- Form 13F Holdings Report (13F-HR)

Date : 13/11/2009 @ 18h28
Source : Edgar (US Regulatory)

- Form 13F Holdings Report (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

1 of 78

 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

2 of 78

 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

3 of 78

 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

4 of 78

 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

5 of 78

 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

6 of 78

 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

7 of 78

 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

8 of 78

 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

9 of 78

 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

10 of 78

 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

11 of 78

 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

12 of 78

 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

13 of 78

 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

14 of 78

 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

15 of 78

 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

16 of 78

 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

17 of 78

 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

18 of 78

 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

19 of 78

 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

20 of 78

 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

21 of 78

 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

22 of 78

 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

23 of 78

 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

24 of 78

 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

25 of 78

 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

26 of 78

 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

27 of 78

 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

28 of 78

 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

29 of 78

 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

30 of 78

 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

31 of 78

 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

32 of 78

 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

33 of 78

 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

34 of 78

 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

35 of 78

 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

36 of 78

 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

37 of 78

 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

38 of 78

 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

39 of 78

 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

40 of 78

 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

41 of 78

 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

42 of 78

 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

43 of 78

 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

44 of 78

 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

45 of 78

 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

46 of 78

 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

47 of 78

 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

48 of 78

 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

49 of 78

 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

50 of 78

 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

51 of 78

 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

52 of 78

 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

53 of 78

 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

54 of 78

 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

55 of 78

 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

56 of 78

 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

57 of 78

 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

58 of 78

 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

59 of 78

 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

60 of 78

 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

61 of 78

 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

62 of 78

 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

63 of 78

 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

64 of 78

 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

65 of 78

 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

66 of 78

 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

67 of 78

 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

68 of 78

 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

69 of 78

 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

70 of 78

 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

71 of 78

 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

72 of 78

 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

73 of 78

 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

74 of 78

 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

75 of 78

 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

76 of 78

 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

77 of 78

 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

78 of 78
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