION      Com  852061100           12          490 SH       D       8           490            0            0
SPRINT NEXTEL CORP COM FON     COM  852061100         6598       255362 SH       D       9        255362            0            0
STAGE STORES INC. USD 0.01     Com  85254C305            0           15 SH       D       31           15            0            0
STANCORP FINANCIAL GROUP USD N Com  852891100         8852       163600 SH       D       31       163600            0            0
STANDARD MICROSYSTEMS CORP USD Com  853626109          495        19084 SH       D       31        19084            0            0
STANLEY WORKS                  Com  854616109            0           12 SH       D       8            12            0            0
STANLEY WKS COM                COM  854616109          874        17105 SH       D       9         17105            0            0
STANTEC INC CAD NPV            Com  85472N109          653        17600 SH       D       31        17600            0            0
STAPLES INC USD 0.0006         Com  855030102         7801       305695 SH       D       31       305695            0            0
STAPLES INC                    Com  855030102           20          809 SH       D       8           809            0            0
STAPLES INC COM                COM  855030102         1466        56818 SH       D       9         56818            0            0
STARBUCKS CORPORATION USD 0.00 Com  855244109         3787       100617 SH       D       31       100617            0            0
STARBUCKS CORP                 Com  855244109           60         1618 SH       D       8          1618            0            0
STARBUCKS CORP COM             COM  855244109         4178       110604 SH       D       9        110604            0            0
STARWOOD HOTELS & RESORTS WORL Com  85590A203            2           36 SH       D       8            36            0            0
STARWOOD HOTELS&RESORTS WRLD P CTF  85590A203          823        12071 SH       D       9         12071            0            0
STATE STREET CORP              Com  857477103            3           54 SH       D       8            54            0            0
STATE STR CORP COM             COM  857477103         1745        28892 SH       D       9         28892            0            0
STATION CASINOS USD 0.01       Com  857689103         2246        28300 SH       D       31        28300            0            0
STATOIL ASA ADR REP 1 ORD      Com  85771P102         3457       121400 SH       D       31       121400            0            0
STEEL DYNAMICS INC USD 0.01    Com  858119100         8531       150385 SH       D       31       150385            0            0
STEWART & STEVENSON SERVICES I Com  860342104          715        19600 SH       D       31        19600            0            0
STEWART & STEVENSON SVCS INC C COM  860342104         5914       161700 SH       D       9        161700            0            0
STILLWATER MINING CO USD 0.01  Com  86074Q102         1999       121500 SH       D       31       121500            0            0
ST MICROELECTRONICS NY REG SHR Com  861012102         6462       351400 SH       D       31       351400            0            0
STMICROELECTRONICS N V NY REGI NY   861012102        10703       578878 SH       D       9        578878            0            0
STOLT OFFSHORE SA ADR REP 1 OR Com  861567105          840        54276 SH       D       31        54276            0            0
STRATEGIC HOTEL CAPITAL INC. R Com  86272T106            2          100 SH       D       31          100            0            0
STRAYER EDUCATION INC USD 0.01 Com  863236105          739         7228 SH       D       31         7228            0            0
STRYKER CORP USD 0.1           Com  863667101         9595       216400 SH       D       31       216400            0            0
STRYKER CORP                   Com  863667101            2           48 SH       D       8            48            0            0
STRYKER CORP COM               COM  863667101          746        16611 SH       D       9         16611            0            0
SUN LIFE FINANCIAL INC CAD NPV Com  866796105         3500        81900 SH       D       31        81900            0            0
Sun Microsystems               COM  866810104            8         1600 SH       D       20         1600            0            0
SUN MICROSYSTEMS INC           Com  866810104           13         2681 SH       D       8          2681            0            0
SUN MICROSYSTEMS INC COM       COM  866810104         4610       890099 SH       D       9        890099            0            0
SUNCOR ENERGY INC CAD NPV      Com  867229106        15413       200100 SH       D       31       200100            0            0
SUNCOM WIRELESS HLDGS INC CL A CL   86722Q108         1425       750100 SH       D       9        750100            0            0
SUNOCO INC USD 1               Com  86764P109        44106       568600 SH       D       31       568600            0            0
SUNOCO INC                     Com  86764P109            1           23 SH       D       8            23            0            0
SUNOCO INC COM                 COM  86764P109          577         7414 SH       D       9          7414            0            0
SUNTRUST BANKS INC             Com  867914103            4           60 SH       D       8            60            0            0
SUNTRUST BKS INC COM           COM  867914103         1501        20461 SH       D       9         20461            0            0
SUPERIOR INDUSTRIES INTERNATIO Com  868168105          565        29200 SH       D       31        29200            0            0
SUPERVALU INC USD 1            Com  868536103         3020        98000 SH       D       31        98000            0            0
SUPERVALU INC                  Com  868536103            0           23 SH       D       8            23            0            0
SUPERVALU INC COM              COM  868536103          818        26447 SH       D       9         26447            0            0
SURMODICS INC USD 0.05         Com  868873100         1130        31967 SH       D       31        31967            0            0
SWIFT ENERGY CO USD 0.01       Com  870738101         2300        61400 SH       D       31        61400            0            0
SYBASE INC USD 0.001           Com  871130100         1256        59500 SH       D       31        59500            0            0
SYBRON DENTAL SPECIALTIE USD 0 Com  871142105          383         9300 SH       D       31         9300            0            0
SYCAMORE NETWORKS INC USD 0.00 Com  871206108         1104       234976 SH       D       31       234976            0            0
SYMANTEC CORP. USD 0.01        Com  871503108          505        30026 SH       D       31        30026            0            0
SYMANTEC CORPORATION           Com  871503108           28         1711 SH       D       8          1711            0            0
SYMANTEC CORP COM              COM  871503108         6132       366561 SH       D       9        366561            0            0
SYMBOL TECHNOLOGIES INC        Com  871508107            0           42 SH       D       8            42            0            0
SYMBOL TECHNOLOGIES INC COM    COM  871508107          153        14051 SH       D       9         14051            0            0
SYNAPTICS INC USD 0.001        Com  87157D109         1917        87185 SH       D       31        87185            0            0
SYNOPSYS INC USD 0.01          Com  871607107         2090        93524 SH       D       31        93524            0            0
SYNGENTA AG ADR REP 0.2 ORD    Com  87160A100          902        32100 SH       D       31        32100            0            0
SYNOVUS FINANCIAL USD 1        Com  87161C105            0            7 SH       D       31            7            0            0
SYNOVUS FINANCIAL CORP         Com  87161C105            1           52 SH       D       8            52            0            0
SYNOVUS FINL CORP COM          COM  87161C105          472        17486 SH       D       9         17486            0            0
SYSCO CORPORATION USD 1        Com  871829107        11531       359807 SH       D       31       359807            0            0
SYSCO CORP                     Com  871829107            3          103 SH       D       8           103            0            0
SYSCO CORP COM                 COM  871829107         2830        88192 SH       D       9         88192            0            0
TD BANKNORTH INC COM           COM  87235A101         1375        46875 SH       D       9         46875            0            0
TECO ENERGY INC USD 1          Com  872375100         1734       107600 SH       D       31       107600            0            0
TECO ENERGY INC                Com  872375100            0           35 SH       D       8            35            0            0
TECO ENERGY INC COM            COM  872375100          171        10650 SH       D       9         10650            0            0
TEL OFFSHORE TR UNIT BEN INT   UNI  872382106           83         9622 SH       D       9          9622            0            0
TEPPCO PARTNERS LP LTD PART US Com  872384102          181         5000 SH       D       31         5000            0            0
T-HQ INC USD 0.01              Com  872443403          242         9377 SH       D       31         9377            0            0
TJX COMPANIES INC NEW          Com  872540109            1           76 SH       D       8            76            0            0
TJX COS INC NEW COM            COM  872540109          670        26821 SH       D       9         26821            0            0
TLC LASER EYE CENTERS INC CAD  Com  872549100            1          242 SH       D       31          242            0            0
TRW AUTOMOTIVE HOLDINGS CORPOR Com  87264S106         2017        86600 SH       D       31        86600            0            0
TXU CORP USD NPV               Com  873168108         8822       197100 SH       D       31       197100            0            0
TXU CORP                       Com  873168108            3           80 SH       D       8            80            0            0
TXU CORP COM                   COM  873168108         1239        27346 SH       D       9         27346            0            0
TAIWAN SEMICONDUCTOR ADR REP 5 Com  874039100        33363      3316407 SH       D       31      3316407            0            0
TAIWAN SEMICONDUCTOR MFG LTD S ADR  874039100         1214       118949 SH       D       9        118949            0            0
TAKE-TWO INTERACTIVE SOFTWAR C COM  874054109          191        10261 SH       D       9         10261            0            0
THE TALBOTS INC USD 0.01       Com  874161102         4758       177100 SH       D       31       177100            0            0
TARGET CORP                    Com  87612E106            7          146 SH       D       8           146            0            0
TARGET CORP COM                COM  87612E106         5019        95583 SH       D       9         95583            0            0
TATA MOTORS LTD ADR REP 1 ORD  Com  876568502          300        14400 SH       D       31        14400            0            0
TATA MTRS LTD SPONSORED ADR    ADR  876568502          412        20000 SH       D       9         20000            0            0
TAUBMAN CENTRES INC REIT USD 0 Com  876664103         6087       146100 SH       D       31       146100            0            0
TECH DATA CORPORATION USD 0.00 Com  878237106         2356        63839 SH       D       31        63839            0            0
TEKTRONIX INC                  Com  879131100            0           14 SH       D       8            14            0            0
TEKTRONIX INC COM              COM  879131100          163         4612 SH       D       9          4612            0            0
TELE NORTE LESTE PARTICIPACOES Com  879246106         7315       438600 SH       D       31       438600            0            0
TELEDYNE TECHNOLOGIES INC USD  Com  879360105         1424        40000 SH       D       31        40000            0            0
TELEFLEX INC USD 1             Com  879369106        12986       181300 SH       D       31       181300            0            0
TELEFONICA SA ADR REP 3 ORD    Com  879382208          432         9200 SH       D       31         9200            0            0
TELEFONOS DE MEXICO S.A DE CV  Com  879403780        18757       834400 SH       D       31       834400            0            0
TELESP CELULAR PARTICIPACOES S Com  87952L108          236        55315 SH       D       31        55315            0            0
TELLABS INC                    Com  879664100            6          434 SH       D       8           434            0            0
TELLABS INC COM                COM  879664100          513        32282 SH       D       9         32282            0            0
TELUS CORPORATION CAD NPV      Com  87971M202         1612        41500 SH       D       31        41500            0            0
TEMPLE INLAND INC              Com  879868107            0           19 SH       D       8            19            0            0
TEMPLE INLAND INC COM          COM  879868107          265         5933 SH       D       9          5933            0            0
TENARIS SA ADR REP 10 ORD      Com  88031M109        31129       172300 SH       D       31       172300            0            0
TENARIS S A SPONSORED ADR      ADR  88031M109          200         1120 SH       D       9          1120            0            0
TENET HEALTHCARE CORP USD 0.05 Com  88033G100         1292       175178 SH       D       31       175178            0            0
TENET HEALTHCARE CORP          Com  88033G100            0           78 SH       D       8            78            0            0
TENET HEALTHCARE CORP COM      COM  88033G100          296        39978 SH       D       9         39978            0            0
TENNECO AUTOMOTIVE INC USD 0.0 Com  880349105          249        11500 SH       D       31        11500            0            0
TERADYNE INC                   Com  880770102            0           33 SH       D       8            33            0            0
TERADYNE INC COM               COM  880770102          157        10105 SH       D       9         10105            0            0
TERRA INDUSTRIES USD NPV       Com  880915103         2009       285100 SH       D       31       285100            0            0
TESORO PETROLEUM CORP USD 0.16 Com  881609101        21861       319900 SH       D       31       319900            0            0
TESORO CORP COM                COM  881609101          972        14378 SH       D       9         14378            0            0
TEVA PHARMACEUTICAL INDUSTRIES Com  881624209        17125       415869 SH       D       31       415869            0            0
TEVA PHARMACEUTICAL INDUSTRIES Com  881624209           28          695 SH       D       8           695            0            0
TEVA PHARMACEUTICAL INDS LTD A ADR  881624209         1436        35130 SH       D       9         35130            0            0
TETRA TECH INC USD 0.01        Com  88162G103          166         8735 SH       D       31         8735            0            0
TEXAS INDUSTRIES INC USD 1     Com  882491103         3145        52000 SH       D       31        52000            0            0
TEXAS INSTRUMENTS              COM  882508104           33         1030 SH       D       17         1030            0            0
TEXAS INSTRUMENTS INC          Com  882508104            8          268 SH       D       8           268            0            0
TEXAS INSTRS INC COM           COM  882508104         4561       140052 SH       D       9        140052            0            0
TEXTRON INC                    Com  883203101            2           22 SH       D       8            22            0            0
TEXTRON INC COM                COM  883203101          687         7324 SH       D       9          7324            0            0
THERMO ELECTRON CORP           Com  883556102            1           27 SH       D       8            27            0            0
THERMO ELECTRON CORP COM       COM  883556102          329         8883 SH       D       9          8883            0            0
THOMAS & BETTS CORP USD 0.1    Com  884315102         2419        47100 SH       D       31        47100            0            0
THOMSON CORPORATION CAD NPV    Com  884903105         1640        43800 SH       D       31        43800            0            0
3 COM CORP USD 0.01            Com  885535104           99        19458 SH       D       31        19458            0            0
3M COMPANY                     COM  88579Y101          121         1602 SH       D       12         1602            0            0
3M COMPANY                     COM  88579Y101           11          150 SH       D       17          150            0            0
3M COMPANY USD 0.01            Com  88579Y101        37481       495200 SH       D       31       495200            0            0
3M COMPANY                     Com  88579Y101            9          126 SH       D       8           126            0            0
3M CO COM                      COM  88579Y101         4608        60325 SH       D       9         60325            0            0
TIFFANY & CO USD 0.01          Com  886547108         3889       103600 SH       D       31       103600            0            0
TIFFANY & CO NEW               Com  886547108            0           24 SH       D       8            24            0            0
TIFFANY & CO NEW COM           COM  886547108          291         7782 SH       D       9          7782            0            0
TIMBERLAND CO USD 0.01         Com  887100105         5709       166800 SH       D       31       166800            0            0
TIME WARNER INC USD 0.01       Com  887317105        61975      3691197 SH       D       31      3691197            0            0
TIME WARNER INC NEW            Com  887317105           12          773 SH       D       8           773            0            0
TIME WARNER INC COM            COM  887317105        20272      1211026 SH       D       9       1211026            0            0
TIVO INC COM                   COM  888706108          337        44700 SH       D       9         44700            0            0
TOLL BROTHERS INC COM          COM  889478103         4531       130804 SH       D       9        130804            0            0
TOO INC USD 0.01               Com  890333107         1961        57100 SH       D       31        57100            0            0
TORCHMARK CORP USD 1           Com  891027104         6001       105102 SH       D       31       105102            0            0
TORCHMARK CORP                 Com  891027104            0           17 SH       D       8            17            0            0
TORCHMARK CORP COM             COM  891027104          350         6069 SH       D       9          6069            0            0
TOTAL S A SPONSORED ADR        ADR  89151E109        80581       611631 SH       D       9        611631            0            0
TOWN & COUNTRY TRUST REIT USD  Com  892081100         1156        28500 SH       D       31        28500            0            0
TOYOTA MOTOR CORP SP ADR REP2C COM  892331307            0            2 SH       D       9             2            0            0
TRACTOR SUPPLY CO USD 0.008    Com  892356106         1889        28487 SH       D       31        28487            0            0
TRADESTATION GROUP INC. USD 0. Com  89267P105         1804       130547 SH       D       31       130547            0            0
TRANSCANADA CORPORATION CAD NP Com  89353D107         4984       172100 SH       D       31       172100            0            0
TREEHOUSE FOODS INC COM        COM  89469A104         1392        53000 SH       D       9         53000            0            0
TRIDENT MICROSYSTEMS INC USD 0 Com  895919108         1440        49569 SH       D       31        49569            0            0
TRIBUNE CO(DELAWARE) USD 0.01  Com  896047107          990        36100 SH       D       31        36100            0            0
TRIBUNE CO NEW                 Com  896047107            1           43 SH       D       8            43            0            0
TRIBUNE CO NEW COM             COM  896047107          421        15309 SH       D       9         15309            0            0
TRINITY INDUSTRIES INC USD 1   Com  896522109          114         2100 SH       D       31         2100            0            0
TRIQUINT SEMICONDUCTOR INC USD Com  89674K103            0           31 SH       D       31           31            0            0
TRONOX INC CLASS B COM STOCK   Com  897051207            0            3 SH       D       8             3            0            0
TRUE RELIGION APPAREL INC USD  Com  89784N104          729        39481 SH       D       31        39481            0            0
TUESDAY MORNING CORP USD 0.01  Com  899035505         1627        70473 SH       D       31        70473            0            0
TUPPERWARE BRANDS CORPORATION  Com  899896104         2616       127100 SH       D       31       127100            0            0
TYCO INTERNATIONAL             COM  902124106           18          676 SH       D       10          676            0            0
TYCO INTERNATIONAL LTD         Com  902124106            8          334 SH       D       8           334            0            0
TYCO INTL LTD NEW COM          COM  902124106         9625       352856 SH       D       9        352856            0            0
TYSON FOODS INC-CL A           Com  902494103            0           42 SH       D       8            42            0            0
TYSON FOODS INC CL A           CL   902494103          192        14053 SH       D       9         14053            0            0
UAL CORP COM NEW ADDED         COM  902549807         2191        55780 SH       D       9         55780            0            0
UCBH HOLDINGS INC USD 0.01     Com  90262T308          989        52292 SH       D       31        52292            0            0
UICI USD 0.01                  Com  902737105         3972       107400 SH       D       31       107400            0            0
UICI COM                       COM  902737105         3672        99300 SH       D       9         99300            0            0
UST INC USD 0.5                Com  902911106        32988       792991 SH       D       31       792991            0            0
UST INC                        Com  902911106            1           27 SH       D       8            27            0            0
UST INC COM                    COM  902911106          379         9159 SH       D       9          9159            0            0
US BANCORP USD 0.01            Com  902973304        22875       750000 SH       D       32       750000            0            0
US BANCORP DEL COM NEW         Com  902973304            9          301 SH       D       8           301            0            0
US BANCORP DEL COM NEW         COM  902973304         7508       245049 SH       D       9        245049            0            0
USANA HEALTH SCIENCES INC USD  Com  90328M107          472        11320 SH       D       31        11320            0            0
USG CORP USD 0.1               Com  903293405        28298       298000 SH       D       31       298000            0            0
U S G CORP COM NEW             COM  903293405            4           50 SH       D       9            50            0            0
USA MOBILITY INC               Com  90341G103         5458       191652 SH       D       32       191652            0            0
USA MOBILITY INC COM           COM  90341G103         5450       191652 SH       D       9        191652            0            0
US AIRWAYS GROUP INC USD 0.01  Com  90341W108         7508       187712 SH       D       31       187712            0            0
UBIQUITEL INC USD 0.0005       Com  903474302            0           55 SH       D       31           55            0            0
UNILEVER PLC ADR REP 4 ORD     Com  904767704          148         3608 SH       D       31         3608            0            0
UNILEVER PLC SPON ADR NEW      ADR  904767704          225         5493 SH       D       9          5493            0            0
UNILEVER NV NY REG SHRS REP 1  Com  904784709         5239        75700 SH       D       31        75700            0            0
UNILEVER N V N Y SHS NEW       SHS  904784709         5841        84234 SH       D       9         84234            0            0
UNION PACIFIC CORPORATION USD  Com  907818108        14861       159200 SH       D       31       159200            0            0
UNION PACIFIC CORP             Com  907818108        92780       993900 SH       D       32       993900            0            0
UNION PACIFIC CORP             Com  907818108            4           44 SH       D       8            44            0            0
UNION PAC CORP COM             COM  907818108         1365        14678 SH       D       9         14678            0            0
UNISOURCE ENERGY CORP USD NPV  Com  909205106         3375       110668 SH       D       31       110668            0            0
UNISYS CORP COM                COM  909214108          822       119712 SH       D       1        119712            0            0
UNISYS CORP                    Com  909214108            0           57 SH       D       8            57            0            0
UNISYS CORP COM                COM  909214108          120        17563 SH       D       9         17563            0            0
UNIT CORP USD 0.2              Com  909218109         6695       120100 SH       D       31       120100            0            0
UNITED AUTO GROUP INC USD 0.00 Com  909440109          541        12600 SH       D       31        12600            0            0
UNITED INDUSTRIAL CORP/NEW YOR Com  910671106         1200        19700 SH       D       31        19700            0            0
UNITED MICROELECTRONICS CORP.  Com  910873207         2067       606436 SH       D       31       606436            0            0
UNITED ONLINE INC USD 0.0001   Com  911268100         1199        93263 SH       D       31        93263            0            0
UNITED PARCEL SVC INC CL B     Com  911312106           14          183 SH       D       8           183            0            0
UNITED PARCEL SERVICE INC CL B CL   911312106         5614        70437 SH       D       9         70437            0            0
UNITED STATES STEEL CORPORATIO Com  912909108        43185       711700 SH       D       31       711700            0            0
UNITED STATES STL CORP NEW     Com  912909108            1           19 SH       D       8            19            0            0
UNITED STATES STL CORP NEW COM COM  912909108         1150        18815 SH       D       9         18815            0            0
UNITED STATIONERS INC USD 0.1  Com  913004107         3276        61695 SH       D       31        61695            0            0
UTD TECHNOLOGIES               COM  913017109         1513        26115 SH       D       17        26115            0            0
United Technologie             COM  913017109          326         5639 SH       D       20         5639            0            0
UNITED TECH CORP USD 1         Com  913017109        26475       456713 SH       D       31       456713            0            0
UNITED TECHNOLOGIES CORP       Com  913017109            9          169 SH       D       8           169            0            0
UNITED TECHNOLOGIES CORP COM   COM  913017109         3409        58712 SH       D       9         58712            0            0
UNITED HEALTHCARE CORP USD 0.0 Com  91324P102        56878      1018226 SH       D       31      1018226            0            0
UNITEDHEALTH GROUP INC         Com  91324P102           12          226 SH       D       8           226            0            0
UNITEDHEALTH GROUP INC COM     COM  91324P102        16462       293238 SH       D       9        293238            0            0
UNITRIN INC USD 0.1            Com  913275103          660        14200 SH       D       31        14200            0            0
UNIVERSAL AMER FINANCIAL CRP U Com  913377107          755        49035 SH       D       31        49035            0            0
UNIVERSAL CORP (ZW) USD NPV    Com  913456109         1518        41300 SH       D       31        41300            0            0
UNIVISION COMMUNICATIONS INC C Com  914906102            1           37 SH       D       8            37            0            0
UNIVISION COMMUNICATIONS INC C COM  914906102          446        12945 SH       D       9         12945            0            0
UNUMPROVIDENT CORP             Com  91529Y106            1           49 SH       D       8            49            0            0
UNUMPROVIDENT CORP COM         COM  91529Y106          323        15664 SH       D       9         15664            0            0
URBAN OUTFITTERS INC           Com  917047102            5          242 SH       D       8           242            0            0
URBAN OUTFITTERS INC COM       COM  917047102          133         5423 SH       D       9          5423            0            0
UTSTARCOM INC. USD 0.00125     Com  918076100         2353       374164 SH       D       31       374164            0            0
VF CORP USD 1                  Com  918204108        17960       315645 SH       D       31       315645            0            0
V F CORP                       Com  918204108            0           15 SH       D       8            15            0            0
V F CORP COM                   COM  918204108          906        15915 SH       D       9         15915            0            0
VAALCO ENERGY INC COM NEW      COM  91851C201         1893       289074 SH       D       9        289074            0            0
VAIL RESORTS INC USD 0.01      Com  91879Q109           38         1000 SH       D       31         1000            0            0
VALASSIS COMMUNICATIONS USD 0. Com  918866104         2913        99200 SH       D       31        99200            0            0
VALEANT PHARMACEUTICALS INTERN Com  91911X104         1731       109245 SH       D       31       109245            0            0
VALERO LP LTD PART NPV         Com  91913W104         1058        20900 SH       D       31        20900            0            0
VALERO ENERGY(NEW)             COM  91913Y100          269         4500 SH       D       12         4500            0            0
VALERO ENERGY(NEW)             COM  91913Y100           42          713 SH       D       17          713            0            0
Valero Energy Corp             COM  91913Y100          104         1749 SH       D       20         1749            0            0
VALERO ENERGY CORP USD 0.01    Com  91913Y100         7521       125812 SH       D       31       125812            0            0
VALERO ENERGY CORP NEW         Com  91913Y100            6          102 SH       D       8           102            0            0
VALERO ENERGY CORP NEW COM     COM  91913Y100         4390        74071 SH       D       9         74071            0            0
VALOR COMMUNICATIONS GROUP INC Com  920255106          126         9600 SH       D       31         9600            0            0
VARIAN INC USD 0.01            Com  922206107          831        20196 SH       D       31        20196            0            0
VARIAN SEMICONDUCT EQUIP ASSOC Com  922207105         1068        38045 SH       D       31        38045            0            0
VECTREN CORP USD NPV           Com  92240G101          720        27300 SH       D       31        27300            0            0
VENTAS INC REIT USD 0.25       Com  92276F100         2408        72600 SH       D       31        72600            0            0
VENTIV HEALTH INC USD 0.001    Com  922793104          493        14847 SH       D       31        14847            0            0
VERISIGN INC                   Com  92343E102            8          369 SH       D       8           369            0            0
VERISIGN INC COM               COM  92343E102         1476        60794 SH       D       9         60794            0            0
VERITAS DGC USD 0.01           Com  92343P107         6926       152600 SH       D       31       152600            0            0
VERITAS DGC INC COM            COM  92343P107         2008        44233 SH       D       9         44233            0            0
VERIZON COMMUN                 COM  92343V104          454        13346 SH       D       12        13346            0            0
VERIZON COMMUN                 COM  92343V104         2994        87925 SH       D       17        87925            0            0
Verizon Communicat             COM  92343V104          689        20232 SH       D       20        20232            0            0
VERIZON COMMUNICATIONS USD 0.1 Com  92343V104        14263       418768 SH       D       31       418768            0            0
VERIZON COMMUNICATIONS         Com  92343V104           16          485 SH       D       8           485            0            0
VERIZON COMMUNICATIONS COM     COM  92343V104        14972       434621 SH       D       9        434621            0            0
VIAD CORPORATION USD 1.5       Com  92552R406            0           25 SH       D       31           25            0            0
Viacom Inc.                    COM  92553P102           14          375 SH       D       20          375            0            0
VIACOM INC NEW CL A            COM  92553P102         1937        50080 SH       D       9         50080            0            0
VIACOM INC NEW                 COM  92553P201           14          370 SH       D       17          370            0            0
Viacom Inc.                    COM  92553P201          135         3494 SH       D       20         3494            0            0
VIACOM INC NEW CLASS B         Com  92553P201            4          128 SH       D       8           128            0            0
VIACOM INC NEW CL B            CL   92553P201         1934        49977 SH       D       9         49977            0            0
VIISAGE TECHNOLOGY IMC USD 0.0 Com  92675K205         3502       200000 SH       D       32       200000            0            0
VIISAGE TECHNOLOGY INC COM NEW COM  92675K205          353        20000 SH       D       9         20000            0            0
VISHAY INTERTECHNOLOGY INC USD Com  928298108         4975       349400 SH       D       31       349400            0            0
VIVENDI UNIVERSAL SPON ADR NEW ADR  92851S204         3000        87600 SH       D       9         87600            0            0
VODAFONE GROUP                 ADR  92857W100            5          250 SH       D       12          250            0            0
VODAFONE GROUP PLC ADR REP 10  Com  92857W100         9394       449500 SH       D       31       449500            0            0
VODAFONE GROUP PLC NEW SPONSOR ADR  92857W100        39515      1888604 SH       D       9       1888604            0            0
VORNADO REALTY TRUST REIT USD  Com  929042109        43353       451600 SH       D       31       451600            0            0
VORNADO REALTY TRUST           Com  929042109            1           20 SH       D       8            20            0            0
VORNADO RLTY TR SH BEN INT     INT  929042109          625         6586 SH       D       9          6586            0            0
VOTORANTIM CELULOSE ADR REP 1  Com  92906P106          228        14150 SH       D       31        14150            0            0
VULCAN MATERIALS CO            Com  929160109            1           17 SH       D       8            17            0            0
VULCAN MATLS CO COM            COM  929160109          498         5717 SH       D       9          5717            0            0
W&T OFFSHORE INC USD 0.00001   Com  92922P106         2974        73800 SH       D       31        73800            0            0
WGL HOLDINGS INC. USD NPV      Com  92924F106         1636        53800 SH       D       31        53800            0            0
WPP GROUP PLC ADR REP 5 ORD    Com  929309409          293         4898 SH       D       31         4898            0            0
WPS RESOURCES CORP USD 1       Com  92931B106         5227       106200 SH       D       31       106200            0            0
WABASH NATIONAL CORP USD 0.01  Com  929566107           88         4500 SH       D       31         4500            0            0
WACHOVIA CORP                  COM  929903102           50          908 SH       D       17          908            0            0
WACHOVIA CORPORATION COM       Com  929903102           14          258 SH       D       8           258            0            0
WACHOVIA CORP 2ND NEW COM      COM  929903102         5704       101173 SH       D       9        101173            0            0
WADDELL & REED FIN             CLA  930059100          438        19000 SH       D       12        19000            0            0
WADDELL & REED FINANCIAL INC U Com  930059100         4033       174600 SH       D       31       174600            0            0
WADDELL AND REED FINL          Com  930059100        20790       900000 SH       D       32       900000            0            0
WAL-MART STORES IN             COM  931142103           79         1690 SH       D       12         1690            0            0
WAL-MART STORES INC            Com  931142103           19          414 SH       D       8           414            0            0
WAL MART STORES INC COM        COM  931142103        92164      1930145 SH       D       9       1930145            0            0
WALGREEN CO                    Com  931422109            7          168 SH       D       8           168            0            0
WALGREEN CO COM                COM  931422109         3658        83742 SH       D       9         83742            0            0
WARNACO INC USD 0.01           Com  934390402          940        39189 SH       D       31        39189            0            0
WASHINGTON MUTUAL INC          Com  939322103            6          164 SH       D       8           164            0            0
WASHINGTON MUT INC COM         COM  939322103         2913        68302 SH       D       9         68302            0            0
WASTE MANAGEMENT               COM  94106L109           35         1000 SH       D       12         1000            0            0
WASTE MANAGEMENT INC DEL       Com  94106L109            3           92 SH       D       8            92            0            0
WASTE MGMT INC DEL COM         COM  94106L109         1320        37570 SH       D       9         37570            0            0
WATERS CORP USD 0.01           Com  941848103          441        10237 SH       D       31        10237            0            0
WATERS CORP                    Com  941848103            0           18 SH       D       8            18            0            0
WATERS CORP COM                COM  941848103          271         6300 SH       D       9          6300            0            0
WATSCO INC USD 0.5             Com  942622200          809        11400 SH       D       31        11400            0            0
WATSON PHARMACEUTICALS INC USD Com  942683103        10353       360243 SH       D       31       360243            0            0
WATSON PHARMACEUTICALS INC     Com  942683103            0           17 SH       D       8            17            0            0
WATSON PHARMACEUTICALS INC COM COM  942683103          160         5536 SH       D       9          5536            0            0
WATTS WATER TECHNOLOGIES INC C CL   942749102         1098        30400 SH       D       9         30400            0            0
WAVE SYSTEMS CORP              CLA  943526103            0          560 SH       D       11          560            0            0
WEBSENSE INC USD 0.01          Com  947684106         8140       295164 SH       D       31       295164            0            0
WEIGHT WATCHERS INTL INC USD N Com  948626106         8388       163200 SH       D       31       163200            0            0
WELLCARE GROUP INC USD 0.01    Com  94946T106         1849        40700 SH       D       31        40700            0            0
WELLPOINT INC                  Com  94973V107            8          109 SH       D       8           109            0            0
WELLPOINT INC COM              COM  94973V107        10211       131989 SH       D       9        131989            0            0
WELLS FARGO & CO               COM  949746101          857        13425 SH       D       12        13425            0            0
WELLS FARGO & CO               COM  949746101         3151        49343 SH       D       17        49343            0            0
Wells Fargo and Co             COM  949746101          408         6403 SH       D       20         6403            0            0
WELLS FARGO & CO               Com  949746101           17          277 SH       D       8           277            0            0
WELLS FARGO & CO NEW COM       COM  949746101        10443       162426 SH       D       9        162426            0            0
WENDYS INTL INC                Com  950590109         8688       140000 SH       D       32       140000            0            0
WENDYS INTERNATIONAL INC       Com  950590109            1           19 SH       D       8            19            0            0
WENDYS INTL INC COM            COM  950590109        70593      1140809 SH       D       9       1140809            0            0
WERNER ENTERPRISES INC USD 0.0 Com  950755108           88         4840 SH       D       31         4840            0            0
WESTAIM CORP CAD NPV           Com  956909105          195        30900 SH       D       31        30900            0            0
WESTAR ENERGY INC USD 5        Com  95709T100         2241       107700 SH       D       31       107700            0            0
WESTERN DIGITAL CORPORATION US Com  958102105        15748       810500 SH       D       31       810500            0            0
WESTERN DIGITAL CORP COM       COM  958102105         1643        83701 SH       D       9         83701            0            0
WESTERN GAS RESOURCES USD 0.1  Com  958259103         1075        22300 SH       D       31        22300            0            0
WESTLAKE CHEMICAL CORPORATION  Com  960413102         1340        38800 SH       D       31        38800            0            0
WESTWOOD ONE INC USD 0.01      Com  961815107         1455       131800 SH       D       31       131800            0            0
WEYERHAEUSER CO                Com  962166104            2           40 SH       D       8            40            0            0
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WHIRLPOOL CORP USD 1           Com  963320106        21769       238000 SH       D       31       238000            0            0
WHIRLPOOL CORP                 Com  963320106            1           11 SH       D       8            11            0            0
WHIRLPOOL CORP COM             COM  963320106         3024        32896 SH       D       9         32896            0            0
WHOLE FOODS MARKET INC         Com  966837106           14          214 SH       D       8           214            0            0
WHOLE FOODS MKT INC COM        COM  966837106          775        11564 SH       D       9         11564            0            0
WILLIAMS COMPANIES USD 1       Com  969457100        11141       520877 SH       D       31       520877            0            0
WILLIAMS COMPANIES INC         Com  969457100       121923      5700000 SH       D       32      5700000            0            0
WILLIAMS COMPANIES INC         Com  969457100            2           95 SH       D       8            95            0            0
WILLIAMS COS INC DEL COM       COM  969457100          687        32003 SH       D       9         32003            0            0
WILSON GREATBATCH TECHNOLOGI S NOT  972232AB8         4246      5000000 SH       D       9       5000000            0            0
WINNEBAGO INDUSTRIES INC USD 0 Com  974637100         4490       148000 SH       D       31       148000            0            0
WINTRUST FINANCIAL CORP USD NP Com  97650W108           52          900 SH       D       31          900            0            0
WOLVERINE WORLD WIDE INC USD 1 Com  978097103         1367        61800 SH       D       31        61800            0            0
WORLD FUEL SERVICES CORP USD 0 Com  981475106          533        13200 SH       D       31        13200            0            0
WORTHINGTON INDUSTRIES INC USD Com  981811102         2062       102800 SH       D       31       102800            0            0
WM WRIGLEY JR. COMPANY USD NPV Com  982526105         9966       155727 SH       D       31       155727            0            0
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XM SATELLITE RADIO HLDGS INC C Com  983759101            8          374 SH       D       8           374            0            0
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XTO ENERGY INC                 Com  98385X106            2           60 SH       D       8            60            0            0
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XEROX CORP                     Com  984121103            2          159 SH       D       8           159            0            0
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YM BIOSCIENCE INC NPV          Com  984238105          101        18300 SH       D       31        18300            0            0
YAHOO INC                      Com  984332106           37         1166 SH       D       8          1166            0            0
YAHOO INC COM                  COM  984332106         8705       268184 SH       D       9        268184            0            0
YAMANA GOLD INC CAD NPV        Com  98462Y100          337        36500 SH       D       31        36500            0            0
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YUM BRANDS INC                 Com  988498101            2           47 SH       D       8            47            0            0
YUM BRANDS INC COM             COM  988498101          788        16111 SH       D       9         16111            0            0
ZALE CORP USD 0.01             Com  988858106         3542       126400 SH       D       31       126400            0            0
ZEBRA TECHNOLOGIES USD 0.01    Com  989207105          163         3661 SH       D       31         3661            0            0
ZENITH NATIONAL INSURANCE CORP Com  989390109         1422        29550 SH       D       31        29550            0            0
Zimmer Holdings In             COM  98956P102            2           40 SH       D       20           40            0            0
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ACE LIMITED USD 0.04166667     Com  G0070K103         3536        67988 SH       D       31        67988            0            0
ACE LTD-ORD                    Com  G0070K103            2           53 SH       D       8            53            0            0
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ARCH CAPITAL GROUP USD 0.01    Com  G0450A105         2228        38593 SH       D       31        38593            0            0
ASPEN INSURANCE HOLDINGS LIMIT Com  G05384105         2579       104600 SH       D       31       104600            0            0
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COOPER INDS LTD CL A           CL   G24182100          449         5130 SH       D       9          5130            0            0
ENDURANCE SPECIALTY HOLDINGS U Com  G30397106         4511       138600 SH       D       31       138600            0            0
EVEREST RE GROUP LTD USD 0.01  Com  G3223R108        20709       221800 SH       D       31       221800            0            0
FOSTER WHEELER LIMITED USD 0.0 Com  G36535139          736        15574 SH       D       31        15574            0            0
FRONTLINE LTD 2.5              Com  G3682E127         3524       105235 SH       D       31       105235            0            0
GARMIN LTD                     Com  G37260109           11          141 SH       D       8           141            0            0
GARMIN LTD ORD                 ORD  G37260109          456         5718 SH       D       9          5718            0            0
GLOBALSANTAFE CORP SHS         SHS  G3930E101           38          635 SH       D       9           635            0            0
INGERSOLL-RAND CO USD 1        Com  G4776G101        20903       500200 SH       D       31       500200            0            0
INGERSOLL RAND CO LTD CL A     Com  G4776G101            2           55 SH       D       8            55            0            0
INGERSOLL-RAND COMPANY LTD CL  COM  G4776G101          799        18846 SH       D       9         18846            0            0
LAZARD LTD USD 0.01            Com  G54050102         4066        91900 SH       D       31        91900            0            0
MARVELL TECHNOLOGY GROUP LTD   Com  G5876H105           20          385 SH       D       8           385            0            0
MARVELL TECHNOLOGY GROUP LTD O ORD  G5876H105          468         8548 SH       D       9          8548            0            0
MONTPELIER RE HOLDINGS LTD USD Com  G62185106         1165        71500 SH       D       31        71500            0            0
NABORS INDUSTRIES LTD NEW      Com  G6359F103            1           26 SH       D       8            26            0            0
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NOBLE CORP NEW                 Com  G65422100            1           23 SH       D       8            23            0            0
NOBLE CORPORATION SHS          SHS  G65422100          777         9634 SH       D       9          9634            0            0
PARTNERRE USD 1                Com  G6852T105          670        10803 SH       D       31        10803            0            0
PLATINUM UNDERWRITERS HOLDINGS Com  G7127P100         8459       290700 SH       D       31       290700            0            0
SCOTTISH ANNUITY & LIFE HLDG U Com  G7885T104         1890        76200 SH       D       31        76200            0            0
SEAGATE TECHNOLOGY USD 0.00001 Com  G7945J104        32066      1217878 SH       D       31      1217878            0            0
SEAGATE TECHNOLOGY SHS         SHS  G7945J104        12991       487665 SH       D       9        487665            0            0
SHIP FINANCE INTL LTD USD 1    Com  G81075106         1063        62001 SH       D       31        62001            0            0
TOMMY HILFIGER USA INC USD 0.0 Com  G8915Z102         4041       245400 SH       D       31       245400            0            0
HILFIGER TOMMY CORP ORD        ORD  G8915Z102          164        10000 SH       D       9         10000            0            0
TRANSOCEAN INC.                Com  G90078109            4           55 SH       D       8            55            0            0
TRANSOCEAN INC ORD             ORD  G90078109         9895       123161 SH       D       9        123161            0            0
WEATHERFORD INTERNATIONAL LTD  Com  G95089101            2           58 SH       D       8            58            0            0
WEATHERFORD INTERNATIONAL LT C COM  G95089101          904        19958 SH       D       9         19958            0            0
WHITE MOUNTAINS INSURANCE GROU Com  G9618E107         4577         7700 SH       D       31         7700            0            0
WILLIS GROUP HOLDINGS LIMITED  Com  G96655108        14968       436900 SH       D       31       436900            0            0
XL CAPITAL LTD-CL A            Com  G98255105            1           29 SH       D       8            29            0            0
XL CAP LTD CL A                CL   G98255105          634         9777 SH       D       9          9777            0            0
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MILLICOM INTL CELLULAR S A SHS COM  L6388F110          471        10000 SH       D       9         10000            0            0
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CHECK POINT SOFTWARE TECHNOLOG Com  M22465104          339        16979 SH       D       31        16979            0            0
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CHECK POINT SOFTWARE TECH LT O ORD  M22465104          152         7596 SH       D       9          7596            0            0
M-SYSTEMS FLASH DISK PIONERRS  Com  M7061C100         2146        83004 SH       D       31        83004            0            0
ORBOTECH LTD ORD               ORD  M75253100           33         1400 SH       D       9          1400            0            0
ASML HOLDINGS NV NY REG SHRS R Com  N07059111         8178       401496 SH       D       31       401496            0            0
ASML HLDG NV N Y SHS           SHS  N07059111        11143       546370 SH       D       9        546370            0            0
QIAGEN NV                      COM  N72482107           74         5000 SH       D       12         5000            0            0
EXCEL MARITIME CARRIERS LTD CO COM  V3267N107         1622       165406 SH       D       9        165406            0            0
FLEXTRONICS INTL LTD USD NPV   Com  Y2573F102         3930       379763 SH       D       31       379763            0            0
FLEXTRONICS INTERNATIONAL LTD  Com  Y2573F102            9          880 SH       D       8           880            0            0
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