-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NbFasXe9YVcOZNB5yJ1+Wv2QvoNjWqCPDgSK2qFjgUCLhPlYZ6zAe1Q7XTTGOhFU d9CmWl38rnckdoBWc3ufXA== 0000950123-09-062181.txt : 20091113 0000950123-09-062181.hdr.sgml : 20091113 20091113122758 ACCESSION NUMBER: 0000950123-09-062181 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091113 DATE AS OF CHANGE: 20091113 EFFECTIVENESS DATE: 20091113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nationwide Fund Advisors CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 091180171 BUSINESS ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 BUSINESS PHONE: (484) 530-1467 MAIL ADDRESS: STREET 1: 1200 RIVER ROAD STREET 2: SUITE 1000 CITY: CONSHOHOCKEN STATE: PA ZIP: 19428 FORMER COMPANY: FORMER CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST DATE OF NAME CHANGE: 20020515 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 w76292e13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended September 30, 2009 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: Nationwide Fund Advisors Address: 1000 Continental Drive, Suite 400 King of Prussia, PA 19406 Form 13F File Number: 28-05161 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 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: /s/ Joseph Finelli ------------------------------- Title: Treasurer Phone: 610-230-2800 Signature, Place, and Date of Signing: /s/ Joseph Finelli King of Prussia, PA 11/13/09 - ------------------------------------- --------------------- ---------------- (Signature) (City, State) (Date) Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) Form 13 F Nationwide Summary Report Summary: Number of Other Included Managers: 26 Form 13F Information Table Entry Total: 4,745 Form 13F Information Table Value Total: $16,651,534 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F File number(s) of all institutional investment managers with respect to which this report is filed, other manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list.) No Form 13F File Name - --- ------------- -------------------------------------------- 05 028-04559 Waddell & Reed Investment Management Company 08 028-11937 J.P. Morgan Investment Management, Inc. 11 028-00595 Neuberger & Berman Management, Inc. 19 028-06539 North Pointe Capital LLC 23 028-01091 American Century Investment Management, Inc. 25 028-10968 Epoch Investment Partners, Inc. 26 028-11866 Morgan Stanley Investment Management, Inc. 28 028-12016 Blackrock Investment Management, LLC 29 028-10562 AllianceBernstein, L.P. 30 028-00090 Putnam Investment Management LLC 31 028-10648 Diamond Hill Capital Management, Inc. 32 028-10249 Deutsche Investment Management Americas, Inc. 33 028-01186 Dimensional Fund Advisors L.P. 34 028-10981 Goldman Sachs Asset Management, L.P. 35 028-04041 Thompson, Siegel & Walmsley LLC 36 028-12459 Van Kampen Advisors Inc. 37 028-04557 Wellington Management Co. LLP 38 028-00165 Wells Fargo & Company 39 028-11020 Aberdeen Asset Management, Inc. 40 028-04903 Gartmore Global Asset Management LTD 41 028-11293 Invesco AIM Capital Management Inc. 43 028-10477 Riversource Investments, LLC 45 028-04377 Federated Investment Management Co. 46 028-01074 Templeton Investment Counsel LLC 47 028-00203 OppenheimerFunds, Inc. 48 028-05837 Logan Capital Management, Inc. NWD 13F REPORTING 09302009
TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ADR ABB LTD ADR EACH REPR I CHF2.50(SPON) ADR 000375204 3,684,153.60 3,684 183,840 SH Sole 11 183,840 CIA SIDERURGICA NACIONAL CSN ADR EACH REPR 1 COM NPV(SPONS) ADR 2220936 2,875,237.20 2,875 93,962 SH Sole 40 93,962 PAO DE ACUCAR CIA ADR-EACH REPR 2 PRF SHS ADR 2228532 4,741,473.40 4,741 84,218 SH Sole 40 84,218 NETEASE.COM INC ADR EACH REPR 1/100 HKD0.10 ADR 2606440 3,427,279.04 3,427 75,028 SH Sole 40 75,028 PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 COM NPV ADR 2616580 10,014,094.80 10,014 218,172 SH Sole 40 218,172 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV SER'L' ADR 2722670 12,612,126.33 12,612 287,751 SH Sole 40 287,751 AU OPTRONICS CORP ADS EACH REPR 10 ORD TWD10 SHS(SPON) ADR 2877149 721,856.96 722 74,572 SH Sole 29 74,572 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 1ORD ILS0.10 ADR 2883878 2,298,963.20 2,299 45,470 SH Sole 40 45,470 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 2933900 1,087,850.40 1,088 53,040 SH Sole 40 53,040 LUKOIL OAO ADR EACH REPR 1 ORD RUB0.025 ADR 3189876 757,682.77 758 13,900 SH Sole 29 13,900 GAZPROM OAO ADS EACH REPR 4 ORD SHS ADR 5140989 7,010,453.26 7,010 300,061 SH Sole 40 300,061 COMPAL ELECTRONICS INC GDR EACH REPR 5 ORD SHS 'REG S' ADR 5810367 1,012,603.44 1,013 173,391 SH Sole 29 173,391 NING PREFERRED STOCK ADR 012114039 555,866.95 556 63,095 SH Sole 26 63,095 ALCATEL LUCENT ADR-EACH CNV INTO 1 ORD EUR2 ADR 013904305 1,778,219.60 1,778 396,040 SH Sole 23 396,040 ARACRUZ CELULOSE SA ADR EACH REPR 10 CLASS B PREF NPV ADR 038496204 1,096,349.52 1,096 49,252 SH Sole 23 49,252 BP AMOCO P.L.C ADR-EACH CNV INTO 6 ORD USD0.25 ADR 055622104 1,134,224.84 1,134 21,308 SH Sole 23, 36 21,308 BHP BILLITON LIMITED ADR EACH REP 2 ORD NPV(MGT) ADR 088606108 1,397,101.65 1,397 21,165 SH Sole 11 21,165 CEMEX S.A.B. DE C.V. ADR EACH REP 10 CPO(SPON) ADR 151290889 1,708,502.04 1,709 132,237 SH Sole 43 132,237 ELAN CORP ADR-EACH CNV INTO 1 ORD EUR0.05 ADR 284131208 387,495.00 387 54,500 SH Sole 37 54,500 GAFISA SA ADR EACH REPR 2 SHS ADR 362607301 384,782.64 385 12,674 SH Sole 26 12,674 GRUPO AEROPORTUARIO DEL PACIFICO SA ADR EACH REPR 10 SER 'B' SHS ADR 400506101 335,122.72 335 11,888 SH Sole 26 11,888 INFOSYS TECHNOLOGIES ADR EACH REPR 1ORD INR5 ADR 456788108 8,583,748.29 8,584 177,021 SH Sole 41 177,021 MELCO CROWN ENTERTAINMENT LTD ADR 585464100 2,116,250.64 2,116 304,059 SH Sole 23 304,059 NATIONAL GRID ADR EACH REPR 5 ORD GBP0.11395 ADR 636274300 7,112,088.75 7,112 145,889 SH Sole 11 145,889 NEW ORIENTAL EDUCATION & TECHNOLOGY SPONSORED ADR EACH REPR 4 COM SHS ADR 647581107 241,591.35 242 3,003 SH Sole 26 3,003 NOKIA CORP ADR EACH REPR 1 EUR0.06 ADR 654902204 27,544.08 28 1,884 SH Sole 23 1,884 NOVO-NORDISK AS ADR EACH REPR 1 CLS'B' ADR 670100205 6,002,282.50 6,002 95,350 SH Sole 11 95,350 LUKOIL OAO ADR EACH REPR 1 ORD RUB0.025 ADR 677862104 804,101.00 804 14,660 SH Sole 29 14,660 RANDGOLD RESOURCES ADS EACH REPR 1 ORD USD0.05 ADR 752344309 2,571,584.00 2,572 36,800 SH Sole 35 36,800 ROCHE HLDG AG ADR-REPR GENUS PTG CERT NPV SPONS(BNY) ADR 771195104 1,112,440.00 1,112 27,400 SH Sole 36 27,400 ROYAL DUTCH SHELL ADR EA REP 2 CL'B' EUR0.07 ADR 780259107 5,222,860.50 5,223 93,650 SH Sole 46 93,650 ROYAL DUTCH SHELL ADR EACH REPR 2'A'SHS ADR 780259206 1,115,205.00 1,115 19,500 SH Sole 36 19,500 SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 N/VTG PFD 144A/REG'S ADR 796050201 1,119,032.64 1,119 5,293 SH Sole 39 5,293 SATYAM COMPUTER SERVICES ADS EACH REP 2 ORD INR2 ADR 804098101 1,049,510.00 1,050 159,500 SH Sole 23 159,500 STERLITE INDUSTRIES ADS EACH REPR 1 ORD SHS ADR 859737207 1,485,529.40 1,486 93,020 SH Sole 11 93,020 TAIWAN SEMICONDUCTOR MANUFACTURING ADS EACH CNV INTO 5 ORD SHS ADR 874039100 2,986,435.60 2,986 272,485 SH Sole 37, 38 272,485 TEVA PHARMACEUTICAL INDUSTRIES ADR EACH CNV INTO 11, 38, 1ORD ILS0.10 ADR 881624209 17,456,497.28 17,456 345,263 SH Sole 39, 41 345,263 TOYOTA MOTOR CORP ADR-EACH REP 2 ORD SHS LVLIII(SPON) ADR 892331307 5,213,119.50 5,213 66,350 SH Sole 11 66,350 UNILEVER NV EUR0.16(NEW 34, 36, YORK SHARES) ADR 904784709 6,105,130.98 6,105 211,543 SH Sole 37, 46 211,543 CADBURY PLC ADR EACH REPR 4 ORD ADR 12721E102 1,740,115.80 1,740 33,980 SH Sole 36 33,980 TOTAL S A SPONSORED ADR(CNV 1/2 SHS EUR10) ADR 89151E109 3,081,520.00 3,082 52,000 SH Sole 36, 37 52,000 VALE SA ADR REPR 1 PREF SHS NPV SPON ADR 91912E204 2,065,972.30 2,066 100,730 SH Sole 46 100,730 ADVANCED SEMICONDUCTOR ENGINEERING ADR EACH REP 5 TWD10 SPON ADR 00756M404 527,814.00 528 127,800 SH Sole 40 127,800 AMERICA MOVIL SAB DE CV ADR EACH REP 20 SHS NPV SER'L' ADR 02364W105 8,160,576.21 8,161 186,187 SH Sole 41 186,187 BRF - BRASIL FOODS SA ADR-EACH REPR 2 COM SHS SPON ADR 10552T107 505,875.00 506 9,500 SH Sole 37 9,500 CHINA MOBILE LTD ADR EACH REPR 5 ORD HKD0.10 SPON LVL111 ADR 16941M109 2,682,142.65 2,682 54,615 SH Sole 11 54,615 PAO DE ACUCAR CIA ADR-EACH REPR 2 PRF SHS ADR 20440T201 841,910.20 842 14,954 SH Sole 23 14,954 CIA SIDERURGICA NACIONAL CSN ADR EACH REPR 1 COM NPV(SPONS) ADR 20440W105 4,343,394.60 4,343 141,941 SH Sole 23, 40 141,941 COMPAL ELECTRONICS INC GDR EACH REPR 5 TWD10 '144A' ADR 20440Y309 1,893,679.39 1,894 325,118 SH Sole 46 325,118 CTRIP.COM INTERNATIONAL ADR EACH REPR 0.5 ORD SHS ADR 22943F100 3,287,889.54 3,288 55,926 SH Sole 23, 26 55,926 E-HOUSE CHINA HLDGS ADS EACH REPR 1 ORD ADR 26852W103 1,506,755.76 1,507 70,541 SH Sole 23 70,541 EMBRAER-EMPRESA BRAS DE AERONAUTICA ADR EACH REP 4COM STK SHS ADR 29081M102 3,084,512.40 3,085 134,460 SH Sole 46 134,460 GLAXOSMITHKLINE ADR EACH REPR 2 ORD GBP0.25 ADR 37733W105 671,670.00 672 17,000 SH Sole 36 17,000 GRUPO TELEVISA SA DE CV ADR-EACH REPR 2 ORD PTG CERTS(BNY) ADR 40049J206 4,713,940.66 4,714 253,574 SH Sole 41 253,574 HDFC BANK ADR EACH REPR 3 ORD INR10(MGT) ADR 40415F101 1,055,860.40 1,056 8,920 SH Sole 40 8,920 ICON SPON ADR EACH 1 REP I SHR ADR 45103T107 1,090,539.70 1,091 44,530 SH Sole 11, 47 44,530 ICICI BANK ADR EACH REPR 2 ORD INR10(SPON) ADR 45104G104 5,672,947.20 5,673 147,120 SH Sole 46 147,120 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR 48241A105 4,904,988.06 4,905 95,298 SH Sole 29, 46 95,298 LG DISPLAY CO LTD SPONS ADR REP ADR 50186V102 1,208,921.79 1,209 84,363 SH Sole 23 84,363 LONGTOP FINANCIAL TECHNOLOGIES ADR EACH REPR 1 ORD ADR 54318P108 961,805.70 962 33,795 SH Sole 26, 47 33,795 NETEASE.COM INC ADR EACH REPR 1/100 HKD0.10 ADR 64110W102 5,664,502.72 5,665 124,004 SH Sole 23, 35 124,004
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- PERFECT WORLD CO ADR EACH REPR 5 COM CLS'B'SHS ADR 71372U104 2,596,678.50 2,597 53,985 SH Sole 23 53,985 PETROLEO BRASILEIRO SA PETROBRAS ADS EACH REP 2 COM NPV ADR 71654V408 7,840,592.10 7,841 170,819 SH Sole 11 170,819 SHANDA INTERACTIVE ENTERTAINMENT ADR EACH REPR 2 ORD SHS ADR 81941Q203 1,386,956.80 1,387 27,089 SH Sole 23 27,089 SHANDA GAMES LTD ADR EACH REP 2 SHS 'A' ADR 81941U105 1,581,933.60 1,582 135,208 SH Sole 23 135,208 SHIRE PLC ADR 82481R106 5,040,756.00 5,041 96,400 SH Sole 11 96,400 ZENTIVA NV GDS EACH REPR 1 SHR EUR0.01'REGS' ADR 864259ZUS 363,139.00 363 51,877 SH Sole 26 51,877 SUNTECH POWER HOLDINGS CO ADR (EACH REPR 1 ORD SHR) ADR 86800C104 2,637,230.40 2,637 173,502 SH Sole 23, 40 173,502 CPFL ENERGIA SA SPON ADR EACH REPR 3 COM NPV ADR B0315D7 2,354,836.00 2,355 43,600 SH Sole 40 43,600 SUNTECH POWER HOLDINGS CO ADR (EACH REPR 1 ORD SHR) ADR B0P01N4 1,491,120.00 1,491 98,100 SH Sole 40 98,100 TELECOM EGYPT GDR EACH REPR 5 ORD EGP10 'REGS' ADR B0T32Q9 3,981,549.00 3,982 241,306 SH Sole 40 241,306 MMC NORILSK NICKEL ADR EACH REPR 1/10 ORD LVL I ADR B114RK6 5,356,176.07 5,356 430,208 SH Sole 29, 40 430,208 SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 N/VTG PFD 144A/REG'S ADR B16D4P2 2,300,644.85 2,301 10,882 SH Sole 29, 40 10,882 KAZMUNAIGAS EXPLORATION PRODUCTION GDR EACH REPR 1/6 ORD 'REGS' ADR B1FKV75 7,304,232.70 7,304 325,500 SH Sole 40 325,500 KB FINANCIAL GROUP INC ADR EACH REPR 1 SH ADR B3DG2Y3 6,022,298.82 6,022 117,006 SH Sole 40 117,006 PILLOWTEX ESCROW ADR BOS5019E6 0.00 0 200,000 SH Sole 45 200,000 MEMBERSHIP UNITS ADR MEMUNITS 0.00 0 185 SH Sole 45 185 ASML HOLDING NV EUR0.09(NY REG) ADR N07059186 8,514,829.35 8,515 287,955 SH Sole 11, 23, 43 287,955 TWITTER INC PFD ADR TWITTER 336,651.17 337 21,064 SH Sole 26 21,064 SUBTOTAL - ADR 248,123,349.31 9,039,276 COMMON STOCK AMEC PLC GBP0.50 COMMON STOCK 0028262 970,136.09 970 80,093 SH Sole 28 80,093 ANTOFAGASTA COMMON GBP0.05 STOCK 0045614 1,619,181.15 1,619 133,114 SH Sole 28, 40 133,114 BHP BILLITON COMMON USD0.50 STOCK 0056650 15,792,802.00 15,793 576,667 SH Sole 28, 40 576,667 DRAGON OIL ORD COMMON EUR0.10 STOCK 0059079 820,141.71 820 134,455 SH Sole 40 134,455 ARM HLDGS ORD COMMON GBP0.0005 STOCK 0059585 517,092.35 517 224,505 SH Sole 40 224,505 BALFOUR BEATTY COMMON GBP0.50 STOCK 0096162 607,834.01 608 117,718 SH Sole 28 117,718 AUTONOMY CORP ORD COMMON GBP0.00333 STOCK 0118271 1,338,037.86 1,338 51,246 SH Sole 28 51,246 BRITISH AIRWAYS COMMON ORD GBP0.25 STOCK 0129057 3,098,495.42 3,098 875,984 SH Sole 28, 46 875,984 BRITISH SKY BROADCASTING GROUP ORD COMMON GBP0.50 STOCK 0141192 5,903,049.91 5,903 644,409 SH Sole 28, 46 644,409 TULLOW OIL PLC COMMON ORD GBP0.10 STOCK 0150080 5,959,297.81 5,959 329,368 SH Sole 23, 28 329,368 CABLE & WIRELESS COMMON ORD GBP0.25 STOCK 0162557 2,118,367.84 2,118 921,381 SH Sole 8, 28 921,381 CRH ORD EUR0.32 COMMON STOCK 0182704 2,249.08 2 81 SH Sole 41 81 AVIVA ORD GBP0.25 COMMON 28, 29, STOCK 0216238 11,127,767.42 11,128 1,547,905 SH Sole 39, 46 1,547,905 DIAGEO ORD COMMON GBP0.28 101/108 STOCK 0237400 9,180,285.04 9,180 596,701 SH Sole 28 596,701 SCHRODERS VTG SHS COMMON GBP1 STOCK 0240549 389,169.01 389 22,236 SH Sole 28 22,236 DAIRY CREST GROUP COMMON ORD GBP0.25 STOCK 0250281 735,084.71 735 119,716 SH Sole 40 119,716 ITE GROUP ORD COMMON GBP0.01 STOCK 0252050 257,124.50 257 131,154 SH Sole 40 131,154 BAE SYSTEMS ORD COMMON GBP0.025 STOCK 0263494 12,377,223.57 12,377 2,212,466 SH Sole 28, 41, 46 2,212,466 BRITISH AMERICAN TOBACCO ORD COMMON GBP0.25 STOCK 0287580 19,919,315.69 19,919 634,107 SH Sole 28, 41 634,107 FIRSTGROUP ORD COMMON GBP0.05 STOCK 0345217 782,046.79 782 118,029 SH Sole 28 118,029 GALLIFORD TRY ORD COMMON GBP0.05 STOCK 0359906 124,579.48 125 133,166 SH Sole 40 133,166 AAON INC COM STK COMMON USD0.004 STOCK 000360206 158,632.00 159 7,900 SH Sole 28 7,900 AAR CORP COM STK COMMON USD1 STOCK 000361105 618,005.92 618 28,168 SH Sole 28 28,168 GO-AHEAD GROUP COMMON GBP0.10 STOCK 0375377 131,975.36 132 5,813 SH Sole 40 5,813 STANDARD CHARTERED ORD COMMON 28, 39, USD0.50 STOCK 0408284 17,655,823.13 17,656 714,772 SH Sole 40, 46 714,772 REXAM ORD 64 2/7P COMMON STOCK 0425045 1,993,183.68 1,993 476,167 SH Sole 28, 37 476,167 IMPERIAL TOBACCO COMMON GROUP GBP0.10 STOCK 0454492 18,707,164.61 18,707 645,739 SH Sole 8, 28, 41 645,739 JOHNSON MATTHEY COMMON GBP1 STOCK 0476407 1,498,556.86 1,499 67,245 SH Sole 23, 28 67,245 SABMILLER ORD COMMON USD0.10 STOCK 0483548 5,320,442.63 5,320 220,190 SH Sole 28 220,190 KELLER GROUP ORD COMMON GBP0.10 STOCK 0486622 259,408.75 259 22,279 SH Sole 40 22,279 LOGICA PLC ORD COMMON GBP0.10 STOCK 0522708 89,547.06 90 42,919 SH Sole 8 42,919 COMPASS GROUP ORD COMMON GBP0.10 STOCK 0533153 9,858,218.75 9,858 1,609,386 SH Sole 28, 41 1,609,386 HSBC HLDGS ORD COMMON USD0.50 STOCK 0540528 53,813,565.91 53,814 4,699,674 SH Sole 8, 28, 40 4,699,674 LEGAL & GENERAL GROUP COMMON ORD GBP0.025 STOCK 0560399 1,986,860.21 1,987 1,408,776 SH Sole 28 1,408,776 MORRISON(WM.) SUPERMARKETS COMMON ORD GBP0.10 STOCK 0604316 2,266,023.63 2,266 509,765 SH Sole 28 509,765 INTERNATIONAL POWER ORD COMMON 8, 23, 28, GBP0.50 STOCK 0632016 10,878,865.43 10,879 2,351,512 SH Sole 41 2,351,512 RSA INSURANCE GROUP PLC ORD COMMON GBP0.275 STOCK 0661689 2,388,153.11 2,388 1,114,346 SH Sole 28, 29 1,114,346 PACE PLC ORD COMMON GBP0.05 STOCK 0667278 409,148.39 409 112,402 SH Sole 40 112,402 ASSOCIATED BRITISH FOODS COMMON ORD 5 15/22P STOCK 0673123 3,388,960.29 3,389 249,827 SH Sole 28, 29 249,827
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- PEARSON ORD COMMON GBP0.25 STOCK 0677608 5,926,552.36 5,927 479,671 SH Sole 28, 46 479,671 PRUDENTIAL GBP0.05 COMMON STOCK 0709954 9,322,500.06 9,323 967,282 SH Sole 8, 28, 40 967,282 RIO TINTO ORD COMMON GBP0.10 STOCK 0718875 14,806,056.18 14,806 348,319 SH Sole 28, 40 348,319 GAME GROUP PLC COMMON GBP0.05 STOCK 0736015 401,766.51 402 157,012 SH Sole 40 157,012 OLD MUTUAL ORD COMMON GBP0.10 STOCK 0738992 2,400,246.08 2,400 1,497,652 SH Sole 28, 29 1,497,652 ROYAL BANK OF SCOTLAND GROUP COMMON PLC ORD GBP0.25 STOCK 0754783 3,415,382.86 3,415 4,033,043 SH Sole 28 4,033,043 RPS GROUP ORD COMMON GBP0.03 STOCK 0759476 407,571.48 408 113,228 SH Sole 40 113,228 CLOSE BROS GROUP COMMON ORD GBP0.25 STOCK 0766807 86,240.89 86 6,769 SH Sole 40 6,769 ST.IVES ORD COMMON GBP0.10 STOCK 0768900 189,619.86 190 159,023 SH Sole 40 159,023 TRAVIS PERKINS COMMON ORD GBP0.10 STOCK 0773960 1,065,077.42 1,065 79,800 SH Sole 23, 29 79,800 SCOTTISH & SOUTHERN COMMON ENERGY GBP0.50 STOCK 0790873 4,082,230.67 4,082 217,181 SH Sole 28 217,181 SERCO GROUP COMMON GBP0.02 STOCK 0797379 2,611,372.67 2,611 322,889 SH Sole 23, 28 322,889 BP ORD USD0.25 COMMON 8, 28, 29, STOCK 0798059 54,720,517.78 54,721 6,177,040 SH Sole 46 6,177,040 SSL INTERNATIONAL COMMON PLC ORD GBP0.10 STOCK 0798112 10.24 0 1 SH Sole 40 1 SAGE GROUP GBP0.01 COMMON STOCK 0802165 1,180,544.25 1,181 315,643 SH Sole 28 315,643 LLOYDS BANKING GROUP PLC ORD COMMON GBP0.25 STOCK 0870612 11,331,826.77 11,332 6,822,999 SH Sole 8, 28, 29 6,822,999 BG GROUP ORD COMMON 8, 11, 28, GBP0.10 STOCK 0876289 31,957,050.84 31,957 1,833,559 SH Sole 40, 41 1,833,559 CARPHONE WAREHOUSE GROUP ORD COMMON GBP0.001 STOCK 0878702 1,177,482.55 1,177 383,564 SH Sole 23, 28 383,564 TELECOM PLUS ORD COMMON GBP0.05 STOCK 0879471 127,475.36 127 25,112 SH Sole 40 25,112 TESCO ORD GBP0.05 COMMON STOCK 0884709 19,343,135.51 19,343 3,021,585 SH Sole 28, 41 3,021,585 ADC TELECOMMUNICATIONS INC COM STK COMMON USD0.20 STOCK 000886309 3,048,845.46 3,049 365,569 SH Sole 25, 28 365,569 TOMKINS ORD COMMON USD0.09 STOCK 0896265 754,133.43 754 250,731 SH Sole 28, 40 250,731 SMITH & NEPHEW COMMON ORD USD0.20 STOCK 0922320 5,222,975.08 5,223 581,589 SH Sole 23, 28, 41 581,589 GLAXOSMITHKLINE COMMON 8, 28, 29, ORD GBP0.25 STOCK 0925288 36,958,031.03 36,958 1,874,435 SH Sole 46 1,874,435 SPORTINGBET PLC COMMON ORD GBP0.001 STOCK 0951625 210,472.63 210 188,832 SH Sole 40 188,832 ABM INDUSTRIES INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 000957100 982,757.36 983 46,709 SH Sole 33 46,709 BABCOCK INTERNATIONAL GROUP ORD COMMON GBP0.60 STOCK 0969703 394,203.90 394 43,305 SH Sole 40 43,305 ASTRAZENECA PLC COMMON ORD USD0.25 STOCK 0989529 19,471,155.59 19,471 434,171 SH Sole 28, 29 434,171 AEP INDUSTRIES INC COM STK COMMON USD0.01 STOCK 001031103 547,547.70 548 13,723 SH Sole 23, 28, 30 13,723 AFLAC INC COM STK COMMON 28, 34, USD0.10 STOCK 001055102 23,851,270.70 23,851 558,055 SH Sole 36, 39 558,055 AGCO CORP COM STK COMMON USD0.01 STOCK 001084102 5,993,941.68 5,994 216,936 SH Sole 28, 34, 43 216,936 AGL RESOURCES USD5 COMMON STOCK 001204106 6,074,128.86 6,074 172,218 SH Sole 23, 28 172,218 A H BELO CORP COMMON USD0.01 SER'A' STOCK 001282102 43,863.40 44 13,580 SH Sole 8, 33 13,580 AK STEEL HOLDING CORP COM STK COMMON USD0.01 STOCK 001547108 3,340,742.79 3,341 169,323 SH Sole 23, 28 169,323 AMICAS INC COM STK COMMON STOCK 001712108 103,320.00 103 28,700 SH Sole 28, 33 28,700 AMN HEALTHCARE SERVICES INC COMMON COM STK USD0.01 STOCK 001744101 246,936.66 247 25,966 SH Sole 28, 33 25,966 AMR CORP COM STK COMMON USD1 STOCK 001765106 597,434.55 597 75,149 SH Sole 43 75,149 AES CORP COM STK COMMON USD0.01 STOCK 2002479 277,134.00 277 18,700 SH Sole 40 18,700 AGNICO EAGLE COMMON MINES COM NPV STOCK 2009823 1,291,767.62 1,292 19,100 SH Sole 23, 40 19,100 ALIMENTATION COUCHCLASS'B' COMMON S/VTG COM NPV STOCK 2011646 747,793.40 748 42,700 SH Sole 23 42,700 AGRIUM INC COM NPV COMMON STOCK 2015530 1,087,413.60 1,087 21,840 SH Sole 40 21,840 POLO RALPH LAUREN CORP CLASS'A'COM COMMON STK USD0.01 STOCK 2018409 727,890.00 728 9,500 SH Sole 40 9,500 BARRICK GOLD CORP COMMON COM NPV STOCK 2024644 492,243.03 492 13,000 SH Sole 40 13,000 APPLE INC COM STK COMMON NPV STOCK 2046251 830,457.60 830 4,480 SH Sole 40 4,480 TALISMAN ENERGY COMMON INC COM NPV STOCK 2068299 6,704,085.50 6,704 385,278 SH Sole 29, 40, 41 385,278 CONSTELLATION ENERGY GROUP COMMON INC COM STK NPV STOCK 2073408 303,306.90 303 9,370 SH Sole 40 9,370 NATIONAL BANK OF COMMON CANADA COM NPV STOCK 2077303 2,291,176.39 2,291 41,200 SH Sole 29, 40 41,200 ATS MEDICAL INC COMMON COM STK USD0.01 STOCK 002083103 91,656.00 92 34,200 SH Sole 28 34,200 VERIZON COMMUNICATIONS INC COM STK COMMON USD0.10 STOCK 2090571 643,237.50 643 21,250 SH Sole 40 21,250 BIOVAIL CORP INTL COMMON COM NPV STOCK 2098199 402,719.84 403 26,100 SH Sole 29 26,100 FIRSTENERGY CORP COMMON COM STK USD0.10 STOCK 2100920 197,967.60 198 4,330 SH Sole 40 4,330 BOMBARDIER INC CLASS'B'SUB COMMON VTG NPV STOCK 2109723 3,810,631.97 3,811 820,896 SH Sole 29, 41 820,896 BRISTOL-MYERS SQUIBB CO COM COMMON STK USD0.10 STOCK 2126335 470,668.00 471 20,900 SH Sole 40 20,900 SEMPRA ENERGY CORP COM STK COMMON NPV STOCK 2138158 519,518.30 520 10,430 SH Sole 40 10,430 FEDEX CORP COM COMMON STK USD0.10 STOCK 2142784 330,968.00 331 4,400 SH Sole 40 4,400 CANADIAN NATURAL RESOURCES COM COMMON NPV STOCK 2171573 5,209,665.25 5,210 77,147 SH Sole 40, 41 77,147 NEXEN INC COM NPV COMMON STOCK 2172219 1,439,052.91 1,439 63,300 SH Sole 29 63,300 CANADIAN NATIONAL RAILWAY CO COM COMMON NPV STOCK 2180632 3,312,930.38 3,313 67,267 SH Sole 41 67,267 CYRELA BRAZIL REALTY SA EMPREEND COM COMMON STK NPV STOCK 2189855 4,319,654.55 4,320 330,000 SH Sole 40 330,000 JPMORGAN CHASE & COMMON CO COM STK USD1 STOCK 2190385 950,718.72 951 21,696 SH Sole 40 21,696 NRG ENERGY INC COMMON COM STK USD0.01 STOCK 2212922 434,689.80 435 15,420 SH Sole 40 15,420 YAMANA GOLD INC COMMON COM NPV STOCK 2219279 473,432.03 473 44,000 SH Sole 40 44,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CREDICORP COM USD5 COMMON STOCK 2232878 2,293,920.00 2,294 29,500 SH Sole 40 29,500 BANK OF AMERICA CORP COM STK COMMON USD0.01 STOCK 2295677 651,420.00 651 38,500 SH Sole 40 38,500 EL PASO CORP COM COMMON STK USD3 STOCK 2295945 60,681.60 61 5,880 SH Sole 40 5,880 ELDORADO GOLD COMMON CORP COM NPV STOCK 2307873 525,856.26 526 46,300 SH Sole 23 46,300 ENTERGY CORP COM COMMON STK USD0.01 STOCK 2317087 262,739.40 263 3,290 SH Sole 40 3,290 EQT CORP COM STK COMMON NPV STOCK 2319414 255,600.00 256 6,000 SH Sole 40 6,000 BANCO DO BRASIL COMMON COM STK NPV STOCK 2328595 430,558.25 431 24,300 SH Sole 29 24,300 FPL GROUP INC COM COMMON STK USD0.01 STOCK 2328915 323,426.88 323 5,856 SH Sole 40 5,856 AVI BIOPHARMA INC COM STK COMMON USD0.0001 STOCK 002346104 112,660.00 113 65,500 SH Sole 28 65,500 FIRST QUANTUM MINERALS COM COMMON NPV STOCK 2347608 1,515,397.19 1,515 23,178 SH Sole 23 23,178 FREEPORT-MCMORAN COPPER & GOLD INC COM STK COMMON USD0.10 STOCK 2352118 656,597.70 657 9,570 SH Sole 40 9,570 NVIDIA CORP COM COMMON STK USD0.001 STOCK 2379504 450,900.00 451 30,000 SH Sole 40 30,000 TELUS CORP COM NPV COMMON STOCK 2381093 17,710,069.25 17,710 548,966 SH Sole 39 548,966 TELUS CORP COMMON NON-VTG NPV STOCK 2381134 1,350,258.25 1,350 43,400 SH Sole 29 43,400 MILLICOM INTERNATIONAL CELLULAR SA COMMON USD1.50 STOCK 2418128 2,051,268.00 2,051 28,200 SH Sole 40 28,200 GRUPO FINANCIERO BANORTE SAB DE CV COM COMMON SER'O'NPV STOCK 2421041 459,362.55 459 137,290 SH Sole 40 137,290 HOME DEPOT INC COMMON COM STK USD0.05 STOCK 2434209 543,456.00 543 20,400 SH Sole 40 20,400 CENTERPOINT ENERGY INC COM COMMON STK NPV STOCK 2440637 200,620.20 201 16,140 SH Sole 40 16,140 AVX CORP COM STK COMMON USD0.01 STOCK 002444107 1,041,703.74 1,042 87,318 SH Sole 23, 33 87,318 IMPERIAL OIL COM COMMON NPV STOCK 2454241 1,969,504.04 1,970 51,746 SH Sole 23 51,746 INDUSTRIAS CH SAB COMMON DE CV SER'B'NPV STOCK 2454810 2,845,543.85 2,846 811,801 SH Sole 40 811,801 AZZ INC COM STK COMMON USD1 STOCK 002474104 533,618.28 534 13,284 SH Sole 8, 23, 28 13,284 HARTFORD FINANCIAL SERVICES GRP INC COM STK COMMON USD0.01 STOCK 2476193 331,250.00 331 12,500 SH Sole 40 12,500 ARGO GROUP INTL HLDGS COM STK COMMON USD0.01 STOCK 2499543 436,560.16 437 12,962 SH Sole 28 12,962 PACIFIC RUBIALES ENERGY CORP COMMON COM NPV STOCK 2523635 240,269.00 240 19,400 SH Sole 23 19,400 AARONS INC COM COMMON USD0.50 STOCK 002535201 2,917,200.00 2,917 110,500 SH Sole 28, 33 110,500 INDUSTRIAL ALLIANCE INS & COMMON FINL COM NPV STOCK 2543688 966,369.03 966 35,300 SH Sole 29 35,300 MCDONALD'S CORP COMMON COM STK USD0.01 STOCK 2550707 895,999.00 896 15,700 SH Sole 40 15,700 SUN LIFE FINANCIAL INC COMMON COM NPV STOCK 2566124 391,701.30 392 12,500 SH Sole 29 12,500 FAIRFAX FINANCIAL HLDGS SUB VTG COMMON COM NPV STOCK 2566351 1,756,379.25 1,756 4,728 SH Sole 29 4,728 ABAXIS COM STK COMMON USD1 STOCK 002567105 952,300.00 952 35,600 SH Sole 11, 28 35,600 MICROSOFT CORP COM STK COMMON USD0.00000625 STOCK 2588173 559,224.00 559 21,600 SH Sole 40 21,600 PROGRESS ENERGY COMMON INC COM STK NPV STOCK 2604206 163,270.80 163 4,180 SH Sole 40 4,180 HUSKY ENERGY INC COMMON COM NPV STOCK 2623836 2,899,565.68 2,900 103,000 SH Sole 46 103,000 GRUPO MEXICO SA COMMON SER'B'COM NPV STOCK 2643674 5,523,973.84 5,524 2,996,667 SH Sole 40 2,996,667 PAN AMERICAN SILVER CORP COMMON COM NPV STOCK 2669272 381,103.07 381 16,600 SH Sole 40 16,600 EXELON CORP COM COMMON STK NPV STOCK 2670519 180,616.80 181 3,640 SH Sole 40 3,640 PETROLEO BRASILEIRO SA COMMON PETROBRAS NPV STOCK 2682365 317,191.24 317 13,800 SH Sole 40 13,800 PFIZER INC COM COMMON STK USD0.05 STOCK 2684703 594,145.00 594 35,900 SH Sole 40 35,900 PG&E CORP COM STK COMMON NPV STOCK 2689560 257,111.50 257 6,350 SH Sole 40 6,350 QUESTAR CORP COM COMMON STK NPV STOCK 2717483 772,984.80 773 20,580 SH Sole 40 20,580 ROYAL BANK OF COMMON CANADA COM NPV STOCK 2754383 19,847,479.99 19,847 369,239 SH Sole 39 369,239 SNC-LAVALIN GROUP COMMON INC COM NPV STOCK 2763884 576,235.00 576 12,760 SH Sole 23 12,760 ENCANA CORP COM COMMON NPV STOCK 2793193 3,140,912.53 3,141 54,239 SH Sole 41 54,239 SINO-FOREST CORP CLASS'A'SUB-VTG COMMON NPV STOCK 2810702 630,186.34 630 39,900 SH Sole 23 39,900 SHOPPERS DRUG MART CORP COM COMMON NPV STOCK 2821191 3,467,921.36 3,468 84,500 SH Sole 11 84,500 ABBOTT 11, 28, LABORATORIES COMMON 31, 34, COM STK NPV STOCK 002824100 42,457,627.50 42,458 858,250 SH Sole 36, 39, 47 858,250 EDISON INTERNATIONAL COMMON COM STK NPV STOCK 2829515 36,938.00 37 1,100 SH Sole 40 1,100 AT&T INC COM STK COMMON USD1 STOCK 2831811 1,686,774.50 1,687 62,450 SH Sole 40 62,450 COMPANHIA DE CONCESSOES RODOVIARIAS COMMON COM NPV STOCK 2840970 4,283,896.37 4,284 248,018 SH Sole 40 248,018 TIFFANY & CO COM COMMON STK USD0.01 STOCK 2892090 558,685.00 559 14,500 SH Sole 40 14,500 TOLL BROS INC COM COMMON STK USD0.01 STOCK 2896092 322,410.00 322 16,500 SH Sole 40 16,500 ABERCROMBIE & FITCH CO CLASS'A'COM COMMON STK USD0.01 STOCK 002896207 1,835,328.72 1,835 55,819 SH Sole 28, 43 55,819 TORONTO-DOMINION COMMON BANK COM NPV STOCK 2897222 950,800.92 951 14,700 SH Sole 29 14,700 UNION PACIFIC CORP COM STK COMMON USD2.50 STOCK 2914734 671,025.00 671 11,500 SH Sole 40 11,500 WILLIAMS COMPANIES INC COMMON COM STK USD1 STOCK 2967181 234,097.00 234 13,100 SH Sole 40 13,100 WINCANTON ORD COMMON GBP0.10 STOCK 3032936 136,500.21 137 36,099 SH Sole 40 36,099 GKN ORD GBP0.10 COMMON STOCK 3064650 901,697.44 902 494,963 SH Sole 8 494,963 BT GROUP ORD COMMON 8, 28, 29, GBP0.05 STOCK 3091357 6,538,351.46 6,538 3,137,267 SH Sole 40 3,137,267 LONMIN ORD USD1 COMMON STOCK 3119248 962,459.51 962 35,943 SH Sole 28 35,943 CARNIVAL ORD COMMON USD1.66 STOCK 3121522 1,327,397.34 1,327 38,684 SH Sole 28 38,684 MARKS & SPENCER GROUP COMMON ORD GBP0.25 STOCK 3127489 2,188,721.73 2,189 377,466 SH Sole 28 377,466
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BARCLAYS ORD COMMON GBP0.25 STOCK 3134865 19,787,953.05 19,788 3,338,992 SH Sole 8, 28, 29 3,338,992 XSTRATA PLC COM COMMON STK USD0.50 STOCK 3141100 12,875,415.86 12,875 873,053 SH Sole 11, 28, 40 873,053 PETROPAVLOVSK PLC COMMON ORD GBP0.01 STOCK 3154454 734,802.14 735 50,737 SH Sole 8 50,737 PUNCH TAVERNS ORD COMMON GBP0.0004786 STOCK 3155286 65,211.23 65 33,773 SH Sole 40 33,773 HMV GROUP ORD COMMON GBP0.01 STOCK 3157572 194,042.99 194 115,340 SH Sole 40 115,340 YELL GROUP ORD COMMON GBP0.01 STOCK 3171806 148,129.87 148 156,862 SH Sole 40 156,862 BURBERRY GROUP COMMON ORD GBP0.0005 STOCK 3174300 1,327,121.08 1,327 164,537 SH Sole 23, 28 164,537 NEXT ORD GBP0.10 COMMON STOCK 3208986 1,359,365.09 1,359 47,370 SH Sole 28 47,370 ROLLS ROYCE GROUP COMMON 28, 29, ORD GBP0.20 STOCK 3283648 12,475,508.08 12,476 1,653,298 SH Sole 40, 46 1,653,298 KINGFISHER ORD COMMON GBP0.157142857 STOCK 3319521 4,066,619.17 4,067 1,192,386 SH Sole 28, 46 1,192,386 VEDANTA RESOURCES COMMON ORD USD0.10 STOCK 3327706 2,268,535.20 2,269 74,537 SH Sole 23, 28 74,537 ICAP ORD GBP0.10 COMMON STOCK 3387216 847,847.92 848 125,087 SH Sole 28 125,087 ABIOMED INC COM COMMON STK USD0.01 STOCK 003654100 1,545,938.81 1,546 159,211 SH Sole 5, 28 159,211 ACACIA RESEARCH CORP COM STK USD0.001(ACACIA COMMON TECHNOLOGIES) STOCK 003881307 209,040.00 209 24,000 SH Sole 28 24,000 BOUYGUES EUR1 COMMON STOCK 4002121 2,867,390.01 2,867 56,117 SH Sole 28 56,117 UMICORE SA NPV COMMON STOCK 4005001 808,408.99 808 26,903 SH Sole 28 26,903 EADS(EURO AERONAUTIC DEFENCE SPACE) COMMON EUR1 STOCK 4012250 2,219,854.38 2,220 98,480 SH Sole 28 98,480 ALLEANZA ASSICURAZIONI COMMON SPA EUR0.5 STOCK 4015970 947,285.45 947 104,791 SH Sole 28 104,791 ERAMET EUR3.05 COMMON STOCK 4017017 477,013.31 477 1,370 SH Sole 28 1,370 VEOLIA ENVIRONNEMENT COMMON EUR5 STOCK 4031879 3,597,924.71 3,598 93,566 SH Sole 28 93,566 ADIDAS AG NPV COMMON STOCK 4031976 4,756,026.08 4,756 90,002 SH Sole 28, 41 90,002 ASSICURAZIONI GENERALI SPA COMMON EUR1 STOCK 4056719 6,942,056.23 6,942 252,851 SH Sole 28 252,851 L'OREAL EUR0.20 COMMON STOCK 4057808 5,723,023.35 5,723 57,462 SH Sole 28 57,462 BANCO ESPIRITO SANTO SA COMMON EUR3(REGD) STOCK 4058061 969,037.77 969 136,455 SH Sole 28 136,455 CHRISTIAN DIOR COMMON EUR2 STOCK 4061393 1,535,550.78 1,536 15,494 SH Sole 28 15,494 LVMH MOET-HENNESSY LOUIS VUITTON COMMON EUR0.30 STOCK 4061412 5,906,840.06 5,907 58,565 SH Sole 28 58,565 IBERIA LINEAS AEREAS DE ESPANA SA COMMON EUR0.78 STOCK 4064950 366,839.61 367 117,524 SH Sole 28, 40 117,524 ABERTIS INFRAESTRUCTURAS COMMON EUR3 STOCK 4065663 1,577,940.61 1,578 69,354 SH Sole 28 69,354 BANCA POPOLARE DI COMMON MILANO EUR3 STOCK 4072168 747,702.65 748 97,973 SH Sole 28, 40 97,973 INTESA SANPAOLO COMMON 28, 29, SPA EUR0.52 STOCK 4076836 14,430,835.62 14,431 3,252,464 SH Sole 39, 46 3,252,464 ENERGIAS DE PORTUGAL SA COMMON EDP EUR1 STOCK 4103596 2,210,760.68 2,211 482,276 SH Sole 28, 40 482,276 BANK OF PIRAEUS COMMON EUR4.77 STOCK 4122676 4,382,538.39 4,383 235,109 SH Sole 23, 28, 40 235,109 REED ELSEVIER NV COMMON EUR0.07 STOCK 4148810 1,983,852.93 1,984 174,692 SH Sole 28 174,692 BANK SARASIN & COMMON CIE CHF1'B' STOCK 4149545 184,118.24 184 4,422 SH Sole 39 4,422 THALES EUR3 COMMON STOCK 4162791 1,096,879.14 1,097 22,060 SH Sole 28 22,060 CAP GEMINI EUR8 COMMON STOCK 4163437 5,951,638.90 5,952 113,245 SH Sole 23, 28, 41 113,245 CARLSBERG 'B'DKK20 COMMON STOCK 4169219 1,926,583.17 1,927 26,482 SH Sole 28 26,482 CASINO GUICHARD-PERRACHON COMMON EUR1.53 STOCK 4178419 2,498,017.50 2,498 31,296 SH Sole 28, 29 31,296 CRH ORD EUR0.32 COMMON STOCK 4182249 7,502,032.69 7,502 270,937 SH Sole 28, 41 270,937 CGG VERITAS COMMON EUR0.40 STOCK 4215394 832,078.90 832 35,496 SH Sole 28 35,496 CONSTRUCCIONES Y AUXILIAR DE COMMON FERR EUR3.01 STOCK 4217561 905,358.95 905 1,773 SH Sole 40 1,773 UNICREDIT SPA COMMON 8, 28, 29, EUR0.50 STOCK 4232445 19,927,723.40 19,928 5,077,297 SH Sole 46 5,077,297 ALPHA BANK A E COMMON EUR4.7 STOCK 4235864 2,673,312.76 2,673 144,112 SH Sole 28, 40 144,112 AP MOLLER-MAERSK COMMON A/S 'B'DKK1000 STOCK 4253048 1,869,467.68 1,869 270 SH Sole 28 270 AP MOLLER-MAERSK COMMON A/S 'A'DKK1000 STOCK 4253059 874,749.29 875 130 SH Sole 28 130 DELHAIZE FRERES ET CIE(LE COMMON LION)SA NPV STOCK 4262118 2,617,700.83 2,618 37,650 SH Sole 28, 29 37,650 DNB NOR ASA NOK10 COMMON STOCK 4263304 2,102,678.44 2,103 180,589 SH Sole 28 180,589 DRAKA HLDGS COMMON EUR0.50 STOCK 4280132 208,572.31 209 11,169 SH Sole 40 11,169 OSTASIATISKE COMMON KOMPAGNI DKK70 STOCK 4297604 409,665.11 410 11,349 SH Sole 40 11,349 ELAN CORP ORD COMMON EUR0.05 STOCK 4305507 839,727.31 840 117,194 SH Sole 28 117,194 TOTAL GABON ORD COMMON USD17 STOCK 4309781 77,521.48 78 233 SH Sole 40 233 ESSO(FRANCAISE) COMMON EUR7.65 STOCK 4320986 330,969.29 331 2,385 SH Sole 40 2,385 COMMERZBANK AG COMMON ORD NPV STOCK 4325538 2,222,210.92 2,222 175,679 SH Sole 28 175,679 FYFFES ORD EUR0.06 COMMON STOCK 4329659 134,898.64 135 224,824 SH Sole 40 224,824 ABG SUNDAL COLLIER HLDG COMMON ASA NOK0.23'A' STOCK 4333058 365,965.72 366 293,431 SH Sole 40 293,431 FRESENIUS SE NPV COMMON STOCK 4352097 321,188.89 321 6,545 SH Sole 28 6,545 UNITED INTERNET COMMON AG NPV STOCK 4354134 1,575,593.62 1,576 104,617 SH Sole 23, 28 104,617 SYNGENTA AG COMMON CHF0.10 STOCK 4356646 12,144,065.03 12,144 52,845 SH Sole 28, 41 52,845 PUBLICIS GROUPE COMMON SA EUR0.40 STOCK 4380429 2,433,067.57 2,433 60,360 SH Sole 23, 28 60,360 ACCURAY INC COM COMMON STK USD0.001 STOCK 004397105 192,400.00 192 29,600 SH Sole 28 29,600 COCA-COLA HELL COMMON BOT EUR0.50(CR) STOCK 4420723 1,193,399.87 1,193 44,486 SH Sole 28 44,486 JINHUI SHIPPING COMMON ORD USD0.05 STOCK 4434489 3.03 0 1 SH Sole 40 1
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ACETO CORP COM COMMON STK USD0.01 STOCK 004446100 232,320.00 232 35,200 SH Sole 8, 28 35,200 HUHTAMAKI OYJ COMMON 'I'NPV STOCK 4447476 149,659.80 150 11,725 SH Sole 40 11,725 INTERNATIONAL PLANTATIONS D'HEVEAS COMMON EUR2.286 STOCK 4465058 78,467.08 78 1,486 SH Sole 40 1,486 INDRA SISTEMAS COMMON S.A EUR0.20'A' STOCK 4476210 603,379.80 603 24,157 SH Sole 28 24,157 KESKO OYJ NPV COMMON SER'B' STOCK 4490005 541,615.27 542 16,136 SH Sole 28 16,136 CITYCON OYJ NPV COMMON STOCK 4491097 510,208.62 510 120,000 SH Sole 40 120,000 KBC GROUPE SA NPV COMMON STOCK 4497749 1,998,229.96 1,998 39,521 SH Sole 28 39,521 ACI WORLDWIDE INC COM STK COMMON USD0.005 STOCK 004498101 1,459,984.48 1,460 96,496 SH Sole 28 96,496 LAFARGE EUR4 COMMON STOCK 4502706 6,022,119.77 6,022 67,160 SH Sole 8, 28 67,160 BANK OF CYPRUS COMMON EUR1.00 STOCK 4505017 1,052,559.32 1,053 137,435 SH Sole 28 137,435 HANNOVER RUECKVERSICHERUNGS AG ORD COMMON NPV(REGD) STOCK 4511809 686,613.56 687 14,982 SH Sole 28 14,982 KERRY GROUP COMMON 'A'ORD EUR0.125 STOCK 4519579 1,026,212.29 1,026 35,840 SH Sole 28 35,840 WARTSILA OYJ ABP COMMON EUR3.5 STOCK 4525189 832,488.40 832 20,743 SH Sole 28 20,743 LAGARDERE GROUP S.C.A. COMMON EUR6.10(REGD) STOCK 4547213 4,244,028.10 4,244 90,823 SH Sole 28, 29 90,823 GEA GROUP AG NPV COMMON STOCK 4557104 778,851.47 779 37,479 SH Sole 28 37,479 MEDIOBANCA SPA COMMON EUR0.50 STOCK 4574813 1,633,762.65 1,634 119,305 SH Sole 28 119,305 INDESIT CO SPA COMMON EUR0.90 STOCK 4580586 550,803.62 551 55,160 SH Sole 40 55,160 VALORA HOLDING COMMON CHF1(REGD) STOCK 4581619 320,280.00 320 1,346 SH Sole 40 1,346 MICHELIN(CIE GLE DES ETABL.) COMMON 8, 28, 40, EUR2(REGD) STOCK 4588364 12,221,822.84 12,222 155,207 SH Sole 46 155,207 DANSKE BANK A/S COMMON DKK10 STOCK 4588825 4,936,292.04 4,936 186,788 SH Sole 28, 29 186,788 MIQUEL Y COSTAS COMMON MIQUEL EUR2 STOCK 4593067 90,252.86 90 3,829 SH Sole 40 3,829 DEUTSCHE POST AG COMMON NPV(REGD) STOCK 4617859 11,208,470.14 11,208 601,634 SH Sole 28, 29, 46 601,634 NATIONAL BANK OF GREECE COMMON EUR5(REGD) STOCK 4625959 5,823,672.07 5,824 161,362 SH Sole 28, 39 161,362 TELEKOM COMMON AUSTRIA(TA) NPV STOCK 4635088 4,769,125.60 4,769 263,787 SH Sole 28, 40, 46 263,787 OMV AG NPV COMMON STOCK 4651459 2,850,404.44 2,850 70,350 SH Sole 8, 28 70,350 NOVOZYMES A/S COMMON SER'B'DKK10 STOCK 4658535 4,301,118.48 4,301 45,505 SH Sole 11, 28 45,505 OESTERREICHISCHE ELEKTRIZITATS COMMON AG CLASS'A'NPV STOCK 4661607 1,002,237.65 1,002 19,763 SH Sole 28 19,763 OUTOKUMPU OYJ COMMON 'A'NPV STOCK 4665148 518,912.03 519 27,477 SH Sole 28 27,477 INFICON HLDG AG COMMON CHF5(REGD) STOCK 4681724 41,825.66 42 345 SH Sole 40 345 PERNOD-RICARD COMMON EUR1.55 STOCK 4682329 3,825,184.64 3,825 47,990 SH Sole 28 47,990 PIRELLI & CSTA IN COMMON ACCOMANDITA AZ STOCK 4689803 355,842.78 356 662,751 SH Sole 28 662,751 RENAULT(REGIE NATIONALE DES USINES) ORD COMMON EUR3.81 STOCK 4712798 4,942,599.41 4,943 105,206 SH Sole 28, 29 105,206 RUBIS EUR5 COMMON STOCK 4713100 245,100.98 245 2,678 SH Sole 40 2,678 RAUTARUUKKI OYJ COMMON NPV STOCK 4727662 495,615.27 496 20,596 SH Sole 28 20,596 TELENOR ASA ORD COMMON NOK6 STOCK 4732495 7,031,010.11 7,031 605,944 SH Sole 28, 40, 46 605,944 MERCK KGAA NPV COMMON STOCK 4741844 12,149,205.21 12,149 122,420 SH Sole 28, 41, 46 122,420 ANHEUSER-BUSCH COMMON INB NPV STOCK 4755317 21,300,664.69 21,301 464,391 SH Sole 8, 28, 41 464,391 ACME PACKET INC COM STK COMMON USD0.001 STOCK 004764106 294,294.00 294 29,400 SH Sole 28 29,400 SBERBANK OF COMMON RUSSIA RUB3000 STOCK 4767981 1,668,824.45 1,669 830,613 SH Sole 40 830,613 SAIPEM EUR1 COMMON STOCK 4768768 1,962,356.84 1,962 64,973 SH Sole 28 64,973 RWE AG(NEU) NPV'A' COMMON STOCK 4768962 13,150,081.30 13,150 141,772 SH Sole 28, 29, 40 141,772 ANHEUSER-BUSCH COMMON INB VVPR STRIP STOCK 4773773 300.94 0 68,480 SH Sole 28 68,480 LUXOTTICA GROUP COMMON EUR0.06 STOCK 4800659 788,806.45 789 30,499 SH Sole 28 30,499 SIPEF SA NPV COMMON STOCK 4811747 531,139.99 531 10,523 SH Sole 40 10,523 SKANDINAVISKA ENSKILDA BANKEN COMMON SER'A'NPV STOCK 4813345 2,869,634.51 2,870 423,652 SH Sole 23, 28 423,652 ACME UNITED CORP COMMON COM STK USD2.50 STOCK 004816104 1,802.00 2 200 SH Sole 33 200 SOLVAY S.A. NPV COMMON STOCK 4821100 1,517,385.08 1,517 14,588 SH Sole 28 14,588 SGS SA CHF1(REGD) COMMON STOCK 4824778 1,558,138.24 1,558 1,156 SH Sole 28 1,156 PADDY POWER ORD COMMON EUR0.10 STOCK 4828974 842,702.71 843 27,660 SH Sole 40 27,660 SCHNEIDER COMMON ELECTRIC EUR8 STOCK 4834108 6,505,592.57 6,506 63,940 SH Sole 8, 28 63,940 VIVENDI EUR5.5 COMMON STOCK 4834777 14,979,523.51 14,980 481,995 SH Sole 28, 29, 46 481,995 SAP AG ORD NPV COMMON STOCK 4846288 17,153,170.76 17,153 353,744 SH Sole 28, 41, 46 353,744 SWEDBANK AB COMMON SER'A'NPV STOCK 4846523 1,129,041.97 1,129 117,710 SH Sole 28 117,710 ACORN ENERGY INC COMMON COM STK USD0.01 STOCK 004848107 2,184.00 2 400 SH Sole 33 400 TECHNIP NPV COMMON STOCK 4874160 1,637,444.27 1,637 25,552 SH Sole 28 25,552 AIR FRANCE - KLM COMMON EUR8.50(REGD) STOCK 4916039 532,532.89 533 29,196 SH Sole 28 29,196 ACTEL CORP COM COMMON STK USD0.001 STOCK 004934105 266,632.53 267 21,909 SH Sole 28, 33 21,909 E.ON AG NPV COMMON 8, 28, 29, STOCK 4942904 32,981,849.64 32,982 779,249 SH Sole 40, 46 779,249 VOEST-ALPINE AG COMMON NPV STOCK 4943402 984,447.18 984 27,441 SH Sole 28 27,441 HENKEL AG & CO COMMON KGAA STOCK 5002465 1,141,534.87 1,142 31,471 SH Sole 28 31,471 HOLMEN AB COMMON SER'B'NPV STOCK 5036066 337,383.27 337 12,219 SH Sole 28 12,219 METRO AG NPV COMMON STOCK 5041413 3,718,492.14 3,718 65,846 SH Sole 28, 29 65,846
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SWEDISH MATCH AB COMMON NPV STOCK 5048566 2,067,182.26 2,067 102,628 SH Sole 23, 28 102,628 UPM-KYMMENE OYJ COMMON NPV STOCK 5051252 1,529,875.14 1,530 127,208 SH Sole 28 127,208 HELLENIC TELECOM. ORGANIZATION COMMON S.A. EUR2.39 STOCK 5051605 1,164,381.36 1,164 70,217 SH Sole 28, 40 70,217 PUMA AG NPV COMMON STOCK 5064722 8,275,663.23 8,276 25,055 SH Sole 23, 28, 41 25,055 BAYER AG NPV COMMON 8, 28, 29, STOCK 5069211 27,323,044.98 27,323 394,741 SH Sole 41 394,741 STORA ENSO OYJ COMMON SER'R'NPV STOCK 5072673 1,003,669.55 1,004 143,748 SH Sole 28 143,748 MEDIASET SPA COMMON EUR0.52 STOCK 5077946 1,264,689.72 1,265 180,429 SH Sole 28 180,429 BASF AG NPV COMMON STOCK 5086577 15,534,101.53 15,534 293,401 SH Sole 28, 29 293,401 CELESIO AG NPV COMMON STOCK 5105182 5,211,529.09 5,212 189,122 SH Sole 28, 29, 46 189,122 BEIERSDORF AG NPV COMMON STOCK 5107401 1,263,221.38 1,263 21,569 SH Sole 28 21,569 UNIPOL GRUPPO COMMON FINANZIARIO SPA STOCK 5107832 236,533.84 237 155,476 SH Sole 28 155,476 HOCHTIEF AG NPV COMMON STOCK 5108664 780,046.47 780 10,275 SH Sole 28 10,275 DUERR AG NPV COMMON STOCK 5119901 32,522.13 33 1,725 SH Sole 40 1,725 HEIDELBERGCEMENT COMMON AG NPV STOCK 5120679 2,479,140.68 2,479 38,356 SH Sole 23, 37, 40 38,356 ACXIOM CORP COM COMMON STK USD0.10 STOCK 005125109 2,113,903.22 2,114 223,457 SH Sole 23, 28, 33 223,457 FRESENIUS MEDICAL CARE AG & COMMON CO.KGAA NPV STOCK 5129074 2,498,765.29 2,499 50,238 SH Sole 28, 29 50,238 BETSSON SER'B'NPV COMMON STOCK 5145133 847,868.76 848 54,000 SH Sole 40 54,000 FRANCE TELECOM COMMON 28, 29, EUR4 STOCK 5176177 23,688,083.50 23,688 888,295 SH Sole 40, 46 888,295 AURIGA INDUSTRIES COMMON 'B'DKK10 STOCK 5221572 69,016.30 69 3,736 SH Sole 40 3,736 SAMPO SER'A'NPV COMMON STOCK 5226038 2,605,218.12 2,605 103,206 SH Sole 28 103,206 RANDSTAD HLDGS COMMON 23, 28, EUR0.10 STOCK 5228658 7,005,665.24 7,006 161,718 SH Sole 29, 46 161,718 ALLIANZ SE ORD COMMON SHS NPV(REGD) STOCK 5231485 19,558,692.82 19,559 156,778 SH Sole 28, 29, 40 156,778 KONINKLIJKE AHOLD COMMON NV EUR0.30 STOCK 5252602 9,638,644.52 9,639 798,555 SH Sole 28, 29, 41 798,555 HERMES INTERNATIONAL COMMON NPV STOCK 5253973 1,995,272.62 1,995 13,485 SH Sole 28 13,485 AUTOGRILL SPA COMMON EUR0.52 STOCK 5256206 312,894.55 313 25,826 SH Sole 28 25,826 BULGARI SPA COMMON EUR0.07 STOCK 5256477 741,940.70 742 95,778 SH Sole 23 95,778 KGHM POLSKA MIEDZ COMMON PLN10 BR STOCK 5263251 4,360,095.68 4,360 143,609 SH Sole 40 143,609 FLSMIDTH & CO AS COMMON DKK20 STOCK 5263574 1,556,208.17 1,556 28,400 SH Sole 23 28,400 IMS(INTERNATIONAL METAL SERVICE) COMMON NPV STOCK 5286582 19.32 0 1 SH Sole 40 1 DEUTSCHE LUFTHANSA AG COMMON NPV STOCK 5287488 3,207,003.27 3,207 181,666 SH Sole 28, 29, 40 181,666 ERSTE GROUP BANK COMMON AG STOCK 5289837 1,983,109.88 1,983 44,106 SH Sole 28 44,106 MUNCHENER RUCKVERSICHERUNGS COMMON 8, 28, 29, AG NPV(REGD) STOCK 5294121 18,177,894.19 18,178 114,052 SH Sole 46 114,052 SIDENOR SA EUR0.41 COMMON STOCK 5294411 430,800.77 431 57,273 SH Sole 8 57,273 BIC EUR3.82 COMMON STOCK 5298781 374,466.14 374 5,258 SH Sole 28 5,258 DASSAULT SYSTEMES COMMON SA EUR1 STOCK 5330047 973,884.05 974 17,430 SH Sole 28 17,430 ERG SPA EUR0.10 COMMON STOCK 5337093 648,433.78 648 42,527 SH Sole 40 42,527 FRED OLSEN ENERGY COMMON ASA NOK20 STOCK 5344101 339,749.81 340 9,090 SH Sole 40 9,090 HEIDELBERGER DRUCKMASCHINEN COMMON AG NPV STOCK 5367227 382,309.01 382 36,975 SH Sole 40 36,975 NORDEA BANK AB NPV COMMON STOCK 5380031 7,749,413.02 7,749 766,600 SH Sole 28 766,600 GESCO AG NPV COMMON STOCK 5427336 132,649.46 133 2,307 SH Sole 40 2,307 PER AARSLEFF COMMON 'B'DKK20 STOCK 5457474 149,422.23 149 1,310 SH Sole 40 1,310 AKZO NOBEL NV EUR2 COMMON STOCK 5458314 6,044,148.23 6,044 97,248 SH Sole 28, 46 97,248 SALZGITTER AG ORD COMMON NPV STOCK 5465358 902,122.03 902 9,446 SH Sole 28 9,446 BANKINTER SA COMMON EUR0.30(REGD) STOCK 5474008 927,305.46 927 73,328 SH Sole 28 73,328 HELLENIC PETROLEUM SA COMMON EUR2.18 STOCK 5475658 246,735.44 247 21,699 SH Sole 28 21,699 TNT N.V EUR0.48 COMMON 23, 28, STOCK 5481558 8,552,273.71 8,552 318,276 SH Sole 37, 41 318,276 AURUBIS AG ORD NPV COMMON STOCK 5485527 912,463.79 912 21,939 SH Sole 40 21,939 VOLKSWAGEN AG ORD COMMON NPV STOCK 5497102 3,498,637.59 3,499 21,273 SH Sole 28 21,273 A2A SPA EUR0.52 COMMON STOCK 5499131 493,998.11 494 250,871 SH Sole 28 250,871 BANCO BILBAO VIZCAYA ARGENTARIA SA COMMON EUR0.49 STOCK 5501906 15,471,811.32 15,472 868,498 SH Sole 28, 39 868,498 SACYR VALLEHERMOSO COMMON SA EUR1 STOCK 5504789 368,448.21 368 19,418 SH Sole 28 19,418 PPR EUR4 COMMON STOCK 5505072 3,732,074.26 3,732 29,008 SH Sole 28, 40 29,008 DAIMLER AG ORD COMMON NPV(REGD) STOCK 5529027 13,240,729.84 13,241 263,928 SH Sole 8, 28 263,928 BINCKBANK NV COMMON EUR0.10 STOCK 5531215 1,034,718.07 1,035 58,170 SH Sole 40 58,170 SWISSCOM AG COMMON CHF1(REGD) STOCK 5533976 2,116,606.08 2,117 5,910 SH Sole 28 5,910 MEDIOLANUM EUR0.10 COMMON STOCK 5535198 366,037.79 366 52,488 SH Sole 28 52,488 MOBISTAR NPV COMMON STOCK 5541979 571,466.54 571 8,246 SH Sole 28, 40 8,246 CNP ASSURANCES COMMON EUR4 STOCK 5543986 885,190.96 885 8,672 SH Sole 28 8,672 SECURITAS AB COMMON SER'B'NPV STOCK 5554041 730,470.98 730 75,685 SH Sole 28 75,685 MAN SE ORD NPV COMMON STOCK 5563520 2,154,404.58 2,154 26,229 SH Sole 28 26,229 ACCIONA SA EUR1 COMMON STOCK 5579107 900,354.53 900 6,592 SH Sole 28 6,592 FORTUM OYJ EUR3.40 COMMON STOCK 5579550 2,811,925.53 2,812 109,431 SH Sole 28 109,431
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- UCB S.A. NPV COMMON STOCK 5596991 1,042,943.40 1,043 24,656 SH Sole 28 24,656 NEOPOST EUR1 COMMON STOCK 5617096 684,956.96 685 7,619 SH Sole 28 7,619 CEZ CZK100 COMMON STOCK 5624030 3,958,171.86 3,958 73,710 SH Sole 40 73,710 SOPRA GROUP EUR4 COMMON STOCK 5633616 116,739.56 117 1,765 SH Sole 40 1,765 THYSSENKRUPP AG COMMON NPV STOCK 5636927 2,874,092.17 2,874 84,037 SH Sole 28 84,037 CARREFOUR EUR2.5 COMMON STOCK 5641567 7,905,764.84 7,906 173,657 SH Sole 8, 28 173,657 GAS NATURAL SDG COMMON SA EUR1 STOCK 5650422 1,225,365.26 1,225 55,252 SH Sole 28 55,252 EFG EUROBANK ERGASIAS COMMON EUR2.75 STOCK 5654316 1,227,264.85 1,227 77,537 SH Sole 28 77,537 ATOS ORIGIN EUR1 COMMON STOCK 5654781 685,053.00 685 13,525 SH Sole 28 13,525 POHJOLA BANK PLC COMMON NPV SER'A' STOCK 5665233 491,106.65 491 42,892 SH Sole 28 42,892 TUI AG NPV COMMON STOCK 5666292 391,175.76 391 38,137 SH Sole 28 38,137 REPSOL YPF SA EUR1 COMMON STOCK 5669354 8,870,673.01 8,871 325,869 SH Sole 28, 46 325,869 WOLTERS-KLUWER NV COMMON CVA EUR0.12 STOCK 5671519 1,407,341.47 1,407 65,692 SH Sole 28 65,692 SANOFI-AVENTIS COMMON 8, 28, 29, EUR2 STOCK 5671735 35,591,030.99 35,591 482,620 SH Sole 40, 46 482,620 GRUPO FERROVIAL COMMON SA EUR1 STOCK 5678822 693,767.26 694 14,461 SH Sole 28 14,461 INVESTOR AB COMMON SER'B'NPV STOCK 5679591 1,995,551.61 1,996 109,000 SH Sole 28 109,000 IMMOFINANZ AG NPV COMMON STOCK 5679911 578,888.06 579 137,958 SH Sole 40 137,958 HENNES & MAURITZ COMMON AB NPV 'B' STOCK 5687431 6,779,576.27 6,780 120,615 SH Sole 28 120,615 EXACT HLDGS COMMON EUR0.02 STOCK 5694969 149,147.25 149 5,679 SH Sole 40 5,679 ASSA ABLOY AB COMMON SER'B'NPV STOCK 5698789 2,936,254.18 2,936 180,608 SH Sole 23, 28, 40 180,608 WIENERBERGER AG COMMON NPV STOCK 5699373 653,380.31 653 31,525 SH Sole 23 31,525 PIERRE & VACANCES COMMON EUR10 STOCK 5700479 192,182.27 192 2,227 SH Sole 40 2,227 ELISA OYJ NPV COMMON STOCK 5701513 697,534.25 698 33,943 SH Sole 28 33,943 SVENSKA HANDELSBANKEN COMMON SER'A'NPV STOCK 5703661 2,902,509.65 2,903 113,382 SH Sole 28 113,382 BANCO SANTANDER COMMON 8, 28, 29, SA EUR0.50 STOCK 5705946 40,499,828.86 40,500 2,507,046 SH Sole 46 2,507,046 METSO OYJ NPV COMMON STOCK 5713422 833,226.74 833 29,556 SH Sole 28 29,556 BANCO BPI SA COMMON EUR1(REGD) STOCK 5721759 436,500.27 437 123,548 SH Sole 40 123,548 RED ELECTRICA COMMON CORPORACION SA STOCK 5723777 1,367,318.64 1,367 26,666 SH Sole 28 26,666 SIEMENS AG COMMON 8, 28, 40, NPV(REGD) STOCK 5727973 26,616,838.85 26,617 289,061 SH Sole 46 289,061 ACEA SPA EUR5.16 COMMON STOCK 5728125 714,290.25 714 54,439 SH Sole 28, 40 54,439 CORPORACION FINANCIERA COMMON ALBA EUR1 STOCK 5730409 907,548.55 908 15,888 SH Sole 40 15,888 TREVI FINANZIARIA INDUSTRIALE COMMON EUR0.50 STOCK 5731446 105,564.69 106 6,064 SH Sole 40 6,064 TELEFONICA SA EUR1 COMMON 28, 29, STOCK 5732524 51,099,586.55 51,100 1,846,951 SH Sole 40, 41, 46 1,846,951 QIAGEN NV EUR0.01 COMMON STOCK 5732825 1,702,582.71 1,703 80,353 SH Sole 23, 28 80,353 LINDE AG NPV COMMON STOCK 5740817 4,065,016.99 4,065 37,537 SH Sole 28 37,537 FIAT SPA EUR5 COMMON STOCK 5748521 2,388,401.53 2,388 185,132 SH Sole 28 185,132 DEUTSCHE BANK AG COMMON ORD NPV(REGD) STOCK 5750355 14,678,567.11 14,679 192,158 SH Sole 28, 29 192,158 GILDEMEISTER AG COMMON NPV STOCK 5753398 416,997.22 417 30,075 SH Sole 40 30,075 BAYERISCHE MOTOREN WERKE COMMON AG EUR1 STOCK 5756029 10,411,751.66 10,412 216,284 SH Sole 28, 40, 46 216,284 K&S AG NPV COMMON STOCK 5761625 1,994,811.95 1,995 36,635 SH Sole 28 36,635 ZARDOYA-OTIS COMMON EUR0.10 STOCK 5770900 665,856.87 666 30,637 SH Sole 28 30,637 BUZZI UNICEM SPA COMMON EUR0.60 STOCK 5782206 97,318.73 97 5,623 SH Sole 40 5,623 SUDZUCKER AG NPV COMMON STOCK 5784462 323,120.56 323 15,965 SH Sole 28 15,965 FOMENTO DE CONSTRUCCIONES COMMON Y CONTRA EUR1 STOCK 5787115 469,189.95 469 10,000 SH Sole 28 10,000 TK DEVELOPMENT COMMON DKK20(REGD) STOCK 5796768 191,904.11 192 36,611 SH Sole 40 36,611 TOPDANMARK A/S COMMON DKK10 STOCK 5797147 630,640.89 631 4,158 SH Sole 28 4,158 BRISA EUR1(PRIV) COMMON STOCK 5803925 588,232.22 588 59,822 SH Sole 28 59,822 COLRUYT SA NPV COMMON STOCK 5806225 909,199.22 909 3,867 SH Sole 28 3,867 F-SECURE OYJ NPV COMMON STOCK 5806850 258,463.30 258 60,654 SH Sole 40 60,654 KONINKLIJKE VOPAK COMMON EUR1 STOCK 5809428 1,137,733.15 1,138 17,500 SH Sole 23 17,500 BANCO COMERCIAL PORTUGUES COMMON EUR1(REGD) STOCK 5812493 791,796.91 792 534,508 SH Sole 28 534,508 PORTUGAL TELECOM SGPS SA COMMON EUR0.35(REGD) STOCK 5817186 5,665,188.48 5,665 533,209 SH Sole 28, 46 533,209 SOLAR WORLD AG NPV COMMON STOCK 5819869 487,700.79 488 20,257 SH Sole 28 20,257 BEKAERT SA NPV COMMON STOCK 5827431 848,389.86 848 6,400 SH Sole 23 6,400 DEUTSCHE TELEKOM COMMON AG NPV(REGD) STOCK 5842359 12,214,051.22 12,214 894,982 SH Sole 28, 29 894,982 ACCOR EUR3 COMMON STOCK 5852842 3,673,284.76 3,673 65,812 SH Sole 28, 46 65,812 CTS EVENTIM NPV COMMON STOCK 5881857 348,887.03 349 7,725 SH Sole 40 7,725 NORDEA BANK AB FDR EACH REP COMMON ONE ORD SHARE STOCK 5888115 3,690,875.17 3,691 366,360 SH Sole 46 366,360 INFINEON TECHNOLOGIES COMMON 23, 28, AG ORD NPV STOCK 5889505 7,228,630.27 7,229 1,286,131 SH Sole 40, 46 1,286,131 NOKIA CORP NPV COMMON 8, 28, 29, STOCK 5902941 20,853,250.61 20,853 1,421,767 SH Sole 41 1,421,767 AEGON NV EUR0.12 COMMON STOCK 5927375 3,213,602.46 3,214 375,809 SH Sole 28 375,809 ASML HOLDING NV COMMON EUR0.09 STOCK 5949368 6,224,067.01 6,224 210,904 SH Sole 8, 23, 28 210,904
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- KONINKLIJKE KPN COMMON 8, 28, 40, NV EUR0.24 STOCK 5956078 15,656,016.01 15,656 942,458 SH Sole 41 942,458 ERICSSON LM-B SHS COMMON STOCK 5959378 10,234,226.08 10,234 1,016,724 SH Sole 28, 29 1,016,724 WILLIAM DEMANT COMMON HLDGS DKK1 STOCK 5961544 362,518.01 363 4,859 SH Sole 28 4,859 LINDT & SPRUENGLI AG PTG CERT COMMON CHF10 STOCK 5962280 993,896.24 994 409 SH Sole 23, 28 409 LINDT & SPRUENGLI COMMON AG CHF100(REGD) STOCK 5962309 695,337.87 695 25 SH Sole 28 25 STMICROELECTRONICS COMMON EUR1.04 STOCK 5962332 1,605,539.30 1,606 169,787 SH Sole 28 169,787 SEMAPA SOC INVEST E GESTAO SGPS COMMON EUR1 STOCK 5962934 826,094.68 826 72,992 SH Sole 40 72,992 SANOMA CORP NPV COMMON STOCK 5964640 343,719.33 344 15,550 SH Sole 28 15,550 VESTAS WIND COMMON SYSTEMS DKK1 STOCK 5964651 3,717,759.91 3,718 51,003 SH Sole 28, 46 51,003 SOCIETE GENERALE COMMON EUR1.25 STOCK 5966516 15,881,724.95 15,882 196,345 SH Sole 8, 28, 29 196,345 ALCATEL LUCENT COMMON EUR2'A' STOCK 5975006 2,589,921.03 2,590 574,989 SH Sole 28 574,989 ITALCEMENTI(FABBR RIUN CEM)SPA COMMON EUR1 STOCK 5975932 196,426.20 196 12,715 SH Sole 28 12,715 FONDIARIA - SAI COMMON SPA EUR1 STOCK 5975987 345,055.87 345 16,375 SH Sole 28 16,375 TEKLA OYJ NPV COMMON STOCK 5977916 39,934.02 40 3,893 SH Sole 40 3,893 TELIASONERA AB NPV COMMON STOCK 5978384 3,437,653.91 3,438 522,499 SH Sole 28 522,499 GIVAUDAN AG CHF10 COMMON STOCK 5980613 1,376,111.95 1,376 1,834 SH Sole 28 1,834 HAVAS EUR0.40 COMMON STOCK 5980958 572,782.26 573 135,087 SH Sole 40 135,087 ZURICH FINANCIAL SERVICES AG COMMON CHF0.10 STOCK 5983816 11,632,820.45 11,633 48,786 SH Sole 8, 28, 39 48,786 KONINKLIJKE PHILIPS ELECTRONICS NV COMMON EUR0.20 STOCK 5986622 10,392,654.32 10,393 426,035 SH Sole 28, 46 426,035 M6-METROPOLE TELEVISION COMMON EUR0.40 STOCK 5993901 815,227.19 815 30,915 SH Sole 23, 28 30,915 TELEVISION FRANCAISE(T.F.1)COMMON EUR0.20 STOCK 5997118 516,071.81 516 29,219 SH Sole 28 29,219 TELEPERFORMANCE COMMON EUR2.50 STOCK 5999330 80,085.52 80 2,379 SH Sole 40 2,379 ASM PACIFIC TECHNOLOGY COMMON HKD0.10 STOCK 6002453 684,603.72 685 96,870 SH Sole 28, 39 96,870 ACER INC TWD10 COMMON STOCK 6005850 533,858.62 534 210,000 SH Sole 23 210,000 AICHI CORP NPV COMMON STOCK 6010092 184,037.13 184 36,400 SH Sole 40 36,400 AISIN SEIKI CO NPV COMMON STOCK 6010702 1,641,879.13 1,642 67,600 SH Sole 23, 28 67,600 AJINOMOTO CO INC COMMON NPV STOCK 6010906 1,612,480.99 1,612 161,000 SH Sole 28 161,000 ALL NIPPON COMMON AIRWAYS CO NPV STOCK 6014908 470,697.42 471 164,000 SH Sole 28 164,000 ANGANG STEEL CO COMMON LTD 'H'CNY1 STOCK 6015644 2,792,280.85 2,792 1,496,000 SH Sole 40 1,496,000 ALOKA CO NPV COMMON STOCK 6021298 285,688.23 286 29,500 SH Sole 40 29,500 AMADA CO NPV COMMON STOCK 6022105 550,568.06 551 82,000 SH Sole 28 82,000 HANG LUNG COMMON PROPERTIES HKD1 STOCK 6030506 1,870,873.59 1,871 511,000 SH Sole 28 511,000 NET ONE SYSTEMS COMMON CO NPV STOCK 6036548 144,588.90 145 96 SH Sole 40 96 FUJI MEDIA COMMON HOLDINGS INC STOCK 6036582 181,388.98 181 111 SH Sole 28 111 AEON CREDIT COMMON SERVICE CO NPV STOCK 6037734 233,825.99 234 23,300 SH Sole 28 23,300 SINGAPORE TECHNOLOGIES ENGINEERING COMMON SGD0.10 STOCK 6043214 4,308,617.05 4,309 2,214,000 SH Sole 28, 41 2,214,000 BUMI RESOURCES COMMON IDR500 STOCK 6043485 5,903,793.62 5,904 17,905,500 SH Sole 23, 40 17,905,500 TOMY CO NPV COMMON STOCK 6046923 579,426.91 579 70,200 SH Sole 40 70,200 ACOM CO NPV COMMON STOCK 6049784 192,312.68 192 12,530 SH Sole 28 12,530 ASAHI BREWERIES COMMON NPV STOCK 6054409 1,674,700.01 1,675 91,700 SH Sole 28 91,700 ASAHI KASEI CORP COMMON NPV STOCK 6054603 1,514,617.36 1,515 298,200 SH Sole 28 298,200 ASAHI GLASS CO NPV COMMON STOCK 6055208 1,955,313.34 1,955 242,600 SH Sole 28 242,600 SICHUAN EXPRESSWAY CO COMMON 'H'CNY1 STOCK 6055877 367,061.88 367 926,000 SH Sole 40 926,000 ASICS CORP NPV COMMON STOCK 6057378 297,021.52 297 32,000 SH Sole 28 32,000 AUSTRALIA & NEW ZEALAND BANK COMMON 8, 28, 29, GROUP NPV STOCK 6065586 18,148,474.64 18,148 847,237 SH Sole 40 847,237 AMCOR ORD NPV COMMON STOCK 6066608 2,556,879.31 2,557 530,562 SH Sole 23, 28, 29 530,562 AUSTRALIAN INFRASTRUCTURE FUND COMMON NPV(STAPLED) STOCK 6070193 653,158.05 653 460,308 SH Sole 40 460,308 CHINA MOBILE LTD COMMON HKD0.10 STOCK 6073556 10,897,074.33 10,897 1,112,600 SH Sole 40, 46 1,112,600 BANK OF EAST ASIA COMMON HKD2.50 STOCK 6075648 1,301,190.07 1,301 361,890 SH Sole 28 361,890 HIROSHIMA BANK NPV COMMON STOCK 6075723 437,151.31 437 106,000 SH Sole 28 106,000 BANK OF KYOTO NPV COMMON STOCK 6075756 678,296.67 678 74,000 SH Sole 28 74,000 WESTPAC BANKING COMMON CORP NPV STOCK 6076146 16,039,919.04 16,040 695,035 SH Sole 28 695,035 YAHOO JAPAN COMMON CORPORATION NPV STOCK 6084848 1,162,497.67 1,162 3,431 SH Sole 28 3,431 FORTESCUE METALS COMMON GROUP NPV STOCK 6086253 989,303.76 989 295,665 SH Sole 28 295,665 TELSTRA COMMON CORPORATION NPV STOCK 6087289 3,625,446.58 3,625 1,258,856 SH Sole 28, 29 1,258,856 BEACH PETROLEUM COMMON LIMITED NPV STOCK 6088204 121,728.76 122 184,544 SH Sole 40 184,544 BENDIGO & ADELAIDE BANK COMMON LTD ORD NPV STOCK 6091280 585,469.52 585 70,738 SH Sole 28 70,738 TWD EVER LIGHT ELECTRONICS COMMON (6188449) STOCK 6094922 507,850.42 508 156,000 SH Sole 23 156,000 CLP HLDGS HKD5 COMMON STOCK 6097017 3,468,093.56 3,468 511,500 SH Sole 28, 40 511,500 BEZEQ-ISRAELI TELECOMUNICATION COMMON CORP ILS1 STOCK 6098032 947,037.52 947 439,600 SH Sole 29 439,600 BIDVEST GROUP ORD COMMON ZAR0.05 STOCK 6100089 635,503.91 636 40,140 SH Sole 29 40,140 HONG LEONG ASIA COMMON SGD0.20 STOCK 6105750 445,550.73 446 294,000 SH Sole 40 294,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BENESSE HOLDINGS COMMON INC STOCK 6121927 827,196.58 827 16,900 SH Sole 28 16,900 COCA-COLA AMATIL COMMON NPV STOCK 6123451 1,983,517.68 1,984 229,295 SH Sole 23, 28 229,295 AUCKLAND INTERNATIONAL COMMON AIRPORT NPV STOCK 6123707 271,363.59 271 202,414 SH Sole 28 202,414 MEGACHIPS CORP NPV COMMON STOCK 6123923 86,283.71 86 4,000 SH Sole 40 4,000 TREND MICRO INC COMMON NPV STOCK 6125286 1,346,857.50 1,347 36,300 SH Sole 23, 28 36,300 NTT DATA CORP NPV COMMON STOCK 6125639 973,921.04 974 305 SH Sole 28 305 ARUZE CORP NPV COMMON STOCK 6126892 231,210.22 231 14,200 SH Sole 26 14,200 ASX LTD NPV COMMON STOCK 6129222 1,273,161.25 1,273 41,093 SH Sole 28 41,093 NTT DOCOMO INC NPV COMMON STOCK 6129277 6,426,858.19 6,427 4,035 SH Sole 28, 40 4,035 BHARAT HEAVY ELECTRICALS COMMON LTD. ORD INR10 STOCK 6129523 2,884,734.19 2,885 59,895 SH Sole 41 59,895 BRIDGESTONE CORP COMMON NPV STOCK 6132101 2,623,666.61 2,624 146,700 SH Sole 28 146,700 SESA GOA COMMON INR10(100%DEMAT) STOCK 6136040 2,945,968.24 2,946 536,296 SH Sole 40 536,296 AXIS BANK LTD INR10 COMMON (100%DEMAT) STOCK 6136482 1,590,355.70 1,590 78,035 SH Sole 40 78,035 OBIC NPV COMMON STOCK 6136749 214,325.29 214 1,270 SH Sole 28 1,270 HOPEWELL HLDGS COMMON HKD2.50 STOCK 6140290 479,072.66 479 153,080 SH Sole 28 153,080 ORACLE CORP JAPAN COMMON NPV STOCK 6141680 342,652.88 343 7,700 SH Sole 28 7,700 CORETRONIC CORP COMMON TWD10 STOCK 6141806 617,771.11 618 499,000 SH Sole 23 499,000 BHP BILLITON COMMON 28, 29, LIMITED ORD NPV STOCK 6144690 37,172,940.16 37,173 1,127,118 SH Sole 40, 41 1,127,118 BROTHER COMMON INDUSTRIES NPV STOCK 6146500 660,383.59 660 55,200 SH Sole 28, 40 55,200 MPHASIS LTD INR10(100% COMMON DEMAT) STOCK 6151593 3,869,586.06 3,870 280,622 SH Sole 40 280,622 CONTACT ENERGY NPV COMMON STOCK 6152529 238,213.53 238 57,385 SH Sole 28 57,385 HSBC HLDGS ORD COMMON USD0.50 STOCK 6158163 3,860,743.14 3,861 337,200 SH Sole 46 337,200 CALTEX AUSTRALIA COMMON NPV STOCK 6161503 260,312.11 260 24,434 SH Sole 28 24,434 COCA-COLA WEST CO COMMON LTD NPV STOCK 6163286 298,718.03 299 15,300 SH Sole 28 15,300 GOLDEN AGRI RESOURCES COMMON USD0.025 STOCK 6164472 429,990.79 430 1,419,963 SH Sole 28 1,419,963 USS NPV COMMON STOCK 6171494 435,392.88 435 7,320 SH Sole 28 7,320 CANON INC NPV COMMON STOCK 6172323 12,527,172.15 12,527 312,660 SH Sole 28, 39, 40 312,660 CANON MARKETING COMMON JAPAN INC NPV STOCK 6172453 329,931.47 330 18,700 SH Sole 28, 40 18,700 HARVEY NORMAN COMMON HLDGS NPV STOCK 6173508 405,596.20 406 107,215 SH Sole 28 107,215 CAPCOM CO NPV COMMON STOCK 6173694 70,544.59 71 3,600 SH Sole 40 3,600 SIIX CORP NPV COMMON STOCK 6174556 270,544.20 271 32,500 SH Sole 40 32,500 DBS GROUP HLDGS LTD NPV(B/LOT COMMON 500) STOCK 6175203 10,217,479.67 10,217 1,088,550 SH Sole 28, 46 1,088,550 CASIO COMPUTER CO COMMON NPV STOCK 6178967 470,070.96 470 57,600 SH Sole 28 57,600 CATHAY PACIFIC COMMON AIRWAYS HKD0.20 STOCK 6179755 456,969.43 457 290,000 SH Sole 28 290,000 COMPUTERSHARE NPV COMMON STOCK 6180412 3,468,882.32 3,469 353,415 SH Sole 28, 40 353,415 CENTRAL JAPAN COMMON RAILWAY CO NPV STOCK 6183552 2,647,095.10 2,647 368 SH Sole 28 368 CSL NPV COMMON STOCK 6185495 8,680,687.23 8,681 294,570 SH Sole 28, 41 294,570 CENTENNIAL COAL COMMON CO ORD NPV STOCK 6185622 602,940.21 603 213,100 SH Sole 23 213,100 CHEUNG KONG(HLDGS) COMMON HKD0.50 STOCK 6190273 6,333,821.31 6,334 501,000 SH Sole 28, 46 501,000 CHIBA BANK NPV COMMON STOCK 6190563 2,155,957.32 2,156 349,300 SH Sole 8, 28 349,300 CHINA STEEL TWD10 COMMON STOCK 6190950 1,969,926.02 1,970 2,125,581 SH Sole 40 2,125,581 CHINESE ESTATES HLDGS LTD ORD COMMON HKD0.10 STOCK 6191180 363,731.90 364 216,000 SH Sole 28 216,000 CHINA PHARMACEUTICAL GROUP LTD COMMON HKD0.10 STOCK 6191997 233,382.01 233 416,000 SH Sole 40 416,000 CHINA RESOURCES LAND ORD COMMON HKD0.10 STOCK 6193766 1,771,329.17 1,771 812,000 SH Sole 8, 40 812,000 CHU KONG SHIPPING DEVELOPMENT COMMON HKD0.10 STOCK 6195319 140,383.27 140 934,000 SH Sole 40 934,000 CHUBU ELECTRIC POWER CO INC COMMON NPV STOCK 6195609 4,042,709.87 4,043 166,700 SH Sole 28, 40 166,700 CHUGOKU BANK NPV COMMON STOCK 6195803 480,584.48 481 38,000 SH Sole 28 38,000 CHUGOKU ELECTRIC POWER CO INC COMMON NPV STOCK 6195900 1,509,596.64 1,510 68,700 SH Sole 28 68,700 CHUGAI PHARMACEUTICAL COMMON CO NPV STOCK 6196408 1,112,876.73 1,113 53,900 SH Sole 28 53,900 CITIZEN HOLDINGS COMMON CO LTD NPV STOCK 6197304 490,018.95 490 87,300 SH Sole 28 87,300 BML INC NPV COMMON STOCK 6197876 702,245.15 702 24,300 SH Sole 40 24,300 CITY DEVELOPMENTS COMMON SGD0.50 STOCK 6197928 909,446.24 909 125,099 SH Sole 28 125,099 ITOCHU TECHNO-SOLUTIONS COMMON CORP NPV STOCK 6200194 129,056.58 129 4,200 SH Sole 28 4,200 TRANSURBAN GROUP NPV (POST COMMON RECON) STOCK 6200882 989,411.95 989 274,300 SH Sole 28 274,300 TOKYU LIVABLE NPV COMMON STOCK 6201368 455,218.80 455 54,200 SH Sole 40 54,200 SRE GROUP LIMITED COMMON STOCK 6201830 2,010,097.87 2,010 20,558,000 SH Sole 40 20,558,000 MTI LTD NPV COMMON STOCK 6201948 435,468.65 435 161 SH Sole 40 161 SEMBCORP MARINE COMMON SGD0.10 STOCK 6205133 519,390.29 519 232,000 SH Sole 28 232,000 JAYA HOLDINGS COMMON SGD0.10 STOCK 6207560 120,026.83 120 369,000 SH Sole 40 369,000 CREATIVE TECHNOLOGY INC COMMON ORD SGD0.25 STOCK 6207582 108,830.85 109 24,750 SH Sole 40 24,750 COCHLEAR NPV COMMON STOCK 6211798 7,593,780.53 7,594 129,118 SH Sole 23, 28, 41 129,118 CHEUNG KONG INFRASTRUCTURE COMMON HLDGS HKD1 STOCK 6212553 412,017.77 412 115,500 SH Sole 28 115,500
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ORIGIN ENERGY LTD NPV(POST COMMON RECONSTRUCTION) STOCK 6214861 3,009,414.51 3,009 209,489 SH Sole 28 209,489 COMMONWEALTH BANK OF AUSTRALIA COMMON ORD NPV STOCK 6215035 16,366,644.77 16,367 360,289 SH Sole 28 360,289 BORAL LTD NPV COMMON STOCK 6218670 766,919.50 767 143,149 SH Sole 28 143,149 RIO TINTO LIMITED COMMON NPV STOCK 6220103 5,399,844.75 5,400 103,902 SH Sole 28 103,902 COMPAL ELECTRONICS COMMON INC TWD10 STOCK 6225744 4,835,560.26 4,836 4,171,000 SH Sole 40 4,171,000 COSMO OIL CO NPV COMMON STOCK 6226338 349,868.49 350 126,000 SH Sole 28 126,000 PETROCHINA CO COMMON CNY1'H' STOCK 6226576 3,785,052.32 3,785 3,334,800 SH Sole 40 3,334,800 RAKUTEN NPV COMMON STOCK 6229597 1,124,980.89 1,125 1,690 SH Sole 28 1,690 CSR ORD NPV COMMON STOCK 6238645 468,758.07 469 283,263 SH Sole 28 283,263 JARDINE CYCLE & COMMON CARRIAGE SGD1 STOCK 6242260 988,276.98 988 57,604 SH Sole 28, 40 57,604 COMMERCIAL INTL BANK(EGYPT)S.A.E COMMON EGP10 STOCK 6243898 1,137,149.50 1,137 109,308 SH Sole 40 109,308 SUNLAND GROUP NPV(POST COMMON RECONSTRUCTION) STOCK 6246165 45,833.47 46 63,299 SH Sole 40 63,299 KDDI CORPORATION COMMON NPV STOCK 6248990 6,475,563.16 6,476 1,151 SH Sole 28, 29, 40 1,151 DAELIM INDUSTRIAL COMMON CO KRW5000 STOCK 6249584 2,413,012.63 2,413 39,492 SH Sole 40 39,492 DAIHATSU MOTOR CO COMMON NPV STOCK 6250304 489,012.59 489 48,000 SH Sole 28 48,000 DAITO TRUST CONSTRUCTION COMMON CO NPV STOCK 6250508 832,682.82 833 19,100 SH Sole 28 19,100 DAICEL CHEMICAL COMMON INDUSTRIES NPV STOCK 6250542 343,295.47 343 57,000 SH Sole 28 57,000 DAIDO STEEL CO NPV COMMON STOCK 6250627 300,345.07 300 83,000 SH Sole 28 83,000 DAIKIN INDUSTRIES COMMON NPV STOCK 6250724 2,067,089.52 2,067 57,700 SH Sole 28 57,700 DIC CORP COMMON STOCK 6250821 159,404.56 159 112,000 SH Sole 28 112,000 DAINIPPON SUMITOMO COMMON PHARMA CO NPV STOCK 6250865 391,809.00 392 36,000 SH Sole 28 36,000 DAI NIPPON COMMON PRINTING CO NPV STOCK 6250906 1,901,778.49 1,902 138,700 SH Sole 28 138,700 AIOI INSURANCE CO COMMON NPV STOCK 6251169 553,704.47 554 109,000 SH Sole 28 109,000 DAIWA HOUSE COMMON INDUSTRY CO NPV STOCK 6251363 1,286,081.21 1,286 123,000 SH Sole 28 123,000 DAIWA SECURITIES COMMON GROUP INC NPV STOCK 6251448 2,047,722.55 2,048 398,600 SH Sole 28 398,600 DAIICHIKOSHO CO COMMON NPV STOCK 6253132 151,856.88 152 11,800 SH Sole 40 11,800 ARISTOCRAT LEISURE NPV(POST COMMON RECONSTRUCTION) STOCK 6253983 380,135.66 380 82,510 SH Sole 28 82,510 DTS CORP NPV COMMON STOCK 6255699 77,550.70 78 8,500 SH Sole 40 8,500 DAVID JONES ORD COMMON NPV STOCK 6256465 622,573.43 623 121,268 SH Sole 40 121,268 DENWAY MOTORS COMMON HKD0.10 STOCK 6263766 4,039,939.08 4,040 9,112,500 SH Sole 40 9,112,500 LAWSON NPV COMMON STOCK 6266914 700,974.82 701 15,100 SH Sole 28 15,100 OTSUKA COMMON CORPORATION NPV STOCK 6267058 167,192.63 167 2,800 SH Sole 28 2,800 HONG KONG EXCHANGES & COMMON CLEARING HKD1 STOCK 6267359 4,537,433.94 4,537 251,500 SH Sole 28 251,500 ARROW ENERGY NPV COMMON STOCK 6267995 1,090,770.19 1,091 290,053 SH Sole 23, 28 290,053 MITSUBISHI UFJ LEASE & FIN CO COMMON LTD NPV STOCK 6268976 378,989.59 379 12,640 SH Sole 28 12,640 INSURANCE AUSTRALIA COMMON GROUP NPV STOCK 6271026 2,232,724.98 2,233 671,648 SH Sole 28, 29 671,648 BILLABONG INTERNATIONAL COMMON NPV STOCK 6277916 445,554.76 446 42,182 SH Sole 28 42,182 NISSAY DOWA GENERAL COMMON INSURANCE NPV STOCK 6278209 112,176.53 112 22,000 SH Sole 28 22,000 DOWA HOLDINGS CO COMMON LTD NPV STOCK 6278306 348,217.10 348 57,800 SH Sole 28 57,800 KINTETSU WORLD COMMON EXPRESS NPV STOCK 6282211 810,151.55 810 34,700 SH Sole 40 34,700 INDOFOODS SUKSES MAKMUR COMMON IDR100(DEMAT) STOCK 6283979 687,466.64 687 2,207,000 SH Sole 40 2,207,000 LI & FUNG HKD0.025 COMMON STOCK 6286257 6,259,792.02 6,260 1,562,400 SH Sole 28, 41 1,562,400 MTR CORP HKD1 COMMON STOCK 6290054 1,165,105.79 1,165 336,214 SH Sole 28 336,214 CHINA PETROLEUM & CHEMICAL CORP COMMON CNY1'H'SHS STOCK 6291819 533,160.94 533 628,000 SH Sole 8 628,000 ABC-MART INC NPV COMMON STOCK 6292102 174,146.68 174 5,600 SH Sole 28 5,600 ONESTEEL NPV COMMON STOCK 6293729 809,955.48 810 304,634 SH Sole 28 304,634 GEO NPV COMMON STOCK 6296557 732,893.31 733 753 SH Sole 40 753 EAST JAPAN COMMON RAILWAY CO NPV STOCK 6298542 7,114,302.16 7,114 98,674 SH Sole 28, 29 98,674 JUPITER TELECOMMUNICATIONS COMMON CO LTD NPV STOCK 6301956 515,411.85 515 533 SH Sole 28 533 SINGAPORE EXCHANGE COMMON SGD0.01 STOCK 6303866 1,229,998.44 1,230 206,900 SH Sole 28 206,900 EIKEN CHEMICAL CO COMMON NPV STOCK 6307114 566,456.16 566 47,600 SH Sole 40 47,600 EISAI CO NPV COMMON STOCK 6307200 2,283,056.84 2,283 60,800 SH Sole 28 60,800 SQUARE ENIX HLDGS COMMON CO LTD NPV STOCK 6309262 358,826.05 359 13,300 SH Sole 28 13,300 CAPITALAND NPV COMMON B/L 500 STOCK 6309303 1,660,937.86 1,661 633,442 SH Sole 28 633,442 SBI HLDGS INC NPV COMMON STOCK 6309466 801,541.47 802 4,069 SH Sole 28 4,069 DENKI KAGAKU COMMON KOGYO KK NPV STOCK 6309820 381,826.42 382 93,000 SH Sole 28 93,000 ENERGY RESOURCES OF AUSTRALIA COMMON NPV STOCK 6317715 429,439.41 429 19,380 SH Sole 28 19,380 ESPRIT HLDGS ORD COMMON HKD0.10 STOCK 6321642 4,947,704.94 4,948 738,400 SH Sole 28, 41 738,400 FAMILYMART CO NPV COMMON STOCK 6331276 398,710.98 399 12,400 SH Sole 28 12,400 FAST RETAILING CO COMMON NPV STOCK 6332439 1,465,170.17 1,465 11,600 SH Sole 28 11,600 NIPPON PAPER COMMON GROUP INC NPV STOCK 6334781 576,593.98 577 20,037 SH Sole 28 20,037 MITSUBISHI UFJ FINANCIAL COMMON GROUP ORD NPV STOCK 6335171 12,868,438.65 12,868 2,407,951 SH Sole 28, 29 2,407,951
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- NUFARM NPV COMMON STOCK 6335331 333,009.40 333 33,452 SH Sole 28 33,452 SAPPORO HOKUYO COMMON HLDGS NPV STOCK 6335472 180,541.11 181 51,000 SH Sole 28 51,000 WOWOW INC NPV COMMON STOCK 6338631 552,826.50 553 250 SH Sole 40 250 FIRST PACIFIC CO COMMON USD0.01 STOCK 6339872 289,331.93 289 434,000 SH Sole 40 434,000 FLETCHER BUILDING COMMON NPV STOCK 6341606 904,032.15 904 150,461 SH Sole 28 150,461 FLEETWOOD CORPORATION COMMON ORD NPV STOCK 6341855 331,659.99 332 42,960 SH Sole 40 42,960 FOSTERS GROUP ORD COMMON NPV STOCK 6349268 2,252,555.24 2,253 460,430 SH Sole 28 460,430 FKP PROPERTY GROUP NPV COMMON STAPLED STOCK 6349699 82,959.27 83 124,222 SH Sole 40 124,222 FERROTEC CORP NPV COMMON STOCK 6354273 89,776.68 90 6,400 SH Sole 40 6,400 FUJI ELECTRIC COMMON HOLDINGS NPV STOCK 6356365 195,645.66 196 106,200 SH Sole 28 106,200 FUJI HEAVY COMMON INDUSTRIES NPV STOCK 6356406 538,538.31 539 139,000 SH Sole 28 139,000 FUJIFILM HLDGS COMMON CORP NPV STOCK 6356525 6,536,674.31 6,537 218,900 SH Sole 8, 28, 46 218,900 FUJIBO HOLDINGS COMMON INC STOCK 6356600 11,022.76 11 7,000 SH Sole 40 7,000 MIRACA HLDGS NPV COMMON STOCK 6356611 541,489.92 541 16,600 SH Sole 40 16,600 FANUC CO NPV COMMON STOCK 6356934 9,135,888.66 9,136 102,293 SH Sole 28, 39, 41 102,293 FUJITSU NPV COMMON STOCK 6356945 4,220,693.38 4,221 647,100 SH Sole 28, 29 647,100 FUJI SOFT INC NPV COMMON STOCK 6357001 243,639.82 244 14,500 SH Sole 40 14,500 FURUKAWA ELECTRIC COMMON CO NPV STOCK 6357562 794,254.56 794 196,300 SH Sole 28, 40 196,300 FUTABA INDUSTRIAL COMMON CO NPV STOCK 6357744 77,211.96 77 18,500 SH Sole 40 18,500 SIAM COMMERCIAL BANK NON VTG DEP RCPT REP 1 COMMON ORD THB10 STOCK 6363172 892,151.54 892 352,200 SH Sole 40 352,200 TONEN GENERAL COMMON SEKIYU KK NPV STOCK 6366007 624,476.51 624 64,000 SH Sole 28 64,000 GENTING SINGAPORE PLC ORD COMMON USD0.10(REGD) STOCK 6366795 823,899.44 824 1,039,782 SH Sole 28 1,039,782 BANPU CO NON VTG DEP RCPT REP 1 COMMON ORD THB10 STOCK 6368348 6,732,763.18 6,733 526,022 SH Sole 40 526,022 MCDONALDS HOLDINGS COMMON CO(JAPAN) NPV STOCK 6371863 415,314.59 415 20,750 SH Sole 28 20,750 MATSUI SECURITIES COMMON CO NPV STOCK 6373892 198,254.86 198 24,400 SH Sole 28 24,400 PARTNER COMMUNICATIONS COMMON CO ILS0.01 STOCK 6374420 191,492.37 191 10,130 SH Sole 29 10,130 MACARTHUR COAL COMMON LTD NPV STOCK 6375003 663,030.02 663 80,160 SH Sole 40 80,160 MISTUI KNOWLEDGE INDUSTRY CO COMMON LTD NPV STOCK 6382586 288,404.89 288 1,609 SH Sole 40 1,609 GUOCO GROUP COMMON USD0.50 STOCK 6390363 21,129.86 21 2,000 SH Sole 29 2,000 NOMURA RESEARCH COMMON INSTITUTE NPV STOCK 6390921 660,352.02 660 27,800 SH Sole 28 27,800 SHINHAN FINANCIAL COMMON GROUP KRW5000 STOCK 6397502 4,443,746.52 4,444 111,500 SH Sole 40 111,500 OZ MINERALS LTD COMMON NPV STOCK 6397825 1,166,541.80 1,167 1,163,095 SH Sole 23, 28 1,163,095 GUNMA BANK NPV COMMON STOCK 6398088 619,981.03 620 113,000 SH Sole 28 113,000 GUNZE NPV COMMON STOCK 6398709 374,594.62 375 82,000 SH Sole 40 82,000 HACHIJUNI BANK NPV COMMON STOCK 6400626 560,787.01 561 101,000 SH Sole 28 101,000 PANORAMIC COMMON RESOURCES LTD STOCK 6405665 104,779.09 105 47,744 SH Sole 40 47,744 HANG LUNG GROUP COMMON HKD1 STOCK 6408352 1,046,795.72 1,047 210,000 SH Sole 28 210,000 HANG SENG BANK COMMON HKD5 STOCK 6408374 2,684,700.68 2,685 187,000 SH Sole 28 187,000 HANKYU HANSHIN COMMON HLDGS INC NPV STOCK 6408664 1,298,480.95 1,298 271,000 SH Sole 28 271,000 HANWA CO NPV COMMON STOCK 6408824 151,181.54 151 42,000 SH Sole 40 42,000 JAMES HARDIE INDUSTRIES NV CDI(CHESS DEPOSITARY COMMON INTERESTS) STOCK 6412977 2,746,226.72 2,746 396,682 SH Sole 23, 28 396,682 DENTSU INC NPV COMMON STOCK 6416281 982,484.11 982 42,262 SH Sole 28 42,262 HIKARI TSUSHIN COMMON INC NPV STOCK 6416322 91,556.26 92 4,200 SH Sole 28 4,200 PTT PUBLIC CO THB10(ALIEN COMMON MARKET) STOCK 6420390 1,005,110.42 1,005 128,700 SH Sole 29 128,700 HENDERSON LAND DEVELOPMENT CO COMMON HKD2 STOCK 6420538 1,727,768.02 1,728 263,800 SH Sole 28 263,800 RESONA HLDGS INC COMMON NPV STOCK 6421553 1,520,017.94 1,520 118,601 SH Sole 28 118,601 HARBIN POWER EQUIPMENT CO COMMON 'H'CNY1 STOCK 6422761 452,502.29 453 482,000 SH Sole 40 482,000 AIR NEW ZEALAND COMMON NPV STOCK 6426484 36,599.33 37 41,957 SH Sole 40 41,957 HINO MOTORS NPV COMMON STOCK 6428305 291,622.85 292 77,000 SH Sole 28 77,000 HIROSE ELECTRIC COMMON CO NPV STOCK 6428725 832,416.34 832 7,400 SH Sole 28 7,400 HISAMITSU PHARMACEUTICAL COMMON CO INC NPV STOCK 6428907 668,801.78 669 16,500 SH Sole 28 16,500 HITACHI NPV COMMON STOCK 6429104 2,489,547.88 2,490 810,800 SH Sole 28 810,800 HITACHI CHEMICAL COMMON CO NPV STOCK 6429126 428,033.15 428 21,000 SH Sole 28 21,000 HITACHI CAPITAL COMMON CORP NPV STOCK 6429159 338,449.37 338 27,700 SH Sole 40 27,700 HITACHI METALS NPV COMMON STOCK 6429201 418,869.00 419 41,000 SH Sole 28 41,000 HITACHI CONSTRUCTION COMMON MACHINERY NPV STOCK 6429405 985,814.70 986 46,100 SH Sole 23, 28 46,100 HOKKAIDO ELECTRIC POWER CO INC COMMON NPV STOCK 6431325 937,116.87 937 45,100 SH Sole 28 45,100 CHUO MITSUI TRUST COMMON HLDGS INC NPV STOCK 6431897 879,541.91 880 238,400 SH Sole 28 238,400 HEALTHSCOPE COMMON LIMITED ORD NPV STOCK 6432920 411,693.85 412 97,498 SH Sole 40 97,498 HOKURIKU ELECTRIC POWER CO INC COMMON NPV STOCK 6433127 1,108,817.35 1,109 43,600 SH Sole 28 43,600 HONDA MOTOR CO NPV COMMON STOCK 6435145 14,064,235.93 14,064 463,100 SH Sole 23, 28, 40 463,100 H.K.AIRCRAFT ENGINEERING CO COMMON HKD1 STOCK 6435264 123,917.47 124 10,400 SH Sole 28 10,400
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- HONG KONG ELECTRIC HLDGS COMMON HKD1 STOCK 6435327 1,872,855.66 1,873 341,800 SH Sole 28 341,800 WHARF(HLDGS) HKD1 COMMON STOCK 6435576 3,708,228.77 3,708 701,337 SH Sole 28, 40 701,337 HONG KONG & CHINA COMMON GAS CO HKD0.25 STOCK 6436557 2,453,539.69 2,454 973,516 SH Sole 28 973,516 HON HAI PRECISION COMMON INDUSTRY TWD10 STOCK 6438564 9,305,511.93 9,306 2,330,425 SH Sole 40 2,330,425 HOGY MEDICAL CO COMMON NPV STOCK 6439040 622,193.15 622 11,100 SH Sole 40 11,100 HOSOKAWA MICRON COMMON CORP NPV STOCK 6439879 214,203.03 214 52,000 SH Sole 40 52,000 HOYA CORP NPV COMMON STOCK 6441506 6,684,018.40 6,684 283,700 SH Sole 28, 41 283,700 OSAKA TITANIUM TECHNOLOGIES COMMON CO LTD NPV STOCK 6447719 168,405.48 168 5,900 SH Sole 28 5,900 HUTCHISON WHAMPOA COMMON 8, 28, 41, HKD0.25 STOCK 6448068 12,711,231.78 12,711 1,767,500 SH Sole 46 1,767,500 HYUNDAI MOBIS COMMON KRW5000 STOCK 6449544 2,176,935.78 2,177 15,525 SH Sole 41 15,525 HYSAN DEVELOPMENT COMMON HKD5 STOCK 6449629 311,049.44 311 124,673 SH Sole 28 124,673 HYNIX SEMICONDUCTOR COMMON INC KRW5000 STOCK 6450267 445,564.26 446 26,600 SH Sole 29 26,600 HYUNDAI MOTOR CO COMMON KRW5000 STOCK 6451055 8,006,683.44 8,007 84,819 SH Sole 40 84,819 CHINA EVERBRIGHT COMMON HKD1 STOCK 6455143 366,375.77 366 162,000 SH Sole 23 162,000 ICL-ISRAEL CHEMICALS ORD COMMON ILS1 STOCK 6455530 427,906.49 428 37,100 SH Sole 29 37,100 ITO EN NPV COMMON STOCK 6455789 270,678.55 271 14,600 SH Sole 28 14,600 IBIDEN CO NPV COMMON STOCK 6456102 1,174,444.56 1,174 31,700 SH Sole 28 31,700 MACQUARIE INFRASTRUCTURE GROUP COMMON NPV(STAPLED) STOCK 6456942 1,173,535.01 1,174 905,178 SH Sole 28, 29 905,178 ORICA NPV COMMON STOCK 6458001 1,780,438.32 1,780 86,164 SH Sole 28 86,164 INES CORP NPV COMMON STOCK 6463016 186,638.89 187 22,000 SH Sole 40 22,000 IHI CORP NPV COMMON STOCK 6466985 596,691.75 597 295,000 SH Sole 28 295,000 FAIRFAX MEDIA COMMON LIMITED NPV STOCK 6467074 733,479.58 733 486,626 SH Sole 28 486,626 ISUZU MOTORS NPV COMMON STOCK 6467104 1,301,544.63 1,302 617,000 SH Sole 28, 40 617,000 ITOCHU CORP NPV COMMON STOCK 6467803 2,393,529.82 2,394 363,000 SH Sole 28 363,000 IYO BANK NPV COMMON STOCK 6468282 540,218.13 540 60,000 SH Sole 28 60,000 JAPAN STEEL WORKS COMMON NPV STOCK 6470685 893,636.97 894 78,000 SH Sole 28 78,000 JSR CORP NPV COMMON STOCK 6470986 886,611.29 887 43,400 SH Sole 28 43,400 JAFCO NPV COMMON STOCK 6471439 188,616.25 189 6,200 SH Sole 28 6,200 JARDINE MATHESON HLDGS ORD COMMON USD0.25 STOCK 6472119 1,505,557.41 1,506 49,600 SH Sole 40 49,600 JGC CORP NPV COMMON STOCK 6473468 2,339,740.51 2,340 115,000 SH Sole 23, 28 115,000 JAPAN TOBACCO INC COMMON NPV STOCK 6474535 5,836,104.78 5,836 1,707 SH Sole 8, 28, 37 1,707 JOYO BANK NPV COMMON STOCK 6479767 828,520.78 829 169,000 SH Sole 28 169,000 AEON CO NPV COMMON STOCK 6480048 2,581,795.04 2,582 270,700 SH Sole 28, 29 270,700 KAJIMA CORP ORD COMMON NPV STOCK 6481320 496,934.72 497 193,800 SH Sole 28 193,800 KAKEN PHARMACEUTICAL COMMON NPV STOCK 6481643 384,555.72 385 41,000 SH Sole 40 41,000 KAMIGUMI CO NPV COMMON STOCK 6482668 472,956.68 473 58,000 SH Sole 28 58,000 KANEKA CORP NPV COMMON STOCK 6483360 519,555.00 520 72,500 SH Sole 28 72,500 KANSAI ELECTRIC POWER CO INC COMMON NPV STOCK 6483489 4,600,570.63 4,601 190,600 SH Sole 28, 40 190,600 KANTO DENKA KOGYO COMMON CO NPV STOCK 6483627 137,194.37 137 18,000 SH Sole 40 18,000 KANSAI PAINT CO COMMON NPV STOCK 6483746 334,551.05 335 43,000 SH Sole 28 43,000 KAO CORP NPV COMMON STOCK 6483809 3,165,548.85 3,166 128,200 SH Sole 28 128,200 ONWARD HOLDINGS COMMON CO LTD NPV STOCK 6483821 270,076.98 270 36,400 SH Sole 28 36,400 KAWASAKI HEAVY COMMON INDUSTRIES NPV STOCK 6484620 859,346.99 859 339,200 SH Sole 28 339,200 KAWASAKI KISEN COMMON KAISHA NPV STOCK 6484686 513,288.72 513 139,000 SH Sole 28 139,000 KERRY PROPERTIES COMMON ORD HKD1 STOCK 6486314 947,530.05 948 178,000 SH Sole 28 178,000 KEIHIN ELECTRIC EXPRESS COMMON RAILWAY CO NPV STOCK 6487306 830,366.23 830 98,000 SH Sole 28 98,000 KEIO CORP NPV COMMON STOCK 6487362 965,026.11 965 141,400 SH Sole 28 141,400 KEISEI ELECTRIC COMMON RAILWAY CO NPV STOCK 6487425 491,055.64 491 74,000 SH Sole 28 74,000 KIKKOMAN CORP NPV COMMON STOCK 6490809 584,284.54 584 47,000 SH Sole 28 47,000 KIA MOTORS CORP COMMON KRW5000 STOCK 6490928 1,497,975.17 1,498 95,200 SH Sole 23 95,200 KEYENCE COMMON CORPORATION NPV STOCK 6490995 6,382,622.42 6,383 29,958 SH Sole 28, 41 29,958 KINGBOARD CHEMICAL HLDG COMMON HKD0.10 STOCK 6491318 4,786,430.74 4,786 1,265,000 SH Sole 40 1,265,000 KINDEN CORP NPV COMMON STOCK 6492924 266,804.83 267 32,000 SH Sole 28 32,000 KINTETSU CORP NPV COMMON STOCK 6492968 1,514,980.13 1,515 391,500 SH Sole 28 391,500 KIRIN HOLDINGS NPV COMMON STOCK 6493745 3,017,231.13 3,017 197,000 SH Sole 28 197,000 KOBE STEEL NPV COMMON STOCK 6496023 1,067,994.26 1,068 614,000 SH Sole 28 614,000 KOMATSU NPV COMMON STOCK 6496584 4,198,810.95 4,199 225,000 SH Sole 28 225,000 KONAMI CORP NPV COMMON STOCK 6496681 473,585.17 474 23,300 SH Sole 28 23,300 KONICA MINOLTA HOLDINGS INC COMMON NPV STOCK 6496700 1,089,087.88 1,089 115,400 SH Sole 28 115,400 JTEKT CORP NPV COMMON STOCK 6497082 503,713.53 504 43,400 SH Sole 28 43,400 KUBOTA CORP NPV COMMON STOCK 6497509 3,182,175.23 3,182 384,100 SH Sole 8, 28 384,100 KURARAY CO NPV COMMON STOCK 6497662 914,760.58 915 84,000 SH Sole 28 84,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- KURITA WATER COMMON INDUSTRIES NPV STOCK 6497963 977,295.85 977 27,300 SH Sole 28 27,300 KYOCERA CORP NPV COMMON STOCK 6499260 4,082,996.73 4,083 44,200 SH Sole 28, 29 44,200 KYOWA HAKKO KIRIN COMMON CO LTD NPV STOCK 6499550 783,375.36 783 62,000 SH Sole 28 62,000 KYUSHU ELECTRIC POWER CO INC COMMON NPV STOCK 6499806 2,204,235.87 2,204 97,300 SH Sole 28, 40 97,300 LEIGHTON HLDGS COMMON LTD NPV STOCK 6511227 1,139,058.39 1,139 35,874 SH Sole 28 35,874 LEND LEASE CORP COMMON NPV STOCK 6512004 1,800,934.28 1,801 193,365 SH Sole 28, 29 193,365 TOKIO MARINE COMMON HOLDINGS INC STOCK 6513126 4,947,172.58 4,947 171,700 SH Sole 28 171,700 LITE-ON TECHNOLOGY COMMON CORP TWD10 STOCK 6519481 4,873,975.28 4,874 3,731,000 SH Sole 40 3,731,000 VST HLDGS HKD0.10 COMMON STOCK 6527031 177,285.31 177 1,004,000 SH Sole 40 1,004,000 CHINATRUST FINANCIAL COMMON HLDGS TWD10 STOCK 6527666 3,671,129.74 3,671 5,687,774 SH Sole 40 5,687,774 BLUESCOPE STEEL COMMON ORD NPV STOCK 6533232 1,090,717.27 1,091 423,828 SH Sole 28 423,828 AEON MALL CO ORD COMMON NPV STOCK 6534202 321,218.98 321 15,500 SH Sole 28 15,500 BOC HONG KONG(HLDGS) COMMON ORD HKD5 STOCK 6536112 1,993,009.33 1,993 912,600 SH Sole 28 912,600 LG CORP KRW5000 COMMON STOCK 6537030 4,702,996.81 4,703 70,399 SH Sole 40 70,399 GS ENGINEERING & CONSTRUCTION COMMON CORP KRW5000 STOCK 6537096 1,603,652.48 1,604 20,601 SH Sole 40 20,601 LION NATHAN NPV COMMON STOCK 6538215 666,300.63 666 66,092 SH Sole 28 66,092 MACQUARIE AIRPORTS ORD COMMON NPV STOCK 6543628 379,702.76 380 152,097 SH Sole 28 152,097 NIPPON MINING HOLDINGS INC COMMON NPV STOCK 6543770 1,043,303.15 1,043 212,900 SH Sole 28, 40 212,900 JFE HOLDINGS INC COMMON NPV STOCK 6543792 3,973,498.83 3,973 116,200 SH Sole 28 116,200 JAPAN AIRLINES COMMON CORP NPV STOCK 6544933 357,768.25 358 244,000 SH Sole 28 244,000 MABUCHI MOTOR CO COMMON NPV STOCK 6551030 355,694.98 356 7,000 SH Sole 28 7,000 SIGMA PHARMACEUTICALS COMMON NPV STOCK 6552594 614,426.45 614 655,257 SH Sole 40 655,257 MAKITA CORP NPV COMMON STOCK 6555805 1,121,925.66 1,122 35,500 SH Sole 23, 28 35,500 CHINA TELECOM COMMON CORP 'H'CNY1 STOCK 6559335 3,544,470.72 3,544 7,504,000 SH Sole 29, 46 7,504,000 MANDOM CORP NPV COMMON STOCK 6560973 151,474.10 151 5,300 SH Sole 40 5,300 WORLEYPARSONS NPV COMMON STOCK 6562474 970,929.23 971 37,224 SH Sole 28 37,224 SUMITOMO MITSUI FINANCIAL COMMON GROUP INC NPV STOCK 6563024 11,949,411.84 11,949 344,738 SH Sole 8, 28, 29 344,738 MTN GROUP COMMON ZAR0.0001 STOCK 6563206 3,887,696.09 3,888 238,309 SH Sole 40 238,309 MEGAWORLD CORP COMMON PHP1 STOCK 6563648 2,813,208.19 2,813 89,293,000 SH Sole 40 89,293,000 NWS HOLDINGS HKD1 COMMON STOCK 6568353 356,907.46 357 185,000 SH Sole 28 185,000 MARUBENI CORP NPV COMMON STOCK 6569464 4,645,826.08 4,646 925,000 SH Sole 8, 23, 28 925,000 MARUICHI STEEL COMMON TUBE NPV STOCK 6569505 143,504.96 144 7,200 SH Sole 28 7,200 MARUI GROUP CO COMMON LTD NPV STOCK 6569527 350,658.86 351 49,200 SH Sole 28 49,200 MARUETSU INC NPV COMMON STOCK 6569594 9,741.78 10 2,000 SH Sole 40 2,000 MATSUDA SANGYO NPV COMMON STOCK 6570596 83,915.77 84 5,100 SH Sole 40 5,100 PANASONIC CORP NPV COMMON STOCK 6572707 8,694,124.43 8,694 594,102 SH Sole 28, 40 594,102 PANASONIC ELECTRIC WORKS COMMON CO LTD NPV STOCK 6572729 1,029,093.09 1,029 86,284 SH Sole 28 86,284 PCCW HKD0.25(POST COMMON CONS) STOCK 6574071 337,357.34 337 1,299,000 SH Sole 28 1,299,000 MINISTOP CO NPV COMMON STOCK 6583851 262,050.48 262 16,600 SH Sole 40 16,600 SUNCORP METWAY COMMON LIMITED NPV STOCK 6585084 2,381,873.66 2,382 305,148 SH Sole 28 305,148 YUE YUEN INDUSTRIAL COMMON HLDGS HKD0.25 STOCK 6586537 1,389,307.83 1,389 502,500 SH Sole 28, 29 502,500 MIZUHO FINANCIAL COMMON GROUP NPV STOCK 6591014 5,883,257.13 5,883 2,987,154 SH Sole 28 2,987,154 FIELDS CORP NPV COMMON STOCK 6591478 254,620.70 255 170 SH Sole 40 170 CREDIT SAISON CO COMMON NPV STOCK 6591809 445,407.35 445 38,100 SH Sole 28 38,100 MARS ENGINEERING COMMON CORP NPV STOCK 6592556 47,849.55 48 1,300 SH Sole 40 1,300 SOJITZ CORP NPV COMMON STOCK 6594143 548,231.21 548 289,167 SH Sole 28 289,167 MITSUBISHI ESTATE COMMON CO NPV STOCK 6596729 4,841,446.84 4,841 309,480 SH Sole 28, 39 309,480 MITSUBISHI CORP COMMON SHS COM STK NPV STOCK 6596785 8,811,209.99 8,811 438,100 SH Sole 8, 28, 40 438,100 MITSUBISHI LOGISTICS CORP COMMON NPV STOCK 6596848 414,979.01 415 34,400 SH Sole 28 34,400 MITSUBISHI GAS CHEMICAL CO COMMON INC NPV STOCK 6596923 590,630.25 591 109,000 SH Sole 23, 28 109,000 MITSUBISHI ELECTRIC CORP COMMON NPV STOCK 6597045 5,120,032.56 5,120 677,600 SH Sole 8, 28 677,600 MITSUBISHI HEAVY COMMON INDUSTRIES NPV STOCK 6597067 2,786,193.28 2,786 738,200 SH Sole 28 738,200 MITSUBISHI MATERIALS CORP COMMON NPV STOCK 6597089 703,910.78 704 256,000 SH Sole 28 256,000 MITSUBISHI RAYON COMMON CO NPV STOCK 6597164 506,679.23 507 148,100 SH Sole 28 148,100 MITSUBISHI STEEL COMMON MFG CO NPV STOCK 6597205 312,449.71 312 154,000 SH Sole 40 154,000 MITSUI & CO NPV COMMON STOCK 6597302 6,668,770.20 6,669 512,600 SH Sole 8, 28 512,600 MITSUI MINING & COMMON SMELTING CO NPV STOCK 6597346 385,754.00 386 151,100 SH Sole 28 151,100 MITSUI CHEMICALS COMMON INC NPV STOCK 6597368 586,024.15 586 165,100 SH Sole 28 165,100 MITSUI ENGINEERING & SHIPBUILDING COMMON NPV STOCK 6597380 460,421.70 460 178,000 SH Sole 28 178,000 MITSUMI ELECTRIC COMMON CO NPV STOCK 6597409 571,527.84 572 26,600 SH Sole 28, 40 26,600 MITSUI COMMON O.S.K.LINES NPV STOCK 6597584 1,816,290.04 1,816 308,000 SH Sole 28, 40 308,000 MITSUI FUDOSAN NPV COMMON STOCK 6597603 6,124,139.84 6,124 363,700 SH Sole 8, 28, 29 363,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- LEOPALACE 21 NPV COMMON STOCK 6598424 264,767.78 265 33,075 SH Sole 28 33,075 MITSUBISHI MOTOR COMMON CORP NPV STOCK 6598446 1,417,885.20 1,418 862,000 SH Sole 28 862,000 POWERTECH TECHNOLOGY INC COMMON TWD10 STOCK 6599676 3,026,325.98 3,026 1,010,000 SH Sole 40 1,010,000 MONADELPHOUS COMMON GROUP NPV STOCK 6600471 1,031,161.32 1,031 87,751 SH Sole 40 87,751 COMFORTDELGRO COMMON CORP SGD0.25 STOCK 6603737 497,481.79 497 436,620 SH Sole 28 436,620 SIAM CEMENT CO THB1(NON VTG COMMON DEP RECEIPT) STOCK 6609928 1,095,304.10 1,095 165,300 SH Sole 40 165,300 MURATA MANUFACTURING COMMON CO NPV STOCK 6610403 2,431,597.15 2,432 51,500 SH Sole 28 51,500 MUSASHINO BANK NPV COMMON STOCK 6611440 277,850.50 278 9,200 SH Sole 40 9,200 SEIKO EPSON CORP COMMON NPV STOCK 6616508 457,206.07 457 30,600 SH Sole 28 30,600 AXA ASIA PACIFIC COMMON HLDGS NPV STOCK 6617794 945,503.76 946 246,333 SH Sole 28 246,333 NEC NETWORKS & COMMON SYSTEM INTE CO STOCK 6619422 813,242.54 813 59,700 SH Sole 40 59,700 N.G.K.INSULATORS COMMON NPV STOCK 6619507 2,030,361.71 2,030 88,000 SH Sole 23, 28 88,000 NGK SPARK PLUG CO COMMON NPV STOCK 6619604 573,234.57 573 45,000 SH Sole 28 45,000 NHK SPRING CO NPV COMMON STOCK 6619648 354,025.07 354 43,000 SH Sole 28 43,000 NAMURA SHIPBUILDING COMMON CO NPV STOCK 6621063 263,184.74 263 43,900 SH Sole 40 43,900 NATIONAL AUSTRALIA BANK COMMON NPV STOCK 6624608 16,068,547.55 16,069 593,801 SH Sole 28, 29 593,801 NEPTUNE ORIENT LINES NPV COMMON BOARD LOT 250 STOCK 6628859 229,373.47 229 182,398 SH Sole 28 182,398 MIZUHO SECURITIES COMMON CO LTD STOCK 6631501 386,805.12 387 106,700 SH Sole 28 106,700 MARUTI SUZUKI COMMON INDIA LTD STOCK 6633712 3,068,582.56 3,069 87,158 SH Sole 40 87,158 NEW WORLD DEVELOPMENT CO COMMON HKD1 STOCK 6633767 2,934,227.72 2,934 1,369,809 SH Sole 28, 29, 40 1,369,809 NEWCREST MINING COMMON NPV STOCK 6637101 3,239,539.34 3,240 115,109 SH Sole 28 115,109 NIHON DEMPA KOGYO COMMON NPV STOCK 6639442 166,017.98 166 8,600 SH Sole 40 8,600 NINTENDO CO NPV COMMON 8, 28, 46, STOCK 6639550 10,072,910.36 10,073 39,500 SH Sole 47 39,500 NISHI-NIPPON CITY COMMON BANK NPV STOCK 6639721 387,813.80 388 154,000 SH Sole 28 154,000 NIHON KOHDEN CORP COMMON NPV STOCK 6639970 291,489.03 291 17,500 SH Sole 40 17,500 DENSO CORP NPV COMMON STOCK 6640381 6,598,601.84 6,599 225,000 SH Sole 28, 41 225,000 NEC CORP NPV COMMON STOCK 6640400 1,461,328.50 1,461 467,000 SH Sole 28 467,000 TAIYO NIPPON COMMON SANSO CORP NPV STOCK 6640541 735,724.43 736 62,000 SH Sole 28 62,000 NIPPON SHINYAKU COMMON CO NPV STOCK 6640563 876,501.94 877 62,000 SH Sole 40 62,000 NIPPON SODA CO NPV COMMON STOCK 6640585 769,799.50 770 183,000 SH Sole 40 183,000 NIDEC CORP NPV COMMON STOCK 6640682 8,476,078.77 8,476 104,700 SH Sole 28, 41 104,700 NIPPON MEAT COMMON PACKERS INC NPV STOCK 6640767 563,424.04 563 44,000 SH Sole 28 44,000 NISSHIN SEIFUN COMMON GROUP INC NPV STOCK 6640961 626,362.14 626 44,900 SH Sole 28 44,900 NIPPON TEL & TEL COMMON CORP NPV STOCK 6641373 9,408,234.62 9,408 203,854 SH Sole 28, 29, 40 203,854 NIPPON OIL CORP COMMON NPV STOCK 6641403 1,708,894.50 1,709 305,400 SH Sole 28 305,400 NIPPON SHEET COMMON GLASS CO NPV STOCK 6641447 465,764.67 466 140,000 SH Sole 28 140,000 NSK NPV COMMON STOCK 6641544 1,535,091.23 1,535 248,400 SH Sole 23, 28 248,400 NISSAN CHEMICAL COMMON INDUSTRIES NPV STOCK 6641588 488,518.75 489 34,000 SH Sole 28 34,000 NISSHIN STEEL CO COMMON NPV STOCK 6641641 299,502.15 300 168,900 SH Sole 28 168,900 NISSIN FOOD HLDGS COMMON CO LTD NPV STOCK 6641760 655,692.51 656 17,100 SH Sole 28 17,100 NITTO DENKO CORP COMMON NPV STOCK 6641801 1,418,099.56 1,418 46,410 SH Sole 23, 28 46,410 NIPPON EXPRESS CO COMMON COM NPV STOCK 6642127 817,886.63 818 201,500 SH Sole 28 201,500 NIKON CORP NPV COMMON STOCK 6642321 1,438,870.09 1,439 79,000 SH Sole 28 79,000 YAMAHA CORP NPV COMMON STOCK 6642387 541,414.08 541 45,900 SH Sole 28 45,900 MINEBEA CO NPV COMMON STOCK 6642406 466,899.72 467 102,000 SH Sole 28 102,000 NOK CORP NPV COMMON STOCK 6642428 351,888.89 352 23,700 SH Sole 28 23,700 NIPPON STEEL CORP COMMON NPV STOCK 6642569 4,459,396.31 4,459 1,225,000 SH Sole 28 1,225,000 NIPPON ELECTRIC COMMON GLASS NPV STOCK 6642666 759,874.91 760 83,500 SH Sole 28 83,500 HITACHI HIGH-TECHNOLOGIES COMMON CO NPV STOCK 6642804 279,503.37 280 13,400 SH Sole 28 13,400 NISSAN MOTOR CO COMMON NPV STOCK 6642860 8,726,134.54 8,726 1,294,900 SH Sole 8, 28, 29 1,294,900 NISSHINBO HOLDINGS INC COMMON NPV STOCK 6642923 329,856.60 330 31,100 SH Sole 28 31,100 NOMURA HLDGS INC COMMON NPV STOCK 6643108 5,856,475.38 5,856 955,400 SH Sole 28, 40 955,400 NIPPONKOA INSURANCE CO COMMON NPV STOCK 6643380 1,066,774.70 1,067 171,000 SH Sole 28 171,000 NIPPON YUSEN KK COMMON NPV STOCK 6643960 2,111,947.08 2,112 548,400 SH Sole 28, 29 548,400 NIPPON TELEVISION NETWORK CORP COMMON NPV STOCK 6644060 502,575.40 503 3,500 SH Sole 23 3,500 NITORI CO NPV COMMON STOCK 6644800 978,466.93 978 11,500 SH Sole 23, 28 11,500 NITTA CORP NPV COMMON STOCK 6646680 82,860.87 83 5,400 SH Sole 40 5,400 ORIENTAL LAND CO COMMON NPV STOCK 6648891 858,364.44 858 12,200 SH Sole 28 12,200 BANK MANDIRI(PERSERO)COMMON IDR500 STOCK 6651048 978,690.12 979 2,025,500 SH Sole 40 2,025,500 NTN CORP NPV COMMON STOCK 6651189 391,390.43 391 94,600 SH Sole 28 94,600 ODAKYU ELECTRIC COMMON RAILWAY CO NPV STOCK 6656106 1,463,385.46 1,463 162,100 SH Sole 28 162,100 OBAYASHI CORP NPV COMMON STOCK 6656407 646,980.14 647 147,500 SH Sole 28 147,500
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- OJI PAPER CO NPV COMMON STOCK 6657701 972,333.99 972 216,000 SH Sole 28 216,000 OKUWA CO NPV COMMON STOCK 6657950 198,395.71 198 18,000 SH Sole 40 18,000 OLYMPUS CORP NPV COMMON STOCK 6658801 1,398,902.08 1,399 53,000 SH Sole 28 53,000 ORIENT OVERSEAS COMMON INT USD0.1 STOCK 6659116 292,203.69 292 57,438 SH Sole 28 57,438 OMRON CORP NPV COMMON STOCK 6659428 1,372,271.69 1,372 73,036 SH Sole 28, 39 73,036 ONO PHARMACEUTICAL COMMON CO NPV STOCK 6660107 1,069,984.23 1,070 20,600 SH Sole 28 20,600 TAIHEIYO CEMENT COMMON CORP NPV STOCK 6660204 250,193.55 250 188,000 SH Sole 28 188,000 OHSHO FOOD SERVICE CORP COMMON NPV STOCK 6660936 223,382.61 223 7,400 SH Sole 40 7,400 ORIX CORP NPV COMMON STOCK 6661144 4,294,734.98 4,295 70,710 SH Sole 23, 28, 40 70,710 OSAKA GAS CO NPV COMMON STOCK 6661768 1,747,007.01 1,747 498,900 SH Sole 28, 40 498,900 OSAKA STEEL CO NPV COMMON STOCK 6662095 346,234.77 346 19,800 SH Sole 40 19,800 PACIFIC METALS CO COMMON NPV STOCK 6666343 475,726.62 476 63,000 SH Sole 40 63,000 PALADIN ENERGY COMMON LTD NPV STOCK 6668468 599,237.28 599 151,720 SH Sole 28 151,720 WISTRON CORP TWD10 COMMON STOCK 6672481 5,333,590.86 5,334 2,874,668 SH Sole 23, 40 2,874,668 INCITEC PIVOT NPV COMMON STOCK 6673042 1,355,720.18 1,356 545,188 SH Sole 23, 28 545,188 SANEI INTERNATIONAL COMMON CO NPV STOCK 6680707 177,547.08 178 13,000 SH Sole 40 13,000 PERPETUAL LIMITED COMMON NPV STOCK 6682394 195,519.29 196 5,685 SH Sole 28 5,685 HOKUHOKU FINANCIAL COMMON GROUP INC NPV STOCK 6683591 617,625.80 618 264,900 SH Sole 28 264,900 WEIQIAO TEXTILE COMMON CO 'H'CNY1 STOCK 6684594 291,483.94 291 472,000 SH Sole 40 472,000 PHILIPPINE LONG DISTANCE COMMON TELEPHONE PHP5 STOCK 6685661 6,312,540.91 6,313 124,010 SH Sole 41 124,010 ALFRESA HOLDINGS COMMON CORP NPV STOCK 6687214 252,657.15 253 6,200 SH Sole 28 6,200 MELCO HLDGS INC COMMON NPV STOCK 6688143 222,396.79 222 12,500 SH Sole 40 12,500 POSCO KRW5000 COMMON STOCK 6693233 6,250,080.75 6,250 15,095 SH Sole 40 15,095 TOLL HLDGS LTD NPV COMMON STOCK 6693749 1,153,392.27 1,153 153,784 SH Sole 28 153,784 PRESS KOGYO CO NPV COMMON STOCK 6701006 559,529.38 560 280,000 SH Sole 40 280,000 JB HI-FI NPV COMMON STOCK 6702623 246,339.71 246 14,100 SH Sole 23 14,100 PROMISE CO NPV COMMON STOCK 6703295 90,220.43 90 16,600 SH Sole 28 16,600 AMP NPV(POST COMMON RECON) STOCK 6709958 2,737,368.33 2,737 477,464 SH Sole 28 477,464 QANTAS AIRWAYS NPV COMMON STOCK 6710347 2,768,991.74 2,769 1,102,299 SH Sole 28, 29 1,102,299 CHINA RESOURCES POWER HLDGS CO COMMON HKD1 STOCK 6711566 3,753,838.22 3,754 1,621,000 SH Sole 40 1,621,000 JAPAN PETROLEUM EXPLORATION CO COMMON NPV STOCK 6711696 376,392.25 376 7,400 SH Sole 28 7,400 Q.P.CORP NPV COMMON STOCK 6714509 76,446.79 76 6,700 SH Sole 40 6,700 QBE INSURANCE COMMON GROUP NPV STOCK 6715740 10,452,859.30 10,453 494,368 SH Sole 28, 39, 41 494,368 PERUSAHAAN GAS NEGARA(PGN) COMMON IDR100 STOCK 6719764 783,600.10 784 2,087,500 SH Sole 8 2,087,500 ARCS CO NPV COMMON STOCK 6721930 310,855.79 311 19,500 SH Sole 40 19,500 RICOH LEASING CO COMMON NPV STOCK 6729116 94,449.04 94 4,300 SH Sole 40 4,300 SHINSEI BANK NPV COMMON STOCK 6730936 439,708.41 440 288,000 SH Sole 28 288,000 RICOH CO NPV COMMON STOCK 6738220 4,011,653.29 4,012 276,200 SH Sole 8, 28 276,200 NIPPON COKE AND ENGINEERING COMPANY, COMMON LIMITED NPV STOCK 6740344 69,666.02 70 61,000 SH Sole 40 61,000 RINNAI CORP NPV COMMON STOCK 6740582 1,352,122.12 1,352 28,700 SH Sole 28, 40 28,700 NEPTUNE MARINE SERVICES LTD COMMON NPV STOCK 6741983 246,453.71 246 349,713 SH Sole 40 349,713 GS YUASA CORP NPV COMMON STOCK 6744250 738,135.05 738 81,000 SH Sole 28 81,000 PRIME VIEW INTERNATIONAL COMMON CO TWD10 STOCK 6744283 254,821.77 255 163,000 SH Sole 23 163,000 T&D HOLDINGS INC COMMON NPV STOCK 6744294 1,495,680.73 1,496 55,500 SH Sole 28 55,500 ROHM CO NPV COMMON STOCK 6747204 1,672,103.28 1,672 24,000 SH Sole 28 24,000 ROTARY ENGINEERING COMMON ORD SGD0.10 STOCK 6751960 414,931.71 415 511,000 SH Sole 40 511,000 SMC CORP NPV COMMON STOCK 6763965 1,629,308.33 1,629 13,300 SH Sole 28 13,300 SOFTBANK CORP NPV COMMON STOCK 6770620 3,940,971.04 3,941 179,800 SH Sole 28 179,800 SHANGRI-LA ASIA COMMON HKD1 STOCK 6771032 549,143.98 549 292,000 SH Sole 28 292,000 SAMSUNG SDI COMMON KRW5000 STOCK 6771645 618,143.15 618 4,900 SH Sole 23 4,900 SAMSUNG ELECTRO-MECHANICS COMMON CO KRW5000 STOCK 6771689 1,486,345.47 1,486 17,300 SH Sole 23 17,300 SAMSUNG ELECTRONICS CO COMMON KRW5000 STOCK 6771720 15,729,146.94 15,729 22,783 SH Sole 29, 40 22,783 SAMSUNG HEAVY INDUSTRIES CO COMMON KRW5000 STOCK 6772217 3,247,317.69 3,247 150,070 SH Sole 40 150,070 SANDEN CORP NPV COMMON STOCK 6775186 130,199.38 130 46,000 SH Sole 40 46,000 SANKYO CO NPV COMMON STOCK 6775432 811,460.76 811 13,000 SH Sole 28 13,000 SANSHIN ELECTRONICS CO COMMON NPV STOCK 6776361 121,104.77 121 15,100 SH Sole 40 15,100 SANTEN PHARMACEUTICAL COMMON CO NPV STOCK 6776606 660,914.12 661 18,000 SH Sole 28 18,000 SANTOS NPV COMMON STOCK 6776703 4,845,487.12 4,845 362,143 SH Sole 8, 28 362,143 SANYO ELECTRIC CO COMMON NPV STOCK 6776769 941,750.37 942 398,200 SH Sole 28 398,200 SAPPORO HLDGS NPV COMMON STOCK 6776907 361,260.22 361 71,000 SH Sole 28 71,000 CHINA SHIPPING DEVELOPMENT CO COMMON 'H'CNY1 STOCK 6782045 3,148,374.03 3,148 2,508,000 SH Sole 40 2,508,000 MEDIPAL HOLDINGS COMMON CORPORATION STOCK 6782090 420,050.14 420 29,900 SH Sole 28 29,900
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SECOM CO NPV COMMON STOCK 6791591 2,541,854.17 2,542 50,600 SH Sole 28 50,600 SEKISUI CHEMICAL COMMON CO NPV STOCK 6793821 568,206.93 568 98,000 SH Sole 28 98,000 SEKISUI HOUSE NPV COMMON STOCK 6793906 1,029,012.84 1,029 114,300 SH Sole 28 114,300 SHARP CORP NPV COMMON STOCK 6800602 5,968,076.14 5,968 537,900 SH Sole 28, 29, 40 537,900 SHOPRITE HOLDINGS COMMON ZAR0.01134 STOCK 6801575 4,073,184.80 4,073 493,100 SH Sole 40 493,100 SHIMAMURA CO NPV COMMON STOCK 6804035 499,951.11 500 5,100 SH Sole 28 5,100 77TH BANK NPV COMMON STOCK 6804165 445,437.59 445 78,300 SH Sole 28 78,300 SHIKOKU ELECTRIC POWER CO INC COMMON NPV STOCK 6804347 1,320,438.08 1,320 43,300 SH Sole 28 43,300 SHIMADZU CORP NPV COMMON STOCK 6804369 426,114.06 426 59,000 SH Sole 28 59,000 SHIMIZU CORP NPV COMMON STOCK 6804400 562,627.42 563 143,000 SH Sole 28 143,000 SHIN-ETSU COMMON CHEMICAL CO NPV STOCK 6804585 6,926,216.32 6,926 112,900 SH Sole 8, 28 112,900 SHIONOGI & CO NPV COMMON STOCK 6804682 2,682,520.07 2,683 113,400 SH Sole 23, 28 113,400 SHIMANO INC NPV COMMON STOCK 6804820 627,936.05 628 14,600 SH Sole 28 14,600 SHINKO ELECTRIC INDUSTRIES CO COMMON NPV STOCK 6804927 1,457,629.91 1,458 82,200 SH Sole 23, 28 82,200 SHISEIDO CO NPV COMMON STOCK 6805265 1,440,047.54 1,440 82,700 SH Sole 28 82,700 SHIZUOKA BANK NPV COMMON STOCK 6805328 1,536,414.06 1,536 146,000 SH Sole 28 146,000 SHOWA DENKO KK NPV COMMON STOCK 6805469 521,557.46 522 257,000 SH Sole 28 257,000 SHOWA SHELL COMMON SEKIYU KK NPV STOCK 6805544 443,821.21 444 40,700 SH Sole 28 40,700 SILICONWARE PRECISION INDUSTRIES CO COMMON TWD10 STOCK 6808877 218,858.41 219 155,540 SH Sole 29 155,540 SINO LAND CO ORD COMMON HKD1 STOCK 6810429 701,937.23 702 394,000 SH Sole 28 394,000 SINGAPORE AIRLINES COMMON SGD0.50 STOCK 6811734 1,233,629.28 1,234 126,479 SH Sole 28 126,479 SONIC HEALTHCARE COMMON NPV STOCK 6821120 1,069,335.44 1,069 85,528 SH Sole 28 85,528 SONY CORP COM STK COMMON NPV STOCK 6821506 8,612,165.09 8,612 293,900 SH Sole 28, 46 293,900 SKY CITY ENTERTAINMENT COMMON GROUP NPV STOCK 6823193 336,140.73 336 143,590 SH Sole 28 143,590 STANLEY ELECTRIC COMMON CO NPV STOCK 6841106 700,435.60 700 34,600 SH Sole 28 34,600 SUMISHO COMPUTER SYSTEMS CORP COMMON NPV STOCK 6858474 81,193.44 81 4,900 SH Sole 40 4,900 SUMITOMO CHEMICAL COMMON CO NPV STOCK 6858560 1,574,480.58 1,574 379,200 SH Sole 28 379,200 SUMITOMO ELECTRIC COMMON INDUSTRIES NPV STOCK 6858708 2,375,196.29 2,375 181,900 SH Sole 28 181,900 SUMITOMO HEAVY COMMON INDUSTRIES NPV STOCK 6858731 2,303,861.78 2,304 475,000 SH Sole 8, 23, 28 475,000 SUMITOMO METAL COMMON INDUSTRIES NPV STOCK 6858827 2,011,665.96 2,012 821,000 SH Sole 28 821,000 SUMITOMO METAL COMMON MINING CO NPV STOCK 6858849 2,009,090.35 2,009 123,000 SH Sole 28 123,000 SUMITOMO REALTY & DEVELOPMENT CO COMMON NPV STOCK 6858902 3,169,592.67 3,170 174,000 SH Sole 28, 29 174,000 SUMITOMO CORP NPV COMMON STOCK 6858946 2,775,252.01 2,775 270,500 SH Sole 28 270,500 SUMITOMO RUBBER COMMON INDUSTRIES NPV STOCK 6858991 1,131,134.24 1,131 120,100 SH Sole 23, 28 120,100 SUMITOMO TRUST & COMMON BANKING CO NPV STOCK 6859002 1,801,776.41 1,802 341,000 SH Sole 28 341,000 SUN HUNG KAI PROPERTIES COMMON HKD0.50 STOCK 6859927 5,753,460.36 5,753 391,700 SH Sole 28, 39 391,700 SURUGA BANK NPV COMMON STOCK 6864329 490,719.34 491 52,000 SH Sole 28 52,000 SUZUKI MOTOR CORP COMMON NPV STOCK 6865504 1,969,950.49 1,970 84,700 SH Sole 28 84,700 SUZUKEN CO NPV COMMON STOCK 6865560 534,509.89 535 15,500 SH Sole 28 15,500 SWIRE PACIFIC COMMON 'A'HKD0.60 STOCK 6867748 6,154,462.24 6,154 524,500 SH Sole 28, 46 524,500 THK CO NPV COMMON STOCK 6869131 570,604.09 571 29,200 SH Sole 28 29,200 TDK CORP NPV COMMON STOCK 6869302 1,607,452.74 1,607 27,900 SH Sole 28 27,900 TAIKISHA NPV COMMON STOCK 6869959 577,451.81 577 43,100 SH Sole 40 43,100 TAISEI CORP NPV COMMON STOCK 6870100 467,250.03 467 236,000 SH Sole 28 236,000 TAISHO PHARMACEUTICAL COMMON CO NPV STOCK 6870144 583,717.67 584 28,900 SH Sole 28 28,900 TAKASHIMAYA CO NPV COMMON STOCK 6870401 836,686.64 837 105,000 SH Sole 28, 29 105,000 TAKEDA PHARMACEUTICAL COMMON CO NPV STOCK 6870445 9,454,823.74 9,455 227,300 SH Sole 28, 46 227,300 ADVANTEST CORP NPV COMMON STOCK 6870490 1,007,560.73 1,008 36,500 SH Sole 28 36,500 TAKASAGO THERMAL ENGINEERING CO COMMON NPV STOCK 6870520 138,740.77 139 16,000 SH Sole 40 16,000 TAIWAN SYNTHETIC COMMON RUBBER TWD10 STOCK 6870876 3,014,915.45 3,015 2,628,000 SH Sole 40 2,628,000 MITSUBISHI TANABE COMMON PHARMA CORP NPV STOCK 6870984 1,849,200.48 1,849 139,000 SH Sole 28, 29 139,000 TAMURA CORP NPV COMMON STOCK 6871040 103,114.70 103 30,000 SH Sole 40 30,000 TAIYO INK MFG CO COMMON NPV STOCK 6871783 167,913.30 168 6,600 SH Sole 40 6,600 TABCORP HLDGS NPV COMMON STOCK 6873262 868,775.61 869 138,240 SH Sole 28 138,240 TEIJIN NPV COMMON STOCK 6880507 651,931.56 652 209,800 SH Sole 28 209,800 TEIKOKU PISTON COMMON RING CO NPV STOCK 6880927 4,253.73 4 900 SH Sole 40 900 TELECOM CORP OF COMMON NEW ZEALAND NPV STOCK 6881436 843,144.93 843 439,423 SH Sole 28 439,423 TELECOM CORP OF COMMON NEW ZEALAND NPV STOCK 6881500 638,798.23 639 331,303 SH Sole 29 331,303 TELEVISION BROADCASTS ORD COMMON HKD0.05 STOCK 6881674 253,611.41 254 59,000 SH Sole 28 59,000 TERUMO CORP NPV COMMON STOCK 6885074 2,232,172.73 2,232 40,700 SH Sole 28 40,700 KASIKORNBANK THB10(ALIEN COMMON MARKET) STOCK 6888794 2,144,932.99 2,145 817,500 SH Sole 40 817,500 TAIWAN SEMICONDUCTOR MANUFACTURING COMMON TWD10 STOCK 6889106 15,765,147.91 15,765 7,966,217 SH Sole 40, 41, 46 7,966,217
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- TOKYO BROADCASTING SYSTEM HOLDINGS INC COMMON NPV STOCK 6894166 98,698.27 99 5,800 SH Sole 28 5,800 TOSHIBA TEC CORP COMMON NPV STOCK 6894887 257,006.25 257 55,000 SH Sole 40 55,000 TOKYU LAND CORP COMMON NPV STOCK 6895084 397,775.84 398 100,000 SH Sole 28 100,000 TOBU RAILWAY CO COMMON NPV STOCK 6895169 1,177,922.41 1,178 193,000 SH Sole 28 193,000 TOHO CO(FILM) NPV COMMON STOCK 6895200 406,725.66 407 24,100 SH Sole 28 24,100 TOHO GAS CO NPV COMMON STOCK 6895222 510,710.45 511 112,000 SH Sole 28 112,000 TOHOKU ELECTRIC POWER CO INC COMMON NPV STOCK 6895266 2,397,192.40 2,397 107,700 SH Sole 28, 40 107,700 TOKYO ELECTRIC POWER CO INC COMMON NPV STOCK 6895404 10,144,933.09 10,145 387,200 SH Sole 28, 29, 40 387,200 TOKYO TATEMONO CO COMMON NPV STOCK 6895426 297,164.45 297 61,000 SH Sole 28 61,000 TOKYO GAS CO NPV COMMON STOCK 6895448 2,416,048.19 2,416 582,400 SH Sole 28, 40 582,400 TOKYO ELECTRON NPV COMMON STOCK 6895675 2,632,589.41 2,633 41,400 SH Sole 28 41,400 TOKUYAMA CORP NPV COMMON STOCK 6895761 431,329.27 431 59,000 SH Sole 28 59,000 TOKYO STEEL MANUFACTURING COMMON CO NPV STOCK 6895879 497,857.92 498 40,700 SH Sole 23, 28 40,700 TOKYU CORP NPV COMMON STOCK 6896548 1,293,948.09 1,294 269,900 SH Sole 28 269,900 TOPPAN PRINTING COMMON CO NPV STOCK 6897024 1,217,710.37 1,218 129,000 SH Sole 28 129,000 TORAY INDUSTRIES COMMON INC NPV STOCK 6897143 1,942,411.23 1,942 321,300 SH Sole 28 321,300 TOSHIBA CORP NPV COMMON STOCK 6897217 8,247,601.19 8,248 1,575,700 SH Sole 28, 29 1,575,700 TOTO NPV COMMON STOCK 6897466 338,181.23 338 54,200 SH Sole 28 54,200 TOYO ENGINEERING COMMON CORP NPV STOCK 6899718 672,188.98 672 198,000 SH Sole 40 198,000 TOYO SUISAN COMMON KAISHA NPV STOCK 6899967 524,914.95 525 19,400 SH Sole 28 19,400 JS GROUP CORP NPV COMMON STOCK 6900212 1,024,676.23 1,025 58,600 SH Sole 28 58,600 TOYO SEIKAN COMMON KAISHA NPV STOCK 6900267 721,810.34 722 37,700 SH Sole 28 37,700 TOSOH CORP NPV COMMON STOCK 6900289 277,303.06 277 110,000 SH Sole 28, 29 110,000 MAZDA MOTOR CORP COMMON NPV STOCK 6900308 466,713.87 467 209,000 SH Sole 28 209,000 TOYOTA INDUSTRIES COMMON CORP NPV STOCK 6900546 1,138,793.13 1,139 41,600 SH Sole 28 41,600 TOYODA GOSEI NPV COMMON STOCK 6900557 422,850.66 423 14,500 SH Sole 28 14,500 TOYOTA TSUSHO COMMON CORP NPV STOCK 6900580 742,514.06 743 49,400 SH Sole 28 49,400 TOYOTA BOSHOKU COMMON CORP NPV STOCK 6900591 261,626.75 262 13,300 SH Sole 28 13,300 TOYOTA MOTOR CORP COMMON 23, 28, NPV STOCK 6900643 30,460,235.06 30,460 765,900 SH Sole 40, 41 765,900 TSUGAMI CORP NPV COMMON STOCK 6906760 353,140.75 353 185,000 SH Sole 40 185,000 TSUMURA & CO NPV COMMON STOCK 6906919 530,087.68 530 14,700 SH Sole 28 14,700 UBE INDUSTRIES NPV COMMON STOCK 6910705 1,246,764.29 1,247 476,000 SH Sole 23, 28 476,000 UNI.CHARM CORP NPV COMMON STOCK 6911485 881,788.41 882 9,300 SH Sole 28 9,300 GUANGDONG INVESTMENT COMMON HKD0.50 STOCK 6913168 217,127.14 217 442,000 SH Sole 40 442,000 UNITED OVERSEAS COMMON BANK SGD1 STOCK 6916781 10,561,030.99 10,561 890,500 SH Sole 28, 39, 41 890,500 UOL GROUP SGD1 COMMON STOCK 6916844 410,785.54 411 169,120 SH Sole 28 169,120 UNY CO NPV COMMON STOCK 6918624 290,907.46 291 39,000 SH Sole 28 39,000 USHIO INC NPV COMMON STOCK 6918981 424,833.20 425 24,400 SH Sole 28 24,400 VTECH HLDGS ORD COMMON USD0.05 STOCK 6928560 1,384,846.53 1,385 161,000 SH Sole 40 161,000 WESFARMERS ORD NPV COMMON STOCK 6948836 5,578,183.41 5,578 239,363 SH Sole 28 239,363 ALUMINA NPV COMMON STOCK 6954985 912,135.67 912 570,692 SH Sole 28 570,692 WEST JAPAN COMMON RAILWAY CO NPV STOCK 6957995 1,528,967.29 1,529 404 SH Sole 28 404 WING HANG BANK COMMON HKD1 STOCK 6972374 558,873.11 559 57,000 SH Sole 23, 28 57,000 WOODSIDE COMMON PETROLEUM NPV STOCK 6979728 5,410,361.85 5,410 117,936 SH Sole 28 117,936 WOOLWORTHS COMMON LIMITED NPV STOCK 6981239 9,906,850.23 9,907 384,359 SH Sole 28, 41 384,359 WHEELOCK & CO COMMON HKD0.50 STOCK 6981488 712,364.47 712 218,000 SH Sole 28 218,000 YAMADA DENKI CO COMMON NPV STOCK 6985026 2,422,069.78 2,422 35,900 SH Sole 23, 28 35,900 YAKULT HONSHA CO COMMON NPV STOCK 6985112 605,656.38 606 22,700 SH Sole 28 22,700 YAMAHA MOTOR CO COMMON NPV STOCK 6985264 623,610.94 624 50,700 SH Sole 28 50,700 ASTELLAS PHARMA COMMON INC NPV STOCK 6985383 5,396,101.00 5,396 131,600 SH Sole 8, 28 131,600 YAMATO KOGYO CO COMMON NPV STOCK 6985446 708,736.26 709 25,300 SH Sole 28, 40 25,300 YAMAZAKI BAKING COMMON CO NPV STOCK 6985509 366,874.97 367 27,100 SH Sole 28 27,100 YAMATO HOLDINGS COMMON CO NPV STOCK 6985565 2,231,629.58 2,232 136,000 SH Sole 23, 28 136,000 YASKAWA ELECTRIC COMMON CORP NPV STOCK 6986041 388,345.01 388 54,000 SH Sole 28 54,000 SOMPO JAPAN INSURANCE INC COMMON NPV STOCK 6986063 1,403,891.49 1,404 209,800 SH Sole 28 209,800 MIZUHO TRUST & COMMON BANKING CO NPV STOCK 6986085 372,164.42 372 353,000 SH Sole 28 353,000 YOKOGAWA ELECTRIC COMMON CORP NPV STOCK 6986427 525,802.81 526 59,500 SH Sole 28 59,500 BANK OF YOKOHAMA COMMON NPV STOCK 6986449 1,719,247.71 1,719 352,000 SH Sole 28, 39 352,000 YONEKYU CORP NPV COMMON STOCK 6986933 139,063.73 139 13,500 SH Sole 40 13,500 ZHEJIANG EXPRESSWAY CO COMMON 'H'CNY1 STOCK 6990763 671,037.21 671 768,000 SH Sole 40 768,000 DEUTSCHE BOERSE COMMON AG NPV STOCK 7021963 5,754,938.38 5,755 70,546 SH Sole 28, 41 70,546 EURAZEO ORD NPV COMMON STOCK 7042395 414,214.46 414 6,311 SH Sole 28 6,311
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- OPERA SOFTWARE SA COMMON NOK0.02 STOCK 7057720 149,122.15 149 38,151 SH Sole 40 38,151 SODEXO EUR4 COMMON STOCK 7062713 2,691,125.98 2,691 44,805 SH Sole 8, 28 44,805 NOVO-NORDISK AS COMMON 11, 28, DKK1 SER'B' STOCK 7077524 20,638,543.42 20,639 328,148 SH Sole 41, 47 328,148 LUNDBECK(H) A/S COMMON DKK5 STOCK 7085259 379,136.95 379 18,200 SH Sole 28 18,200 AXA EUR2.29 COMMON 28, 39, STOCK 7088429 19,777,688.57 19,778 728,596 SH Sole 41, 46 728,596 ADMINISTAFF INC COMMON COM STK USD0.01 STOCK 007094105 405,057.13 405 15,419 SH Sole 28 15,419 GROUPE BRUXELLES LAMBERT(NEW) COMMON NPV STOCK 7097328 1,786,936.05 1,787 19,283 SH Sole 28 19,283 NOVARTIS AG COMMON 28, 29, CHF0.50(REGD) STOCK 7103065 38,310,816.23 38,311 762,696 SH Sole 39, 46 762,696 PEUGEOT SA EUR1 COMMON STOCK 7103526 1,133,457.49 1,133 36,996 SH Sole 28 36,996 OPAP SA COMMON EUR0.30(CR) STOCK 7107250 1,412,107.31 1,412 54,622 SH Sole 28 54,622 FRAPORT AG NPV COMMON STOCK 7107551 461,686.09 462 8,711 SH Sole 28 8,711 ABB LTD CHF2.02 COMMON STOCK 7108899 13,547,647.90 13,548 673,732 SH Sole 28, 40, 47 673,732 ROCHE HLDG AG GENUSSCHEINE COMMON 28, 41, NPV STOCK 7110388 43,108,144.90 43,108 266,612 SH Sole 46, 47 266,612 ADECCO SA COMMON 23, 28, CHF1(REGD) STOCK 7110720 8,742,564.86 8,743 164,160 SH Sole 29, 46 164,160 HOLCIM CHF2(REGD) COMMON STOCK 7110753 4,162,294.48 4,162 60,534 SH Sole 28 60,534 INDUSTRIA DE DISENO TEXTIL COMMON SA EUR0.15 STOCK 7111314 3,079,433.68 3,079 53,552 SH Sole 28 53,552 GROUPE STERIA EUR1 COMMON STOCK 7123546 548,378.57 548 15,358 SH Sole 40 15,358 NESTLE SA CHF0.10 COMMON 28, 41, STOCK 7123870 55,111,763.73 55,112 1,290,956 SH Sole 46, 47 1,290,956 BALOISE-HLDGS COMMON CHF0.1 STOCK 7124594 1,182,548.43 1,183 12,344 SH Sole 28 12,344 BANCA MONTE DEI PASCHI DI COMMON SIENA EUR0.67 STOCK 7128541 1,218,735.66 1,219 568,089 SH Sole 28 568,089 NEXANS EUR1 COMMON STOCK 7130836 1,048,643.01 1,049 12,926 SH Sole 40 12,926 UNIT 4 AGRESSO NV COMMON EUR0.05 STOCK 7131947 179,159.59 179 8,309 SH Sole 40 8,309 STATOILHYDRO ASA COMMON NOK2.50 STOCK 7133608 12,536,263.46 12,536 555,268 SH Sole 28, 29, 46 555,268 CREDITO EMILIANO COMMON SPA EUR1 STOCK 7135251 206,014.68 206 32,339 SH Sole 40 32,339 JC DECAUX SA NPV COMMON STOCK 7136663 267,744.27 268 12,367 SH Sole 28 12,367 SKANSKA AB COMMON SER'B'NPV STOCK 7142091 1,375,778.36 1,376 93,656 SH Sole 28 93,656 ENEL SPA EUR1 COMMON STOCK 7144569 13,423,073.10 13,423 2,110,347 SH Sole 28, 29 2,110,347 ENI EUR1 COMMON 28, 29, STOCK 7145056 29,735,069.80 29,735 1,189,935 SH Sole 41, 46 1,189,935 DEXIA NPV COMMON STOCK 7147610 1,186,970.96 1,187 127,984 SH Sole 28 127,984 ING GROEP N.V. COMMON CVA EUR0.24 STOCK 7154182 15,519,551.35 15,520 864,220 SH Sole 8, 28, 46 864,220 SONOVA HLDGS AG COMMON CHF0.05 STOCK 7156036 8,451,322.36 8,451 83,526 SH Sole 28, 41 83,526 STRAUMANN HLDG COMMON CHF0.10(REGD) STOCK 7156832 972,965.93 973 3,749 SH Sole 23, 28 3,749 CREDIT SUISSE GROUP AG COMMON CHF0.04 STOCK 7171589 19,020,079.19 19,020 341,855 SH Sole 28, 40, 47 341,855 ABENGOA S.A. COMMON EUR0.25 STOCK 7174823 813,390.45 813 28,000 SH Sole 23 28,000 SWATCH GROUP COMMON CHF2.25(BR) STOCK 7184725 1,794,260.83 1,794 7,598 SH Sole 28 7,598 SWATCH GROUP COMMON CHF0.45(REGD) STOCK 7184736 481,691.29 482 10,571 SH Sole 28 10,571 LUNDIN PETROLEUM COMMON AB NPV STOCK 7187627 431,550.45 432 53,091 SH Sole 28 53,091 HELVETIA HLDG AG COMMON CHF10 STOCK 7189292 586,343.72 586 1,745 SH Sole 40 1,745 SWISS REINSURANCE COMMON CHF0.10(REGD) STOCK 7189816 7,986,296.99 7,986 176,133 SH Sole 28, 46 176,133 CIE GENERALE D'OPTIQUE ESS COMMON INT ACT STOCK 7212477 2,816,680.06 2,817 49,327 SH Sole 28 49,327 SNAM RETE GAS EUR1 COMMON STOCK 7251470 3,479,288.41 3,479 714,500 SH Sole 8, 28, 40 714,500 CREDIT AGRICOLE COMMON SA ACT STOCK 7262610 8,736,903.62 8,737 416,146 SH Sole 28, 29 416,146 FORTIS NPV COMMON STOCK 7266139 2,571,135.23 2,571 546,034 SH Sole 28 546,034 PUBLIC POWER CORP COMMON S.A. EUR4.60 STOCK 7268298 616,145.58 616 27,617 SH Sole 28 27,617 BCA CARIGE EUR1 COMMON STOCK 7277528 550,498.29 550 184,078 SH Sole 28 184,078 BNP PARIBAS EUR2 COMMON 8, 28, 29, STOCK 7309681 30,734,397.85 30,734 382,973 SH Sole 39, 40, 41 382,973 OTP BANK HUF100 COMMON STOCK 7320154 5,931,623.61 5,932 206,005 SH Sole 23, 40 206,005 ALFA LAVAL AB NPV COMMON STOCK 7332687 952,575.86 953 81,064 SH Sole 28 81,064 LONZA GROUP AG COMMON CHF1(REGD) STOCK 7333378 7,793,417.80 7,793 71,404 SH Sole 23, 28, 46 71,404 AAREAL BANK EUR26 COMMON STOCK 7380062 1,100,942.51 1,101 46,136 SH Sole 40 46,136 COMPAGNIE DE COMMON ST-GOBAIN EUR4 STOCK 7380482 6,101,780.68 6,102 116,770 SH Sole 8, 28 116,770 ENAGAS SA EUR1.50 COMMON STOCK 7383072 1,285,737.08 1,286 61,377 SH Sole 23, 28 61,377 NOBEL BIOCARE COMMON HLDG AG CHF0.4 STOCK 7385722 1,879,340.85 1,879 56,756 SH Sole 23, 28 56,756 WENDEL INVESTISSEMENT COMMON EUR4 STOCK 7390113 316,701.39 317 4,991 SH Sole 40 4,991 SOLLERS OJSC COMMON RUB12.5 STOCK 7425305 2,693,108.56 2,693 191,686 SH Sole 40 191,686 SWISS LIFE HOLDING AG CHF17(EXH COMMON OFFER) STOCK 7437805 919,955.72 920 7,744 SH Sole 28 7,744 BANQUE CANTONALE VAUDOISE COMMON CHF62.5(REGD) STOCK 7520794 771,042.77 771 1,870 SH Sole 40 1,870 TENARIS S.A. USD1 COMMON STOCK 7538515 2,073,669.23 2,074 115,952 SH Sole 28 115,952 CIMPOR CIMENTOS DE PORTUGAL COMMON EUR1(REGD) STOCK 7574166 530,461.56 530 64,097 SH Sole 28 64,097 DIC ASSET AG NPV COMMON STOCK 7586707 298,916.37 299 22,869 SH Sole 40 22,869 UNIONE DI BANCHE ITALIANE SCPA COMMON EUR2.5 STOCK 7622225 2,219,834.56 2,220 144,304 SH Sole 28 144,304 TELECOM ITALIA SPA(NEW) COMMON EUR0.55 STOCK 7634394 6,936,451.97 6,936 3,944,888 SH Sole 28, 29, 40 3,944,888
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ATLANTIA SPA EUR1 COMMON STOCK 7667163 1,539,816.59 1,540 63,467 SH Sole 28 63,467 GETINGE AB COMMON SER'B'SEK0.50 STOCK 7698356 815,954.51 816 48,548 SH Sole 28 48,548 YARA INTERNATIONAL COMMON ASA NOK1.7 STOCK 7751259 1,473,621.57 1,474 46,614 SH Sole 28 46,614 ILIAD SA EUR0.02 COMMON STOCK 7759435 458,262.24 458 4,057 SH Sole 28 4,057 HEINEKEN NV COMMON EUR1.60 STOCK 7792559 2,818,135.58 2,818 60,782 SH Sole 28 60,782 AEROPOSTALE INC 23, 28, COM STK USD0.01 COMMON 34, 35, STOCK 007865108 17,909,770.41 17,910 412,003 SH Sole 39, 47 412,003 ADVANCED MICRO DEVICES INC COMMON COM STK USD0.01 STOCK 007903107 1,425,504.96 1,426 251,856 SH Sole 28 251,856 ADVANCED ENERGY INDUSTRIES COM COMMON STK USD0.001 STOCK 007973100 361,795.68 362 25,407 SH Sole 28, 33 25,407 ADVENT SOFTWARE COMMON INC COM USD0.01 STOCK 007974108 2,139,368.00 2,139 53,152 SH Sole 28, 47 53,152 AEROVIRONMENT INC COM STK COMMON USD0.0001 STOCK 008073108 2,134,840.00 2,135 76,000 SH Sole 5, 28 76,000 AFFILIATED COMPUTER SERVICES INC CLASS'A'COM COMMON STK USD0.01 STOCK 008190100 5,527,290.12 5,527 102,036 SH Sole 11, 28 102,036 AFFILIATED MANAGERS GROUP INC COM STK COMMON USD0.01 STOCK 008252108 9,498,481.08 9,498 146,108 SH Sole 11, 28 146,108 AFFIRMATIVE INSURANCE HLDGS INC COM COMMON STK USD0.01 STOCK 008272106 3,444.00 3 700 SH Sole 33 700 AIR METHODS CORP COMMON COM STK USD0.06 STOCK 009128307 247,532.00 248 7,600 SH Sole 28 7,600 AIR PRODUCTS & CHEMICALS INC COMMON COM STK USD1 STOCK 009158106 8,656,453.98 8,656 111,581 SH Sole 28, 39 111,581 AIRGAS INC COM COMMON STK USD0.01 STOCK 009363102 7,613,438.00 7,613 157,400 SH Sole 11, 28 157,400 AKORN COM STK NPV COMMON STOCK 009728106 56,170.00 56 41,000 SH Sole 28 41,000 ALAMO GROUP INC COMMON COM STK USD0.10 STOCK 011311107 75,666.20 76 4,789 SH Sole 28, 33 4,789 ALASKA AIR GROUP INC COM STK COMMON USD1 STOCK 011659109 2,670,641.52 2,671 99,688 SH Sole 28, 33 99,688 ALBANY INTERNATIONAL CORP CLASS'A'COM COMMON STK USD0.001 STOCK 012348108 422,279.80 422 21,767 SH Sole 28, 33 21,767 ALBANY MOLECULAR RESEARCH COM COMMON STK USD0.01 STOCK 012423109 155,750.10 156 17,985 SH Sole 28 17,985 ALBEMARLE CORP COMMON COM STK USD0.01 STOCK 012653101 6,394,080.00 6,394 184,800 SH Sole 28 184,800 ALBERTO-CULVER COMPANY (NEW) COMMON COM STK USD0.01 STOCK 013078100 8,667,438.40 8,667 313,130 SH Sole 5, 11, 28 313,130 ALCOA INC COM STK COMMON 19, 28, USD1 STOCK 013817101 7,621,972.16 7,622 580,943 SH Sole 34, 36 580,943 ALDILA INC COM NEW COMMON STOCK 014384200 788.00 1 200 SH Sole 33 200 ALEXANDER & BALDWIN INC COMMON COM STK NPV STOCK 014482103 2,782,235.09 2,782 86,701 SH Sole 28, 33 86,701 ALEXION PHARMACEUTICAL INC COM NPV COMMON 8, 11, 23, USD0.001 STOCK 015351109 6,958,528.74 6,959 156,231 SH Sole 47 156,231 ALICO INC COM STK COMMON USD1 STOCK 016230104 73,475.00 73 2,500 SH Sole 28 2,500 ALIGN TECHNOLOGY INC COM STK COMMON USD0.0001 STOCK 016255101 617,034.24 617 43,392 SH Sole 28 43,392 ALLEGHENY ENERGY INC COM STK COMMON USD1.25 STOCK 017361106 5,222,477.52 5,222 196,926 SH Sole 28, 37, 43 196,926 ALLERGAN INC COM COMMON STK USD0.01 STOCK 018490102 11,118,148.80 11,118 195,880 SH Sole 28, 39, 47 195,880 ALLETE COM NPV COMMON STOCK 018522300 700,270.20 700 20,860 SH Sole 28 20,860 ALLIANCE DATA SYSTEM COM STK COMMON 28, 30, USD0.01 STOCK 018581108 31,578,665.40 31,579 517,005 SH Sole 31, 39 517,005 ALLIANCE HEALTHCARE SERVICES INC COMMON COM STK USD0.01 STOCK 018606202 120,558.00 121 21,300 SH Sole 8, 28 21,300 ALLIANCE ONE INTERNATIONAL COMMON INC COM STOCK 018772103 302,001.28 302 67,411 SH Sole 28, 33 67,411 ALLIANT ENERGY CORP COM STK COMMON USD5 STOCK 018802108 6,191,055.00 6,191 222,300 SH Sole 28 222,300 ALLIANT TECHSYSTEMS INC COM STK COMMON 25, 28, USD0.01 STOCK 018804104 10,287,877.50 10,288 132,150 SH Sole 35, 37 132,150 ALLIED DEFENSE GROUP INC CP COMMON COM USD0.10 STOCK 019118108 2,084.00 2 400 SH Sole 33 400 ALLIANCE FINANCIAL CORP COMMON COM STK USD1 STOCK 019205103 110,905.00 111 4,100 SH Sole 8, 28 4,100 ALLIED NEVADA GOLD CORP COM COMMON STK USD0.001 STOCK 019344100 341,671.00 342 34,900 SH Sole 28 34,900 ALLION HEALTHCARE INC COM STK COMMON USD0.001 STOCK 019615103 106,534.35 107 18,211 SH Sole 28, 33 18,211 ALLIS-CHALMERS ENERGY INC COM COMMON STOCK USD0.15 STOCK 019645506 180,068.00 180 41,300 SH Sole 28, 33 41,300 ALLOS THERAPEUTICS COM STK COMMON USD0.001 STOCK 019777101 329,875.00 330 45,500 SH Sole 28 45,500 ALLOY INC COM STK COMMON USD0.01 STOCK 019855303 9,356.14 9 1,382 SH Sole 33 1,382 ALLSTATE CORP COM COMMON 23, 28, STK USD0.01 STOCK 020002101 8,223,123.48 8,223 268,554 SH Sole 31, 32 268,554 ALMOST FAMILY INC COMMON COM STK USD0.10 STOCK 020409108 133,875.00 134 4,500 SH Sole 28 4,500 ALON USA ENERGY INC COM STK COMMON USD0.01 STOCK 020520102 74,475.00 74 7,500 SH Sole 28, 33 7,500 ALTERA CORP COM COMMON STK USD0.001 STOCK 021441100 18,900,744.38 18,901 921,538 SH Sole 11, 23, 28 921,538 AMAZON COM INC COMMON 11, 28, COM STK USD0.01 STOCK 023135106 20,947,930.08 20,948 224,378 SH Sole 34, 38, 39 224,378 AMBAC FINANCIAL GROUP INC COM COMMON STK USD0.01 STOCK 023139108 341,544.00 342 203,300 SH Sole 28 203,300 AMBASSADORS GROUP INC COM STK COMMON USD0.01 STOCK 023177108 756,114.10 756 48,314 SH Sole 26, 28 48,314 AMEDISYS INC COM COMMON STK USD0.001 STOCK 023436108 1,306,936.65 1,307 29,955 SH Sole 28, 30 29,955 AMERCO COM USD0.25 COMMON STOCK 023586100 422,095.44 422 9,204 SH Sole 28, 33 9,204 AMEREN CORP COM COMMON STK USD0.01 STOCK 023608102 3,234,171.52 3,234 127,934 SH Sole 23, 28 127,934 AMERICAN APPAREL INC COM STK COMMON USD0.0001 STOCK 023850100 89,505.00 90 25,500 SH Sole 28 25,500 AMERICAN AXLE & MANUFACTURING HLDGS COM STK COMMON USD0.01 STOCK 024061103 202,806.60 203 28,645 SH Sole 28 28,645 AMERICAN COMMERCIAL LINES INC COM COMMON STK USD0.01 STOCK 025195405 191,464.00 191 6,575 SH Sole 28 6,575 AMERICAN DAIRY INC COM STK COMMON USD0.001 STOCK 025334103 175,646.00 176 6,200 SH Sole 28 6,200 AMERICAN DENTAL PARTNERS COM COMMON STK USD0.01 STOCK 025353103 259,000.00 259 18,500 SH Sole 8, 28, 33 18,500 AMERICAN ECOLOGY CORP COM STK COMMON USD0.01 STOCK 025533407 1,086,096.00 1,086 58,080 SH Sole 25, 28 58,080 AMERICAN ELECTRIC POWER CO INC COMMON 19, 23, COM STK USD6.50 STOCK 025537101 8,401,605.93 8,402 271,107 SH Sole 28, 32, 34 271,107 AMERICAN EQUITY INVT LIFE HLDG COMMON 8, 28, 30, CO COM STK USD1 STOCK 025676206 810,030.78 810 115,389 SH Sole 33 115,389
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- AMERICAN EXPRESS COMMON 11, 28, CO COM USD0.20 STOCK 025816109 35,599,474.80 35,599 1,050,132 SH Sole 31, 38, 39 1,050,132 AMERICAN FINANCIAL GROUP INC OHIO COMMON 23, 28, COM STK USD1 STOCK 025932104 12,295,488.00 12,295 482,176 SH Sole 33, 39 482,176 AMERICAN GREETINGS CORP COM STK COMMON CLASS'A'USD1 STOCK 026375105 2,607,182.20 2,607 116,914 SH Sole 8, 28 116,914 AMERICAN INTERNATIONAL GROUP INC COM COMMON STK USD2.50 STOCK 026874784 2,570,642.58 2,571 58,278 SH Sole 28 58,278 AMERICAN ITALIAN PASTA CLASS'A' COMMON USD0.001 STOCK 027070101 413,136.00 413 15,200 SH Sole 28 15,200 AMERICAN NATIONAL BANKSHARES COM COMMON STK USD1 STOCK 027745108 96,008.00 96 4,400 SH Sole 28 4,400 AMERICAN NATIONAL INSURANCE CO COMMON COM STK USD1 STOCK 028591105 42,600.00 43 500 SH Sole 33 500 AMERICAN ORIENTAL BIOENGINEERING COM STK COMMON USD0.001 STOCK 028731107 216,756.00 217 44,600 SH Sole 28 44,600 AMERICAN PACIFIC CORP COM STK COMMON USD0.10 STOCK 028740108 4,656.00 5 600 SH Sole 33 600 AMERICAN PHYSICIANS SERV.GROUP INC COMMON COM STK USD0.10 STOCK 028882108 96,768.00 97 4,200 SH Sole 28 4,200 AMERICAN PHYSICIANS CAPITAL COM COMMON STK USD0.001 STOCK 028884104 363,927.92 364 12,632 SH Sole 8, 28 12,632 AMERICAN REALTY INVESTORS INC COMMON COM STK USD0.01 STOCK 029174109 16,198.00 16 1,400 SH Sole 28 1,400 AMERICAN REPROGRAPHICS COMMON CO COM USD0.001 STOCK 029263100 265,608.00 266 27,900 SH Sole 28 27,900 AMERICAN SCIENCE & ENGINEERING INC COM STK COMMON USD0.662/3 STOCK 029429107 477,708.84 478 7,021 SH Sole 23, 28 7,021 AMERICAN SOFTWARE INC CLASS'A' COMMON COM STK USD0.10 STOCK 029683109 105,786.00 106 16,200 SH Sole 28 16,200 AMERICAN STATES WATER CO COM COMMON STK USD2.5 STOCK 029899101 613,106.28 613 16,946 SH Sole 8, 28 16,946 AMERICAN TOWER CORP CLASS'A' COMMON 11, 23, COM USD0.01 STOCK 029912201 19,075,820.40 19,076 524,061 SH Sole 28, 38, 39 524,061 AMERICAN SUPERCONDUCTOR CORP COM STK COMMON USD0.01 STOCK 030111108 1,301,888.64 1,302 38,816 SH Sole 28, 47 38,816 AMERICAN VANGUARD CORP COM STK COMMON USD0.10 STOCK 030371108 116,614.23 117 14,033 SH Sole 28 14,033 AMERICAN WOODMARK CORP COM STK COMMON NPV STOCK 030506109 170,868.90 171 8,835 SH Sole 28, 33 8,835 AMERON INTERNATIONAL CORP(DEL) COM COMMON STK USD2.50 STOCK 030710107 769,780.00 770 11,000 SH Sole 8, 28, 33 11,000 AMES NATL CORP COMMON COM STK STOCK 031001100 115,728.00 116 4,800 SH Sole 28 4,800 AMETEK INC COM COMMON STK USD0.01 STOCK 031100100 13,656,792.00 13,657 391,200 SH Sole 11, 28, 37 391,200 AMGEN INC COM STK 11, 19, USD0.0001 COMMON 28, 34, STOCK 031162100 43,305,129.08 43,305 718,996 SH Sole 39, 47 718,996 AMKOR TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 031652100 701,760.00 702 102,000 SH Sole 8, 28 102,000 AMPAL-AMERICAN ISRAEL CORP CLASS'A'COM COMMON STK USD1 STOCK 032015109 26,593.00 27 13,100 SH Sole 28 13,100 AMPCO-PITTSBURGH CORP COM STK COMMON USD1 STOCK 032037103 223,356.00 223 8,400 SH Sole 8, 28 8,400 AMPHENOL CORP CLASS'A'COM COMMON STK USD0.001 STOCK 032095101 6,205,896.00 6,206 164,700 SH Sole 11, 28 164,700 AMREP CORP COM COMMON STK USD0.10 STOCK 032159105 13,200.00 13 1,000 SH Sole 28 1,000 AMTECH SYSTEMS INC COM STK COMMON USD0.01 STOCK 032332504 2,199.50 2 415 SH Sole 33 415 AMTRUST FINANCIAL SERVICE COM COMMON STK USD0.01 STOCK 032359309 296,660.00 297 26,000 SH Sole 8, 28 26,000 ANADARKO PETROLEUM CORP COMMON 23, 28, COM STK USD0.10 STOCK 032511107 14,053,903.74 14,054 224,038 SH Sole 31, 32 224,038 ANADIGICS INC COM COMMON STK USD0.01 STOCK 032515108 221,841.00 222 47,100 SH Sole 28, 33 47,100 ANALOG DEVICES INC COM STK COMMON USD0.16 2/3 STOCK 032654105 9,566,950.40 9,567 346,880 SH Sole 11, 23, 28 346,880 ANALOGIC CORP COM COMMON STK USD0.05 STOCK 032657207 377,011.68 377 10,184 SH Sole 28, 33 10,184 ANAREN INC COM COMMON STK USD0.01 STOCK 032744104 152,881.00 153 8,993 SH Sole 28 8,993 ANDERSONS INC COM COMMON 8, 23, 28, STK NPV STOCK 034164103 1,096,304.00 1,096 31,145 SH Sole 33 31,145 ANIKA THERAPEUTICS INC COM STK COMMON USD0.01 STOCK 035255108 650.00 1 100 SH Sole 33 100 ANIXTER INTERNATIONAL INC COM STK COMMON USD1 STOCK 035290105 12,661,724.25 12,662 315,675 SH Sole 8, 11, 28 315,675 ANNTAYLOR STORES CORP COM STK COMMON USD0.0068 STOCK 036115103 2,596,569.01 2,597 163,409 SH Sole 28, 33 163,409 AON CORP COM STK COMMON 23, 28, USD1 STOCK 037389103 12,258,879.75 12,259 301,275 SH Sole 32, 43 301,275 APACHE CORP COM 23, 28, STK USD1.25 COMMON 31, 37, STOCK 037411105 48,832,347.27 48,832 531,769 SH Sole 39, 47 531,769 APOGEE ENTERPRISES INC COM STK COMMON 8, 23, 28, USD0.33 1/3 STOCK 037598109 547,073.46 547 36,423 SH Sole 33 36,423 APOLLO GROUP INC CLASS'A'COM COMMON STK NPV STOCK 037604105 4,385,869.78 4,386 59,534 SH Sole 28, 34, 47 59,534 APPLE INC COM STK 11, 28, NPV COMMON 34, 38, STOCK 037833100 110,561,897.43 110,562 596,439 SH Sole 39, 47 596,439 APPLIED MATERIALS INC COM STK COMMON 23, 28, USD0.01 STOCK 038222105 10,023,414.40 10,023 748,016 SH Sole 37, 47 748,016 APPLIED SIGNAL TECHNOLOGIES COMMON COM STK NPV STOCK 038237103 244,474.62 244 10,506 SH Sole 23, 28 10,506 APTARGROUP INC COMMON COM STK USD0.01 STOCK 038336103 5,962,656.00 5,963 159,600 SH Sole 11, 19, 28 159,600 ARCH COAL INC COM COMMON STK USD0.01 STOCK 039380100 7,260,720.22 7,261 328,094 SH Sole 28 328,094 ARCHER-DANIELS- MIDLAND COMMON 19, 28, CO COM STK NPV STOCK 039483102 16,446,739.98 16,447 562,859 SH Sole 32, 34, 39 562,859 ARCSIGHT INC NPV COMMON STOCK 039666102 317,724.00 318 13,200 SH Sole 28 13,200 ARCTIC CAT INC COMMON COM STK USD0.01 STOCK 039670104 8,472.00 8 1,200 SH Sole 33 1,200 ARDEN GROUP INC CLASS'A'COM COMMON STK USD0.25 STOCK 039762109 79,826.00 80 668 SH Sole 28 668 ARENA PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 040047102 286,974.00 287 64,200 SH Sole 28 64,200 ARENA RESOURCES INC COM COMMON USD0.001 STOCK 040049108 2,180,765.00 2,181 61,430 SH Sole 11, 28, 47 61,430 ARGON ST INC COM COMMON STK NPV STOCK 040149106 318,897.00 319 16,740 SH Sole 11, 28, 33 16,740 ARKANSAS BEST CORP COM STK COMMON USD0.01 STOCK 040790107 806,134.50 806 26,925 SH Sole 8, 28, 33 26,925 ARROW ELECTRONICS INC COM STK COMMON 28, 32, USD1 STOCK 042735100 9,037,782.70 9,038 321,058 SH Sole 33, 34, 37 321,058 ARROW FINANCIAL CORP COM STK COMMON USD1 STOCK 042744102 188,573.90 189 6,910 SH Sole 28 6,910 ARTESIAN RESOURCES CORP CLASS'A'COM COMMON STK USD1 STOCK 043113208 75,690.00 76 4,500 SH Sole 28 4,500 ARUBA NETWORKS INC COM STK COMMON USD0.0001 STOCK 043176106 743,532.40 744 84,110 SH Sole 28, 47 84,110 ARVINMERITOR INC COMMON COM STK USD0.01 STOCK 043353101 426,807.78 427 54,579 SH Sole 28 54,579
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ARYX THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 043387109 56,653.00 57 18,100 SH Sole 28 18,100 ASBURY AUTOMOTIVE GROUP INC COM COMMON STK USD0.01 STOCK 043436104 608,132.80 608 47,960 SH Sole 8, 28 47,960 ASCENT MEDIA CORPORATION COMMON SER'A'USD0.01 STOCK 043632108 268,800.00 269 10,500 SH Sole 28 10,500 ASCENT SOLAR TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 043635101 83,694.00 84 11,100 SH Sole 28 11,100 ASHLAND INC COM COMMON STK USD1 STOCK 044209104 6,772,574.00 6,773 156,700 SH Sole 19, 28, 33 156,700 ASPECT MEDICAL SYSTEMS INC COMMON COM STK USD0.01 STOCK 045235108 166,522.00 167 13,900 SH Sole 28 13,900 ASPEN TECHNOLOGY INC COM STK COMMON USD0.10 STOCK 045327103 285,600.00 286 28,000 SH Sole 8 28,000 ASSOCIATED BANC-CORP COM COMMON STK USD0.10 STOCK 045487105 2,976,463.12 2,976 260,636 SH Sole 28, 33 260,636 ASTA FUNDING INC COMMON COM STK USD0.01 STOCK 046220109 9,072.00 9 1,200 SH Sole 33 1,200 ASTEC INDUSTRIES INC COM STK COMMON USD0.20 STOCK 046224101 514,723.23 515 20,209 SH Sole 11, 28, 33 20,209 ASTORIA FINANCIAL CORP COM STK COMMON USD0.01 STOCK 046265104 2,493,604.80 2,494 225,870 SH Sole 28 225,870 ASTRONICS CORP COMMON COM STK USD0.01 STOCK 046433108 67,680.00 68 7,200 SH Sole 28 7,200 ATLANTIC COAST FEDERAL CORP COMMON COM STK USD0.01 STOCK 048425102 2,592.00 3 1,200 SH Sole 33 1,200 ATLANTIC TELE NETWORK INC COMMON COM STK USD0.01 STOCK 049079205 496,806.00 497 9,300 SH Sole 8, 28 9,300 ATLAS AIR WORLDWIDE HOLDINGS INC COMMON 8, 28, 30, COM STK USD0.01 STOCK 049164205 1,242,641.93 1,243 38,869 SH Sole 33 38,869 ATLAS ENERGY INC COMMON COM STK USD0.01 STOCK 049298102 690,203.79 690 25,497 SH Sole 28 25,497 ATMEL CORP COM COMMON STK USD0.001 STOCK 049513104 4,350,477.00 4,350 1,038,300 SH Sole 28, 30 1,038,300 ATMOS ENERGY CORP COMMON COM STK NPV STOCK 049560105 285,040.70 285 10,115 SH Sole 23 10,115 ATRION CORP COM COMMON STK USD0.1 STOCK 049904105 158,840.00 159 1,100 SH Sole 28 1,100 ATWOOD OCEANICS INC COM STK COMMON USD1 STOCK 050095108 3,687,972.28 3,688 104,564 SH Sole 23 104,564 AUBURN NATL BANCORP COM COMMON STK USD0.01 STOCK 050473107 48,800.00 49 2,000 SH Sole 28 2,000 AUDIOVOX CORP CLASS'A'COM COMMON STK USD0.01 STOCK 050757103 90,337.80 90 13,188 SH Sole 28 13,188 AUTODESK INC COM COMMON STK NPV STOCK 052769106 3,864,072.80 3,864 162,356 SH Sole 28, 43 162,356 AUTOLIV INC COM COMMON STK USD1 STOCK 052800109 2,682,523.20 2,683 79,837 SH Sole 23, 34 79,837 AUTOMATIC DATA PROCESSING INC COMMON COM STK USD0.10 STOCK 053015103 8,576,163.90 8,576 218,223 SH Sole 23, 28 218,223 AUTOZONE INC COM COMMON STK USD0.01 STOCK 053332102 2,134,812.00 2,135 14,600 SH Sole 28 14,600 AVATAR HLDGS INC COMMON COM STK USD1 STOCK 053494100 98,648.00 99 5,192 SH Sole 28, 33 5,192 AVERY DENNISON CORP COM STK COMMON USD1 STOCK 053611109 1,656,351.97 1,656 45,997 SH Sole 23, 28, 31 45,997 AVIS BUDGET GROUP INC COM STK COMMON USD0.01 STOCK 053774105 2,415,127.28 2,415 180,773 SH Sole 23, 28 180,773 AVNET INC COM STK COMMON 28, 32, USD1 STOCK 053807103 9,635,337.46 9,635 371,018 SH Sole 34, 37 371,018 AVOCENT CORP COM COMMON 8, 28, 30, STK USD0.01 STOCK 053893103 3,306,158.62 3,306 163,106 SH Sole 33 163,106 AVON PRODUCTS INC COMMON COM STK USD0.25 STOCK 054303102 12,818,134.08 12,818 377,448 SH Sole 11, 23, 28 377,448 BB&T CORP COM STK COMMON USD5 STOCK 054937107 8,066,962.56 8,067 296,144 SH Sole 28, 34 296,144 BJ SERVICES COM COMMON STK USD0.10 STOCK 055482103 3,558,487.92 3,558 183,144 SH Sole 23, 28, 43 183,144 BPZ RESOURCES INC COMMON COM STK NPV STOCK 055639108 505,344.00 505 67,200 SH Sole 28 67,200 BMC SOFTWARE INC COMMON COM STK USD0.01 STOCK 055921100 7,874,657.19 7,875 209,823 SH Sole 28, 35, 43 209,823 BTU INTERNATIONAL COMMON COM STK USD0.01 STOCK 056032105 4,312.00 4 700 SH Sole 33 700 BADGER METER INC COMMON COM STK USD1 STOCK 056525108 402,376.00 402 10,400 SH Sole 28 10,400 BAKER(MICHAEL)CORP COMMON COM STK USD1 STOCK 057149106 307,182.02 307 8,453 SH Sole 23, 28 8,453 BAKER HUGHES INC COMMON COM STK USD1 STOCK 057224107 7,924,265.64 7,924 185,754 SH Sole 23, 28, 37 185,754 BALCHEM CORP COM COMMON STK USD0.0666 STOCK 057665200 359,389.50 359 13,665 SH Sole 28 13,665 BALDOR ELECTRIC CO COM STK COMMON USD0.10 STOCK 057741100 975,463.86 975 35,679 SH Sole 28, 33 35,679 BALDWIN & LYONS COMMON INC CLASS'B'NPV STOCK 057755209 147,289.45 147 6,281 SH Sole 28 6,281 BALL CORP COM STK COMMON NPV STOCK 058498106 2,173,852.80 2,174 44,184 SH Sole 28, 34 44,184 BALLANTYNE STRONG COMMON INC STOCK 058516105 2,862.75 3 825 SH Sole 33 825 BANK RHODE ISLAND COMMON COM STK USD0.01 STOCK 059690107 54,956.00 55 2,200 SH Sole 28 2,200 BANCORPSOUTH INC COMMON COM USD2.50 STOCK 059692103 3,617,562.00 3,618 148,200 SH Sole 28 148,200 BANCTEC INC COM COMMON 144A STOCK 059784504 180,670.00 181 36,134 SH Sole 30 36,134 BANK OF AMERICA 11, 19, CORP COM STK 28, 32, USD0.01 COMMON 34, 36, STOCK 060505104 102,046,381.20 102,046 6,031,110 SH Sole 37, 38, 39 6,031,110 BANK OF FLORIDA CORP COM STK COMMON USD0.01 STOCK 062128103 2,370.00 2 1,000 SH Sole 33 1,000 BANK OF GRANITE COMMON COM STK USD5 STOCK 062401104 1,236.00 1 1,200 SH Sole 33 1,200 BANK OF HAWAII CORP COM STK COMMON USD2 STOCK 062540109 4,265,617.98 4,266 102,687 SH Sole 11, 23, 28 102,687 BANK KENTUCKY FINANCIAL CORP COMMON COM STK USD0.01 STOCK 062896105 59,248.00 59 2,800 SH Sole 28 2,800 BANK OF MARIN BANCORP? COM COMMON STK NPV STOCK 063425102 128,453.00 128 4,100 SH Sole 28 4,100 BANK MUTUAL CORP COMMON COM USD0.01 STOCK 063750103 968,952.40 969 109,610 SH Sole 25, 28, 33 109,610 BANK OF THE OZARKS COM STK COMMON USD0.01 STOCK 063904106 4,526,442.48 4,526 170,616 SH Sole 8, 28, 39 170,616 BANK OF NEW YORK 11, 23, MELLON CORP 28, 31, COM STK USD0.01 COMMON 32, 34, STOCK 064058100 26,441,025.26 26,441 912,074 SH Sole 36, 37 912,074 BANKATLANTIC BANCORP INC NON-VTG CLASS'A'COM COMMON USD0.01 STOCK 065908600 14,201.30 14 4,897 SH Sole 33 4,897 BAR HARBOUR BANKSHARES COM COMMON STK USD2 STOCK 066849100 81,600.00 82 2,400 SH Sole 28 2,400 BARD(C.R.) INC COMMON COM STK USD0.25 STOCK 067383109 6,823,269.39 6,823 86,799 SH Sole 11, 28, 47 86,799 BARE ESCENTUALS INC COM STK COMMON USD0.0001 STOCK 067511105 573,098.00 573 48,200 SH Sole 28 48,200 BARNES & NOBLE INC COM STK COMMON USD0.001 STOCK 067774109 1,834,772.06 1,835 82,573 SH Sole 28, 33 82,573
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BARNES GROUP INC COMMON COM STK USD0.01 STOCK 067806109 1,066,655.26 1,067 62,414 SH Sole 8, 28, 33 62,414 BARRICK GOLD CORP COMMON COM NPV STOCK 067901108 1,202,263.80 1,202 31,722 SH Sole 23, 37 31,722 BARRETT BUSINESS SERVICES COM COMMON STK USD0.01 STOCK 068463108 61,364.00 61 5,800 SH Sole 28, 33 5,800 BARRY(R.G.)CORP COMMON COM STK USD1 STOCK 068798107 3,112.00 3 400 SH Sole 33 400 BASSETT FURNITURE INDUSTRIES INC COMMON COM STK USD5 STOCK 070203104 4,280.00 4 1,000 SH Sole 33 1,000 BAXTER INTERNATIONAL 11, 28, INC COM STK COMMON 31, 34, USD1 STOCK 071813109 49,318,552.86 49,319 865,086 SH Sole 39, 47 865,086 BE AEROSPACE INC COMMON COM STK USD0.01 STOCK 073302101 6,977,784.96 6,978 346,464 SH Sole 23, 28, 30 346,464 BEACON ROOFING SUPPLY INC COM STK USD0.01 COMMON CLS'A' STOCK 073685109 3,930,760.40 3,931 245,980 SH Sole 28, 39 245,980 BEBE STORES INC COM STK COMMON USD0.001 STOCK 075571109 140,576.00 141 19,100 SH Sole 28, 33 19,100 BECKMAN COULTER INC COM STK COMMON 23, 28, USD0.10 STOCK 075811109 12,171,219.12 12,171 176,548 SH Sole 34, 37 176,548 BECTON DICKINSON & CO COM STK COMMON 11, 28, USD1 STOCK 075887109 9,640,984.50 9,641 138,222 SH Sole 34, 39 138,222 BED BATH AND BEYOND COM STK COMMON 11, 23, USD0.01 STOCK 075896100 11,801,224.56 11,801 314,364 SH Sole 28, 43, 47 314,364 BEL FUSE INC CLASS'B'SHS COMMON USD0.1 STOCK 077347300 158,881.47 159 8,349 SH Sole 28, 33 8,349 BELDEN INC COM COMMON STK USD0.01 STOCK 077454106 980,641.20 981 42,452 SH Sole 8, 28, 33 42,452 BELO CORP CLASS'A'COM COMMON STK USD1.67 STOCK 080555105 353,814.00 354 65,400 SH Sole 28, 33 65,400 BEMIS CO INC COM COMMON STK USD0.10 STOCK 081437105 3,907,927.57 3,908 150,827 SH Sole 23, 28, 33 150,827 BENIHANA INC CLASS 'A'COM COMMON STK USD0.10 STOCK 082047200 52,143.00 52 9,100 SH Sole 28 9,100 BERKLEY(W.R.)CORP COMMON COM STK USD0.20 STOCK 084423102 6,901,844.48 6,902 273,016 SH Sole 28, 33 273,016 BERKSHIRE HATHAWAY INC COMMON CLASS'A'USD5 STOCK 084670108 101,000.00 101 1 SH Sole 23 1 BERKSHIRE HATHAWAY INC CLASS 'B' COM COMMON STK USD0.1667 STOCK 084670207 6,928,455.00 6,928 2,085 SH Sole 11, 36 2,085 BERKSHIRE HILLS BANCORP INC COMMON COM STK USD0.01 STOCK 084680107 334,365.60 334 15,240 SH Sole 8, 28, 33 15,240 BERRY PETROLEUM CORP CLASS'A'COM COMMON STK USD0.01 STOCK 085789105 4,258,287.80 4,258 159,010 SH Sole 28, 33, 39 159,010 BEST BUY CO INC COMMON 11, 19, COM STK USD0.10 STOCK 086516101 17,782,679.04 17,783 473,952 SH Sole 28, 38, 39 473,952 BIG LOTS INC COM COMMON STK USD0.01 STOCK 089302103 1,450,784.70 1,451 57,985 SH Sole 28, 34 57,985 BIGBAND NETWORKS INC COM STK COMMON USD0.001 STOCK 089750509 99,849.00 100 24,900 SH Sole 28 24,900 BIO RAD LABORATORIES INC CLASS'A'COM COMMON STK USD0.0001 STOCK 090572207 3,827,628.92 3,828 41,659 SH Sole 28, 34 41,659 BIOSPECIFICS TECHNOLOGIES CORP COM STK COMMON USD0.001 STOCK 090931106 83,226.00 83 2,600 SH Sole 28 2,600 BLACK & DECKER CORP COM STK COMMON USD0.50 STOCK 091797100 7,585,357.14 7,585 163,866 SH Sole 28, 39 163,866 BLACK BOX CORP COM STK COMMON USD0.001 STOCK 091826107 451,042.93 451 17,977 SH Sole 8, 28 17,977 BLACKBOARD INC COMMON 5, 23, 26, COM STK USD0.01 STOCK 091935502 5,925,264.08 5,925 156,836 SH Sole 28 156,836 BLACK HILLS CORP COMMON COM STK USD1 STOCK 092113109 2,705,271.60 2,705 107,480 SH Sole 28 107,480 BLACKROCK KELSO CAPITAL CORP COMMON NPV STOCK 092533108 71,729.14 72 9,667 SH Sole 28 9,667 BLOCK(H & R) INC COMMON COM STK NPV STOCK 093671105 2,663,666.36 2,664 144,922 SH Sole 28 144,922 BLOUNT INTERNATIONAL INC NEW COM COMMON STK USD1 STOCK 095180105 278,418.00 278 29,400 SH Sole 28 29,400 BLUEGREEN CORP COMMON COM STK USD0.01 STOCK 096231105 37,515.00 38 12,300 SH Sole 28, 33 12,300 BOB EVANS FARMS INC COM STK COMMON USD0.01 STOCK 096761101 2,548,213.28 2,548 87,688 SH Sole 28, 33 87,688 BOEING CO COM STK 11, 23, USD5 COMMON 28, 34, STOCK 097023105 29,976,248.70 29,976 553,578 SH Sole 37, 39 553,578 BOLT TECHNOLOGY CORP COM STK COMMON NPV STOCK 097698104 143,298.00 143 11,400 SH Sole 8, 28 11,400 BOOKS-A-MILLION INC COM STK COMMON USD0.01 STOCK 098570104 52,976.00 53 4,400 SH Sole 28 4,400 BOOTS & COOTS INC COM STK COMMON USD0.00001 STOCK 099469504 91,931.00 92 57,100 SH Sole 28 57,100 BORDERS GROUP INC COM STK COMMON USD0.001 STOCK 099709107 107,606.00 108 34,600 SH Sole 28 34,600 BORG-WARNER INC COMMON COM STK USD0.01 STOCK 099724106 15,224,138.86 15,224 503,111 SH Sole 28, 34, 39 503,111 BOSTON BEER CO INC CLASS'A'COM COMMON STK USD0.01 STOCK 100557107 372,839.40 373 10,055 SH Sole 11, 28 10,055 BOSTON PRIVATE FINANCIAL HLDGS INC COM COMMON 8, 28, 30, STK USD1 STOCK 101119105 643,917.12 644 98,912 SH Sole 33 98,912 BOSTON SCIENTIFIC CORP COM STK COMMON 23, 28, USD0.01 STOCK 101137107 10,024,726.98 10,025 946,622 SH Sole 34, 36, 39 946,622 BOTTOMLINE TECHNOLOGIES COM STK COMMON USD0.001 STOCK 101388106 250,260.00 250 19,400 SH Sole 28 19,400 BOWNE & CO INC COMMON USD0.01 STOCK 103043105 210,094.50 210 27,285 SH Sole 28, 33 27,285 BOYD GAMING CORP COMMON COM STK USD0.01 STOCK 103304101 2,745,965.76 2,746 251,232 SH Sole 23, 28 251,232 BRADY CORP 'A'NON.V COMMON USD0.01 STOCK 104674106 1,088,200.80 1,088 37,890 SH Sole 23, 28 37,890 BRIDGE BANCORP INC COM STK COMMON USD0.01 STOCK 108035106 119,217.00 119 4,900 SH Sole 28 4,900 BRIGGS & STRATTON CORP COM STK COMMON USD0.01 STOCK 109043109 748,837.80 749 38,580 SH Sole 28, 33 38,580 BRIGHAM EXPLORATIONS COMMON COM STK USD0.01 STOCK 109178103 538,462.16 538 59,302 SH Sole 28 59,302 BRIGHTPOINT INC. COMMON COM STK STOCK 109473405 461,886.25 462 52,787 SH Sole 8, 23, 28 52,787 BRINKER INTERNATIONAL COMMON COM STK USD0.10 STOCK 109641100 3,224,178.10 3,224 204,970 SH Sole 28 204,970 BRINK'S COMPANY BRINKS GROUP COMMON COM USD1 STOCK 109696104 2,580,130.80 2,580 95,880 SH Sole 19, 28 95,880 BRINK'S HOME SECURITY HOLDINGS INC COMMON NPV STOCK 109699108 2,813,590.20 2,814 91,380 SH Sole 28 91,380 BRISTOL-MYERS SQUIBB CO COM COMMON 23, 28, STK USD0.10 STOCK 110122108 31,943,831.80 31,944 1,418,465 SH Sole 34, 36, 39 1,418,465 BRISTOW GROUP INC COMMON COM STK USD0.01 STOCK 110394103 697,982.21 698 23,509 SH Sole 28, 33 23,509 BROAD REACH L.L.C COMMON STOCK 111246104 470,409.44 470 1,255,145 SH Sole 36 1,255,145 BROADCOM CORP 11, 23, CLASS'A'COM COMMON 28, 34, STK USD0.0001 STOCK 111320107 14,507,746.11 14,508 472,719 SH Sole 38, 39, 47 472,719 BROCADE COMM COMMON 11, 19, USD0.001 STOCK 111621306 6,349,952.52 6,350 807,882 SH Sole 30, 39, 43 807,882 BRONCO DRILLING CO INC COM STK COMMON USD0.01 STOCK 112211107 115,935.00 116 17,700 SH Sole 28, 33 17,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BROOKDALE SENIOR LIVING INC COM COMMON STK USD0.01 STOCK 112463104 54,390.00 54 3,000 SH Sole 33 3,000 BROOKFIELD HOMES CORP COM STK COMMON USD0.01 STOCK 112723101 91,829.96 92 13,747 SH Sole 8, 28, 33 13,747 BROOKFIELD PROPERTIES COMMON CORP COM NPV STOCK 112900105 8,166,247.44 8,166 725,244 SH Sole 36 725,244 BROOKLYN FEDERAL BANCORP INC COMMON COM STK USD0.01 STOCK 114039100 39,040.00 39 3,200 SH Sole 28 3,200 BROOKS AUTOMATION COMMON INC STOCK 114340102 369,323.94 369 47,778 SH Sole 28 47,778 BROWN & BROWN INC COMMON COM STK USD0.10 STOCK 115236101 4,700,331.20 4,700 245,320 SH Sole 19, 28 245,320 BROWN-FORMAN CORP COM STK COMMON CLASS'B'USD0.15 STOCK 115637209 2,128,237.92 2,128 44,136 SH Sole 28 44,136 BROWN SHOE CO INC COMMON COM STK USD3.75 STOCK 115736100 371,759.08 372 46,354 SH Sole 8, 28, 33 46,354 BRUKER CORP COM COMMON STK USD0.01 STOCK 116794108 389,593.71 390 36,513 SH Sole 28 36,513 BRUNSWICK CORP COMMON COM STK USD0.75 STOCK 117043109 782,294.00 782 65,300 SH Sole 28 65,300 BRUSH ENGINEERED MATERIALS INC COMMON COM STK USD1 STOCK 117421107 447,373.40 447 18,290 SH Sole 23, 28, 33 18,290 BRYN MAWR BANK CORP COM STK COMMON USD1 STOCK 117665109 87,350.00 87 5,000 SH Sole 28 5,000 BUCKEYE TECHNOLOGIES INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 118255108 912,672.34 913 85,058 SH Sole 33 85,058 BUCKLE COM STK COMMON USD0.05 STOCK 118440106 606,360.54 606 17,761 SH Sole 28 17,761 BUCYRUS INTERNATIONAL 5, 11, 19, INC COM STK COMMON 23, 28, USD0.01 STOCK 118759109 11,016,981.04 11,017 309,292 SH Sole 39, 47 309,292 BUFFALO WILD WINGS INC COM COMMON STK NPV STOCK 119848109 813,891.60 814 19,560 SH Sole 28, 47 19,560 BUILD A BEAR WORKSHOP INC COMMON COM STK USD0.01 STOCK 120076104 71,102.00 71 14,600 SH Sole 28, 33 14,600 CBIZ INC COM STK COMMON USD0.01 STOCK 124805102 244,262.78 244 32,743 SH Sole 28 32,743 CBS CORP CLASS'B' COM STK COMMON USD0.001 STOCK 124857202 3,516,551.50 3,517 291,830 SH Sole 28 291,830 CCA INDUSTRIES COMMON COM STK USD0.01 STOCK 124867102 1,628.00 2 400 SH Sole 33 400 CDI CORP COM STK COMMON USD0.10 STOCK 125071100 143,605.05 144 10,221 SH Sole 28, 33 10,221 CEC ENTERTAINMENT COMMON COM STK USD0.10 STOCK 125137109 3,121,250.28 3,121 120,698 SH Sole 8, 23, 28 120,698 CF INDUSTRIES HOLDINGS INC COMMON COM STK USD0.01 STOCK 125269100 4,134,469.81 4,134 47,947 SH Sole 23, 28, 34 47,947 CIGNA CORP COM COMMON STK USD0.25 STOCK 125509109 3,840,773.79 3,841 136,731 SH Sole 19, 28, 37 136,731 CMS ENERGY CORP COMMON 19, 25, COM STK USD0.01 STOCK 125896100 6,381,147.00 6,381 476,205 SH Sole 28, 35, 39 476,205 CPI CORP COM STK COMMON USD0.40 STOCK 125902106 44,892.00 45 3,600 SH Sole 28 3,600 CSS INDUSTRIES INC COM STK COMMON USD0.10 STOCK 125906107 132,557.85 133 6,705 SH Sole 28, 33 6,705 CNB FINANCIAL CORP(PA) COM COMMON STK USD1 STOCK 126128107 106,454.00 106 6,200 SH Sole 28 6,200 CSG SYSTEMS INTL INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 126349109 1,120,988.18 1,121 70,018 SH Sole 30 70,018 CSX CORP COM STK COMMON USD1 STOCK 126408103 9,037,699.58 9,038 215,903 SH Sole 28, 43 215,903 CTS CORP COM STK COMMON NPV STOCK 126501105 278,721.00 279 29,970 SH Sole 23, 28 29,970 CVB FINANCIAL NPV COMMON STOCK 126600105 1,053,431.28 1,053 138,792 SH Sole 8, 23, 28 138,792 CVS CAREMARK CORP 11, 28, COM STK USD0.01 COMMON 34, 36, STOCK 126650100 74,297,026.80 74,297 2,078,820 SH Sole 38, 39 2,078,820 CABELAS INC COM COMMON STK USD0.01 STOCK 126804301 785,792.70 786 58,905 SH Sole 8, 28, 33 58,905 CABOT CORP COM COMMON 19, 28, STK USD1 STOCK 127055101 3,357,883.00 3,358 145,300 SH Sole 32, 33 145,300 CABOT OIL & GAS COMMON CO COM USD0.10 STOCK 127097103 3,589,300.00 3,589 100,400 SH Sole 11, 28 100,400 CACHE INC COM STK COMMON USD0.01 STOCK 127150308 5,456.00 5 1,100 SH Sole 33 1,100 CACI INTL INC COMMON 23, 28, CLASS A COM STOCK 127190304 1,766,810.79 1,767 37,377 SH Sole 30, 33 37,377 CADENCE DESIGN SYSTEMS INC COMMON COM STK USD0.01 STOCK 127387108 3,947,385.94 3,947 537,791 SH Sole 28 537,791 CADIZ INC NEW COMMON STOCK 127537207 97,110.00 97 8,300 SH Sole 28 8,300 CAL MAINE FOODS INC COM STK COMMON USD0.01 STOCK 128030202 256,992.00 257 9,600 SH Sole 28 9,600 CALAVO GROWERS INC COM STK COMMON USD0.001 STOCK 128246105 138,554.00 139 7,300 SH Sole 28 7,300 CALGON CARBON CORP COM STK COMMON USD0.01 STOCK 129603106 585,013.84 585 39,448 SH Sole 28 39,448 CALIFORNIA FIRST NATIONAL BANCORP COM COMMON STK USD0.01 STOCK 130222102 15,498.00 15 1,400 SH Sole 28 1,400 CALIFORNIA MICRO COMMON DEVICES CORP STOCK 130439102 2,576.00 3 800 SH Sole 33 800 CALIFORNIA WATER SERVICE GROUP COMMON COM STK NPV STOCK 130788102 724,167.18 724 18,597 SH Sole 8, 28 18,597 CALLAWAY GOLF CO COMMON COM STK USD0.01 STOCK 131193104 1,366,520.09 1,367 179,569 SH Sole 28, 33 179,569 CAMBREX CORP COM COMMON STK USD0.10 STOCK 132011107 1,063,150.20 1,063 168,754 SH Sole 25, 28, 33 168,754 CAMDEN NATIONAL CORPORATION COMMON COM NPV STOCK 133034108 185,024.00 185 5,600 SH Sole 28 5,600 CAMPBELL SOUP CO CAP STK COMMON 19, 23, USD0.0375 STOCK 134429109 7,669,973.22 7,670 235,131 SH Sole 28, 32 235,131 CANADIAN NATIONAL RAILWAY CO COM COMMON NPV STOCK 136375102 26,980,507.65 26,981 550,735 SH Sole 11, 39 550,735 CANADIAN NATURAL RESOURCES COM COMMON NPV STOCK 136385101 10,609,569.76 10,610 157,904 SH Sole 11, 37 157,904 CANTEL MEDICAL CORP CLASS'B'CNV COMMON 8, 23, 28, USD0.10 STOCK 138098108 345,114.96 345 22,916 SH Sole 33 22,916 CAPE BANCORP INC COMMON USD0.01 STOCK 139209100 66,816.00 67 8,700 SH Sole 28 8,700 CAPELLA EDUCATION COMMON CO COM STK USD1 STOCK 139594105 3,431,511.72 3,432 50,958 SH Sole 5, 23, 28 50,958 CAPITAL CITY BANK GROUP INC COM COMMON STK USD0.01 STOCK 139674105 147,083.60 147 10,358 SH Sole 28, 33 10,358 CAPITAL SENIOR LIVING CORP COMMON COM STK USD0.01 STOCK 140475104 537,599.10 538 88,131 SH Sole 28, 33, 36 88,131 CAPITAL SOUTHWEST CORP COM STK COMMON USD1 STOCK 140501107 312,449.25 312 4,071 SH Sole 26, 28, 33 4,071 CARBO CERAMICS COMMON COM STK USD0.01 STOCK 140781105 6,043,876.65 6,044 117,243 SH Sole 11, 23, 28 117,243 CARDIOVASCULAR SYSTEMS INC COMMON COM STK NPV STOCK 141619106 61,068.00 61 8,400 SH Sole 28 8,400 CAREER EDUCATION CORP COM STK COMMON USD0.01 STOCK 141665109 3,875,176.62 3,875 158,949 SH Sole 28, 30 158,949 CARDIUM THERAPEUTICS INC COM STK COMMON USD0.01 STOCK 141916106 56,700.00 57 35,000 SH Sole 28 35,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CARIBOU COFFEE CO INC COM STK COMMON USD0.01 STOCK 142042209 49,818.00 50 6,900 SH Sole 28 6,900 CARLISLE COS INC COMMON COM STK USD1 STOCK 142339100 4,436,004.47 4,436 130,817 SH Sole 28, 34 130,817 CARMAX INC COM COMMON STK USD0.50 STOCK 143130102 11,775,060.00 11,775 563,400 SH Sole 11, 28 563,400 CARMIKE CINEMAS INC COM STK COMMON USD0.03 STOCK 143436400 171,870.00 172 17,000 SH Sole 8, 28 17,000 CARNIVAL CORP COM STK USD0.01(PAIRED COMMON STOCK) STOCK 143658300 6,665,484.80 6,665 200,285 SH Sole 28, 34 200,285 CARRIAGE SERVICES INC COM STK COMMON USD0.01 STOCK 143905107 6,123.00 6 1,570 SH Sole 33 1,570 CARPENTER TECHNOLOGY CORP COM STK COMMON USD5 STOCK 144285103 2,080,306.60 2,080 88,940 SH Sole 28 88,940 CARRIZO OIL & GAS INC COM STK COMMON 5, 11, 26, USD0.01 STOCK 144577103 3,349,521.79 3,350 136,771 SH Sole 28, 30, 47 136,771 CARTERS INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 146229109 1,758,328.50 1,758 65,855 SH Sole 30 65,855 CASCADE CORP COM COMMON STK USD0.50 STOCK 147195101 209,802.04 210 7,846 SH Sole 8, 28 7,846 CASCADE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 147272108 1,269.90 1 747 SH Sole 33 747 CASCADE MICROTECH INC COM STK COMMON USD0.01 STOCK 147322101 5,090.00 5 1,000 SH Sole 33 1,000 CASELLA WASTE SYSTEMS COM COMMON STK USD0.01 'A' STOCK 147448104 2,352.00 2 800 SH Sole 33 800 CASEY'S GENERAL STORES INC COM COMMON STK NPV STOCK 147528103 1,144,742.40 1,145 36,480 SH Sole 28 36,480 CASTLE(A.M.)& CO COMMON COM STK NPV STOCK 148411101 151,088.00 151 15,200 SH Sole 28, 33 15,200 CATERPILLAR INC COMMON COM STK USD1 STOCK 149123101 23,430,348.45 23,430 456,465 SH Sole 11, 28, 39 456,465 CATAHY GENERAL BANCORP COM COMMON STK USD0.01 STOCK 149150104 1,116,525.17 1,117 138,013 SH Sole 28, 33 138,013 CATO CORP CLASS'A'COM COMMON STK USD0.03 1/3 STOCK 149205106 608,273.91 608 29,979 SH Sole 8, 23, 28 29,979 CAVCO INDUSTRIES INC COM STK COMMON USD0.01 STOCK 149568107 184,600.00 185 5,200 SH Sole 28, 33 5,200 CBEYOND INC COM COMMON STK USD1 STOCK 149847105 262,515.75 263 16,275 SH Sole 28 16,275 CELADON GROUP COM COMMON STK USD0.33 STOCK 150838100 3,054,831.00 3,055 270,100 SH Sole 28, 33, 39 270,100 CELANESE CORP COM STK USD0.0001 COMMON CLS'A' STOCK 150870103 5,261,100.00 5,261 210,444 SH Sole 23, 35 210,444 CELL THERAPEUTICS COMMON INC COM STK NPV STOCK 150934503 477,609.00 478 388,300 SH Sole 28 388,300 CELGENE CORP COM COMMON STK USD0.01 STOCK 151020104 11,636,255.80 11,636 208,162 SH Sole 28, 34, 47 208,162 CENTER BANCORP INC COM COM COMMON STK NPV STOCK 151408101 62,860.44 63 8,348 SH Sole 28 8,348 CENTRAL GARDEN & PET CO COM STK COMMON USD0.01 STOCK 153527106 24,675.00 25 2,100 SH Sole 33 2,100 CENTRAL GARDEN & PET CO COM STK N/V 'A' SHS COMMON 8, 23, 28, USD0.01 STOCK 153527205 1,015,484.44 1,015 92,908 SH Sole 33 92,908 CENTRAL JERSEY BANCORP COM COMMON STK USD0.01 STOCK 153770102 4,151.00 4 700 SH Sole 33 700 CENTRAL PAC FINL COMMON 8, 23, 28, CORP COM STOCK 154760102 101,235.96 101 40,173 SH Sole 33 40,173 CENTRAL VERMONT PUBLIC SERVICE CORP COM STK COMMON USD6 STOCK 155771108 190,047.10 190 9,847 SH Sole 23, 28 9,847 CENTURY ALUMINIUM COMMON COM STK USD0.01 STOCK 156431108 612,425.00 612 65,500 SH Sole 28, 30 65,500 CENTURY BANCORP INC CLASS'A'NON-VTG COMMON COM STK USD1 STOCK 156432106 56,420.00 56 2,600 SH Sole 28 2,600 CENTURYTEL INC COMMON COM STK USD1 STOCK 156700106 9,393,888.00 9,394 279,580 SH Sole 23, 28, 43 279,580 CEPHALON INC COM COMMON STK USD0.01 STOCK 156708109 2,527,616.00 2,528 43,400 SH Sole 28, 39 43,400 CERADYNE INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 156710105 530,305.23 530 28,931 SH Sole 33 28,931 CERNER CORP COM COMMON STK USD0.01 STOCK 156782104 16,039,513.60 16,040 214,432 SH Sole 23, 28, 35 214,432 CEVA INC COM STK COMMON USD0.001 STOCK 157210105 158,025.00 158 14,700 SH Sole 28, 33 14,700 CHARLES RIVER LABORATORIES COMMON COM STK USD0.01 STOCK 159864107 5,150,648.36 5,151 139,282 SH Sole 11, 28 139,282 CHARLOTTE RUSSE HLDG INC COM COMMON STK USD0.01 STOCK 161048103 299,880.00 300 17,136 SH Sole 28, 33 17,136 CHARMING SHOPPES INC COM STK COMMON USD0.10 STOCK 161133103 434,093.10 434 88,410 SH Sole 28, 33 88,410 CHATTEM INC COM COMMON STK NPV STOCK 162456107 1,437,245.22 1,437 21,642 SH Sole 11, 23, 28 21,642 CHECKPOINT SYSTEMS COM COMMON STK USD0.10 STOCK 162825103 662,663.52 663 40,308 SH Sole 8, 28, 33 40,308 CHEESECAKE FACTORY COM COMMON STK USD0.01 STOCK 163072101 3,514,910.80 3,515 189,790 SH Sole 28, 47 189,790 CHELSEA THERAPEUTICS INTL LTD COMMON USD0.0001 STOCK 163428105 46,435.00 46 18,500 SH Sole 28 18,500 CHEMICAL FINANCIAL CORP COMMON COM STK USD1 STOCK 163731102 503,915.54 504 23,126 SH Sole 8, 28, 33 23,126 CHESAPEAKE ENERGY CORP COM STK COMMON USD0.01 STOCK 165167107 7,763,793.20 7,764 273,373 SH Sole 28 273,373 CHESAPEAKE UTILITIES CORP COM STK COMMON USD0.4867 STOCK 165303108 271,968.24 272 8,776 SH Sole 8, 23, 28 8,776 CHEVRON CORP COM 19, 23, STK USD0.75 COMMON 28, 32, STOCK 166764100 82,975,132.46 82,975 1,178,122 SH Sole 34, 36, 39 1,178,122 CHEVIOT FINANCIAL CORP COM STK COMMON USD0.01 STOCK 166774109 29,960.00 30 3,500 SH Sole 28 3,500 CHICAGO BRIDGE & IRON CO N.V. COMMON EUR0.01 (REG) STOCK 167250109 7,734,584.76 7,735 414,057 SH Sole 5, 11, 43 414,057 CHICOPEE BANCORP COMMON INC COM STK NPV STOCK 168565109 58,124.00 58 4,400 SH Sole 28 4,400 CHICO'S FAS INC COMMON 23, 28, COM STK USD0.01 STOCK 168615102 8,452,561.00 8,453 650,197 SH Sole 34, 47 650,197 CHILDRENS PLACE RETAIL STORE INC COM STK COMMON USD0.10 STOCK 168905107 580,834.52 581 19,387 SH Sole 23, 28 19,387 CHINA TRANSINFO TECHNOLOGY CORP COM STK COMMON USD0.001 STOCK 169453107 83,248.00 83 8,800 SH Sole 28 8,800 CHINDEX INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 169467107 116,994.00 117 9,300 SH Sole 28 9,300 CHIPOTLE MEXICAN GRILL COM STK COMMON USD0.01 STOCK 169656105 6,706,155.00 6,706 69,100 SH Sole 28, 47 69,100 CHOICE HOTELS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 169905106 243,479.34 243 7,839 SH Sole 23, 34 7,839 CHIQUITA BRANDS INTERNATIONAL INC COM STK COMMON 8, 28, 30, USD0.01 STOCK 170032809 1,298,860.00 1,299 80,375 SH Sole 33 80,375 CHORDIANT SOFTWARE INC COM STK COMMON USD0.001 STOCK 170404305 90,014.60 90 23,140 SH Sole 28 23,140 CHRISTOPHER & BANKS CORP COM COMMON STK USD0.01 STOCK 171046105 195,984.73 196 28,949 SH Sole 28, 33 28,949 CHUBB CORP COM COMMON 19, 23, STK USD1 STOCK 171232101 19,322,858.74 19,323 383,314 SH Sole 28, 32, 36 383,314 CHURCH & DWIGHT COMMON 11, 25, COM STK USD1 STOCK 171340102 14,446,004.00 14,446 254,600 SH Sole 28, 39 254,600
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CHURCHILL DOWNS COMMON INC COM STK NPV STOCK 171484108 319,550.00 320 8,300 SH Sole 28, 33 8,300 CIENA CORP COM COMMON STK USD0.01. STOCK 171779309 689,197.52 689 42,334 SH Sole 28 42,334 CIMAREX ENERGY CO COMMON 11, 28, COM STK USD0.01 STOCK 171798101 16,007,086.56 16,007 369,508 SH Sole 33, 34 369,508 CINCINNATI BELL COMMON NC USD0.01 STOCK 171871106 2,358,926.50 2,359 673,979 SH Sole 8, 28 673,979 CINCINNATI FINANCIAL CORP COMMON COM STK USD2 STOCK 172062101 1,818,754.21 1,819 69,979 SH Sole 28 69,979 CIRRUS LOGIC INC COMMON COM STK NPV STOCK 172755100 288,091.40 288 51,815 SH Sole 23, 28, 33 51,815 CINTAS CORP COM COMMON NPV STOCK 172908105 1,713,484.92 1,713 56,532 SH Sole 28 56,532 CITIZENS AND NORTHERN CORP COMMON COM STK USD1 STOCK 172922106 99,093.00 99 6,700 SH Sole 28 6,700 CITIGROUP INC COM 11, 19, STK USD0.01 COMMON 28, 32, STOCK 172967101 35,924,469.24 35,924 7,422,411 SH Sole 34, 39 7,422,411 CITIZENS REPUBLIC BANCORP INC COMMON COM STK NPV STOCK 174420109 105,980.48 106 139,448 SH Sole 8, 28 139,448 CITIZENS HLDG CO(MISS) COM COMMON STK USD0.20 STOCK 174715102 74,088.00 74 2,800 SH Sole 28 2,800 CITIZENS INC CLASS 'A' COM COMMON NPV STOCK 174740100 152,794.00 153 24,100 SH Sole 28 24,100 CITRIX SYSTEMS INC COM STK COMMON USD0.001 STOCK 177376100 5,506,283.57 5,506 140,359 SH Sole 11, 28 140,359 CITY HLDG CO COM COMMON STK USD2.50 STOCK 177835105 744,117.22 744 24,962 SH Sole 8, 28 24,962 CITY NATIONAL CORP COM STK COMMON USD1 STOCK 178566105 4,201,325.60 4,201 107,920 SH Sole 23, 28, 33 107,920 CLARCOR INC COM COMMON STK USD1 STOCK 179895107 1,721,475.84 1,721 54,894 SH Sole 11, 28 54,894 CLARIENT INC COM COMMON STK USD0.01 STOCK 180489106 91,778.00 92 21,800 SH Sole 28 21,800 CLEAN HARBORS INC COMMON COM STK USD0.01 STOCK 184496107 4,373,146.06 4,373 77,731 SH Sole 28, 39 77,731 CLEAN ENERGY FUELS CORPORATION COM STK COMMON USD0.0001 STOCK 184499101 357,368.00 357 24,800 SH Sole 28 24,800 CLOROX CO COM STK COMMON USD1 STOCK 189054109 3,541,140.46 3,541 60,203 SH Sole 28 60,203 COACH INC COM STK COMMON 11, 23, USD0.01 STOCK 189754104 9,070,184.24 9,070 275,522 SH Sole 28, 47 275,522 COBIZ FINANCIAL INC COM STK COMMON USD0.01 STOCK 190897108 94,490.52 94 18,974 SH Sole 28, 33 18,974 COCA-COLA BOTTLING CO CONSOLIDATED COMMON COM STK USD1 STOCK 191098102 150,133.00 150 3,100 SH Sole 28 3,100 COCA-COLA CO COM COMMON 28, 34, STK USD0.25 STOCK 191216100 66,299,631.00 66,300 1,234,630 SH Sole 36, 39 1,234,630 COCA-COLA ENTERPRISES INC COM STK COMMON USD1 STOCK 191219104 4,117,057.36 4,117 192,296 SH Sole 23, 28, 39 192,296 COEUR D'ALENE COMMON MINECOM USD1 STOCK 192108504 1,330,347.50 1,330 64,895 SH Sole 8, 28 64,895 COGNEX CORP COM COMMON STK USD0.002 STOCK 192422103 518,902.02 519 31,679 SH Sole 28, 33 31,679 COGNIZANT TECHNOLOGY SOLUTIONS CORP COMMON COM STK USD0.01 STOCK 192446102 36,787,425.58 36,787 951,563 SH Sole 11, 28, 39 951,563 COGO GROUP INC COMMON COM STK USD0.01 STOCK 192448108 102,711.96 103 16,783 SH Sole 28 16,783 COHERENT INC COM COMMON STK USD0.01 STOCK 192479103 368,456.00 368 15,800 SH Sole 28 15,800 COHU INC COM STK COMMON USD1 STOCK 192576106 270,454.20 270 19,945 SH Sole 28, 33 19,945 COLDWATER CREEK COMMON COM STK USD0.01 STOCK 193068103 1,589,160.00 1,589 193,800 SH Sole 28, 30, 33 193,800 KENNETH COLE PRODUCTIONS INC CLASS'A'COM COMMON STK USD0.01 STOCK 193294105 228,874.57 229 22,819 SH Sole 28, 30, 33 22,819 COLFAX CORP COMMON USD0.01 STOCK 194014106 193,466.00 193 18,200 SH Sole 28 18,200 COLGATE-PALMOLIVE COMMON 28, 34, CO COM STK USD1 STOCK 194162103 20,535,415.08 20,535 269,211 SH Sole 39, 47 269,211 COLUMBIA BANKING SYSTEMS INC COMMON 8, 28, 30, COM STK NPV STOCK 197236102 737,120.45 737 44,539 SH Sole 33 44,539 COLUMBIA SPORTSWEAR CO COMMON COM STK NPV STOCK 198516106 448,644.00 449 10,900 SH Sole 28, 33 10,900 COLUMBUS MCKINNON CORP COM STK COMMON USD0.01 STOCK 199333105 299,970.00 300 19,800 SH Sole 8, 28, 33 19,800 COMFORT SYSTEMS USA COM STK COMMON 8, 23, 28, USD0.01 STOCK 199908104 734,910.31 735 63,409 SH Sole 33 63,409 COMERICA INC COM COMMON STK USD5 STOCK 200340107 3,414,423.60 3,414 115,080 SH Sole 11, 28, 33 115,080 COMMERCE BANCSHARES INC COMMON COM STK USD5 STOCK 200525103 10,201,898.00 10,202 273,950 SH Sole 23, 28, 32 273,950 COMMERCIAL METALS COMMON CO COM STK USD5 STOCK 201723103 4,369,390.00 4,369 244,100 SH Sole 28, 34 244,100 COMMSCOPE INC COM COMMON STK USD0.01 STOCK 203372107 7,943,721.30 7,944 265,410 SH Sole 23, 28, 33 265,410 COMMUNITY BANK SYSTEMS NY COM COMMON 8, 23, 28, STK USD1.25 STOCK 203607106 674,163.00 674 36,900 SH Sole 33 36,900 COMMUNITY HEALTH SYSTEMS INC(NEW) COM COMMON STK NPV STOCK 203668108 6,046,807.61 6,047 189,377 SH Sole 28, 33 189,377 COMMUNICATIONS SYSTEMS INC COMMON COM STK USD0.05 STOCK 203900105 65,408.00 65 5,600 SH Sole 28, 33 5,600 COMM TR COMMON BANCORPCOM USD5 STOCK 204149108 658,986.77 659 25,181 SH Sole 8, 28, 33 25,181 COMMVAULT SYSTEMS INC COM STK COMMON USD0.01 STOCK 204166102 4,151,037.50 4,151 200,050 SH Sole 5, 28 200,050 COMPUTER PROGRAMS & SYSTEMS INC COM STK COMMON USD0.001 STOCK 205306103 264,816.95 265 6,395 SH Sole 28 6,395 COMPUTER SCIENCES CORP COM STK COMMON 19, 28, USD1 STOCK 205363104 10,770,128.88 10,770 204,328 SH Sole 32, 39 204,328 COMPUTER TASK COMMON GRPCOM USD0.01 STOCK 205477102 88,399.00 88 10,900 SH Sole 28 10,900 COMPUWARE CORP COMMON COM STK USD0.01 STOCK 205638109 788,216.89 788 107,533 SH Sole 28 107,533 COMSTOCK RESOURCES INC COMMON COM STK USD0.50 STOCK 205768203 3,843,672.00 3,844 95,900 SH Sole 28, 33 95,900 COMTECH TELECOMMUNICATIONS COMMON COM STK USD0.10 STOCK 205826209 791,233.96 791 23,818 SH Sole 23, 28 23,818 COMVERGE INC COM COMMON STK NPV STOCK 205859101 163,614.00 164 13,400 SH Sole 28 13,400 CONAGRA FOODS INC COMMON 19, 23, COM STK USD5 STOCK 205887102 8,841,060.64 8,841 407,798 SH Sole 28, 31 407,798 CON-WAY INC COM COMMON 28, 32, STK USD0.625 STOCK 205944101 8,241,099.20 8,241 215,060 SH Sole 39, 47 215,060 CONCEPTUS INC COM COMMON STK USD0.003 STOCK 206016107 407,880.00 408 22,000 SH Sole 28 22,000 CONCUR TECHNOLOGIES INC COM STK COMMON 5, 28, 39, USD0.001 STOCK 206708109 6,336,392.16 6,336 159,366 SH Sole 47 159,366 CONCURRENT COMPUTER CORP COMMON COM STK USD0.01 STOCK 206710402 2,300.00 2 500 SH Sole 33 500 CONMED CORP COM COMMON 8, 23, 28, STK USD0.01 STOCK 207410101 1,007,325.99 1,007 52,547 SH Sole 30, 33 52,547 CONNECTICUT WATER SERVICES COM COMMON STK NPV STOCK 207797101 145,535.00 146 6,500 SH Sole 28 6,500
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CONNS INC COM STK COMMON USD0.01 STOCK 208242107 277,734.00 278 24,600 SH Sole 28, 30, 33 24,600 CONSECO INC COM COMMON STK USD0.01 STOCK 208464883 1,036,220.00 1,036 197,000 SH Sole 8, 28, 33 197,000 CONSOLIDATED COMMON COMMU COM NPV STOCK 209034107 332,239.52 332 20,752 SH Sole 8, 28 20,752 CONSOLIDATED EDISON INC COM COMMON STK USD0.10 STOCK 209115104 4,834,154.26 4,834 118,079 SH Sole 28 118,079 CONSOLIDATED GRAPHICS INC COMMON COM STK USD0.01 STOCK 209341106 307,234.30 307 12,314 SH Sole 8, 28 12,314 CONSOLIDATED TOMOKA LAND COMMON COM STK USD1 STOCK 210226106 327,924.60 328 8,562 SH Sole 26, 28 8,562 CONSTANT CONTACT COMMON INC COM STK NPV STOCK 210313102 3,703,700.00 3,704 192,400 SH Sole 5, 28, 47 192,400 CONSTELLATION ENERGY GROUP COMMON INC COM STK NPV STOCK 210371100 2,783,237.34 2,783 85,982 SH Sole 28 85,982 CONTINENTAL AIRLINES INC CLASS'B'COM COMMON STK USD0.01 STOCK 210795308 731,448.48 731 44,492 SH Sole 43 44,492 CONTINENTAL RESOURCES INC OKLA COM STK COMMON USD0.01 STOCK 212015101 2,175,188.44 2,175 55,532 SH Sole 23 55,532 CONTINUCARE CORP COMMON COM STOCK 212172100 96,942.00 97 32,100 SH Sole 8, 28, 33 32,100 CONVERGYS CORP COMMON COM STK NPV STOCK 212485106 547,008.14 547 55,031 SH Sole 28, 33 55,031 COOPER COS INC COMMON COM STK USD0.10 STOCK 216648402 290,759.40 291 9,780 SH Sole 23, 33 9,780 COOPER TIRE & RUBBER CO COM COMMON STK USD1 STOCK 216831107 1,070,586.84 1,071 60,898 SH Sole 28, 47 60,898 COPART INC COM COMMON STK NPV STOCK 217204106 4,731,760.80 4,732 142,480 SH Sole 28, 47 142,480 CORE-MARK HLDG CO INC COM STK COMMON USD0.01 STOCK 218681104 489,060.00 489 17,100 SH Sole 8, 28, 33 17,100 CORINTHIAN COLLEGES INC COM STK COMMON USD0.0001 STOCK 218868107 4,325,964.80 4,326 233,080 SH Sole 28 233,080 CORN PRODUCTS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 219023108 5,202,333.20 5,202 182,410 SH Sole 25, 28, 33 182,410 CORNELL COMPANIES INC COM STK COMMON USD0.001 STOCK 219141108 188,496.00 188 8,400 SH Sole 28, 33 8,400 CORNING INC COM COMMON STK USD0.50 STOCK 219350105 11,888,459.96 11,888 776,516 SH Sole 28, 37, 39 776,516 CORVEL CORP COM COMMON STK USD0.0001 STOCK 221006109 166,140.00 166 5,850 SH Sole 28 5,850 COST PLUS INC COM COMMON STK USD0.01 STOCK 221485105 1,827.00 2 900 SH Sole 33 900 COURIER CORP COM COMMON STK USD1 STOCK 222660102 114,382.50 114 7,550 SH Sole 28 7,550 COVANCE INC COM COMMON 23, 28, STK USD0.01 STOCK 222816100 12,156,079.35 12,156 224,489 SH Sole 39, 43 224,489 COVENTRY HEALTHCARE INC COMMON COM STK USD0.01 STOCK 222862104 2,463,024.08 2,463 123,398 SH Sole 28, 32, 34 123,398 COWEN GROUP INC COMMON COM STK NPV STOCK 223621103 11,392.00 11 1,600 SH Sole 33 1,600 CRANE CO COM STK COMMON USD1 STOCK 224399105 2,487,206.46 2,487 96,366 SH Sole 28 96,366 CRAWFORD & CO CLASS'B'COM COMMON STK USD1 STOCK 224633107 78,145.20 78 17,720 SH Sole 28 17,720 CRAY INC COM STK COMMON USD0.01 STOCK 225223304 201,586.00 202 24,200 SH Sole 28 24,200 CREDIT ACCEPTANCE CORP COM STK COMMON NPV STOCK 225310101 140,605.92 141 4,368 SH Sole 28 4,368 CREDO PETE CORP COMMON COM PAR $0.10 STOCK 225439207 65,780.00 66 6,500 SH Sole 28 6,500 CREE INC COM STK COMMON USD0.005 STOCK 225447101 7,464,843.75 7,465 203,125 SH Sole 28 203,125 CRESCENT FINANCIAL CORP COMMON COM STK USD1 STOCK 225744101 1,461.00 1 300 SH Sole 33 300 CROCS INC COM STK COMMON USD0.01 STOCK 227046109 404,985.00 405 60,900 SH Sole 28 60,900 CROSS COUNTRY HEAL COM STK COMMON USD0.0001 STOCK 227483104 213,059.35 213 22,885 SH Sole 28 22,885 CROWN CASTLE INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 228227104 73,696.00 74 2,350 SH Sole 47 2,350 CROWN HOLDINGS INC COMMON STOCK 228368106 8,618,075.20 8,618 316,841 SH Sole 11, 23, 35 316,841 CROWN MEDIA HOLDINGS CLASS'A'COM COMMON STK USD0.01 STOCK 228411104 13,194.48 13 8,458 SH Sole 28 8,458 CRYOLIFE INC COM COMMON STK USD0.01 STOCK 228903100 146,648.00 147 18,400 SH Sole 28 18,400 CUBIC CORP COM COMMON STK NPV STOCK 229669106 636,927.39 637 16,137 SH Sole 23, 28 16,137 CUBIC ENERGY INC COMMON COM STK USD0.05 STOCK 229675103 21,432.00 21 22,800 SH Sole 28 22,800 CUBIST PHARMACEUTI COMMON COM USD0.001 STOCK 229678107 1,039,088.00 1,039 51,440 SH Sole 23, 28 51,440 CULLEN FROST BANKERS COM COMMON STK USD5 STOCK 229899109 7,187,771.60 7,188 139,190 SH Sole 28, 43 139,190 CULP INC COM STK COMMON USD0.05 STOCK 230215105 5,570.00 6 1,000 SH Sole 33 1,000 CUMBERLAND PHARMACEUTICALS COMMON COM STK NPV STOCK 230770109 37,237.00 37 2,300 SH Sole 28 2,300 CUMMINS INC COM COMMON 11, 28, STK USD2.50 STOCK 231021106 14,213,239.09 14,213 317,189 SH Sole 34, 39, 43 317,189 CUMULUS MEDIA INC CLASS'A'COM COMMON STK USD0.01 STOCK 231082108 3,287.00 3 1,900 SH Sole 8 1,900 CURIS INC COM STK COMMON USD0.01 STOCK 231269101 104,832.00 105 44,800 SH Sole 28 44,800 CURTISS-WRIGHT CORP COM STK COMMON USD1 STOCK 231561101 2,182,545.24 2,183 63,948 SH Sole 8, 25, 28 63,948 CUTERA INC COM COMMON STK USD0.001 STOCK 232109108 427,111.05 427 49,377 SH Sole 28, 30 49,377 CYBER OPTICS COM COMMON STK NPV STOCK 232517102 2,692.00 3 400 SH Sole 33 400 CYMER INC COM STK COMMON USD0.001 STOCK 232572107 1,991,497.28 1,991 51,248 SH Sole 28, 30, 47 51,248 CYNOSURE INC COM COMMON STK USD0.001 STOCK 232577205 85,045.00 85 7,300 SH Sole 28, 33 7,300 CYPRESS BIOSCIENCES INC COM STK COMMON USD0.02 STOCK 232674507 255,884.40 256 31,320 SH Sole 8, 28 31,320 CYPRESS SEMICONDUCTOR CORP COM STK COMMON USD0.01 STOCK 232806109 2,018,957.18 2,019 195,446 SH Sole 23, 34 195,446 CYTEC INDUSTRIES INC COM STK COMMON USD0.01 STOCK 232820100 3,357,398.00 3,357 103,400 SH Sole 19, 28, 33 103,400 D & E COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 232860106 132,135.00 132 11,500 SH Sole 28, 33 11,500 DDI CORP COM STK COMMON USD0.001 STOCK 233162502 45,900.00 46 10,800 SH Sole 28, 33 10,800 DPL INC COM STK COMMON USD0.01 STOCK 233293109 7,203,521.70 7,204 275,997 SH Sole 25, 28 275,997 DST SYSTEMS INC DELAWARE COM COMMON STK USD0.01 STOCK 233326107 3,550,848.00 3,551 79,260 SH Sole 28 79,260 DTE ENERGY CO COM COMMON STK NPV STOCK 233331107 3,815,501.20 3,816 108,580 SH Sole 28, 43 108,580 DXP ENTERPRISES INC COM STK COMMON USD0.01 STOCK 233377407 332,270.00 332 29,800 SH Sole 28, 30 29,800
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- DAKTRONIC INC COM COMMON STK NPV STOCK 234264109 212,296.04 212 24,772 SH Sole 28 24,772 DANA HOLDING CORP COMMON USD0.01 STOCK 235825205 485,553.00 486 71,300 SH Sole 28 71,300 DANAHER CORP COM COMMON STK USD0.01 STOCK 235851102 32,944,657.68 32,945 489,374 SH Sole 11, 28, 39 489,374 DANVERS BANCORP COMMON INC USD0.01 STOCK 236442109 190,790.01 191 14,039 SH Sole 28, 30 14,039 DARDEN RESTAURANTS COMMON INC COM STK NPV STOCK 237194105 5,455,270.94 5,455 159,838 SH Sole 28, 39 159,838 DARLING INTL INC COMMON COM USD0.01 STOCK 237266101 532,404.60 532 72,436 SH Sole 23, 28 72,436 DATALINK CORP COM COMMON STK USD0.001 STOCK 237934104 3,960.00 4 1,100 SH Sole 33 1,100 DAWSON GEOPHYSICAL CO COMMON COM USD0.33 1/3 STOCK 239359102 173,068.98 173 6,321 SH Sole 23, 28, 33 6,321 DEALERTRACK HOLDINGS INC COMMON COM STK USD0.01 STOCK 242309102 2,062,135.50 2,062 109,050 SH Sole 5, 28 109,050 DEAN FOODS CO COM COMMON STK USD0.01 STOCK 242370104 1,378,475.94 1,378 77,486 SH Sole 28 77,486 DECKERS OUTDOOR CORP COM STK COMMON USD0.01 STOCK 243537107 965,423.30 965 11,378 SH Sole 8, 28 11,378 DEERE & CO COM COMMON STK USD1 STOCK 244199105 27,777,995.68 27,778 647,204 SH Sole 28, 37, 39 647,204 DELEK US HOLDINGS INC COM STK COMMON USD0.01 STOCK 246647101 121,694.00 122 14,200 SH Sole 8, 28, 33 14,200 DELIAS INC COM COMMON STK USD0.01 STOCK 246911101 3,655.00 4 1,700 SH Sole 33 1,700 DELPHI FINANCIAL GROUP INC CLASS'A'COM COMMON 8, 23, 28, STK USD0.01 STOCK 247131105 1,519,287.68 1,519 67,136 SH Sole 33 67,136 DELTA AIR LINES COMMON INC COM USD0.01 STOCK 247361702 2,678,448.64 2,678 298,934 SH Sole 37, 43 298,934 DELTA APPAREL INC COMMON COM STK USD0.01 STOCK 247368103 1,264.00 1 158 SH Sole 33 158 DELTIC TIMBER CORP COM STK COMMON NPV STOCK 247850100 359,569.12 360 7,856 SH Sole 28 7,856 DELTA PETROLEUM CORP COM STK COMMON USD0.01 STOCK 247907207 227,115.00 227 129,780 SH Sole 28 129,780 DENBURY RESOURCES INC COM STK COMMON USD0.001 STOCK 247916208 3,528,391.65 3,528 233,205 SH Sole 11, 28 233,205 DELUXE CORP COM COMMON STK USD1 STOCK 248019101 3,611,058.30 3,611 211,173 SH Sole 8, 28, 30 211,173 DENTSPLY INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 249030107 2,750,074.80 2,750 79,620 SH Sole 28, 39, 47 79,620 DEPOMED INC COM COMMON STK NPV STOCK 249908104 163,001.00 163 37,300 SH Sole 28 37,300 DEVRY INC COM STK COMMON USD0.01 STOCK 251893103 5,963,496.00 5,963 107,800 SH Sole 11, 28 107,800 DEXCOM INC COM COMMON STK USD0.001 STOCK 252131107 265,655.00 266 33,500 SH Sole 28 33,500 DIAMOND FOODS INC COMMON COM STK NPV STOCK 252603105 942,242.60 942 29,705 SH Sole 23, 28, 47 29,705 DICE HOLDINGS INC COMMON COM STK NPV STOCK 253017107 90,318.08 90 13,768 SH Sole 23, 28 13,768 DICKS SPORTING GOODS INC COM COMMON STK USD0.01 STOCK 253393102 3,960,320.00 3,960 176,800 SH Sole 28 176,800 DIEBOLD INC COM COMMON STK USD1.25 STOCK 253651103 6,464,850.53 6,465 196,321 SH Sole 23, 28 196,321 DIEDRICH COFFEE COMMON INC COM NEW STOCK 253675201 38,480.00 38 1,600 SH Sole 28 1,600 DIGI INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 253798102 175,512.00 176 20,600 SH Sole 28, 33 20,600 DIME COMMUNITY BANCSHARES INC COMMON 8, 11, 28, COM STK USD0.01 STOCK 253922108 521,939.52 522 45,664 SH Sole 33 45,664 DILLARDS INC COMMON CLASS'A'COM NPV STOCK 254067101 525,930.00 526 37,300 SH Sole 28 37,300 DINEEQUITY INC COMMON STOCK 254423106 350,460.00 350 14,160 SH Sole 28, 33 14,160 DIODES INC COM COMMON STK USD0.66 2/3 STOCK 254543101 600,985.98 601 33,222 SH Sole 28, 47 33,222 DIONEX CORP COM COMMON STK USD0.001 STOCK 254546104 1,435,057.36 1,435 22,088 SH Sole 11, 23, 28 22,088 DISCOVERY LABORATORIES INC COM STK COMMON USD0.001 STOCK 254668106 105,672.00 106 77,700 SH Sole 28 77,700 WALT DISNEY(HLDG)CO DISNEY COM STK COMMON 19, 23, USD0.01 STOCK 254687106 32,468,511.78 32,469 1,182,393 SH Sole 28, 39, 47 1,182,393 DISCOVER FINANCIAL SERVICES COM COMMON STK USD0.01 STOCK 254709108 5,665,438.56 5,665 349,072 SH Sole 23, 28, 32 349,072 DIVX INC COM STK COMMON USD0.001 STOCK 255413106 136,500.00 137 25,000 SH Sole 28 25,000 DOLLAR FINANCIAL CORP COM STK COMMON USD0.001 STOCK 256664103 617,138.46 617 38,523 SH Sole 8, 28 38,523 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM COMMON STK USD0.01 STOCK 256743105 714,339.50 714 29,050 SH Sole 23, 28 29,050 DOLLAR TREE INC COMMON 11, 23, COM STK USD0.01 STOCK 256746108 18,468,899.92 18,469 379,394 SH Sole 28, 34, 35 379,394 DOMTAR CORPORATION COMMON USD0.01 STOCK 257559203 1,081,254.00 1,081 30,700 SH Sole 28 30,700 DONALDSON CO INC COMMON COM STK USD5 STOCK 257651109 5,398,124.40 5,398 155,880 SH Sole 28 155,880 DONEGAL GROUP COM COMMON STK USD1 CLS'A' STOCK 257701201 160,390.72 160 10,388 SH Sole 28, 33 10,388 DONNELLEY(R.R.)& SONS CO COM COMMON STK USD1.25 STOCK 257867101 2,709,353.14 2,709 127,439 SH Sole 28, 32, 33 127,439 DORMAN PRODUCTS COMMON INC STOCK 258278100 121,662.00 122 8,100 SH Sole 28 8,100 DOUBLE EAGLE PETE COMMON CO COM STOCK 258570209 3,824.00 4 800 SH Sole 33 800 DOUBLE-TAKE SOFTWARE INC COM STK COMMON USD0.001 STOCK 258598101 127,375.00 127 12,500 SH Sole 28 12,500 DOVER CORP COM COMMON 23, 28, STK USD1 STOCK 260003108 5,354,383.92 5,354 138,142 SH Sole 31, 37 138,142 DOVER DOWNS GAMING & ENTERTAINMENT COMMON COM STK USD0.10 STOCK 260095104 58,955.10 59 10,343 SH Sole 28 10,343 DOVER MOTORSPORTSCOM COMMON USD0.10 STOCK 260174107 1,500.00 2 1,000 SH Sole 33 1,000 DOW CHEMICAL CO COMMON COM STK USD2.50 STOCK 260543103 17,612,057.76 17,612 675,568 SH Sole 28, 34, 38 675,568 DRESS BARN INC COMMON 8, 23, 28, COM STK USD0.05 STOCK 261570105 1,569,681.85 1,570 87,545 SH Sole 30, 33 87,545 DRIL QUIP INC COM COMMON STK USD0.01 STOCK 262037104 1,200,642.68 1,201 24,187 SH Sole 23, 28 24,187 DRUGSTORE.COM INC COM STK COMMON USD0.001 STOCK 262241102 160,380.00 160 66,000 SH Sole 28 66,000 DU PONT(E.I.)DE 23, 28, NEMOURS & CO COMMON 32, 34, COM STK USD0.30 STOCK 263534109 20,370,428.42 20,370 633,803 SH Sole 36, 39 633,803 DUCOMMUN INC COM COMMON STK USD0.01 STOCK 264147109 296,887.00 297 15,700 SH Sole 8, 28, 33 15,700 DURECT CORP COM COMMON STK USD0.001 STOCK 266605104 163,938.00 164 61,400 SH Sole 28 61,400 DYCOM INDUSTRIES COM STK COMMON USD0.333 STOCK 267475101 1,396,000.80 1,396 113,496 SH Sole 28, 33 113,496 DYNAMIC MATERIALS CORP COM STK COMMON USD0.05 STOCK 267888105 2,867,613.28 2,868 143,668 SH Sole 28, 39 143,668
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- DYNAMICS RESEARCH CORP COM STK COMMON USD0.10 STOCK 268057106 182,280.00 182 14,000 SH Sole 8, 28, 33 14,000 EMC CORP COM STK COMMON 11, 28, USD0.01 STOCK 268648102 46,020,132.48 46,020 2,700,712 SH Sole 34, 38, 39 2,700,712 EMC INSURANCE GROUP INC COM COMMON STK USD1 STOCK 268664109 79,660.10 80 3,770 SH Sole 28 3,770 EAGLE BANCORP INC COMMON MD COM STOCK 268948106 71,850.00 72 7,500 SH Sole 28 7,500 E TRADE FINANCIAL CORP COM STK COMMON USD0.01 STOCK 269246104 2,683,285.50 2,683 1,533,306 SH Sole 28, 30, 33 1,533,306 EXCO RESOURCES INC COM STK COMMON USD0.001 STOCK 269279402 530,796.00 531 28,400 SH Sole 8 28,400 EARTHLINK INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 270321102 1,600,044.55 1,600 190,255 SH Sole 30 190,255 EASTERN CO COM COMMON STK NPV STOCK 276317104 79,500.00 80 5,000 SH Sole 28 5,000 EASTERN INSURANCE HOLDINGS I COM COMMON STK NPV STOCK 276534104 76,240.00 76 8,000 SH Sole 28, 33 8,000 EASTMAN CHEMICAL CO COM STK COMMON USD0.01 STOCK 277432100 4,919,951.22 4,920 91,893 SH Sole 28, 34, 43 91,893 EASTMAN KODAK CO COMMON COM STK USD2.50 STOCK 277461109 1,494,672.54 1,495 312,693 SH Sole 28 312,693 EATON CORP COM COMMON 28, 34, USD0.50 STOCK 278058102 12,068,043.86 12,068 213,254 SH Sole 39, 43 213,254 EATON VANCE CORP COM NON VTG COMMON USD0.00390625 STOCK 278265103 6,980,901.93 6,981 249,407 SH Sole 28, 34 249,407 EBAY INC COM STK COMMON 28, 36, USD0.001 STOCK 278642103 19,828,173.81 19,828 839,821 SH Sole 38, 39, 47 839,821 EBIX. COM INC COMMON USD0.10 STOCK 278715206 265,728.00 266 4,800 SH Sole 28 4,800 ECHOSTAR CORP CL A COMMON STOCK 278768106 3,272,071.92 3,272 177,252 SH Sole 35 177,252 ECLIPSYS CORP COM COMMON STK USD0.01 STOCK 278856109 790,084.10 790 40,937 SH Sole 28 40,937 ECOLAB INC COM COMMON STK USD1 STOCK 278865100 10,862,570.64 10,863 234,968 SH Sole 11, 28 234,968 EDGEWATER TECHNOLOGY INC COMMON COM STOCK 280358102 1,176.00 1 400 SH Sole 33 400 EDISON INTERNATIONAL COMMON COM STK NPV STOCK 281020107 5,399,697.58 5,400 160,801 SH Sole 28, 32 160,801 EL PASO ELECTRIC COMMON CO COM STK NPV STOCK 283677854 967,096.77 967 54,731 SH Sole 8, 28 54,731 ELECTRO OPTICAL SCIENCES INC COM STK COMMON USD0.001 STOCK 285192100 124,540.00 125 13,000 SH Sole 28 13,000 ELECTRO RENT CORP COMMON COM STK NPV STOCK 285218103 185,472.00 185 16,100 SH Sole 28, 33 16,100 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON COM STK NPV STOCK 285229100 351,085.80 351 26,220 SH Sole 23, 28 26,220 ELECTRONIC ARTS COMMON 11, 28, COM STK USD0.01 STOCK 285512109 3,979,849.80 3,980 208,916 SH Sole 34, 47 208,916 ELECTRONICS FOR IMAGING INC COMMON COM STK USD0.01 STOCK 286082102 475,965.91 476 42,233 SH Sole 28, 33 42,233 ELLIS PERRY INTERNATIONAL COMMON COM STK USD0.01 STOCK 288853104 741,561.28 742 46,232 SH Sole 8, 28, 33 46,232 ELOYALTY CORP COM COMMON STK USD0.01 STOCK 290151307 42,453.00 42 5,300 SH Sole 28 5,300 EMCORE CORP COM COMMON STK NPV STOCK 290846104 71,370.00 71 54,900 SH Sole 28 54,900 EMERITUS CORP COM COMMON STK USD0.0001 STOCK 291005106 335,835.00 336 15,300 SH Sole 28, 33 15,300 EMERSON ELECTRIC 11, 23, CO COM STK USD1 COMMON 28, 34, STOCK 291011104 43,244,596.56 43,245 1,078,957 SH Sole 36, 39 1,078,957 EMPIRE DISTRICT ELECTRIC CO COMMON COM STK USD1 STOCK 291641108 450,006.84 450 24,876 SH Sole 28 24,876 EMPLOYERS HOLDINGS INC COMMON COM STK USD0.01 STOCK 292218104 525,700.80 526 33,960 SH Sole 28 33,960 EMULEX CORP COM COMMON STK USD0.10 STOCK 292475209 2,574,311.04 2,574 250,176 SH Sole 23, 28, 33 250,176 ENCORE CAPITAL COMMON GROUP INC STOCK 292554102 289,175.00 289 21,500 SH Sole 8, 28, 33 21,500 ENCORE WIRE CORP COMMON COM STK USD0.01 STOCK 292562105 429,955.64 430 19,246 SH Sole 8, 28, 33 19,246 ENERGY CONVERSION DEVICES INC COMMON COM STK USD0.01 STOCK 292659109 1,904,388.90 1,904 164,455 SH Sole 28, 39 164,455 ENERGYSOLUTIONS INC. COM STOCK COMMON USD0.01 STOCK 292756202 1,857,553.40 1,858 201,470 SH Sole 28, 30, 39 201,470 ENERNOC INC COM COMMON STK NPV STOCK 292764107 321,652.00 322 9,700 SH Sole 28 9,700 ENGLOBAL CORP. COMMON STOCK 293306106 62,401.52 62 15,146 SH Sole 23, 28 15,146 ENNIS INC COM COMMON STOCK 293389102 416,154.00 416 25,800 SH Sole 8, 28, 33 25,800 ENTERCOM COMMUNICATIONS COMMON COM STK USD0.01 STOCK 293639100 67,830.00 68 13,300 SH Sole 8 13,300 ENTERPRISE BANCORP INC COMMON COM STK USD0.01 STOCK 293668109 43,520.00 44 3,400 SH Sole 28 3,400 ENTERPRISE FINANCIAL SERVICES CORP COMMON COM STK USD0.01 STOCK 293712105 85,682.75 86 9,263 SH Sole 28, 33 9,263 ENZON PHARMACEUTICALS COMMON INC COM STOCK 293904108 313,227.75 313 37,967 SH Sole 23, 28 37,967 ENZO BIOCHEM INC COMMON COM STK USD0.01 STOCK 294100102 169,665.12 170 23,964 SH Sole 28 23,964 EPLUS INC COM STK COMMON USD0.01 STOCK 294268107 44,473.00 44 2,860 SH Sole 28, 33 2,860 EQUIFAX INC COM COMMON STK USD1.25 STOCK 294429105 1,586,177.62 1,586 54,433 SH Sole 28 54,433 ESCO TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 296315104 766,448.20 766 19,453 SH Sole 28 19,453 ESTERLINE TECHNOLOGIES CORP COM STK COMMON 8, 23, 28, USD0.20 STOCK 297425100 1,331,493.18 1,331 33,958 SH Sole 33 33,958 ETHAN ALLEN INTERIORS INC COMMON COM STK USD0.01 STOCK 297602104 372,900.00 373 22,600 SH Sole 8, 28, 33 22,600 EURONET WORLDWIDE INC COM STK COMMON USD0.02 STOCK 298736109 892,906.74 893 37,158 SH Sole 28, 33 37,158 EXAR CORP COM STK COMMON NPV STOCK 300645108 224,197.05 224 30,503 SH Sole 23, 28, 33 30,503 EXIDE TECHNOLOGIES COMMON COM STK USD0.01 STOCK 302051206 285,326.00 285 35,800 SH Sole 28 35,800 EXLSERVICE HLDGS INC COM STK COMMON USD0.001 STOCK 302081104 164,946.00 165 11,100 SH Sole 28 11,100 EXPEDITORS INTERN OF WASHINGTON INC COM STK COMMON USD0.01 STOCK 302130109 6,692,524.85 6,693 190,399 SH Sole 11, 28, 34 190,399 EXPRESS SCRIPTS INC COM STK COMMON 11, 23, USD0.01 STOCK 302182100 30,744,954.00 30,745 396,300 SH Sole 28, 39, 47 396,300 EZCORP INC CLASS'A' COM STK NON VTG COMMON USD0.01 STOCK 302301106 450,780.00 451 33,000 SH Sole 28 33,000 FLIR SYSTEMS INC COMMON COM STK USD0.01 STOCK 302445101 1,812,456.00 1,812 64,800 SH Sole 28 64,800 FMC CORP COM STK COMMON USD0.10 STOCK 302491303 1,816,875.00 1,817 32,300 SH Sole 28 32,300 FNB UNITED CORP COMMON COM STK USD2.50 STOCK 302519103 2,660.00 3 1,000 SH Sole 33 1,000 FNB CORP PA COM COMMON STK USD0.01 STOCK 302520101 963,355.23 963 135,493 SH Sole 8, 28 135,493
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- FPIC INSURANCE GROUP INC COM COMMON STK USD0.10 STOCK 302563101 236,527.50 237 7,050 SH Sole 8, 28, 33 7,050 FPL GROUP INC COM COMMON STK USD0.01 STOCK 302571104 9,897,878.76 9,898 179,212 SH Sole 19, 28 179,212 FX ENERGY INC COM COMMON STK USD0.001 STOCK 302695101 97,546.00 98 30,200 SH Sole 28 30,200 FTI CONSULTING INC COM STK COMMON USD0.01 STOCK 302941109 19,993,038.10 19,993 469,210 SH Sole 28, 39, 47 469,210 FACTSET RESEARCH SYSTEMS INC COMMON COM STK USD0.01 STOCK 303075105 9,384,552.00 9,385 141,675 SH Sole 5, 11, 28 141,675 FAIR ISAAC CORP COMMON COM STK USD0.01 STOCK 303250104 2,901,730.23 2,902 135,027 SH Sole 28 135,027 FAIRCHILD SEMICONDUCTOR COMMON INTL INC STOCK 303726103 2,654,889.60 2,655 259,520 SH Sole 28, 33 259,520 FAIRPOINT COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 305560104 23,080.54 23 56,294 SH Sole 28 56,294 FALCONSTOR SOFTWARCOM COMMON USD0.001 STOCK 306137100 136,173.03 136 27,399 SH Sole 28 27,399 FAMILY DOLLAR STORES INC COM COMMON 19, 23, STK USD0.10 STOCK 307000109 5,706,386.40 5,706 216,151 SH Sole 28, 34, 43 216,151 FARMER BROS CO COMMON COM STK USD1 STOCK 307675108 128,340.00 128 6,200 SH Sole 28, 33 6,200 FARMERS CAPITAL BANK CORP COM COMMON STK USD0.125 STOCK 309562106 134,100.00 134 7,500 SH Sole 8, 28 7,500 FARO TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 311642102 226,776.00 227 13,200 SH Sole 28, 33 13,200 FASTENAL COM STK COMMON USD0.01 STOCK 311900104 6,497,730.00 6,498 167,900 SH Sole 11, 28 167,900 FEDERAL MOGUL COMMON CORP USD0.01 STOCK 313549404 104,031.33 104 8,619 SH Sole 33, 34 8,619 FEDERAL SIGNAL CORP COM STK COMMON USD1 STOCK 313855108 969,521.17 970 134,843 SH Sole 28 134,843 FEDERATED INVESTORS INC COM STK COMMON CLASS'B'USD0.01 STOCK 314211103 2,098,920.15 2,099 79,595 SH Sole 25, 28, 34 79,595 FEMALE HEALTH CO COMMON COM STK USD0.01 STOCK 314462102 50,500.00 51 10,000 SH Sole 28 10,000 FERRO CORP COM COMMON STK USD1 STOCK 315405100 302,751.30 303 34,017 SH Sole 28, 33 34,017 F5 NETWORK INC COMMON COM STK USD0.01 STOCK 315616102 7,232,237.22 7,232 182,494 SH Sole 28, 39, 47 182,494 FIFTH THIRD BANCORP COM COMMON STK NPV STOCK 316773100 7,729,848.45 7,730 763,065 SH Sole 11, 23, 28 763,065 FINANCIAL FEDERAL CORP COM STK COMMON 5, 8, 28, USD0.50 STOCK 317492106 3,896,922.64 3,897 157,898 SH Sole 30, 33 157,898 FINANCIAL INSTITUTIONS COMMON INC COM STK NPV STOCK 317585404 126,619.00 127 12,700 SH Sole 8, 28, 33 12,700 FINISH LINE INC CLASS'A'COM COMMON 8, 23, 28, STK USD0.01 STOCK 317923100 646,846.56 647 63,666 SH Sole 33 63,666 FIRST ACCEP CORP COMMON COM STOCK 318457108 43,210.80 43 16,004 SH Sole 28, 33 16,004 FIRST AMERICAN CORP COM STK COMMON USD1 STOCK 318522307 6,802,652.61 6,803 210,153 SH Sole 28, 33, 37 210,153 FIRST BANCORP PUERTO RICO COMMON COM STK USD1 STOCK 318672102 259,585.50 260 85,110 SH Sole 8, 28, 33 85,110 FIRST BANCORP NC COMMON COM STK USD0.01 STOCK 318910106 315,225.20 315 17,464 SH Sole 8, 28, 33 17,464 FIRST BUSEY CORP COMMON COM STK NPV STOCK 319383105 104,575.00 105 22,250 SH Sole 28, 33 22,250 FIRST CALIFORNIA FINANCIAL GRP COMMON COM STK USD0.01 STOCK 319395109 26,880.00 27 5,600 SH Sole 28 5,600 FIRST COMM'WTH FINL CORP PA COMMON COM STK USD1 STOCK 319829107 352,534.88 353 62,066 SH Sole 28 62,066 FIRST FINANCIAL COMMON 8, 28, 30, BANCORP NPV STOCK 320209109 1,385,099.30 1,385 114,946 SH Sole 33 114,946 FIRST FINANCIAL CORPORATION COMMON IND COM STK NPV STOCK 320218100 287,832.16 288 9,394 SH Sole 28 9,394 FIRST FINANCIAL HLDGS INC COM COMMON STK USD0.01 STOCK 320239106 217,192.00 217 13,600 SH Sole 8, 28, 33 13,600 FIRST HORIZON NATIONAL CORP COM STK COMMON USD0.625 STOCK 320517105 1,406,518.99 1,407 106,313 SH Sole 28, 33 106,313 FIRST OF LONG ISLAND CORP COMMON COM STK USD0.10 STOCK 320734106 101,042.00 101 3,800 SH Sole 28 3,800 FIRST MARBLEHEAD CORP COM STK COMMON USD0.01 STOCK 320771108 109,102.40 109 49,592 SH Sole 28, 33 49,592 FIRST MERCHANTS CORP COM STK COMMON NPV STOCK 320817109 150,935.35 151 21,655 SH Sole 8, 28 21,655 FIRST MERCURY FINL CORP COM COMMON STK USD0.01 STOCK 320841109 202,850.28 203 15,229 SH Sole 23, 28, 33 15,229 FIRST MIDWEST BANCORP COM COMMON STK USD0.01 STOCK 320867104 423,211.04 423 37,552 SH Sole 28, 33 37,552 FIRST SECURITY GROUP INC-TN COMMON COM USD STOCK 336312103 3,465.00 3 900 SH Sole 33 900 FIRST SOLAR INC COM STK COMMON USD0.001 STOCK 336433107 22,929.00 23 150 SH Sole 47 150 FIRST SOURCE CORP COMMON COM STK NPV STOCK 336901103 254,932.00 255 15,640 SH Sole 8, 28, 33 15,640 FISERV INC COM COMMON STK USD0.01 STOCK 337738108 3,261,838.60 3,262 67,673 SH Sole 28 67,673 FISHER COMMUNICATIONS INC COM STK COMMON USD1.25 STOCK 337756209 98,172.00 98 5,400 SH Sole 28, 33 5,400 FIRSTMERIT CORP COMMON 8, 23, 28, COM STK NPV STOCK 337915102 4,811,331.50 4,811 252,829 SH Sole 33 252,829 FLAGSTAR BANCORP COMMON COM STK USD0.01 STOCK 337930101 52,730.85 53 51,195 SH Sole 28 51,195 FIRSTENERGY CORP COMMON 28, 32, COM STK USD0.10 STOCK 337932107 8,701,841.88 8,702 190,329 SH Sole 34, 37 190,329 FLANDERS CORP COM COMMON STK USD0.001 STOCK 338494107 70,692.00 71 13,700 SH Sole 28, 33 13,700 FLORIDA PUBLIC UTILITIES CO COMMON COM STK USD1.50 STOCK 341135101 51,030.00 51 4,200 SH Sole 28 4,200 FLUOR CORP(NEW) COMMON 28, 31, COM STK USD0.01 STOCK 343412102 8,103,456.00 8,103 159,360 SH Sole 38, 43 159,360 FLOW INTERNATIONAL COMMON COM STK USD0.01 STOCK 343468104 70,966.00 71 27,400 SH Sole 28 27,400 FLOWERS FOODS INC COMMON COM STK USD0.01 STOCK 343498101 4,232,690.00 4,233 161,000 SH Sole 11, 28 161,000 FLUSHING FINANCIAL CORP COMMON COM STK USD0.01 STOCK 343873105 278,730.00 279 24,450 SH Sole 8, 28, 33 24,450 FOOT LOCKER INC COMMON COM STK USD0.01 STOCK 344849104 3,972,180.00 3,972 332,400 SH Sole 28, 32, 33 332,400 FORCE PROTECTION INC COM STK COMMON USD0.001 STOCK 345203202 278,460.00 278 51,000 SH Sole 28 51,000 FORD MOTOR CO COM COMMON STK USD0.01 STOCK 345370860 10,888,325.70 10,888 1,510,170 SH Sole 28, 34, 43 1,510,170 FOREST CITY ENTERPRISES INC CLASS'A'COM COMMON STK USD0.33 1/3 STOCK 345550107 6,036,889.25 6,037 451,525 SH Sole 33, 36 451,525 FOREST LABORATORIES INC COM STK COMMON 28, 34, USD0.10 STOCK 345838106 8,492,704.00 8,493 288,475 SH Sole 35, 43 288,475 FOREST OIL CORP COMMON COM STK USD0.10 STOCK 346091705 4,621,064.10 4,621 236,130 SH Sole 28, 32 236,130 FORESTAR GROUP COMMON INC USD1 STOCK 346233109 450,116.00 450 26,200 SH Sole 28 26,200 FORMFACTOR INC COM STK COMMON USD0.001 STOCK 346375108 871,573.04 872 36,437 SH Sole 28, 33 36,437
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- FORRESTER RESEARCH INC COMMON COM STK USD0.01 STOCK 346563109 1,316,735.28 1,317 49,427 SH Sole 26, 28 49,427 FORTUNE BRANDS INC COM STK COMMON USD3.125 STOCK 349631101 5,165,379.38 5,165 120,181 SH Sole 23, 28 120,181 FORWARD AIR CORPORATION COMMON COM STK USD0.01 STOCK 349853101 499,831.65 500 21,591 SH Sole 28 21,591 FOSSIL INC COM COMMON STK USD0.01 STOCK 349882100 3,879,669.60 3,880 136,368 SH Sole 23, 28 136,368 FOSTER(L.B.)& CO COMMON CLASS'A'USD0.01 STOCK 350060109 226,292.00 226 7,400 SH Sole 28 7,400 FRANKLIN COVEY CO COMMON COM STK USD0.05 STOCK 353469109 56,160.00 56 9,600 SH Sole 28, 33 9,600 FRANKLIN ELECTRIC CO INC COM STK COMMON USD0.10 STOCK 353514102 489,998.97 490 17,091 SH Sole 28 17,091 FRANKLIN RESOURCES INC COMMON COM STK USD0.10 STOCK 354613101 10,312,506.00 10,313 102,510 SH Sole 28, 32, 34 102,510 FRED'S INC CLASS'A'COM COMMON STK NPV STOCK 356108100 487,991.82 488 38,334 SH Sole 23, 28, 33 38,334 FREIGHTCAR AMERICA INC COMMON COM STK USD0.01 STOCK 357023100 4,770,333.00 4,770 196,310 SH Sole 28, 33, 39 196,310 FREQUENCY ELECTRONICS INC COM STK COMMON USD1 STOCK 358010106 4,630.00 5 1,000 SH Sole 33 1,000 FRIEDMAN INDS INC COMMON COM STOCK 358435105 1,800.00 2 300 SH Sole 33 300 FRISCH'S RESTAURANTS COMMON INC COM STK NPV STOCK 358748101 36,232.00 36 1,400 SH Sole 28 1,400 FUEL-TECH INC COM COMMON STK USD0.01 STOCK 359523107 144,480.00 144 12,900 SH Sole 28 12,900 FULLER(H.B.)CO COMMON COM STK USD1 STOCK 359694106 1,134,870.00 1,135 54,300 SH Sole 8, 28 54,300 FULTON FINANCIAL CORP COM STK COMMON USD2.50 STOCK 360271100 2,707,008.00 2,707 367,800 SH Sole 28, 33 367,800 FURNITURE BRANDS INTL INC COM COMMON STK USD1 STOCK 360921100 307,108.55 307 55,535 SH Sole 8, 28, 33 55,535 FURMANITE CORP COMMON COM STK NPV STOCK 361086101 115,939.00 116 26,900 SH Sole 28 26,900 G & K SERVICES INC CLASS'A'COM COMMON STK USD0.50 STOCK 361268105 324,023.52 324 14,622 SH Sole 28, 33 14,622 GAMCO INVESTORS INC COM STK COMMON USD0.01 STOCK 361438104 245,317.60 245 5,368 SH Sole 28 5,368 GATX CORP COM STK COMMON USD0.625 STOCK 361448103 2,669,225.00 2,669 95,500 SH Sole 28, 33 95,500 GFI GROUP INC COMMON STOCK 361652209 763,863.96 764 105,652 SH Sole 28, 30 105,652 GALLAGHER(ARTHUR J.)& CO COM COMMON USD1 STOCK 363576109 6,560,404.00 6,560 269,200 SH Sole 25, 28 269,200 GANNETT CO INC COMMON COM STK USD1 STOCK 364730101 1,234,661.94 1,235 98,694 SH Sole 28 98,694 GAP INC COM STK COMMON 11, 28, USD0.05 STOCK 364760108 7,534,148.20 7,534 352,063 SH Sole 32, 39 352,063 GARDNER DENVER INC COM STK COMMON 23, 32, USD0.01 STOCK 365558105 972,593.92 973 27,884 SH Sole 33, 47 27,884 GARTNER INC COM COMMON STK USD0.0005 STOCK 366651107 3,261,304.62 3,261 178,506 SH Sole 8, 28 178,506 GAYLORD ENTERTAINMENT CO COM STK COMMON 5, 26, 28, USD0.01(NEW) STOCK 367905106 3,216,000.00 3,216 160,000 SH Sole 33 160,000 GENCOR INDS INC COMMON COM STK USD0.10 STOCK 368678108 4,331.32 4 499 SH Sole 33 499 GENCORP INC COM COMMON STK USD0.10 STOCK 368682100 223,495.92 223 41,697 SH Sole 23, 28 41,697 GENERAL CABLE CORP COM STK COMMON USD0.01 STOCK 369300108 493,290.00 493 12,600 SH Sole 30 12,600 GENERAL COMMUNICATIONS COMMON CLASS'A'COM NPV STOCK 369385109 263,067.28 263 38,348 SH Sole 28, 33 38,348 GENERAL DYNAMICS 19, 28, CORP COM STK COMMON 32, 37, USD1 STOCK 369550108 12,804,495.20 12,804 198,212 SH Sole 40, 47 198,212 GENERAL ELECTRIC 19, 23, CO. COM STK COMMON 28, 32, USD0.06 STOCK 369604103 97,472,338.32 97,472 5,936,196 SH Sole 36, 37, 39 5,936,196 GENERAL MILLS INC COMMON 23, 28, COM STK USD0.1 STOCK 370334104 10,680,577.62 10,681 165,899 SH Sole 31, 34 165,899 GENERAL MOLY INC COMMON COM STK USD0.10 STOCK 370373102 147,224.70 147 46,738 SH Sole 28 46,738 GENERAL STEEL HLDGS COM STK COMMON USD0.01 STOCK 370853103 40,067.00 40 10,300 SH Sole 28 10,300 GENESCO INC COM COMMON STK USD1 STOCK 371532102 511,439.36 511 21,248 SH Sole 23, 28, 33 21,248 GENESEE & WYOMING INC CLASS'A'COM COMMON STK USD0.01 STOCK 371559105 808,937.60 809 26,680 SH Sole 28 26,680 GENTEX CORP COM COMMON STK USD0.06 STOCK 371901109 4,150,435.55 4,150 293,317 SH Sole 11, 28, 34 293,317 GENUINE PARTS CO COMMON 23, 28, COM STK USD1 STOCK 372460105 10,185,160.48 10,185 267,608 SH Sole 32, 39, 43 267,608 GEORESOURCES INC COMMON COM STK USD0.01 STOCK 372476101 60,775.00 61 5,500 SH Sole 28 5,500 GEOKINETICS INC COMMON COM STK USD0.01 STOCK 372910307 91,160.00 91 4,300 SH Sole 28, 33 4,300 GENZYME CORP COM COMMON 11, 28, STK USD0.01 STOCK 372917104 18,425,279.97 18,425 324,789 SH Sole 34, 37 324,789 GERBER SCIENTIFIC INC COM STK COMMON USD1 STOCK 373730100 32,925.88 33 5,506 SH Sole 23, 33 5,506 GERMAN AMERICAN BANCORP INC COMMON COM STK NPV STOCK 373865104 164,406.00 164 10,600 SH Sole 28, 33 10,600 GERON CORP COM COMMON STK USD0.001 STOCK 374163103 425,855.52 426 64,917 SH Sole 28 64,917 GIBRALTAR INDS COMMON 8, 23, 28, INC COM USD0.01 STOCK 374689107 3,986,653.02 3,987 300,426 SH Sole 30, 33, 39 300,426 GILEAD SCIENCES 11, 28, INC COM STK COMMON 34, 38, USD0.001 STOCK 375558103 64,356,744.62 64,357 1,381,639 SH Sole 39, 47 1,381,639 GILDAN ACTIVEWEAR COMMON INC COM NPV STOCK 375916103 1,502,664.00 1,503 76,200 SH Sole 23 76,200 GLADSTONE CAP CORP COM COMMON USD0.001 STOCK 376535100 217,249.04 217 24,328 SH Sole 8, 28 24,328 GLADSTONE INVESTMENT CORP COM STK COMMON USD1 STOCK 376546107 79,540.00 80 16,400 SH Sole 28 16,400 GLATFELTER(P.H.)CO COMMON COM STK USD0.01 STOCK 377316104 428,318.80 428 37,310 SH Sole 28, 33 37,310 GLOBAL CASH ACCESS HOLD COMMON INC USD0.001 STOCK 378967103 482,094.50 482 65,950 SH Sole 8, 23, 28 65,950 GLOBAL INDUSTRIES COMMON COM STK USD0.01 STOCK 379336100 1,004,150.00 1,004 105,700 SH Sole 8, 28, 33 105,700 GOODRICH CORP COM COMMON STK USD5 STOCK 382388106 4,927,116.48 4,927 90,672 SH Sole 28, 43, 47 90,672 GOODRICH PETROLEUM CORPORATION COMMON COM STK USD0.20 STOCK 382410405 458,540.46 459 17,766 SH Sole 28 17,766 GOODYEAR TIRE&RUBRCOM COMMON NPV STOCK 382550101 3,170,900.85 3,171 186,195 SH Sole 28, 43 186,195 GORMAN-RUPP CO COMMON COM STK NPV STOCK 383082104 275,803.52 276 11,072 SH Sole 28 11,072 GRACO INC COM STK COMMON USD1 STOCK 384109104 3,526,112.40 3,526 126,520 SH Sole 11, 28 126,520 GRAFTECH INTL LTD COMMON 8, 23, 28, COM USD0.01 STOCK 384313102 2,267,563.20 2,268 154,256 SH Sole 47 154,256 GRAHAM CORP COM COMMON STK USD0.10 STOCK 384556106 104,185.00 104 6,700 SH Sole 28 6,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- GRAINGER(W.W.) INC COM STK COMMON 11, 28, USD0.50 STOCK 384802104 9,128,302.72 9,128 102,152 SH Sole 34, 39, 43 102,152 GRANITE CONSTRUCTION COMMON COM STK USD0.01 STOCK 387328107 3,072,806.10 3,073 99,315 SH Sole 8, 28 99,315 GRAPHIC PACKAGING HOLDING COMMON COMPANY USD0.01 STOCK 388689101 224,301.00 224 97,100 SH Sole 28, 33 97,100 GREAT ATLANTIC & PACIFIC TEA CO INC COM STK COMMON USD1 STOCK 390064103 245,880.36 246 27,596 SH Sole 28, 33 27,596 GREAT LAKES DREDGE & DOCK CORP NEW COM COMMON STK USD0.01 STOCK 390607109 235,924.00 236 33,800 SH Sole 28, 33 33,800 GREAT SOUTHERN BANCORPORATION INC COM STK COMMON USD0.01 STOCK 390905107 206,277.00 206 8,700 SH Sole 28, 33 8,700 GREAT PLAINS ENERGY INC COM COMMON STK NPV STOCK 391164100 6,166,884.05 6,167 343,559 SH Sole 23, 28, 30 343,559 GREAT WOLF RESORTS INC COMMON COM STK USD0.01 STOCK 391523107 73,899.00 74 20,700 SH Sole 28 20,700 GREEN MOUNTAIN COFFEE ROASTERS INC COMMON COM STK USD0.10 STOCK 393122106 1,581,874.32 1,582 21,423 SH Sole 23 21,423 GREEN PLAINS RENEWABLE ENERGY INC. COM STK COMMON USD0.001 STOCK 393222104 63,190.00 63 8,900 SH Sole 28 8,900 GREENBRIER COMPANIES INC COM STK COMMON USD0.001 STOCK 393657101 164,993.90 165 14,090 SH Sole 28, 33 14,090 GREEN BANKSHARES INC COM STK COMMON USD2 STOCK 394361208 8,550.00 9 1,710 SH Sole 33 1,710 GREENHILL & CO INC COM STK COMMON USD0.01 STOCK 395259104 2,848,733.58 2,849 31,801 SH Sole 11, 26, 47 31,801 GREIF INC COM STK COMMON CLASS'A' NPV STOCK 397624107 4,398,495.00 4,398 79,900 SH Sole 28, 30 79,900 GRIFFIN LAND & NURSERIES INC COMMON COM USD0.01 STOCK 398231100 73,600.00 74 2,300 SH Sole 28 2,300 GRIFFON CORP COM COMMON STK USD0.25 STOCK 398433102 317,094.23 317 31,489 SH Sole 28 31,489 GROUP 1 AUTOMOTIVE INC COMMON COM STK NPV STOCK 398905109 878,209.80 878 32,708 SH Sole 8, 28, 33 32,708 GUESS INC COM STK COMMON USD0.01 STOCK 401617105 4,337,384.00 4,337 117,100 SH Sole 28 117,100 GULF ISLAND FABRICATION COMMON INC COM STK NPV STOCK 402307102 185,282.38 185 9,887 SH Sole 28, 33 9,887 GULFMARK OFFSHORE INC COM STK COMMON USD0.01 STOCK 402629109 1,170,127.60 1,170 35,740 SH Sole 8, 28, 33 35,740 GULFPORT ENERGY CORP COM STK COMMON USD0.01 STOCK 402635304 571,596.00 572 65,400 SH Sole 8, 28 65,400 GYMBOREE CORP COM COMMON STK USD0.001 STOCK 403777105 1,228,948.76 1,229 25,402 SH Sole 8, 28 25,402 H&E EQUIPMENT SERVICES LLC COMMON USD0.01 STOCK 404030108 613,700.78 614 54,166 SH Sole 28, 30, 33 54,166 HCC INSURANCE HLDG COM STK COMMON 23, 28, USD1 STOCK 404132102 9,912,323.75 9,912 362,425 SH Sole 30, 33, 35 362,425 HNI CORP COM COMMON STOCK 404251100 2,951,652.00 2,952 125,070 SH Sole 28 125,070 HSN INC USD0.01 COMMON STOCK 404303109 483,516.00 484 29,700 SH Sole 28 29,700 HACKETT GROUP INC COMMON COM STOCK 404609109 86,130.00 86 29,700 SH Sole 28, 33 29,700 HAEMONETICS CORP COMMON 11, 23, COM STK USD0.01 STOCK 405024100 3,492,403.72 3,492 62,231 SH Sole 25, 28, 47 62,231 HAIN CELESTIAL GROUP INC COM COMMON STK USD0.01 STOCK 405217100 593,484.03 593 30,959 SH Sole 28, 33 30,959 HALLIBURTON CO COMMON 28, 34, COM STK USD2.50 STOCK 406216101 24,354,329.52 24,354 898,021 SH Sole 36, 39, 47 898,021 HAMPTON ROADS BANKSHARES INC COM STK COMMON USD0.625 STOCK 409321106 43,977.60 44 15,270 SH Sole 28, 33 15,270 HANCOCK HOLDING CO COM STK COMMON USD3.33 STOCK 410120109 653,417.44 653 17,392 SH Sole 28 17,392 HANESBRANDS INC COMMON COM STK USD0 STOCK 410345102 4,123,394.80 4,123 192,682 SH Sole 28, 31 192,682 HANOVER INSURANCE 11, 25, GROUP INC COM COMMON 28, 30, STK USD0.01 STOCK 410867105 10,079,560.40 10,080 243,880 SH Sole 33, 39 243,880 HANSEN MEDICAL INC COM STK COMMON USD0.0001 STOCK 411307101 63,000.00 63 18,000 SH Sole 28 18,000 HANSEN NATURAL CORP COM STK COMMON USD0.005 STOCK 411310105 6,076,942.96 6,077 165,404 SH Sole 28, 34 165,404 HARDINGE INC COM COMMON STK USD0.01 STOCK 412324303 25,240.20 25 4,071 SH Sole 23, 33 4,071 HARLEY DAVIDSON COMMON COM STK USD0.01 STOCK 412822108 6,790,359.00 6,790 295,233 SH Sole 11, 28 295,233 HARLEYSVILLE GROUP INC COM COMMON STK USD1 STOCK 412824104 726,620.70 727 22,958 SH Sole 8, 11, 28 22,958 HARLEYSVILLE NATIONAL CORPORATION COMMON COM STK USD1 STOCK 412850109 184,977.65 185 34,705 SH Sole 28, 33 34,705 HARMAN INTERNATIONAL INDUSTRIES INC COMMON COM STK USD0.01 STOCK 413086109 1,165,675.28 1,166 34,406 SH Sole 28, 34 34,406 HARMONIC INC COM COMMON STK USD0.001 STOCK 413160102 1,906,251.56 1,906 285,367 SH Sole 23, 25, 28 285,367 HARRIS & HARRIS COMMON COM STK USD0.01 STOCK 413833104 136,250.00 136 21,800 SH Sole 28, 33 21,800 HARRIS CORP COM COMMON STK USD1 STOCK 413875105 2,150,720.00 2,151 57,200 SH Sole 28 57,200 HARSCO CORP COM COMMON STK USD1.25 STOCK 415864107 8,526,019.80 8,526 240,780 SH Sole 28, 39 240,780 HARTE-HANKS INC COMMON COM STK USD1 STOCK 416196103 1,461,360.78 1,461 105,666 SH Sole 28 105,666 HARTFORD FINANCIAL SERVICES GRP INC COM STK COMMON USD0.01 STOCK 416515104 4,918,479.50 4,918 185,603 SH Sole 28, 32 185,603 HARVARD BIOSCIENCE INC COM STK COMMON USD0.001 STOCK 416906105 75,421.00 75 19,900 SH Sole 28, 33 19,900 HASBRO INC COM COMMON STK USD0.50 STOCK 418056107 3,228,684.75 3,229 116,349 SH Sole 28, 39, 43 116,349 HAVERTY FURNITURE COS INC COM COMMON STK USD1 STOCK 419596101 400,063.75 400 33,875 SH Sole 28, 30, 33 33,875 HAWAIIAN ELECTRIC INDUSTRIES COM COMMON STK NPV STOCK 419870100 3,348,576.00 3,349 184,800 SH Sole 28 184,800 HAWAIIAN HLDGS COMMON INC COM STOCK 419879101 1,028,370.00 1,028 124,500 SH Sole 8, 28, 30 124,500 HAWK CORP COM STK USD0.01 CLASS COMMON 'A' STOCK 420089104 58,996.00 59 4,300 SH Sole 28 4,300 HAWKINS INC COM COMMON STK USD0.10 STOCK 420261109 119,136.00 119 5,100 SH Sole 28 5,100 HAYNES INTERNATIONAL INC COM STK COMMON USD0.001 STOCK 420877201 295,926.00 296 9,300 SH Sole 28, 33 9,300 HEALTHCARE SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 421906108 756,432.00 756 41,200 SH Sole 11, 28 41,200 HEALTHSOUTH CORP COM STK USD0.01(REV COMMON SPLIT) STOCK 421924309 1,177,692.00 1,178 75,300 SH Sole 8, 28 75,300 HEALTH MANAGEMENT ASSOCIATES INC CLASS'A'COM COMMON STK USD0.01 STOCK 421933102 6,452,058.27 6,452 861,423 SH Sole 23, 28, 30 861,423 HEALTHWAYS INC COM STK COMMON USD0.001 STOCK 422245100 1,831,138.32 1,831 119,526 SH Sole 5, 28, 33 119,526 HEARTLAND EXPRESS INC COM STK COMMON USD0.01 STOCK 422347104 1,848,038.40 1,848 128,336 SH Sole 8, 23, 28 128,336 HEARTWARE INTERNATIONAL COMMON INC USD0.001 STOCK 422368100 119,960.00 120 4,000 SH Sole 28 4,000 HECKMANN CORP COM COMMON STK USD0.001 STOCK 422680108 280,296.00 280 61,200 SH Sole 28 61,200
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- HECLA MINING CO COMMON COM STK USD0.25 STOCK 422704106 672,275.82 672 153,138 SH Sole 28 153,138 HEICO CORP COM COMMON STK USD0.01 STOCK 422806109 717,521.28 718 16,548 SH Sole 28 16,548 HEIDRICK & STRUGGLES COM COMMON STK USD0.01 STOCK 422819102 299,007.30 299 12,855 SH Sole 28, 33 12,855 HEINZ(H.J.)CO COM COMMON STK USD0.25 STOCK 423074103 9,229,671.75 9,230 232,193 SH Sole 23, 28 232,193 HELMERICH & PAYNE INC COM STK COMMON USD0.10 STOCK 423452101 9,711,848.99 9,712 245,683 SH Sole 23, 28, 33 245,683 HENRY JACK & ASSOCIATES INC COMMON COM STK USD0.01 STOCK 426281101 5,483,413.45 5,483 233,635 SH Sole 11, 28 233,635 HERITAGE COMM COMMON CORP COM STOCK 426927109 6,136.00 6 1,300 SH Sole 33 1,300 HERCULES OFFSHORE COMMON INC COM STK NPV STOCK 427093109 336,826.00 337 68,600 SH Sole 28 68,600 HERCULES TECHNOLOGY GROWTH CAP INC COMMON COM STK USD1 STOCK 427096508 689,030.12 689 70,166 SH Sole 28, 30 70,166 HERLEY INDUSTRIES INC COM STK COMMON USD0.10 STOCK 427398102 133,110.00 133 10,200 SH Sole 28 10,200 HERSHEY CO COM COMMON STK USD1 STOCK 427866108 2,769,435.62 2,769 71,267 SH Sole 28 71,267 HEWLETT-PACKARD 11, 23, CO COM STK 28, 34, USD0.01 COMMON 36, 38, STOCK 428236103 95,136,978.27 95,137 2,015,187 SH Sole 39, 47 2,015,187 HEXCEL CORP COM COMMON STK USD0.01 STOCK 428291108 1,679,780.96 1,680 146,834 SH Sole 25, 28 146,834 HIBBETT SPORTS INC COM STK COMMON USD0.01 STOCK 428567101 593,860.48 594 32,576 SH Sole 11, 23, 28 32,576 HICKORY TECH CORP COMMON COM STK NPV STOCK 429060106 78,660.00 79 9,200 SH Sole 28 9,200 HILL INTERNATIONAL COMMON INC USD0.0001 STOCK 431466101 130,640.00 131 18,400 SH Sole 28 18,400 HILL-ROM HOLDINGS COMMON INC COM STK NPV STOCK 431475102 2,875,199.58 2,875 132,011 SH Sole 28, 34 132,011 HILLENBRAND INC COMMON NPV STOCK 431571108 150,900.96 151 7,408 SH Sole 23 7,408 HILLTOP HOLDING INC COM STK COMMON USD0.01 STOCK 432748101 402,888.12 403 32,862 SH Sole 28, 33 32,862 HOLLYWOOD MEDIA CO COM STK COMMON USD0.01 STOCK 436233100 4,004.00 4 2,600 SH Sole 33 2,600 HOLOGIC INC COM COMMON STK USD0.01 STOCK 436440101 8,993,209.20 8,993 550,380 SH Sole 28, 34, 39 550,380 HOME BANCSHARES INC COM STK COMMON USD0.01 STOCK 436893200 231,913.60 232 10,580 SH Sole 28 10,580 HOME DEPOT INC COMMON 28, 32, COM STK USD0.05 STOCK 437076102 23,877,272.16 23,877 896,294 SH Sole 34, 36, 37 896,294 HOME DIAGNOSTICS COMMON INC COM STK NPV STOCK 437080104 69,628.00 70 10,300 SH Sole 28, 33 10,300 HONEYWELL INTERNATIONAL INC COM STK COMMON 11, 23, USD1 STOCK 438516106 16,879,065.35 16,879 454,349 SH Sole 28, 34, 36 454,349 HOOKER FURNITURE CORP COM STK COMMON NPV STOCK 439038100 104,962.50 105 7,775 SH Sole 28 7,775 HOPFED BANCORP COMMON INC COM STOCK 439734104 3,075.00 3 300 SH Sole 33 300 HORACE MANN EDUCATORS CORP COM STK COMMON USD0.001 STOCK 440327104 1,544,509.23 1,545 110,559 SH Sole 8, 28 110,559 HORMEL FOODS CORP COM STK COMMON USD0.0586 STOCK 440452100 1,417,603.20 1,418 39,910 SH Sole 28, 34 39,910 HORNBECK OFFSHORE SERVICES INC COMMON COM STK USD0.01 STOCK 440543106 488,087.60 488 17,710 SH Sole 28, 33 17,710 HORSEHEAD HOLDING CORPORATION COMMON COM STK USD0.01 STOCK 440694305 905,182.48 905 77,234 SH Sole 28, 30, 33 77,234 HOSPIRA INC COM COMMON 28, 35, STK USD0.01 STOCK 441060100 9,787,113.20 9,787 219,442 SH Sole 39, 43 219,442 HOT TOPIC INC COM COMMON STK NPV STOCK 441339108 337,132.39 337 45,011 SH Sole 23, 28, 33 45,011 HOVNANIAN ENTERPRISES INC CLASS'A'COM COMMON STK USD0.01 STOCK 442487203 135,168.00 135 35,200 SH Sole 28 35,200 HUB GROUP INC CLASS'A'COM COMMON SHS USD0.01 STOCK 443320106 843,896.20 844 36,932 SH Sole 11, 23, 28 36,932 HUBBELL INC COMMON CLASS'A'USD0.01 STOCK 443510102 109,484.96 109 2,704 SH Sole 23 2,704 HUBBELL INC COMMON CLASS'B'USD0.01 STOCK 443510201 6,811,518.00 6,812 162,179 SH Sole 23, 28 162,179 HUDSON CITY BANCORP INC COMMON COM STK USD0.01 STOCK 443683107 3,357,602.65 3,358 255,331 SH Sole 23, 28 255,331 HUDSON HIGHLAND GROUP INC COM COMMON STK USD0.001 STOCK 443792106 6,688.00 7 2,200 SH Sole 33 2,200 HUGHES COMMUNICATIONS INC COM STK COMMON USD0.001 STOCK 444398101 200,244.00 200 6,600 SH Sole 28 6,600 HUMANA INC COM COMMON STK USD0.166 STOCK 444859102 2,782,057.80 2,782 74,586 SH Sole 28, 34 74,586 HUMAN GENOME SCIENCES COM COMMON STK USD0.01 STOCK 444903108 4,560,895.26 4,561 242,343 SH Sole 11, 28, 47 242,343 HUNT(J.B.)TRANSPORT SERVICES INC COMMON COM STK USD0.01 STOCK 445658107 13,685,773.50 13,686 425,950 SH Sole 5, 11, 28 425,950 HUNTINGTON BANCSHARES INC COMMON COM STK NPV STOCK 446150104 1,443,793.98 1,444 306,538 SH Sole 28, 33 306,538 HUNTSMAN CORP COM COMMON USD0.01 STOCK 447011107 208,728.32 209 22,912 SH Sole 34 22,912 HURCO COMPANIES COMMON INC COM NPV STOCK 447324104 88,816.00 89 5,200 SH Sole 28, 33 5,200 HURON CONSULTING GROUP INC COM COMMON STK USD0.01 STOCK 447462102 382,284.00 382 14,800 SH Sole 28 14,800 HUTCHINSON TECHNOLOGY INC COMMON COM STK USD0.01 STOCK 448407106 5,680.00 6 800 SH Sole 33 800 ICO HLDGS INC COM COMMON STK NPV STOCK 449293109 108,703.59 109 23,277 SH Sole 28, 33 23,277 I D SYS INC DEL COMMON COM STOCK 449489103 2,894.13 3 729 SH Sole 33 729 I-FLOW CORP COM COMMON STK NPV STOCK 449520303 2,975,398.31 2,975 261,229 SH Sole 28, 39 261,229 IMS HEALTH INC COMMON COM STK USD0.01 STOCK 449934108 4,727,738.60 4,728 307,996 SH Sole 11, 23, 28 307,996 IBASIS INC COM COMMON STK USD0.001 STOCK 450732201 48,336.00 48 22,800 SH Sole 28, 33 22,800 IBERIABANK CORP COMMON COM STK USD1 STOCK 450828108 1,267,707.00 1,268 27,825 SH Sole 8, 28, 33 27,825 ITT CORP COM STK COMMON USD1 STOCK 450911102 35,746,791.15 35,747 685,461 SH Sole 28, 32, 39 685,461 ICONIX BRAND GROUP INC COM COMMON 8, 23, 28, USD STOCK 451055107 2,370,035.73 2,370 190,059 SH Sole 30, 33 190,059 IDACORP INC COM COMMON STK NPV STOCK 451107106 8,197,635.81 8,198 284,739 SH Sole 23, 28 284,739 IHS INC COM STK USD0.01 CLASS COMMON 'A' STOCK 451734107 6,181,105.70 6,181 120,890 SH Sole 11, 25, 47 120,890 ILLINOIS TOOL WORKS INC COM COMMON STK NPV STOCK 452308109 7,185,701.24 7,186 168,244 SH Sole 28, 31 168,244 ILLUMINA INC COM COMMON STK USD0.01 STOCK 452327109 5,040,075.00 5,040 118,590 SH Sole 11, 47 118,590 IMMERSION CORP COM STK COMMON USD0.001 STOCK 452521107 88,596.00 89 20,700 SH Sole 28 20,700 IMMUCOR INC COM COMMON STK USD0.10 STOCK 452526106 3,677,104.20 3,677 207,746 SH Sole 11, 28 207,746
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- IMMUNOMEDICS INC COMMON COM STK USD0.01 STOCK 452907108 262,200.00 262 47,500 SH Sole 28 47,500 IMPERIAL SUGAR CO(NEW) COM COMMON STK NPV STOCK 453096208 116,656.00 117 9,200 SH Sole 28, 33 9,200 INDEPENDENCE HLDGS COM STK COMMON USD1 STOCK 453440307 22,696.80 23 3,860 SH Sole 28, 33 3,860 INDEPENDENT BANK CORP(MASS) COM COMMON STK USD0.01 STOCK 453836108 650,843.30 651 29,410 SH Sole 8, 28, 33 29,410 INDEPENDENT BANK CORP MICHIGAN COMMON COM STK USD1 STOCK 453838104 2,090.00 2 1,100 SH Sole 33 1,100 INGLES MARKET INC CLASS'A'COM COMMON STK USD0.05 STOCK 457030104 155,957.16 156 9,852 SH Sole 28, 33 9,852 INGRAM MICRO INC CLASS'A'COM COMMON 28, 32, STK USD0.01 STOCK 457153104 6,818,554.70 6,819 404,662 SH Sole 33, 34 404,662 INNODATA ISOGEN COMMON COM STK USD0.01 STOCK 457642205 113,685.00 114 14,300 SH Sole 28 14,300 INSITUFORM TECHNOLOGIES CLASS'A'COM COMMON 23, 28, STK USD0.01 STOCK 457667103 846,983.28 847 44,252 SH Sole 33, 43 44,252 INSMED INC COM COMMON STK USD0.01 STOCK 457669208 69,782.00 70 85,100 SH Sole 28 85,100 INSPIRE PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 457733103 222,372.00 222 42,600 SH Sole 28 42,600 INTEGRA LIFESCIENCES HLDGS CORP COM COMMON STK USD0.01 STOCK 457985208 467,172.00 467 13,680 SH Sole 28 13,680 INTEGRATED DEVICE TECHNOLOGY INC COM STK COMMON 23, 28, USD0.001 STOCK 458118106 2,631,444.92 2,631 389,267 SH Sole 33, 34 389,267 INTEL CORP COM 11, 19, STK USD0.001 23, 28, COMMON 32, 34, STOCK 458140100 93,059,733.68 93,060 4,755,224 SH Sole 36, 38, 39 4,755,224 INTER PARFUMS INC COM STK COMMON USD0.001 STOCK 458334109 150,793.50 151 12,350 SH Sole 28, 33 12,350 INTERFACE INC COM COMMON STK'A'USD0.10 STOCK 458665106 293,446.50 293 35,355 SH Sole 28 35,355 INTERLINE BRANDS INC COM STK COMMON USD0.01 STOCK 458743101 776,785.00 777 46,100 SH Sole 8, 28, 33 46,100 INTERMEC INC COM COMMON STK USD0.01 STOCK 458786100 649,883.10 650 46,091 SH Sole 28 46,091 INTL.ASSETS HOLDING CORP COMMON COM USD0.01 STOCK 459028106 59,436.00 59 3,600 SH Sole 28 3,600 INTERNATIONAL BANCSHARES CORP COM STK COMMON USD1 STOCK 459044103 2,326,947.70 2,327 142,670 SH Sole 28 142,670 INTERNATIONAL BUS 11, 19, MACH CORP COM COMMON 28, 34, STK USD0.20 STOCK 459200101 99,936,547.20 99,937 835,520 SH Sole 36, 38, 39 835,520 INTERNATIONAL FLAVORS & FRAGRANCES COM COMMON STK USD0.125 STOCK 459506101 2,966,012.21 2,966 78,197 SH Sole 23, 28 78,197 INTERNATIONAL GAME TECHNOLOGY COM COMMON 11, 23, STK USD0.000625 STOCK 459902102 8,262,024.24 8,262 384,638 SH Sole 28, 39 384,638 INTERNATIONAL PAPER CO COM COMMON 28, 32, STK USD1 STOCK 460146103 13,655,822.31 13,656 614,297 SH Sole 34, 36, 39 614,297 INTERNATIONAL RECTIFIER CORP COMMON COM STK USD1 STOCK 460254105 2,878,673.00 2,879 147,700 SH Sole 28, 33 147,700 INTERNATIONAL SHIPHOLDING CORP COM STK COMMON USD1 STOCK 460321201 283,698.48 284 9,208 SH Sole 8, 23, 28 9,208 INTERNATIONAL SPEEDWAY CORP CLASS'A'COM COMMON STK USD0.01 STOCK 460335201 4,792,768.80 4,793 173,840 SH Sole 23, 28 173,840 INTERNET BRANDS INC COM STK COMMON USD0.001 CLS'A' STOCK 460608102 192,709.02 193 24,149 SH Sole 28, 33 24,149 INTERPUBLIC GROUP COMPANIES INC COMMON COM STK USD0.10 STOCK 460690100 1,548,014.56 1,548 205,853 SH Sole 28 205,853 INTERSECTIONS INC COMMON COM USD0.01 STOCK 460981301 9,232.00 9 1,600 SH Sole 33 1,600 INTEVAC INC COM COMMON STK NPV STOCK 461148108 243,264.00 243 18,100 SH Sole 28, 33 18,100 INTUIT INC COM COMMON STK USD0.01 STOCK 461202103 18,885,183.00 18,885 662,638 SH Sole 11, 28 662,638 INVACARE CORP COM COMMON 8, 23, 28, STK NPV STOCK 461203101 1,120,082.44 1,120 50,273 SH Sole 33 50,273 ION GEOPHYSICAL CORPORATION COMMON COM STK USD0.01 STOCK 462044108 515,630.72 516 146,486 SH Sole 8, 28 146,486 IOWA TELECOMMUNICATIONS SVCS INC COM COMMON STK USD0.01 STOCK 462594201 1,477,602.00 1,478 117,270 SH Sole 23, 28 117,270 IROBOT CORP COM COMMON STK USD0.01 STOCK 462726100 462,240.50 462 37,550 SH Sole 26, 28 37,550 IRON MOUNTAIN INC PA COM STK COMMON USD0.01 STOCK 462846106 2,063,484.00 2,063 77,400 SH Sole 28 77,400 ISIS PHARMACEUTICAL COM STK COMMON USD0.001 STOCK 464330109 989,011.60 989 67,880 SH Sole 28 67,880 ISLE OF CAPRI CASINOS INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 464592104 264,508.65 265 22,435 SH Sole 33 22,435 ISRAMCO INC COM COMMON STK USD0.01 STOCK 465141406 91,448.00 91 700 SH Sole 28 700 ITRON INC COM STK COMMON NPV STOCK 465741106 5,176,098.00 5,176 80,700 SH Sole 28 80,700 I2 TECHNOLOGIES INC COM STK COMMON USD0.00025 STOCK 465754208 603,104.00 603 37,600 SH Sole 8, 28, 30 37,600 J & J SNACK FOODS CORP COM STK COMMON NPV STOCK 466032109 734,186.81 734 16,999 SH Sole 11, 23, 28 16,999 J.ALEXANDER CORP COMMON COM STK USD0.05 STOCK 466096104 2,110.00 2 500 SH Sole 33 500 JABIL CIRCUIT INC COM STK COMMON USD0.001 STOCK 466313103 1,647,257.58 1,647 122,838 SH Sole 28, 32, 33 122,838 JACK IN THE BOX INC COM STK COMMON USD0.01 STOCK 466367109 851,974.20 852 41,580 SH Sole 28 41,580 JACKSON HEWITT TAX SERVICE INC COM STK COMMON USD0.01 STOCK 468202106 96,390.00 96 18,900 SH Sole 28 18,900 JACOBS ENGINEERING GROUP INC COM COMMON STK USD1 STOCK 469814107 7,588,918.20 7,589 165,156 SH Sole 11, 28, 43 165,156 JAMES RIVER COAL TERMINAL CO COMMON COM STK USD0.01 STOCK 470355207 657,384.00 657 34,400 SH Sole 28, 30 34,400 JARDEN CORP COM COMMON STK NPV STOCK 471109108 282,721.04 283 10,072 SH Sole 8, 33 10,072 JAVELIN PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 471894105 72,735.00 73 37,300 SH Sole 28 37,300 JEFFERIES GROUP INC COM STK COMMON USD0.0001 STOCK 472319102 13,273,508.57 13,274 487,459 SH Sole 23, 28 487,459 JETBLUE AIRWAYS CORP COM STK COMMON 8, 28, 33, USD0.01 STOCK 477143101 5,635,103.50 5,635 942,325 SH Sole 39 942,325 JOHN BEAN TECHNOLOGIES COMMON CORP USD0.01 STOCK 477839104 374,302.00 374 20,600 SH Sole 28 20,600 JOHNSON & JOHNSON 11, 23, COM STK USD1 COMMON 28, 31, STOCK 478160104 133,584,013.62 133,584 2,193,858 SH Sole 32, 34, 39 2,193,858 JOHNSON CONTROLS INC COM STK COMMON USD0.01388 STOCK 478366107 9,965,562.84 9,966 389,889 SH Sole 11, 28, 34 389,889 JONES APPAREL GROUP INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 480074103 3,910,013.03 3,910 218,071 SH Sole 33 218,071 JOS A BANK CLOTHIERS COM COMMON STK USD0.01 STOCK 480838101 1,654,475.35 1,654 36,955 SH Sole 8, 28, 30 36,955 JOURNAL COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 481130102 257,673.60 258 70,020 SH Sole 8, 28 70,020 JOY GLOBAL INC COMMON 11, 23, COM STK USD1 STOCK 481165108 16,778,638.54 16,779 342,841 SH Sole 28, 47 342,841 KBW INC COM STK COMMON USD0.01 STOCK 482423100 837,720.00 838 26,000 SH Sole 28 26,000 KLA TENCOR CORP COM STK COMMON 23, 28, USD0.001 STOCK 482480100 6,558,578.84 6,559 182,894 SH Sole 31, 36 182,894
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- K-SWISS INC CLASS'A'COM COMMON STK USD0.01 STOCK 482686102 197,607.99 198 22,481 SH Sole 28, 33 22,481 K TRON INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 482730108 180,899.00 181 1,900 SH Sole 28 1,900 KVH INDUSTRIES COMMON COM STK USD0.01 STOCK 482738101 108,891.00 109 10,900 SH Sole 28, 33 10,900 KV PHARMACEUTICAL CO CLASS'A'COM COMMON USD0.01 STOCK 482740206 73,443.61 73 23,923 SH Sole 28 23,923 KAISER ALUMINUM CORP COM STK COMMON USD0.01 STOCK 483007704 501,768.00 502 13,800 SH Sole 28, 33 13,800 KAMAN CORP USD0.10 NON-CUM PTG CLASS'A'STK COMMON USD1 STOCK 483548103 419,993.84 420 19,108 SH Sole 28 19,108 KANSAS CITY LIFE INSURANCE CO COMMON USD2.50 STOCK 484836101 96,534.00 97 3,100 SH Sole 28 3,100 KANSAS CITY SOUTHERN COM COMMON 5, 23, 28, STK USD0.01 STOCK 485170302 15,607,960.98 15,608 589,202 SH Sole 39, 43 589,202 KAYDON CORP COM COMMON STK USD0.10 STOCK 486587108 3,144,966.94 3,145 97,007 SH Sole 23, 28 97,007 KEARNY FINANCIAL CORP COM STK COMMON USD0.1 STOCK 487169104 135,460.00 135 13,000 SH Sole 28 13,000 KEITHLEY INSTRUMENTS COMMON COM STK NPV STOCK 487584104 6,648.00 7 1,200 SH Sole 33 1,200 KELLOGG CO COM COMMON STK USD0.25 STOCK 487836108 43,652,191.77 43,652 886,699 SH Sole 23, 28, 39 886,699 KELLY SERVICES INC CLASS'A'NON COMMON V.USD1 STOCK 488152208 937,518.30 938 76,221 SH Sole 28, 33 76,221 KENEXA CORP COM COMMON STK USD0.01 STOCK 488879107 242,640.00 243 18,000 SH Sole 28, 33 18,000 KENNAMETAL INC COMMON 25, 28, CAP STK USD1.25 STOCK 489170100 10,011,126.51 10,011 406,791 SH Sole 34, 39 406,791 KENSEY NASH CORP COM STK COMMON USD0.001 STOCK 490057106 288,457.80 288 9,964 SH Sole 23, 28 9,964 KENTUCKY FIRST FEDERAL BANCORP COM COMMON STK USD0.01 STOCK 491292108 29,976.00 30 2,400 SH Sole 28 2,400 KEY ENERGY SERVICES INC COMMON COM STK USD0.10 STOCK 492914106 783,870.00 784 90,100 SH Sole 28 90,100 KEYCORP COM STK COMMON USD1 STOCK 493267108 2,955,894.50 2,956 454,753 SH Sole 28, 32 454,753 KEYNOTE SYSTEMS INC COM STK COMMON USD0.001 STOCK 493308100 91,471.00 91 9,700 SH Sole 28, 33 9,700 KFORCE INC COM COMMON STK USD0.01 STOCK 493732101 414,389.50 414 34,475 SH Sole 8, 28, 33 34,475 KIMBALL INTERNATIONAL INC COM STK COMMON USD0.05 STOCK 494274103 190,582.14 191 24,978 SH Sole 28, 33 24,978 KIMBERLY-CLARK CORP COM STK COMMON 23, 28, USD1.25 STOCK 494368103 16,588,066.02 16,588 281,249 SH Sole 31, 32 281,249 KINDRED HEALTHCARE INC COMMON COM STK USD0.25 STOCK 494580103 1,711,145.13 1,711 105,431 SH Sole 28 105,431 KING PHARMACEUTICALS COMMON 28, 33, INC COM STK NPV STOCK 495582108 6,401,914.17 6,402 594,421 SH Sole 35, 37, 43 594,421 KIRBY CORP COM COMMON STK USD0.10 STOCK 497266106 4,291,739.20 4,292 116,560 SH Sole 23, 28, 32 116,560 KIRKLAND'S INC COMMON COM STK NPV STOCK 497498105 112,575.00 113 7,900 SH Sole 28 7,900 KNOLL INC COM STK COMMON 8, 11, 23, USD1 STOCK 498904200 794,411.38 794 76,166 SH Sole 28 76,166 KNIGHT CAPITAL GROUP INC CLASS'A' COM COMMON 8, 23, 28, STK USD0.01 STOCK 499005106 2,202,296.25 2,202 101,255 SH Sole 33 101,255 KNIGHT TRANSPORTATION INC COM STK COMMON 5, 8, 23, USD0.01 STOCK 499064103 1,921,175.76 1,921 114,492 SH Sole 28 114,492 KNOLOGY INC COM COMMON STK USD0.01 STOCK 499183804 207,675.00 208 21,300 SH Sole 28 21,300 KNOT(THE) COM STK COMMON USD0.01 STOCK 499184109 260,988.00 261 23,900 SH Sole 28, 33 23,900 KOHLBERG CAPITAL CORPORATION COMMON COM STK USD0.01 STOCK 500233101 78,993.00 79 13,100 SH Sole 28 13,100 KOHLS CORP COM COMMON STK USD0.01 STOCK 500255104 12,896,209.55 12,896 226,051 SH Sole 11, 28, 34 226,051 KOPIN CORP COM COMMON STK USD0.01 STOCK 500600101 281,880.00 282 58,725 SH Sole 23, 28, 33 58,725 KORN-FERRY INTERNATIONAL COMMON COM STK NPV STOCK 500643200 1,835,874.29 1,836 125,831 SH Sole 28, 33 125,831 KRISPY KREME DOUGHNUTS INC COMMON COM STK NPV STOCK 501014104 154,805.91 155 43,363 SH Sole 28 43,363 KROGER CO COM STK 19, 28, USD1 COMMON 32, 35, STOCK 501044101 16,053,957.12 16,054 777,808 SH Sole 37, 39 777,808 KULICKE & SOFFA INDUSTRIES INC COMMON COM NPV STOCK 501242101 287,438.04 287 47,668 SH Sole 28 47,668 LCA VISION INC COM STK COMMON USD0.001 STOCK 501803308 96,738.00 97 13,800 SH Sole 28, 33 13,800 LKQ CORP COM STK COMMON USD0.01 STOCK 501889208 9,306,894.60 9,307 501,990 SH Sole 5, 28, 47 501,990 LMI AEROSPACE COM COMMON STK USD0.02 STOCK 502079106 62,186.00 62 6,200 SH Sole 28 6,200 LSB INDUSTRIES INC COM STK COMMON USD0.10 STOCK 502160104 197,739.00 198 12,700 SH Sole 28 12,700 LSI CORPORATION COMMON COM STK USD0.01 STOCK 502161102 3,790,932.84 3,791 690,516 SH Sole 28, 34, 43 690,516 L3 COMMUNICATIONS HLDGS INC COM COMMON 11, 19, STK USD0.01 STOCK 502424104 8,003,888.00 8,004 99,650 SH Sole 28, 34 99,650 LABARGE INC COM COMMON STK USD0.01 STOCK 502470107 103,500.00 104 9,200 SH Sole 28 9,200 LA-Z-BOY INC COM COMMON 8, 23, 28, STK USD1 STOCK 505336107 640,342.20 640 74,028 SH Sole 33 74,028 LABRANCHE & CO INC COM STK COMMON USD0.01 STOCK 505447102 145,118.80 145 42,682 SH Sole 23, 28 42,682 LACLEDE GROUP INC COMMON COM STK USD1 STOCK 505597104 550,450.56 550 17,116 SH Sole 23, 28 17,116 LADISH CO INC COM COMMON STK USD0.01 STOCK 505754200 208,794.00 209 13,800 SH Sole 28, 33 13,800 LAKELAND BANCORP COMMON INC COM STK NPV STOCK 511637100 195,105.00 195 26,014 SH Sole 8, 28, 33 26,014 LAKELAND FINANCIAL CORP COMMON COM STK USD0.01 STOCK 511656100 299,425.00 299 14,500 SH Sole 8, 28 14,500 LAKELAND INDUSTRIES COM COMMON STK USD0.01 STOCK 511795106 1,652.00 2 200 SH Sole 33 200 LAM RESEARCH CORP COM STK COMMON 11, 28, USD0.001 STOCK 512807108 13,434,000.72 13,434 393,267 SH Sole 34, 43 393,267 LAMAR ADVERTISING CO CLASS'A'COM COMMON STK USD0.001 STOCK 512815101 2,947,056.00 2,947 107,400 SH Sole 28 107,400 LANCASTER COLONY CORP COM STK COMMON NPV STOCK 513847103 2,804,981.70 2,805 54,710 SH Sole 23, 28 54,710 LANCE INC COM STK COMMON USD0.833 STOCK 514606102 521,977.12 522 20,216 SH Sole 28 20,216 LANDEC CORP COM COMMON STK USD0.001 STOCK 514766104 193,920.00 194 30,300 SH Sole 11, 28 30,300 LANDSTAR SYSTEMS INC COM STK COMMON USD0.01 STOCK 515098101 3,943,016.00 3,943 103,600 SH Sole 28 103,600 LANNETT CO INC COM STK COMMON USD0.001 STOCK 516012101 59,092.00 59 7,900 SH Sole 28, 33 7,900 LAS VEGAS SANDS CORP COM STK COMMON USD0.001 STOCK 517834107 3,372,513.12 3,373 200,268 SH Sole 11, 23 200,268 LATTICE SEMICONDUCTOR COMMON COM STK USD0.01 STOCK 518415104 232,818.75 233 103,475 SH Sole 8, 28, 33 103,475
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ESTEE LAUDER COMPANIES INC CLASS'A'COM COMMON STK USD0.01 STOCK 518439104 3,742,484.40 3,742 100,930 SH Sole 23, 28 100,930 LAWSON PRODUCTS INC COM STK COMMON USD1 STOCK 520776105 52,647.84 53 3,024 SH Sole 28 3,024 LAYNE CHRISTENSEN CO COM STK COMMON USD0.01 STOCK 521050104 978,807.00 979 30,540 SH Sole 11, 28, 33 30,540 LAZARE KAPLAN INTERNATIONAL INC COM STK COMMON USD1 STOCK 521078105 750.00 1 300 SH Sole 33 300 LEAP WIRELESS INTERNATIONAL INC COM STK COMMON USD0.0001 STOCK 521863308 197,455.00 197 10,100 SH Sole 30 10,100 LEARNING TREE INTERNATIONAL COM STK COMMON USD0.0001 STOCK 522015106 72,896.00 73 6,400 SH Sole 28 6,400 LEGG CORP COM STK COMMON USD0.001 STOCK 523234102 10,214.10 10 2,910 SH Sole 33 2,910 LEGGETT & PLATT INC COM STK COMMON USD0.01 STOCK 524660107 1,429,081.60 1,429 73,664 SH Sole 28, 33 73,664 LEGG MASON INC COMMON COM STK USD0.10 STOCK 524901105 7,151,049.68 7,151 230,456 SH Sole 23, 28 230,456 LENNAR CORP COM COMMON STK USD0.10 STOCK 526057104 943,307.25 943 66,197 SH Sole 28, 33 66,197 LENNOX INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 526107107 3,525,312.00 3,525 97,600 SH Sole 28 97,600 LEUCADIA NATIONAL CORP COM STK COMMON USD1 STOCK 527288104 1,923,858.72 1,924 77,826 SH Sole 28 77,826 LEXICON PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 528872104 147,183.00 147 69,100 SH Sole 28, 33 69,100 LEXMARK INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.01 STOCK 529771107 783,582.12 784 36,378 SH Sole 28 36,378 LIFEWAY FOODS INC COMMON NPV STOCK 531914109 39,564.00 40 3,600 SH Sole 28 3,600 LIFE SCIENCES RESEARCH INC COMMON COM STK USD0.01 STOCK 532169109 53,332.00 53 6,700 SH Sole 28 6,700 LILLY(ELI)& CO COMMON 23, 28, COM STK NPV STOCK 532457108 19,560,729.33 19,561 592,211 SH Sole 32, 34, 36 592,211 LIMITED BRANDS INC COM STK COMMON USD0.50 STOCK 532716107 2,009,305.36 2,009 118,264 SH Sole 28 118,264 LIN TV CORP COM COMMON STK USD0.01 STOCK 532774106 209,539.00 210 44,300 SH Sole 8, 28 44,300 LINCARE HLDGS INC COMMON COM STK USD0.01 STOCK 532791100 5,388,843.75 5,389 172,443 SH Sole 28, 30, 39 172,443 LINCOLN EDUCATIONAL SERVICES CORP COMMON COM STK NPV STOCK 533535100 534,614.08 535 23,366 SH Sole 23, 28, 30 23,366 LINCOLN ELECTRIC HLDGS INC COM COMMON STK NPV STOCK 533900106 4,170,855.00 4,171 87,900 SH Sole 11, 28 87,900 LINCOLN NATIONAL CORP COM STK COMMON USD1.25 STOCK 534187109 4,791,536.30 4,792 184,930 SH Sole 28, 43 184,930 LINDSAY CORP COM COMMON STK USD1 STOCK 535555106 493,352.64 493 12,528 SH Sole 11, 28 12,528 LINEAR TECHNOLOGY CORP COM STK COMMON NPV STOCK 535678106 2,663,062.29 2,663 96,383 SH Sole 28 96,383 LIONBRIDGE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 536252109 126,880.00 127 48,800 SH Sole 28 48,800 LITHIA MOTORS INC CLASS'A'COM COMMON STK NPV STOCK 536797103 191,757.00 192 12,300 SH Sole 28, 33 12,300 LITTELFUSE INC COMMON 23, 28, COM STK USD0.01 STOCK 537008104 3,892,599.04 3,893 148,346 SH Sole 33, 39 148,346 LIVE NATION INC COMMON COM STK USD0.01 STOCK 538034109 565,929.00 566 69,100 SH Sole 28, 33 69,100 LIVEPERSON INC COM STK COMMON USD0.001 STOCK 538146101 144,648.00 145 28,700 SH Sole 28 28,700 LIZ CLAIBORNE INC COMMON COM STK USD1 STOCK 539320101 389,854.54 390 79,078 SH Sole 23, 28, 33 79,078 LO JACK COM STK COMMON USD0.01 STOCK 539451104 6,617.00 7 1,300 SH Sole 33 1,300 LOCKHEED MARTIN CORP COM STK COMMON 28, 34, USD1 STOCK 539830109 12,895,380.48 12,895 165,156 SH Sole 37, 47 165,156 LODGENET COMMON INTERATIVE CORP STOCK 540211109 184,220.00 184 24,400 SH Sole 8, 28 24,400 LOEWS CORP COM COMMON STK USD0.01 STOCK 540424108 6,055,674.00 6,056 176,808 SH Sole 28, 32 176,808 LOOKSMART, LTD COMMON STOCK 543442503 1,508.00 2 1,300 SH Sole 33 1,300 LOOPNET INC COM COMMON STK USD0.001 STOCK 543524300 128,368.00 128 14,200 SH Sole 28 14,200 LORAL SPACE & COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 543881106 228,001.56 228 8,297 SH Sole 28 8,297 LORILLARD INC COMMON 28, 32, USD0.01 STOCK 544147101 13,310,250.60 13,310 179,142 SH Sole 34, 43 179,142 LOUISIANA-PACIFIC CORP COM STK COMMON USD1 STOCK 546347105 2,466,112.44 2,466 369,732 SH Sole 28, 30, 33 369,732 LOWES COMPANIES 11, 19, INC COM STK COMMON 23, 28, USD0.50 STOCK 548661107 28,766,995.08 28,767 1,373,782 SH Sole 36, 39 1,373,782 LUBRIZOL CORP COM COMMON 28, 35, STK NPV STOCK 549271104 15,713,482.32 15,713 219,892 SH Sole 39, 43 219,892 LUBYS INC USD0.32 COMMON STOCK 549282101 78,540.00 79 18,700 SH Sole 28, 33 18,700 LUFKIN INDUSTRIES INC COM STK COMMON USD1 STOCK 549764108 735,319.86 735 13,827 SH Sole 8, 23, 28 13,827 LULULEMON ATHLETICA INC COMMON COM STK USD0.01 STOCK 550021109 1,615,295.50 1,615 71,002 SH Sole 26, 28 71,002 LYDALL INC COM COMMON STK USD0.10 STOCK 550819106 14,754.30 15 2,805 SH Sole 23 2,805 M & F WORLDWIDE CORP COM STK COMMON USD0.01 STOCK 552541104 196,328.00 196 9,700 SH Sole 28, 33 9,700 MDC HLDGS INC COM COMMON STK USD0.01 STOCK 552676108 2,650,662.00 2,651 76,300 SH Sole 28, 33 76,300 MDU RESOURCES GROUP INC COM COMMON STK USD1 STOCK 552690109 7,747,338.75 7,747 371,575 SH Sole 28 371,575 MEMC ELECTRONICS MATERIALS INC COMMON COM STK USD0.01 STOCK 552715104 1,637,855.44 1,638 98,488 SH Sole 28, 47 98,488 MFRI INC COM STK COMMON USD0.01 STOCK 552721102 2,960.00 3 400 SH Sole 33 400 MGIC INVESTMENT CORP COM STK COMMON USD1 STOCK 552848103 1,087,047.00 1,087 146,700 SH Sole 8, 28, 30 146,700 MPS GROUP INC COM COMMON STK USD0.01 STOCK 553409103 2,722,218.32 2,722 258,766 SH Sole 28 258,766 MSC INDUSTRIAL DIRECT CO CLASS'A'COM COMMON STK USD0.001 STOCK 553530106 3,856,830.00 3,857 88,500 SH Sole 28 88,500 MSC SOFTWARE CORP COMMON COM STK USD0.01 STOCK 553531104 290,683.24 291 34,564 SH Sole 28, 33 34,564 MTR GAMING GROUP INC COM STK COMMON USD0.00001 STOCK 553769100 6,609.60 7 2,160 SH Sole 33 2,160 MTS SYSTEMS CORP COMMON COM STK USD0.25 STOCK 553777103 349,234.76 349 11,956 SH Sole 28 11,956 MVC CAPITAL INC COMMON COM USD0.01 STOCK 553829102 146,626.00 147 16,700 SH Sole 28 16,700 MAC GRAY CORP COM COMMON STK USD0.01 STOCK 554153106 91,630.00 92 8,500 SH Sole 28, 33 8,500 MACATAWA BANK CORP COM STK COMMON NPV STOCK 554225102 2,717.00 3 1,045 SH Sole 33 1,045 MADDEN(STEVEN) COM STK COMMON USD0.0001 STOCK 556269108 865,108.62 865 23,502 SH Sole 23, 28, 30 23,502 MAGELLAN HEALTH COMMON SERVICES INC STOCK 559079207 1,092,815.04 1,093 35,184 SH Sole 8, 23, 28 35,184
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- MAGNETEK COM STK COMMON USD0.01 STOCK 559424106 936.00 1 600 SH Sole 33 600 MAIDENFORM BRANDS INC COM STK COMMON USD0.01 STOCK 560305104 477,142.60 477 29,710 SH Sole 8, 23, 28 29,710 MAKO SURGICAL COMMON CORP NPV STOCK 560879108 946,518.00 947 108,050 SH Sole 25, 28 108,050 MANHATTAN ASSOCIATES INC COMMON COM STK USD0.01 STOCK 562750109 407,696.60 408 20,183 SH Sole 23, 28 20,183 MANITOWOC CO INC COMMON COM STK USD0.01 STOCK 563571108 816,692.80 817 86,240 SH Sole 43 86,240 MANNATECH INC COM COMMON STOCK 563771104 50,939.00 51 13,300 SH Sole 28, 33 13,300 MANTECH INTERNATIONAL CORP COM STK USD0.01 COMMON CLASS'A' STOCK 564563104 3,291,579.36 3,292 69,796 SH Sole 8, 11, 28 69,796 MARATHON OIL CORP COMMON COM STK USD1 STOCK 565849106 10,667,710.90 10,668 334,411 SH Sole 19, 28, 32 334,411 MARCUS CORP COM COMMON STK USD1 STOCK 566330106 217,864.86 218 17,034 SH Sole 28, 33 17,034 MARINEMAX INCCOM COMMON STK USD0.001 STOCK 567908108 10,153.00 10 1,300 SH Sole 33 1,300 MARINE PRODUCTS CORP COM STK COMMON USD0.10 STOCK 568427108 42,171.78 42 7,626 SH Sole 28 7,626 MARKEL CORP COM COMMON STK NPV STOCK 570535104 5,964,794.70 5,965 18,085 SH Sole 11 18,085 MARLIN BUSINESS SERVICES CORP COMMON COM STK USD0.01 STOCK 571157106 8,638.08 9 1,056 SH Sole 33 1,056 MARSH & MCLENNAN COS INC COM COMMON 23, 28, USD1 STOCK 571748102 15,872,703.20 15,873 641,840 SH Sole 31, 34, 43 641,840 MARSHALL & ILSLEY CORP NEW COM COMMON STK USD1 STOCK 571837103 1,610,941.47 1,611 199,621 SH Sole 28, 32 199,621 MARRIOTT INTERNATIONAL INC COM STK COMMON USD0.01 CL'A' STOCK 571903202 5,699,349.07 5,699 206,573 SH Sole 11, 28, 34 206,573 MARTEK BIOSCIENCES CORP COM STK COMMON USD0.10 STOCK 572901106 709,122.69 709 31,391 SH Sole 23, 28 31,391 MARTEN TRANSPORT COMMON 8, 23, 28, COM STK USD0.01 STOCK 573075108 373,904.02 374 21,917 SH Sole 33 21,917 MARTHA STEWART LIVING CLASS'A'COM COMMON STK USD0.01 STOCK 573083102 115,234.08 115 18,408 SH Sole 28 18,408 MARTIN MARIETTA MATERIALS INC COMMON COM STK USD0.01 STOCK 573284106 8,281,144.08 8,281 89,944 SH Sole 28 89,944 MASCO CORP COM COMMON STK USD1 STOCK 574599106 3,647,148.04 3,647 282,287 SH Sole 11, 28 282,287 MASIMO CORPORATION COMMON USD0.001 STOCK 574795100 5,651,864.00 5,652 215,720 SH Sole 28, 39 215,720 MASSEY ENERGY COM COM STK COMMON USD0.625 STOCK 576206106 1,051,453.00 1,051 37,700 SH Sole 28 37,700 MASTEC INC COM COMMON STK USD0.1 STOCK 576323109 643,293.90 643 52,946 SH Sole 8, 28 52,946 MATRIX SERVICE CO COMMON COM STK USD0.01 STOCK 576853105 250,086.09 250 23,007 SH Sole 23, 28 23,007 MATTEL INC COM COMMON STK USD1 STOCK 577081102 5,010,320.90 5,010 271,415 SH Sole 19, 23, 28 271,415 MATTHEWS INTL CORP CLASS'A'COM COMMON STK USD1 STOCK 577128101 3,359,755.56 3,360 94,962 SH Sole 11, 28 94,962 MATTSON TECHNOLOGY INC COMMON COM STK NPV STOCK 577223100 7,896.00 8 2,800 SH Sole 33 2,800 MAXWELL TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 577767106 298,566.00 299 16,200 SH Sole 28 16,200 MAXYGEN INC COM COMMON STK USD0.0001 STOCK 577776107 184,697.52 185 27,608 SH Sole 8, 23, 28 27,608 MAXIMUS INC COM COMMON STK NPV STOCK 577933104 630,125.20 630 13,522 SH Sole 8, 28 13,522 MBT FINL CORP COM COMMON NPV STOCK 578877102 1,470.00 1 700 SH Sole 33 700 MCAFEE INC COM COMMON 11, 28, STK USD0.01 STOCK 579064106 23,881,007.87 23,881 545,353 SH Sole 39, 43 545,353 MCCORMICK & CO INC COM COMMON NON.VTG NPV STOCK 579780206 1,756,089.54 1,756 51,741 SH Sole 28 51,741 MCCORMICK & SCHMICKS SEAFOOD RESTAU COM STK COMMON USD0.001 STOCK 579793100 96,720.00 97 13,000 SH Sole 28, 33 13,000 MCDERMOTT INTERNATIONAL INC COM STK COMMON USD1 STOCK 580037109 9,028,212.90 9,028 357,270 SH Sole 11, 23, 43 357,270 MCDONALD'S CORP 19, 28, COM STK USD0.01 COMMON 31, 34, STOCK 580135101 30,269,585.58 30,270 530,394 SH Sole 39, 47 530,394 MCGRATH RENTCORP COMMON COM STK NPV STOCK 580589109 404,257.62 404 19,006 SH Sole 28, 33 19,006 MCGRAW-HILL COS INC (THE) COM COMMON 11, 19, STK USD1 STOCK 580645109 7,779,975.24 7,780 309,466 SH Sole 23, 28, 47 309,466 MCMORAN EXPLORATION COMMON COM STK USD0.01 STOCK 582411104 410,772.85 411 54,407 SH Sole 28 54,407 MEAD JOHNSON NUTRITION COM COMMON USD0.01 CLS'A' STOCK 582839106 6,953,706.50 6,954 154,150 SH Sole 11, 39 154,150 MEADWESTVACO CORPORATION COMMON 19, 23, COM NPV STOCK 583334107 2,568,751.09 2,569 115,139 SH Sole 28, 33 115,139 MEASUREMENT SPECIALITIES COMMON INC COM STK NPV STOCK 583421102 114,668.51 115 11,231 SH Sole 28, 33 11,231 MEDALLION FINANCIAL CORP COMMON COM STK USD0.01 STOCK 583928106 109,114.72 109 13,052 SH Sole 28, 33 13,052 MEDASSETS USD0.01 COMMON 8, 11, 28, STOCK 584045108 3,307,182.10 3,307 146,530 SH Sole 47 146,530 MEDIA GENERAL INC CLASS'A'COM COMMON USD5 STOCK 584404107 18,810.00 19 2,200 SH Sole 33 2,200 MEDICINES CO COM COMMON STK USD0.001 STOCK 584688105 423,653.79 424 38,479 SH Sole 28 38,479 MEDICIS PHARMACEUTICAL CORP CLASS'A'COM COMMON STK USD0.014 STOCK 584690309 3,607,381.40 3,607 168,964 SH Sole 23, 28, 33 168,964 MEDQUIST INC COM COMMON STK NPV STOCK 584949101 45,156.00 45 7,100 SH Sole 28 7,100 MEDTRONIC INC COM COMMON 28, 31, STK USD0.10 STOCK 585055106 20,542,496.00 20,542 558,220 SH Sole 34, 37, 39 558,220 MEMSIC INC COMMON USD0.00001 STOCK 586264103 45,375.00 45 12,100 SH Sole 28 12,100 MENS WEARHOUSE INC COM STK COMMON USD0.01 STOCK 587118100 1,440,010.00 1,440 58,300 SH Sole 8, 28, 33 58,300 MENTOR GRAPHICS CORP COM STK COMMON NPV STOCK 587200106 2,485,770.00 2,486 267,000 SH Sole 28, 33 267,000 MERCANTILE BANK CORP COM STK COMMON NPV STOCK 587376104 4,631.00 5 1,100 SH Sole 33 1,100 MERCER INSURANCE GROUP INC COM COMMON STK NPV STOCK 587902107 83,122.00 83 4,600 SH Sole 28, 33 4,600 MERCER INTERNATIONAL INC COM STK COMMON USD1 STOCK 588056101 3,729.00 4 1,100 SH Sole 33 1,100 MERCHANTS BANCSHARES INC COMMON COM STK USD0.01 STOCK 588448100 72,624.00 73 3,400 SH Sole 28 3,400 MERCK & CO INC COMMON 19, 23, COM STK USD0.01 STOCK 589331107 34,842,153.02 34,842 1,101,554 SH Sole 28, 34, 39 1,101,554 MERCURY COMPUTER SYSTEMS COM COMMON 8, 23, 28, STK USD0.01 STOCK 589378108 303,185.14 303 30,749 SH Sole 33 30,749 MERCURY GENERAL CORP COM STK COMMON NPV STOCK 589400100 2,717,118.00 2,717 75,100 SH Sole 28, 33 75,100 MEREDITH CORP COM COMMON STK USD1 STOCK 589433101 711,733.68 712 23,772 SH Sole 19, 28, 33 23,772 MERGE HEALTHCARE COMMON INC STOCK 589499102 91,242.00 91 22,200 SH Sole 28 22,200
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- MERIDIAN BIOSCIENCE INC COMMON COM STK NPV STOCK 589584101 1,023,534.25 1,024 40,925 SH Sole 11, 28 40,925 MERIT MEDICAL SYSTEMS INC COMMON COM STK NPV STOCK 589889104 645,750.46 646 37,262 SH Sole 28, 47 37,262 MET PRO CORP COM COMMON STK USD0.10 STOCK 590876306 102,714.00 103 10,600 SH Sole 28 10,600 METABOLIX INC COM COMMON STK USD0.01 STOCK 591018809 150,088.00 150 14,600 SH Sole 28 14,600 METALICO INC COM COMMON STOCK 591176102 231,376.62 231 55,486 SH Sole 8, 28 55,486 METAVANTE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 591407101 6,317,770.40 6,318 183,230 SH Sole 28 183,230 METHODE ELECTRONICS INC COM COMMON CLASS'A'USD0.5 STOCK 591520200 281,775.00 282 32,500 SH Sole 28, 33 32,500 METROPCS COMMUNICATIONS INC COM STK COMMON USD0.0001 STOCK 591708102 1,067,976.00 1,068 114,100 SH Sole 28 114,100 METROPOLITAN HEALTH COMMON NETWORKS COM STOCK 592142103 61,694.00 62 28,300 SH Sole 28 28,300 METTLER TOLEDO COMMON COM STK USD0.01 STOCK 592688105 12,510,479.00 12,510 138,100 SH Sole 28, 39 138,100 MICREL INC COM COMMON STK NPV STOCK 594793101 588,747.85 589 72,239 SH Sole 23, 28, 30 72,239 MICROS SYSTEMS INC COM COMMON USD0.025 STOCK 594901100 11,698,323.10 11,698 387,490 SH Sole 5, 11, 28 387,490 MICROSOFT CORP 11, 28, COM STK 31, 34, USD0.00000625 COMMON 36, 37, STOCK 594918104 135,415,444.35 135,415 5,230,415 SH Sole 38, 39, 47 5,230,415 MICROVISION INC WASHINGTON COM COMMON STK USD0.01 STOCK 594960106 295,336.00 295 53,600 SH Sole 28 53,600 MICROSTRATEGY INC. COMMON STOCK 594972408 456,854.44 457 6,386 SH Sole 28 6,386 MICROCHIP TECHNOLOGY COM COMMON STK USD0.001 STOCK 595017104 9,344,085.50 9,344 352,607 SH Sole 11, 28, 43 352,607 MICRON TECHNOLOGY INC COM STK COMMON USD0.10 STOCK 595112103 3,414,783.40 3,415 416,437 SH Sole 28, 43 416,437 MICROSEMI COM STK COMMON USD0.20 STOCK 595137100 922,262.32 922 58,408 SH Sole 28 58,408 MIDAS GROUP INC COM STK COMMON USD0.001 STOCK 595626102 95,880.00 96 10,200 SH Sole 28 10,200 MIDDLEBROOK PHARMACEUTICAL INC COM STK COMMON USD0.01 STOCK 596087106 32,315.00 32 28,100 SH Sole 28 28,100 MIDDLEBY CORP COM COMMON 26, 28, STK USD0.01 STOCK 596278101 2,143,904.73 2,144 38,973 SH Sole 30, 47 38,973 MIDDLESEX WATER COMMON CO COM STK NPV STOCK 596680108 162,864.00 163 10,800 SH Sole 28, 33 10,800 MIDSOUTH BANCORP INC COM STK COMMON USD0.10 STOCK 598039105 48,840.00 49 3,700 SH Sole 28 3,700 MILLER(HERMAN) INC COM STK COMMON USD0.20 STOCK 600544100 6,905,029.40 6,905 408,340 SH Sole 11, 28 408,340 MILLER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 600551204 96,800.00 97 8,800 SH Sole 28, 33 8,800 MILLIPORE CORP COMMON COM STK USD1 STOCK 601073109 7,766,541.90 7,767 110,430 SH Sole 11, 28 110,430 MINE SAFETY APPS COMMON COM NPV STOCK 602720104 2,230,703.37 2,231 81,087 SH Sole 28 81,087 MINERALS TECHNOLOGIES INC COM STK COMMON 8, 23, 28, USD0.10 STOCK 603158106 3,787,107.68 3,787 79,628 SH Sole 33 79,628 MIPS TECHNOLOGIES INC CLASS A COM STK COMMON USD0.001 STOCK 604567107 123,557.98 124 32,774 SH Sole 28 32,774 MISONIX INC COM COMMON STK USD0.01 STOCK 604871103 1,464.00 1 600 SH Sole 33 600 MITCHAM INDUSTRIES INC COMMON COM STK USD0.01 STOCK 606501104 4,340.00 4 700 SH Sole 33 700 MODINE MANUFACTURING CO COM STK COMMON USD0.625 STOCK 607828100 635,096.97 635 68,511 SH Sole 28, 30, 33 68,511 MOHAWK INDUSTRIES COMMON COM STK USD0.01 STOCK 608190104 6,675,264.68 6,675 139,972 SH Sole 28, 33, 43 139,972 MOLEX INC COM STK COMMON USD0.05 STOCK 608554101 3,863,614.32 3,864 185,039 SH Sole 23, 28 185,039 MONARCH CASINO & RESORT COM STK COMMON USD0.01 STOCK 609027107 71,338.80 71 6,630 SH Sole 28 6,630 MONOLITHIC POWER SYSTEM INC COM COMMON STK USD0.001 STOCK 609839105 981,382.50 981 41,850 SH Sole 28, 47 41,850 MONRO MUFFLER BRAKE INC COM COMMON STK USD0.01 STOCK 610236101 1,434,523.75 1,435 45,125 SH Sole 28, 39 45,125 MONSTER WORLDWIDE INC COM STK COMMON USD0.001 STOCK 611742107 1,142,597.68 1,143 65,366 SH Sole 28, 47 65,366 MOODYS CORP COM COMMON STK USD1 STOCK 615369105 5,956,008.30 5,956 291,105 SH Sole 11, 28 291,105 MOOG INC COMMON CLASS'A'(LIM.V)USTOCK 615394202 1,108,492.00 1,108 37,576 SH Sole 8, 23, 28 37,576 MORGAN STANLEY COMMON 11, 23, COM STK USD0.01 STOCK 617446448 28,367,881.12 28,368 918,649 SH Sole 28, 34, 39 918,649 MORNINGSTAR INC COMMON COM STK NPV STOCK 617700109 665,466.24 665 13,704 SH Sole 26 13,704 MORTON'S RESTAURANT GROUP COM STK COMMON USD0.01 STOCK 619430101 9,798.00 10 2,300 SH Sole 33 2,300 MOTOROLA INC COM COMMON STK USD3 STOCK 620076109 14,684,931.42 14,685 1,709,538 SH Sole 28, 38, 39 1,709,538 MOVADO GROUP INC COMMON COM STK USD0.01 STOCK 624580106 195,239.61 195 13,437 SH Sole 28, 33 13,437 MUELLER INDUSTRIES INC COMMON COM STK USD0.01 STOCK 624756102 800,241.75 800 33,525 SH Sole 8, 28, 33 33,525 MUELLER WATER PRODUCTS INC COM STK COMMON USD0.01 SER'A' STOCK 624758108 823,282.32 823 150,234 SH Sole 28, 30, 33 150,234 MULTI-COLOR CORP COMMON NPV STOCK 625383104 121,125.50 121 7,850 SH Sole 28 7,850 MULTIMEDIA GAMES INC COM STK COMMON USD0.01 STOCK 625453105 1,143,659.52 1,144 223,371 SH Sole 25, 28, 33 223,371 MURPHY OIL CORP COMMON 23, 28, COM USD1 STOCK 626717102 15,590,301.42 15,590 270,806 SH Sole 32, 39 270,806 MYERS INDUSTRIES COMMON INC COM STK NPV STOCK 628464109 395,259.00 395 36,700 SH Sole 8, 28, 33 36,700 MYLAN INC COM STK COMMON USD0.50 STOCK 628530107 8,865,505.48 8,866 553,748 SH Sole 11, 28, 43 553,748 NBT BANCORP INC COMMON COM STK NPV STOCK 628778102 928,219.74 928 41,181 SH Sole 8, 23, 28 41,181 NBTY INC COM STK COMMON 11, 19, USD0.008 STOCK 628782104 11,695,296.30 11,695 295,485 SH Sole 28, 30 295,485 NCI BUILDING SYSTEMS INC COMMON COM STK USD0.01 STOCK 628852105 103,417.60 103 32,318 SH Sole 8, 23, 28 32,318 NASB FINANCIAL INC COM STK COMMON USD0.15 STOCK 628968109 63,120.00 63 2,400 SH Sole 28 2,400 NL INDUSTRIES INC COM STK COMMON USD0.125 STOCK 629156407 35,027.60 35 5,228 SH Sole 28 5,228 NRG ENERGY INC COMMON COM STK USD0.01 STOCK 629377508 8,396,955.30 8,397 297,870 SH Sole 11, 32, 35 297,870 NVE CORP COMMON STOCK 629445206 159,480.00 159 3,000 SH Sole 28 3,000 NYMAGIC INC COM COMMON STK USD1 STOCK 629484106 103,421.92 103 5,992 SH Sole 8, 28, 33 5,992 NYSE EURONEXT INC COMMON COM STK USD0.01 STOCK 629491101 3,258,792.00 3,259 112,800 SH Sole 28 112,800 NABI BIOPHARMACEUTICALS COMMON COM STK USD0.10 STOCK 629519109 141,998.86 142 39,554 SH Sole 28 39,554
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- NACCO INDUSTRIES INC CLASS'A'COM COMMON STK USD1 STOCK 629579103 271,636.54 272 4,522 SH Sole 28, 33 4,522 NANOMETRICS COM COMMON STK NPV STOCK 630077105 10,380.60 10 1,580 SH Sole 33 1,580 NAPCO SECURITY TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 630402105 325,850.00 326 245,000 SH Sole 25, 33 245,000 NASDAQ OMX GROUP INC COM STK COMMON USD0.01'144A' STOCK 631103108 1,265,105.00 1,265 60,100 SH Sole 28 60,100 NASH FINCH CO COM COMMON STK USD1.66 2/3 STOCK 631158102 556,341.66 556 20,349 SH Sole 8, 23, 28 20,349 NATIONAL BANKSHARES INC COMMON COM STK USD2.50 STOCK 634865109 129,795.00 130 5,100 SH Sole 28 5,100 NATIONAL BEVERAGE CORP COM STK COMMON USD0.01 STOCK 635017106 84,851.72 85 7,372 SH Sole 28 7,372 NATIONAL CINEMEDIA INC COMMON COM STK USD0.01 STOCK 635309107 1,518,713.18 1,519 89,494 SH Sole 28, 43 89,494 NATIONAL HEALTH CARE CORP COM COMMON STK USD0.01 STOCK 635906100 216,282.00 216 5,800 SH Sole 28 5,800 NATIONAL FUEL GAS COMMON CO COM STK USD1 STOCK 636180101 7,471,611.00 7,472 163,100 SH Sole 28, 32 163,100 NATIONAL INSTRUMENTS CORP COM STK COMMON USD0.01 STOCK 636518102 19,236,006.00 19,236 696,200 SH Sole 11, 28 696,200 NATIONAL OILWELL VARCO INC COM COMMON 11, 19, STK USD0.01 STOCK 637071101 14,872,345.38 14,872 344,826 SH Sole 28, 32 344,826 NATIONAL PENN BANCSHARES COM COMMON STK NPV STOCK 637138108 694,193.76 694 113,616 SH Sole 8, 28, 33 113,616 NATIONAL PRESTO INDUSTRIES INC COMMON COM STK USD1 STOCK 637215104 309,792.31 310 3,581 SH Sole 28 3,581 NATIONAL RESEARCH CORP COM STK COMMON USD0.001 STOCK 637372103 21,717.00 22 900 SH Sole 28 900 NATIONAL SEMICONDUCTOR CORP COM STK COMMON USD0.50 STOCK 637640103 1,301,623.78 1,302 91,214 SH Sole 28 91,214 NATIONAL TECHNICAL SYSTEMS INC COMMON COM STK NPV STOCK 638104109 2,128.00 2 400 SH Sole 33 400 NATIONAL WESTERN LIFE INSURANCE CO COM STK COMMON CLASS'A'USD1 STOCK 638522102 298,638.06 299 1,697 SH Sole 28 1,697 NAVIGATORS GROUP INC COM STK COMMON 8, 23, 28, USD0.10 STOCK 638904102 1,667,875.00 1,668 30,325 SH Sole 30, 33 30,325 NATUS MEDICAL INC COM STK COMMON USD0.001 STOCK 639050103 314,772.00 315 20,400 SH Sole 28 20,400 NEENAH PAPER INC COMMON COM STK USD0.01 STOCK 640079109 136,532.00 137 11,600 SH Sole 28 11,600 NEKTAR THERAPEUTICS COM STK COMMON USD0.0001 STOCK 640268108 656,427.30 656 67,395 SH Sole 28 67,395 NEOGEN CORP COM COMMON STK USD0.16 STOCK 640491106 306,755.00 307 9,500 SH Sole 28 9,500 NETWORK EQUIPMENT TECHNOLOGIES COMMON COM STK USD0.01 STOCK 641208103 161,229.00 161 22,300 SH Sole 28, 33 22,300 NEUROGESX COM STK COMMON USD1 STOCK 641252101 75,200.00 75 9,400 SH Sole 28 9,400 NEW FRONTIER MEDIA INC COM COMMON STK USD0.0001 STOCK 644398109 4,085.00 4 1,900 SH Sole 33 1,900 NEW JERSEY RESOURCES CORP COMMON 8, 11, 23, COM STK USD2.50 STOCK 646025106 2,525,469.43 2,525 69,553 SH Sole 28 69,553 NEW YORK & CO INC COMMON COM STK USD0.01 STOCK 649295102 105,984.00 106 20,700 SH Sole 28, 33 20,700 NEW YORK COMMUNITY BANCORP INC COMMON COM STK USD0.01 STOCK 649445103 8,066,996.64 8,067 706,392 SH Sole 28 706,392 NEW YORK TIMES CO COM CLASS'A'STK COMMON USD0.10 STOCK 650111107 450,408.28 450 55,469 SH Sole 28 55,469 NEWALLIANCE BANCSHARES INC COMMON COM STK USD0.01 STOCK 650203102 3,529,074.00 3,529 329,820 SH Sole 28, 30, 33 329,820 NEWELL RUBBERMAID INC COM STK COMMON USD1 STOCK 651229106 3,400,446.63 3,400 216,727 SH Sole 28, 30, 34 216,727 NEWFIELD EXPLORATION CO COMMON 11, 28, COM STK USD0.01 STOCK 651290108 28,526,350.72 28,526 670,262 SH Sole 34, 37, 43 670,262 NEWMARKET CORP COMMON COM NPV STOCK 651587107 928,074.00 928 9,975 SH Sole 8, 28 9,975 NEWMONT MINING CORP COM STK COMMON USD1.60 STOCK 651639106 11,658,785.04 11,659 264,852 SH Sole 23, 28, 34 264,852 NEWPARK RESOURCES INC COM STK COMMON USD0.01 STOCK 651718504 217,907.64 218 67,884 SH Sole 28, 33 67,884 NEWPORT CORP COM COMMON NPV STOCK 651824104 296,114.28 296 33,803 SH Sole 23, 28 33,803 NICOR INC COM STK COMMON USD2.5 STOCK 654086107 1,960,236.07 1,960 53,573 SH Sole 28 53,573 NIKE INC CLASS'B'COM COMMON STK NPV STOCK 654106103 10,807,682.10 10,808 167,043 SH Sole 28, 47 167,043 NOBEL LEARNING COMMUNITIES INC COM STK COMMON USD0.001 STOCK 654889104 24,388.00 24 2,600 SH Sole 28 2,600 NOBLE ENERGY INC COM STK COMMON 23, 28, USD3.33 1/3 STOCK 655044105 11,596,955.28 11,597 175,818 SH Sole 37, 38 175,818 NORDSON CORP COM COMMON STK NPV STOCK 655663102 6,195,028.32 6,195 110,448 SH Sole 11, 28, 47 110,448 NORDSTROM INC COM COMMON STK NPV STOCK 655664100 5,938,564.08 5,939 194,452 SH Sole 11, 28 194,452 NORFOLK SOUTHERN CORP COM STK COMMON USD1 STOCK 655844108 8,010,441.54 8,010 185,814 SH Sole 11, 19, 28 185,814 NORTHEAST COMMUNITY BANCORP INC COMMON COM STK USD0.01 STOCK 664112109 30,996.00 31 4,200 SH Sole 28, 33 4,200 NORTHEAST UTILITIES COM COMMON 23, 28, STK USD5 STOCK 664397106 9,839,589.02 9,840 414,473 SH Sole 37, 39 414,473 NORTHERN OIL & GAS INC(NEV) COM STK COMMON USD0.001 STOCK 665531109 183,960.00 184 21,900 SH Sole 28 21,900 NORTHERN TRUST CORP COM STK COMMON 11, 23, USD1.666 STOCK 665859104 16,581,357.84 16,581 285,099 SH Sole 28, 39 285,099 NORTHRIM BANK ALASKA COM STK COMMON USD1 STOCK 666762109 67,100.00 67 4,400 SH Sole 28 4,400 NORTHROP GRUMMAN CORP COM STK COMMON 19, 23, USD1 STOCK 666807102 10,239,979.50 10,240 197,874 SH Sole 28, 32, 34 197,874 NORTHWEST BANCORP INC PA COM STK COMMON USD0.10 STOCK 667328108 287,555.60 288 12,590 SH Sole 28 12,590 NORTHWEST NATURAL GAS CO COM STK COMMON USD3.167 STOCK 667655104 885,316.66 885 21,251 SH Sole 11, 23, 28 21,251 NORTHWEST PIPE CO COMMON COM STK USD0.01 STOCK 667746101 224,651.00 225 6,700 SH Sole 28 6,700 NORTHWESTERN CORPORATION COMMON COM STK USD0.01 STOCK 668074305 715,456.98 715 29,286 SH Sole 23, 28 29,286 NORWOOD FINANCIAL CORP COM STK COMMON USD0.10 STOCK 669549107 52,870.00 53 1,700 SH Sole 28 1,700 NU HORIZONS ELECTRONICS CORP COM STK COMMON USD0.0066 STOCK 669908105 3,960.00 4 1,000 SH Sole 33 1,000 NOVAVAX INC COM COMMON STK USD0.01 STOCK 670002104 169,488.00 169 42,800 SH Sole 28 42,800 NOVELL INC COM COMMON STK USD0.10 STOCK 670006105 627,909.26 628 139,226 SH Sole 28 139,226 NOVELLUS SYSTEMS COMMON INC COM STK NPV STOCK 670008101 939,274.60 939 44,770 SH Sole 28, 33 44,770 NUCOR CORP COM COMMON 28, 34, STK USD0.40 STOCK 670346105 16,656,583.20 16,657 354,320 SH Sole 38, 39, 43 354,320 NUVASIVE INC COM COMMON 5, 11, 28, STK USD0.001 STOCK 670704105 6,657,796.80 6,658 159,430 SH Sole 47 159,430 O'CHARLEYS INC COMMON COM STK NPV STOCK 670823103 118,296.25 118 12,625 SH Sole 28 12,625
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- OGE ENERGY CORP COMMON COM STK USD0.01 STOCK 670837103 9,497,268.00 9,497 287,100 SH Sole 28, 35 287,100 OM GROUP INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 670872100 1,113,550.38 1,114 36,642 SH Sole 33 36,642 OSI PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 671040103 4,137,160.00 4,137 117,200 SH Sole 28 117,200 OSI SYSTEMS INC COMMON COM STK NPV STOCK 671044105 257,450.04 257 14,076 SH Sole 8, 28, 33 14,076 OYO GEOSPACE CORP COMMON COM STK USD0.01 STOCK 671074102 69,741.00 70 2,700 SH Sole 28 2,700 OCCIDENTAL 11, 19, PETROLEUM CORP COMMON 28, 31, COM USD0.20 STOCK 674599105 34,933,550.40 34,934 445,581 SH Sole 34, 47 445,581 OCEAN POWER TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 674870308 4,347.00 4 900 SH Sole 33 900 OCEANEERING INTERNATIONAL INC COM STK COMMON 11, 23, USD0.25 STOCK 675232102 11,325,994.75 11,326 199,577 SH Sole 28, 47 199,577 OCEANFIRST FINANCIAL CORP COMMON COM STK USD0.01 STOCK 675234108 92,800.00 93 8,000 SH Sole 28, 33 8,000 OCWEN FINANCIAL CORP COM STK COMMON USD0.01 STOCK 675746309 2,773,400.00 2,773 245,000 SH Sole 8, 28, 39 245,000 ODYSSEY MARINE EXPLORATION COM STK COMMON USD0.0001 STOCK 676118102 71,424.00 71 38,400 SH Sole 28 38,400 OFFICE DEPOT INC COMMON COM STK USD0.01 STOCK 676220106 848,909.08 849 128,234 SH Sole 28, 33 128,234 OHIO VALLEY BANCORP COM COMMON STK USD0.01 STOCK 677719106 74,200.00 74 2,800 SH Sole 28 2,800 OIL DRI CORP OF AMERICA COM COMMON STK USD0.10 STOCK 677864100 53,650.00 54 3,700 SH Sole 28 3,700 OIL STATES INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 678026105 469,898.88 470 13,376 SH Sole 23, 32 13,376 OILSANDS QUEST INC COM STK COMMON USD0.001 STOCK 678046103 154,697.00 155 136,900 SH Sole 28 136,900 OLD DOMINION FREIGHT LINE INC COM STK COMMON 23, 28, USD0.10 STOCK 679580100 2,356,438.34 2,356 77,438 SH Sole 35, 47 77,438 OLD NATIONAL BANCORP(INDIANA)COMMON COM STK USD1 STOCK 680033107 636,608.00 637 56,840 SH Sole 28, 33 56,840 OLD POINT FINANCIAL CORP COMMON COM STK USD5 STOCK 680194107 29,988.00 30 1,800 SH Sole 28 1,800 OLD REPUBLIC INTERNATIONAL COMMON CORP USD1 STOCK 680223104 6,074,458.32 6,074 498,724 SH Sole 28, 33 498,724 OLD SECOND BANCORP INC COMMON COM STK NPV STOCK 680277100 73,131.99 73 12,763 SH Sole 8, 28, 33 12,763 OLIN CORP COM STK COMMON USD1 STOCK 680665205 4,315,667.52 4,316 247,458 SH Sole 8, 28, 30 247,458 OMNICARE INC COM COMMON STK USD1 STOCK 681904108 5,530,912.00 5,531 245,600 SH Sole 28, 33 245,600 OMNICOM GROUP INC COMMON COM STK USD0.15 STOCK 681919106 4,960,561.78 4,961 134,287 SH Sole 28 134,287 OMEGA FLEX INC COMMON COM STK USD0.01 STOCK 682095104 30,186.00 30 1,800 SH Sole 28 1,800 OMNIVISION TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 682128103 637,003.84 637 39,128 SH Sole 28, 33 39,128 OMNOVA SOLUTIONS INC COM STK COMMON USD0.1 STOCK 682129101 191,808.00 192 29,600 SH Sole 28 29,600 ON ASSIGNMENT COM COMMON STK USD0.01 STOCK 682159108 185,228.55 185 31,663 SH Sole 23, 28, 33 31,663 ONEOK INC COM STK COMMON 19, 25, NPV STOCK 682680103 11,089,488.12 11,089 302,826 SH Sole 28, 35 302,826 ONYX PHARMACEUTICALS COM STK COMMON USD0.001 STOCK 683399109 1,330,068.60 1,330 44,380 SH Sole 28 44,380 OPENWAVE SYSTEMS COMMON INC-ORD SHS STOCK 683718308 162,760.00 163 62,600 SH Sole 28 62,600 OPNET TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 683757108 111,486.00 111 10,200 SH Sole 28, 33 10,200 OPPENHEIMER HOLDINGS INC CLS'A'NON-VTG COMMON NPV STOCK 683797104 175,320.00 175 7,200 SH Sole 28 7,200 OPTICAL CABLE COMMON CORP. STOCK 683827208 909.00 1 300 SH Sole 33 300 OPTIONSXPRESS HLDGS INC COM COMMON STK USD0.0001 STOCK 684010101 1,019,727.36 1,020 59,012 SH Sole 23, 28, 47 59,012 ORBITAL SCIENCES COMMON COM STK USD0.01 STOCK 685564106 733,515.03 734 48,999 SH Sole 23, 28 48,999 O'REILLY AUTOMOTIVE INC COMMON 5, 11, 23, COM STK USD0.01 STOCK 686091109 9,237,853.82 9,238 255,613 SH Sole 28 255,613 OREXIGEN THERAPEUT COM COMMON STK USD0.001 STOCK 686164104 171,390.00 171 17,400 SH Sole 28 17,400 ORION ENERGY COMMON SYSTEMS INC NPV STOCK 686275108 49,767.00 50 15,900 SH Sole 28 15,900 ORITANI FINANCIAL CORP COM STK COMMON USD0.01 STOCK 686323106 92,752.00 93 6,800 SH Sole 28 6,800 ORLEANS HOMEBUILDERS INC COM STK COMMON USD0.10 STOCK 686588104 4,575.00 5 1,500 SH Sole 33 1,500 ORRSTOWN FINANCIAL SERVICES INC COMMON COM STK NPV STOCK 687380105 162,288.00 162 4,200 SH Sole 28 4,200 OSHKOSH COMMON CORPORATION STOCK 688239201 5,582,865.00 5,583 180,500 SH Sole 28 180,500 OSTEOTECH INC COM COMMON STK USD0.01 STOCK 688582105 6,230.00 6 1,400 SH Sole 33 1,400 OTTER TAIL POWER COMMON CO COM STK USD5 STOCK 689648103 637,495.20 637 26,640 SH Sole 28 26,640 OUTDOOR CHANNEL HLDGS INC COM COMMON USD0.02 STOCK 690027206 88,944.00 89 13,600 SH Sole 28, 33 13,600 OVERHILL FARMS COMMON INC COM STOCK STOCK 690212105 145,375.45 145 24,029 SH Sole 23, 28 24,029 OVERSEAS SHIPHOLDING GROUP INC COM COMMON STK USD1 STOCK 690368105 1,829,635.20 1,830 48,960 SH Sole 28, 33 48,960 OVERSTOCK.COM INC COM STK COMMON USD0.0001 STOCK 690370101 177,507.00 178 12,100 SH Sole 28 12,100 OWENS & MINOR INC COMMON COM STK USD2 STOCK 690732102 5,729,464.50 5,729 126,618 SH Sole 28, 30 126,618 OWENS CORNING INC COMMON COM STK USD0.01 STOCK 690742101 3,850,175.00 3,850 171,500 SH Sole 11, 39 171,500 OWENS-ILLINOIS INC COM STK COMMON 28, 32, USD0.01 STOCK 690768403 8,153,055.00 8,153 220,950 SH Sole 35, 37, 39 220,950 OXFORD INDUSTRIES INC COM STK COMMON USD1 STOCK 691497309 395,122.90 395 20,057 SH Sole 8, 28, 33 20,057 OXIGENE INC COM COMMON STK USD0.01 STOCK 691828107 35,926.00 36 25,300 SH Sole 28 25,300 PAM TRANSPORTATION SERVICES INC. COMMON COM STK USD0.01 STOCK 693149106 4,741.88 5 572 SH Sole 33 572 PDF SOLUTIONS INC COM STK COMMON USD0.00015 STOCK 693282105 5,584.00 6 1,600 SH Sole 33 1,600 PHH CORP COM STK COMMON NPV STOCK 693320202 1,553,868.80 1,554 78,320 SH Sole 8, 28, 33 78,320 PICO HOLDING INC COM STK COMMON 11, 26, USD0.001 STOCK 693366205 1,587,093.15 1,587 47,589 SH Sole 28, 33, 43 47,589 PLX TECHNOLOGY COM STK COMMON USD0.001 STOCK 693417107 87,620.00 88 26,000 SH Sole 28, 33 26,000 PMA CAPITAL CORP COM STK COMMON CLASS'A'USD5 STOCK 693419202 228,868.87 229 40,223 SH Sole 8, 28, 33 40,223 PNC FINANCIAL SERVICES GROUP COMMON COM STK USD5 STOCK 693475105 16,886,628.47 16,887 347,533 SH Sole 28, 36, 39 347,533 PPG INDUSTRIES INC COM STK COMMON USD1.666 STOCK 693506107 14,282,813.07 14,283 245,367 SH Sole 28, 39, 43 245,367
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- PACCAR INC COM COMMON STK USD1 STOCK 693718108 19,078,356.33 19,078 505,923 SH Sole 28, 39 505,923 PACIFIC MERCANTILE BANCORP COM COMMON STK NPV STOCK 694552100 3,480.00 3 1,000 SH Sole 33 1,000 PACIFIC SUNWEAR OF CALIFORNIA INC COM STK COMMON USD0.01 STOCK 694873100 268,624.00 269 52,160 SH Sole 28, 33 52,160 PACKAGING CORP OF AMERICA COM COMMON STK USD0.01 STOCK 695156109 6,026,833.20 6,027 295,433 SH Sole 28, 34, 35 295,433 PACTIV CORP COM COMMON STK USD0.01 STOCK 695257105 2,409,338.45 2,409 92,489 SH Sole 28, 39 92,489 PACWEST BANCORP COMMON 8, 23, 28, COM STK NPV STOCK 695263103 1,793,405.10 1,793 94,142 SH Sole 30, 33 94,142 PAETEC HOLDING CORP COM STK COMMON USD1 STOCK 695459107 358,362.00 358 92,600 SH Sole 28 92,600 PALL CORP COM STK COMMON USD0.10 STOCK 696429307 2,861,234.64 2,861 88,638 SH Sole 28, 35 88,638 PALM HARBOR HOMES INC COM STK COMMON USD0.01 STOCK 696639103 3,468.00 3 1,200 SH Sole 33 1,200 PALM INC COM STK COMMON USD0.001 STOCK 696643105 8,691,330.06 8,691 498,642 SH Sole 26, 28, 47 498,642 PALOMAR MEDICAL TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 697529303 1,078,548.56 1,079 66,536 SH Sole 28, 30 66,536 PANHANDLE OIL & GAS INC CLASS'A'COM COMMON STK USD0.01666 STOCK 698477106 113,208.00 113 5,300 SH Sole 28 5,300 PANTRY INC COM COMMON STK USD0.01 STOCK 698657103 452,760.00 453 28,875 SH Sole 8, 28 28,875 PAPA JOHNS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 698813102 396,166.68 396 16,124 SH Sole 28 16,124 PAR TECHNOLOGY CORP COM STK COMMON USD0.02 STOCK 698884103 50,402.00 50 7,900 SH Sole 28, 33 7,900 PARALLEL PETROLEUM CORP COMMON COM STK USD0.01 STOCK 699157103 308,964.05 309 97,465 SH Sole 8, 28 97,465 PARAMETRIC TECHNOLOGY CORP NEW COM COMMON STK USD0.01 STOCK 699173209 4,408,441.80 4,408 318,990 SH Sole 28 318,990 PAREXEL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 699462107 569,448.18 569 41,902 SH Sole 28 41,902 PARK ELECTROCHEMICAL CORP COM STK COMMON USD0.10 STOCK 700416209 386,092.95 386 15,663 SH Sole 28, 33 15,663 PARK NATIONAL CORP COM STK COMMON NPV STOCK 700658107 644,131.94 644 11,041 SH Sole 8, 28 11,041 PARKER DRILLING CO COM STK COMMON USD0.1666 STOCK 701081101 597,935.52 598 109,512 SH Sole 8, 28, 33 109,512 PARKER-HANNIFIN CORP COM STK COMMON 11, 28, USD0.50 STOCK 701094104 6,310,379.52 6,310 121,728 SH Sole 31, 43 121,728 PARKERVISION COM COMMON STK USD0.01 STOCK 701354102 87,526.00 88 21,400 SH Sole 28 21,400 PARLUX FRAGRANCES COMMON COM STK USD0.01 STOCK 701645103 2,376.00 2 1,100 SH Sole 33 1,100 PATTERSON COS INC COMMON COM STK USD0.01 STOCK 703395103 1,856,542.50 1,857 68,130 SH Sole 23, 28 68,130 PATTERSON UTI ENERGY INC COM COMMON STK USD0.01 STOCK 703481101 5,102,244.70 5,102 337,897 SH Sole 28, 33, 34 337,897 PAYCHEX INC COM COMMON STK USD0.01 STOCK 704326107 5,027,567.30 5,028 173,066 SH Sole 28, 39 173,066 PEABODY ENERGY CORP COM STK COMMON 11, 28, USD0.01 STOCK 704549104 10,129,348.56 10,129 272,148 SH Sole 37, 38 272,148 PEAPACK GLADSTONE FINANCIAL CORP COMMON COM STK NPV STOCK 704699107 109,529.20 110 6,820 SH Sole 28 6,820 PEETS COFFEE & TEA INC COM COMMON STK USD0.001 STOCK 705560100 358,295.16 358 12,692 SH Sole 23, 28 12,692 PEGASYSTEMS INC COMMON COM STK USD0.01 STOCK 705573103 850,819.20 851 24,640 SH Sole 28, 47 24,640 PENFORD CORP COM COMMON STK USD1 STOCK 707051108 7,170.00 7 1,000 SH Sole 33 1,000 PENN NATIONAL GAMING INC COM COMMON STK USD0.01 STOCK 707569109 7,724,608.20 7,725 279,270 SH Sole 11, 39 279,270 PENN VIRGINIA CORP COM STK COMMON 23, 28, USD6.25 STOCK 707882106 1,428,117.76 1,428 62,336 SH Sole 30, 33 62,336 PENNANTPARK INVESTMENT CORPORATION COM STK COMMON USD0.001 STOCK 708062104 125,859.09 126 15,519 SH Sole 28 15,519 PENNEY(J.C.)CO INC COM STK COMMON 11, 28, USD0.50 STOCK 708160106 17,460,022.50 17,460 517,334 SH Sole 34, 36, 39 517,334 PENNICHUCK CORP COMMON COM STK USD1 STOCK 708254206 71,808.00 72 3,300 SH Sole 28, 33 3,300 PENNS WOODS COMMON BANCORP INC COM STOCK 708430103 99,231.00 99 3,100 SH Sole 28 3,100 PENSON WORLDWIDE COMMON COM STK USD0.01 STOCK 709600100 424,664.00 425 43,600 SH Sole 8, 28, 33 43,600 PENTAIR INC COM COMMON STK USD0.16666 STOCK 709631105 6,649,675.20 6,650 225,260 SH Sole 28, 37 225,260 PEOPLES BANCORP COMMON INC COM STK NPV STOCK 709789101 209,256.75 209 16,035 SH Sole 8, 28, 33 16,035 PEOPLES UNITED FINANCIAL INC COMMON COM STOCK 712704105 7,094,410.84 7,094 455,939 SH Sole 23, 28 455,939 PEP BOYS MANNY MOE & JACK COM COMMON STK USD1 STOCK 713278109 403,334.91 403 41,283 SH Sole 28, 33 41,283 PEPCO HLDGS INC COMMON COM STK USD0.01 STOCK 713291102 3,672,413.76 3,672 246,802 SH Sole 28, 43 246,802 PEPSI BOTTLING GROUP INC COM COMMON STK USD0.01 STOCK 713409100 2,911,665.32 2,912 79,903 SH Sole 23, 28 79,903 PEPSICO INC CAP 11, 23, STK USD0.0166 COMMON 28, 31, STOCK 713448108 89,557,805.82 89,558 1,526,727 SH Sole 34, 39, 47 1,526,727 PERICOM SEMICONDUCTOR CORP COM STK COMMON NPV STOCK 713831105 202,086.00 202 20,600 SH Sole 28, 33 20,600 PERKINELMER INC COMMON COM STK USD1 STOCK 714046109 982,548.32 983 51,068 SH Sole 28 51,068 PERMA-FIX ENVIRONMENTAL SERVICES COM COMMON STK USD0.001 STOCK 714157104 101,088.00 101 43,200 SH Sole 28 43,200 PEROT SYSTEMS CLASS'A'COM COMMON 8, 25, 28, STK USD0.01 STOCK 714265105 5,436,525.60 5,437 183,048 SH Sole 33 183,048 PERRIGO CO COM COMMON STK NPV STOCK 714290103 6,187,539.60 6,188 182,040 SH Sole 28, 39, 47 182,040 PERVASIVE SOFTWARE INC COMMON COM STK USD0.01 STOCK 715710109 53,460.00 53 10,800 SH Sole 28 10,800 PETMED EXPRESS INC COM STK COMMON USD0.001 STOCK 716382106 671,060.00 671 35,600 SH Sole 28, 30 35,600 PETROHAWK ENERGY CORP COM COMMON USD0.001 STOCK 716495106 7,946,569.35 7,947 328,235 SH Sole 23, 35 328,235 PETROLEUM DEVELOPMENT COMMON COM STK USD0.01 STOCK 716578109 293,391.18 293 15,723 SH Sole 23, 28, 33 15,723 PETROQUEST ENERGY INC COM STK COMMON USD0.001 STOCK 716748108 461,231.32 461 71,068 SH Sole 28, 30 71,068 PETSMART INC COM COMMON STK USD0.0001 STOCK 716768106 10,088,998.50 10,089 463,862 SH Sole 23, 28, 34 463,862 PFIZER INC COM 19, 23, STK USD0.05 28, 31, COMMON 32, 34, STOCK 717081103 71,571,203.20 71,571 4,324,544 SH Sole 36, 37, 39 4,324,544 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON COM STK USD0.10 STOCK 717124101 5,217,332.00 5,217 237,800 SH Sole 28 237,800 PHILIP MORRIS 11, 28, INTERNATIONAL COMMON 34, 36, INC NPV STOCK 718172109 94,706,304.08 94,706 1,943,092 SH Sole 39, 47 1,943,092 PHILLIPS VAN HEUSEN CORP COMMON 23, 28, COM STK USD1 STOCK 718592108 12,582,741.82 12,583 294,058 SH Sole 30, 39, 47 294,058 PHOENIX TECHNOLOGY COM COMMON STK USD0.001 STOCK 719153108 81,760.00 82 22,400 SH Sole 28 22,400
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- PHOTRONICS INC COMMON COM STK USD0.01 STOCK 719405102 209,944.08 210 44,292 SH Sole 8, 28 44,292 PHYSICIANS FORMULA HLDGS INC COM STK COMMON USD0.01 STOCK 719427106 3,653.00 4 1,300 SH Sole 33 1,300 PIEDMONT NATURAL COMMON GAS CO INC NPV STOCK 720186105 1,434,006.00 1,434 59,900 SH Sole 8, 28 59,900 PIER 1 IMPORTS INC COM STK COMMON USD1 STOCK 720279108 989,172.00 989 255,600 SH Sole 28, 30 255,600 PIKE ELECTRIC CORPORATION COM STK COMMON USD0.001 STOCK 721283109 168,918.00 169 14,100 SH Sole 28, 33 14,100 PINNACLE AIRLINES CORP COM STK COMMON USD0.01 STOCK 723443107 670.00 1 100 SH Sole 33 100 PINNACLE ENTERTAINMENT INC COM STK COMMON USD0.10 STOCK 723456109 455,452.24 455 44,696 SH Sole 28 44,696 PINNACLE WEST CAPITAL CORP COMMON COM STK USD2.50 STOCK 723484101 2,216,629.98 2,217 67,539 SH Sole 28, 43 67,539 PIONEER DRILLING CO COM STK COMMON 8, 23, 28, USD0.10 STOCK 723655106 639,328.68 639 87,102 SH Sole 30, 33 87,102 PIONEER NATURAL RESOURCES CO COMMON COM STK USD0.01 STOCK 723787107 3,355,373.40 3,355 92,460 SH Sole 19, 28, 43 92,460 PIPER JAFFRAY COMPANIES COM COMMON STK USD0.01 STOCK 724078100 810,237.88 810 16,979 SH Sole 8, 28 16,979 PITNEY BOWES INC COMMON COM STK USD1 STOCK 724479100 5,655,785.45 5,656 227,597 SH Sole 23, 28 227,597 PLAINS EXPLORATION & PRODUCTION CO COMMON COM STK USD0.01 STOCK 726505100 7,775,170.68 7,775 281,098 SH Sole 28 281,098 PLANTRONICS INC COMMON COM STK USD0.01 STOCK 727493108 3,875,144.21 3,875 144,541 SH Sole 8, 28, 33 144,541 PLAYBOY ENTERPRISES INC CLASS'B'NON COMMON VTG USD0.01 STOCK 728117300 39,362.68 39 13,034 SH Sole 28 13,034 PLEXUS CORP COM COMMON STK USD0.01 STOCK 729132100 914,103.36 914 34,704 SH Sole 8, 28, 33 34,704 PLIANT CORP COM COMMON USD0.01 STOCK 729136408 0.00 0 1 SH Sole 45 1 POLARIS INDUSTRIES INC COMMON COM STK USD0.01 STOCK 731068102 1,110,602.52 1,111 27,234 SH Sole 23, 28 27,234 POLO RALPH LAUREN CORP CLASS'A'COM COMMON STK USD0.01 STOCK 731572103 1,923,315.24 1,923 25,102 SH Sole 28, 47 25,102 PONIARD PHARMACEUTICALS INC COM STK COMMON USD0.02 STOCK 732449301 131,648.00 132 17,600 SH Sole 28 17,600 PORTEC RAIL PRODUCTS INC COMMON COM STK USD1 STOCK 736212101 71,175.00 71 7,500 SH Sole 8, 28, 33 7,500 PORTER BANCORP COMMON INC COM STK NPV STOCK 736233107 26,080.00 26 1,600 SH Sole 28 1,600 PORTLAND GENERAL ELECTRIC CO COMMON COM NPV STOCK 736508847 3,673,540.20 3,674 186,285 SH Sole 8, 23, 28 186,285 POWELL INDUSTRIES INC COM STK COMMON USD0.01 STOCK 739128106 279,133.69 279 7,271 SH Sole 23, 28 7,271 POWER INTEGRATIONS INC COM STK COMMON USD0.001 STOCK 739276103 559,944.00 560 16,800 SH Sole 28 16,800 POWER ONE INC COM COMMON STK USD0.001 STOCK 739308104 104,910.00 105 53,800 SH Sole 28 53,800 POWERWAVE TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 739363109 150,728.00 151 94,205 SH Sole 28 94,205 PRE PAID LEGAL SERVICES COM COMMON STK USD0.01 STOCK 740065107 331,317.60 331 6,522 SH Sole 23, 28 6,522 PRECISION CASTPARTS CORP COMMON COM NPV STOCK 740189105 13,543,412.76 13,543 132,948 SH Sole 11, 23, 28 132,948 PRECISION DRILLING TRUST COMMON TRUST UNITS STOCK 740215108 2,242,451.64 2,242 338,228 SH Sole 23 338,228 PREFERRED BK LOS ANGELES CALIFORNIA COM COMMON STK USD0.01 STOCK 740367107 5,281.20 5 1,620 SH Sole 33 1,620 PREFORMED LINE PRODUCTS CO COMMON COM NPV STOCK 740444104 68,085.00 68 1,700 SH Sole 28 1,700 PREMIERE GLOBAL SERVICES INC COMMON COM STK USD0.01 STOCK 740585104 549,914.25 550 66,175 SH Sole 8, 28 66,175 PRESIDENTIAL LIFE CORP COM STK COMMON USD0.01 STOCK 740884101 165,563.16 166 15,981 SH Sole 28 15,981 PREMIERWEST BANCORP COM COMMON STK USD0.01 STOCK 740921101 42,045.65 42 15,515 SH Sole 28 15,515 PRESSTEK INC COM COMMON STK USD0.01 STOCK 741113104 4,220.00 4 2,000 SH Sole 33 2,000 PRICELINE.COM INC COM STK COMMON USD0.008 STOCK 741503403 17,046,296.00 17,046 102,800 SH Sole 11, 28 102,800 PRICESMART INC COM STK COMMON USD0.0001 STOCK 741511109 228,750.00 229 12,200 SH Sole 28 12,200 PRINCETON REVIEW INC COM STK COMMON USD0.01 STOCK 742352107 47,040.00 47 11,200 SH Sole 28 11,200 PROCTER & GAMBLE 11, 19, CO COM STK NPV 23, 28, COMMON 31, 32, STOCK 742718109 113,158,304.00 113,158 1,953,700 SH Sole 34, 36, 39 1,953,700 PRIVATEBANCORP COMMON INC COM STK NPV STOCK 742962103 640,900.92 641 26,202 SH Sole 28, 33 26,202 PROGENICS PHARMACEUTICALS INC COM STK COMMON USD0.0013 STOCK 743187106 108,992.00 109 20,800 SH Sole 28 20,800 PROGRESS ENERGY COMMON INC COM STK NPV STOCK 743263105 5,051,122.02 5,051 129,317 SH Sole 28, 37 129,317 PROGRESS SOFTWARE CORP COM STK COMMON 8, 23, 28, USD0.01 STOCK 743312100 930,394.05 930 41,077 SH Sole 33 41,077 PROGRESSIVE CORP(OHIO) COM COMMON STK USD1 STOCK 743315103 13,482,424.92 13,482 813,174 SH Sole 11, 28 813,174 PROSPERITY BANCSHARES INC COMMON 8, 23, 28, COM STK USD1 STOCK 743606105 1,741,378.66 1,741 50,054 SH Sole 33 50,054 PROTECTIVE LIFE CORP COM STK COMMON 28, 32, USD0.50 STOCK 743674103 3,867,445.26 3,867 180,553 SH Sole 33, 34 180,553 PROVIDENCE SERVICE CORP COM STK COMMON USD0.001 STOCK 743815102 89,490.50 89 7,675 SH Sole 28 7,675 PROVIDENT FINANCIAL HOLDINGS COM COMMON STK USD0.01 STOCK 743868101 4,848.00 5 600 SH Sole 33 600 PROVIDENT NEW YORK BANCORP COMMON CPM STK USD0.01 STOCK 744028101 238,511.25 239 24,975 SH Sole 28 24,975 PRUDENTIAL BANCORP INC OF PA COM STK COMMON USD0.01 STOCK 744319104 35,140.00 35 3,500 SH Sole 28 3,500 PRUDENTIAL FINANCIAL INC COMMON COM STK USD0.01 STOCK 744320102 12,465,621.42 12,466 249,762 SH Sole 28, 34 249,762 PUBLIC SERVICE ENTERPRISE GROUP INC COM COMMON STK NPV STOCK 744573106 6,875,236.32 6,875 218,678 SH Sole 28 218,678 PULTE HOMES INC COMMON COM STK USD0.01 STOCK 745867101 2,385,588.31 2,386 217,069 SH Sole 28, 33, 43 217,069 QLT INC COM NPV COMMON STOCK 746927102 18,056.00 18 4,880 SH Sole 23 4,880 QLOGIC CORP COM COMMON STK USD0.001 STOCK 747277101 1,974,646.00 1,975 114,805 SH Sole 23, 28 114,805 QUAKER CHEMICAL CORP COM STK COMMON USD1 STOCK 747316107 197,370.00 197 9,000 SH Sole 28, 33 9,000 QUALCOMM INC COM 11, 28, STK USD0.0001 COMMON 34, 38, STOCK 747525103 75,644,665.20 75,645 1,681,740 SH Sole 39, 47 1,681,740 QUALITY SYSTEMS INC COM STK COMMON USD0.001 STOCK 747582104 1,056,171.78 1,056 17,154 SH Sole 28 17,154 QUANEX BUILDING PRODUCTS CORP COM STK COMMON USD0.01 WI STOCK 747619104 1,069,461.00 1,069 74,475 SH Sole 8, 28, 30 74,475 QUANTUM-DLT & STORAGE SYSTEMS GROUP COMMON COM STK USD0.01 STOCK 747906204 275,312.52 275 218,502 SH Sole 8, 28 218,502 QUESTAR CORP COM COMMON STK NPV STOCK 748356102 6,049,413.60 6,049 161,060 SH Sole 28, 35, 43 161,060
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- QWEST COMMUNICATIONS INTL INC COM COMMON STK USD0.01 STOCK 749121109 4,024,720.17 4,025 1,056,357 SH Sole 28, 43 1,056,357 RCM TECHNOLOGIES INC COM STK COMMON USD0.05 STOCK 749360400 896.00 1 400 SH Sole 33 400 RCN CORP COM STK COMMON USD0.01 STOCK 749361200 259,749.00 260 27,930 SH Sole 28 27,930 RC2 CORP COM STK COMMON 8, 28, 30, USD0.01 STOCK 749388104 504,720.75 505 35,419 SH Sole 33 35,419 RLI CORP COM STK COMMON USD1 STOCK 749607107 956,056.92 956 18,114 SH Sole 8, 11, 28 18,114 RPC INC COM STK COMMON USD0.10 STOCK 749660106 300,126.24 300 28,638 SH Sole 8, 28 28,638 RPM INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 749685103 5,234,519.00 5,235 283,100 SH Sole 28, 30 283,100 RF MICRO DEVICES COMMON INC COM STK NPV STOCK 749941100 4,030,086.27 4,030 742,189 SH Sole 8, 28 742,189 RACKSPACE HOSTING INC COM STK COMMON USD0.001 STOCK 750086100 1,255,786.60 1,256 73,610 SH Sole 28, 47 73,610 RADIAN GROUP INC COM STK COMMON USD0.001 STOCK 750236101 1,337,312.00 1,337 126,400 SH Sole 8, 28, 33 126,400 RADIOSHACK CORP COMMON COM STK USD1 STOCK 750438103 2,833,519.71 2,834 171,003 SH Sole 19, 28, 35 171,003 RADISYS CORP COM COMMON 8, 23, 28, STK NPV STOCK 750459109 230,901.99 231 26,571 SH Sole 33 26,571 RADNET INC COM COMMON STK USD0.0001 STOCK 750491102 54,908.00 55 21,200 SH Sole 28 21,200 RALCORP HOLDINGS INC COM STK COMMON USD0.01 STOCK 751028101 6,659,733.00 6,660 113,900 SH Sole 28 113,900 RASER TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 754055101 59,517.00 60 38,900 SH Sole 28 38,900 RAVEN INDUSTRIES INC COM STK COMMON USD1 STOCK 754212108 527,035.41 527 19,717 SH Sole 11, 28 19,717 RAYMOND JAMES FINANCIAL INC COMMON COM STK USD0.01 STOCK 754730109 4,644,476.40 4,644 199,505 SH Sole 28 199,505 RAYTHEON CO COM COMMON 28, 31, STK USD0.01 STOCK 755111507 11,308,975.47 11,309 235,751 SH Sole 32, 39 235,751 READING INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.01 STOCK 755408101 57,129.00 57 13,900 SH Sole 28 13,900 RED HAT USD0.0001 COMMON STOCK 756577102 2,316,232.00 2,316 83,800 SH Sole 28 83,800 RED LION HOTELS CORP COM STK COMMON USD0.01 STOCK 756764106 76,475.00 76 13,300 SH Sole 28, 33 13,300 REGAL BELOIT CORP COMMON 8, 28, 33, COM STK USD0.01 STOCK 758750103 2,194,719.94 2,195 48,014 SH Sole 47 48,014 REGAL ENTERTAINMENT GROUP CLASS'A'COM COMMON STK USD0.001 STOCK 758766109 1,320,605.44 1,321 107,192 SH Sole 43 107,192 REGIS CORP COM COMMON STK USD0.05 STOCK 758932107 2,473,722.50 2,474 159,595 SH Sole 28, 33 159,595 REHABCARE GROUP COMMON 8, 23, 28, INC COM STOCK 759148109 466,226.55 466 21,495 SH Sole 33 21,495 REINSURANCE GROUP OF AMERICA COMMON 28, 30, USD0.01 STOCK 759351604 8,977,088.00 8,977 201,280 SH Sole 33, 37, 39 201,280 RELIANCE STEEL & ALUMINIUM COM COMMON STK NPV STOCK 759509102 5,974,955.84 5,975 140,389 SH Sole 28, 34 140,389 REPLIGEN CORP COM COMMON STK USD0.01 STOCK 759916109 112,725.00 113 22,500 SH Sole 28 22,500 RENTRAK CORP COM COMMON STK USD0.001 STOCK 760174102 116,090.00 116 6,500 SH Sole 28 6,500 REPUBLIC AIRWAYS HLDGS INC COM COMMON STK USD0.001 STOCK 760276105 562,599.00 563 60,300 SH Sole 8, 28 60,300 REPUBLIC BANCORP INC CLASS'A' COMMON COM STK NPV STOCK 760281204 233,013.04 233 11,674 SH Sole 8, 28 11,674 REPUBLIC FIRST BANCORP INC COMMON COM STK USD0.01 STOCK 760416107 31,326.00 31 6,900 SH Sole 28 6,900 REPUBLIC SERVICES INC COM STK COMMON USD0.01 STOCK 760759100 10,428,565.58 10,429 392,494 SH Sole 23, 28, 35 392,494 RES-CARE INC COM COMMON STK NPV STOCK 760943100 478,095.45 478 33,645 SH Sole 8, 28, 33 33,645 RESEARCH IN COMMON MOTION COM NPV STOCK 760975102 82,411.00 82 1,220 SH Sole 47 1,220 RESMED INC COM COMMON STK USD0.004 STOCK 761152107 8,990,280.00 8,990 198,900 SH Sole 11, 28 198,900 RESOURCE AMERICA INC CLASS'A'COM COMMON STK USD0.01 STOCK 761195205 38,504.05 39 8,005 SH Sole 28 8,005 REVLON INC CLASS'A'COM COMMON STK USD0.01 STOCK 761525609 67,068.00 67 13,800 SH Sole 28 13,800 REWARDS NETWORK COMMON INC COM USD0.02 STOCK 761557206 80,667.54 81 5,871 SH Sole 23, 28, 33 5,871 REX ENERGY CORPORATION COMMON COM STK NPV STOCK 761565100 629,840.50 630 75,430 SH Sole 28, 30, 33 75,430 REX STORES CORP COMMON COM STK USD0.01 STOCK 761624105 57,770.00 58 5,300 SH Sole 28 5,300 REYNOLDS AMERICAN INC COM STK COMMON USD0.0001 STOCK 761713106 3,589,469.52 3,589 80,626 SH Sole 28, 32 80,626 RICHARDSON ELECTRONICS COMMON COM STK USD0.05 STOCK 763165107 7,140.00 7 1,400 SH Sole 33 1,400 RICKS CABARET INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 765641303 6,880.00 7 800 SH Sole 33 800 RIGEL PHARMACEUTIC COMMON COM USD0.001 STOCK 766559603 242,506.80 243 29,574 SH Sole 28 29,574 RIMAGE CORPN COM COMMON STK USD0.01 STOCK 766721104 116,212.00 116 6,800 SH Sole 28 6,800 RISKMETRICS GROUP INC COM STK COMMON USD0.01 STOCK 767735103 2,337,635.66 2,338 159,893 SH Sole 5, 26, 28 159,893 RITCHIE BROS AUCTIONEERS COMMON COM NPV STOCK 767744105 1,820,033.64 1,820 74,166 SH Sole 11, 43 74,166 RIVERBED TECHNOLOGY COM COMMON 5, 23, 28, STK USD0.0001 STOCK 768573107 4,956,174.36 4,956 225,691 SH Sole 47 225,691 RIVERVIEW BANCORP INC COM STK COMMON USD0.01 STOCK 769397100 2,179.30 2 589 SH Sole 33 589 ROBBINS & MYERS COMMON 11, 23, INC COM NPV STOCK 770196103 1,263,904.92 1,264 53,829 SH Sole 28, 30 53,829 ROBERT HALF INTERNATIONAL INC COM STK COMMON USD1 STOCK 770323103 1,796,886.36 1,797 71,818 SH Sole 28, 34 71,818 ROCHESTER MEDICAL CORP COM STK COMMON NPV STOCK 771497104 86,688.00 87 7,200 SH Sole 28 7,200 ROCK-TENN CO CLASS'A'COM COMMON 8, 23, 28, STK USD0.01 STOCK 772739207 3,856,613.04 3,857 81,864 SH Sole 30, 47 81,864 ROCKWELL AUTOMATION INC COMMON COM STK USD1 STOCK 773903109 3,853,212.60 3,853 90,451 SH Sole 28, 34, 43 90,451 ROCKVILLE FINANCIAL INC COMMON COM STK USD1 STOCK 774186100 66,650.00 67 6,200 SH Sole 28 6,200 ROCKWELL COLLINS INC COM STK COMMON USD0.01 STOCK 774341101 4,981,702.00 4,982 98,065 SH Sole 11, 28 98,065 ROCKWELL MED TECHNOLOGIES COMMON INC COM STOCK 774374102 87,914.00 88 11,300 SH Sole 28 11,300 ROCKWOOD HLDGS INC COM STK COMMON 8, 26, 28, USD0.01 STOCK 774415103 1,631,159.86 1,631 79,298 SH Sole 33 79,298 ROCKY BRANDS INC COMMON COM STK NPV STOCK 774515100 2,468.00 2 400 SH Sole 33 400 ROFIN-SINAR TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 775043102 766,496.64 766 33,384 SH Sole 11, 28 33,384 ROGERS CORP CAP COMMON STK USD1 STOCK 775133101 355,234.41 355 11,853 SH Sole 28, 33 11,853
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ROLLINS INC COM COMMON STK USD1 STOCK 775711104 2,574,683.80 2,575 136,588 SH Sole 11, 28 136,588 ROPER INDUSTRIES INC COM STK COMMON USD0.01 STOCK 776696106 12,615,001.00 12,615 247,450 SH Sole 11, 28 247,450 ROSETTA RESOURCES INC COM STK COMMON 8, 28, 30, USD0.01 STOCK 777779307 1,353,022.45 1,353 92,105 SH Sole 33 92,105 ROSETTA STONE INC COMMON USD0.00005 STOCK 777780107 1,294,186.32 1,294 56,367 SH Sole 5, 8, 28 56,367 ROSS STORES INC COMMON 11, 23, COM STK USD0.01 STOCK 778296103 27,119,697.78 27,120 567,714 SH Sole 28, 34, 35 567,714 ROVI CORP COM 11, 23, COMMON 25, 28, STOCK 779376102 17,363,203.20 17,363 516,762 SH Sole 33, 47 516,762 ROWAN COS INC COM COMMON 19, 28, STK USD0.125 STOCK 779382100 1,616,238.06 1,616 70,058 SH Sole 32, 33 70,058 ROYAL GOLD INC COMMON COM STK USD0.01 STOCK 780287108 200,640.00 201 4,400 SH Sole 8 4,400 RUBY TUESDAY INC COMMON COM USD0.01 STOCK 781182100 639,583.20 640 75,960 SH Sole 8, 28, 33 75,960 RUDDICK CORP COM COMMON 11, 28, STK USD1 STOCK 781258108 4,138,158.86 4,138 155,453 SH Sole 30, 33 155,453 RUDOPLH TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 781270103 256,128.80 256 34,612 SH Sole 23, 28, 33 34,612 RUSH ENTERPRISES COMMON INC.- CL. A STOCK 781846209 2,813,976.00 2,814 217,800 SH Sole 8, 28, 39 217,800 RUSSELL-STANLEY COMMON HLDGS INC COM STOCK 782676100 0.00 0 4,000 SH Sole 45 4,000 RUTH'S HOSPITALITY GROUP INC COM COMMON STK USD0.01 STOCK 783332109 343,583.96 344 81,418 SH Sole 8, 23, 28 81,418 RYDER SYSTEM INC COMMON COM STK USD0.50 STOCK 783549108 1,413,034.56 1,413 36,176 SH Sole 28, 32, 33 36,176 RYLAND GROUP INC COMMON COM STK USD1 STOCK 783764103 3,907,789.69 3,908 185,467 SH Sole 25, 28, 33 185,467 S & T BANCORP INC COMMON COM STK USD2.50 STOCK 783859101 327,900.96 328 25,301 SH Sole 8, 28, 33 25,301 SCM MICROSYSTEMS INC COM STK COMMON USD0.001 STOCK 784018103 1,813.00 2 700 SH Sole 33 700 SEI INVESTMENT CO COMMON COM STK USD0.01 STOCK 784117103 5,262,687.84 5,263 267,413 SH Sole 28, 34 267,413 SJW CORP COM STK COMMON USD1.042 STOCK 784305104 243,238.25 243 10,645 SH Sole 28, 33 10,645 SPX CORP COM STK COMMON USD10 STOCK 784635104 8,291,669.10 8,292 135,330 SH Sole 28, 39 135,330 STEC INC COM STK COMMON USD0.001 STOCK 784774101 1,783,297.03 1,783 60,677 SH Sole 23, 28 60,677 SABA SOFTWARE INC COMMON STOCK 784932600 72,412.00 72 17,200 SH Sole 28 17,200 SY BANCORP INC COMMON COM STK NPV STOCK 785060104 188,368.22 188 8,158 SH Sole 28 8,158 SAFEGUARD SCIENTIFICS, COMMON INC STOCK 786449207 149,916.02 150 13,666 SH Sole 28 13,666 SAFEWAY INC COM COMMON STK USD0.01 STOCK 786514208 3,582,295.76 3,582 181,658 SH Sole 28 181,658 SAGA COMMUNICATIONS CLASS'A'COM COMMON STK USD0.01 STOCK 786598300 5,360.00 5 400 SH Sole 33 400 ST JOE CO COM STK COMMON NPV STOCK 790148100 939,265.60 939 32,255 SH Sole 43 32,255 ST.JUDE MEDICAL INC COM STK COMMON 11, 28, USD0.10 STOCK 790849103 32,759,193.64 32,759 839,764 SH Sole 38, 39 839,764 ST MARY LAND & EXPLORATION COMMON COM STK USD0.01 STOCK 792228108 886,028.16 886 27,296 SH Sole 23, 30 27,296 SALIX PHARMACEUTICALS COMMON LTD COM NPV STOCK 795435106 734,958.20 735 34,570 SH Sole 28 34,570 SANDERSON FARM INC COM STK COMMON USD1 STOCK 800013104 585,640.76 586 15,559 SH Sole 8, 28 15,559 SANDY SPRING BANCORP INC COMMON COM USD1 STOCK 800363103 238,909.00 239 14,675 SH Sole 28, 33 14,675 SANFILIPPO(JOHN B)& SON INC COMMON COM STK USD0.01 STOCK 800422107 3,486.00 3 300 SH Sole 33 300 SANGAMO BIOSCIENCES INC COM STK COMMON USD0.01 STOCK 800677106 245,479.00 245 29,900 SH Sole 28 29,900 SANTANDER BANCORP COMMON COM STK USD2.5 STOCK 802809103 31,609.50 32 3,242 SH Sole 28 3,242 SANTARUS INC COM COMMON STK USD0.0001 STOCK 802817304 122,717.00 123 37,300 SH Sole 28 37,300 SAPIENT CORP COM COMMON STK USD0.01 STOCK 803062108 508,626.48 509 63,262 SH Sole 28 63,262 SARA LEE CORP COM COMMON STK USD0.01 STOCK 803111103 3,575,550.10 3,576 320,965 SH Sole 28, 32 320,965 SATCON TECHNOLOGY CORP COM STK COMMON USD0.01 STOCK 803893106 75,240.00 75 44,000 SH Sole 28 44,000 SAUER-DANFOSS INC COMMON COM STK USD0.01 STOCK 804137107 66,253.46 66 8,638 SH Sole 28 8,638 SAVVIS INC COMMON STOCK 805423308 435,524.60 436 27,530 SH Sole 28 27,530 SCANSOURCE INC COMMON COM STK NPV STOCK 806037107 602,111.52 602 21,261 SH Sole 23, 28, 33 21,261 SCHAWK INC CLASS'A'COM COMMON STK USD0.008 STOCK 806373106 158,070.15 158 13,545 SH Sole 28, 33 13,545 HENRY SCHEIN INC COMMON COM STK NPV STOCK 806407102 16,285,976.54 16,286 296,594 SH Sole 28, 39, 47 296,594 SCHERING-PLOUGH CORP COM STK COMMON 28, 31, USD0.50 STOCK 806605101 32,851,247.00 32,851 1,162,876 SH Sole 34, 36, 39 1,162,876 SCHIFF NUTRITION INTERNATIONAL INC CLASS'A'COM COMMON STKUSD0.01 STOCK 806693107 42,201.00 42 8,100 SH Sole 28 8,100 SCHLUMBERGER COM 23, 28, USD0.01 COMMON 32, 34, STOCK 806857108 71,101,488.80 71,101 1,192,978 SH Sole 39, 47 1,192,978 SCHNITZER STEEL COM STK COMMON CLASS'A'USD1 STOCK 806882106 224,768.25 225 4,221 SH Sole 34 4,221 SCHOLASTIC CORP COMMON COM STK USD0.01 STOCK 807066105 1,708,108.18 1,708 70,177 SH Sole 28 70,177 SCHOOL SPECIALTY INC COM STK COMMON 8, 28, 30, USD0.001 STOCK 807863105 764,471.88 764 32,229 SH Sole 33 32,229 SCHULMAN(A.) INC COMMON COM STK USD1 STOCK 808194104 622,971.94 623 31,258 SH Sole 8, 23, 28 31,258 SCHWAB(CHARLES) CORP COMMON 11, 28, COM STK USD0.01 STOCK 808513105 36,753,599.20 36,754 1,919,248 SH Sole 39, 47 1,919,248 SCHWEITZER-MAUDUIT INTL INC COM COMMON STK USD0.10 STOCK 808541106 1,078,611.12 1,079 19,842 SH Sole 8, 28, 33 19,842 SCOTTS MIRACLE-GRO CO CLASS'A'COM COMMON STK NPV STOCK 810186106 5,299,514.60 5,300 123,388 SH Sole 23, 28 123,388 SCRIPPS(EW)CO NEW CLASS'A'COM COMMON STK USD0.01 STOCK 811054402 172,500.00 173 23,000 SH Sole 28, 33 23,000 SCRIPPS NETWORKS INTERACTIVE COMMON 11, 28, INC 'A' USD0.01 STOCK 811065101 19,869,825.55 19,870 537,749 SH Sole 32, 34 537,749 SEABOARD CORP ORD COMMON STOCK 811543107 325,005.00 325 250 SH Sole 28 250 SEABRIGHT INSURANCE HLDGS INC COM COMMON STK USD0.01 STOCK 811656107 195,282.00 195 17,100 SH Sole 28, 33 17,100 SEACHANGE INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 811699107 199,252.50 199 26,567 SH Sole 23, 28, 33 26,567 SEACOAST BANKING COMMON COM USD0.10 STOCK 811707306 290,052.00 290 115,100 SH Sole 30, 33 115,100 SEACOR HLDGS INC COMMON COM STK USD0.01 STOCK 811904101 1,114,249.50 1,114 13,650 SH Sole 25, 33 13,650
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SEALY CORP COM COMMON STK USD0.01 STOCK 812139301 105,280.00 105 32,900 SH Sole 28 32,900 SEARS HLDGS CORP COMMON COM STK USD0.01 STOCK 812350106 1,471,630.23 1,472 22,533 SH Sole 28 22,533 SEATTLE GENETICS INC COM STK COMMON USD0.01 STOCK 812578102 913,353.00 913 65,100 SH Sole 8, 28 65,100 SELECTIVE INSURANCE COMMON GROUP COM USD2 STOCK 816300107 885,095.64 885 56,268 SH Sole 8, 28 56,268 SEMTECH CORP COM COMMON STK USD0.01 STOCK 816850101 5,051,153.52 5,051 296,952 SH Sole 8, 23, 28 296,952 SEMPRA ENERGY CORP COM STK COMMON 19, 28, NPV STOCK 816851109 10,198,946.17 10,199 204,757 SH Sole 35, 43 204,757 SEMITOOL INC COM COMMON NPV STOCK 816909105 154,787.10 155 18,318 SH Sole 28, 33 18,318 SENECA FOODS CLASS'A'COM COMMON STK USD0.25 STOCK 817070501 167,140.00 167 6,100 SH Sole 28 6,100 SEPRACOR INC COM COMMON STK USD0.1 STOCK 817315104 5,150,942.80 5,151 224,932 SH Sole 28 224,932 SEQUENOM INC COM COMMON STK USD0.001 STOCK 817337405 129,200.00 129 40,000 SH Sole 28 40,000 SERVICE CORPORATION INTERNATIONAL COMMON COM STK USD1 STOCK 817565104 4,876,366.30 4,876 695,630 SH Sole 25, 28, 33 695,630 SHAW GROUP INC COMMON COM STK NPV STOCK 820280105 6,882,342.30 6,882 214,470 SH Sole 23, 28 214,470 SHENGDATECH INC COM STK COMMON USD0.00001 STOCK 823213103 138,012.00 138 21,700 SH Sole 28 21,700 SHERWIN-WILLIAMS COMMON CO COM STK USD1 STOCK 824348106 10,182,140.16 10,182 169,251 SH Sole 28, 39 169,251 SHILOH INDUSTRIES INC COM STK COMMON USD0.01 STOCK 824543102 7,096.50 7 1,577 SH Sole 33 1,577 SHOE CARNIVAL INC COMMON COM STK USD0.10 STOCK 824889109 123,714.66 124 8,023 SH Sole 28, 33 8,023 SHORE BANCSHARES INC COM STK COMMON USD0.01 STOCK 825107105 122,129.00 122 7,300 SH Sole 8, 28 7,300 SHORETEL INC COMMON USD0.001 STOCK 825211105 248,358.00 248 31,800 SH Sole 28 31,800 SHUFFLE MASTER INC COM STK COMMON USD0.01 STOCK 825549108 1,565,943.12 1,566 166,236 SH Sole 25, 28 166,236 SIERRA WIRELESS COMMON INC COM STK NPV STOCK 826516106 66,376.98 66 6,651 SH Sole 23 6,651 SIGMA ALDRICH CORP COM STK COMMON USD1 STOCK 826552101 2,874,920.82 2,875 53,259 SH Sole 28 53,259 SIGMA DESIGNS INC COMMON COM STK NPV STOCK 826565103 366,156.00 366 25,200 SH Sole 8, 28 25,200 SIGA TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 826917106 148,332.00 148 18,800 SH Sole 28 18,800 SILICON LABORATORIES COM STK COMMON 11, 23, USD0.0001 STOCK 826919102 16,338,144.84 16,338 352,419 SH Sole 28, 39, 47 352,419 SILGAN HLDGS INC COMMON 8, 23, 25, COM STK USD0.01 STOCK 827048109 7,103,943.79 7,104 134,723 SH Sole 28, 39 134,723 SILICON STORAGE TECHNOLOGY COM COMMON STK NPV STOCK 827057100 142,983.28 143 59,084 SH Sole 28 59,084 SIMMONS FIRST NATIONAL CORP CLASS'A'COM COMMON STK USD5 STOCK 828730200 427,626.83 428 14,843 SH Sole 8, 28, 33 14,843 SIMPSON MFG CO INC COM STK COMMON USD0.01 STOCK 829073105 845,578.50 846 33,475 SH Sole 23, 28, 33 33,475 SINCLAIR BROADCAST GROUP INC CLASS'A'COM COMMON STK USD0.01 STOCK 829226109 339,867.30 340 94,935 SH Sole 8, 28 94,935 SKECHERS USA INC CLASS'A'COM COMMON STK USD0.001 STOCK 830566105 556,792.90 557 32,485 SH Sole 8, 28, 33 32,485 SKYLINE CORP COM COMMON STK USD0.027 STOCK 830830105 131,254.08 131 5,818 SH Sole 28, 33 5,818 SKYWEST INC COM COMMON 8, 23, 28, STK NPV STOCK 830879102 1,950,670.16 1,951 117,652 SH Sole 30, 33 117,652 SMITH & WESSON COMMON HLDG CORP COM STOCK 831756101 237,306.02 237 45,374 SH Sole 23, 28 45,374 SMITH(A.O.)CORP COMMON 8, 28, 33, COM STK USD1 STOCK 831865209 1,841,754.00 1,842 48,340 SH Sole 43 48,340 SMITH INTERNATIONAL INC COM STK COMMON USD1 STOCK 832110100 9,164,857.10 9,165 319,333 SH Sole 11, 28 319,333 SMITH MICRO SOFTWARE COM COMMON STK USD0.001 STOCK 832154108 287,988.00 288 23,300 SH Sole 28, 33 23,300 SMITHFIELD FOODS INC COM STK COMMON USD0.5 STOCK 832248108 7,447,170.00 7,447 539,650 SH Sole 28, 33, 39 539,650 SMITHTOWN BANCORP COMMON COM STK USD1.25 STOCK 832449102 130,840.52 131 11,338 SH Sole 28, 33 11,338 SMUCKER(J.M.)CO COMMON COM STK NPV STOCK 832696405 2,708,811.00 2,709 51,100 SH Sole 28 51,100 SNAP-ON INC COM COMMON STK USD1 STOCK 833034101 918,567.76 919 26,426 SH Sole 19, 28 26,426 SOLUTIA INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 834376501 2,111,531.94 2,112 182,343 SH Sole 30, 47 182,343 SOMANETICS CORP COMMON COM STK USD0.01 STOCK 834445405 130,572.00 131 8,100 SH Sole 28 8,100 SOMERSET HILLS BANCORP COM COMMON STK USD0.01 STOCK 834728107 3,240.00 3 400 SH Sole 33 400 SONIC CORP COM COMMON STK USD0.01 STOCK 835451105 490,068.60 490 44,310 SH Sole 28 44,310 SONICWALL INC COM COMMON STK NPV STOCK 835470105 421,898.40 422 50,226 SH Sole 8, 28, 33 50,226 SONOCO PRODUCTS COMMON CO COM STK NPV STOCK 835495102 5,642,505.36 5,643 204,884 SH Sole 28, 34 204,884 SOTHEBYS INC CLASS'A'LIM.V COMMON COM STK USD0.10 STOCK 835898107 3,166,839.54 3,167 183,798 SH Sole 28 183,798 SONUS NETWORKS INC COM STK COMMON USD0.001 STOCK 835916107 324,678.00 325 153,150 SH Sole 28 153,150 SOUNDBITE COMMUNICATIONS COMMON INC COM STK NPV STOCK 836091108 4,522.00 5 1,400 SH Sole 33 1,400 SOUTH FINANCIAL GROUP INC COM COMMON 8, 28, 30, STK USD1 STOCK 837841105 587,853.00 588 399,900 SH Sole 33 399,900 SOUTH JERSEY INDUSTRIES INC COMMON 8, 11, 23, COM STK USD1.25 STOCK 838518108 1,251,137.90 1,251 35,443 SH Sole 28 35,443 SOUTHERN CO COM COMMON STK USD5 STOCK 842587107 10,915,097.17 10,915 344,651 SH Sole 19, 23, 28 344,651 SOUTHERN CMNTY COMMON FINL CORP COM STOCK 842632101 4,186.00 4 1,400 SH Sole 33 1,400 SOUTHERN UNION CO COMMON COM STK USD1 STOCK 844030106 6,267,145.50 6,267 301,450 SH Sole 25, 28 301,450 SOUTHWEST AIRLINES CO COMMON 19, 23, COM STK USD1 STOCK 844741108 4,534,012.80 4,534 472,293 SH Sole 28, 31, 34 472,293 SOUTHWEST BANCORP INC OKLAHOMA COMMON COM STK USD1 STOCK 844767103 277,992.00 278 19,800 SH Sole 8, 28, 33 19,800 SOUTHWEST GAS CORP COM STK COMMON 8, 23, 28, USD1 STOCK 844895102 6,425,440.20 6,425 251,190 SH Sole 30 251,190 SOUTHWEST WATER COMMON CO COM STK USD1 STOCK 845331107 88,191.00 88 17,925 SH Sole 28 17,925 SOUTHWESTERN 11, 23, ENERGY CO COM COMMON 28, 39, STK USD0.10 STOCK 845467109 22,953,389.36 22,953 537,802 SH Sole 43, 47 537,802 SPARTAN MOTORS COMMON 8, 23, 28, COM STK USD0.01 STOCK 846819100 234,389.14 234 45,601 SH Sole 33 45,601 SPARTAN STORES INC COM STK COMMON USD0.01 STOCK 846822104 669,437.01 669 47,377 SH Sole 23, 28, 30 47,377 SPARTECH CORP COM COMMON STK USD0.75 STOCK 847220209 789,311.76 789 73,288 SH Sole 8, 28, 33 73,288
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SPARTON CORP COM COMMON STK USD1.25 STOCK 847235108 1,700.00 2 400 SH Sole 33 400 SPECTRA ENERGY CORP COM COMMON USD0.001 STOCK 847560109 5,188,821.34 5,189 273,961 SH Sole 28 273,961 SPECTRUM CONTROL COMMON INC COM STK NPV STOCK 847615101 87,447.00 87 10,300 SH Sole 28, 33 10,300 SPEEDWAY MOTOR SPORTS INC COM COMMON STK USD0.01 STOCK 847788106 2,463,942.14 2,464 171,226 SH Sole 23, 28, 33 171,226 SPHERION CORP COM COMMON STK USD0.01 STOCK 848420105 389,963.16 390 62,796 SH Sole 8, 23, 28 62,796 SPRINT NEXTEL CORP FON COM COMMON STK NPV STOCK 852061100 7,799,812.20 7,800 1,974,636 SH Sole 28, 34 1,974,636 STAMPS.COM, INC COMMON STOCK 852857200 352,267.75 352 38,083 SH Sole 28, 30 38,083 STANCORP FINANCIAL GROUP COM STK COMMON NPV STOCK 852891100 4,008,741.00 4,009 99,300 SH Sole 28 99,300 STANDARD MICROSYSTEMS CORP COM STK COMMON USD0.10 STOCK 853626109 646,189.61 646 27,841 SH Sole 23, 28, 33 27,841 STANDARD MOTOR PRODUCTS INC COMMON 8, 23, 28, COM STK USD2 STOCK 853666105 635,223.20 635 41,791 SH Sole 33 41,791 STANDARD PARKING CORP COM STK COMMON USD0.001 STOCK 853790103 99,693.00 100 5,700 SH Sole 28 5,700 STANDARD REGISTER COMMON CO COM STK USD1 STOCK 853887107 73,799.88 74 12,551 SH Sole 28 12,551 STANDEX INTERNATIONAL CORP COM STK COMMON 8, 23, 28, USD1.5 STOCK 854231107 326,441.46 326 16,462 SH Sole 33 16,462 STANLEY FURNITURE INC COM STK COMMON USD0.02 STOCK 854305208 90,219.00 90 8,700 SH Sole 28, 33 8,700 STANLEY INC COM COMMON STK USD0.01 STOCK 854532108 216,048.00 216 8,400 SH Sole 28 8,400 STANLEY WORKS COM COMMON STK USD2.50 STOCK 854616109 2,603,791.17 2,604 60,993 SH Sole 28, 43 60,993 STAPLES INC COM COMMON 11, 28, STK USD0.0006 STOCK 855030102 29,591,010.72 29,591 1,274,376 SH Sole 34, 39, 47 1,274,376 STARBUCKS CORP COMMON COM STK NPV STOCK 855244109 6,560,525.65 6,561 317,701 SH Sole 28 317,701 STATE AUTO FINANCIAL CORP COMMON COM STK NPV STOCK 855707105 231,297.00 231 12,900 SH Sole 28, 33 12,900 STATE BANCORP INC COMMON NY COM STK USD5 STOCK 855716106 97,175.00 97 11,500 SH Sole 28, 33 11,500 STATE STREET CORP 11, 19, COM STK USD1 COMMON 23, 28, STOCK 857477103 37,635,510.40 37,636 715,504 SH Sole 34, 39 715,504 STEAK N SHAKE CO COMMON USD0.5 STOCK 857873103 236,247.44 236 20,072 SH Sole 28, 33 20,072 STEEL DYNAMICS INC COM STK COMMON USD0.01 STOCK 858119100 9,074,039.52 9,074 591,528 SH Sole 28, 39, 43 591,528 STEELCASE INC COM COMMON STK NPV STOCK 858155203 342,792.00 343 55,200 SH Sole 28, 33 55,200 STEIN MART COM COMMON STK USD0.01 STOCK 858375108 277,840.60 278 21,860 SH Sole 28, 33 21,860 STEINWAY MUSICAL INSTRUMENTS COM STK COMMON USD0.001 STOCK 858495104 130,570.00 131 11,000 SH Sole 8, 28, 33 11,000 STEPAN CO COM STK COMMON USD1 STOCK 858586100 318,424.00 318 5,300 SH Sole 28 5,300 STERLING BANCSHARES INC COMMON 8, 23, 25, COM STK USD1 STOCK 858907108 2,510,392.89 2,510 343,419 SH Sole 28, 30, 33 343,419 STERICYCLE INC COMMON COM STK USD0.01 STOCK 858912108 8,561,115.00 8,561 176,700 SH Sole 11, 28 176,700 STERIS CORP COM COMMON STK NPV STOCK 859152100 5,066,149.20 5,066 166,376 SH Sole 8, 23, 28 166,376 STERLING BANCORP COMMON COM STK USD1 STOCK 859158107 134,479.72 134 18,626 SH Sole 8, 28 18,626 STERLING CONSTR COMMON INC COM STOCK 859241101 173,727.00 174 9,700 SH Sole 28, 33 9,700 STERLING FINANCIAL CORP(WASH) COM COMMON STK USD1 STOCK 859319105 137,658.00 138 68,829 SH Sole 8, 28, 33 68,829 STEWART ENTERPRISES INC CLASS'A'COM COMMON STK NPV STOCK 860370105 544,296.56 544 104,072 SH Sole 8, 28, 33 104,072 STEWART INFORMATION SERVICES CORP COMMON COM STK USD1 STOCK 860372101 178,152.74 178 14,402 SH Sole 28, 33 14,402 STIFEL FINANCIAL CORP COM STK COMMON USD0.15 STOCK 860630102 2,055,950.10 2,056 37,449 SH Sole 8, 28, 47 37,449 STONE ENERGY CORP COMMON 8, 23, 28, COM STK USD0.01 STOCK 861642106 748,987.82 749 45,922 SH Sole 33 45,922 STRATASYS INC COM COMMON STK USD0.01 STOCK 862685104 253,968.00 254 14,800 SH Sole 28 14,800 STRAYER EDUCATION INC COM STK COMMON USD0.01 STOCK 863236105 12,151,115.28 12,151 55,821 SH Sole 11, 28, 47 55,821 STRYKER CORP COM COMMON STK USD0.10 STOCK 863667101 6,289,192.91 6,289 138,437 SH Sole 28, 34, 47 138,437 STUDENT LOAN CORPORATION COMMON COM STK USD0.01 STOCK 863902102 23,200.00 23 500 SH Sole 33 500 STURM RUGER & CO INC COM STK COMMON USD1 STOCK 864159108 161,750.00 162 12,500 SH Sole 28 12,500 SUCCESSFACTORS COM STK COMMON USD0.001 STOCK 864596101 930,308.40 930 66,120 SH Sole 28, 47 66,120 SUFFOLK BANCORP COMMON COM STK USD2.5 STOCK 864739107 292,635.63 293 9,883 SH Sole 8, 28 9,883 SUCAMPO PHARMACEUTICALS INC CLS'A' COM COMMON STK USD0.01 STOCK 864909106 51,473.07 51 8,829 SH Sole 23, 28 8,829 SULPHCO INC COM COMMON STK USD0.001 STOCK 865378103 50,690.00 51 37,000 SH Sole 28 37,000 SUN MICROSYSTEMS INC COM STK COMMON USD0.00067 STOCK 866810203 3,035,414.61 3,035 333,929 SH Sole 28, 34 333,929 SUN HEALTHCARE GROUP COM STK COMMON USD0.01 STOCK 866933401 2,796,163.20 2,796 323,630 SH Sole 28, 33, 39 323,630 SUN HYDRAULICS INC COM STK COMMON USD0.001 STOCK 866942105 188,487.00 188 8,950 SH Sole 28 8,950 SUNAIR SERVICES CORP COM STK COMMON USD0.10 STOCK 867017105 2,959.00 3 1,100 SH Sole 33 1,100 SUNCOR ENERGY COMMON INC(NEW) NPV STOCK 867224107 5,477,932.80 5,478 158,505 SH Sole 11, 38 158,505 SUNTRUST BANKS INC COM STK COMMON 11, 28, USD1 STOCK 867914103 12,123,827.10 12,124 537,642 SH Sole 31, 32, 39 537,642 SUPERGEN INC COM COMMON STK USD0.001 STOCK 868059106 112,407.00 112 42,100 SH Sole 28 42,100 SUPERIOR ENERGY SERVICES INC COM STK COMMON USD0.001 STOCK 868157108 3,555,007.20 3,555 157,860 SH Sole 28 157,860 SUPERIOR INDUSTRIES INTERNATIONAL COMMON COM STK USD0.50 STOCK 868168105 283,787.00 284 19,985 SH Sole 28, 33 19,985 SUPERIOR UNIFORM GROUP INC COM COMMON STK USD0.001 STOCK 868358102 2,334.00 2 300 SH Sole 33 300 SUPERTEX INC COM COMMON STK NPV STOCK 868532102 206,400.00 206 6,880 SH Sole 28 6,880 SUPERVALU INC COM COMMON STK USD1 STOCK 868536103 1,868,012.28 1,868 124,038 SH Sole 28, 32 124,038 SUREWEST COMMUNICATIONS COM STK COMMON USD0.001 STOCK 868733106 140,346.00 140 11,300 SH Sole 28, 33 11,300 SURMODICS INC COM COMMON STK USD0.05 STOCK 868873100 412,246.80 412 16,758 SH Sole 11, 28 16,758 SUSQUEHANNA BANCHARE COM COMMON STK USD2 STOCK 869099101 388,857.80 389 66,020 SH Sole 28, 33 66,020 SUSSER HOLDINGS CORP COM STK COMMON NPV STOCK 869233106 82,962.00 83 6,600 SH Sole 28, 33 6,600
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SUTOR TECHNOLOGY GROUP LIMITED COMMON COM STK USD0.01 STOCK 869362103 19,276.00 19 6,100 SH Sole 28 6,100 SWIFT ENERGY CO COMMON COM STK USD0.01 STOCK 870738101 864,793.60 865 36,520 SH Sole 8, 28, 33 36,520 SWITCH AND DATA COMMON FACILITIES CO STOCK 871043105 621,160.40 621 45,640 SH Sole 28, 47 45,640 SYBASE INC COM COMMON 8, 11, 23, STK USD0.001 STOCK 871130100 14,598,353.10 14,598 375,279 SH Sole 25, 28, 35 375,279 SYCAMORE NETWORK COMMON USD0.001 STOCK 871206108 517,187.08 517 171,254 SH Sole 28, 33 171,254 SYKES ENTERPRISES INC COM STK COMMON USD0.01 STOCK 871237103 700,946.94 701 33,667 SH Sole 8, 28 33,667 SYMANTEC CORP COM COMMON 28, 34, STK USD0.01 STOCK 871503108 9,709,213.23 9,709 589,509 SH Sole 35, 47 589,509 SYMMETRICON INC COMMON 8, 23, 28, COM STK USD1 STOCK 871543104 265,827.24 266 51,318 SH Sole 33 51,318 SYMMETRY MEDICAL INC COM STK COMMON USD0.0001 STOCK 871546206 2,161,844.27 2,162 208,471 SH Sole 23, 28 208,471 SYMS CORP COM STK COMMON USD0.05 STOCK 871551107 39,641.00 40 4,900 SH Sole 28 4,900 SYNALLOY CORP COM COMMON STK USD1 STOCK 871565107 3,796.00 4 400 SH Sole 33 400 SYNOPSYS INC COM COMMON STK USD0.01 STOCK 871607107 8,023,624.76 8,024 357,878 SH Sole 23, 28, 34 357,878 SYNTROLEUM CORP COMMON COM STK NPV STOCK 871630109 133,650.00 134 49,500 SH Sole 28 49,500 SYSCO CORP COM COMMON 28, 31, STK USD1 STOCK 871829107 24,718,369.55 24,718 994,703 SH Sole 37, 39 994,703 SYSTEMAX INC COM COMMON STK USD0.01 STOCK 871851101 107,957.00 108 8,900 SH Sole 28, 33 8,900 TCF FINANCIAL COM COMMON STK USD0.01 STOCK 872275102 4,994,619.92 4,995 383,023 SH Sole 23, 28, 39 383,023 TECO ENERGY INC COMMON COM STK USD1 STOCK 872375100 4,333,049.60 4,333 307,745 SH Sole 28, 35 307,745 TESSCO TECHOLOGIES INC COM STK COMMON USD0.01 STOCK 872386107 6,960.00 7 400 SH Sole 33 400 TGC INDUSTRIES INC COM STK COMMON USD0.01 STOCK 872417308 77,600.00 78 16,000 SH Sole 8, 28, 33 16,000 THQ INC COM STK COMMON USD0.01 STOCK 872443403 1,109,919.96 1,110 162,269 SH Sole 25, 28, 33 162,269 TIB FINANCIAL CORP COM STK COMMON USD0.01 STOCK 872449103 1,808.15 2 1,167 SH Sole 33 1,167 TJX COS INC COM 11, 23, STK USD1 COMMON 28, 34, STOCK 872540109 44,455,473.20 44,455 1,196,648 SH Sole 35, 38, 39 1,196,648 TNS INC COM STK COMMON USD0.001 STOCK 872960109 894,062.00 894 32,630 SH Sole 28, 47 32,630 TAKE TWO INTERACTIVE SOFTWARE INC COMMON COM STK USD0.01 STOCK 874054109 956,213.00 956 85,300 SH Sole 8, 28 85,300 TAL INTERNATIONAL GROUP COM STK COMMON USD0.001 STOCK 874083108 170,640.00 171 12,000 SH Sole 28, 33 12,000 TALBOTS INC COM COMMON STK USD0.01 STOCK 874161102 154,141.00 154 16,700 SH Sole 28 16,700 TALECRIS BIOTHERAPEUTICS COMMON HOLDINGS NPV STOCK 874227101 249,679.00 250 13,141 SH Sole 23 13,141 TASTY BAKING CO COMMON COM STK USD0.50 STOCK 876553306 4,592.00 5 700 SH Sole 33 700 TAYLOR CAPITAL GROUP INC COM COMMON STK USD0.01 STOCK 876851106 6,600.00 7 1,000 SH Sole 33 1,000 TEAM INC COM STK COMMON USD0.30 STOCK 878155100 227,130.00 227 13,400 SH Sole 28 13,400 TECH DATA CORP COM STK COMMON 23, 28, USD0.0015 STOCK 878237106 4,867,412.97 4,867 116,977 SH Sole 33, 34 116,977 TECHTEAM GLOBAL COMMON INC. STOCK 878311109 8,500.00 9 1,000 SH Sole 33 1,000 TECHNE CORP COM COMMON STK USD0.01 STOCK 878377100 6,711,677.55 6,712 107,301 SH Sole 26, 28 107,301 TECHNITROL INC COM STK COMMON USD0.125 STOCK 878555101 329,312.76 329 35,756 SH Sole 8, 28, 33 35,756 TECK COMINCO LTD CLASS'B'SUB-VTG COMMON COM NPV STOCK 878742204 5,885,230.05 5,885 213,465 SH Sole 11 213,465 TECUMSEH PRODUCTS CO CLASS'A'COM COMMON USD1 STOCK 878895200 159,764.33 160 14,101 SH Sole 28, 33 14,101 TEJON RANCH CO COMMON COM STK USD0.50 STOCK 879080109 214,248.24 214 8,343 SH Sole 28 8,343 TEKELEC INC COM COMMON STK NPV STOCK 879101103 1,103,077.34 1,103 67,138 SH Sole 8, 23, 28 67,138 TELEDYNE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 879360105 1,456,263.37 1,456 40,463 SH Sole 11, 28, 30 40,463 TELEFLEX INC COM COMMON STK USD1 STOCK 879369106 7,106,884.10 7,107 147,110 SH Sole 25, 28, 39 147,110 TELEPHONE & DATA SYSTEMS INC COMMON COM STK USD0.01 STOCK 879433100 5,792,668.00 5,793 186,800 SH Sole 28 186,800 TELEPHONE & DATA SYSTEMS INC COM STK USD0.01 (SPECSHS WHEN COMMON ISSUED) STOCK 879433860 195,888.00 196 6,600 SH Sole 28, 33 6,600 TELLABS INC COM 23, 28, STK USD0.01 COMMON 30, 33, STOCK 879664100 9,262,060.16 9,262 1,338,448 SH Sole 34, 39 1,338,448 TEMPLE-INLAND INC COMMON COM STK USD1 STOCK 879868107 3,546,884.20 3,547 216,010 SH Sole 28, 33 216,010 TELETECH HLDGS COMMON COM STK USD0.01 STOCK 879939106 492,095.70 492 28,845 SH Sole 23, 28 28,845 TENNANT CO COM COMMON STK USD0.375 STOCK 880345103 476,700.24 477 16,404 SH Sole 8, 23, 28 16,404 TENNECO INC COM COMMON STK USD0.01 STOCK 880349105 1,479,557.52 1,480 113,463 SH Sole 23, 28 113,463 TERADYNE INC COM COMMON STK USD0.125 STOCK 880770102 9,457,505.25 9,458 1,022,433 SH Sole 23, 28, 39 1,022,433 TEREX CORP COM COMMON 11, 28, STK USD0.01 STOCK 880779103 13,556,694.45 13,557 653,965 SH Sole 39, 43 653,965 TERRA INDUSTRIES COMMON COM STK NPV STOCK 880915103 7,025,182.10 7,025 202,630 SH Sole 28 202,630 TERREMARK COMMON WORLDWIDE INC STOCK 881448203 254,335.80 254 40,890 SH Sole 28 40,890 TESORO CORP COM COMMON 19, 23, STK USD0.1666 STOCK 881609101 1,123,784.62 1,124 75,019 SH Sole 28, 33 75,019 TEXAS INDUSTRIES INC COM STK COMMON USD1 STOCK 882491103 1,786,842.46 1,787 42,554 SH Sole 26, 28, 33 42,554 TEXAS INSTRUMENTS 11, 23, INC COM STK COMMON 28, 34, USD1 STOCK 882508104 31,874,634.41 31,875 1,345,489 SH Sole 38, 39, 47 1,345,489 TEXAS ROADHOUSE COM STK CL'A' COMMON USD0.001 STOCK 882681109 386,302.50 386 36,375 SH Sole 28 36,375 TEXTRON INC COM COMMON STK USD0.125 STOCK 883203101 2,116,687.56 2,117 111,522 SH Sole 28 111,522 THERAGENICS CORP COMMON COM STK USD0.01 STOCK 883375107 4,800.00 5 3,000 SH Sole 33 3,000 THERMO FISHER SCIENTIFIC INC COMMON 28, 34, COM STK USD1 STOCK 883556102 11,927,194.07 11,927 273,121 SH Sole 38, 39, 47 273,121 THOMAS & BETTS CORP COM STK COMMON USD0.10 STOCK 884315102 3,410,049.28 3,410 113,366 SH Sole 23, 28, 33 113,366 THOMAS WEISEL PARTNERS GROUP INC COM STK COMMON USD0.01 STOCK 884481102 96,536.52 97 18,078 SH Sole 28, 33 18,078 THOMPSON CREEK METALS COMPANY COMMON INC STOCK 884768102 1,999,323.08 1,999 165,644 SH Sole 23, 30, 47 165,644 THOR INDUSTRIES COMMON COM STK USD0.10 STOCK 885160101 2,219,115.00 2,219 71,700 SH Sole 28 71,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- THORATEC CORP COM COMMON STK NPV STOCK 885175307 5,253,328.23 5,253 173,549 SH Sole 23, 28, 47 173,549 3 COM CORP COM COMMON 8, 25, 28, STK USD0.01 STOCK 885535104 7,085,839.35 7,086 1,354,845 SH Sole 33 1,354,845 TIDEWATER INC COM COMMON STK USD0.10 STOCK 886423102 8,442,153.93 8,442 179,277 SH Sole 28, 30, 39 179,277 TIFFANY & CO COM COMMON STK USD0.01 STOCK 886547108 2,057,848.77 2,058 53,409 SH Sole 28 53,409 TIMBERLAND CO CLASS'A'COM COMMON STK USD0.01 STOCK 887100105 1,753,920.00 1,754 126,000 SH Sole 28, 33 126,000 TIME WARNER INC COMMON 11, 28, USD0.01 STOCK 887317303 21,456,929.00 21,457 745,550 SH Sole 32, 34, 36 745,550 TIMKEN CO COM STK COMMON 23, 28, NPV STOCK 887389104 4,476,207.78 4,476 191,046 SH Sole 32, 33 191,046 TITANIUM METALS CORP COM STK COMMON USD0.01 STOCK 888339207 341,404.00 341 35,600 SH Sole 28 35,600 TIVO INC COM STK COMMON USD0.001 STOCK 888706108 801,646.44 802 77,379 SH Sole 28 77,379 TODD SHIPYARDS CORP COM STK COMMON USD0.01 STOCK 889039103 69,048.00 69 4,200 SH Sole 28 4,200 TOLL BROS INC COM COMMON STK USD0.01 STOCK 889478103 17,514,053.72 17,514 896,318 SH Sole 28, 37, 39 896,318 TOLLGRADE COMMUNICATIONS INC COM STK COMMON USD0.20 STOCK 889542106 21,643.20 22 3,340 SH Sole 23, 33 3,340 TOMOTHERAPY COM COMMON STK USD0.01 STOCK 890088107 155,880.00 156 36,000 SH Sole 28, 33 36,000 TOMPKINS FINANCIAL CORP COMMON COM STK USD0.10 STOCK 890110109 317,917.50 318 7,275 SH Sole 23, 28 7,275 TOOTSIE ROLL INDUSTRIES INC COM STK COMMON USD0.694 STOCK 890516107 1,689,640.34 1,690 71,053 SH Sole 28 71,053 TORCHMARK CORP COMMON COM STK USD1 STOCK 891027104 2,698,175.61 2,698 62,127 SH Sole 28, 34, 36 62,127 TOREADOR RESOURCES CORP COMMON COM USD0.15625 STOCK 891050106 197,802.00 198 19,800 SH Sole 8, 28 19,800 TORO CO COM STK COMMON USD1 STOCK 891092108 574,517.42 575 14,446 SH Sole 11, 23, 34 14,446 TOWER BANCORP INC COMMON COM NPV STOCK 891709107 65,675.00 66 2,500 SH Sole 28 2,500 TOWER GROUP INC COMMON COM STK USD0.01 STOCK 891777104 846,698.85 847 34,715 SH Sole 8, 23, 28 34,715 TOTAL SYSTEM SERVICES INC COMMON USD1 STOCK 891906109 1,263,024.00 1,263 78,400 SH Sole 28 78,400 TRACTOR SUPPLY CO COM STK COMMON 11, 23, USD0.008 STOCK 892356106 3,987,483.84 3,987 82,352 SH Sole 28, 39 82,352 TRANSATLANTIC HLDGS INC COM COMMON STK USD1 STOCK 893521104 2,145,219.03 2,145 42,759 SH Sole 23, 33, 43 42,759 TRANSDIGM INC COMMON USD0.01 STOCK 893641100 246,808.55 247 4,955 SH Sole 23, 47 4,955 TRANSCEND SERVICES INC COMMON COM STK USD0.01 STOCK 893929208 76,868.00 77 4,400 SH Sole 28 4,400 TREDEGAR CORP COM COMMON NPV STOCK 894650100 378,841.50 379 26,127 SH Sole 8, 28 26,127 TREE COM INC COMMON USD0.01 STOCK 894675107 38,505.00 39 5,100 SH Sole 28, 33 5,100 TRIANGLE CAPITAL CORPORATION COM STK COMMON USD0.001 STOCK 895848109 80,210.00 80 6,500 SH Sole 28 6,500 TRIDENT MICROSYSTEMS INC COM STK COMMON USD0.001 STOCK 895919108 118,811.07 119 45,873 SH Sole 28 45,873 TRICO BANCSHARES COMMON COM STK NPV STOCK 896095106 261,153.60 261 15,924 SH Sole 8, 28 15,924 TRICO MARINE SERVICES INC COMMON COM STK USD0.01 STOCK 896106200 7,720.00 8 1,000 SH Sole 33 1,000 TRIMAS CORP COMMON USD0.01 STOCK 896215209 55,080.00 55 10,800 SH Sole 28 10,800 TRIMBLE NAVIGATION COM COMMON STK NPV STOCK 896239100 9,702,678.00 9,703 405,800 SH Sole 11, 28 405,800 TRINITY INDUSTRIES INC COMMON COM STK USD1 STOCK 896522109 2,923,451.73 2,923 170,067 SH Sole 28, 34 170,067 TRIPLE-S MANAGEMENT CORPORATION COM STK USD1 COMMON 'B' STOCK 896749108 446,082.00 446 26,600 SH Sole 8, 28 26,600 TRIUMPH GROUP INC COM STK COMMON 8, 23, 28, USD0.001 STOCK 896818101 1,014,844.53 1,015 21,147 SH Sole 33 21,147 TRUSTCO BANK CORP COMMON NY COM STK USD1 STOCK 898349105 431,200.00 431 68,992 SH Sole 23, 28 68,992 TRUSTMARK CORP COMMON 8, 23, 28, COM STK NPV STOCK 898402102 3,195,180.30 3,195 167,726 SH Sole 30, 33 167,726 TUESDAY MORNING CORP COM STK COMMON NPV STOCK 899035505 96,270.72 96 23,142 SH Sole 28 23,142 TUPPERWARE BRANDS CORP COM STK COMMON USD0.01 STOCK 899896104 9,172,458.32 9,172 229,771 SH Sole 8, 25, 28 229,771 TUTOR PERINI CORP COMMON COM STK USD1 STOCK 901109108 498,057.90 498 23,383 SH Sole 8, 28, 33 23,383 TWEEN BRANDS INC COMMON COM STK USD0.01 STOCK 901166108 159,468.73 159 19,007 SH Sole 28 19,007 TWIN DISC INC COM COMMON STK NPV STOCK 901476101 84,820.94 85 6,802 SH Sole 28, 33 6,802 II-VI INC COM NPV COMMON STOCK 902104108 488,040.96 488 19,184 SH Sole 28 19,184 TYLER TECHNOLOGIES INC COM COMMON STK.USD0.01 STOCK 902252105 418,106.85 418 24,465 SH Sole 23, 28 24,465 TYSON FOODS INC(DEL) CLASS'A'COM COMMON STK USD0.10 STOCK 902494103 2,175,593.28 2,176 172,256 SH Sole 28, 32, 34 172,256 UAL CORP NEW COM STK USD0.01 COMMON (WI) STOCK 902549807 1,225,688.36 1,226 132,938 SH Sole 28, 43 132,938 UGI CORP COM NPV COMMON STOCK 902681105 14,437,867.92 14,438 576,132 SH Sole 23, 28, 39 576,132 UIL HOLDINGS CORP COMMON COM STK NPV STOCK 902748102 1,511,803.93 1,512 57,287 SH Sole 8, 28, 30 57,287 UMB FINANCIAL CORP COM STK COMMON 23, 25, USD12.50 STOCK 902788108 2,474,887.56 2,475 61,199 SH Sole 28, 30 61,199 USA TRUCK INC COM COMMON STK USD0.01 STOCK 902925106 87,630.00 88 6,900 SH Sole 28, 33 6,900 US GLOBAL INVESTORS INC COMMON COM STK USD0.05 STOCK 902952100 110,970.00 111 9,000 SH Sole 28 9,000 US BANCORP 19, 23, DELAWARE COM COMMON 28, 31, STK USD0.01 STOCK 902973304 19,735,994.96 19,736 902,836 SH Sole 32, 36 902,836 URS CORP COM STK COMMON USD0.01 STOCK 903236107 9,721,291.50 9,721 222,710 SH Sole 23, 28, 34 222,710 ULTRALIFE CORP COMMON COM STK USD0.10 STOCK 903899102 53,328.00 53 8,800 SH Sole 28 8,800 ULTRA PETROLEUM COMMON CORP COM NPV STOCK 903914109 1,385,568.00 1,386 28,300 SH Sole 43 28,300 ULTRA TECH INC COMMON STOCK 904034105 232,186.50 232 17,550 SH Sole 28, 33 17,550 UMPQUA HOLDINGS CORP COM STK COMMON 8, 23, 28, USD0.01 STOCK 904214103 949,611.60 950 89,586 SH Sole 33 89,586 UNDER ARMOUR INC COM STK USD0.000333 COMMON CLASS 'A' STOCK 904311107 2,775,485.90 2,775 99,730 SH Sole 28 99,730 UNICA CORP COM COMMON STK USD0.01 STOCK 904583101 75,438.00 75 9,900 SH Sole 28 9,900 UNIFI INC COM STK COMMON USD0.10 STOCK 904677101 123,520.00 124 38,600 SH Sole 28, 33 38,600 UNIFIRST CORP COM COMMON STK USD0.10 STOCK 904708104 592,162.90 592 13,322 SH Sole 23, 28, 33 13,322
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- UNION BANKSHARES CORP COM STK COMMON 8, 28, 30, USD0.01 STOCK 905399101 288,155.25 288 23,145 SH Sole 33 23,145 UNION PACIFIC CORP COM STK COMMON USD2.50 STOCK 907818108 14,912,976.30 14,913 255,578 SH Sole 11, 28 255,578 UNISOURCE ENERGY CORP COM STK COMMON 8, 23, 28, NPV STOCK 909205106 2,752,063.50 2,752 89,498 SH Sole 30 89,498 UNISYS CORP COM COMMON STK USD0.01 STOCK 909214108 903,795.00 904 338,500 SH Sole 8, 28 338,500 UNIT CORP COM STK COMMON 23, 28, USD0.20 STOCK 909218109 3,680,160.00 3,680 89,216 SH Sole 33, 34 89,216 UNITED COMMUNITY FINANCIAL CORP COMMON NPV STOCK 909839102 23,740.56 24 13,644 SH Sole 8, 33 13,644 UNITED BANKSHARES INC COM STK COMMON 8, 23, 28, USD2.50 STOCK 909907107 684,415.83 684 34,937 SH Sole 33 34,937 UNITED CAPITAL CORP COM COMMON USD0.10 STOCK 909912107 30,056.00 30 1,300 SH Sole 28 1,300 UNITED FIRE & CASUALTY CO COM STK COMMON USD3.33 1/3 STOCK 910331107 324,294.30 324 18,117 SH Sole 28, 33 18,117 UNITED NATURAL FOODS INC COM COMMON STK USD0.01 STOCK 911163103 895,899.68 896 37,454 SH Sole 23, 28 37,454 UNITED ONLINE INC COM STK COMMON 8, 28, 30, USD0.001 STOCK 911268100 1,792,944.12 1,793 223,003 SH Sole 33 223,003 UNITED PANAM FINANCIAL CORP COMMON COM STK USD0.01 STOCK 911301109 4,140.00 4 1,200 SH Sole 33 1,200 UNITED PARCEL SERVICE INC CLASS'B'COM COMMON 11, 23, STK USD0.01 STOCK 911312106 29,615,183.27 29,615 524,441 SH Sole 28, 34, 37 524,441 UNITED RENTALS INC COM STK COMMON USD0.01 STOCK 911363109 1,759,198.80 1,759 170,796 SH Sole 28, 33 170,796 UNITED SECURITY BANCSHARES COM COMMON STK USD0.25 STOCK 911459105 108,731.00 109 4,900 SH Sole 28 4,900 UNITED STATES CELLULAR CORP COMMON COM STK USD1 STOCK 911684108 31,256.00 31 800 SH Sole 33 800 UNITED STATES LIME & MINERALS INC COMMON COM STK USD0.10 STOCK 911922102 46,696.00 47 1,300 SH Sole 28 1,300 U.S.GOLD CORP COM COMMON STK USD0.10 STOCK 912023207 166,987.09 167 57,781 SH Sole 28, 33 57,781 UNITED STATES STEEL CORP COM COMMON STK USD1 STOCK 912909108 5,597,009.28 5,597 126,144 SH Sole 28, 34, 43 126,144 UNITED STATIONERS INC COM STK COMMON USD0.10 STOCK 913004107 1,071,272.61 1,071 22,501 SH Sole 8, 28, 33 22,501 UNITED TECHNOLOGIES 11, 28, CORP COM STK COMMON 31, 34, USD1 STOCK 913017109 71,170,566.03 71,171 1,168,071 SH Sole 39, 47 1,168,071 UNITED WESTERN BANCORP INC COM STK COMMON USD0.0001 STOCK 913201109 1,873.84 2 472 SH Sole 33 472 UNITIL CORP COM COMMON STK NPV STOCK 913259107 161,640.00 162 7,200 SH Sole 28 7,200 UNITRIN COM STK COMMON USD0.10 STOCK 913275103 2,128,308.00 2,128 109,200 SH Sole 28, 33 109,200 UNIVERSAL AMERICAN CORP COMMON COM STK NPV STOCK 913377107 230,714.64 231 24,492 SH Sole 28, 33 24,492 UNIVERSAL CORP COMMON COM STK NPV STOCK 913456109 2,913,683.04 2,914 69,672 SH Sole 28, 33 69,672 UNIVERSAL ELECTRONICS INC COM STK COMMON USD0.01 STOCK 913483103 220,433.90 220 10,795 SH Sole 23, 28 10,795 UNIVERSAL FOREST PRODUCTS COM COMMON 8, 23, 28, STK USD0.01 STOCK 913543104 1,020,238.30 1,020 25,855 SH Sole 30, 33 25,855 UNIVERSAL STAINLESS & ALLOY PRODCTS COM STK COMMON USD0.001 STOCK 913837100 102,200.00 102 5,600 SH Sole 28, 33 5,600 UNIVERSAL HEALTH SERVICES INC CLASS'B'COM COMMON 23, 28, USD0.01 STOCK 913903100 8,812,205.49 8,812 142,293 SH Sole 35, 43 142,293 UNIVERSAL TECHNICAL INSTITUTE COM COMMON STK USD0.0001 STOCK 913915104 352,117.80 352 17,874 SH Sole 23, 28 17,874 UNIVEST CORP OF COMMON PA COM STK USD5 STOCK 915271100 1,783,657.70 1,784 82,310 SH Sole 28, 33, 39 82,310 URANIUM ENERGY CORP COM STK COMMON USD0.001 STOCK 916896103 106,200.00 106 36,000 SH Sole 28 36,000 URBAN OUTFITTERS INC COM STK COMMON USD0.0001 STOCK 917047102 29,008,937.72 29,009 961,516 SH Sole 11, 28, 39 961,516 UTAH MEDICAL PRODUCTS COM COMMON STK USD0.01 STOCK 917488108 87,960.00 88 3,000 SH Sole 28 3,000 UTSTARCOM INC COM COMMON STK USD0.00125 STOCK 918076100 196,512.25 197 94,025 SH Sole 28, 33 94,025 VCA ANTECH INC COMMON COM STK USD0.01 STOCK 918194101 8,436,119.03 8,436 313,727 SH Sole 11, 28 313,727 VF CORP COM STK COMMON 28, 32, NPV STOCK 918204108 6,550,424.34 6,550 90,438 SH Sole 35, 43 90,438 VSE CORP COM STK COMMON USD0.05 STOCK 918284100 101,426.00 101 2,600 SH Sole 28 2,600 VALASSIS COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 918866104 1,106,772.00 1,107 61,900 SH Sole 8, 28 61,900 VALENCE TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 918914102 68,040.00 68 37,800 SH Sole 28 37,800 VALLEY NATIONAL BANCORP COM COMMON STK NPV STOCK 919794107 3,633,550.79 3,634 295,651 SH Sole 23, 28 295,651 VALMONT INDUSTRIES INC COMMON COM STK USD1 STOCK 920253101 3,688,294.00 3,688 43,300 SH Sole 11, 28 43,300 VALSPAR CORP COM COMMON STK USD0.50 STOCK 920355104 9,257,665.20 9,258 336,520 SH Sole 28, 33, 39 336,520 VALUE LINE INC COMMON COM STK USD0.10 STOCK 920437100 14,632.38 15 474 SH Sole 28 474 VANDA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 921659108 225,816.00 226 19,400 SH Sole 28 19,400 VARIAN INC COM COMMON STK USD1 STOCK 922206107 4,096,492.74 4,096 80,229 SH Sole 28 80,229 VARIAN SEMICONDUCT EQUIP ASSOC INC COM STK COMMON USD1 STOCK 922207105 3,719,031.48 3,719 113,247 SH Sole 11, 23, 47 113,247 VEECO FEI INCCOM COMMON USD0.01 STOCK 922417100 716,903.44 717 30,742 SH Sole 8, 28, 33 30,742 VICAL INC COM STK COMMON USD0.01 STOCK 925602104 116,724.00 117 27,400 SH Sole 28 27,400 VICON INDUSTRIES INC COM STK COMMON USD0.01 STOCK 925811101 2,170.35 2 371 SH Sole 33 371 VICOR CORP COM COMMON STK USD0.01 STOCK 925815102 110,303.36 110 14,288 SH Sole 28 14,288 VIEWPOINT FINANCIAL GROUP COM STK COMMON NPV STOCK 926727108 110,916.00 111 7,900 SH Sole 28 7,900 VILLAGE SUPER MARKET INC CLASS'A'COM COMMON STK NPV STOCK 927107409 132,615.00 133 4,500 SH Sole 28 4,500 VIRCO MANUFACTURING CORP COM STK COMMON USD0.01 STOCK 927651109 2,709.00 3 900 SH Sole 33 900 VIROPHARMA INC COM STK COMMON 23, 28, USD0.002 STOCK 928241108 3,562,209.04 3,562 370,292 SH Sole 30, 39 370,292 VISHAY INTL COMMON USD0.10 STOCK 928298108 3,131,093.90 3,131 396,341 SH Sole 28, 33, 34 396,341 VIVUS INC COM STK COMMON NPV STOCK 928551100 553,850.00 554 53,000 SH Sole 28 53,000 VOLCANO CORPORATION COM STK COMMON USD0.001 STOCK 928645100 1,808,150.00 1,808 107,500 SH Sole 5, 28 107,500 VOLT INFORMATION SCIENCES INC COMMON COM STK USD0.10 STOCK 928703107 136,338.54 136 11,157 SH Sole 28, 33 11,157 VOLTERRA SEMICONDUCTOR CORP COM STK COMMON USD0.001 STOCK 928708106 432,356.32 432 23,536 SH Sole 23, 28 23,536 VULCAN MATERIALS COMMON CO COM STK USD1 STOCK 929160109 4,106,778.71 4,107 75,953 SH Sole 28, 37 75,953
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- WD-40 CO COM STK COMMON NPV STOCK 929236107 347,246.80 347 12,227 SH Sole 28 12,227 WMS INDUSTRIES COMMON 11, 23, COM STK USD0.50 STOCK 929297109 23,251,898.16 23,252 521,811 SH Sole 28, 39, 47 521,811 WSFS FINANCIAL CORP COM STK COMMON USD0.01 STOCK 929328102 239,999.76 240 9,009 SH Sole 8, 28 9,009 WABASH NATIONAL CORP COM STK COMMON USD0.01 STOCK 929566107 8,160.00 8 3,000 SH Sole 33 3,000 WABTEC 5, 8, 11, CORPORATIONCOM COMMON 25, 28, USD0.01 STOCK 929740108 9,701,129.70 9,701 258,490 SH Sole 39, 47 258,490 WADDELL & REED COMMON 23, 25, FINL INC CL A STOCK 930059100 8,870,994.50 8,871 311,810 SH Sole 28, 30, 47 311,810 WAL-MART STORES 11, 19, INC COM STK 23, 28, USD0.10 COMMON 31, 34, STOCK 931142103 70,109,208.93 70,109 1,428,177 SH Sole 36, 39, 47 1,428,177 WALGREEN CO COM COMMON STK USD0.078125 STOCK 931422109 19,950,826.56 19,951 532,448 SH Sole 11, 28, 34 532,448 WARNACO GROUP INC CLS'A'COM STK COMMON 8, 23, 25, USD0.01 STOCK 934390402 7,343,260.50 7,343 167,425 SH Sole 28, 47 167,425 WASHINGTON BANKING CO COM COMMON STK NPV STOCK 937303105 80,960.18 81 8,743 SH Sole 28, 33 8,743 WASHINGTON 23, 25, FEDERAL INC COMMON 28, 30, COM STK USD1 STOCK 938824109 9,449,911.98 9,450 560,493 SH Sole 33, 39 560,493 WASHINGTON POST CO COM STK COMMON CLASS'B'USD1 STOCK 939640108 16,196,972.24 16,197 34,603 SH Sole 11, 28 34,603 WASHINGTON TRUST BANCORP INC COM STK COMMON USD0.0625 STOCK 940610108 279,268.80 279 15,940 SH Sole 8, 28, 33 15,940 WASTE CONNECTIONS INC COM STK COMMON USD0.01 STOCK 941053100 7,211,248.20 7,211 249,870 SH Sole 28, 39, 47 249,870 WASTE SERVICES INC DEL NEW COMMON 8, 23, 28, COM STK USD0.01 STOCK 941075202 104,139.42 104 22,541 SH Sole 33 22,541 WATERS CORP COM COMMON STK USD0.01 STOCK 941848103 3,081,796.20 3,082 55,170 SH Sole 28, 39 55,170 WATERSTONE COMMON FINANCIAL INC STOCK 941888109 35,217.60 35 6,960 SH Sole 8, 28, 33 6,960 WATSCO INC CLASS'A'COM COMMON STK USD0.50 STOCK 942622200 1,222,732.71 1,223 22,681 SH Sole 8, 28 22,681 WATSON PHARMACEUTICALS INC COM STK COMMON USD0.0033 STOCK 942683103 1,683,608.00 1,684 45,950 SH Sole 28, 33 45,950 WATSON WYATT WORLDWIDE INC CLASS'A'COM COMMON STK USD0.01 STOCK 942712100 8,435,176.20 8,435 193,645 SH Sole 8, 28, 39 193,645 WATTS WATER TECHNOLOGIES CLASS'A'COM COMMON STK USD0.10 STOCK 942749102 835,868.00 836 27,632 SH Sole 23, 28, 33 27,632 WAUSAU PAPER CORP COMMON COM STK NPV STOCK 943315101 330,470.00 330 33,047 SH Sole 28, 33 33,047 WEBSENSE INC COM COMMON STK USD0.01 STOCK 947684106 541,800.00 542 32,250 SH Sole 28 32,250 WEBSTER FINANCIAL CORP COM STK COMMON USD0.01 STOCK 947890109 2,285,751.00 2,286 183,300 SH Sole 28, 33 183,300 WEIS MARKETS INC COMMON COM STK NPV STOCK 948849104 747,086.85 747 23,383 SH Sole 28, 30, 33 23,383 WELLS FARGO & CO 11, 19, COM STK USD1 28, 31, 2/3 32, 34, COMMON 36, 37, STOCK 949746101 89,582,416.48 89,582 3,178,936 SH Sole 39, 47 3,178,936 WENDYS/ARBYS GROUP INC CLASS'A'COM COMMON STK USD0.10 STOCK 950587105 3,506,940.25 3,507 741,425 SH Sole 28 741,425 WERNER ENTERPRISES INC COM STK COMMON USD0.01 STOCK 950755108 2,292,607.80 2,293 123,060 SH Sole 28, 33 123,060 WESBANCO INC COM COMMON STK USD2.0833 STOCK 950810101 398,868.00 399 25,800 SH Sole 8, 28, 33 25,800 WEST MARINE INC COMMON COM USD0.001 STOCK 954235107 100,608.00 101 12,800 SH Sole 28, 33 12,800 WEST PHARMACEUTICAL SERVICES INC COMMON COM STK USD0.25 STOCK 955306105 958,071.12 958 23,592 SH Sole 28 23,592 WESTAMERICA BANCORP COM COMMON STK NPV STOCK 957090103 4,643,964.00 4,644 89,307 SH Sole 11, 23, 28 89,307 WESTERN ALLIANCE BANCORP COM COMMON STK NPV STOCK 957638109 2,935,670.71 2,936 465,241 SH Sole 28, 33, 39 465,241 WESTERN DIGITAL 11, 19, CORP COM STK COMMON 23, 28, USD0.01 STOCK 958102105 14,218,206.60 14,218 389,220 SH Sole 34, 35, 39 389,220 WESTERN REFINING INC COM STK COMMON USD0.01 STOCK 959319104 275,415.00 275 42,700 SH Sole 8, 28, 33 42,700 WESTERN UNION COMPANY (THE) COMMON COM STK USD0.01 STOCK 959802109 6,139,104.84 6,139 324,477 SH Sole 28, 36 324,477 WESTLAKE CHEMICAL CORP COM STK COMMON USD0.01 STOCK 960413102 496,010.00 496 19,300 SH Sole 28, 33 19,300 WESTMORELAND COAL CO COM STK COMMON USD2.50 STOCK 960878106 60,975.00 61 7,500 SH Sole 28 7,500 WESTWOOD HOLDINGS GROUP INC COM COMMON STK USD0.01 STOCK 961765104 135,330.00 135 3,900 SH Sole 28 3,900 WET SEAL INC COMMON CLASS'A'USD0.10 STOCK 961840105 267,264.90 267 70,705 SH Sole 28 70,705 WEYCO GROUP COM COMMON STK USD1 STOCK 962149100 112,210.00 112 4,900 SH Sole 28 4,900 WEYERHAEUSER CO COMMON COM STK USD1.25 STOCK 962166104 4,532,835.35 4,533 123,679 SH Sole 23, 28 123,679 WHIRLPOOL CORP 11, 19, COM STK USD1 COMMON 23, 28, STOCK 963320106 8,809,433.16 8,809 125,921 SH Sole 33, 39 125,921 WHITE ELECTRONIC DESIGNS CORP COMMON COM STK NPV STOCK 963801105 74,844.00 75 16,200 SH Sole 28 16,200 WHITING PETROLEUM CORP COM STK COMMON USD0.001 STOCK 966387102 5,665,756.84 5,666 98,398 SH Sole 23, 33, 39 98,398 WHITNEY HLDGS CORP COM STK COMMON NPV STOCK 966612103 319,294.26 319 33,469 SH Sole 30, 33 33,469 WHOLE FOODS MARKET INC COM COMMON STK NPV STOCK 966837106 1,855,804.34 1,856 60,866 SH Sole 28 60,866 WILBER CORP COM COMMON STK USD0.01 STOCK 967797101 47,880.00 48 5,700 SH Sole 28 5,700 WILEY(JOHN)& SONS INC CLASS'A'COM COMMON STK USD1 STOCK 968223206 3,053,684.00 3,054 87,800 SH Sole 28 87,800 WILLBROS GROUP INC(DELAWARE) COMMON USD0.05 STOCK 969203108 539,172.46 539 35,402 SH Sole 23, 28 35,402 WILLIAMS COMPANIES INC COMMON COM STK USD1 STOCK 969457100 4,727,830.16 4,728 264,568 SH Sole 28, 32 264,568 CLAYTON WILLIAMS ENERGY INC COM COMMON STK USD0.1 STOCK 969490101 129,124.44 129 4,287 SH Sole 28 4,287 WILLIAMS-SONOMA INC COM STK COMMON USD0.01 STOCK 969904101 6,893,170.20 6,893 340,740 SH Sole 11, 28 340,740 WILLIS LEASE FINANCE CORP COMMON COM STK NPV STOCK 970646105 43,744.00 44 3,200 SH Sole 28 3,200 WILMINGTON TRUST CORP COM STK COMMON NPV STOCK 971807102 1,988,000.00 1,988 140,000 SH Sole 28 140,000 WINN-DIXIE STORES COMMON INC COM USD1 STOCK 974280307 574,656.00 575 43,800 SH Sole 28, 33 43,800 WINNEBAGO INDUSTRIES INC COMMON COM STK USD0.50 STOCK 974637100 311,160.63 311 21,153 SH Sole 28 21,153 WISCONSIN ENERGY CORP COM STK COMMON USD0.01 STOCK 976657106 10,532,243.73 10,532 233,169 SH Sole 23, 28, 43 233,169 WOLVERINE WORLD WIDE INC COM COMMON STK USD1 STOCK 978097103 1,018,589.04 1,019 41,006 SH Sole 23, 28 41,006 WONDER AUTO TECHNOLOGY INC COM STK COMMON USD0.0001 STOCK 978166106 135,600.00 136 11,300 SH Sole 28 11,300 WOODWARD GOVERNOR CO COM STK COMMON USD0.00875 STOCK 980745103 3,845,210.00 3,845 158,500 SH Sole 28 158,500 WORLD ACCEPTANCE CORP COM STK COMMON NPV STOCK 981419104 744,854.66 745 29,546 SH Sole 8, 23, 28 29,546
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- WORLD FUEL SERVICES CORP COMMON COM STK USD0.01 STOCK 981475106 1,695,332.76 1,695 35,268 SH Sole 8, 23, 28 35,268 WORTHINGTON INDUSTRIES INC COMMON COM STK NPV STOCK 981811102 2,682,880.70 2,683 193,013 SH Sole 8, 28, 33 193,013 WYETH COM USD0.333 19, 23, COMMON 28, 34, STOCK 983024100 43,970,583.86 43,971 905,117 SH Sole 36, 39 905,117 WYNN RESORTS COM COMMON STK USD0.01 STOCK 983134107 5,007,102.48 5,007 70,632 SH Sole 11, 23, 28 70,632 X-RITE INC COM COMMON STK USD0.10 STOCK 983857103 54,069.00 54 26,900 SH Sole 28, 33 26,900 XILINX INC COM COMMON STK USD0.01 STOCK 983919101 2,783,560.68 2,784 118,854 SH Sole 28 118,854 XEROX CORP COM COMMON STK USD1 STOCK 984121103 2,887,159.32 2,887 373,018 SH Sole 28 373,018 YRC WORLDWIDE INC COMMON COM STK USD1 STOCK 984249102 187,345.00 187 42,100 SH Sole 28, 33 42,100 YADKIN VALLEY BANK & TRUST COMMON CO COM STK USD1 STOCK 984314104 62,111.00 62 13,300 SH Sole 28, 33 13,300 YAHOO INC COM STK 11, 28, USD0.001 COMMON 34, 36, STOCK 984332106 42,004,457.56 42,004 2,358,476 SH Sole 38, 39 2,358,476 YORK WTR CO COM COMMON STOCK 987184108 138,600.00 139 10,000 SH Sole 28 10,000 YOUBET.COM INC COM STK COMMON USD0.001 STOCK 987413101 50,400.00 50 24,000 SH Sole 28 24,000 YOUNG INNOVATIONS INC COM STK COMMON USD0.01 STOCK 987520103 142,074.00 142 5,400 SH Sole 28, 33 5,400 YUM BRANDS INC COMMON COM STK NPV STOCK 988498101 9,402,430.08 9,402 278,508 SH Sole 28, 38 278,508 ZALE CORP COM STK COMMON USD0.01 STOCK 988858106 321,764.30 322 45,002 SH Sole 8, 28, 33 45,002 ZAPATA CORP COM COMMON STK USD0.25 STOCK 989070602 42,456.00 42 6,100 SH Sole 28 6,100 ZEBRA TECHNOLOGIES CLASS'A'COM COMMON STK USD0.01 STOCK 989207105 3,484,706.77 3,485 134,389 SH Sole 11, 28 134,389 ZENITH NATIONAL INSURANCE CORP COMMON 11, 28, COM USD1 STOCK 989390109 1,685,656.80 1,686 54,552 SH Sole 30, 33 54,552 ZION OIL & GAS INC COM STK COMMON USD0.01 STOCK 989696109 80,032.00 80 8,200 SH Sole 28 8,200 ZIONS BANCORP COM COMMON STK NPV STOCK 989701107 1,065,207.69 1,065 59,277 SH Sole 28, 33 59,277 ZUMIEZ INC COM COMMON STK NPV STOCK 989817101 239,586.00 240 14,600 SH Sole 28 14,600 ZYGO CORP COM STK COMMON USD0.10 STOCK 989855101 81,360.00 81 12,000 SH Sole 28, 33 12,000 ZOLL MEDICAL CORP COMMON COM STK USD0.01 STOCK 989922109 329,514.24 330 15,312 SH Sole 28 15,312 DUN & BRADSTREET CORP(DELAWARE) COMMON COM STK USD0.01 STOCK 26483E100 1,724,828.00 1,725 22,900 SH Sole 28 22,900 EMPIRE RES INC COMMON DEL COM STOCK 29206E100 381.00 0 300 SH Sole 33 300 CENTER FINANCIAL COMMON CORP COMMON SHS STOCK 15146E102 6,494.00 6 1,700 SH Sole 33 1,700 LENDER PROCESSING SERVICES INC COMMON USD0.01 STOCK 52602E102 11,649,865.70 11,650 305,210 SH Sole 11, 28 305,210 LUMINEX CORP(DEL) COM STK COMMON USD0.001 STOCK 55027E102 512,720.00 513 30,160 SH Sole 28 30,160 QUANTA SERVICES INC COM STK COMMON USD0.00001 STOCK 74762E102 6,688,438.42 6,688 302,234 SH Sole 23, 28, 47 302,234 VERISIGN COM STK COMMON USD0.001 STOCK 92343E102 2,250,810.59 2,251 95,011 SH Sole 28, 34 95,011 DYAX CORP COM STK COMMON USD0.01 STOCK 26746E103 164,781.00 165 45,900 SH Sole 28 45,900 TALISMAN ENERGY COMMON INC COM NPV STOCK 87425E103 2,732,957.40 2,733 157,610 SH Sole 11, 37 157,610 APAC CUSTOMER SERVICES INC COMMON COM STK USD0.01 STOCK 00185E106 130,705.56 131 22,116 SH Sole 23, 28 22,116 COMSYS IT PARTNERS INC COMMON COM NPV STOCK 20581E104 88,256.00 88 13,790 SH Sole 8, 28 13,790 CRAFTMADE INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 22413E104 927.00 1 300 SH Sole 33 300 AMERISOURCEBERGEN CORP COM STK COMMON NPV STOCK 03073E105 3,427,340.34 3,427 153,143 SH Sole 28, 32, 34 153,143 NEWS CORP CLASS'A'NON VTG COM COMMON STKUSD0.01 STOCK 65248E104 11,687,923.94 11,688 974,806 SH Sole 28 974,806 PRIMEENERGY CORP COMMON COM STK USD0.10 STOCK 74158E104 11,472.00 11 400 SH Sole 28 400 SALLY BEAUTY HOLDINGS INC COMMON COM STK USD0.01 STOCK 79546E104 490,590.00 491 69,000 SH Sole 28 69,000 CKE RESTAURANTS INC COM STK COMMON USD0.01 STOCK 12561E105 373,412.53 373 35,597 SH Sole 28 35,597 AMERICAN EAGLE OUTFITTER COM COMMON STK USD0.01 STOCK 02553E106 7,053,566.46 7,054 418,361 SH Sole 28 418,361 IKANOS COMUNICATIONS COM STK COMMON USD0.001 STOCK 45173E105 3,728.00 4 1,600 SH Sole 33 1,600 INVENTIV HEALTH INC COM STK COMMON USD0.001 STOCK 46122E105 470,113.00 470 28,100 SH Sole 28, 33 28,100 CELERA CORP COMMON USD0.01 STOCK 15100E106 437,800.79 438 70,273 SH Sole 8, 28, 33 70,273 CYBEX INTERNATIONAL INC COM STK COMMON USD0.10 STOCK 23252E106 2,128.00 2 1,400 SH Sole 33 1,400 ARQULE INC COM COMMON STK USD0.01 STOCK 04269E107 134,838.00 135 29,700 SH Sole 28 29,700 JAKKS PACIFIC INC COM STK COMMON USD0.001 STOCK 47012E106 2,013,778.64 2,014 140,627 SH Sole 8, 28, 39 140,627 TARGET CORP COM COMMON 23, 28, STK USD0.0833 STOCK 87612E106 19,911,354.00 19,911 426,550 SH Sole 34, 36, 39 426,550 FUSHI COPPERWELD INC COM STK COMMON USD0.006 STOCK 36113E107 98,136.00 98 11,600 SH Sole 28 11,600 HOME BANCORP INC COMMON USD0.01 STOCK 43689E107 82,756.00 83 6,800 SH Sole 28 6,800 NSTAR COM COM STK COMMON USD1 STOCK 67019E107 6,861,028.40 6,861 215,620 SH Sole 28 215,620 RENASANT CORPORATION COMMON COM STK STOCK 75970E107 472,126.05 472 31,793 SH Sole 8, 28, 33 31,793 T-3 ENERGY SERVICES INC COMMON COM STK USD0.01 STOCK 87306E107 211,775.00 212 10,750 SH Sole 23, 28 10,750 EDWARDS LIFESCIENCES CORP COM STK COMMON USD1 STOCK 28176E108 11,723,207.90 11,723 167,690 SH Sole 11, 28, 47 167,690 ARGAN INC COM STK COMMON USD0.15 STOCK 04010E109 76,608.00 77 5,700 SH Sole 28 5,700 NCR CORP COM STK COMMON USD0.01 STOCK 62886E108 10,034,287.40 10,034 726,070 SH Sole 28, 39 726,070 USEC INC COM STK COMMON USD0.10 STOCK 90333E108 466,246.97 466 99,413 SH Sole 8, 28, 33 99,413 COMPLETE PRODUCTION SERVICES INC COMMON COM STK USD0.01 STOCK 20453E109 562,740.00 563 49,800 SH Sole 8, 28 49,800 DR PEPPER SNAPPLE GROUP INC COMMON USD0.01 STOCK 26138E109 8,330,456.25 8,330 289,755 SH Sole 11, 28, 36 289,755 EXACTECH INC COM COMMON STK USD0.01 STOCK 30064E109 91,292.00 91 5,800 SH Sole 28 5,800 INCONTACT INC COM COMMON STK NPV STOCK 45336E109 65,262.00 65 21,900 SH Sole 28 21,900 PHOENIX COMPANIES INC COM STK COMMON USD0.01 STOCK 71902E109 279,097.00 279 85,876 SH Sole 28 85,876
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- TRAVELERS COS 19, 23, INC/THE COMMON 28, 31, STOCK 89417E109 20,711,996.37 20,712 420,719 SH Sole 34, 36 420,719 NEWS CORP CLASS'B'VTG COMMON COM STK USD0.01 STOCK 65248E203 2,556,378.71 2,556 182,729 SH Sole 34, 36 182,729 J2 GLOBAL COMMUNICATIONS INC COM STK COMMON USD0.01 STOCK 46626E205 932,135.10 932 40,510 SH Sole 23, 28 40,510 GT SOLAR INTERNATIONAL COMMON INC COM STK NPV STOCK 3623E0209 132,468.00 132 22,800 SH Sole 28 22,800 INTEGRATED ELECTRICAL SERVICES COM COMMON STK USD0.01 STOCK 45811E301 52,325.00 52 6,500 SH Sole 28, 33 6,500 ACCO BRANDS CORP COMMON COM STK USD0.01 STOCK 00081T108 381,938.00 382 52,900 SH Sole 8, 28 52,900 AC MOORE ARTS & CRAFT INC COM COMMON STK NPV STOCK 00086T103 1,476.00 1 410 SH Sole 33 410 AFC ENTERPRISES INC COM STK COMMON USD0.001 STOCK 00104Q107 153,875.50 154 18,275 SH Sole 28 18,275 AES CORP COM STK COMMON USD0.01 STOCK 00130H105 13,670,516.34 13,671 922,437 SH Sole 28, 35, 39 922,437 AMAG PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 00163U106 759,158.40 759 17,380 SH Sole 28, 47 17,380 AT&T INC COM STK 19, 23, USD1 COMMON 28, 32, STOCK 00206R102 87,466,996.19 87,467 3,238,319 SH Sole 36, 37, 39 3,238,319 ATMI INC COM STK COMMON USD0.01 STOCK 00207R101 414,854.55 415 22,857 SH Sole 28 22,857 ATP OIL & GAS CORP COM STK COMMON USD0.001 STOCK 00208J108 495,553.00 496 27,700 SH Sole 28, 33 27,700 ATC TECHNOLOGY CORP COM STK COMMON 8, 23, 28, USD0.01 STOCK 00211W104 1,313,289.12 1,313 66,462 SH Sole 30, 33 66,462 AXT INC COM STK COMMON USD0.001 STOCK 00246W103 4,224.00 4 2,200 SH Sole 33 2,200 ABINGTON BANCORP INC COM STK COMMON USD0.01 STOCK 00350L109 141,642.00 142 18,300 SH Sole 28, 33 18,300 ABOVENET INC COM COMMON STK USD0.01 STOCK 00374N107 433,964.00 434 8,900 SH Sole 28 8,900 ACCELRYS INC COM COMMON STOCK 00430U103 107,300.00 107 18,500 SH Sole 28 18,500 ACORDA THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 00484M106 654,168.00 654 28,100 SH Sole 28 28,100 ACTIVIDENTITY CORP COM STK COMMON USD0.001 STOCK 00506P103 97,227.00 97 35,100 SH Sole 28, 33 35,100 ACTIVISION BLIZZARD INC COM STK COMMON USD0.000001 STOCK 00507V109 6,137,869.71 6,138 495,389 SH Sole 11, 34 495,389 ACTUATE CORP COM COMMON STK USD0.001 STOCK 00508B102 1,436,619.00 1,437 248,550 SH Sole 25, 28 248,550 ACTUANT CORP CLS'A' COM STK COMMON USD0.20 STOCK 00508X203 913,171.60 913 56,860 SH Sole 8, 28 56,860 ACUITY BRANDS INC COMMON COM STK USD0.01 STOCK 00508Y102 1,455,505.48 1,456 45,188 SH Sole 8, 23, 28 45,188 ACURA PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 00509L703 31,682.00 32 6,200 SH Sole 28 6,200 ADAPTEC INC COM COMMON STK USD0.001 STOCK 00651F108 358,482.20 358 107,330 SH Sole 8, 28, 33 107,330 ADOBE SYSTEMS INC 11, 28, COM STK COMMON 34, 39, USD0.0001 STOCK 00724F101 13,336,992.48 13,337 403,662 SH Sole 43, 47 403,662 ADOLOR CORP COM COMMON STK USD0.0001 STOCK 00724X102 53,583.00 54 33,700 SH Sole 28 33,700 ADTRAN INC COM COMMON STK USD0.01 STOCK 00738A106 3,725,806.20 3,726 151,764 SH Sole 28 151,764 ADVANCE AMER CASH ADVANCE CTRS COMMON INC COM USD0.01 STOCK 00739W107 257,488.00 257 45,980 SH Sole 8, 28 45,980 ADVANCE AUTO PARTS INC COM COMMON STK USD0.0001 STOCK 00751Y106 7,563,364.00 7,563 192,550 SH Sole 28 192,550 ADVANCED BATTERY TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 00752H102 151,900.00 152 35,000 SH Sole 28 35,000 ADVANCED ANALOGIC COMMON COM STK NPV STOCK 00752J108 130,613.00 131 32,900 SH Sole 28, 33 32,900 ADVISORY BOARD INC COM STK COMMON USD0.01 STOCK 00762W107 1,224,091.74 1,224 48,691 SH Sole 26, 28 48,691 AECOM TECHNOLOGY CORP COM STK COMMON USD0.01 STOCK 00766T100 10,137,902.74 10,138 373,541 SH Sole 23, 28 373,541 AETNA INC NEW COM COMMON 11, 28, STK USD0.001 STOCK 00817Y108 24,716,045.64 24,716 888,108 SH Sole 32, 39 888,108 AFFYMAX INC COM COMMON STK USD0.001 STOCK 00826A109 229,344.00 229 9,600 SH Sole 28 9,600 AFFYMETRIX INC COMMON COM STK USD0.01 STOCK 00826T108 1,936,955.80 1,937 220,610 SH Sole 8, 28 220,610 AGFEED INDUSTRIES INC COM STK COMMON USD0.001 STOCK 00846L101 109,470.00 109 20,500 SH Sole 28 20,500 AGILENT TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 00846U101 6,053,859.90 6,054 217,530 SH Sole 28, 43 217,530 AGILYSYS INC COMMON STOCK 00847J105 66,460.15 66 10,085 SH Sole 28 10,085 AIR TRANSPORT SERVICES GROUP INC COM STK COMMON USD0.01 STOCK 00922R105 150,510.00 151 43,500 SH Sole 28 43,500 AIRTRAN HLDGS INC COM STK COMMON USD0.001 STOCK 00949P108 2,125,493.75 2,125 340,079 SH Sole 8, 28 340,079 AIRVANA INC COM COMMON STK USD0.001 STOCK 00950V101 108,997.00 109 16,100 SH Sole 28 16,100 AKAMAI TECHNOLOGIES COMMON COM STK USD0.01 STOCK 00971T101 1,458,504.48 1,459 74,111 SH Sole 28 74,111 ALASKA COM SYSTEMS GROUP COMMON COM STK USD0.01 STOCK 01167P101 297,850.00 298 32,200 SH Sole 28 32,200 ALKERMES INC COM COMMON STK USD0.01 STOCK 01642T108 1,467,257.02 1,467 159,658 SH Sole 25, 28 159,658 ALLEGHENY TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 01741R102 2,519,070.06 2,519 71,994 SH Sole 28, 34, 39 71,994 ALLEGIANT TRAVEL COM STK COMMON USD0.001 STOCK 01748X102 409,238.96 409 10,744 SH Sole 28 10,744 ALLIED CAPITAL CORP COM STK COMMON USD0.0001 STOCK 01903Q108 411,073.00 411 133,900 SH Sole 28 133,900 ALLIED HEALTHCARE COMMON INTL USD0.1 STOCK 01923A109 121,240.00 121 43,300 SH Sole 28, 33 43,300 ALLSCRIPTS-MISYS HEALTHCARE SO COMMON COM STK USD0.01 STOCK 01988P108 8,785,301.78 8,785 433,414 SH Sole 5, 11, 23 433,414 ALNYLAM PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 02043Q107 1,283,982.84 1,284 56,613 SH Sole 26, 28 56,613 ALPHA NATURAL RESOURCES COM COMMON 11, 23, STK USD0.01 STOCK 02076X102 2,677,006.80 2,677 76,268 SH Sole 34, 43 76,268 ALPHATEC HOLDINGS INC COM STK COMMON USD0.0001 STOCK 02081G102 98,187.00 98 21,345 SH Sole 28, 33 21,345 ALTRA HOLDINGS INC COM STK COMMON USD0.001 STOCK 02208R106 2,747,245.71 2,747 245,509 SH Sole 8, 23, 28 245,509 ALTRIA GROUP INC COM STK COMMON USD0.333 STOCK 02209S103 17,040,358.66 17,040 956,786 SH Sole 19, 28, 36 956,786 AMCOL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 02341W103 404,008.50 404 17,650 SH Sole 28 17,650 AMERICA SERVICE GROUP INC COM COMMON STK USD0.01 STOCK 02364L109 113,497.48 113 6,862 SH Sole 23, 28 6,862 AMERICAN CAP LTD COMMON COM USD0.01 STOCK 02503Y103 881,467.00 881 272,900 SH Sole 8, 28, 33 272,900 AMERICAN CARESOURCE HOLDINGS INC COMMON COM STK USD0.01 STOCK 02505A103 45,885.00 46 10,500 SH Sole 28 10,500 AMERICAN MEDICAL SYSTEMS HLDGS INC COM STK COMMON USD0.01 STOCK 02744M108 1,507,876.56 1,508 89,118 SH Sole 11, 23, 28 89,118
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- AMERICAN PUBLIC EDUCATION INC COMMON COM STK USD0 STOCK 02913V103 2,664,558.00 2,665 76,700 SH Sole 5, 28 76,700 AMERICAN RAILCAR INDUSTRIES COM COMMON STK USD0.01 STOCK 02916P103 114,619.83 115 10,803 SH Sole 23, 28, 33 10,803 AMERICREDIT CORP COMMON COM STK USD0.01 STOCK 03060R101 3,293,557.15 3,294 208,585 SH Sole 28, 33, 34 208,585 AMERICA'S CAR MART INC COM COMMON STK USD0.01 STOCK 03062T105 182,020.00 182 7,600 SH Sole 28, 33 7,600 AMERIGON INC CL A COMMON NEW STOCK 03070L300 114,660.00 115 15,600 SH Sole 28 15,600 AMERISTAR CASINOS INC COM STK COMMON USD0.01 STOCK 03070Q101 301,271.76 301 19,092 SH Sole 28 19,092 AMERISAFE INC COM COMMON 8, 23, 28, STK USD0.01 STOCK 03071H100 3,624,984.00 3,625 210,144 SH Sole 33, 39 210,144 AMERIGROUP CORP COMMON COM STK USD0.01 STOCK 03073T102 944,442.00 944 42,600 SH Sole 8, 28 42,600 AMERISERV FINANCIAL INC COMMON COM STK USD2.50 STOCK 03074A102 3,240.00 3 1,800 SH Sole 33 1,800 AMERIPRISE FINANCIAL INC COMMON COM STK USD0.01 STOCK 03076C106 9,214,777.53 9,215 253,641 SH Sole 23, 28, 37 253,641 AMERIS BANCORP COMMON COM STK USD1 STOCK 03076K108 130,467.83 130 18,247 SH Sole 8, 28, 33 18,247 AMICUS THERAPEUTICS COMMON COM STK NPV STOCK 03152W109 105,875.00 106 12,100 SH Sole 28 12,100 AMSURG CORP COM COMMON STK NPV STOCK 03232P405 702,967.76 703 33,112 SH Sole 11, 28, 33 33,112 ANGIODYNAMICA INC COMMON COM STK USD0.01 STOCK 03475V101 281,112.00 281 20,400 SH Sole 28, 33 20,400 ANSYS INC COM STK COMMON USD0.01 STOCK 03662Q105 12,504,151.17 12,504 333,711 SH Sole 11, 28, 39 333,711 A123 SYSTEMS COMMON USD0.001 STOCK 03739T108 2,132.00 2 100 SH Sole 8 100 APOLLO INVESTMENT CORP COM STK COMMON USD0.001 STOCK 03761U106 4,276,690.55 4,277 447,821 SH Sole 28 447,821 APPLIED INDUSTRIAL TECHNOLOGIES COMMON 8, 28, 30, INC COM STK NPV STOCK 03820C105 1,759,707.92 1,760 83,162 SH Sole 33 83,162 APPLIED MICROCIRCUITS CORP COM STK COMMON USD0.01 STOCK 03822W406 643,276.08 643 64,392 SH Sole 8, 28 64,392 APPROACH RESOURCES INC COMMON 28, 30, COM STK USD0.01 STOCK 03834A103 1,536,417.72 1,536 169,209 SH Sole 33, 39 169,209 AQUA AMERICA INC COMMON COM USD0.50 STOCK 03836W103 4,840,874.64 4,841 274,426 SH Sole 28 274,426 ARBINET CORP COM COMMON STK USD0.001 STOCK 03875P100 3,290.00 3 1,400 SH Sole 33 1,400 ARBITRON INC COM COMMON STK USD0.50 STOCK 03875Q108 374,780.28 375 18,053 SH Sole 28 18,053 ARCH CHEMICALS INC COM STK COMMON USD0.01 STOCK 03937R102 568,310.50 568 18,950 SH Sole 28 18,950 ARDEA BIOSCIENCES INC COM STK COMMON USD0.001 STOCK 03969P107 190,528.00 191 10,400 SH Sole 28 10,400 ARES CAPITAL CORP COM STK COMMON USD0.001 STOCK 04010L103 780,458.44 780 70,822 SH Sole 28 70,822 ARIAD PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 04033A100 207,379.08 207 93,414 SH Sole 8, 28 93,414 ARIBA INC COM COMMON USD0.002 STOCK 04033V203 739,790.00 740 63,775 SH Sole 28 63,775 ARMSTRONG WORLD INDUSTRIES INC COM STK COMMON USD0.01 'WI' STOCK 04247X102 1,538,294.40 1,538 44,640 SH Sole 19, 25, 34 44,640 ARRIS GROUP INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 04269Q100 2,324,652.82 2,325 178,682 SH Sole 30, 33 178,682 ARRAY BIOPHARMA INC COM STK COMMON USD0.001 STOCK 04269X105 87,346.00 87 36,700 SH Sole 28 36,700 ART TECHNOLOGY GROUP INC COM COMMON STK USD0.01 STOCK 04289L107 355,892.00 356 92,200 SH Sole 28 92,200 ARTIO GLOBAL INVESTORS INC COMMON USD0.01 STOCK 04315B107 565,807.55 566 21,637 SH Sole 8, 43, 47 21,637 ASIAINFO HLDGS INC COM STK COMMON USD0.01 STOCK 04518A104 423,364.00 423 21,200 SH Sole 28 21,200 ASSET ACCEPTANCE CAPITAL CORP COMMON COM STK USD0.01 STOCK 04543P100 94,576.25 95 13,045 SH Sole 28, 33 13,045 ASSISTED LIVING CONCEPTS INC CLASS'A'COM COMMON STK USD0.01 STOCK 04544X300 2,083,561.76 2,084 100,558 SH Sole 28, 33, 36 100,558 ASSURANT INC COM COMMON 11, 28, STK USD0.01 STOCK 04621X108 5,304,166.70 5,304 165,445 SH Sole 32, 43 165,445 ATHENAHEALTH INC COMMON 5, 26, 28, ORD USD0.01 STOCK 04685W103 6,653,319.63 6,653 173,399 SH Sole 47 173,399 ATHEROS COMMUNICATIONS INC COM STK COMMON USD0.0005 STOCK 04743P108 3,277,171.31 3,277 123,527 SH Sole 23, 28 123,527 AUTONATION INC COMMON COM STK USD0.01 STOCK 05329W102 984,763.36 985 54,467 SH Sole 28, 33 54,467 AUXILIUM PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 05334D107 1,115,246.00 1,115 32,600 SH Sole 8, 28 32,600 AVANIR PHARMACEUTICALS COM STK NPV COMMON CLASS 'A' STOCK 05348P401 86,736.00 87 41,700 SH Sole 28 41,700 AVID TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 05367P100 321,252.00 321 22,800 SH Sole 28, 33 22,800 AVISTA CORP COM COMMON STK NPV STOCK 05379B107 1,802,835.42 1,803 89,161 SH Sole 8, 28, 30 89,161 AWARE INC MASSACHUSETTS COMMON COM STK USD0.01 STOCK 05453N100 3,172.00 3 1,300 SH Sole 33 1,300 B & G FOODS HLDGS COM CLASS 'A' COMMON USD0.01 STOCK 05508R106 279,279.00 279 34,100 SH Sole 8, 28, 33 34,100 BGC PARTNERS INC CLASS'A'COM COMMON STK USD0.01 STOCK 05541T101 254,707.08 255 59,511 SH Sole 8, 28 59,511 BJS WHOLESALE CLUB INC COM COMMON STK USD0.01 STOCK 05548J106 7,289,528.54 7,290 201,257 SH Sole 11, 28 201,257 BOFI HLDG INC COM COMMON STK USD0.01 STOCK 05566U108 5,894.00 6 700 SH Sole 33 700 BMP SUNSTONE CORP COMMON STOCK 05569C105 104,192.00 104 25,600 SH Sole 28 25,600 BALLY TECHNOLOGIES INC COM STK COMMON USD0.1 STOCK 05874B107 3,684,249.03 3,684 96,019 SH Sole 23, 28, 30 96,019 BANCFIRST CORP COMMON COM STK USD1 STOCK 05945F103 273,282.00 273 7,400 SH Sole 8, 28 7,400 BANCORP INC DEL COMMON NEW COM STK NPV STOCK 05969A105 510,224.00 510 89,200 SH Sole 28, 30, 33 89,200 BANCTRUST FINL GR COMMON INC STOCK 05978R107 6,783.00 7 1,900 SH Sole 33 1,900 BANKFINANCIAL CORP COM COMMON USD0.01 STOCK 06643P104 171,616.12 172 17,914 SH Sole 28, 33 17,914 BANNER CORP COM COMMON STK USD0.01 STOCK 06652V109 46,101.51 46 16,887 SH Sole 8, 28, 33 16,887 BILL BARRETT CORP COMMON COM NPV STOCK 06846N104 6,403,231.20 6,403 195,280 SH Sole 5, 28 195,280 BASIC ENERGY SERVICES INC COMMON COM STK USD0.01 STOCK 06985P100 266,569.02 267 31,398 SH Sole 23, 28 31,398 BEAZER HOMES USA INC COM STK COMMON USD0.01 STOCK 07556Q105 139,191.00 139 24,900 SH Sole 28 24,900 BENCHMARK ELECTRONICS INC COM STK COMMON 8, 23, 28, USD0.10 STOCK 08160H101 1,902,186.00 1,902 105,677 SH Sole 30, 33 105,677 BENEFICIAL MUTUAL BANCORP IN COM COMMON STK USD0.01 STOCK 08173R104 226,424.00 226 24,800 SH Sole 28 24,800 BIG 5 SPORTING GOODS CORP COM COMMON STK USD0.01 STOCK 08915P101 240,090.00 240 15,900 SH Sole 28 15,900
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BIO-REFERENCE LABORATORIES COMMON INC COM USD0.01 STOCK 09057G602 1,569,328.00 1,569 45,620 SH Sole 25, 28, 47 45,620 BIOCRYST PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 09058V103 125,248.00 125 15,200 SH Sole 28 15,200 BIODELIVERY SCIENCES INTERNATIONAL COM STK COMMON USD0.001 STOCK 09060J106 29,280.00 29 6,100 SH Sole 28 6,100 BIOGEN IDEC INC COM STK COMMON USD0.0005 STOCK 09062X103 11,104,750.68 11,105 219,809 SH Sole 28, 34, 39 219,809 BIODEL INC COM COMMON STK USD0.01 STOCK 09064M105 68,199.00 68 12,700 SH Sole 28 12,700 BIOMIMETIC THERAPEUTICS COM STK COMMON USD0.001 STOCK 09064X101 117,045.06 117 9,586 SH Sole 28 9,586 BIOVAIL CORP INTL COMMON COM NPV STOCK 09067J109 3,797,323.00 3,797 246,100 SH Sole 35 246,100 BIOSCRIP INC COM COMMON STK USD0.0001 STOCK 09069N108 207,532.00 208 30,700 SH Sole 28, 33 30,700 BJS RESTAURANTS COMMON INC COM STOCK 09180C106 854,594.89 855 57,011 SH Sole 26, 28, 47 57,011 BLACKBAUD INC COM COMMON STK USD0.001 STOCK 09227Q100 5,393,860.80 5,394 232,494 SH Sole 5, 11, 28 232,494 BLACKROCK INC CLASS'A'COM COMMON STK NPV STOCK 09247X101 151,774.00 152 700 SH Sole 32 700 BLUE COAT SYS INC COMMON STOCK 09534T508 748,316.34 748 33,126 SH Sole 23, 28 33,126 BLUE NILE INC COM COMMON STK USD0.001 STOCK 09578R103 2,788,069.84 2,788 44,882 SH Sole 26, 28 44,882 BLUELINX HLDGS COMMON INC COM USD0.01 STOCK 09624H109 47,719.00 48 11,900 SH Sole 28 11,900 BLYTH INC COM STK COMMON USD0.02 STOCK 09643P207 618,363.18 618 15,966 SH Sole 28, 33 15,966 BOISE INC COM STK COMMON USD0.0001 STOCK 09746Y105 111,936.00 112 21,200 SH Sole 28 21,200 BOVIE MED CORP COM COMMON STOCK 10211F100 105,190.00 105 13,400 SH Sole 28 13,400 BRIDGEPOINT EDUCATION INC COMMON USD0.01 STOCK 10807M105 286,888.00 287 18,800 SH Sole 8, 28 18,800 BROADRIDGE FINANCIAL SOL COMMON COM STK NPV STOCK 11133T103 5,653,125.00 5,653 281,250 SH Sole 28 281,250 BROADPOINT GLEACHER SECURITIES COMMON GROUP INC STOCK 11134A103 299,406.00 299 35,900 SH Sole 28 35,900 BROADWIND ENERGY INC COM STK COMMON USD0.001 STOCK 11161T108 196,461.00 196 24,900 SH Sole 28 24,900 BROOKLINE BANCORP COMMON STOCK 11373M107 782,314.20 782 80,485 SH Sole 8, 11, 28 80,485 BUILDERS FIRSTSOURCE INC COM STK COMMON USD0.01 STOCK 12008R107 51,448.00 51 11,800 SH Sole 28 11,800 BURLINGTON NORTHERN SANTA FE CORP COM COMMON STK USD0.01 STOCK 12189T104 9,134,547.75 9,135 114,425 SH Sole 28, 47 114,425 BWAY HOLDING COMPANY COM COMMON STK USD0.01 STOCK 12429T104 129,570.00 130 7,000 SH Sole 28, 33 7,000 CAI INTERNATIONAL INC COM STK COMMON USD0.0001 STOCK 12477X106 51,590.00 52 7,000 SH Sole 28 7,000 CB RICHARD ELLIS GROUP INC COM COMMON STK USD0.01 STOCK 12497T101 1,172,239.00 1,172 99,850 SH Sole 28 99,850 CH ENERGY GROUP INC COM STK COMMON USD0.10 STOCK 12541M102 602,527.38 603 13,598 SH Sole 23, 28 13,598 CH ROBINSON WORLDWIDE INC COMMON COM STK USD0.10 STOCK 12541W209 9,445,012.50 9,445 163,550 SH Sole 11, 28 163,550 CLECO CORP COM COMMON STK USD2 STOCK 12561W105 4,699,716.12 4,700 187,389 SH Sole 8, 23, 28 187,389 CKX INC COM COMMON STOCK 12562M106 551,642.52 552 82,212 SH Sole 26, 28 82,212 CME GROUP INC COM STK USD0.01 COMMON CLASS'A' STOCK 12572Q105 8,746,432.20 8,746 28,380 SH Sole 28 28,380 CNA SURETY COM COMMON STK USD0.01 STOCK 12612L108 241,380.00 241 14,900 SH Sole 28, 33 14,900 CPI INTERNATIONAL COMMON USD0.01 STOCK 12618M100 102,959.19 103 9,201 SH Sole 8, 28, 33 9,201 CRA INTERNATIONAL COMMON INC COM STOCK 12618T105 210,978.99 211 7,731 SH Sole 28, 33 7,731 CTC MEDIA INC COM COMMON NPV STOCK 12642X106 34,898.40 35 2,220 SH Sole 23 2,220 CVR ENERGY INC COMMON COM STK USD0.01 STOCK 12662P108 215,212.00 215 17,300 SH Sole 28 17,300 CA INC COM STK COMMON USD0.10 STOCK 12673P105 4,111,272.39 4,111 186,961 SH Sole 28, 34 186,961 CABLEVISION SYSTEMS CORP NY GROUP COM COMMON STK USD0.01 STOCK 12686C109 6,808,531.25 6,809 286,675 SH Sole 11, 35, 47 286,675 CABOT MICROELECTRONICS CORP COM STK COMMON USD0.001 STOCK 12709P103 635,567.52 636 18,232 SH Sole 28, 33 18,232 CADENCE FINANCIAL CORP COM STK COMMON USD1 STOCK 12738A101 1,830.00 2 1,000 SH Sole 33 1,000 CADENCE PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 12738T100 249,956.00 250 22,600 SH Sole 8, 28 22,600 CAL DIVE INTL INC DEL COM STK COMMON 8, 25, 28, USD0.01 STOCK 12802T101 2,764,591.26 2,765 279,534 SH Sole 33 279,534 CALAMOS ASSET MANAGEMENT INC COM STK COMMON USD0.01 CLS'A' STOCK 12811R104 376,336.96 376 28,816 SH Sole 23, 28 28,816 CALIFORNIA PIZZA KITCHEN INC COMMON COM STK USD0.01 STOCK 13054D109 237,736.40 238 15,220 SH Sole 28, 33 15,220 CALLIDUS SOFTWARE INC COM COMMON USD0.001 STOCK 13123E500 67,123.00 67 22,300 SH Sole 28 22,300 CAMECO CORP COM COMMON NPV STOCK 13321L108 1,073,080.00 1,073 38,600 SH Sole 37 38,600 CAMERON INTERNATIONAL CORP COM STK COMMON 23, 28, USD0.01 STOCK 13342B105 10,188,934.92 10,189 269,406 SH Sole 43, 47 269,406 CAPITAL ONE FINANCIAL CORP COMMON COM STK USD0.01 STOCK 14040H105 24,063,726.24 24,064 673,488 SH Sole 28, 32, 39 673,488 CAPITALSOURCE INC COMMON COM STK USD0.01 STOCK 14055X102 4,062,318.12 4,062 936,018 SH Sole 39 936,018 CAPITOL BANCORP COMMON COM STK NPV STOCK 14056D105 2,088.00 2 800 SH Sole 33 800 CARACO PHARMACEUTICAL LABORATORIES COMMON COM STK NPV STOCK 14075T107 40,720.00 41 8,000 SH Sole 28 8,000 CARDIAC SCIENCE CORP COM STK COMMON USD0.01 STOCK 14141A108 72,568.00 73 18,142 SH Sole 23, 28, 33 18,142 CARDINAL FINANCIAL CORP COMMON COM STK USD0.01 STOCK 14149F109 188,467.00 188 22,900 SH Sole 28, 33 22,900 CARDINAL HEALTH 23, 28, INC COM STK NPV COMMON 31, 34, STOCK 14149Y108 8,808,597.20 8,809 328,679 SH Sole 36, 37 328,679 CARDIONET INC COMMON USD0.001 STOCK 14159L103 98,112.00 98 14,600 SH Sole 28 14,600 CARDTRONICS INC COM STK COMMON USD0.0001 STOCK 14161H108 77,418.00 77 9,900 SH Sole 28 9,900 CAREFUSION CORP COMMON 23, 28, USD0.01 STOCK 14170T101 2,726,460.60 2,726 125,067 SH Sole 31, 34 125,067 CARROLS RESTAURANT GROUP INC COM COMMON STK USD0.01 STOCK 14574X104 59,724.00 60 7,900 SH Sole 28 7,900 CASH AMERICA INTERNATIONAL COMMON 8, 23, 28, COM STK USD0.10 STOCK 14754D100 1,400,781.20 1,401 46,445 SH Sole 33 46,445 CASS INFORMATION SYSTEMS COM COMMON STK USD0.5 STOCK 14808P109 186,027.80 186 6,230 SH Sole 28 6,230 CATALYST HEALTH COMMON SOLUTIONS INC STOCK 14888B103 902,775.50 903 30,970 SH Sole 23, 28 30,970
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CAVIUM NETWORKS COM STK COMMON USD0.001 STOCK 14965A101 1,276,176.80 1,276 59,440 SH Sole 28, 47 59,440 CELESTICA INC SUB COMMON ORD VTG SHS NPV STOCK 15101Q108 2,416,793.28 2,417 254,936 SH Sole 23, 43 254,936 CELLDEX THERAPEUTICS COMMON INC USD0.001 STOCK 15117B103 54,329.04 54 9,896 SH Sole 23, 28 9,896 CENTENNIAL COMMUNICATIONS CORP CLASS'A'COM COMMON STK USD0.01 STOCK 15133V208 511,518.00 512 64,100 SH Sole 28 64,100 CENTENE CORP(DEL) COM STK COMMON USD0.001 STOCK 15135B101 871,088.48 871 45,992 SH Sole 23, 28 45,992 CENTERPOINT ENERGY INC COM COMMON STK NPV STOCK 15189T107 9,994,577.67 9,995 804,069 SH Sole 28, 35, 39 804,069 CENTERSTATE BKS COMMON FLA INC COM STOCK 15201P109 87,579.00 88 11,100 SH Sole 28 11,100 CEPHEID COM STK COMMON NPV STOCK 15670R107 557,751.80 558 42,190 SH Sole 28 42,190 CENVEO INC COM COMMON USD0.01 STOCK 15670S105 257,770.00 258 37,250 SH Sole 28 37,250 CHART INDUSTRIES COMMON 8, 11, 23, INC COM STK NPV STOCK 16115Q308 1,326,446.42 1,326 61,438 SH Sole 28, 47 61,438 CHASE CORP(MASS) COMMON COM STK USD0.10 STOCK 16150R104 47,970.00 48 4,100 SH Sole 28 4,100 CHEMED CORP CAP COMMON USD1 STOCK 16359R103 721,771.05 722 16,445 SH Sole 28 16,445 CHENIERE ENERGY COMMON INC COM NEW STOCK 16411R208 117,493.00 117 40,100 SH Sole 28 40,100 CHEROKEE INC COM COMMON STK USD0.02 STOCK 16444H102 130,948.11 131 5,463 SH Sole 28 5,463 CHINA AUTOMOTIVE SYSTEMS INC COM STK COMMON USD0.0001 STOCK 16936R105 45,521.00 46 4,900 SH Sole 28 4,900 CHINA BAK BATTERY INC COM STK COMMON USD0.001 STOCK 16936Y100 143,550.00 144 29,000 SH Sole 28 29,000 CHINA-BIOTICS INC COMMON COM STK USD0.01 STOCK 16937B109 94,400.00 94 5,900 SH Sole 28 5,900 CHINA FIRE & SECURITY GROUP INC COM STK COMMON USD0.001 STOCK 16938R103 207,360.00 207 10,800 SH Sole 28 10,800 CHINA HOUSING&LAND DEVELOPMENT INC COM STK COMMON USD0.001 STOCK 16939V103 74,305.00 74 19,300 SH Sole 28 19,300 CHINA PRECISION ST COM STK COMMON USD0.001 STOCK 16941J106 60,928.00 61 22,400 SH Sole 28 22,400 CHINA SKY ONE MEDICAL INC COM STK COMMON USD0.001 STOCK 16941P102 100,244.00 100 7,600 SH Sole 28 7,600 CHINA SECURITY & SURVEILLANCE TECH COM STK COMMON USD0.0001 STOCK 16942J105 177,786.00 178 24,900 SH Sole 28 24,900 CHINA GREEN AGRICULTURE INC COM STK COMMON USD0.01 STOCK 16943W105 66,804.00 67 5,700 SH Sole 28 5,700 CHINA INFORMATION SECURITY TECHNOLOGY INC COMMON COM STK USD0.01 STOCK 16944F101 109,138.00 109 19,700 SH Sole 28 19,700 CHINACAST EDUCATION CORP COM STK COMMON USD0.0001 STOCK 16946T109 151,216.00 151 20,800 SH Sole 28 20,800 CIBER INC COM STK COMMON USD0.01 STOCK 17163B102 408,632.00 409 102,158 SH Sole 8, 23, 28 102,158 CINEMARK HOLDINGS INC COM STK COMMON USD0.001 STOCK 17243V102 333,592.00 334 32,200 SH Sole 28, 33 32,200 CIRCOR INTERNATIONAL INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 17273K109 583,286.40 583 20,640 SH Sole 33 20,640 CISCO SYSTEMS INC 11, 28, COM STK 31, 34, USD0.001 COMMON 36, 37, STOCK 17275R102 125,805,834.22 125,806 5,344,343 SH Sole 38, 39 5,344,343 CITI TRENDS INC COMMON COM STK USD1 STOCK 17306X102 1,517,621.82 1,518 53,306 SH Sole 26, 28, 47 53,306 CLEARWATER PAPER CORPORATION COMMON USD0.0001 STOCK 18538R103 400,983.66 401 9,702 SH Sole 23, 28 9,702 CLIFFS NATURAL RESOURCES INC COM STK COMMON USD0.125 STOCK 18683K101 13,550,102.80 13,550 418,730 SH Sole 11, 28, 32 418,730 CLIFTON SAVINGS BANCORP INC COMMON COM STK USD0.01 STOCK 18712Q103 70,560.00 71 7,200 SH Sole 28 7,200 CLINICAL DATA INC COMMON COM STK USD0.01 STOCK 18725U109 148,363.00 148 8,900 SH Sole 28 8,900 COGENT COMMUNICATIONS GROUP INC NEW COM STK COMMON USD0.001 STOCK 19239V302 1,106,597.70 1,107 97,929 SH Sole 26, 28 97,929 COGENT INC COM COMMON STK USD0.001 STOCK 19239Y108 317,140.00 317 31,400 SH Sole 28 31,400 COHEN & STEERS INC COM STK COMMON USD0.01 STOCK 19247A100 306,000.00 306 12,750 SH Sole 28 12,750 COINSTAR INC COM COMMON STK USD0.001 STOCK 19259P300 703,727.24 704 21,338 SH Sole 28 21,338 COLLECTORS UNIVERSE INC COM STK COMMON USD0.001 STOCK 19421R200 3,523.74 4 627 SH Sole 33 627 COLLECTIVE BRANDS INC COM STK COMMON USD0.01 STOCK 19421W100 3,329,248.97 3,329 192,109 SH Sole 8, 28, 33 192,109 COLONY FINANCIAL COMMON USD0.01 STOCK 19624R106 1,474,656.50 1,475 75,430 SH Sole 30, 36 75,430 COMCAST CORP COM 19, 28, CLS 'A' USD COMMON 32, 34, 0.01 STOCK 20030N101 53,950,206.90 53,950 3,194,210 SH Sole 36, 37, 39 3,194,210 COMCAST CORP(NEW) CLASS'A'COM COMMON USD1 SPECIAL STOCK 20030N200 11,529,842.40 11,530 717,030 SH Sole 11 717,030 COMPASS MINERALS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 20451N101 3,561,636.00 3,562 57,800 SH Sole 8, 11, 39 57,800 COMPASS DIVERSIFIED HLDGS SHS OF BENEFICIAL COMMON INTEREST STOCK 20451Q104 273,235.59 273 26,097 SH Sole 8, 28, 33 26,097 COMPELLENT TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 20452A108 218,405.00 218 12,100 SH Sole 28 12,100 COMPUCREDIT GOLDINGS CORP COMMON COM STK NPV STOCK 20478T107 122,229.21 122 25,951 SH Sole 8, 28, 33 25,951 COMSCORE INC COM COMMON NPV STOCK 20564W105 602,956.79 603 33,479 SH Sole 26, 28 33,479 CONCHO RESOURCES INC COM STK COMMON USD0.001 STOCK 20605P101 7,035,547.20 7,036 193,710 SH Sole 11, 47 193,710 CONOCOPHILLIPS 19, 23, COM STK USD1.25 COMMON 28, 32, STOCK 20825C104 42,807,389.80 42,807 947,905 SH Sole 34, 36, 39 947,905 CONSOL ENERGY INC COMMON COM STK USD0.01 STOCK 20854P109 6,301,957.22 6,302 139,702 SH Sole 28, 35, 37 139,702 CONSTELLATION BRANDS INC CLASS'A'COM COMMON STK USD0.01 STOCK 21036P108 1,401,011.40 1,401 92,476 SH Sole 28, 33 92,476 CONTANGO OIL & COMMON GAS CO COM NEW STOCK 21075N204 1,811,251.38 1,811 35,473 SH Sole 26, 28 35,473 CORNERSTONE THERAPEUTICS INC COMMON USD0.01(DUPLICATE) STOCK 21924P103 24,235.00 24 3,700 SH Sole 28 3,700 CORPORATE EXECUTIVE BOARD CO COM COMMON STK USD0.01 STOCK 21988R102 2,657,054.10 2,657 106,709 SH Sole 26, 28 106,709 CORRECTIONS CORPORATIONS OF AMERICA COM COMMON USD0.01 STOCK 22025Y407 5,266,804.50 5,267 232,530 SH Sole 28 232,530 COSTCO WHOLESALE CORP COM STK COMMON USD0.005 STOCK 22160K105 18,003,569.58 18,004 318,873 SH Sole 23, 28, 39 318,873 COSTAR GROUP INC COMMON 5, 11, 26, COM STK USD0.01 STOCK 22160N109 6,443,551.62 6,444 156,321 SH Sole 28 156,321 CRACKER BARREL OLD COUNTRY COMMON STORE INC STOCK 22410J106 644,690.40 645 18,741 SH Sole 23, 28 18,741 CROSSTEX ENERGY LP COM STK COMMON USD0.01 STOCK 22765Y104 163,152.00 163 30,900 SH Sole 28, 33 30,900 CYBERSOURCE CORP COM STK COMMON USD0.001 STOCK 23251J106 1,200,206.66 1,200 71,998 SH Sole 23, 28, 47 71,998 CYBERONICS INC COMMON COM STK USD0.01 STOCK 23251P102 395,567.04 396 24,816 SH Sole 23, 28 24,816
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- CYPRESS SHARPRIDGE INVTS INC COM COMMON STK USD0.01 STOCK 23281A307 166,140.00 166 11,700 SH Sole 8, 28 11,700 CYTOKINETICS INC COM STK COMMON USD0.001 STOCK 23282W100 154,997.00 155 29,300 SH Sole 28 29,300 CYTORI THERAPEUTICS COMMON INC COM STK STOCK 23283K105 82,160.00 82 20,800 SH Sole 28 20,800 DG FASTCHANNEL INC COM STK COMMON USD0.001 STOCK 23326R109 293,160.00 293 14,000 SH Sole 28 14,000 DR HORTON INC COM COMMON STK USD0.01 STOCK 23331A109 3,172,265.25 3,172 278,025 SH Sole 28, 39, 43 278,025 DSP GROUP INC COM COMMON STK USD0.001 STOCK 23332B106 219,356.72 219 26,948 SH Sole 8, 28, 33 26,948 DSW INC COM STK COMMON CLASS 'A' NPV STOCK 23334L102 146,365.05 146 9,165 SH Sole 28, 33 9,165 DTS INC COM COMMON STOCK 23335C101 3,253,346.36 3,253 118,822 SH Sole 5, 25, 28 118,822 DAVITA INC COM COMMON STK USD0.001 STOCK 23918K108 2,526,144.00 2,526 44,600 SH Sole 28 44,600 DEL MONTE FOODS COMMON COM STK USD0.01 STOCK 24522P103 126,222.00 126 10,900 SH Sole 33 10,900 DELCATH SYSTEMS INC COM STK COMMON USD0.01 STOCK 24661P104 81,015.00 81 16,500 SH Sole 28 16,500 DELL INC COM STK 28, 31, USD0.01 COMMON 34, 36, STOCK 24702R101 22,314,987.94 22,315 1,462,319 SH Sole 39, 47 1,462,319 DELTEK INC COM COMMON STK USD0.01 STOCK 24784L105 83,013.55 83 10,795 SH Sole 28 10,795 DEMANDTEC COM STK COMMON NPV STOCK 24802R506 136,865.00 137 15,500 SH Sole 28 15,500 DENDREON CORP COM COMMON STK NPV STOCK 24823Q107 1,679,400.00 1,679 60,000 SH Sole 11 60,000 DENNY'S CORP COM COMMON USD0.01 STOCK 24869P104 189,924.00 190 71,400 SH Sole 28 71,400 DESTINATION COMMON MATERNITY CORP STOCK 25065D100 81,585.00 82 4,500 SH Sole 28, 33 4,500 DEVON ENERGY CORP(NEW) COM COMMON 23, 28, STK USD0.10 STOCK 25179M103 18,678,957.92 18,679 277,424 SH Sole 31, 32, 34 277,424 DIAMOND HILL INVT GROUP INC COM COMMON NEW STOCK 25264R207 92,752.00 93 1,600 SH Sole 28 1,600 DIAMOND MGMT&TECHNOLOGY CONSULTANTS COM STK COMMON USD0.001 STOCK 25269L106 132,890.00 133 19,400 SH Sole 28 19,400 DIAMOND OFFSHORE DRILLING INC COMMON COM STK USD0.01 STOCK 25271C102 2,856,048.00 2,856 29,900 SH Sole 28 29,900 DIGITAL RIVER INC COMMON COM STK USD0.01 STOCK 25388B104 4,225,052.16 4,225 104,788 SH Sole 28 104,788 DIGITALGLOBE INC COM STK COMMON USD0.001 STOCK 25389M877 887,395.53 887 39,669 SH Sole 8, 28, 30 39,669 DIRECTV GROUP INC COMMON COM STK USD0.01 STOCK 25459L106 11,399,779.30 11,400 413,335 SH Sole 11, 28, 38 413,335 DISCOVERY COMMUNICATIONS INC CLS 'A' COMMON USD0.01 STOCK 25470F104 1,155,600.00 1,156 40,000 SH Sole 11 40,000 DISH NETWORK CORP CLASS'A'COM COMMON STK USD0.01 STOCK 25470M109 7,651,131.30 7,651 397,255 SH Sole 32, 34, 39 397,255 DOLAN MEDIA COMMON USD0.001 STOCK 25659P402 263,780.00 264 22,000 SH Sole 28 22,000 DOLBY LABORATORIES INC COM STK USD0.001 CLASS COMMON 'A' STOCK 25659T107 5,545,188.00 5,545 145,200 SH Sole 11 145,200 DOMINION RESOURCES INC(VIRGINIA) COMMON 19, 28, COM STK NPV STOCK 25746U109 9,115,831.50 9,116 264,227 SH Sole 31, 32 264,227 DOMINOS PIZZA INC COMMON COM STK USD0.01 STOCK 25754A201 665,413.32 665 75,273 SH Sole 28, 30 75,273 DORAL FINANCIAL CORP COM STK COMMON USD0.01 STOCK 25811P886 67,710.00 68 18,300 SH Sole 8, 28, 33 18,300 DREAMWORKS ANIMATION SKG INC CLASS 'A' COMMON COM STK USD0.01 STOCK 26153C103 12,097,001.30 12,097 340,090 SH Sole 11, 28, 35 340,090 DREW INDUSTRIES COMMON COM STK USD0.01 STOCK 26168L205 4,131,901.62 4,132 190,498 SH Sole 28, 33, 39 190,498 DUFF & PHELPS CORP COM STK COMMON USD0.01 CL 'A' STOCK 26433B107 2,369,996.20 2,370 123,695 SH Sole 25, 28 123,695 DUKE ENERGY CORP COMMON COM STK NPV STOCK 26441C105 8,892,706.50 8,893 564,975 SH Sole 28, 34 564,975 DYNACQ HEALTHCARE INC COM STK COMMON USD0.001 STOCK 26779V105 857.60 1 256 SH Sole 33 256 DYNAMEX INC COM COMMON STK USD0.01 STOCK 26784F103 110,390.80 110 6,760 SH Sole 28 6,760 DYNCORP INTERNATIONAL INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 26817C101 1,626,318.00 1,626 90,351 SH Sole 30, 47 90,351 DYNEGY INC(NEW) CLS'A'COM COMMON USD0.01 STOCK 26817G102 690,907.20 691 270,944 SH Sole 28 270,944 EMS TECHNOLOGIES INC COM STK COMMON USD0.10 STOCK 26873N108 251,922.00 252 12,100 SH Sole 28, 33 12,100 ENSCO INTERNATIONAL INC COM STK COMMON USD0.10 STOCK 26874Q100 18,020,029.08 18,020 423,602 SH Sole 19, 28, 39 423,602 EOG RESOURCES INC COMMON 11, 23, COM STK USD0.01 STOCK 26875P101 35,572,838.21 35,573 425,971 SH Sole 28, 34, 39 425,971 EPIQ SYSTEMS INC COMMON COM STK USD0.01 STOCK 26882D109 2,402,940.00 2,403 165,720 SH Sole 5, 28 165,720 ESB FINANCIAL CORP COM STK COMMON USD0.01 STOCK 26884F102 89,713.00 90 6,700 SH Sole 28 6,700 EQT CORP COM STK COMMON NPV STOCK 26884L109 7,470,975.00 7,471 175,375 SH Sole 23, 28, 43 175,375 EV3 INC COM STK COMMON USD0.01 STOCK 26928A200 769,719.68 770 62,528 SH Sole 28, 33 62,528 EAGLE MATERIALS INC COM STK COMMON USD0.01 STOCK 26969P108 1,292,559.08 1,293 45,226 SH Sole 26 45,226 EAST WEST BANCORP INC COM STK COMMON 8, 28, 33, USD0.01 STOCK 27579R104 849,920.00 850 102,400 SH Sole 47 102,400 ECHELON CORP COM COMMON STK USD0.01 STOCK 27874N105 303,564.69 304 23,587 SH Sole 28 23,587 EHEALTH INC COM COMMON NPV STOCK 28238P109 261,360.00 261 18,000 SH Sole 28 18,000 EINSTEIN NOAH RESTAURANT GROUP INC COM COMMON STK NPV STOCK 28257U104 143,276.00 143 11,900 SH Sole 8, 23, 28 11,900 EL PASO CORP COM COMMON STK USD3 STOCK 28336L109 4,279,218.96 4,279 414,653 SH Sole 28, 43 414,653 ELIZABETH ARDEN INC COM STK COMMON USD0.01 STOCK 28660G106 562,017.50 562 47,750 SH Sole 28, 30, 33 47,750 EMCOR GROUP COM COMMON 8, 23, 28, STK USD0.01 STOCK 29084Q100 2,835,434.88 2,835 111,984 SH Sole 33 111,984 EMDEON INC USD0.00001 COMMON CLS'A' STOCK 29084T104 45,360.00 45 2,800 SH Sole 8 2,800 EMERGENT BIOSOLUTIONS COM STK COMMON USD0.001 STOCK 29089Q105 369,553.16 370 20,926 SH Sole 8, 23, 28 20,926 EMERGENCY MEDICAL SERVICES L.P. COMMON COM STK USD0.01 STOCK 29100P102 481,972.50 482 10,365 SH Sole 23, 28 10,365 ENBRIDGE INC COM COMMON NPV STOCK 29250N105 2,253,426.40 2,253 58,078 SH Sole 43 58,078 ENCORE ACQUISITION CO COMMON 23, 28, COM STK USD0.01 STOCK 29255W100 4,713,709.00 4,714 126,035 SH Sole 32, 33 126,035 ENDEAVOUR INTL CORP COM STK COMMON USD0.001 STOCK 29259G101 106,238.00 106 87,800 SH Sole 28 87,800 ENDWAVE CORP COM COMMON STK USD0.001 STOCK 29264A206 2,544.00 3 800 SH Sole 33 800 ENDO PHARMACEUTICAL HLDGS INC COM COMMON STK NPV STOCK 29264F205 6,857,206.82 6,857 303,014 SH Sole 25, 28 303,014
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ENERGEN CORP COM COMMON STK USD0.01 STOCK 29265N108 6,921,860.00 6,922 160,600 SH Sole 28, 30 160,600 ENERGIZER HLDGS INC COM STK COMMON 11, 28, USD0.01 STOCK 29266R108 14,792,692.22 14,793 222,983 SH Sole 30, 39 222,983 ENDOLOGIX INC COMMON STOCK 29266S106 210,460.00 210 34,000 SH Sole 28 34,000 ENER1 INC COM USD COMMON 0.01 STOCK 29267A203 241,508.00 242 34,900 SH Sole 28 34,900 ENERGY RECOVERY COMMON INC USD0.001 STOCK 29270J100 142,590.00 143 24,500 SH Sole 28 24,500 ENERSYS COM COMMON 8, 23, 28, USD0.01 STOCK 29275Y102 1,677,691.40 1,678 75,845 SH Sole 30, 33 75,845 ENPRO INDUSTRIES INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 29355X107 1,208,836.80 1,209 52,880 SH Sole 30, 33 52,880 ENSIGN GROUP INC COMMON COM NPV STOCK 29358P101 129,076.00 129 9,200 SH Sole 28 9,200 ENTEGRIS INC COM COMMON STK USD0.01 STOCK 29362U104 623,660.40 624 125,992 SH Sole 8, 28 125,992 ENTERGY CORP COM COMMON 19, 28, STK USD0.01 STOCK 29364G103 12,059,019.72 12,059 151,002 SH Sole 32, 34, 37 151,002 ENTEROMEDICS INC COMMON COM NPV STOCK 29365M109 49,816.00 50 10,400 SH Sole 28 10,400 ENTROPIC COMMUNICATIONS, INC COM STK COMMON USD0.001 STOCK 29384R105 121,108.00 121 44,200 SH Sole 28 44,200 EPICOR SOFTWARE CORP COM STK COMMON USD0.001 STOCK 29426L108 252,946.33 253 39,709 SH Sole 23, 28 39,709 EPOCH HLDGS COM COMMON STK USD0.01 STOCK 29428R103 71,750.00 72 8,200 SH Sole 28 8,200 EQUINIX INC COMMON 11, 23, USD0.001 STOCK 29444U502 14,553,664.00 14,554 158,192 SH Sole 28, 47 158,192 ERESEARCHTECHNOLOGY INC COM STK COMMON USD0.01 STOCK 29481V108 216,923.00 217 30,989 SH Sole 28 30,989 ESSA BANCORP INC COMMON COM STK USD0.01 STOCK 29667D104 619,350.85 619 46,885 SH Sole 28, 30, 33 46,885 EVERCORE PARTNERS COMMON INC COM STK NPV STOCK 29977A105 761,794.62 762 26,071 SH Sole 23, 28, 30 26,071 EVERGREEN ENERGY INC COM STK COMMON USD0.001 STOCK 30024B104 59,867.20 60 96,560 SH Sole 28 96,560 EVERGREEN SOLAR INC COM STK COMMON USD0.01 STOCK 30033R108 262,483.20 262 136,710 SH Sole 28 136,710 EXELON CORP COM COMMON STK NPV STOCK 30161N101 15,771,270.42 15,771 317,841 SH Sole 28, 32, 34 317,841 EXELIXIS INC COM COMMON STK USD0.001 STOCK 30161Q104 509,379.20 509 79,840 SH Sole 28 79,840 EXPEDIA INC COM COMMON STK USD0.001 STOCK 30212P105 2,165,080.00 2,165 90,400 SH Sole 28 90,400 EXPONENT INC COM COMMON STK USD0.001 STOCK 30214U102 831,015.00 831 29,500 SH Sole 11, 28 29,500 EXTERRAN HOLDINGS COMMON COM STK USD0.01 STOCK 30225X103 3,131,472.18 3,131 131,907 SH Sole 28, 33, 34 131,907 EXTREME NETWORKS COM STK COMMON USD0.001 STOCK 30226D106 198,973.60 199 71,062 SH Sole 28, 33 71,062 EXXON MOBIL CORP 11, 19, COM STK NPV 23, 28, COMMON 32, 34, STOCK 30231G102 206,546,288.40 206,546 3,010,440 SH Sole 37, 39 3,010,440 FBL FINANCIAL GROUP INC COM COMMON STK NPV STOCK 30239F106 224,358.21 224 11,547 SH Sole 28, 33 11,547 FEI CO COM STK NPV COMMON 8, 23, 28, STOCK 30241L109 1,056,326.45 1,056 42,853 SH Sole 33 42,853 FBR CAPITAL MARKETS COM COMMON STK USD0.001 STOCK 30247C301 67,009.00 67 11,300 SH Sole 28 11,300 FMC TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 30249U101 2,836,632.00 2,837 54,300 SH Sole 28 54,300 FACET BIOTECH COMMON CORP USD0.01 STOCK 30303Q103 305,687.20 306 17,680 SH Sole 28, 33 17,680 FCSTONE GROUP INC COM STK COMMON USD0.0001 STOCK 31308T100 99,533.00 100 20,650 SH Sole 28 20,650 FEDEX CORP COM COMMON 19, 28, STK USD0.10 STOCK 31428X106 19,354,406.88 19,354 257,304 SH Sole 34, 39 257,304 FIDELITY NATIONAL INFO SERVICES INC COM STK COMMON USD0.01 STOCK 31620M106 10,345,376.42 10,345 405,542 SH Sole 11, 28, 35 405,542 FIDELITY NATIONAL FINANCIAL INC CLASS 'A' COM COMMON STK USD0.0001 STOCK 31620R105 8,188,711.44 8,189 543,018 SH Sole 28, 33, 37 543,018 FIFTH STREET FINANCE CORP COMMON USD0.01 STOCK 31678A103 267,785.00 268 24,500 SH Sole 8, 28 24,500 FIRST ADVANTAGE CORP CLASS'A'COM COMMON STK USD0.001 STOCK 31845F100 143,502.80 144 7,736 SH Sole 28 7,736 FIRST BANCORP INC MAINE COM STK COMMON USD0.01 STOCK 31866P102 124,620.00 125 6,700 SH Sole 28 6,700 FIRST CASH FINANCIAL SERVICES INC COMMON COM STK USD0.01 STOCK 31942D107 352,381.23 352 20,571 SH Sole 23, 28 20,571 FIRST CITIZENS BANCSHARES INC NRTH CLASS'A'SHS COMMON USD1 STOCK 31946M103 604,580.00 605 3,800 SH Sole 30 3,800 FIRST COMMUNITY BANCSHARES INC COMMON 8, 28, 30, COM STK USD1 STOCK 31983A103 826,862.40 827 65,520 SH Sole 33 65,520 FIRST DEFIANCE FINANCIAL CORP COMMON COM STK USD0.01 STOCK 32006W106 135,681.00 136 9,100 SH Sole 8, 28, 33 9,100 FIRST FINANCIAL BANKSHARES INC COMMON COM STK USD10 STOCK 32020R109 747,736.28 748 15,118 SH Sole 28 15,118 FIRST FINANCIAL SERVICE CORP COMMON COM STK USD1 STOCK 32022D108 43,104.00 43 3,200 SH Sole 28 3,200 FIRST FINANCIAL NORTHWEST INC COMMON COM STK USD0.01 STOCK 32022K102 91,956.00 92 15,800 SH Sole 28, 33 15,800 FIRST NIAGARA FINANCIAL COMMON 8, 23, 25, GROUP INC COM STOCK 33582V108 5,756,790.69 5,757 466,893 SH Sole 28 466,893 FIRST PLACE FINANCIAL/OHIO COMMON COM STK USD0.01 STOCK 33610T109 1,082.65 1 367 SH Sole 33 367 FIRST SOUTH BANCORP INC COMMON COM STK USD0.01 STOCK 33646W100 101,315.00 101 8,810 SH Sole 8, 28, 33 8,810 1ST UNITED BANCORP INC COMMON USD0.01 STOCK 33740N105 94,875.00 95 16,500 SH Sole 8 16,500 FIRSTCITY FINANCIAL CORP COMMON COM STK USD0.01 STOCK 33761X107 8,300.00 8 1,000 SH Sole 33 1,000 FIVE STAR QUALITY CARE INC COM COMMON STK USD0.01 STOCK 33832D106 8,052.00 8 2,200 SH Sole 33 2,200 FLOWSERVE CORP COMMON COM STK USD1.25 STOCK 34354P105 7,077,931.12 7,078 71,828 SH Sole 11, 23, 28 71,828 FORTUNET INC COM COMMON STK USD0.001 STOCK 34969Q100 748.00 1 400 SH Sole 33 400 FOX CHASE BANCORP INC COM STK COMMON USD0.01 STOCK 35137P106 41,082.00 41 4,100 SH Sole 28 4,100 FREEPORT-MCMORAN COPPER & GOLD 11, 23, INC COM STK COMMON 28, 34, USD0.10 STOCK 35671D857 30,042,946.80 30,043 437,880 SH Sole 38, 39, 43 437,880 FRONTIER COMMUNICATIONS CORP CLASS'B'COM COMMON STK USD0.25 STOCK 35906A108 1,004,878.42 1,005 133,273 SH Sole 28 133,273 FRONTIER OIL CORP COMMON COM STK NPV STOCK 35914P105 2,941,713.60 2,942 211,330 SH Sole 28 211,330 FUELCELL ENERGY INC COM STK COMMON USD0.0001 STOCK 35952H106 203,008.61 203 47,543 SH Sole 28 47,543 FUEL SYSTEMS SOLUTIONS INC COM STK COMMON USD0.001 STOCK 35952W103 341,905.00 342 9,500 SH Sole 28 9,500 FUQI INTERNATIONAL COMMON INC COM STK NPV STOCK 36102A207 2,108,599.20 2,109 72,015 SH Sole 23, 28, 47 72,015 GEO GROUP INC COM COMMON USD0.01 STOCK 36159R103 916,605.48 917 45,444 SH Sole 8, 28, 33 45,444
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- GP STRATEGIES CORP COM STK COMMON USD0.01 STOCK 36225V104 104,800.08 105 13,992 SH Sole 23, 28, 33 13,992 GSE SYSTEMS INC COMMON COM STK USD0.01 STOCK 36227K106 72,152.00 72 11,600 SH Sole 28 11,600 G-III APPAREL GROUP COM STK COMMON 8, 23, 28, USD0.01 STOCK 36237H101 297,843.35 298 21,049 SH Sole 33 21,049 GSI COMMERCE COMMON STOCK 36238G102 1,382,596.00 1,383 71,600 SH Sole 26, 28, 47 71,600 GTSI CORP COM STK COMMON USD0.005 STOCK 36238K103 8,040.00 8 1,000 SH Sole 33 1,000 GSI TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 36241U106 62,244.00 62 15,600 SH Sole 28, 33 15,600 GAIAM INC CLASS'A'COM COMMON STK USD0.0001 STOCK 36268Q103 94,928.00 95 13,600 SH Sole 28 13,600 GAMESTOP CORPORATION NEW CLASS 'A' COMMON COM USD0.001 STOCK 36467W109 1,879,370.00 1,879 71,000 SH Sole 28 71,000 GANDER MOUNTAIN CO COM STK COMMON USD0.01 STOCK 36471P108 31,868.00 32 6,200 SH Sole 28, 33 6,200 GEN-PROBE INC COM GEN PROBE INC COMMON COM STOCK 36866T103 4,497,856.16 4,498 108,539 SH Sole 26, 28 108,539 GENOPTIX INC COM COMMON STK USD0.001 STOCK 37243V100 810,026.20 810 23,290 SH Sole 28, 47 23,290 GENOMIC HEALTH INC COM STK COMMON USD0.0001 STOCK 37244C101 227,344.00 227 10,400 SH Sole 28 10,400 GENTEK INC COM COMMON STK USD0.01 STOCK 37245X203 251,064.00 251 6,600 SH Sole 28 6,600 GENTIVA HEALTH SERVICES INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 37247A102 1,217,461.79 1,217 48,679 SH Sole 33 48,679 GENWORTH FINANCIAL INC COM STK COMMON USD0.001 STOCK 37247D106 2,491,634.75 2,492 208,505 SH Sole 28, 33 208,505 GEOMET INC COM COMMON STK NPV STOCK 37250U201 5,915.00 6 3,500 SH Sole 33 3,500 GEOEYE INC COM COMMON STK USD0.01 STOCK 37250W108 361,800.00 362 13,500 SH Sole 28 13,500 GLACIER BANCORP COMMON COM STK USD0.01 STOCK 37637Q105 895,772.52 896 59,958 SH Sole 11, 23, 28 59,958 GLG PARTNERS INC COM STK COMMON USD0.0001 STOCK 37929X107 236,238.60 236 58,620 SH Sole 26 58,620 GLOBAL PAYMENTS INC COM STK COMMON USD0.001 STOCK 37940X102 8,908,492.00 8,908 190,760 SH Sole 28, 35 190,760 GLOBE SPECIALTY METALS INC COMMON USD0.0001 STOCK 37954N206 77,572.00 78 8,600 SH Sole 8 8,600 GLOBECOMM SYSTEMS INC COM STK COMMON USD0.001 STOCK 37956X103 127,225.00 127 17,500 SH Sole 28, 33 17,500 GMX RESOURCES INC COMMON COM NPV STOCK 38011M108 844,915.22 845 53,782 SH Sole 26, 28 53,782 GOLDMAN SACHS 11, 19, GROUP INC COM 23, 28, STK USD0.01 COMMON 32, 36, STOCK 38141G104 81,298,903.05 81,299 441,003 SH Sole 39, 47 441,003 GOOGLE INC COM 11, 28, STK USD0.001 COMMON 34, 38, CLS'A' STOCK 38259P508 80,678,265.95 80,678 162,707 SH Sole 39, 47 162,707 GRACE(W.R.)& CO COMMON COM STK USD0.01 STOCK 38388F108 1,143,524.00 1,144 52,600 SH Sole 28 52,600 GRAN TIERRA ENERGY INC COM COMMON STK USD0.01 STOCK 38500T101 622,752.00 623 149,700 SH Sole 28 149,700 GRAND CANYON EDUCATION INC COMMON USD0.01 STOCK 38526M106 205,045.00 205 11,500 SH Sole 28 11,500 GREATBATCH INC COM STK COMMON USD0.001 STOCK 39153L106 464,859.36 465 20,688 SH Sole 23, 28, 33 20,688 GTX INC COM STK COMMON USD0.001 STOCK 40052B108 176,640.00 177 13,800 SH Sole 28 13,800 GUARANTY BANCROP COMMON STOCK 40075T102 82,140.00 82 55,500 SH Sole 8, 28, 33 55,500 HKN INC COM STK COMMON USD0.01 STOCK 40420K103 3,090.00 3 1,000 SH Sole 33 1,000 HMS HOLDING CORP COMMON 5, 11, 23, COM STK USD0.01 STOCK 40425J101 5,403,045.90 5,403 141,330 SH Sole 28, 47 141,330 HQ SUSTAINABLE MARITIME INDUSTRIES COM COMMON STK USD0.001 STOCK 40426A208 64,257.60 64 7,302 SH Sole 23, 28 7,302 HALLMARK FINANCIAL SERVICES INC COMMON COM STK USD0.18 STOCK 40624Q203 126,385.00 126 15,700 SH Sole 8, 28, 33 15,700 HALOZYME THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 40637H109 380,385.00 380 53,500 SH Sole 8, 28 53,500 HANGER ORTHOPEDICCOM COMMON USD0.01 STOCK 41043F208 838,857.60 839 60,480 SH Sole 28, 33, 47 60,480 HARBIN ELECTRIC INC COM STK COMMON USD0.00001 STOCK 41145W109 165,424.00 165 9,800 SH Sole 28 9,800 HARRIS STRATEX NETWORKS INC COM STK COMMON USD0.01 CLS'A' STOCK 41457P106 374,150.00 374 53,450 SH Sole 8, 28, 33 53,450 HARVEST NATURAL RESOURCES COM COMMON STK USD0.01 STOCK 41754V103 139,356.45 139 27,165 SH Sole 28, 33 27,165 HEADWATERS INC COM STK COMMON USD0.001 STOCK 42210P102 204,305.04 204 52,792 SH Sole 8, 28, 33 52,792 HEALTH GRADES INC COMMON COM STOCK 42218Q102 85,635.00 86 17,300 SH Sole 28 17,300 HEALTH NET INC COM STK COMMON USD0.001 STOCK 42222G108 3,239,266.80 3,239 210,342 SH Sole 28, 33 210,342 HEALTHTRONICS INC COMMON COM STK NPV STOCK 42222L107 8,487.00 8 3,450 SH Sole 33 3,450 HEALTHSPRING COMMON 8, 23, 28, USD0.01 STOCK 42224N101 757,613.50 758 61,846 SH Sole 33 61,846 HEARTLAND FINANCIAL USA INC COM STK COMMON USD1 STOCK 42234Q102 204,287.50 204 13,850 SH Sole 8, 28, 33 13,850 HEARTLAND PAYMENT SYSTEMS INC COM STK COMMON USD0.001 STOCK 42235N108 393,221.00 393 27,100 SH Sole 28 27,100 HEELYS INC COM COMMON STOCK 42279M107 4,664.00 5 2,200 SH Sole 33 2,200 HELIX ENERGY SOLUTIONS GROUP INC COM COMMON STK NPV STOCK 42330P107 2,835,714.00 2,836 189,300 SH Sole 28, 32 189,300 HEMISPHERX BIOPHARMA INC COM STK COMMON USD0.001 STOCK 42366C103 165,800.00 166 82,900 SH Sole 28 82,900 HERITAGE FINANCIAL CORP COMMON COM STK NPV STOCK 42722X106 52,600.00 53 4,000 SH Sole 28 4,000 HERITAGE FINANCIAL GROUP COM STK COMMON USD0.01 STOCK 42725U109 7,452.00 7 900 SH Sole 28 900 HERITAGE CRYSTAL CLEAN INC COMMON USD0.01 STOCK 42726M106 26,775.00 27 2,100 SH Sole 28 2,100 HERTZ GLOBAL HOLDINGS INC COMMON COM STK USD0.01 STOCK 42805T105 98,553.00 99 9,100 SH Sole 33 9,100 HESS CORP COM STK COMMON 28, 32, USD1 STOCK 42809H107 33,166,477.08 33,166 620,398 SH Sole 34, 39 620,398 HEWITT ASSOCIATES COM USD0.01 COMMON CLASS A STOCK 42822Q100 9,158,502.00 9,159 251,400 SH Sole 28, 35 251,400 HHGREGG INC COM COMMON STK USD0.0001 STOCK 42833L108 540,047.20 540 31,880 SH Sole 8, 28, 47 31,880 HI-TECH PHARMACAL COMMON COM STK USD0.01 STOCK 42840B101 130,152.00 130 5,800 SH Sole 28, 33 5,800 HITTITE MICROWAVE CORP COM STK COMMON USD0.01 STOCK 43365Y104 573,768.00 574 15,600 SH Sole 28 15,600 HOME FEDERAL BANCORP INC MD COMMON COM STK USD0.01 STOCK 43710G105 175,868.00 176 15,400 SH Sole 28, 33 15,400 HORIZON LINES INC COM STK COMMON USD0.01 CLS'A' STOCK 44044K101 283,845.00 284 44,700 SH Sole 8, 28 44,700 HOUSTON WIRE & CABLE CO COM COMMON STK NPV STOCK 44244K109 179,010.00 179 16,200 SH Sole 8, 28 16,200
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- HYPERCOM CORP COM COMMON STK USD0.001 STOCK 44913M105 858,430.30 858 276,913 SH Sole 25 276,913 IAC/INTERACTIVE CORP COM STK COMMON USD0.01 STOCK 44919P508 109,026.00 109 5,400 SH Sole 33 5,400 ICF INTERNATIONAL INC COM STK COMMON USD0.001 STOCK 44925C103 724,951.20 725 23,910 SH Sole 28, 47 23,910 ICT GROUP INC COM COMMON STK USD0.01 STOCK 44929Y101 76,650.00 77 7,300 SH Sole 28, 33 7,300 ICU MEDICAL INC COMMON COM STK USD0.10 STOCK 44930G107 651,721.66 652 17,681 SH Sole 23, 28, 47 17,681 ICX TECHNOLOGIES COMMON INC COM STK NPV STOCK 44934T105 52,688.00 53 8,900 SH Sole 28 8,900 IESI-BFC LTD NPV COMMON STOCK 44951D108 2,697,153.36 2,697 208,758 SH Sole 23 208,758 IPG PHOTONICS CORP COM STK COMMON USD0.001 STOCK 44980X109 267,520.00 268 17,600 SH Sole 28 17,600 IPCS INC COM NEW COMMON STOCK 44980Y305 219,240.00 219 12,600 SH Sole 28 12,600 IPC THE HOSPITALIST CO COMMON INC USD0.001 STOCK 44984A105 847,892.00 848 26,960 SH Sole 28, 30, 47 26,960 ISTA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 45031X204 111,054.00 111 24,900 SH Sole 28 24,900 ITT EDUCATIONAL SERVICES INC COMMON COM STK USD0.01 STOCK 45068B109 7,037,533.40 7,038 63,740 SH Sole 28 63,740 IXIA INC COM STK COMMON NPV STOCK 45071R109 522,190.06 522 76,121 SH Sole 28, 30, 33 76,121 IDENIX PHARMACEUTICALS INC COM COMMON USD0.001 STOCK 45166R204 59,374.35 59 19,215 SH Sole 28 19,215 IDEX CORP COM STK COMMON USD0.01 STOCK 45167R104 4,553,334.50 4,553 162,910 SH Sole 28 162,910 IDEXX LABORATORIES INC COM STK COMMON 11, 28, USD0.10 STOCK 45168D104 7,205,200.00 7,205 144,104 SH Sole 34, 39, 47 144,104 IDERA PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 45168K306 122,265.00 122 16,500 SH Sole 28 16,500 IGATE CORP COM COMMON STK USD0.01 STOCK 45169U105 139,854.00 140 16,300 SH Sole 28 16,300 IMATION CORP COM COMMON STK USD0.01 STOCK 45245A107 815,138.91 815 87,933 SH Sole 8, 28, 33 87,933 IMERGENT INC COM COMMON STK USD0.001 STOCK 45247Q100 50,432.00 50 6,400 SH Sole 28 6,400 IMMUNOGEN INC COM COMMON STK USD0.01 STOCK 45253H101 313,046.00 313 38,600 SH Sole 28 38,600 IMPAX LABORATORIES INC COM STK COMMON USD0.01 STOCK 45256B101 386,308.00 386 44,200 SH Sole 28 44,200 INCYTE CORP COM COMMON STK USD0.001 STOCK 45337C102 438,270.75 438 64,929 SH Sole 8, 28 64,929 INFINITY PHARMACEUTICALS COMMON INC COM STK NPV STOCK 45665G303 79,121.00 79 12,700 SH Sole 28 12,700 INFINITY PROPERTY & CASUALTY COMMON CORP COM NPV STOCK 45665Q103 963,658.80 964 22,685 SH Sole 28, 30 22,685 INFORMATICA CORP COM STK COMMON USD0.001 STOCK 45666Q102 5,442,976.74 5,443 241,053 SH Sole 28 241,053 INFINERA CORP COM COMMON STK USD0.001 STOCK 45667G103 489,720.00 490 61,600 SH Sole 28 61,600 INFOGROUP INC COM COMMON USD0.0025 STOCK 45670G108 225,722.00 226 32,200 SH Sole 8, 28, 33 32,200 INFORMATION SERVICES GROUP INC COM STK COMMON USD0.0001 STOCK 45675Y104 381,168.69 381 95,531 SH Sole 26, 28 95,531 INFOSPACE INC COM COMMON STK USD0.0001 STOCK 45678T300 227,625.66 228 29,409 SH Sole 28, 33 29,409 INSIGHT ENTERPRISE INC COMMON COM STK USD0.01 STOCK 45765U103 692,697.72 693 56,732 SH Sole 8, 23, 28 56,732 INNOSPEC INC COM COMMON STK USD0.01 STOCK 45768S105 381,199.00 381 25,844 SH Sole 8, 28 25,844 INNOVATIVE SOLUTIONS & SUPPORT COM COMMON STK USD0.001 STOCK 45769N105 252,824.64 253 50,464 SH Sole 30 50,464 INNERWORKINGS INC COM STK COMMON USD0.0001 STOCK 45773Y105 87,438.00 87 17,700 SH Sole 28 17,700 INNOPHOS HOLDINGS COMMON INC COM STOCK 45774N108 465,682.00 466 25,172 SH Sole 8, 23, 28 25,172 INSTEEL INDUSTRIES INC COMMON COM NPV STOCK 45774W108 173,275.00 173 14,500 SH Sole 28, 33 14,500 INSULET CORPORATION COM STK COMMON USD0.001 STOCK 45784P101 212,247.00 212 18,900 SH Sole 28 18,900 INTEGRAL SYSTEMS INC COM STK COMMON USD0.01 STOCK 45810H107 62,265.60 62 9,024 SH Sole 28 9,024 INTEGRAMED AMERICA INC COMMON COM STK USD0.01 STOCK 45810N302 9,500.00 10 1,000 SH Sole 33 1,000 INTEGRATED SILICON SOLUTIONS INC COM STK COMMON USD0.0001 STOCK 45812P107 9,400.00 9 2,500 SH Sole 33 2,500 INTEGRA BANK COMMON CORPCOM USD0.01 STOCK 45814P105 999.00 1 900 SH Sole 33 900 INTELLON CORP COM COMMON USD0.0001 STOCK 45816W504 109,895.00 110 15,500 SH Sole 28 15,500 INTEGRYS ENERGY GROUP INC COM COMMON STK USD1 STOCK 45822P105 1,223,992.56 1,224 34,104 SH Sole 28 34,104 INTERACTIVE INTELLIGENCE INC COM STK COMMON USD0.01 STOCK 45839M103 175,812.00 176 9,200 SH Sole 28 9,200 INTERACTIVE DATA CORP COM STK COMMON NPV STOCK 45840J107 570,250.97 570 21,757 SH Sole 11, 26 21,757 INTERACTIVE BROKERS GROUP INC COM STK COMMON USD1 STOCK 45841N107 112,980.82 113 5,686 SH Sole 23 5,686 INTERCONTINENTAL EXCHANGE INC COMMON 11, 23, COM STK USD0.01 STOCK 45865V100 13,000,814.73 13,001 133,767 SH Sole 28, 39, 47 133,767 INTERDIGITAL INC COMMON COM STK USD0.01 STOCK 45867G101 814,861.44 815 35,184 SH Sole 23, 28 35,184 INTERMUNE INC COM COMMON STK USD0.001 STOCK 45884X103 469,664.19 470 29,483 SH Sole 8, 28 29,483 INTERNAP NETWORK SERVICES COM COMMON STK USD0.001 STOCK 45885A300 141,721.50 142 44,150 SH Sole 28, 33 44,150 INTERNATIONAL COAL GROUP COM COMMON STK USD0.01 STOCK 45928H106 263,965.00 264 65,500 SH Sole 28 65,500 INTERNET CAPITAL GROUP COM COMMON USD0.001 STOCK 46059C205 259,160.00 259 31,000 SH Sole 28, 33 31,000 INTERSIL CORP CLASS'A' COM COMMON STK USD0.01 STOCK 46069S109 4,064,131.36 4,064 265,456 SH Sole 28, 33, 34 265,456 INTERVAL LEISURE GROUP INC COMMON USD0.01 STOCK 46113M108 381,888.00 382 30,600 SH Sole 28 30,600 INTUITIVE SURGICAL INC COM STK COMMON USD0.001 STOCK 46120E602 4,355,972.50 4,356 16,610 SH Sole 28 16,610 INTREPID POTASH COMMON INC USD0.001 STOCK 46121Y102 645,162.91 645 27,349 SH Sole 11, 26 27,349 INVERNESS MEDICAL INNOVATIONS INC COM STK COMMON USD0.001 STOCK 46126P106 3,622,804.20 3,623 93,540 SH Sole 25, 33, 39 93,540 INVESTMENT TECHNOLOGY GROUP COM STK COMMON USD0.01 STOCK 46145F105 697,664.96 698 24,988 SH Sole 23, 30 24,988 INVESTORS BANCORP INC COM STK COMMON USD0.01 STOCK 46146P102 1,404,318.38 1,404 132,358 SH Sole 25, 28, 33 132,358 IPASS INC COM STK COMMON USD0.001 STOCK 46261V108 55,338.00 55 40,100 SH Sole 28, 33 40,100 IRIS INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 46270W105 1,104,394.20 1,104 97,734 SH Sole 25, 28, 39 97,734 ISILON SYSTEMS INC COM STK COMMON USD0.00001 STOCK 46432L104 114,070.00 114 18,700 SH Sole 28 18,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- IXYS CORP COM STK COMMON USD0.01 STOCK 46600W106 159,154.02 159 18,702 SH Sole 28, 33 18,702 J CREW GROUP COM COMMON STK USD0.01 STOCK 46612H402 6,059,311.20 6,059 169,160 SH Sole 28, 47 169,160 JDS UNIPHASE CORP COM STK COMMON USD0.008 STOCK 46612J507 801,616.95 802 112,745 SH Sole 28, 33, 34 112,745 JDA SOFTWARE INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 46612K108 722,462.26 722 32,929 SH Sole 33 32,929 JPMORGAN CHASE & 11, 19, CO COM STK USD1 23, 28, 32, 34, COMMON 36, 37, STOCK 46625H100 143,277,465.24 143,277 3,269,682 SH Sole 39, 47 3,269,682 JMP GROUP INC COM COMMON STK USD0.001 STOCK 46629U107 121,716.00 122 12,600 SH Sole 28 12,600 JANUS CAPITAL GROUP INC COM COMMON STK USD0.01 STOCK 47102X105 6,618,047.06 6,618 466,717 SH Sole 23, 28 466,717 JO-ANN STORES INC COMMON 8, 23, 28, COM STK NPV STOCK 47758P307 933,818.15 934 34,805 SH Sole 33 34,805 JONES LANG LASALLE INC COMMON COM STK USD0.01 STOCK 48020Q107 8,756,344.50 8,756 184,850 SH Sole 28, 39, 47 184,850 JUNIPER NETWORKS COM STK COMMON USD0.00001 STOCK 48203R104 10,588,570.58 10,589 391,879 SH Sole 11, 28, 47 391,879 KBR INC COM STK COMMON USD0.001 STOCK 48242W106 10,377,558.20 10,378 445,580 SH Sole 11, 28, 43 445,580 K-FED BANCORP COM COMMON STK USD 0.01 STOCK 48246S101 28,864.00 29 3,200 SH Sole 28 3,200 K12 INC USD0.0001 COMMON STOCK 48273U102 283,456.00 283 17,200 SH Sole 28 17,200 KADANT INC COM COMMON STK USD0.01 STOCK 48282T104 120,123.39 120 9,903 SH Sole 28, 33 9,903 KAPSTONE PAPER AND PACKAGING CORP COM STK COMMON NPV STOCK 48562P103 127,952.66 128 15,719 SH Sole 23, 28 15,719 KB HOME COM STK COMMON 11, 23, USD1 STOCK 48666K109 6,371,413.29 6,371 383,589 SH Sole 25, 28, 43 383,589 KENDLE INTERNATIONAL COMMON INC COM STK NPV STOCK 48880L107 157,168.00 157 9,400 SH Sole 28 9,400 KID BRANDS INC COMMON STOCK 49375T100 7,359.40 7 1,187 SH Sole 23 1,187 KINETIC CONCEPTS INC COM STK COMMON USD0.001 STOCK 49460W208 4,750,524.76 4,751 128,462 SH Sole 19, 23, 28 128,462 KOPPERS INC COM COMMON STK USD0.01 STOCK 50060P106 915,414.10 915 30,874 SH Sole 8, 23, 28 30,874 KRAFT FOODS INC COM STK NPV COMMON 23, 28, CLS'A' STOCK 50075N104 44,643,658.32 44,644 1,699,416 SH Sole 36, 39 1,699,416 KRONOS WORLDWIDE INC COM STK COMMON USD0.01 STOCK 50105F105 9,279.00 9 900 SH Sole 33 900 LHC GROUP INC COM COMMON STK USD0.01 STOCK 50187A107 3,879,795.97 3,880 129,629 SH Sole 23, 28, 39 129,629 L-1 IDENTITY SOLUTIONS INC COM STK COMMON USD0.001 STOCK 50212A106 442,446.03 442 63,297 SH Sole 28, 33 63,297 LSI INDUSTRIES COMMON COM STK USD0.01 STOCK 50216C108 105,568.75 106 15,875 SH Sole 28, 33 15,875 LABORATORY CORP OF AMERICA HOLDINGS COM COMMON STK USD0.1 STOCK 50540R409 3,049,991.10 3,050 46,423 SH Sole 28 46,423 LAKES ENTERTAINMENT, COMMON INC. STOCK 51206P109 215,167.68 215 64,038 SH Sole 26, 28, 33 64,038 LANDAUER INC COM COMMON STK USD0.10 STOCK 51476K103 1,504,087.86 1,504 27,357 SH Sole 11, 25, 28 27,357 LANDRYS RESTAURANTS COMMON COM STK USD0.01 STOCK 51508L103 48,447.00 48 4,614 SH Sole 28 4,614 LAWSON SOFTWARE INC COM STK COMMON USD0.01 STOCK 52078P102 666,681.60 667 106,840 SH Sole 28, 33 106,840 LEAPFROG ENTERPRISES INC CLASS'A'COM COMMON STK USD0.0001 STOCK 52186N106 101,681.40 102 24,740 SH Sole 28 24,740 LEGACY BANCORP INC COM STK COMMON USD0.01 STOCK 52463G105 60,900.00 61 5,800 SH Sole 28, 33 5,800 LIBERTY MEDIA HOLDING COM COMMON STK USD0.01 'A' STOCK 53071M104 166,458.78 166 15,174 SH Sole 32, 34 15,174 LIBERTY MEDIA HOLDING COM STK NPV CAP'A' COMMON WI STOCK 53071M302 146,440.00 146 7,000 SH Sole 33 7,000 LIBERTY MEDIA CORP (NEW) SER'A' ENTERTAINMENT COMMON SHS USD0.01 STOCK 53071M500 1,815,455.16 1,815 58,356 SH Sole 36 58,356 LIFE PARTNERS HLDGS INC COM COMMON STK USD0.01 STOCK 53215T106 90,842.50 91 5,075 SH Sole 28 5,075 LIFE TIME FITNESS INC COM STK COMMON USD0.02 STOCK 53217R207 3,139,636.50 3,140 111,930 SH Sole 28 111,930 LIFE TECHNOLOGIES COMMON 23, 28, CORP COM STOCK 53217V109 12,341,289.45 12,341 265,119 SH Sole 35, 43 265,119 LIFEPOINT HOSPITALS INC COMMON 23, 28, COM STK USD0.01 STOCK 53219L109 6,605,481.30 6,605 244,105 SH Sole 33, 39 244,105 LIGAND PHARMACEUTICAL INC COM STK COMMON CLASS'B'USD0.001 STOCK 53220K207 190,806.00 191 82,600 SH Sole 28 82,600 LIFETIME BRANDS INC COM STK COMMON USD0.01 STOCK 53222Q103 4,629.84 5 808 SH Sole 33 808 LIMELIGHT NETWORKS INC COM STK COMMON USD0.001 STOCK 53261M104 88,508.00 89 21,800 SH Sole 28 21,800 LIQUIDITY SERVICES INC COM STK COMMON USD0.001 STOCK 53635B107 114,913.20 115 11,135 SH Sole 28 11,135 LOGMEIN INC NPV COMMON STOCK 54142L109 95,212.00 95 5,200 SH Sole 8, 28 5,200 LOUISIANA BANCORP COMMON INC COM NPV STOCK 54619P104 8,550.00 9 600 SH Sole 33 600 LUMBER LIQUIDATORS COMMON INC COM STK NPV STOCK 55003Q103 602,982.00 603 27,800 SH Sole 28, 47 27,800 M & T BANK CORP COMMON COM STK USD5 STOCK 55261F104 3,245,999.52 3,246 52,086 SH Sole 28, 43 52,086 MBIA INC COM STK COMMON USD1 STOCK 55262C100 848,455.12 848 109,337 SH Sole 28, 33, 34 109,337 MB FINANCIAL INC COMMON COM STK USD0.01 STOCK 55264U108 679,029.57 679 32,381 SH Sole 28, 33 32,381 MGE ENERGY INC COMMON COM STK USD1 STOCK 55277P104 836,231.04 836 22,923 SH Sole 8, 28 22,923 MGP INGREDIENTS COMMON INC STOCK 55302G103 6,976.00 7 1,600 SH Sole 33 1,600 M/I HOMES,INC. COMMON COM USD0.01 STOCK 55305B101 509,516.28 510 37,492 SH Sole 28, 30, 33 37,492 MKS INSTRUMENTS COMMON INC COM STK NPV STOCK 55306N104 1,025,919.36 1,026 53,184 SH Sole 8, 23, 28 53,184 MSCI INC COM STK COMMON USD0.01 CLS'A' STOCK 55354G100 5,103,822.20 5,104 172,310 SH Sole 11, 19, 47 172,310 MWI VETERINARY SUPPLY INC COM COMMON STK USD0.01 STOCK 55402X105 855,449.35 855 21,413 SH Sole 11, 23, 28 21,413 MYR GROUP INC COMMON USD0.01 STOCK 55405W104 716,849.10 717 33,990 SH Sole 28, 47 33,990 MACY'S INC COM COMMON 11, 28, STK USD0.01 STOCK 55616P104 10,202,875.31 10,203 557,839 SH Sole 32, 36, 43 557,839 MAIN STREET CAPITAL CORPORATION COMMON COM STK USD0.01 STOCK 56035L104 86,803.00 87 6,100 SH Sole 28 6,100 MAINSOURCE FINANCIAL GROUP COM STK COMMON USD1 STOCK 56062Y102 142,201.60 142 20,912 SH Sole 8, 28, 33 20,912 MANNKIND CORP COM COMMON USD0.01 STOCK 56400P201 400,895.00 401 40,700 SH Sole 28 40,700 MANPOWER INC COM COMMON STK USD0.01 STOCK 56418H100 9,811,113.55 9,811 173,005 SH Sole 28, 32, 34 173,005 MAP PHARMACEUTICALS INC COM STK COMMON USD0.01 STOCK 56509R108 59,622.00 60 5,700 SH Sole 28 5,700
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- MARCHEX INC COM COMMON STK USD0.01 STOCK 56624R108 81,506.00 82 16,600 SH Sole 28, 33 16,600 MARINER ENERGY INC COM STK COMMON USD0.0001 STOCK 56845T305 2,982,054.00 2,982 210,300 SH Sole 28, 33 210,300 MARKET LEADER INC COMMON USD0.001 STOCK 57056R103 75,429.36 75 34,921 SH Sole 26 34,921 MARKETAXESS COMMON HOLDINGS INC STOCK 57060D108 294,020.00 294 24,400 SH Sole 28 24,400 MARVEL ENTERTAINMENT COMMON INC STOCK 57383T103 5,129,814.84 5,130 103,382 SH Sole 26, 28 103,382 MASTERCARD INC COMMON COM STK STOCK 57636Q104 8,376,085.25 8,376 41,435 SH Sole 28, 47 41,435 MATRIXX COMMON INITATIVES INC STOCK 57685L105 26,252.96 26 4,622 SH Sole 23, 28 4,622 MAXIM INTEGRATED PRODUCTS COM COMMON STK USD0.001 STOCK 57772K101 1,711,998.78 1,712 94,377 SH Sole 43 94,377 MCG CAPITAL CORP COMMON COM STK USD0.01 STOCK 58047P107 468,735.30 469 111,870 SH Sole 8, 28, 33 111,870 MCKESSON CORP COM COMMON 28, 32, STK USD0.01 STOCK 58155Q103 18,580,850.55 18,581 312,021 SH Sole 34, 39, 43 312,021 MEADOWBROOK INSURANCE GROUP INC COM COMMON STK USD0.01 STOCK 58319P108 427,882.80 428 57,822 SH Sole 8, 28, 33 57,822 MEDCATH CORP COM COMMON STK USD0.01 STOCK 58404W109 114,667.75 115 13,075 SH Sole 28, 33 13,075 MEDCO HEALTH SOLUTIONS INC COMMON 23, 28, COM STK USD0.01 STOCK 58405U102 15,972,145.25 15,972 288,775 SH Sole 34, 39, 47 288,775 MEDIACOM COMMUNICATIONS CORP CLASS'A' COMMON COM STK USD0.01 STOCK 58446K105 195,390.72 195 33,922 SH Sole 23, 28 33,922 MEDICAL ACTION INDUSTRIES INC COM STK COMMON USD0.001 STOCK 58449L100 124,321.00 124 10,300 SH Sole 28 10,300 MEDICINOVA INC COM STK USD0.1 COMMON (POST SPLIT) STOCK 58468P206 3,539.70 4 570 SH Sole 33 570 MEDIFAST INC COM COMMON STK USD0.001 STOCK 58470H101 184,620.00 185 8,500 SH Sole 28 8,500 MEDIDATA SOLUITION INC COMMON USD0.01 STOCK 58471A105 68,175.00 68 4,500 SH Sole 8, 28 4,500 MEDIVATION INC COMMON COM STK USD0.01 STOCK 58501N101 629,648.00 630 23,200 SH Sole 8, 28 23,200 MEDNAX INC COM COMMON STK USD0.01 STOCK 58502B106 617,300.80 617 11,240 SH Sole 47 11,240 MERCADOLIBRE INC COM STK COMMON 23, 26, USD0.001 STOCK 58733R102 2,142,222.00 2,142 55,700 SH Sole 28, 47 55,700 MERIDIAN INTERSTATE BANCORP INC COMMON COM STK NPV STOCK 58964Q104 63,750.00 64 7,500 SH Sole 28 7,500 MERITAGE HOMES COMMON 8, 23, 28, CORPORATION STOCK 59001A102 640,140.20 640 31,534 SH Sole 33 31,534 METHANEX CORP COM COMMON NPV STOCK 59151K108 1,145,887.38 1,146 66,198 SH Sole 25 66,198 METLIFE INC COM 11, 28, STK USD0.01 COMMON 32, 34, STOCK 59156R108 39,126,290.22 39,126 1,027,746 SH Sole 36, 39 1,027,746 METRO BANCORP INC COMMON STOCK 59161R101 440,906.93 441 36,229 SH Sole 28, 30 36,229 MICROMET INC COM COMMON STK USD0.00004 STOCK 59509C105 265,068.00 265 39,800 SH Sole 28 39,800 MICROTUNE INC COM COMMON STK USD0.001 STOCK 59514P109 70,343.00 70 38,650 SH Sole 28 38,650 MICRUS ENDOVASCULAR CORP COM STK COMMON NPV STOCK 59518V102 147,630.00 148 11,400 SH Sole 28 11,400 MIRANT CORP COM STK USD0.01 COMMON (WI) STOCK 60467R100 156,085.00 156 9,500 SH Sole 19, 33 9,500 MOBILE MINI COM COMMON STK USD0.01 STOCK 60740F105 514,359.44 514 29,629 SH Sole 28, 33 29,629 MODUSLINK GLOBAL COMMON COM USD0.01 STOCK 60786L107 297,825.26 298 36,814 SH Sole 28, 33 36,814 MOLECULAR INSIGHT PHARMACEUTCLS INC COM STK COMMON USD0.01 STOCK 60852M104 72,443.00 72 13,100 SH Sole 28 13,100 MOLINA HEALTHCARE INC COM STK COMMON USD0.001 STOCK 60855R100 270,232.09 270 13,061 SH Sole 23, 28, 33 13,061 MOLSON COORS BREWING CO CLASS 'B' COM COMMON STOCK STOCK 60871R209 5,837,802.96 5,838 119,922 SH Sole 28, 35 119,922 MOMENTA PHARMACEUTICALS INC COM STK COMMON USD0.0001 STOCK 60877T100 272,677.00 273 25,700 SH Sole 28 25,700 MONEYGRAM INTERNATIONAL COMMON INC COM USD0.01 STOCK 60935Y109 185,888.00 186 59,200 SH Sole 28 59,200 MONOTYPE IMAGING HOLDINGS IN COMMON USD0.01 STOCK 61022P100 488,671.46 489 58,106 SH Sole 28, 30 58,106 MONSANTO CO COM COMMON 11, 28, STK USD0.01 STOCK 61166W101 35,206,628.40 35,207 454,866 SH Sole 34, 39, 47 454,866 MORGANS HOTEL GROUP COM STK COMMON NPV STOCK 61748W108 1,157,961.32 1,158 213,646 SH Sole 28, 36 213,646 THE MOSAIC COMPANY COMMON STOCK 61945A107 471,086.00 471 9,800 SH Sole 37 9,800 MOVE INC COM COMMON USD0.001 STOCK 62458M108 311,685.30 312 115,439 SH Sole 28 115,439 MULTI FINELINE ELECTRONIX INC COMMON COM STK NPV STOCK 62541B101 268,036.56 268 9,336 SH Sole 23, 28, 33 9,336 MYRIAD GENETICS INC COM STK COMMON USD0.01 STOCK 62855J104 432,372.00 432 15,780 SH Sole 34, 47 15,780 MYRIAD PHARMACEUTICALS COMMON INC COM USD0.01 STOCK 62856H107 92,863.42 93 15,847 SH Sole 28 15,847 NCI INC COM STK COMMON NPV STOCK 62886K104 381,178.00 381 13,300 SH Sole 11, 28 13,300 NGP CAPITAL RESOURCES COM COMMON STK USD0.001 STOCK 62912R107 124,371.06 124 17,131 SH Sole 23, 28 17,131 NII HOLDINGS INC COM STK COMMON USD0.001 STOCK 62913F201 475,183.00 475 15,850 SH Sole 39, 47 15,850 NIC INC COM NPV COMMON STOCK 62914B100 328,930.00 329 37,000 SH Sole 28 37,000 NIVS INTELLIMEDIA TECHNOLOGY COMMON GROUP USD0.0001 STOCK 62914U108 11,256.00 11 4,200 SH Sole 28 4,200 NPS PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 62936P103 139,494.00 139 34,700 SH Sole 28 34,700 NRDC ACQUISITION CORPORATION COM STK COMMON USD0.0001 STOCK 62941R102 1,237,698.00 1,238 119,700 SH Sole 36 119,700 NVR INC COM STK COMMON USD0.01 STOCK 62944T105 9,709,057.21 9,709 15,233 SH Sole 23, 28, 32 15,233 NALCO HLDG CO COM COMMON STK USD0.01 STOCK 62985Q101 1,474,255.50 1,474 71,950 SH Sole 25 71,950 NANOSPHERE INC COMMON COM STK USD0.01 STOCK 63009F105 57,280.00 57 8,000 SH Sole 28 8,000 NARA BANCORP INC COMMON COM STK USD0.01 STOCK 63080P105 204,010.30 204 29,354 SH Sole 8, 28, 33 29,354 NATCO GROUP CLASS'A'COM COMMON STK USD0.01 STOCK 63227W203 664,200.00 664 15,000 SH Sole 28 15,000 NATIONAL FINANCIAL PARTNERS COM COMMON STK USD0.10 STOCK 63607P208 310,440.72 310 35,601 SH Sole 8, 28, 33 35,601 NATIONAL INTERSTATE CORP COM STK COMMON USD0.01 STOCK 63654U100 80,500.00 81 4,600 SH Sole 28 4,600 NATURAL GAS SERVICES GROUP COMMON COM STK USD0.01 STOCK 63886Q109 997,292.00 997 56,600 SH Sole 11, 28, 33 56,600 NAUTILUS INC COM COMMON STK NPV STOCK 63910B102 4,760.00 5 2,800 SH Sole 33 2,800 NAVIGANT CONSULTING INC COM STK COMMON USD0.001 STOCK 63935N107 1,811,281.50 1,811 134,169 SH Sole 28 134,169
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- NELNET INC COM COMMON STK USD0.01 STOCK 64031N108 552,336.00 552 44,400 SH Sole 8, 28, 33 44,400 NESS TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 64104X108 222,300.75 222 28,175 SH Sole 28 28,175 NET 1 UEPS TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 64107N206 547,056.00 547 26,100 SH Sole 28 26,100 NETAPP INC COM COMMON 11, 28, STK NPV STOCK 64110D104 6,452,344.56 6,452 241,842 SH Sole 34, 47 241,842 NETFLIX COM INC COM STK COMMON USD0.001 STOCK 64110L106 4,999,933.98 5,000 108,294 SH Sole 28, 34, 39 108,294 NETEZZA CORP COM COMMON STK USD0.001 STOCK 64111N101 757,576.00 758 67,400 SH Sole 28, 47 67,400 NETGEAR INC COM COMMON STK USD0.001 STOCK 64111Q104 921,720.50 922 50,230 SH Sole 28, 30 50,230 NETSCOUT SYSTEMS INC COM STK COMMON USD0.001 STOCK 64115T104 363,108.27 363 26,877 SH Sole 8, 23, 28 26,877 NETLOGIC MICROSYSTEMS INC COM STK COMMON USD0.01 STOCK 64118B100 1,278,000.00 1,278 28,400 SH Sole 28, 47 28,400 NETSUITE INC COMMON USD0.01 STOCK 64118Q107 755,667.00 756 49,390 SH Sole 26, 28, 47 49,390 NEUROCRINE BIOSCIENCES COMMON INC COM STK NPV STOCK 64125C109 86,726.75 87 28,435 SH Sole 28 28,435 NEUSTAR INC-CLASS COM STK COMMON 25, 28, USD0.001 STOCK 64126X201 5,609,139.20 5,609 248,192 SH Sole 30, 34 248,192 NEUTRAL TANDEM INC COM STK COMMON USD0.001 STOCK 64128B108 571,298.76 571 25,101 SH Sole 23, 28 25,101 NEWBRIDGE BANCORP COMMON COM STK USD5 STOCK 65080T102 4,110.00 4 1,500 SH Sole 33 1,500 NEWSTAR FINANCIAL INC COM STK COMMON USD0.01 STOCK 65251F105 73,696.00 74 22,400 SH Sole 28, 33 22,400 NIGHTHAWK RADIOLOGY HOLDINGS COM COMMON 8, 23, 28, STK USD0.001 STOCK 65411N105 293,646.45 294 40,615 SH Sole 33 40,615 99 CENTS ONLY STORES COM STK COMMON NPV STOCK 65440K106 1,774,714.05 1,775 131,949 SH Sole 28, 33 131,949 NISOURCE INC COM COMMON STK NPV STOCK 65473P105 1,672,036.53 1,672 120,377 SH Sole 28 120,377 NORTH AMERICAN GALVANIZING COMMON COM STK USD0.10 STOCK 65686Y109 55,237.00 55 9,100 SH Sole 28, 33 9,100 NORTH VALLEY BANCORP COM COMMON STK USD0.01 STOCK 66304M105 1,166.10 1 390 SH Sole 33 390 NORTHFIELD BANCORP INC COM STK COMMON USD0.001 STOCK 66611L105 184,320.00 184 14,400 SH Sole 28 14,400 NOVAMED INC COM COMMON STK USD0.01 STOCK 66986W108 86,976.00 87 19,200 SH Sole 28, 33 19,200 NOVATEL WIRELESS COMMON INC STOCK 66987M604 295,553.12 296 26,017 SH Sole 23, 28 26,017 NU SKIN ENTERPRISES INC CLASS'A'COM COMMON STK USD0.001 STOCK 67018T105 680,013.94 680 36,698 SH Sole 28 36,698 NTELOS HOLDINGS CORP COM STK COMMON USD0.01 STOCK 67020Q107 2,169,460.36 2,169 122,846 SH Sole 25, 28, 30 122,846 NUTRACEUTICAL INTERNATIONAL CORP COM STK COMMON USD0.01 STOCK 67060Y101 111,573.00 112 9,900 SH Sole 28, 33 9,900 NVIDIA CORP COM COMMON 23, 28, STK USD0.001 STOCK 67066G104 6,940,493.28 6,940 461,776 SH Sole 39, 47 461,776 NUTRISYSTEM INC COM STK COMMON USD0.001 STOCK 67069D108 396,119.08 396 25,958 SH Sole 23, 28 25,958 NXSTAGE MEDICAL COMMON INC COM STK NPV STOCK 67072V103 118,413.00 118 17,700 SH Sole 28 17,700 NV ENERGY INC COM COMMON STOCK 67073Y106 5,488,212.70 5,488 473,530 SH Sole 28 473,530 OBAGI MEDICAL PRODUCTS INC COMMON COM STK NPV STOCK 67423R108 146,160.00 146 12,600 SH Sole 28 12,600 OCCAM NETWORKS COMMON USD0.001 STOCK 67457P309 7,770.00 8 2,100 SH Sole 33 2,100 ODYSSEY HEALTHCARE INC COM STK COMMON USD0.001 STOCK 67611V101 329,037.50 329 26,323 SH Sole 28, 33 26,323 ODYSSEY RE HOLDINGS CORP COMMON COM STK USD0.01 STOCK 67612W108 220,354.00 220 3,400 SH Sole 33 3,400 OFFICEMAX INC COM COMMON STK USD2.50 STOCK 67622P101 1,362,414.00 1,362 108,300 SH Sole 28, 30 108,300 OLYMPIC STEEL INC COMMON COM STK NPV STOCK 68162K106 192,223.00 192 6,700 SH Sole 28, 33 6,700 OMEGA PROTEIN CORP COM STK COMMON USD0.01 STOCK 68210P107 66,445.00 66 13,700 SH Sole 28 13,700 OMNI ENERGY SERVICES CORP COMMON COM STK USD0.01 STOCK 68210T208 2,170.00 2 1,400 SH Sole 33 1,400 OMNITURE INC COM COMMON STK USD0.01 STOCK 68212S109 9,658,870.08 9,659 450,507 SH Sole 5, 28, 39 450,507 OMNICELL INC COM COMMON STK NPV STOCK 68213N109 1,539,548.00 1,540 138,200 SH Sole 5, 28 138,200 ONCOGENEX PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 68230A106 111,600.00 112 3,100 SH Sole 28 3,100 1-800-FLOWERS.COM INC COM STK COMMON USD0.01 STOCK 68243Q106 73,988.70 74 21,446 SH Sole 28, 33 21,446 ONLINE RES & COMMSCOM COMMON USD0.01 STOCK 68273G101 114,145.00 114 18,500 SH Sole 28 18,500 OPENTABLE INC NPV COMMON STOCK 68372A104 1,293,142.76 1,293 46,921 SH Sole 5, 26, 28 46,921 OPKO HEALTH INC COMMON COM STK USD0.01 STOCK 68375N103 80,712.00 81 35,400 SH Sole 28 35,400 OPLINK COMMUNICATIONS COMMON 23, 28, INC COM NEW STOCK 68375Q403 1,041,054.96 1,041 71,698 SH Sole 30, 33 71,698 OPNEXT INC COM COMMON STK USD0.01 STOCK 68375V105 77,149.83 77 26,331 SH Sole 28, 33 26,331 ORACLE CORP COM COMMON 11, 28, STK USD0.01 STOCK 68389X105 80,680,142.72 80,680 3,871,408 SH Sole 34, 39, 47 3,871,408 OPTIMER PHARMACEUTICALS COMMON INC NPV STOCK 68401H104 288,189.00 288 21,300 SH Sole 28 21,300 ORASURE TECHNOLOGIES COMMON INC COM STK NPV STOCK 68554V108 97,071.70 97 33,473 SH Sole 28 33,473 ORBCOMM INC COM COMMON STK NPV STOCK 68555P100 6,256.00 6 2,300 SH Sole 33 2,300 ORBITZ WORLDWIDE INC COM STK COMMON USD0.01 STOCK 68557K109 166,242.00 166 26,900 SH Sole 28 26,900 ORCHARD ENTERPRISES INC COM STK COMMON USD0.01 STOCK 68562L100 750.00 1 500 SH Sole 33 500 ORCHIDS PAPER PRODUCTS CO COM STK COMMON USD0.001 STOCK 68572N104 64,000.00 64 3,200 SH Sole 28 3,200 ORIENTAL FINANCIAL GROUP INC COM COMMON STK USD1 STOCK 68618W100 330,250.80 330 26,004 SH Sole 8, 28 26,004 ORION MARINE GROUP COM STK COMMON USD0.01 '144A' STOCK 68628V308 695,484.40 695 33,860 SH Sole 28, 47 33,860 ORTHOVITA COM STK COMMON USD0.01 STOCK 68750U102 209,403.00 209 47,700 SH Sole 28 47,700 OSIRIS THERAPEUTICS COMMON INC COM STOCK 68827R108 81,252.00 81 12,200 SH Sole 28 12,200 PC CONNECTION COM COMMON STK USD0.01 STOCK 69318J100 60,928.00 61 11,200 SH Sole 8, 28, 33 11,200 PC MALL INC COM COMMON STK USD0.001 STOCK 69323K100 89,866.00 90 13,100 SH Sole 8, 28, 33 13,100 PC-TEL INC COM COMMON STK USD0.001 STOCK 69325Q105 116,300.00 116 18,608 SH Sole 23, 28, 33 18,608 PDI INC COM STK COMMON USD0.01 STOCK 69329V100 3,664.00 4 800 SH Sole 33 800
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- PDL BIOPHARMA INC COMMON COM STK USD0.01 STOCK 69329Y104 675,316.00 675 85,700 SH Sole 28 85,700 PG&E CORP COM STK COMMON 23, 28, NPV STOCK 69331C108 10,998,420.17 10,998 271,633 SH Sole 34, 35 271,633 P.F. CHANG'S CHINA BISTRO INC COM STK COMMON 23, 26, USD0.001 STOCK 69333Y108 4,240,203.34 4,240 124,822 SH Sole 28, 39 124,822 PHI INC NON-VTG COMMON USD0.10 STOCK 69336T205 233,220.00 233 11,500 SH Sole 8, 28, 33 11,500 PMC SIERRA INC COM STK COMMON USD0.001 STOCK 69344F106 4,031,155.64 4,031 421,669 SH Sole 8, 23 421,669 PMI GROUP INC COM COMMON STK USD0.01 STOCK 69344M101 212,925.00 213 50,100 SH Sole 28, 33 50,100 PMFG INC USD0.01 COMMON STOCK 69345P103 126,028.00 126 9,800 SH Sole 28 9,800 PNM RESOURCES INC COMMON COM STK USD5 STOCK 69349H107 2,778,672.00 2,779 237,900 SH Sole 28 237,900 PPL CORP COM STK COMMON USD0.01 STOCK 69351T106 4,899,576.26 4,900 161,489 SH Sole 28 161,489 PRG-SCHULTZ INTERNATIONAL COMMON COM NPV STOCK 69357C503 27,249.60 27 4,866 SH Sole 23 4,866 PSS WORLD MEDICAL INC COM STK COMMON 8, 11, 23, USD0.01 STOCK 69366A100 2,645,053.78 2,645 121,166 SH Sole 28 121,166 PACER INTL INC COM COMMON STOCK 69373H106 190,390.64 190 49,324 SH Sole 8, 28 49,324 PACIFIC CAPITAL COMMON BANCORP COM NPV STOCK 69404P101 61,070.40 61 42,410 SH Sole 8, 28, 33 42,410 PACIFIC CONTINETAL CORP COM STK COMMON USD1 STOCK 69412V108 128,466.00 128 12,200 SH Sole 8, 28 12,200 PAIN THERAPEUTICS COMMON COM STK NPV STOCK 69562K100 146,122.68 146 28,878 SH Sole 23, 28 28,878 PANERA BREAD CO CLASS'A'COM COMMON STK USD0.0001 STOCK 69840W108 4,267,945.00 4,268 77,599 SH Sole 23, 28, 47 77,599 PAR PHARMACEUTICAL COMMON 8, 28, 30, USD0.01 STOCK 69888P106 965,691.45 966 44,895 SH Sole 33 44,895 PARAMOUNT GOLD & SILVER CORP COMMON COM STK USD0.01 STOCK 69924P102 63,294.00 63 46,200 SH Sole 28 46,200 PATRIOT CAPITAL FUNDING INC COMMON COM STK USD0.01 STOCK 70335Y104 49,633.20 50 12,165 SH Sole 8 12,165 PATRIOT COAL CORPORATION COMMON COM STK USD0.01 STOCK 70336T104 2,377,872.00 2,378 202,200 SH Sole 28 202,200 PATRIOT TRANSPORTATION HLDG INC COM COMMON STK USD0.10 STOCK 70337B102 75,500.00 76 1,000 SH Sole 28 1,000 PENSKE AUTOMOTIVE GROUP INC COM COMMON STK USD0.0001 STOCK 70959W103 237,563.48 238 12,386 SH Sole 33, 34 12,386 PEOPLES FINANCIAL CORP/MISS COM COMMON STK USD1 STOCK 71103B102 50,247.00 50 2,700 SH Sole 28 2,700 PEPSIAMERICAS INC COMMON COM STK USD0.01 STOCK 71343P200 3,372,936.00 3,373 118,100 SH Sole 28, 33 118,100 PERCEPTRON INC COMMON COM STK USD0.01 STOCK 71361F100 3,052.00 3 700 SH Sole 33 700 PERFICIENT INC COM COMMON STOCK 71375U101 187,729.00 188 22,700 SH Sole 28, 33 22,700 PERFORMANCE TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 71376K102 3,217.27 3 1,121 SH Sole 33 1,121 PETROCORP INC. COMMON COM USD 0.01 STOCK 71645N994 0.00 0 1,500 SH Sole 28 1,500 PETROBANK ENERGY & RESOURCES COMMON COM NPV STOCK 71645P106 350,437.90 350 8,500 SH Sole 11 8,500 PHARMERICA CORPORATION COMMON COM STK USD0.01 STOCK 71714F104 489,040.95 489 26,335 SH Sole 23, 28 26,335 PHARMASSET INC COMMON COM STK NPV STOCK 71715N106 357,266.00 357 16,900 SH Sole 8, 28 16,900 PHASE FORWARD INC COMMON COM USD0.01 STOCK 71721R406 664,934.40 665 47,360 SH Sole 28, 47 47,360 PINNACLE FINANCIAL PARTNERS COM COMMON STK USD1 STOCK 72346Q104 305,040.00 305 24,000 SH Sole 28, 33 24,000 POLYCOM INC COM COMMON STK USD0.0005 STOCK 73172K104 6,275,603.50 6,276 234,602 SH Sole 8, 28 234,602 POLYONE CORP COM COMMON 8, 28, 30, STK USD0.01 STOCK 73179P106 952,489.34 952 142,802 SH Sole 33 142,802 POLYPORE INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 73179V103 220,761.00 221 17,100 SH Sole 28 17,100 POOL CORP COM STK COMMON USD0.001 STOCK 73278L105 777,700.00 778 35,000 SH Sole 28 35,000 PORTFOLIO RECOVERY ASSOCIATES INC COMMON COM STK USD0.01 STOCK 73640Q105 526,825.26 527 11,622 SH Sole 28, 33 11,622 POTASH CORP OF SASKATCHEWAN COMMON INC COM NPV STOCK 73755L107 1,657,648.66 1,658 18,349 SH Sole 11, 47 18,349 POWERSECURE INTL INC COM STK COMMON USD0.01 STOCK 73936N105 129,498.00 129 19,100 SH Sole 8, 28, 33 19,100 POZEN INC COM STK COMMON USD0.001 STOCK 73941U102 147,972.80 148 20,105 SH Sole 28 20,105 PRAXAIR INC COM COMMON 11, 28, STK USD0.01 STOCK 74005P104 39,384,137.73 39,384 482,117 SH Sole 39, 47 482,117 PRESTIGE BRANDS HLDGS INC COM COMMON STK USD0.01 STOCK 74112D101 353,408.00 353 50,200 SH Sole 8, 28, 33 50,200 PRICE T.ROWE ASSOC INC COM COMMON STK USD0.20 STOCK 74144T108 6,196,737.20 6,197 135,596 SH Sole 28, 34, 47 135,596 PRIDE INTERNATIONAL COMMON INC NEW COM NPV STOCK 74153Q102 10,670,072.32 10,670 350,528 SH Sole 28 350,528 PRIMEDIA INC COM COMMON STK USD0.01 STOCK 74157K846 46,743.48 47 18,549 SH Sole 28 18,549 RHAPSODY ACQUISITION CORP COM STK COMMON NPV STOCK 74164F103 38,213.00 38 5,300 SH Sole 28 5,300 PRINCIPAL FINANCIAL GROUP COM STK COMMON USD0.01 STOCK 74251V102 4,232,576.70 4,233 154,530 SH Sole 28, 37 154,530 PROASSURANCE CORP COMMON COM STK USD0.01 STOCK 74267C106 1,513,353.43 1,513 28,997 SH Sole 8, 28, 33 28,997 PROS HOLDINGS INC COM STK COMMON USD0.001 STOCK 74346Y103 133,036.00 133 15,800 SH Sole 28 15,800 PROSPECT CAPITAL CORP COM STK COMMON USD0.001 STOCK 74348T102 486,640.98 487 45,438 SH Sole 8, 28 45,438 PROTALIX BIOTHERAPEUTICS INC COM STK COMMON USD0.0001 STOCK 74365A101 292,486.60 292 35,410 SH Sole 8, 28 35,410 PROVIDENT FINANCIAL SERVICES INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 74386T105 698,289.69 698 67,861 SH Sole 33 67,861 PSYCHIATRIC SOLUTIONS INC COMMON COM STK USD0.01 STOCK 74439H108 4,135,597.44 4,136 154,544 SH Sole 28 154,544 QAD INCCOM NPV COMMON STOCK 74727D108 41,860.00 42 9,200 SH Sole 28 9,200 QC HLDGS INC COM COMMON STK USD0.01 STOCK 74729T101 22,950.00 23 3,400 SH Sole 28 3,400 PZENA INVESTMENT MANAGEMENT, COMMON INC COM STK 'A' STOCK 74731Q103 35,131.00 35 4,300 SH Sole 28 4,300 QUEST DIAGNOSTICS INC COM STK COMMON USD0.01 STOCK 74834L100 30,499,418.48 30,499 584,392 SH Sole 28, 35, 39 584,392 QUEST SOFWARE INC COMMON COM STK NPV STOCK 74834T103 2,934,646.55 2,935 174,163 SH Sole 8, 23, 28 174,163 QUESTCOR PHARMACEUTICAL COMMON INC COM STK NPV STOCK 74835Y101 243,106.32 243 44,041 SH Sole 23, 28 44,041 QUICKSILVER RESOURCES INC COMMON COM STK USD0.01 STOCK 74837R104 3,373,275.18 3,373 237,722 SH Sole 28 237,722 QUIKSILVER INC COMMON COM STK USD0.01 STOCK 74838C106 283,250.00 283 103,000 SH Sole 8, 28, 33 103,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- QUIDEL CORP VTG COM STK COMMON USD0.001 STOCK 74838J101 303,501.00 304 18,700 SH Sole 28 18,700 RELIANT ENERGY COMMON INC USD0.001 STOCK 74971X107 36,414.00 36 5,100 SH Sole 33 5,100 RSC HOLDINGS INC COMMON COM STK NPV STOCK 74972L102 258,085.00 258 35,500 SH Sole 28 35,500 RTI INTERNATIONAL METALS INC COM COMMON STK USD0.01 STOCK 74973W107 476,030.10 476 19,110 SH Sole 28, 33 19,110 RTI BIOLOGICS INC COMMON COM USD0.001 STOCK 74975N105 194,445.00 194 44,700 SH Sole 28, 33 44,700 RADIANT SYSTEMS INC COM STK COMMON USD0.001 STOCK 75025N102 217,323.90 217 20,235 SH Sole 28 20,235 RAE SYSTEMS INC COM STK COMMON USD0.001 STOCK 75061P102 36,850.00 37 33,500 SH Sole 28 33,500 RANGE RESOURCES CORP COM STK COMMON 11, 28, USD0.01 STOCK 75281A109 10,855,695.44 10,856 219,929 SH Sole 34, 47 219,929 RBC BEARINGS INC COMMON USD0.01 STOCK 75524B104 375,613.00 376 16,100 SH Sole 28 16,100 REALNETWORKS INC COM STK COMMON USD0.001 STOCK 75605L104 270,920.16 271 72,828 SH Sole 28, 33 72,828 RED ROBIN GOURMET BURGERS INC COM STK COMMON USD0.001 STOCK 75689M101 213,572.78 214 10,459 SH Sole 28 10,459 REGENERON PHARMACEUTICALS INC COM STK COMMON USD0.001 STOCK 75886F107 901,097.70 901 46,689 SH Sole 28 46,689 REGIONS FINANCIAL CORP (NEW) COM COMMON STK USD0.01 STOCK 7591EP100 3,945,312.36 3,945 635,316 SH Sole 28, 32 635,316 RENAISSANCE LEARNING INC COMMON COM STK USD0.01 STOCK 75968L105 37,424.10 37 3,765 SH Sole 28 3,765 RENT-A-CENTER INC COMMON 8, 23, 28, COM STK USD0.01 STOCK 76009N100 4,401,400.00 4,401 233,125 SH Sole 33 233,125 REPROS THERAPEUTICS INC COM STK COMMON USD0.001 STOCK 76028H100 5,760.00 6 6,400 SH Sole 28 6,400 RESOURCES CONNECTION INC COMMON COM STK USD0.01 STOCK 76122Q105 558,800.30 559 32,755 SH Sole 28 32,755 RETAIL VENTURES COMMON INC COM STK NPV STOCK 76128Y102 101,210.35 101 19,205 SH Sole 28 19,205 RIGHTNOW TECHNOLOGIES INC COM STK COMMON USD0.001 STOCK 76657R106 226,708.00 227 15,700 SH Sole 28 15,700 ROMA FINANCIAL CORPORATION COMMON COM STK USD0.1 STOCK 77581P109 79,552.00 80 6,400 SH Sole 28 6,400 ROME BANCORP INC COMMON COM STK USD0.01 STOCK 77587P103 6,111.00 6 700 SH Sole 33 700 RUBICON TECHNOLOGY INC COM STK COMMON USD0.001 STOCK 78112T107 138,012.00 138 9,300 SH Sole 28 9,300 RUBIO'S RESTAURANTS INC COM COMMON STKUSD0.01 STOCK 78116B102 6,340.00 6 1,000 SH Sole 33 1,000 SBA COMMUNICATIONS COMMON COM STK USD0.01 STOCK 78388J106 15,324,496.32 15,324 566,944 SH Sole 11, 23, 47 566,944 SAIC INC COM STK 23, 28, USD0.0001 COMMON 32, 35, STOCK 78390X101 13,666,378.70 13,666 779,155 SH Sole 39, 47 779,155 SCBT FINANCIAL CORP COM STK COMMON USD2.50 STOCK 78401V102 262,706.90 263 9,349 SH Sole 28, 33 9,349 SI FINANCIAL GROUP INC COM COMMON STK USD0.01 STOCK 78425W102 4,950.00 5 1,100 SH Sole 33 1,100 SLM CORP COM STK COMMON USD0.20 STOCK 78442P106 3,084,028.56 3,084 353,673 SH Sole 28, 34, 43 353,673 SPSS INC COM STK COMMON USD0.01 STOCK 78462K102 988,410.60 988 19,788 SH Sole 8, 23, 28 19,788 S1 CORP. COM STK COMMON NPV STOCK 78463B101 577,076.04 577 93,378 SH Sole 28, 30, 33 93,378 SRS LABORATORIES INC COM STK COMMON USD0.01 STOCK 78464M106 58,480.00 58 8,000 SH Sole 28 8,000 SRA INTERNATIONAL INC CLASS'A'COM COMMON STK USD0.004 STOCK 78464R105 2,556,256.00 2,556 118,400 SH Sole 28, 33 118,400 SVB FINANCIAL GROUP COM STK COMMON USD0.001 STOCK 78486Q101 4,497,700.15 4,498 103,945 SH Sole 23, 28, 30 103,945 SWS GROUP INC COM COMMON 23, 25, STK USD0.10 STOCK 78503N107 2,507,241.60 2,507 174,114 SH Sole 28, 30, 33 174,114 SXC HEALTH SOLUTIONS CORP COMMON COM NPV STOCK 78505P100 412,219.90 412 8,810 SH Sole 47 8,810 SAFETY INSURANCE GROUP INC COM COMMON STK USD0.01 STOCK 78648T100 447,876.60 448 13,605 SH Sole 11, 28, 33 13,605 SAIA INC COM STK COMMON USD0.001 STOCK 78709Y105 316,052.40 316 19,655 SH Sole 8, 28 19,655 SAKS INC COM STK COMMON USD0.10 STOCK 79377W108 2,639,865.14 2,640 387,077 SH Sole 8, 28, 33 387,077 SALESFORCE.COM INC COM STK COMMON USD0.001 STOCK 79466L302 4,085,866.10 4,086 71,770 SH Sole 11, 28, 47 71,770 SANDERS MORRIS HARRIS GROUP COM STK COMMON USD0.001 STOCK 80000Q104 100,783.23 101 17,053 SH Sole 28, 33 17,053 SANDISK CORP COM COMMON STK USD0.001 STOCK 80004C101 2,251,244.80 2,251 103,744 SH Sole 28, 34 103,744 SANDRIDGE ENERGY INC COM STK COMMON USD0.001 STOCK 80007P307 3,473,280.00 3,473 268,000 SH Sole 39 268,000 SAVIENT PHARMACEUTICALS COMMON INC STOCK 80517Q100 997,910.40 998 65,652 SH Sole 8, 28, 47 65,652 SCANA CORP(NEW) COMMON COM STK NPV STOCK 80589M102 1,710,100.00 1,710 49,000 SH Sole 28 49,000 SCICLONE PHARMACEUTICALS COMMON COM STK NPV STOCK 80862K104 110,760.00 111 26,000 SH Sole 28 26,000 SCIENTIFIC GAMES CLASS'A'COM COMMON USD0.01 STOCK 80874P109 4,422,110.50 4,422 279,350 SH Sole 5, 28 279,350 SEALED AIR CORP COMMON COM STK USD0.1 STOCK 81211K100 1,283,429.03 1,283 65,381 SH Sole 28 65,381 SELECT MEDICAL COMMON HOLDINGS NPV STOCK 81619Q105 713,791.81 714 70,883 SH Sole 23 70,883 SENSIENT TECHNOLOGIES CORP COM STK COMMON USD0.10 STOCK 81725T100 4,598,545.38 4,599 165,594 SH Sole 25, 28, 33 165,594 SHENANDOAH TELECOMUNICATIONS COMMON COM STK USD10 STOCK 82312B106 2,042,404.85 2,042 113,783 SH Sole 28, 39 113,783 SHUTTERFLY INC COM STK COMMON USD0.0001 STOCK 82568P304 247,787.00 248 14,900 SH Sole 28 14,900 SIERRA BANCORP COMMON COM STK NPV STOCK 82620P102 120,100.00 120 10,000 SH Sole 8, 28 10,000 SIGNATURE BANK COMMON 11, 23, COMMON SHS STOCK 82669G104 4,047,762.00 4,048 139,578 SH Sole 28, 47 139,578 SILICON IMAGE INC COM STK COMMON USD0.001 STOCK 82705T102 181,173.51 181 74,557 SH Sole 23, 28, 33 74,557 SILICON GRAPHICS INTERNATIONAL CORP COM STK COMMON USD0.001 STOCK 82706L108 157,986.95 158 23,545 SH Sole 28, 33 23,545 SIRONA DENTAL SYSTEMS INC COMMON COM STK USD0.01 STOCK 82966C103 654,500.00 655 22,000 SH Sole 11, 28 22,000 SKILLED HEALTHCARE GROUP CLASS'A'COM COMMON STK USD0.001 STOCK 83066R107 114,026.00 114 14,200 SH Sole 28, 33 14,200 SKYWORKS SOLUTIONS COMMON 8, 23, 28, INCCOM STOCK 83088M102 3,235,617.68 3,236 244,382 SH Sole 33, 47 244,382 SMART BALANCE INC COMMON COM STK USD0.01 STOCK 83169Y108 314,982.00 315 51,300 SH Sole 28, 33 51,300 SMARTHEAT INC COM COMMON STK USD0.001 STOCK 83172F104 213,660.00 214 18,000 SH Sole 28, 47 18,000 SOLARWINDS INC COMMON USD0.001 STOCK 83416B109 1,612,596.00 1,613 73,200 SH Sole 5, 8, 28 73,200 SOLERA HOLDINGS INC COM STK COMMON 11, 25, USD0.01 STOCK 83421A104 8,786,397.30 8,786 282,430 SH Sole 28, 39 282,430
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SONIC AUTOMOTIVE INC COM STK USD0.01 COMMON CLASS'A' STOCK 83545G102 397,446.00 397 37,852 SH Sole 8, 28 37,852 SONOSITE COM STK COMMON USD0.01 STOCK 83568G104 1,820,183.40 1,820 68,790 SH Sole 25, 28 68,790 SOURCEFIRE INC COM STK COMMON USD0.001 STOCK 83616T108 984,399.50 984 45,850 SH Sole 28, 47 45,850 SOUTHSIDE BANCSHARES INC COMMON COM STK USD1.25 STOCK 84470P109 394,032.44 394 17,497 SH Sole 8, 28 17,497 SPECIALTY UNDERWRITERS' ALLIANCE COM COMMON STK USD1 STOCK 84751T309 4,620.00 5 700 SH Sole 33 700 SPECTRANETICS CORP COM STK COMMON USD0.001 STOCK 84760C107 162,173.00 162 25,300 SH Sole 28, 33 25,300 SPECTRUM PHARMACEUTICALS COMMON INC STOCK 84763A108 181,710.00 182 27,000 SH Sole 28 27,000 SPORT SUPPLY GROUP INC (DELAWARE) COM COMMON STK USD0.01 STOCK 84916A104 106,699.49 107 10,471 SH Sole 23, 28, 33 10,471 STAGE STORES INC COMMON 23, 28, COM STK USD0.01 STOCK 85254C305 826,783.20 827 63,795 SH Sole 30, 33 63,795 STANDARD PACIFIC CORP COM STK COMMON USD0.01 STOCK 85375C101 445,752.00 446 120,800 SH Sole 8, 28, 33 120,800 STAR SCIENTIFIC COMMON COM STK USD0.01 STOCK 85517P101 48,732.00 49 52,400 SH Sole 28 52,400 STARENT NETWORKS CORPORATION COM STK COMMON USD0.001 STOCK 85528P108 982,737.20 983 38,660 SH Sole 28, 47 38,660 STARTEK INC COM COMMON STK USD0.01 STOCK 85569C107 82,460.00 82 9,500 SH Sole 28, 33 9,500 STARWOOD HOTELS & RESORTS WORLDWIDE COM COMMON 28, 36, STK USD0.01 STOCK 85590A401 26,986,533.93 26,987 817,031 SH Sole 39, 43 817,031 STELLARONE CORP COMMON COM STK USD5 STOCK 85856G100 277,300.00 277 18,800 SH Sole 28, 33 18,800 STEMCELLS INC COM COMMON STK USD0.01 STOCK 85857R105 117,034.00 117 71,800 SH Sole 28 71,800 STEREOTAXIS INC COM STK COMMON USD0.001 STOCK 85916J102 86,524.00 87 19,400 SH Sole 28 19,400 STILLWATER MINING CO COM STK COMMON USD0.01 STOCK 86074Q102 376,071.36 376 55,963 SH Sole 8, 28, 33 55,963 STONERIDGE INC COMMON COM STK NPV STOCK 86183P102 88,500.00 89 12,500 SH Sole 28, 33 12,500 SUN BANCORP INC NEW JERSEY COM COMMON STK USD1 STOCK 86663B102 58,328.16 58 11,047 SH Sole 28, 33 11,047 SUNOCO INC COM COMMON STK USD1 STOCK 86764P109 1,857,187.55 1,857 65,279 SH Sole 28, 43 65,279 SUNRISE SENIOR LIVING REAL ESTATE COM STK COMMON USD0.01 STOCK 86768K106 90,212.19 90 29,773 SH Sole 28 29,773 SUPER MICRO COMPUTER INC COM STK COMMON USD0.001 STOCK 86800U104 146,358.00 146 17,300 SH Sole 28 17,300 SUPERIOR BANCORP COM STK COMMON USD0.001 STOCK 86806M205 244.00 0 100 SH Sole 33 100 SUPERIOR WELL SERVICES INC. COMMON COM STK USD0.01 STOCK 86837X105 116,160.00 116 12,000 SH Sole 28, 33 12,000 SUPPORT.COM INC COMMON STOCK 86858W101 89,040.00 89 37,100 SH Sole 28, 33 37,100 SYMYX TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 87155S108 188,775.92 189 28,516 SH Sole 23, 28 28,516 SYNCHRONOSS TECHNOLOGIES INC COM STK COMMON USD0.0001 STOCK 87157B103 179,568.00 180 14,400 SH Sole 28 14,400 SYNAPTICS INC COM COMMON STK USD0.001 STOCK 87157D109 3,147,883.20 3,148 124,916 SH Sole 23, 28, 39 124,916 SYNOVUS FINANCIAL CORP COM STK COMMON USD1 STOCK 87161C105 3,682,500.00 3,683 982,000 SH Sole 28, 33 982,000 SYNOVIS LIFE TECHNOLOGIES COMMON INC. COM STOCK 87162G105 104,880.00 105 7,600 SH Sole 28 7,600 SYNTEL INC COM COMMON STK NPV STOCK 87162H103 445,798.20 446 9,340 SH Sole 28 9,340 SYNTA PHARMACEUTICALS CORP COM STK COMMON USD0.0001 STOCK 87162T206 39,060.00 39 12,600 SH Sole 28 12,600 SYNNEX CORP COM COMMON 8, 23, 28, STK USD0.001 STOCK 87162W100 1,014,343.92 1,014 33,279 SH Sole 33 33,279 SYNIVERSE HLDGS INC COM STK COMMON 8, 23, 25, USD0.001 STOCK 87163F106 5,222,175.00 5,222 298,410 SH Sole 28 298,410 SYNUTRA INTERNATIONAL COMMON INC COM STK NPV STOCK 87164C102 194,682.00 195 14,200 SH Sole 28 14,200 TD AMERITRADE HOLDING CORP COMMON COM STK USD0.01 STOCK 87236Y108 3,262,806.00 3,263 166,300 SH Sole 35, 37, 39 166,300 TICC CAPITAL CORP COMMON COM STOCK 87244T109 133,560.00 134 26,500 SH Sole 8, 28 26,500 TRW AUTOMOTIVE HLDGS CORP COM COMMON STK USD0.01 STOCK 87264S106 315,318.75 315 18,825 SH Sole 23, 33, 34 18,825 TTM TECHNOLOGIES INC COM STK COMMON 8, 23, 28, USD0.001 STOCK 87305R109 1,343,492.57 1,343 117,131 SH Sole 30, 33 117,131 TALEO CORP. COMMON 'A'USD0.00001 STOCK 87424N104 1,004,672.64 1,005 44,376 SH Sole 23, 28, 47 44,376 TANDY LEATHER FACTORY INC COMMON COM STK USD STOCK 87538X105 618.00 1 200 SH Sole 33 200 TASER INTERNATIONAL COMMON INC COM STK NPV STOCK 87651B104 212,947.52 213 45,116 SH Sole 28 45,116 TECHWELL INC COM COMMON STK NPV STOCK 87874D101 124,074.00 124 11,300 SH Sole 28 11,300 TECHTARGET COM COMMON STK USD0.001 STOCK 87874R100 59,188.80 59 10,384 SH Sole 28, 33 10,384 TELECOMMUNICATIONS SYSTEMS INC COMMON COM STK USD0.01 STOCK 87929J103 673,816.00 674 80,600 SH Sole 28, 30 80,600 TEMPUR PEDIC INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 88023U101 1,142,082.00 1,142 60,300 SH Sole 8, 28 60,300 TENET HEALTHCARE CORP COM STK COMMON USD0.05 STOCK 88033G100 3,179,421.84 3,179 540,718 SH Sole 23, 28 540,718 TERADATA CORP COM COMMON STK USD0.01 STOCK 88076W103 2,312,505.60 2,313 84,030 SH Sole 28, 34 84,030 TERRITORIAL BANCORP INC COMMON USD0.01 STOCK 88145X108 54,880.00 55 3,500 SH Sole 28 3,500 TETRA TECHNOLOGIES COMMON COM STK USD0.01 STOCK 88162F105 1,707,378.00 1,707 176,200 SH Sole 8, 28, 39 176,200 TETRA TECH INC COMMON COM STK USD0.01 STOCK 88162G103 2,761,428.11 2,761 104,087 SH Sole 23, 28 104,087 TESSERA TECHNOLOGIES INC COM STK COMMON USD0.01 STOCK 88164L100 2,737,152.49 2,737 98,141 SH Sole 23, 26, 28 98,141 TEXAS CAPITAL BANCSHARES INC COMMON COM STK USD0.01 STOCK 88224Q107 2,069,972.80 2,070 122,920 SH Sole 25, 28, 33 122,920 THERAVANCE INC COMMON COM STK USD1 STOCK 88338T104 578,280.00 578 39,500 SH Sole 28 39,500 THESTREET.COM COM COMMON STK USD0.01 STOCK 88368Q103 10,730.00 11 3,700 SH Sole 33 3,700 3 D SYSTEMS INC COM STK COMMON USD0.001 STOCK 88554D205 120,913.00 121 13,100 SH Sole 28 13,100 3M CO COM STK COMMON 11, 23, USD0.01 STOCK 88579Y101 65,369,530.80 65,370 885,766 SH Sole 28, 34, 39 885,766 3PAR INC COM STK COMMON USD0.001 STOCK 88580F109 216,188.00 216 19,600 SH Sole 28 19,600 TIBCO SOFTWARE INC COM STK COMMON USD0.001 STOCK 88632Q103 1,300,699.40 1,301 137,060 SH Sole 8, 28, 33 137,060 TICKETMASTER ENTERTAINMENT COMMON INC USD0.01 STOCK 88633P302 387,581.95 388 33,155 SH Sole 23, 28 33,155 TIER TECHNOLOGIES INC COM STK COMMON CL'B'NPV STOCK 88650Q100 106,000.00 106 12,500 SH Sole 28 12,500
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- TIERONE CORP COM COMMON STK USD0.01 STOCK 88650R108 739.26 1 222 SH Sole 33 222 TIME WARNER CABLE COMMON INC USD0.01 STOCK 88732J207 9,557,620.54 9,558 221,806 SH Sole 28, 32, 36 221,806 TITAN INTL INC COMMON USD1 STOCK 88830M102 227,617.50 228 25,575 SH Sole 28, 33 25,575 TITAN MACHINERY INC COM STK COMMON USD0.00001 STOCK 88830R101 112,680.00 113 9,000 SH Sole 28 9,000 TOWN SPORTS INTERNATIONAL COM STK COMMON USD0.001 STOCK 89214A102 32,881.00 33 13,100 SH Sole 28 13,100 TOWNEBANK PORTSMOUTH VA COMMON COM STOCK 89214P109 206,550.00 207 16,200 SH Sole 28 16,200 TRADESTATION GROUP INC COM COMMON STK USD0.01 STOCK 89267P105 1,147,960.10 1,148 140,854 SH Sole 23, 28, 30 140,854 TRANS1 INC COM COMMON STK USD0.0001 STOCK 89385X105 45,214.00 45 9,400 SH Sole 28 9,400 TRAVELZOO INC COM COMMON STK USD0.01 STOCK 89421Q106 55,107.00 55 3,900 SH Sole 28 3,900 TREEHOUSE FOODS INC COM STK COMMON 8, 23, 28, USD0.01 STOCK 89469A104 1,696,429.53 1,696 47,559 SH Sole 33, 47 47,559 TREX COMPANY COM COMMON STK USD0.01 STOCK 89531P105 231,140.00 231 12,700 SH Sole 8, 28 12,700 TRIQUINT SEMI CONDUCTOR INC COM STK COMMON USD0.001 STOCK 89674K103 898,909.08 899 116,439 SH Sole 28, 33 116,439 TRUE RELIGION APPAREL INC COM STK COMMON USD0.00001 STOCK 89784N104 537,788.20 538 20,740 SH Sole 23, 28 20,740 TRUEBLUE INC COM COMMON STK NPV STOCK 89785X101 831,945.03 832 59,129 SH Sole 28, 47 59,129 21ST CENTURY HLDG CO COM STK COMMON USD0.01 STOCK 90136Q100 3,564.00 4 900 SH Sole 33 900 UCBH HLDGS INC COMMON COM STK USD0.01 STOCK 90262T308 74,780.00 75 93,475 SH Sole 28, 33 93,475 USANA INC COM STK COMMON NPV STOCK 90328M107 167,480.10 167 4,910 SH Sole 28 4,910 US CONCRETE INC COM STK COMMON USD0.001 STOCK 90333L102 50,343.00 50 29,100 SH Sole 28, 33 29,100 US HOME SYSTEMS COMMON INC COM STK NPV STOCK 90335C100 1,757.00 2 700 SH Sole 33 700 US PHYSICAL THERAPY COM COMMON STK USD0.01 STOCK 90337L108 126,588.00 127 8,400 SH Sole 28 8,400 US GEOTHERMAL INC COM STK COMMON USD0.001 STOCK 90338S102 71,760.00 72 46,000 SH Sole 28 46,000 USA MOBILITY INC COMMON COM STK USD1 STOCK 90341G103 242,453.12 242 18,824 SH Sole 8, 28 18,824 US AIRWAYS GROUP COMMON INC STOCK 90341W108 894,818.90 895 190,387 SH Sole 28, 43 190,387 US AUTO PARTS NETWORK COM COMMON STK USD0.01 STOCK 90343C100 45,235.00 45 8,300 SH Sole 28 8,300 ULTA SALON COM COMMON STK USD0 STOCK 90384S303 379,020.07 379 22,957 SH Sole 23, 28 22,957 ULTIMATE SOFTWARE INC COM STK COMMON USD0.01 STOCK 90385D107 519,832.00 520 18,100 SH Sole 28 18,100 ULTRA CLEAN HLDGS INC COM STK COMMON USD0.001 STOCK 90385V107 489,993.60 490 94,960 SH Sole 30, 33 94,960 UNION DRILLING INC COM STK COMMON USD0.01 STOCK 90653P105 71,052.00 71 9,300 SH Sole 28, 33 9,300 UNITED AMERICA INDEMNITY LTD COMMON COM STK STOCK 90933T109 204,045.29 204 27,611 SH Sole 28, 33 27,611 UNITED COMMUNITY BANKS(GEORGIA) COMMON COM STK USD1 STOCK 90984P105 240,894.92 241 48,179 SH Sole 8, 28, 33 48,179 UNITED FINL BANCORP INC MD COMMON COM STOCK 91030T109 422,670.00 423 36,500 SH Sole 28, 30, 33 36,500 UNITED THERAPEUTICS CORP COM STK COMMON 8, 11, 28, USD0.01 STOCK 91307C102 7,363,197.00 7,363 150,300 SH Sole 39, 47 150,300 UNITEDHEALTH 19, 28, GROUP INC COM 31, 34, STK USD0.01 COMMON 36, 37, STOCK 91324P102 21,916,710.72 21,917 875,268 SH Sole 39, 47 875,268 UNIVERSAL DISPLAY CORP COM STK COMMON USD0.01 STOCK 91347P105 254,322.00 254 21,300 SH Sole 28 21,300 UNIVERSAL INSURANCE HOLDINGS INC COMMON COM STK USD0.01 STOCK 91359V107 47,785.00 48 9,500 SH Sole 28 9,500 UNIVERSAL TRUCKLOAD SERVICES INC COMMON COM STK NPV STOCK 91388P105 70,993.00 71 4,300 SH Sole 28 4,300 UNIVERSAL TRAVEL GROUP COM STK COMMON USD0.001 STOCK 91388Q202 83,850.00 84 6,500 SH Sole 28 6,500 UNUM GROUP COM COMMON 19, 28, STOCK 91529Y106 5,934,077.44 5,934 276,776 SH Sole 34, 37 276,776 URANERZ ENERGY CORP COM COMMON USD0.001 STOCK 91688T104 83,814.00 84 36,600 SH Sole 28 36,600 VCG HOLDING CORP COM STK COMMON USD0.0001 STOCK 91821K101 2,420.00 2 1,100 SH Sole 33 1,100 VAALCO ENERGY COM COMMON STK USD0.10 STOCK 91851C201 319,433.20 319 69,442 SH Sole 8, 23, 28 69,442 VAIL RESORTS INC COMMON 5, 26, 28, COM STK USD0.01 STOCK 91879Q109 3,697,617.30 3,698 110,245 SH Sole 33 110,245 VALENT PHARMACEUTICALS COMMON INTE COM STOCK 91911X104 3,934,012.00 3,934 140,200 SH Sole 8, 28 140,200 VALERO ENERGY CORP(NEW) COM COMMON 19, 23, STK USD0.01 STOCK 91913Y100 4,931,109.68 4,931 254,312 SH Sole 28, 34 254,312 VALUECLICK INC COM STK COMMON USD0.001 STOCK 92046N102 3,153,517.96 3,154 239,084 SH Sole 28 239,084 VARIAN MEDICAL SYSTEMS INC COMMON COM STK USD1 STOCK 92220P105 2,265,582.88 2,266 53,776 SH Sole 28 53,776 VASCO DATA SECURITY INTERNATIONAL COM STK COMMON USD0.001 STOCK 92230Y104 152,852.00 153 20,600 SH Sole 28 20,600 VASCULAR SOLUTIONS INC COMMON COM STK USD0.01 STOCK 92231M109 112,472.00 112 13,600 SH Sole 28 13,600 VECTREN CORP COM COMMON NPV STOCK 92240G101 5,479,142.40 5,479 237,810 SH Sole 25, 28 237,810 VECTOR GROUP COM COMMON STK USD0.1 STOCK 92240M108 440,277.56 440 28,259 SH Sole 28 28,259 VENOCO INC COM COMMON STK NPV STOCK 92275P307 154,234.00 154 13,400 SH Sole 28 13,400 VERIFONE HLDGS INC COM STK COMMON USD0.01 STOCK 92342Y109 885,343.13 885 55,717 SH Sole 23, 28 55,717 VERIZON COMMUNICATIONS 19, 23, INC COM STK COMMON 28, 32, USD0.10 STOCK 92343V104 50,136,231.27 50,136 1,656,301 SH Sole 36, 39 1,656,301 VERTEX PHARMACEUTICAL COMMON COM STK USD0.01 STOCK 92532F100 18,146,899.00 18,147 478,810 SH Sole 11, 28, 47 478,810 VIAD CORP COM COMMON STOCK USD1.5 STOCK 92552R406 433,739.35 434 21,785 SH Sole 8, 28, 33 21,785 VIASAT INC COM COMMON STK USD0.01 STOCK 92552V100 510,947.34 511 19,223 SH Sole 28 19,223 VIACOM INC NEW CLASS'B' NON-VTG COM COMMON 19, 28, USD0.001 STOCK 92553P201 16,410,830.60 16,411 585,265 SH Sole 34, 36 585,265 VIRAGE LOGIC CORP COMMON COM STK NPV STOCK 92763R104 67,209.00 67 12,900 SH Sole 28, 33 12,900 VIRGIN MEDIA INC COMMON COM STK USD0.01 STOCK 92769L101 762,120.00 762 54,750 SH Sole 37, 45 54,750 VIRGIN MOBILE USA COMMON USD0.01 CLS 'A' STOCK 92769R108 219,500.00 220 43,900 SH Sole 8, 28 43,900 VIRGINIA COMM COMMON BANCORP INC COM STOCK 92778Q109 9,715.65 10 2,435 SH Sole 33 2,435 VIRTUAL RADIOLOGIC COMMON CORP USD0.001 STOCK 92826B104 62,544.00 63 4,800 SH Sole 28 4,800
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- VISA INC COMMON USD0.0001 'A' STOCK 92826C839 6,903,743.45 6,904 99,895 SH Sole 11, 39, 47 99,895 VIRTUSA CORP COM COMMON STK USD0.01 STOCK 92827P102 132,860.00 133 14,000 SH Sole 8, 28 14,000 VIRTUS INVESTMENT PARTNERS INC COMMON USD0.01 STOCK 92828Q109 73,257.73 73 4,693 SH Sole 8, 28 4,693 VITAL IMAGES INC COMMON COM STK USD0.01 STOCK 92846N104 285,017.80 285 22,765 SH Sole 8, 28, 33 22,765 VITACOST.COM INC COMMON NPV STOCK 92847A200 150,696.00 151 13,800 SH Sole 8 13,800 VOCUS INC COM STK COMMON USD0.01 STOCK 92858J108 1,826,830.50 1,827 87,450 SH Sole 5, 28 87,450 VOLCOM INC COM COMMON STK USD0.001 STOCK 92864N101 260,433.44 260 15,803 SH Sole 23, 28 15,803 W & T OFFSHORE INC COM STK COMMON USD0.00001 STOCK 92922P106 291,579.00 292 24,900 SH Sole 28 24,900 WGL HLDGS INC COM COMMON STK USD1 STOCK 92924F106 4,975,904.72 4,976 150,148 SH Sole 8, 23, 28 150,148 WCA WASTE CORP COMMON COM STK USD0.01 STOCK 92926K103 443.46 0 114 SH Sole 33 114 WABCO HOLDINGS INC COM STK COMMON 23, 25, USD0.01 STOCK 92927K102 905,226.00 905 43,106 SH Sole 28, 39 43,106 WALTER ENERGY INC COMMON COM STK USD0.01 STOCK 93317Q105 6,085,519.44 6,086 101,324 SH Sole 11, 23 101,324 WARREN RESOURCES INC COM STK COMMON USD0.001 STOCK 93564A100 129,470.40 129 43,740 SH Sole 28 43,740 WASTE MANAGEMENT INC COM STK COMMON USD0.01 STOCK 94106L109 11,760,262.50 11,760 394,375 SH Sole 23, 28, 34 394,375 WEB.COM GROUP INC COMMON STOCK 94733A104 465,990.25 466 65,725 SH Sole 28, 30, 33 65,725 WELLCARE HEALTH PLANS INC COM COMMON STK USD0.01 STOCK 94946T106 3,215,346.00 3,215 130,440 SH Sole 8, 28 130,440 WELLPOINT INC COM COMMON 11, 19, STK USD0.01 STOCK 94973V107 16,920,638.72 16,921 357,277 SH Sole 28, 34, 36 357,277 WESCO INTERNATIONAL INC COM STK COMMON USD0.01 STOCK 95082P105 598,118.40 598 20,768 SH Sole 23, 30 20,768 WEST BANCORPORATION COMMON COM STK NPV STOCK 95123P106 94,240.00 94 19,000 SH Sole 8, 28 19,000 WESTAR ENERGY INC COMMON 8, 23, 25, COM USD5 STOCK 95709T100 10,242,593.92 10,243 524,992 SH Sole 28 524,992 WESTFIELD FINANCIAL INC COMMON 11, 28, COM STK USD0.01 STOCK 96008P104 2,836,248.45 2,836 334,858 SH Sole 33, 39 334,858 WILSHIRE STATE COMMON 8, 23, 25, BAN COM NPV STOCK 97186T108 1,121,676.78 1,122 152,817 SH Sole 28, 33 152,817 WINDSTREAM CORP COM STK COMMON USD0.0001 STOCK 97381W104 5,691,874.79 5,692 561,883 SH Sole 28, 35, 43 561,883 WINTRUST FINANCIAL CORP COMMON COM STK NPV STOCK 97650W108 5,626,866.12 5,627 201,247 SH Sole 28, 33, 39 201,247 WORLD WRESTLING ENTERTAINMENT, COMMON INC. STOCK 98156Q108 220,923.69 221 15,769 SH Sole 28 15,769 WRIGHT EXPRESS CORP COM STK COMMON USD0.01 STOCK 98233Q105 1,109,192.37 1,109 37,587 SH Sole 23, 28 37,587 WRIGHT MEDICAL GROUP INC COM COMMON STK USD0.01 STOCK 98235T107 724,258.72 724 40,552 SH Sole 11, 28 40,552 WYNDHAM WORLDWIDE COMMON USD0.01 STOCK 98310W108 1,686,247.68 1,686 103,324 SH Sole 28, 33, 34 103,324 XTO ENERGY INC 11, 19, COM STK USD0.01 COMMON 23, 28, STOCK 98385X106 13,722,619.92 13,723 332,106 SH Sole 31, 37, 47 332,106 XCEL ENERGY INC COMMON COM STK USD2.5 STOCK 98389B100 6,030,758.76 6,031 313,449 SH Sole 23, 28 313,449 XENOPORT INC COM COMMON STK USD1 STOCK 98411C100 884,845.17 885 41,679 SH Sole 8, 26, 28 41,679 XO HLDGS INC COM COMMON STK USD0.01 STOCK 98417K106 168.64 0 248 SH Sole 48 248 ZEP INC COM STK COMMON USD0.01 STOCK 98944B108 267,523.75 268 16,463 SH Sole 28 16,463 ZHONGPIN INC COM COMMON STK USD0.001 STOCK 98952K107 209,024.00 209 14,200 SH Sole 28 14,200 ZIMMER HOLDINGS INC COM STK COMMON USD0.01 STOCK 98956P102 10,206,918.90 10,207 190,962 SH Sole 11, 23, 28 190,962 ZIX CORPORATION COMMON STOCK 98974P100 98,560.00 99 44,800 SH Sole 28 44,800 ZIPREALTY INC COM COMMON STK USD0.001 STOCK 98974V107 7,980.00 8 1,900 SH Sole 33 1,900 ZORAN CORP COM COMMON STK USD0.001 STOCK 98975F101 464,935.68 465 40,359 SH Sole 28, 33 40,359 ZOLTEK COS INC COMMON COM STK USD0.01 STOCK 98975W104 212,100.00 212 20,200 SH Sole 28 20,200 ZYMOGENETICS INC COMMON COM NPV STOCK 98985T109 169,446.16 169 28,054 SH Sole 28 28,054 BELGACOM NPV COMMON STOCK B00D9P6 1,499,955.00 1,500 38,446 SH Sole 28 38,446 CHESNARA ORD COMMON GBP0.05 STOCK B00FPT8 71,996.35 72 26,656 SH Sole 40 26,656 CNOOC HKD0.02 COMMON STOCK B00G0S5 3,936,164.63 3,936 2,919,600 SH Sole 40 2,919,600 MILLICOM INTERNATIONAL CELLULAR BDR EACH REP 1 USD1.50 COMMON MILLICOM INTL STOCK B00L2M8 1,385,616.05 1,386 18,934 SH Sole 28 18,934 LIFESTYLE INTERNATIONAL COMMON HLDGS HKD0.005 STOCK B00LN47 152,516.33 153 101,092 SH Sole 28 101,092 KARDEX CHF13.5 COMMON STOCK B00ZC75 5,163.29 5 151 SH Sole 40 151 S.E.S.SA FIDUCIARY DR EACH REP COMMON 1'A'SHS NPV STOCK B00ZQQ2 2,231,981.69 2,232 98,298 SH Sole 23, 28 98,298 IMERYS SA EUR2 COMMON STOCK B011GL4 350,982.76 351 6,107 SH Sole 28 6,107 URBI DESARROLLO COMMON URBANOS SAB D STOCK B0126X9 4,282,937.69 4,283 2,112,822 SH Sole 40 2,112,822 SINGAPORE PRESS COMMON HLDGS SGD0.20 STOCK B012899 1,055,949.61 1,056 386,500 SH Sole 28 386,500 WINCOR NIXDORF NPV COMMON STOCK B012VF6 701,282.27 701 10,916 SH Sole 39 10,916 SYNTHES INC WILMINGTON COMMON CHF0.001 STOCK B014635 1,759,094.02 1,759 14,588 SH Sole 28 14,588 DEUTSCHE POSTBANK COMMON AG NPV STOCK B018CX9 748,302.53 748 21,203 SH Sole 28 21,203 TECHTRONIC INDUSTRIES CO COMMON ORD HKD0.1 STOCK B0190C7 335,822.49 336 410,000 SH Sole 23 410,000 SAINSBURY(J) ORD COMMON GBP0.28 4/7 STOCK B019KW7 1,390,841.26 1,391 267,235 SH Sole 28 267,235 TRASMISSIONE ELETTRICITA RETE NAZIO ORD COMMON EUR0.22 STOCK B01BN57 1,175,772.02 1,176 301,219 SH Sole 28 301,219 BANK CENTRAL ASIA COMMON IDR62.5 STOCK B01C1P6 3,670,497.18 3,670 7,709,000 SH Sole 40 7,709,000 RANDGOLD RESOURCES ORD COMMON USD0.05 STOCK B01C3S3 1,338,708.18 1,339 19,167 SH Sole 28 19,167 NOBLE GROUP COMMON HKD0.25 STOCK B01CLC3 558,076.52 558 323,563 SH Sole 28 323,563 GAMESA CORPORACION TECNOLOGICA SA COMMON ORD EUR0.17 STOCK B01CP21 986,262.30 986 43,833 SH Sole 28 43,833 G4S PLC ORD COMMON GBP0.25 STOCK B01FLG6 1,054,032.41 1,054 298,048 SH Sole 28 298,048 ACS ACTIVIDADES DE CONSTRUCCION Y COMMON ORD EUR0.5 STOCK B01FLQ6 1,900,496.93 1,900 36,365 SH Sole 28 36,365
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- GESTEVISION TELECINCO SA COMMON ORD EUR0.5 STOCK B01G2K0 889,923.50 890 70,345 SH Sole 23, 28 70,345 LI NING CO LTD COMMON HKD0.10 STOCK B01JCK9 3,781,783.72 3,782 1,233,000 SH Sole 40 1,233,000 BIOMERIEUX EUR1 COMMON STOCK B01MJR4 363,607.31 364 3,299 SH Sole 28 3,299 PAGES JAUNES COMMON EUR0.2 STOCK B01N3F3 465,811.13 466 35,802 SH Sole 28 35,802 TITAN CEMENT CO COMMON EUR4 STOCK B01NXT7 398,568.62 399 11,498 SH Sole 28 11,498 PACIFIC BASIN SHIPPING LTD COMMON USD0.1 STOCK B01RQM3 1,361,659.03 1,362 2,078,000 SH Sole 40 2,078,000 GRIFOLS SA ORD COMMON EUR0.5 STOCK B01SPF2 558,552.54 559 29,255 SH Sole 28 29,255 RENEWABLE ENERGY COMMON CORP AS NOK1 STOCK B01VHW2 688,817.07 689 78,148 SH Sole 28 78,148 GOME ELECTRICAL APPLIANCES COMMON HLDG HKD0.025 STOCK B01Z8S7 2,935,003.78 2,935 11,038,000 SH Sole 40 11,038,000 ACERINOX SA ORD COMMON EUR0.25 STOCK B01ZVZ5 740,415.23 740 34,386 SH Sole 28 34,386 CIRCLE K SUNKUS COMMON CO LTD NPV STOCK B02FK91 532,512.33 533 35,300 SH Sole 40 35,300 ADMIRAL GROUP ORD COMMON GBP0.001 STOCK B02J639 739,432.01 739 39,927 SH Sole 28 39,927 MONGOLIA ENERGY CORP LTD COMMON HKD0.02 STOCK B02L839 189,197.30 189 536,525 SH Sole 28 536,525 MARFIN INVEST GRP COMMON EUR0.54(CR) STOCK B02LFN8 704,795.17 705 163,010 SH Sole 28 163,010 SINGAPORE TELECOMMUNICATIONS NPV(BOARD LOT COMMON 1000) STOCK B02PY22 8,557,132.12 8,557 3,723,853 SH Sole 28, 40, 46 3,723,853 ELECTRIC POWER COMMON DEVELOPMENT NPV STOCK B02Q328 1,019,427.58 1,019 32,200 SH Sole 28 32,200 SEGA SAMMY HLDGS COMMON INC NPV STOCK B02RK08 553,573.73 554 42,700 SH Sole 28 42,700 WAL-MART DE MEXICO SAB DE CV COM COMMON SER'V'NPV STOCK B02YZ04 3,309,935.81 3,310 954,577 SH Sole 40 954,577 TELEKOMUNIKASI INDONESIA(PERSERO) COMMON SER'B'IDR250 STOCK B02ZK79 733,558.61 734 819,500 SH Sole 8 819,500 STANDARD BANK GROUP ORD COMMON ZAR0.10 STOCK B030GJ7 6,789,288.64 6,789 523,013 SH Sole 29, 40 523,013 NTT URBAN DEVELOPMENT COMMON CORP NPV STOCK B031SG1 204,273.33 204 223 SH Sole 28 223 CENTRICA ORD COMMON GBP0.0617284 STOCK B033F22 7,655,032.55 7,655 1,900,618 SH Sole 28, 29, 40 1,900,618 DEXUS PROPERTY GROUP NPV COMMON (STAPLED) STOCK B033YN6 786,095.57 786 1,060,909 SH Sole 28 1,060,909 ELPIDA MEMORY INC COMMON NPV STOCK B035F62 333,836.74 334 25,600 SH Sole 28 25,600 COSMOS PHARMACEUTICAL COMMON CORP NPV STOCK B036QP1 388,087.50 388 14,800 SH Sole 40 14,800 NEXITY EUR5 COMMON STOCK B037JC2 887,846.85 888 22,178 SH Sole 40 22,178 CINTRA CONCESIONES INFRAESTR TRANSP ORD COMMON EUR0.2 STOCK B038516 607,138.76 607 52,001 SH Sole 28 52,001 ROYAL DUTCH SHELL COMMON 'A'ORD EUR0.07 STOCK B03MLX2 25,978,929.80 25,979 915,978 SH Sole 8, 28 915,978 ROYAL DUTCH SHELL COMMON 'B'ORD EUR0.07 STOCK B03MM40 18,840,576.57 18,841 678,232 SH Sole 28, 40 678,232 AKBANK TURK ANONIM SIRKETI COMMON TRY1 STOCK B03MN70 3,113,435.47 3,113 534,793 SH Sole 41 534,793 TURKIYE GARANTI COMMON BANKASI TRY1 STOCK B03MYP5 7,249,191.46 7,249 1,908,286 SH Sole 29, 40 1,908,286 AUTOROUTES PARIS-RHIN-RHONE COMMON EUR0.30 STOCK B03XKD8 311,559.99 312 4,084 SH Sole 28 4,084 ARCELORMITTAL SA COMMON NPV STOCK B03XPL1 10,809,625.68 10,810 289,902 SH Sole 8, 28, 29 289,902 PHOENIX SOLAR AG COMMON ORD (NPV) STOCK B046MV8 78,951.39 79 1,320 SH Sole 40 1,320 INTEGRATED DISTRIBUTION SERVICES GR COMMON USD0.1 STOCK B049DZ8 98,776.68 99 69,900 SH Sole 26 69,900 HASTINGS DIVERSIFIED UTILITIES FUND COMMON NPV STOCK B04D4R9 2,572.05 3 3,014 SH Sole 40 3,014 SARAS RAFFINERIE COMMON SARDE SPA NPV STOCK B04F679 256,571.53 257 66,374 SH Sole 28 66,374 MOBILEONE NPV COMMON STOCK B04KJ97 115,470.73 115 92,000 SH Sole 40 92,000 EURONAV NPV COMMON STOCK B04M8J6 486,664.81 487 22,573 SH Sole 40 22,573 COLOPLAST COMMON SER'B'DKK5(REGD)STOCK B04TZX0 453,457.23 453 5,400 SH Sole 28 5,400 INTACT FINANCIAL COMMON CORP STOCK B04YJV1 180,372.67 180 5,700 SH Sole 29 5,700 SAFRAN S.A. COMMON EUR0.20 STOCK B058TZ6 823,659.80 824 43,824 SH Sole 28 43,824 DENA CO LTD NPV COMMON STOCK B05L364 319,891.89 320 116 SH Sole 26, 28 116 HAKUHODO DY HLDGS COMMON INC NPV STOCK B05LZ02 201,163.46 201 3,700 SH Sole 28 3,700 LANXESS AG NPV COMMON STOCK B05M8B7 4,148,960.30 4,149 120,628 SH Sole 8, 23, 40 120,628 FOXCONN INTERNATIONAL HLDGS LTD COM COMMON STK USD0.04 STOCK B05MBB8 370,412.98 370 566,530 SH Sole 28 566,530 OLAM INTERNATIONAL COMMON ORD SGD0.1 STOCK B05Q3L4 519,855.32 520 295,100 SH Sole 28 295,100 EXOR SPA EUR0.52 COMMON STOCK B06HZC1 364,941.93 365 19,662 SH Sole 28 19,662 SPAREBANK 1 NORD-NORGE COMMON NOK50 STOCK B06T259 169,498.81 169 9,540 SH Sole 40 9,540 SPAREBANK 1 SR COMMON BANK NOK25 STOCK B06T8C8 278,340.57 278 36,494 SH Sole 40 36,494 NESTE OIL NPV COMMON STOCK B06YV46 579,704.81 580 31,324 SH Sole 28 31,324 RAIFFEISEN INTERNATIONAL BANK-HLDG NPV COMMON (REGD) STOCK B0704T9 909,465.44 909 13,856 SH Sole 28 13,856 BUNZL ORD COMMON GBP0.32142857 STOCK B0744B3 784,795.54 785 77,199 SH Sole 28 77,199 METCASH LIMITED COMMON NPV STOCK B0744W4 684,678.80 685 172,713 SH Sole 28 172,713 ANGLO IRISH BANK COMMON CORP EUR0.16 STOCK B076LH4 0.00 0 185,059 SH Sole 28 185,059 MICRO FOCUS INTERNATIONAL COMMON ORD GBP0.10 STOCK B079W58 436,518.23 437 76,645 SH Sole 40 76,645 NOKIAN RENKAA(NOKIAN COMMON TYRES) NPV STOCK B07G378 633,689.08 634 27,130 SH Sole 28 27,130 COBHAM ORD COMMON GBP0.025 STOCK B07KD36 966,100.62 966 275,396 SH Sole 28 275,396 MACQUARIE INTL INFRASTRUCTURE COMMON FUND SGD0.01 STOCK B07NLK8 107,625.03 108 455,000 SH Sole 40 455,000 ACINO HLDGS AG COMMON CHF0.4 STOCK B07NMS3 210,987.01 211 1,145 SH Sole 40 1,145 ZAPPALLAS INC NPV COMMON STOCK B07Q088 56,523.33 57 30 SH Sole 40 30 TELE2 AB SER'B'NPV COMMON STOCK B085590 980,595.01 981 73,699 SH Sole 28 73,699
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ESPRINET EUR0.15(POST COMMON SUBDIVISION) STOCK B08QZ48 615,549.04 616 57,361 SH Sole 40 57,361 NATIONAL GRID ORD COMMON GBP0.113953 STOCK B08SNH3 8,250,769.17 8,251 852,550 SH Sole 11, 28, 46 852,550 TOMTOM NV NPV COMMON STOCK B08TZQ9 1,091,700.21 1,092 63,300 SH Sole 23 63,300 SEMBCORP INDUSTRIES SGD0.25 (POST COMMON REORGANIZATION) STOCK B08X163 566,997.55 567 237,243 SH Sole 28 237,243 FUGRO NV EUR0.05 COMMON STOCK B096LW7 1,678,898.44 1,679 28,985 SH Sole 23, 28 28,985 ROYAL DUTCH SHELL COMMON 'A'ORD EUR0.07 STOCK B09CBL4 7,005,059.72 7,005 244,600 SH Sole 29 244,600 MTU AERO ENGINES INVEST NPV COMMON (REGD) STOCK B09DHL9 993,505.56 994 21,002 SH Sole 40 21,002 BKW FMB ENERGIE AG CHF2.5 (POST COMMON SUBDIVISION) STOCK B09G2Y6 245,733.98 246 2,828 SH Sole 28 2,828 KONE OYJ NPV ORD COMMON 'B' STOCK B09M9D2 1,847,370.77 1,847 50,188 SH Sole 23, 28 50,188 ELIA SYSTEM COMMON OPERATOR NPV STOCK B09M9F4 103,653.89 104 2,560 SH Sole 40 2,560 CHINA SHENHUA ENERGY CO LTD COMMON 'H'CNY1 STOCK B09N7M0 1,673,081.40 1,673 386,000 SH Sole 8 386,000 PARMALAT S.P.A COMMON EUR1 STOCK B09RG69 1,096,552.40 1,097 395,902 SH Sole 28 395,902 SEADRILL LTD USD2 COMMON STOCK B09RMQ1 6,753,719.13 6,754 322,598 SH Sole 23, 28, 40 322,598 BANK OF COMMUNICATIONS COMMON NPV'H'SHS STOCK B0B8Z29 3,894,272.06 3,894 3,212,000 SH Sole 40 3,212,000 VIENNA INSURANCE COMMON GROUP NPV STOCK B0BKSS2 1,181,117.34 1,181 20,603 SH Sole 28, 39 20,603 BANCO POPULAR COMMON ESPANOL EUR0.10 STOCK B0BV6K3 2,223,734.52 2,224 221,060 SH Sole 28 221,060 GDF SUEZ EUR1 COMMON 8, 28, 40, STOCK B0C2CQ3 19,959,657.26 19,960 448,304 SH Sole 46 448,304 HEINEKEN HLDG ORD COMMON EUR1.6 STOCK B0CCH46 1,144,803.74 1,145 27,870 SH Sole 28 27,870 PARGESA HLDGS SA COMMON CHF20 STOCK B0CDLF8 595,254.23 595 6,877 SH Sole 28 6,877 TATTS GROUP LTD COMMON NPV STOCK B0CRCP7 584,634.25 585 260,673 SH Sole 28 260,673 ALSTOM EUR7 COMMON STOCK B0DJ8Q5 6,055,960.16 6,056 82,696 SH Sole 28, 40 82,696 FINMECCANICA SPA COMMON EUR4.4 STOCK B0DJNG0 9,719,879.88 9,720 548,725 SH Sole 28, 41 548,725 ABSA GROUP ZAR1 COMMON STOCK B0DR0K7 1,301,745.99 1,302 81,200 SH Sole 29 81,200 OVERSEA-CHINESE BANKING CORP COMMON SGD0.50 STOCK B0F9V20 3,408,819.47 3,409 614,600 SH Sole 28 614,600 SEVEN & I HOLDINGS CO COMMON LTD NPV STOCK B0FS5D6 4,463,162.13 4,463 187,000 SH Sole 28 187,000 CF INDUSTRIES HOLDINGS INC COMMON COM STK USD0.01 STOCK B0G4K50 413,904.00 414 4,800 SH Sole 40 4,800 PETROFAC ORD COMMON USD0.025 STOCK B0H2K53 2,167,052.95 2,167 136,931 SH Sole 28, 40 136,931 KONINKLIJKE DSM COMMON NV EUR1.50 STOCK B0HZL93 1,500,642.02 1,501 35,838 SH Sole 28 35,838 KAZAKHMYS ORD COMMON GBP0.20 STOCK B0HZPV3 873,143.14 873 50,950 SH Sole 28 50,950 DAIICHI SANKYO COMPANY COMMON LIMITED NPV STOCK B0J7D91 3,342,128.55 3,342 162,100 SH Sole 28 162,100 NAMCO BANDAI HOLDINGS INC COMMON NPV STOCK B0JDQD4 1,352,060.56 1,352 132,349 SH Sole 28, 29 132,349 MITSUBISHI CHEMICAL HLDGS COMMON CORP NPV STOCK B0JQTJ0 1,849,965.13 1,850 446,500 SH Sole 28, 29 446,500 SIMS METAL MANAGEMENT LTD COMMON ORD NPV STOCK B0LCW75 674,979.94 675 33,731 SH Sole 28 33,731 TRYGVESTA A/S COMMON DKK25 STOCK B0LL2W7 448,030.65 448 5,836 SH Sole 28 5,836 CHINA CONSTRUCTION COMMON BANK CNY1 'H' STOCK B0LMTQ3 9,720,330.76 9,720 12,220,000 SH Sole 40 12,220,000 SUMCO CORP NPV COMMON STOCK B0M0C89 1,055,089.57 1,055 46,600 SH Sole 28, 40 46,600 EUTELSAT COMMUNICATIONS COMMON EUR1 STOCK B0M7KJ7 715,844.21 716 23,483 SH Sole 28 23,483 EDF EUR0.50 COMMON STOCK B0NJJ17 6,281,046.42 6,281 105,520 SH Sole 28, 29 105,520 COSAN SA INDUSTRIA E COMMON COM NPV STOCK B0P72G5 185,230.86 185 16,700 SH Sole 23 16,700 DONGFENG MOTOR GROUP CO COMMON CNY1'H' STOCK B0PH5N3 165,008.99 165 156,000 SH Sole 40 156,000 PACIFIC GOLF GROUP INTL COMMON HLDG NPV STOCK B0PLML2 192,969.28 193 276 SH Sole 40 276 TUBOS REUNIDOS SA COMMON EUR0.10 STOCK B0PP3G6 534,190.92 534 149,238 SH Sole 40 149,238 LANCASHIRE HLDGS COMMON COM STK USD0.5 STOCK B0PYHC7 906,616.82 907 110,732 SH Sole 40 110,732 IPSEN EUR1 COMMON STOCK B0R7JF1 331,149.78 331 6,033 SH Sole 28 6,033 PREUKSA REAL ESTATE CO COMMON THB1(ALIEN MKT) STOCK B0R8CD3 3,296,433.22 3,296 9,450,300 SH Sole 40 9,450,300 SP AUSNET NPV COMMON (UNITS) STOCK B0RF609 199,578.70 200 256,466 SH Sole 28 256,466 HANA FINANCIAL GROUP INC COMMON KRW5000 STOCK B0RNRF5 394,411.80 394 11,500 SH Sole 29 11,500 LONDON STOCK EXCHANGE GROUP ORD COMMON GBP0.06918604 STOCK B0SWJX3 495,469.02 495 36,094 SH Sole 28 36,094 GOODMAN FIELDER COMMON NPV STOCK B0T0H76 396,638.51 397 270,000 SH Sole 28 270,000 LOTTOMATICA SPA COMMON EUR1 STOCK B0V3WR8 295,504.20 296 13,175 SH Sole 28 13,175 NINE DRAGONS PAPER(HLDGS)LTD COMMON HKD0.1 STOCK B0WC2B8 1,646,696.78 1,647 1,286,000 SH Sole 23 1,286,000 COSCO CORP (SINGAPORE) SGD0.10(POST COMMON SUBDIVISION) STOCK B0WCDT3 174,351.16 174 206,066 SH Sole 28 206,066 RESTAURANT GROUP PLC ORD COMMON GBP0.28125 STOCK B0YG1K0 211,678.34 212 68,489 SH Sole 40 68,489 ARKEMA EUR10 COMMON STOCK B0Z5YZ2 728,433.54 728 20,600 SH Sole 40 20,600 ALPEN CO LTD NPV COMMON STOCK B0ZGMK6 74,828.07 75 4,100 SH Sole 40 4,100 AGL ENERGY NPV COMMON STOCK B0ZNPN1 1,289,737.54 1,290 107,146 SH Sole 28 107,146 LADBROKES ORD COMMON GBP0.2833333 STOCK B0ZSH63 421,458.60 421 140,470 SH Sole 28 140,470 INPEX CORPORATION COMMON NPV STOCK B10RB15 1,645,847.62 1,646 194 SH Sole 28 194 UNILEVER ORD COMMON GBP0.031111 STOCK B10RZP7 9,844,109.38 9,844 344,515 SH Sole 28, 40 344,515 NAN YA PRINTED CIRCUIT BOARDCORP COM COMMON SHS TWD10 STOCK B118753 188,623.80 189 54,580 SH Sole 40 54,580 PARTNERS GROUP HOLDING AG COMMON CHF0.01 (REGD) STOCK B119QG0 752,776.15 753 6,166 SH Sole 40 6,166 NORSK HYDRO ASA COMMON NOK1.098 STOCK B11HK39 1,083,361.52 1,083 162,065 SH Sole 28 162,065
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SCHINDLER-HLDG AG CHF0.1(REGD) COMMON (POST-SUBD) STOCK B11WWH2 504,791.18 505 7,149 SH Sole 28 7,149 INFINITY BIO-ENERGY LTD COM STK USD0.0015 COMMON 'REGS' STOCK B11XYC4 0.00 0 250,000 SH Sole 39 250,000 WACKER CHEMIE AG COMMON NPV STOCK B11Y568 1,011,087.28 1,011 6,501 SH Sole 23, 28 6,501 LEGRAND PROMESSE COMMON EUR4 STOCK B11ZRK9 622,710.02 623 22,329 SH Sole 28 22,329 DEBENHAMS PLC ORD COMMON GBP0.0001 STOCK B126KH9 129,218.12 129 106,118 SH Sole 40 106,118 DUKE ENERGY CORP COMMON COM STK NPV STOCK B127425 229,174.40 229 14,560 SH Sole 40 14,560 HUSQVARNA COMMON SER'B'NPV STOCK B12PJ24 690,902.51 691 99,169 SH Sole 28 99,169 UNILEVER NV CVA COMMON 8, 23, 28, EUR0.16 STOCK B12T3J1 24,910,208.22 24,910 860,887 SH Sole 40, 41, 46 860,887 KUNGSLEDEN NPV COMMON STOCK B12W4C0 714,373.49 714 107,184 SH Sole 40 107,184 ANGPANNE FORENINGEN COMMON SEK20 SER'B' STOCK B131JD2 195,733.59 196 7,900 SH Sole 40 7,900 PTT EXPLORATION & PRODUCTION PUBLIC NON VTG DEP RCPT REP COMMON ORD SHR STOCK B1359L2 2,917,846.42 2,918 678,300 SH Sole 40 678,300 COLT TELECOM COMMON GROUP SA SHS STOCK B138NB9 224,473.59 224 118,108 SH Sole 40 118,108 EIFFAGE EUR4 COMMON STOCK B13X013 631,153.65 631 9,878 SH Sole 28 9,878 ASYA KATILIM BANKASAI AS COMMON TRY1 STOCK B13ZG00 1,079,065.57 1,079 512,900 SH Sole 23 512,900 JM AB NPV COMMON STOCK B142FZ8 12.43 0 1 SH Sole 40 1 KUHNE & NAGEL AG COMMON CHF1(REGD) STOCK B142S60 1,160,118.40 1,160 13,319 SH Sole 28 13,319 SNS REAAL GROEP COMMON NV EUR1.63 STOCK B14SR61 684,726.85 685 84,414 SH Sole 40 84,414 MODERN TIMES GROUP(MTG) COMMON SER'B'NPV STOCK B151P43 1,143,469.35 1,143 26,400 SH Sole 23 26,400 BANK OF CHINA COMMON CNY1 'H' STOCK B154564 2,350,715.70 2,351 4,481,000 SH Sole 8, 40 4,481,000 SBM OFFSHORE N.V. COMMON EUR0.25 STOCK B156T57 1,154,106.75 1,154 54,122 SH Sole 28, 37, 46 54,122 WIHLBORG FASTIGHETER COMMON AB(PUBL) NPV STOCK B156XW2 919,359.96 919 49,500 SH Sole 40 49,500 TOTAL S.A EUR10 COMMON 8, 23, 28, STOCK B15C557 46,424,395.09 46,424 781,034 SH Sole 29, 41, 46 781,034 AUSENCO NPV COMMON STOCK B15CDJ7 7,514.72 8 1,462 SH Sole 40 1,462 AMOREPACIFIC CORP(NEW) COM COMMON STK KRW5000 STOCK B15SK50 859,172.36 859 1,200 SH Sole 23 1,200 COMPUTACENTER ORD COMMON GBP0.06 STOCK B164905 455,545.00 456 88,897 SH Sole 40 88,897 ADP PROMESSES EUR3 COMMON STOCK B164FY1 670,452.21 670 7,436 SH Sole 28 7,436 VODAFONE GROUP 8, 28, 29, ORD COMMON 39, 40, USD0.11428571 STOCK B16GWD5 54,326,715.80 54,327 24,183,441 SH Sole 41, 46 24,183,441 STANDARD LIFE PLC COMMON ORD GBP0.10 STOCK B16KPT4 1,787,398.38 1,787 509,258 SH Sole 28 509,258 DEMAG CRANES AG COMMON NPV (REGD) STOCK B16LY78 574,647.53 575 16,093 SH Sole 40 16,093 SHUI ON LAND LIMITED COMMON USD0.0025 STOCK B16NHT7 116,368.39 116 203,550 SH Sole 40 203,550 DURO FELGUERA COMMON EUR0.5 STOCK B175SV1 139,951.37 140 13,094 SH Sole 40 13,094 INVESTEC (PLC) COMMON ORD GBP0.0002 STOCK B17BBQ5 681,223.12 681 92,790 SH Sole 28 92,790 INVESTEC LTD COMMON ZAR0.0002 STOCK B17BBR6 1,433,470.25 1,433 187,467 SH Sole 40 187,467 SSAB AB COMMON STOCK B17H0S8 925,571.32 926 59,520 SH Sole 23, 28 59,520 SSAB AB SER'B'NPV COMMON STOCK B17H3F6 328,237.51 328 23,131 SH Sole 23, 28 23,131 WILMAR INTERNATIONAL COMMON LTD SGD0.5 STOCK B17KC69 1,396,296.99 1,396 313,452 SH Sole 28 313,452 UBS AG CHF0.10 COMMON STOCK B17MV57 2,522,934.90 2,523 137,790 SH Sole 46 137,790 FRASER & NEAVE COMMON SGD0.20 STOCK B17NLV6 698,151.60 698 249,114 SH Sole 28 249,114 ORION CORPORATION COMMON SER'B'NPV STOCK B17NY40 342,343.59 342 18,541 SH Sole 28 18,541 MINERAL RESOURCES COMMON LTD NPV STOCK B17ZL56 219,960.45 220 41,151 SH Sole 40 41,151 BCE INC COM NPV COMMON STOCK B188TH2 1,685,543.70 1,686 68,383 SH Sole 23 68,383 UBS AG CHF0.10 COMMON STOCK B18YFJ4 18,342,926.96 18,343 1,000,437 SH Sole 8, 28, 37 1,000,437 LOGITECH INTERNATIONAL COMMON SA CHF0.25 STOCK B18ZRK2 796,643.31 797 43,613 SH Sole 28 43,613 EMECO HOLDINGS COMMON LIMITED NPV STOCK B1978V5 283,395.91 283 369,156 SH Sole 40 369,156 VALLOUREC(USIN A TUB DE LOR COMMON ESCAUT) EUR4 STOCK B197DR6 2,258,844.43 2,259 13,271 SH Sole 28 13,271 INVENSYS PLC ORD COMMON GBP0.10 STOCK B19DVX6 2,409,125.76 2,409 516,041 SH Sole 23, 28 516,041 HOME RETAIL GROUP COMMON PLC ORD GBP0.10 STOCK B19NKB7 1,701,266.79 1,701 390,589 SH Sole 28, 40 390,589 EXPERIAN PLC ORD COMMON USD0.10 STOCK B19NLV4 2,998,886.77 2,999 355,138 SH Sole 23, 28 355,138 AIRCASTLE NPV COMMON STOCK B1BDJQ3 197,268.00 197 20,400 SH Sole 28 20,400 STARHUB LTD NPV COMMON STOCK B1CNDB5 328,459.18 328 213,656 SH Sole 28 213,656 NOMURA REAL ESTATE HOLDINGS INC COMMON NPV STOCK B1CWJM5 323,514.22 324 20,000 SH Sole 28 20,000 YAMAGUCHI FINANCIAL COMMON GROUP INC NPV STOCK B1DGKS9 507,055.00 507 49,000 SH Sole 28 49,000 CHINA MERCHANTS COMMON BANK 'H' CNY1 STOCK B1DYPZ5 5,005,110.72 5,005 2,255,000 SH Sole 8, 40 2,255,000 IDEMITSU KOSAN CO COMMON NPV STOCK B1FF8P7 485,886.97 486 5,900 SH Sole 28 5,900 IMPALA PLATINUM HLDGS ORD COMMON ZAR0.025 STOCK B1FFT76 3,959,941.61 3,960 169,106 SH Sole 40 169,106 SEVERN TRENT ORD COMMON GBP0.9789 STOCK B1FH8J7 884,087.19 884 56,882 SH Sole 28 56,882 BRAMBLES LTD ORD COMMON NPV STOCK B1FJ0C0 2,602,679.85 2,603 366,161 SH Sole 28, 46 366,161 USG PEOPLE NV COMMON EUR0.5 STOCK B1FRPV8 190,677.39 191 9,158 SH Sole 40 9,158 GALP ENERGIA SGPS COMMON EUR1 CLS'B' STOCK B1FW751 695,089.51 695 40,145 SH Sole 28 40,145 BROOKFIELD INCORPORACOES COMMON SA NPV STOCK B1FY4S9 283,299.59 283 65,607 SH Sole 26 65,607 AOZORA BANK NPV COMMON STOCK B1G1854 216,888.97 217 150,000 SH Sole 28 150,000 INDUSTRIAL & COMMERCIAL BK OF CHINA 'H' COMMON CNY1 STOCK B1G1QD8 320,241.60 320 427,000 SH Sole 40 427,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- MAPFRE SA ORD COMMON EUR0.10 STOCK B1G40S0 790,788.74 791 176,308 SH Sole 28 176,308 KUMBA IRON ORE COMMON LTD ZAR0.01 STOCK B1G4262 3,327,634.52 3,328 100,487 SH Sole 40 100,487 TOWER AUSTRALIA COMMON GROUP LTD NPV STOCK B1GHQJ2 93,912.62 94 37,729 SH Sole 40 37,729 TULLETT PREBON COMMON PLC ORD GBP0.25 STOCK B1H0DZ5 1,023,883.31 1,024 163,717 SH Sole 40 163,717 NATIONALE A PORTEFEUILLE COMMON NPV STOCK B1H4YG5 512,828.53 513 9,402 SH Sole 28 9,402 NATIXIS EUR1.6 COMMON (POST SUBDV) STOCK B1HDJL2 2,115,562.53 2,116 349,141 SH Sole 8, 28 349,141 ANHUI TIANDA OIL PIPE CO LTD COMMON CNY0.50 STOCK B1HDLK5 263,194.34 263 739,000 SH Sole 40 739,000 KYOEI STEEL LTD COMMON NPV STOCK B1HHF49 702,977.06 703 29,400 SH Sole 40 29,400 CHINA COAL ENERGY COMMON COMPANY 'H'CNY1 STOCK B1JNK84 3,485,818.08 3,486 2,685,000 SH Sole 40 2,685,000 WHITBREAD ORD COMMON GBP0.76797385 STOCK B1KJJ40 822,812.10 823 42,216 SH Sole 28 42,216 ELECTROLUX AB COMMON SER'B'NPV STOCK B1KKBX6 4,162,426.14 4,162 181,839 SH Sole 23, 28, 29 181,839 PETROLEUM GEO SERVICES ASA COMMON NOK3 STOCK B1L7YL5 2,921,506.41 2,922 298,212 SH Sole 23, 40, 41 298,212 SCOR EUR7.876972 COMMON STOCK B1LB9P6 1,145,462.76 1,145 41,819 SH Sole 28 41,819 PDG REALTY SA NPV COMMON STOCK B1N9YL9 375,305.94 375 45,200 SH Sole 23 45,200 GVT HOLDING SA COMMON COM STK NPV STOCK B1Q2FV2 625,329.65 625 27,300 SH Sole 23 27,300 SKF AB SER'B'NPV COMMON STOCK B1Q3J35 1,424,326.40 1,424 90,558 SH Sole 28 90,558 ENSTAR GROUP COMMON LIMITED SHS STOCK B1Q76J2 43,589.00 44 700 SH Sole 28 700 FLAGSTONE REINSURANCE HOLDIN COM STK COMMON USD0.01 STOCK B1Q77R7 210,936.00 211 18,700 SH Sole 28 18,700 ATLAS COPCO AB COMMON SER'A'NPV STOCK B1QGR41 6,938,965.05 6,939 538,242 SH Sole 28, 46 538,242 ATLAS COPCO AB COMMON SER'B'NPV STOCK B1QGR74 1,104,090.36 1,104 96,694 SH Sole 28 96,694 VOLVO(AB) COMMON SER'A'NPV STOCK B1QH7Y4 917,357.99 917 101,998 SH Sole 28 101,998 VOLVO(AB) COMMON SER'B'NPV STOCK B1QH830 2,394,035.90 2,394 258,151 SH Sole 28 258,151 RYANAIR HLDGS ORD COMMON EUR0.00635 STOCK B1R9YB5 238,961.02 239 48,085 SH Sole 28 48,085 SCANIA AB COMMON SER'B'NPV STOCK B1RDYG2 892,489.43 892 71,848 SH Sole 28 71,848 HOUSING DEVELOPMEN COMMON INR10 STOCK B1RPZ09 901,539.99 902 135,500 SH Sole 23 135,500 CAIRN ENERGY PLC COMMON ORD GBP0.061538 STOCK B1RZDL6 1,476,023.44 1,476 33,024 SH Sole 28 33,024 DOMINO'S PIZZA UK & IRL ORD COMMON GBP0.015625 STOCK B1S49Q9 387,980.91 388 83,045 SH Sole 40 83,045 FUKUOKA FINANCIAL COMMON GROUP INC. NPV STOCK B1TK1Y8 730,956.40 731 176,600 SH Sole 28 176,600 SKY PERFECT JSAT HOLDINGS INC COMMON NPV STOCK B1TK234 747,343.80 747 1,629 SH Sole 40 1,629 CHINA AGRI-INDUSTRIES COMMON HLDGS HKD0.10 STOCK B1TLR65 1,691,862.09 1,692 1,816,000 SH Sole 40 1,816,000 DRAX GROUP PLC COMMON STOCK B1VNSX3 2,113,286.56 2,113 279,922 SH Sole 28, 29, 40 279,922 SANDVIK AB NPV COMMON STOCK B1VQ252 2,651,446.38 2,651 240,184 SH Sole 28 240,184 KEPPEL CORP NPV COMMON STOCK B1VQ5C0 7,885,078.91 7,885 1,380,000 SH Sole 28, 41 1,380,000 ORKLA ASA NOK1.25 COMMON STOCK B1VQF42 1,838,041.08 1,838 194,804 SH Sole 28 194,804 SVENSKA CELLULOSA AB-SCA COMMON SER'B'NPV STOCK B1VVGZ5 4,648,116.20 4,648 342,160 SH Sole 28, 29 342,160 THOMAS COOK GROUP COMMON 23, 28, PLC ORD EUR0.10 STOCK B1VYCH8 2,051,326.22 2,051 551,232 SH Sole 29, 37 551,232 PRYSMIAN SPA COMMON STOCK B1W4V69 476,224.22 476 25,318 SH Sole 28 25,318 GEBERIT AG JONA COMMON NAMEN-AKT STOCK B1WGG93 2,103,821.05 2,104 13,667 SH Sole 23, 28 13,667 GAM HOLDING LTD COMMON STOCK B1WHVV3 2,648,498.05 2,648 52,806 SH Sole 28, 47 52,806 D/S NORDEN DKK1 COMMON STOCK B1WP656 119,752.97 120 3,150 SH Sole 40 3,150 INTERCONTINENTAL HOTELS GROUP COMMON ORD GBP0.13617 STOCK B1WQCS4 1,855,103.88 1,855 142,958 SH Sole 8, 28 142,958 DSV DKK1 COMMON STOCK B1WT5G2 1,983,281.87 1,983 110,651 SH Sole 23, 28 110,651 ANDRITZ AG NPV COMMON (POST SPLIT) STOCK B1WVF68 761,382.86 761 15,200 SH Sole 23 15,200 SMITHS GROUP ORD COMMON GBP0.375 STOCK B1WY233 3,048,870.86 3,049 214,056 SH Sole 28, 46 214,056 BANCO DE SABADELL SA NEW EUR0.125 (POST COMMON SPLIT 2007 STOCK B1X8QN2 1,652,766.64 1,653 223,194 SH Sole 28 223,194 CHINA FISHERY COMMON GROUP USD0.05 STOCK B1XBPZ6 88,749.31 89 86,700 SH Sole 40 86,700 BOLIDEN AB NPV. COMMON STOCK B1XCBX9 686,925.66 687 63,667 SH Sole 40 63,667 VEIDEKKE NOK0.5 COMMON STOCK B1XCHJ7 461,828.68 462 61,700 SH Sole 40 61,700 ROYAL BOSKALIS WESTMINSTER COMMON GROEP NV EUR0.8 STOCK B1XF882 478,426.80 478 13,956 SH Sole 28 13,956 VINCI EUR2.5 COMMON STOCK B1XH026 5,711,628.15 5,712 100,575 SH Sole 28 100,575 GREENLIGHT CAPITAL RE LTD CLS'A'COM STK COMMON USD0.10 STOCK B1XRCZ3 231,240.00 231 12,300 SH Sole 28 12,300 ANGLO AMERICAN COMMON ORD USD0.54945 STOCK B1XZS82 10,948,967.25 10,949 343,116 SH Sole 28, 40 343,116 JERONIMO MARTINS COMMON SGPS EUR1. STOCK B1Y1SQ7 1,515,031.43 1,515 173,001 SH Sole 23, 28, 40 173,001 RHODIA EUR12 COMMON STOCK B1Y9JH9 1,101,622.90 1,102 72,112 SH Sole 8 72,112 DANONE ORD EUR0.25 COMMON STOCK B1Y9TB3 11,104,706.24 11,105 183,579 SH Sole 28, 41 183,579 ASCIANO GROUP COMMON NPV(STAPLED) STOCK B1YC5L4 1,490,411.56 1,490 1,024,879 SH Sole 23, 28 1,024,879 ACTELION CHF0.50 COMMON STOCK B1YD5Q2 2,571,631.18 2,572 41,366 SH Sole 23, 28 41,366 DLF LIMITED DLF LIMITED COM COMMON STK NPV STOCK B1YLCV0 3,693,026.24 3,693 407,600 SH Sole 40 407,600 3I GROUP ORD COMMON GBP0.738636 STOCK B1YW440 1,074,721.07 1,075 232,586 SH Sole 28 232,586 AIR LIQUIDE(L') COMMON EUR5.50 STOCK B1YXBJ7 6,782,332.42 6,782 59,522 SH Sole 28 59,522 TUI TRAVEL PLC COMMON ORD GBP0.10 STOCK B1Z7RQ7 1,919,722.99 1,920 471,206 SH Sole 28, 29 471,206 BANCO POPOLARE SOCIETA COOPERATIVA COMMON EUR3.6 STOCK B1Z9G88 1,497,758.46 1,498 155,483 SH Sole 28 155,483
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- SK ENERGY CO LTD COMMON KRW5000 STOCK B232R05 2,009,768.99 2,010 18,874 SH Sole 40 18,874 MF GLOBAL COM STK COMMON USD1 STOCK B235GG3 311,883.00 312 42,900 SH Sole 28 42,900 CGI MAD100 COMMON STOCK B23D4Z2 1,824,220.20 1,824 7,474 SH Sole 40 7,474 CAPITA GROUP ORD COMMON GBP0.02066667 STOCK B23K0M2 5,046,052.42 5,046 436,228 SH Sole 28, 41 436,228 J FRONT RETAILING COMMON CO LTD NPV STOCK B23TC12 705,979.19 706 117,600 SH Sole 28 117,600 SONY FINANCIAL HOLDINGS INC COMMON NPV STOCK B249SN5 646,638.80 647 226 SH Sole 28 226 RECKITT BENCKISER GROUP PLC ORD COMMON GBP0.10 STOCK B24CGK7 17,247,987.38 17,248 352,305 SH Sole 28, 41 352,305 SINO-OCEAN LAND COMMON HLDGS HKD0.80 STOCK B24CVP7 4,436,796.19 4,437 4,921,559 SH Sole 23, 40 4,921,559 SEVERFIELD-ROWEN COMMON ORD GBP0.025 STOCK B27YGJ9 54,612.01 55 19,133 SH Sole 40 19,133 CRITERIA CAIXACORP SA COMMON EUR1 STOCK B283W97 1,098,861.85 1,099 213,381 SH Sole 28 213,381 IBERDROLA SA COMMON EUR0.75 STOCK B288C92 13,385,569.43 13,386 1,360,624 SH Sole 28, 40, 46 1,360,624 STRABAG SE NPV COMMON STOCK B28DT41 354,743.43 355 10,913 SH Sole 23 10,913 BUREAU VERITAS COMMON EUR0.12 STOCK B28DTJ6 644,103.21 644 11,390 SH Sole 28 11,390 MAN GROUP ORD COMMON USD0.03428571 STOCK B28KQ18 4,231,610.24 4,232 796,804 SH Sole 8, 23, 28 796,804 HAMBURGER HAFEN UND LOGISTIK COMMON AG NPV (REGD) STOCK B28SK09 1,018,466.86 1,018 22,640 SH Sole 8, 28 22,640 MACQUARIE GROUP COMMON LTD NPV STOCK B28YTC2 5,756,060.53 5,756 111,486 SH Sole 28, 29 111,486 WESFARMERS NPV(PARTIALLY PROTECTED COMMON SHARES) STOCK B291502 897,296.29 897 38,439 SH Sole 28 38,439 CHINA RAILWAY GROUP LIMITED COMMON 'H'CNY1 STOCK B297KM7 2,840,291.08 2,840 3,319,000 SH Sole 40 3,319,000 EURASIAN NATURAL RESOURCES CORP COMMON ORD USD0.20 STOCK B29BCK1 888,364.06 888 63,204 SH Sole 28 63,204 CROWN LTD NPV COMMON STOCK B29LCJ0 916,576.74 917 116,302 SH Sole 28 116,302 IBERDROLA RENOVABLES SA COMMON EUR0.5 STOCK B29NWR4 1,029,531.97 1,030 208,693 SH Sole 28 208,693 MPX ENERGIA SA NPV COMMON STOCK B29VWQ7 1,826,213.59 1,826 163,400 SH Sole 40 163,400 REED ELSEVIER ORD COMMON GBP0.144397 STOCK B2B0DG9 6,258,292.83 6,258 832,714 SH Sole 28, 41 832,714 PARAGON GROUP OF COMPANIES ORD COMMON GBP1 STOCK B2NGPM5 405,618.48 406 168,174 SH Sole 40 168,174 SEVEN BANK NPV COMMON STOCK B2NT8S1 247,215.41 247 100 SH Sole 28 100 RUSHYDRO JSC RUB1 COMMON STOCK B2NWKZ1 86,929.01 87 2,472,032 SH Sole 40 2,472,032 CADBURY PLC ORD COMMON GBP0.10 STOCK B2PF6M7 6,974,386.28 6,974 543,340 SH Sole 28, 41, 47 543,340 WANT WANT CHINA HOLDINGS LTD COMMON USD0.02 STOCK B2Q14Z3 2,141,893.14 2,142 3,648,000 SH Sole 40 3,648,000 ISETAN MITSUKOSHI COMMON HLDGS LTD NPV STOCK B2Q4CL4 943,263.10 943 82,338 SH Sole 28 82,338 MITSUI SUMITOMO INSURANCE COMMON GROUP HLD NPV STOCK B2Q4CS1 2,722,510.20 2,723 99,384 SH Sole 28 99,384 SHIRE PLC SHS COMMON STOCK B2QKY05 11,534,810.54 11,535 664,455 SH Sole 28, 41, 47 664,455 YOUNG FAST OPTOELECTRONICS COMMON CO. LTD. TWD10 STOCK B2QM230 676,989.22 677 49,000 SH Sole 23 49,000 FRESNILLO PLC ORD COMMON USD0.50 STOCK B2QPKJ1 546,732.89 547 44,175 SH Sole 28 44,175 HYPERMARCAS SA NPV COMMON STOCK B2QY968 274,610.52 275 13,900 SH Sole 40 13,900 AXIATA GROUP BHD COMMON MYR1 STOCK B2QZGV5 3,306,539.58 3,307 3,700,000 SH Sole 40 3,700,000 BM&F BOVESPA SA BOLSA DE VALORES ME COM COMMON 23, 39, NPV STOCK B2RHNV9 7,105,004.62 7,105 961,591 SH Sole 40, 47 961,591 EDP RENOVAVEIS SA COMMON EUR5 STOCK B39GNW2 618,795.40 619 56,183 SH Sole 28 56,183 UNITED UTILITIES GROUP PLC ORD COMMON GBP0.05 STOCK B39J2M4 1,196,554.68 1,197 163,646 SH Sole 28 163,646 ARYZTA AG CHF0.02 COMMON STOCK B39VJC9A 836,709.33 837 20,515 SH Sole 28 20,515 VANTAGE DRILLING COMMON COMPANY ORD SHS STOCK B39YS98 28,548.00 29 15,600 SH Sole 28 15,600 SUEZ ENVIRONNEMENT COMMON CO EUR4 STOCK B3B8D04 1,520,744.74 1,521 66,384 SH Sole 28 66,384 BANCO DE VALENCIA COMMON EUR0.25 STOCK B3BWN17 432,810.68 433 46,061 SH Sole 28 46,061 COMPAGNIE FINANCIERE RICHEMONT SA COMMON CHF1 'A' STOCK B3DCZF3 3,651,242.10 3,651 128,978 SH Sole 28 128,978 KB FINANCIAL GROUP INC COMMON KRW5000 STOCK B3DF0Y6 602,733.73 603 11,746 SH Sole 29 11,746 WPP PLC JERSEY SHS COMMON STOCK B3DMTY0 8,441,844.68 8,442 981,513 SH Sole 28, 29, 41 981,513 GENERAL MARITIME CORP(NEW) COMMON USD0.01 STOCK B3KH711 158,855.76 159 20,524 SH Sole 28 20,524 SUNCOR ENERGY COMMON INC(NEW) NPV STOCK B3NB1P2 8,588,219.30 8,588 245,855 SH Sole 29, 40, 41 245,855 FRIENDS PROVIDENT GROUP PLC ORD COMMON GBP 0.05 STOCK B3T6935 735,420.78 735 551,942 SH Sole 28 551,942 INFORMA PLC ORD COMMON GBP0.001 STOCK B3WJHK4 3,882,993.33 3,883 770,967 SH Sole 41 770,967 COOKSON GROUP ORD COMMON GBP1 STOCK B3WK547 824,614.91 825 125,229 SH Sole 8 125,229 AVAGO TECHNOLOGIES COMMON LTD NPV STOCK B3WS2X9 1,467,576.18 1,468 85,974 SH Sole 39 85,974 CHINA RESOURCES CEMENT HLDGS COMMON HKD0.10'REG S' STOCK B41XC98 163,044.11 163 324,000 SH Sole 37 324,000 ACCENTURE PLC COMMON CLS'A'USD0.0000225 STOCK B4BNMY3 577,685.00 578 15,500 SH Sole 40 15,500 WYNN MACAU LTD COMMON HKD0.001 STOCK B4JSTL6 114,980.89 115 88,400 SH Sole 40 88,400 A123 SYSTEMS COMMON USD0.001 STOCK B4KB5L6 53,300.00 53 2,500 SH Sole 8 2,500 WOLSELEY GBP0.10 COMMON STOCK B5ZN3P4 4,336,223.49 4,336 179,322 SH Sole 28, 29 179,322 MEIJI HOLDINGS CO COMMON LTD NPV STOCK B60DQV3 625,404.69 625 14,739 SH Sole 28 14,739 BRASILEIRA DE MEIOS DE COMMON PAGAMENTO NPV STOCK B614LY3 177,322.76 177 17,900 SH Sole 39 17,900 BEAZLEY PLC ORD COMMON GBP0.05 STOCK B64G908 711,323.51 711 376,135 SH Sole 40 376,135 BROAD REACH CAPITAL PARTNERS COMMON REALTY II STOCK BOS246104 1,229,014.26 1,229 2,048,357 SH Sole 36 2,048,357 TETON ADVISORS COMMON INC USD0.001 STOCK DMY321038 285.75 0 82 SH Sole 28 82 AIRCASTLE NPV COMMON STOCK G0129K104 282,364.00 282 29,200 SH Sole 8, 28 29,200
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ALLIED WORLD ASSURANCE COM COMMON STK USD0.03 STOCK G0219G203 478,533.12 479 9,984 SH Sole 23, 32, 33 9,984 AMERICAN SAFETY INSURANCE HOLDINGS COM COMMON STK USD0.01 STOCK G02995101 123,240.00 123 7,800 SH Sole 8, 28 7,800 ARCH CAPITAL GROUP COM STK COMMON USD0.01 STOCK G0450A105 3,693,559.98 3,694 54,687 SH Sole 30, 35, 43 54,687 ARGO GROUP INTL HLDGS COM STK COMMON USD0.01 STOCK G0464B107 671,579.20 672 19,940 SH Sole 8, 28, 33 19,940 APCO OIL & GAS INTL INC COM COMMON STK USD0.01 STOCK G0471F109 171,900.00 172 7,500 SH Sole 28 7,500 ASPEN INSURANCE HLDGS COM STK COMMON 8, 23, 33, USD0.15144558 STOCK G05384105 5,528,524.20 5,529 208,860 SH Sole 39 208,860 ASSURED GUARANTY LTD COM STK COMMON USD0.01 STOCK G0585R106 2,530,426.00 2,530 130,300 SH Sole 8, 28, 30 130,300 AXIS CAPITAL HLDGS COM STK COMMON USD0.0125 STOCK G0692U109 1,944,135.24 1,944 64,418 SH Sole 43 64,418 ACCENTURE PLC COMMON 11, 23, CLS'A'USD0.0000225 STOCK G1151C101 5,943,819.60 5,944 159,480 SH Sole 34, 36, 47 159,480 BROOKFIELD INFRASTRUCTURE PARTN LP COMMON PARTNERSHIP UTS STOCK G16252101 526,143.90 526 31,965 SH Sole 26 31,965 BUNGE LTD COM STK COMMON USD0.01 STOCK G16962105 495,996.42 496 7,922 SH Sole 32, 34 7,922 CENTRAL EUROPEAN MEDIA ENTERPRISES COM STK COMMON USD0.01CLASS'A' STOCK G20045202 260,300.00 260 7,600 SH Sole 23 7,600 CONSOLIDATED WATER CO COM COMMON STK USD1.2 STOCK G23773107 181,263.00 181 11,100 SH Sole 28 11,100 COOPER INDUSTRIES COMMON PLC USD0.01 STOCK G24140108 5,015,707.71 5,016 133,503 SH Sole 23, 43 133,503 COVIDIEN PLC COMMON 11, 23, USD0.20 STOCK G2554F105 6,570,891.18 6,571 151,893 SH Sole 34, 37, 39 151,893 ENDURANCE SPECIALTY HLDGS COM STK COMMON USD1 STOCK G30397106 565,285.00 565 15,500 SH Sole 30, 33 15,500 ENSTAR GROUP COMMON LIMITED SHS STOCK G3075P101 280,215.00 280 4,500 SH Sole 28 4,500 EVEREST RE GROUP COMMON 28, 34, COM STK USD0.01 STOCK G3223R108 18,857,604.80 18,858 215,024 SH Sole 37, 43 215,024 FGX INTERNATIONAL HOLDINGS COM COMMON STK NPV STOCK G3396L102 140,895.00 141 10,100 SH Sole 28 10,100 FLAGSTONE REINSURANCE HOLDIN COM STK COMMON USD0.01 STOCK G3529T105 134,232.00 134 11,900 SH Sole 28, 33 11,900 FRESH DEL MONTE PRODUCE NV COM COMMON STK USD0.01 STOCK G36738105 1,042,321.00 1,042 46,100 SH Sole 8, 28 46,100 GARMIN COM STK COMMON USD0.01 STOCK G37260109 4,306,134.00 4,306 114,100 SH Sole 35 114,100 GLOBAL CROSSING COMMON LT COM USD0.01 STOCK G3921A175 308,880.00 309 21,600 SH Sole 28 21,600 GLOBAL SOURCES COMMON COM STK USD0.01 STOCK G39300101 85,868.13 86 12,499 SH Sole 28 12,499 GREENLIGHT CAPITAL RE LTD CLS'A'COM STK COMMON USD0.10 STOCK G4095J109 540,048.80 540 28,726 SH Sole 26, 28 28,726 HELEN OF TROY COM COMMON STK USD0.10 STOCK G4388N106 740,283.00 740 38,100 SH Sole 8, 28, 33 38,100 HERBALIFE LTD COMMON STOCK G4412G101 656,567.96 657 20,054 SH Sole 30, 34 20,054 INGERSOLL-RAND COMMON 11, 23, PLC USD1 STOCK G47791101 12,582,060.80 12,582 410,240 SH Sole 36, 38, 43 410,240 INVESCO LTD COM 11, 23, STK USD0.20 28, 34, COMMON 38, 39, STOCK G491BT108 21,273,043.68 21,273 934,668 SH Sole 43, 46 934,668 KNIGHTSBRIDGE TANKERS COM COMMON STK USD0.01 STOCK G5299G106 279,056.00 279 21,400 SH Sole 8, 28 21,400 LAZARD LTD COM STK CLASS 'A' COMMON USD0.01 STOCK G54050102 12,906,607.23 12,907 312,433 SH Sole 11, 23 312,433 MAIDEN HLDGS LTD COMMON USD0.01 STOCK G5753U112 337,146.25 337 46,375 SH Sole 23, 28 46,375 MANDARIN ORIENTAL INTERNATIONAL COMMON ORD USD0.05 STOCK G57848106 116,657.94 117 88,042 SH Sole 26 88,042 MARVELL TECH COMMON 11, 23, GROUP COM NPV STOCK G5876H105 25,226,318.98 25,226 1,558,142 SH Sole 35, 39 1,558,142 MAX CAPITAL GROUP COMMON COM STK USD1 STOCK G6052F103 1,100,555.00 1,101 51,500 SH Sole 8, 28 51,500 MF GLOBAL COM STK COMMON USD1 STOCK G60642108 214,465.00 214 29,500 SH Sole 28 29,500 MONTPELIER RE HOLDINGS COM COMMON STK USD0.0016 STOCK G62185106 1,021,632.00 1,022 62,600 SH Sole 28, 33 62,600 NABORS INDUSTRIES COM STK COMMON USD0.001 STOCK G6359F103 2,560,960.60 2,561 122,534 SH Sole 28 122,534 NORDIC AMERICAN TANKER SHIPPING COMMON USD0.01 STOCK G65773106 1,014,594.00 1,015 34,300 SH Sole 8, 28 34,300 OPENTV CORP NPV COMMON CLASS'A' STOCK G67543101 85,146.00 85 61,700 SH Sole 28 61,700 ONEBEACON INSURANCE GROUP LTD CLASS'A'COM COMMON STK USD0.01 STOCK G67742109 20,610.00 21 1,500 SH Sole 33 1,500 ORIENT EXPRESS HOTELS LTD CLS'A'COM STK COMMON USD0.01 STOCK G67743107 667,580.00 668 58,000 SH Sole 28, 33 58,000 PARTNERRE COM STK COMMON USD1 STOCK G6852T105 7,335,074.90 7,335 95,335 SH Sole 35, 37, 43 95,335 PLATINUM UNDERWRITERS COMMON HLDGS LTD SHS STOCK G7127P100 2,014,208.00 2,014 56,200 SH Sole 8, 28, 33 56,200 PRIMUS GUARANTY LTD COM STK COMMON USD0.01 STOCK G72457107 70,882.00 71 16,600 SH Sole 28 16,600 RENAISSANCE RE HLDGS COM STK COMMON USD1 STOCK G7496G103 2,896,804.00 2,897 52,900 SH Sole 35 52,900 SEAGATE TECHNOLOGY HLDGS COM STK COMMON USD0.00001 STOCK G7945J104 4,311,031.14 4,311 283,434 SH Sole 23, 34 283,434 SHIP FINANCE INTERNATIONAL COMMON COM STK USD1 STOCK G81075106 1,859,919.44 1,860 151,336 SH Sole 11, 28 151,336 SINA CORP COM STK COMMON USD0.133 STOCK G81477104 160,418.96 160 4,226 SH Sole 26 4,226 SMART MODULAR TECHNOLOGIES WWH INC COM STK COMMON USD0.00016667 STOCK G82245104 790,812.12 791 166,137 SH Sole 28, 30 166,137 TBS INTERNATIONAL LIMITED COM STK CLASS 'A' COMMON USD0.01 STOCK G86975151 75,690.00 76 8,700 SH Sole 28 8,700 UTI WORLDWIDE INC COMMON ORD NPV STOCK G87210103 2,827,220.00 2,827 195,250 SH Sole 39 195,250 TEXTAINER GROUP HLDGS LTD COMMON USD0.01 STOCK G8766E109 113,671.00 114 7,100 SH Sole 28 7,100 VALIDUS HOLDING LTD COM STK COMMON 11, 25, USD0.175 STOCK G9319H102 1,749,322.56 1,749 67,803 SH Sole 30, 33 67,803 VANTAGE DRILLING COMMON COMPANY ORD SHS STOCK G93205113 28,914.00 29 15,800 SH Sole 28 15,800 WARNER CHILCOTT PUBLIC LIMITED COMMON COMPANY STOCK G94368100 1,199,910.00 1,200 55,500 SH Sole 23 55,500 GOLAR LNG COM STK COMMON USD1.00 STOCK G9456A100 284,242.00 284 25,700 SH Sole 28 25,700 WHITE MOUNTAINS INSURANCE GROUP COM STK COMMON USD1 STOCK G9618E107 342,930.17 343 1,117 SH Sole 33, 37 1,117 WILLIS GROUP HOLDINGS COM COMMON STK USD0.000115 STOCK G96655108 4,316,672.30 4,317 152,965 SH Sole 35, 43 152,965 XL CAPITAL CLASS'A'COM COMMON STK USD0.01 STOCK G98255105 7,325,831.88 7,326 419,578 SH Sole 28, 43 419,578 XOMA LTD COM STK COMMON USD0.0005 STOCK G9825R107 37,665.00 38 46,500 SH Sole 8 46,500 ACE LIMITED COMMON CHF33.74 STOCK H0023R105 2,437,776.00 2,438 45,600 SH Sole 37 45,600
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- WEATHERFORD INTERNATIONAL COMMON LIMITED CHF0.01 STOCK H27013103 2,411,976.96 2,412 116,352 SH Sole 37, 39, 43 116,352 FOSTER WHEELER AG COMMON CHF3 STOCK H27178104 794,048.44 794 24,884 SH Sole 43 24,884 NOBLE CORPORATION COMMON CHF0.01 STOCK H5833N103 6,104,157.80 6,104 160,805 SH Sole 11, 35 160,805 TRANSOCEAN LTD COMMON 11, 31, CHF15 STOCK H8817H100 6,786,891.03 6,787 79,351 SH Sole 34, 38, 43 79,351 TYCO INTERNATIONAL COMMON LTD. USD0.80 STOCK H89128104 4,017,264.80 4,017 116,510 SH Sole 34, 38 116,510 TYCO ELECTRONICS LTD SWITZERLD COMMON SHS STOCK H8912P106 2,995,456.88 2,995 134,446 SH Sole 23, 34, 38 134,446 KEYSTONE INDUST COMMON FUND LP STOCK KEYREITLP 2,175,236.64 2,175 2,619,000 SH Sole 36 2,619,000 ALTISOURCE PORTFOLIO SOLUTIONS SA COMMON USD1 STOCK L0175J104 53,428.00 53 3,700 SH Sole 8 3,700 MILLICOM INTERNATIONAL CELLULAR SA COMMON USD1.50 STOCK L6388F110 3,324,218.00 3,324 45,700 SH Sole 11, 23 45,700 CELLCOM ISRAEL COMMON LTD COM STK NPV STOCK M2196U109 6,086.00 6 200 SH Sole 29 200 CERAGON NETWORKS COMMON ILS0.01 STOCK M22013102 473,760.00 474 56,000 SH Sole 30 56,000 CHECK POINT SOFTWARE TECHNOLOGIES COMMON ORD ILS1 STOCK M22465104 4,177,656.00 4,178 147,360 SH Sole 11, 39, 46 147,360 MELLANOX TECHNOLOGIES COMMON LTD ILS0.0175 STOCK M51363113 660,517.00 661 40,300 SH Sole 30 40,300 ASM INTERNATIONAL NV DR EACH COMMON REPR NY REG SHS STOCK N07045102 148,784.48 149 7,982 SH Sole 23 7,982 CORE LABORATORIES COMMON NV EUR0.01 STOCK N22717107 4,319,471.00 4,319 41,900 SH Sole 11, 47 41,900 ORTHOFIX INTL N.V. COM STK COMMON USD0.10 STOCK N6748L102 367,375.00 367 12,500 SH Sole 28 12,500 VISTAPRINT NV COMMON 11, 23, EUR0.01 STOCK N93540107 7,249,485.25 7,249 142,847 SH Sole 26, 47 142,847 BANCO LATINOAMERICANO DE COMERCIO COMMON EXTERIOR SA STOCK P16994132 425,178.00 425 29,900 SH Sole 8, 28 29,900 COPA HOLDINGS SA COMMON NPV CLASS 'A' STOCK P31076105 302,532.00 303 6,800 SH Sole 30 6,800 STEINER LEISURE COMMON COM STK USD0.01 STOCK P8744Y102 379,056.00 379 10,600 SH Sole 28 10,600 ULTRAPETROL (BAHAMAS) LTD COMMON USD0.01 STOCK P94398107 80,688.00 81 16,400 SH Sole 28 16,400 ROYAL CARIBBEAN CRUISES COM COMMON STK USD0.01 STOCK V7780T103 2,816,444.96 2,816 116,962 SH Sole 11, 43 116,962 AEGEAN MARINE PETROLEUM NETWORK INC COMMON COM STK USD0.01 STOCK Y0017S102 545,175.00 545 24,230 SH Sole 47 24,230 AVAGO TECHNOLOGIES COMMON LTD NPV STOCK Y0486S104 2,876,295.00 2,876 168,500 SH Sole 11, 39 168,500 DHT MARITIME INC COMMON COM STK USD0.01 STOCK Y2065G105 162,808.00 163 43,300 SH Sole 8, 28 43,300 EAGLE BULK SHIPPING INC COMMON COM STK USD0.01 STOCK Y2187A101 212,895.00 213 41,500 SH Sole 28 41,500 FLEXTRONICS INTERNATIONAL COMMON ORD USD0.01 STOCK Y2573F102 3,054,168.76 3,054 409,406 SH Sole 34, 37, 46 409,406 GENCO SHIPPING & TRADING LIMITED COM COMMON STK USD0.01 STOCK Y2685T107 1,735,130.00 1,735 83,500 SH Sole 11, 28, 33 83,500 GENERAL MARITIME CORP(NEW) COMMON USD0.01 STOCK Y2693R101 117,013.32 117 15,118 SH Sole 28 15,118 TEEKAY TANKERS COMMON LTD USD0.01 STOCK Y8565N102 49,265.00 49 5,900 SH Sole 28 5,900 VERIGY LTD COM NPV COMMON STOCK Y93691106 1,658,510.98 1,659 142,729 SH Sole 23 142,729 SUBTOTAL - COMMON STOCK 15,564,542,172.57 1,053,850,600 CORPORATE BONDS E TRADE FINANCIAL CORP SR DB-A CV 19 CORPORATE 31/AUG/2019 BONDS 269246AZ7 321,337.50 321 190,000 SH Sole 48 190,000 HORIZON LINES INC 4.25% CNV NTS 15/AUG/2012 CORPORATE USD1000 BONDS 44044KAB7 134,087.50 134 170,000 SH Sole 48 170,000 SCHOOL SPECIALTY INC 3.75% CNV BDS 01/AUG/2023 CORPORATE USD1000 BONDS 807863AE5 1,445,500.00 1,446 1,475,000 SH Sole 45 1,475,000 SUBTOTAL - CORPORATE BONDS 1,900,925.00 1,835,000 GDR SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 KRW5000(REG'S'/ 144A) GDR 4942818 4,370,941.28 4,371 12,800 SH Sole 29, 40 12,800 STATE BANK OF INDIA GDR-EACH REPR 2 EQT SHS INR10(REG S) GDR 5131091 664,381.42 664 7,300 SH Sole 40 7,300 HON HAI PRECISION INDUSTRY GDR EACH REP 2 SHS TWD10 REG'S' GDR 5758218 1,095,601.60 1,096 133,060 SH Sole 8 133,060 SAMSUNG ELECTRONICS CO GDR EACH REP 1/2 KRW5000(REG'S'/ 144A) GDR 796050888 6,727,151.80 6,727 19,700 SH Sole 46 19,700 EVRAZ GROUP SA GDR EACH REPR 1/3 ORD'REGS' GDR B08V9B8 3,128,631.02 3,129 119,578 SH Sole 40 119,578 ROSNEFT OJSC GDR EACH REPR 1 ORD 'REGS' GDR B17FSC2 5,991,325.77 5,991 793,473 SH Sole 40 793,473 URALKALI JSC GDR EACH REPR 5 ORD 'REGS' GDR B1FLM08 2,772,224.91 2,772 146,201 SH Sole 40 146,201 PHARMSTANDARD OJSC GDR EACH REPR 0.25 ORD'REGS' GDR B1W4MH7 367,068.03 367 20,350 SH Sole 40 20,350 SUBTOTAL - GDR 25,117,325.83 1,252,462 MUTUAL FUNDS CABOT INDUSTRIAL MUTUAL VALUE FUND FUNDS 126994581 2,394,000.00 2,394 5,040 SH Sole 36 5,040 ISHARES INC MSCI TAIWAN INDEX MUTUAL FUND FUNDS 464286731 1,169,730.00 1,170 95,100 SH Sole 23 95,100 ISHARES INC MSCI MUTUAL EAFE INDEX FUNDS 464287465 11,018,494.50 11,018 201,435 SH Sole 28 201,435 ISHARES TRUST RUSSELL MIDCAP MUTUAL VALUE IDX FD FUNDS 464287473 5,444,620.72 5,445 153,716 SH Sole 23 153,716 ISHARES TR RUSSELL 3000 MUTUAL VALUE INDEX FD FUNDS 464287663 23,478.87 23 323 SH Sole 23 323
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- BLACKROCK LIQUIDITY FDS MUTUAL TEMPCASH INSTL FUNDS 09248U643 235,456,054.02 235,456 235,456,054 SH Sole 45 235,456,054 KAYNE ANDERSON ENERGY DEVELOPMENT COM STK MUTUAL USD0.001 FUNDS 48660Q102 164,462.13 164 12,431 SH Sole 8, 28 12,431 SPDR SERIES TRUST KBW REGIONAL MUTUAL BANKING ETF FUNDS 78464A698 234,029.64 234 10,977 SH Sole 23 10,977 ISHARES TRUST ISHARES MSCI EAFE SMALL CAP MUTUAL INDEX FUND FUNDS B29YQH5 1,741,920.00 1,742 48,000 SH Sole 40 48,000 SUBTOTAL - MUTUAL FUNDS 257,646,789.88 235,983,076 PREFERRED STOCK VALE SA 'A'PREF PREFERRED NPV STOCK 2257127 11,472,854.18 11,473 555,033 SH Sole 40 555,033 TELE NORTE LESTE PARTICIPACOES LVL II ADR EACH REP1000 PREFERRED PRF NPV STOCK 2297930 4,420,516.61 4,421 235,259 SH Sole 40 235,259 COMPANHIA DE BEBIDAS DAS AMERICAS PREF PREFERRED NPV STOCK 2361976 16,070.22 16 195 SH Sole 40 195 ITAU UNIBANCO HLDG SA ADR EACH REPR 1 PREFERRED PREF SH STOCK 2849739 11,122,356.70 11,122 551,978 SH Sole 8, 40 551,978 INTESA SANPAOLO DI RISP EUR0.52(NON PREFERRED CNV) STOCK 4076847 803,987.14 804 225,529 SH Sole 28 225,529 DANIELI & C DI RISP EUR1(NON PREFERRED CV) STOCK 4253372 824,836.35 825 61,395 SH Sole 40 61,395 FRESENIUS SE NON PREFERRED VTG PREF NPV STOCK 4568946 1,160,417.18 1,160 19,871 SH Sole 28 19,871 PROSIEBENSAT1 MEDIA AG NPV PREFERRED PREF STOCK 4579131 313,057.87 313 29,155 SH Sole 40 29,155 RWE AG(NEU) NON PREFERRED VTG PRF NPV STOCK 4769147 814,286.44 814 9,903 SH Sole 28 9,903 HENKEL AG & CO KGAA NON.V PRF PREFERRED NPV STOCK 5076705 1,887,300.28 1,887 43,894 SH Sole 28 43,894 BIOTEST AG PREFERRED NON-VTG PRF NPV STOCK 5119893 322,299.31 322 5,352 SH Sole 40 5,352 VOLKSWAGEN AG PREFERRED NON.V PRF NPV STOCK 5497168 3,994,607.54 3,995 34,419 SH Sole 8, 28 34,419 BAYERISCHE MOTOREN WERKE AG NON VTG PREFERRED PREF EUR1 STOCK 5756030 412,481.32 412 12,412 SH Sole 28 12,412 PORSCHE AUTOMOBIL HOLDING SE NON PREFERRED VTG PRF NPV STOCK 7101069 1,689,621.50 1,690 21,524 SH Sole 28 21,524 TELECOM ITALIA SPA(NEW) DI PREFERRED RISP EUR0.55 STOCK 7634402 3,492,045.16 3,492 2,835,068 SH Sole 28, 29, 40 2,835,068 MICROBIA INC SERIES F CV PFD STOCK PREFERRED (RESTRICTED) STOCK 59500L948 1,121,844.00 1,122 93,487 SH Sole 26 93,487 PETROLEO BRASILEIRO SA PETROBRAS SPONS ADR-EACH REPR 2 PREF PREFERRED SHS NPV STOCK 71654V101 19,734,484.82 19,734 502,022 SH Sole 40, 41, 46 502,022 PREFERRED BLOCKER INC PFD ORD PREFERRED '144A' STOCK 74038A207 519,931.36 520 894 SH Sole 45, 48 894 ZIFF DAVIS HOLDINGS INC 10% PFD USD1000 PREFERRED SER'E-1' STOCK 98951V401 0.00 0 12 SH Sole 45 12 SCHINDLER-HLDG AG PTG CERT PREFERRED CHF0.10 STOCK B11TCY0 823,954.44 824 11,982 SH Sole 28 11,982 AI PEGASUS SATELLITE COMMUNICATIONS, PREFERRED INC. STOCK HAF58A508 0.00 0 15,640 SH Sole 45 15,640 SUBTOTAL - PREFERRED STOCK 64,946,952.42 5,265,024 REIT BRITISH LAND CO PLC ORD GBP0.25 REIT 0136701 1,556,279.93 1,556 204,414 SH Sole 28 204,414 HAMMERSON PLC ORD GBP0.25 REIT 0406501 1,055,336.69 1,055 167,230 SH Sole 28 167,230 LIBERTY INTERNATIONAL PLC ORD GBP0.50 REIT 0683434 806,639.60 807 104,916 SH Sole 28 104,916 LAND SECURITIES GROUP ORD GBP0.10 REIT 3180943 1,814,994.49 1,815 181,274 SH Sole 28 181,274 ACADIA REALTY TRUST SHS BEN INT USD0.001 REIT 004239109 2,725,967.09 2,726 180,887 SH Sole 28, 36 180,887 ICADE (NEW) NPV REIT 4554406 560,866.24 561 5,231 SH Sole 28 5,231 CORIO NV EUR10 REIT 4929286 803,085.57 803 11,619 SH Sole 28 11,619 MIRVAC GROUP STAPLED SHS NPV REIT 6161978 845,206.72 845 574,667 SH Sole 28 574,667 CFS RETAIL PROPERTY TRUST UNITS REIT 6361370 686,407.36 686 388,755 SH Sole 28 388,755 GPT GROUP ORD NPV REIT 6365866 1,266,762.06 1,267 2,106,398 SH Sole 28 2,106,398 NIPPON BUILDING FUND INC REIT REIT 6396800 1,130,581.51 1,131 127 SH Sole 28 127 JAPAN REAL ESTATE INVESTMENT CO REIT REIT 6397580 881,631.71 882 108 SH Sole 28 108 CAPITAMALL TRUST MANAGEMENT UNITS REIT 6420129 726,666.92 727 556,000 SH Sole 28 556,000 JAPAN RETAIL FUND INVESTMENT REIT REIT 6513342 437,848.21 438 81 SH Sole 28 81 JAPAN PRIME REALTY INVESTMENT CORP REIT REIT 6528175 377,852.94 378 156 SH Sole 28 156 ASCENDAS REAL ESTATE INV TRUST UNITS NPV REIT 6563875 384,559.52 385 281,772 SH Sole 28 281,772 NOMURA REAL ESTATE REIT REIT 6718211 517,106.13 517 78 SH Sole 28 78 STOCKLAND TRUST GROUP NPV UNITS/ORD REIT 6850856 1,951,656.54 1,952 545,257 SH Sole 28 545,257 UNIBAIL-RODAMCO SE REIT 7076242 4,699,036.44 4,699 22,564 SH Sole 28, 29 22,564 KLEPIERRE EUR1.40 REIT 7582556 887,434.46 887 22,315 SH Sole 28 22,315 GECINA EUR7.50 REIT 7742468 491,195.08 491 4,106 SH Sole 28 4,106 FONCIERE DES REGIONS GFR EUR3 REIT 7745638 711,051.17 711 6,096 SH Sole 28 6,096 AGREE REALTY CORP COM STK USD0.0001 REIT 008492100 119,236.00 119 5,200 SH Sole 28 5,200 ALEXANDER'S INC COM STK USD1 REIT 014752109 473,408.00 473 1,600 SH Sole 28 1,600 ALEXANDRIA REAL ESTATE EQUITIES INC COM STK USD0.01 REIT 015271109 4,762,690.50 4,763 87,630 SH Sole 28 87,630 AMERICAN CAMPUS COMMUNITIES INC COM STK USD0.01 REIT 024835100 1,155,194.40 1,155 43,024 SH Sole 8, 28 43,024 ANNALY CAPITAL MANAGEMENT INC CLASS'A'COM STK USD0.01 REIT 035710409 234,006.00 234 12,900 SH Sole 32 12,900
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- ANTHRACITE CAPITAL INC COM STK USD0.001 REIT 037023108 148,943.55 149 141,851 SH Sole 8, 28 141,851 ANWORTH MORTGAGE ASSET CORP COM STK USD0.01 REIT 037347101 840,796.00 841 106,700 SH Sole 8, 28 106,700 ASHFORD HOSPITALITY TRUST INC COM STK USD0.01 REIT 044103109 234,449.60 234 67,760 SH Sole 8, 28 67,760 ASSOCIATED ESTATES REALTY CORP COM NPV REIT 045604105 162,578.00 163 16,900 SH Sole 8, 28 16,900 AVALONBAY COMMUNITIES INC COM STK 28, 32, USD0.01 REIT 053484101 18,191,373.06 18,191 250,122 SH Sole 34, 36, 43 250,122 BOSTON PROPERTIES INC COM STK 23, 28, USD0.01 REIT 101121101 18,270,948.15 18,271 278,733 SH Sole 32, 36, 43 278,733 CBL & ASSOCIATES PROPERTIES INC COM STK USD0.01 REIT 124830100 1,541,330.00 1,541 158,900 SH Sole 8, 28 158,900 CAMDEN PROPERTY TRUST SHS BEN INT COM STK USD0.01 REIT 133131102 10,715,729.70 10,716 265,899 SH Sole 28, 36 265,899 CAPLEASE INC COM STK USD0.01 REIT 140288101 137,826.00 138 34,200 SH Sole 28 34,200 CARE INVESTMENT TRUST INC COM STK USD0.001 REIT 141657106 207,611.56 208 27,068 SH Sole 28, 36 27,068 CEDAR SHOPPING CENTERS INC COM STK USD0.06 REIT 150602209 194,145.00 194 30,100 SH Sole 28 30,100 COLONIAL PROPERTIES TRUST COM STK USD0.01 REIT 195872106 628,548.27 629 64,599 SH Sole 8, 23, 28 64,599 COUSINS PROPERTIES INC COM STK USD1 REIT 222795106 2,401,034.40 2,401 289,980 SH Sole 28, 36 289,980 CREXUS INVESTMENT CORP USD0.01 REIT 226553105 735,449.00 735 51,430 SH Sole 36 51,430 DCT INDUSTRIAL TRUST INC COM 8, 28, 30, STK USD0.01 REIT 233153105 2,582,956.81 2,583 505,471 SH Sole 36 505,471 DEVELOPERS DIVERSIFIED REALTY CORP COM NPV REIT 251591103 1,219,680.00 1,220 132,000 SH Sole 8, 28 132,000 DIAMONDROCK HOSPIT COM USD0.01 REIT 252784301 894,726.00 895 110,460 SH Sole 8, 28 110,460 DIGITAL REALTY TRUST INC COM STK USD0.01 REIT 253868103 1,524,702.76 1,525 33,356 SH Sole 30, 36, 47 33,356 DUKE REALTY CORP COM STK USD0.01 REIT 264411505 6,530,773.78 6,531 543,778 SH Sole 19, 28, 36 543,778 EASTGROUP PROPERTIES INC COM STK USD0.0001 REIT 277276101 699,808.20 700 18,310 SH Sole 28 18,310 EQUITY ONE INC COM STK USD0.01 REIT 294752100 1,559,259.02 1,559 99,506 SH Sole 28, 36 99,506 ESSEX PROPERTY TRUST INC COM STK USD0.0001 REIT 297178105 4,874,195.42 4,874 61,249 SH Sole 28, 30, 36 61,249 FEDERAL REALTY INVESTMENT TRUST SHS BNF INT NPV REIT 313747206 14,899,899.56 14,900 242,788 SH Sole 23, 28, 36 242,788 GETTY REALTY CORP COM STK USD0.10 REIT 374297109 628,273.08 628 25,602 SH Sole 28, 30 25,602 GLADSTONE COMMERICAL CORP COM STK US0.001 REIT 376536108 94,392.00 94 6,900 SH Sole 28 6,900 GLIMCHER REALTY TRUST SHS OF BENEFICIAL INTEREST USD0.01 REIT 379302102 292,418.26 292 79,678 SH Sole 8, 28 79,678 GRAMERCY CAPITAL CORP COM STK USD0.001 REIT 384871109 75,276.54 75 30,978 SH Sole 28 30,978 HEALTHCARE REALTY TRUST INC COM STK USD0.01 REIT 421946104 7,916,523.54 7,917 374,658 SH Sole 28, 36, 39 374,658 HERSHA HOSPITALITY TRUST CLASS'A'SHS BEN INTEREST USD0.01 REIT 427825104 130,200.00 130 42,000 SH Sole 8, 28 42,000 HIGHWOODS PROPERTIES INC COM STK USD0.01 REIT 431284108 6,124,069.80 6,124 194,724 SH Sole 28 194,724 HOME PROPERTIES INC COM STK USD0.01 REIT 437306103 1,349,277.17 1,349 31,313 SH Sole 8, 23, 28 31,313 INLAND REAL ESTATE CORP COM STK USD0.01 REIT 457461200 588,409.20 588 67,170 SH Sole 8, 28 67,170 INVESTORS REAL EST SBI NPV REIT 461730103 409,484.88 409 45,297 SH Sole 28 45,297 LTC PROPERTIES INC COM STK USD0.01 REIT 502175102 1,096,608.64 1,097 45,616 SH Sole 8, 28, 36 45,616 LASALLE HOTEL PROPERTIES COM STK USD0.01 REIT 517942108 1,195,445.96 1,195 60,806 SH Sole 28, 30 60,806 LEXINGTON REALTY TRUST COM STK USD0.0001 REIT 529043101 829,963.80 830 162,738 SH Sole 8, 28 162,738 LIBERTY PROPERTY TRUST COM STK USD0.001 REIT 531172104 11,083,393.89 11,083 340,713 SH Sole 28, 36 340,713 MACERICH CO COM 28, 34, STK USD0.01 REIT 554382101 10,313,928.81 10,314 340,057 SH Sole 36, 39 340,057 MACK CALI REALTY CORP COM STK USD0.01 REIT 554489104 9,455,005.49 9,455 292,453 SH Sole 23, 28, 36 292,453 MISSION WEST PROPERTIES COM STK USD0.001 REIT 605203108 80,087.00 80 11,900 SH Sole 28 11,900 MONMOUTH REAL ESTATE INVESTMENT CORP COM STK REIT 609720107 105,096.00 105 15,100 SH Sole 28 15,100 NATIONAL RETAIL PROPERTIES INC 8, 23, 28, COM REIT 637417106 2,370,781.81 2,371 110,423 SH Sole 30 110,423 NATIONWIDE HEALTH PROPERTIES INC COM STK USD0.10 REIT 638620104 10,082,131.65 10,082 325,335 SH Sole 28, 35, 36 325,335 OMEGA HEALTHCARE INVESTORS COM STK USD0.10 REIT 681936100 4,025,826.00 4,026 251,300 SH Sole 8, 28 251,300 PENNSYLVANIA REAL ESTAT INVES TRUST SHS BNF INT USD1 REIT 709102107 533,209.87 533 70,067 SH Sole 8, 28 70,067 PLUM CREEK TIMBER CO INC COM STK 28, 34, NPV REIT 729251108 12,272,974.56 12,273 400,554 SH Sole 36, 39 400,554 POST PROPERTIESCOM USD 0.01 REIT 737464107 3,765,456.00 3,765 209,192 SH Sole 28, 36 209,192 POTLATCH CORP COM STK USD1 REIT 737630103 3,103,752.75 3,104 109,095 SH Sole 28 109,095 PROLOGIS SBI USD0.01 REIT 743410102 2,842,610.08 2,843 238,474 SH Sole 28, 32, 43 238,474 RAIT FINANCIAL TRUST COM STK USD0.01 REIT 749227104 123,312.42 123 41,943 SH Sole 28 41,943 RAMCO-GERSHENSON PROPERTIES TRUST SBI USD0.01 REIT 751452202 119,875.88 120 13,439 SH Sole 28 13,439 RAYONIER INC COM 28, 32, STK NPV 34, 36, REIT 754907103 10,312,060.97 10,312 252,067 SH Sole 39, 43 252,067 REALTY INCOME CORP COM STK USD1 REIT 756109104 5,419,845.00 5,420 211,300 SH Sole 28, 32 211,300 REDWOOD TRUST INC COM STK USD0.01 REIT 758075402 888,460.00 888 57,320 SH Sole 28 57,320 REGENCY CENTERS CORP COM STK USD0.01 REIT 758849103 15,583,304.10 15,583 420,602 SH Sole 28, 36 420,602 SAUL CENTERS INC COM STK USD0.01 REIT 804395101 299,974.50 300 9,345 SH Sole 8, 28 9,345 SIMON PROPERTY GROUP INC COM STK USD0.0001 REIT 828806109 33,562,809.15 33,563 483,405 SH Sole 28, 36 483,405 SUN COMMUNITIES INC COM STK USD0.01 REIT 866674104 486,567.20 487 22,610 SH Sole 8, 28 22,610 SUNSTONE HOTEL INVESTORS INC COM STK USD0.01 REIT 867892101 563,448.90 563 79,359 SH Sole 8, 28 79,359 TANGER FACTORY OUTLET CENTERS COM STK USD0.01 REIT 875465106 1,400,959.46 1,401 37,519 SH Sole 23, 28, 30 37,519 TAUBMAN CENTRES INC COM STK USD0.01 REIT 876664103 2,631,855.60 2,632 72,945 SH Sole 23, 30, 36 72,945 TRANSCONTINENTAL REALTY INVESTMENTS COM STK USD0.01 REIT 893617209 14,040.00 14 1,200 SH Sole 28 1,200
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- UDR INC COM STK USD0.01 REIT 902653104 4,783,401.74 4,783 303,901 SH Sole 28 303,901 UMH PROPERTIES INC COM STK USD0.10 REIT 903002103 60,310.00 60 7,400 SH Sole 28 7,400 URSTADT BIDDLE PROPERTIES CLASS 'A'COM NPV REIT 917286205 230,230.20 230 15,780 SH Sole 28 15,780 VORNADO REALTY 11, 28, TRUST USD0.04 REIT 929042109 19,219,276.71 19,219 298,390 SH Sole 32, 36 298,390 WASHINGTON REAL ESTATE INVEST TRUST SHS BNF INT USD0.01 REIT 939653101 1,206,316.80 1,206 41,886 SH Sole 28 41,886 WEINGARTEN REALTY INVESTORS SHS OF BEN INT USD0.03 REIT 948741103 4,191,168.00 4,191 210,400 SH Sole 28 210,400 WINTHROP REALTY TRUST SHS BNF INT USD1 REIT 976391300 81,816.00 82 8,400 SH Sole 28 8,400 BRE PROPERTIES INC CLASS'A'COM STK USD0.01 REIT 05564E106 3,330,320.00 3,330 106,400 SH Sole 28 106,400 UNIVERSAL HLTH RLT SHS BEN INT USD0.01 REIT 91359E105 279,051.15 279 8,573 SH Sole 28 8,573 AMB PROPERTIES CORP COM STK USD0.01 REIT 00163T109 8,983,341.45 8,983 391,431 SH Sole 28, 32, 36 391,431 AMERICAN CAPITAL AGENCY CORP USD0.01 REIT 02503X105 233,290.00 233 8,200 SH Sole 28 8,200 APARTMENT INVESTMENT & MANAGEMENT COM STK USD0.01 CLASS'A' REIT 03748R101 861,739.25 862 58,423 SH Sole 28, 32, 36 58,423 BIOMED REALTY TRUST INC COM STK USD0.01 REIT 09063H107 1,275,161.40 1,275 92,403 SH Sole 8, 28 92,403 CAPSTEAD MTGE.CORP COM STK USD0.01 REIT 14067E506 627,341.00 627 45,100 SH Sole 28 45,100 CHIMERA INVESTMENT CORPORATION COM STK USD0.01 REIT 16934Q109 906,868.00 907 237,400 SH Sole 30, 37 237,400 COGDELL SPENCER INC COM STK USD0.01 REIT 19238U107 108,480.00 108 22,600 SH Sole 28 22,600 CORPORATE OFFICE PROPERTIES TRUST COM STK USD0.01 REIT 22002T108 4,402,476.24 4,402 119,373 SH Sole 23, 28 119,373 DOUGLAS EMMETT INC COM STK USD0.01 REIT 25960P109 174,376.00 174 14,200 SH Sole 30 14,200 DUPONT FABROS TECHNOLOGY COM STK USD1 REIT 26613Q106 269,266.00 269 20,200 SH Sole 28 20,200 DYNEX CAPITAL INC COM STK USD0.01 REIT 26817Q506 69,126.00 69 8,200 SH Sole 28 8,200 EDUCATION REALTY TRUST INC COM STK USD0.01 REIT 28140H104 324,371.00 324 54,700 SH Sole 8, 28 54,700 ENTERTAINMENT PROPERTY TRUST SHS OF BENEFICIAL INTUSD0.01 REIT 29380T105 1,226,103.96 1,226 35,914 SH Sole 8, 28 35,914 EQUITY LIFESTYLE PROPERTIES INC 8, 23, 28, COM STK USD0.01 REIT 29472R108 6,267,494.09 6,267 146,471 SH Sole 36 146,471 EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF BENEFICIAL INTEREST 28, 32, USD0.01 REIT 29476L107 25,330,570.00 25,331 825,100 SH Sole 36, 43 825,100 EXTRA SPACE STORAGE INC COM STK USD0.01 REIT 30225T102 824,651.30 825 78,166 SH Sole 8, 23, 28 78,166 FELCOR LODGINGS TRUST INC COM STK USD0.01 REIT 31430F101 216,534.00 217 47,800 SH Sole 28 47,800 FIRST INDUSTRIAL REALTY TRUST COM STK USD0.01 REIT 32054K103 374,860.50 375 71,402 SH Sole 8, 28 71,402 FIRST POTOMAC REALTY TRUST SBI USD0.001 REIT 33610F109 384,948.00 385 33,300 SH Sole 8, 28 33,300 FRANKLIN STREET PROPERTIES CORP/MA COM STK USD0.0001 REIT 35471R106 588,190.00 588 44,900 SH Sole 28 44,900 GOVERNMENT PROPERTIES INCOME USD0.01 REIT 38376A103 2,161,212.13 2,161 90,013 SH Sole 8, 23, 28 90,013 HCP INC COM STK 23, 28, USD1 REIT 40414L109 12,805,336.92 12,805 445,558 SH Sole 32, 36 445,558 HATTERAS FINANCIAL CORP USD0.001 REIT 41902R103 764,490.00 764 25,500 SH Sole 28 25,500 HEALTH CARE REIT INC COM STK USD1 REIT 42217K106 5,917,947.80 5,918 142,190 SH Sole 28, 35, 39 142,190 HOSPITALITY PROPERTIES TRUST COM STK USD0.01 REIT 44106M102 5,258,719.20 5,259 258,160 SH Sole 19, 28, 32 258,160 HOST HOTELS & RESORTS INC 23, 28, COM STK USD1 REIT 44107P104 14,335,671.68 14,336 1,217,984 SH Sole 32, 36 1,217,984 ISTAR FINANCIAL INC NEW CLASS'A'SHS BEN INT USD0.001 REIT 45031U101 364,556.80 365 119,920 SH Sole 8, 28 119,920 INVESCO MORTGAGE CAPITAL INC USD0.01 REIT 46131B100 104,880.00 105 4,800 SH Sole 8, 28 4,800 KILROY REALTY CORP COM STK USD0.01 REIT 49427F108 2,046,490.76 2,046 73,774 SH Sole 23, 28, 36 73,774 KIMCO REALTY CORP COM STK USD0.01 REIT 49446R109 2,053,408.80 2,053 157,470 SH Sole 28, 32 157,470 KITE REALTY GROUP TRUST COM STK USD0.01 REIT 49803T102 592,619.55 593 142,115 SH Sole 28, 36 142,115 MFA FINANCIAL INC 8, 28, 30, COM STK USD0.01 REIT 55272X102 6,923,958.24 6,924 869,844 SH Sole 35 869,844 MEDICAL PROPERTIES TRUST INC COM STK USD0.001 REIT 58463J304 456,182.10 456 58,410 SH Sole 28 58,410 MID-AMERICA APARTMENT COMMUNITIES COM STK USD0.01 REIT 59522J103 1,111,416.51 1,111 24,627 SH Sole 23, 28 24,627 NATIONAL HEALTH INVESTORS COM STK USD0.01 REIT 63633D104 1,146,901.05 1,147 36,237 SH Sole 28, 30 36,237 NORTHSTAR REALTY FINANCE CORP COM STK USD0.01 REIT 66704R100 288,097.29 288 82,079 SH Sole 8, 28 82,079 PS BUSINESS PARKS INC CALIF COM 8, 23, 28, SER'A'USD0.01 REIT 69360J107 2,880,642.92 2,881 56,131 SH Sole 36 56,131 PARKWAY PROPERTIES INC COM STK USD0.001 REIT 70159Q104 708,845.40 709 35,982 SH Sole 8, 28 35,982 PENNYMAC MORTGAGE INVESTMENT TRUST USD0.01 REIT 70931T103 167,244.00 167 8,400 SH Sole 8, 28 8,400 PUBLIC STORAGE 23, 28, COM STK USD0.10 REIT 74460D109 17,959,938.48 17,960 238,702 SH Sole 34, 36 238,702 RESOURCE CAPITAL CORP USD0.001 REIT 76120W302 135,456.00 135 24,900 SH Sole 8, 28 24,900 SL GREEN REALTY CORP COM STK USD0.01 REIT 78440X101 7,002,845.00 7,003 159,700 SH Sole 19, 28 159,700 SENIOR HOUSING PROPERTIES TRUST SHS OF BENEFICIAL INTEREST USD0.01 REIT 81721M109 9,534,896.28 9,535 498,948 SH Sole 8, 23, 36 498,948 SOVRAN SELF STORAGE INC COM STK USD0.01 REIT 84610H108 1,720,846.93 1,721 56,551 SH Sole 23, 28, 36 56,551 STARWOOD PROPERTY TRUST INC USD0.01 REIT 85571B105 1,913,199.75 1,913 94,479 SH Sole 28, 36 94,479 STRATEGIC HOTELS & RESORTS INC COM STK USD0.01 REIT 86272T106 232,405.88 232 89,732 SH Sole 8, 28 89,732 U-STORE-IT TRUST COM USD0.01 REIT 91274F104 353,187.50 353 56,510 SH Sole 28 56,510 VENTAS INC COM STK USD0.25 REIT 92276F100 10,496,024.00 10,496 272,624 SH Sole 28, 36, 43 272,624 WALTER INVESTMENT MANAGEMENT CORP USD0.01 REIT 93317W102 205,056.00 205 12,800 SH Sole 28 12,800 WESTFIELD GROUP NPV STAPLED UNITS REIT B01BTX7 5,953,394.49 5,953 487,748 SH Sole 28 487,748 GOODMAN GROUP NPV (STAPLED UNITS) REIT B03FYZ4 795,715.72 796 1,366,191 SH Sole 28 1,366,191 LINK REAL ESTATE INVESTMENT TRUST UNITS REIT B0PB4M7 1,320,960.73 1,321 601,051 SH Sole 23, 28 601,051 GZI REAL ESTATE INVESTMENT TRUST HKD UNITS REIT B0TLGM7 144,705.10 145 394,000 SH Sole 40 394,000
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TITLE SHARES OR VOTING AUTHORITY OF VALUE PRINCIPAL SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER CLASS CUSIP MARKET VALUE (X$1000) AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------ --------- --------- ----------------- -------- ------------- --- ---- ---------- ---------- ---- ----------- ---- EXTENDICARE REAL ESTATE INVESTMENT TRUST UNITS REIT B1GGLK5 115,629.94 116 14,738 SH Sole 36 14,738 SEGRO PLC ORD GBP0.10 REIT B5ZN1N8 1,021,521.50 1,022 173,423 SH Sole 28 173,423 SUBTOTAL - REIT 489,256,058.32 26,378,466 GRAND TOTALS 16,651,533,573.33 1,333,603,904
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