-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Dw9pa0EQpXAofuLVHgk4IiMyduONzMR5ss7Z40KHo9HKjrKLTw3vSCyFf7OobIm/ ozYXHMrTprNynTq90DRXtQ== 0001193125-08-082451.txt : 20080416 0001193125-08-082451.hdr.sgml : 20080416 20080416115005 ACCESSION NUMBER: 0001193125-08-082451 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080416 DATE AS OF CHANGE: 20080416 EFFECTIVENESS DATE: 20080416 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Gartmore Investment Management LTD CENTRAL INDEX KEY: 0001382318 IRS NUMBER: 000000000 STATE OF INCORPORATION: X0 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12052 FILM NUMBER: 08759194 BUSINESS ADDRESS: STREET 1: GARTMORE HOUSE STREET 2: 8 FENCHURCH PLACE CITY: LONDON STATE: X0 ZIP: EC3M 4PB BUSINESS PHONE: 020 7782 2000 MAIL ADDRESS: STREET 1: GARTMORE HOUSE STREET 2: 8 FENCHURCH PLACE CITY: LONDON STATE: X0 ZIP: EC3M 4PB 13F-HR 1 d13fhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 2008 03 31 Check here if Amendment [_]; Amendment Number: No This Amendment (Check only one): [_] is a restatement [_] adds new holdings entries Institutional Investment Manager Filing this Report: Name Gartmore Investment Management Ltd Address 8 Fenchurch Place London, England, EC3M 4PH Form 13F File Number: 28-12052 The Institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person signing this Report on behalf of Reporting Manager Name: Alison Averono Title: Head of Data Administration Phone: +44-207-782-2000 Signature, Place, and Date of Signing /s/ Alison Averono London, England 2008/04/16 Report Type (Check only one): [_] 13F HOLDINGS REPORT. (check here if all the holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings are in this report, and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. Frank Russell Company as other Manager - file number 028-01190. Marsico Capital Management LLC as other Manager - file number 028-06748 FORM 13F SUMMARY PAGE Report Summary: Form 13F Information Table Entry Total: 439 Form 13F Information Table Value Total: 77,650,306 (thousands)
Shares Of Shared_ Manager_ Fair Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- --------------- --------- ----------- --------- ---- ------- ------- -------- ----- --------- ---- 3M CO............... COM STK USD0.01 88579Y101 1,131.85 14,300 X 14,300 AAR CORP............ COM STK USD1 000361105 823.34 30,192 X 30,192 ACADIA PHARMACEUTICALS COM STK INC............... USD0.001 004225108 842.72 93,015 X 93,015 ACCENTURE LTD BERM.. COM USD0.0000225 G1150G111 703.40 20,000 X 20,000 ACE LTD............. ORD USD0.0416 G0070K103 899.07 16,329 X 16,329 ADVANCED ENERGY IN.. COM USD0.001 007973100 869.52 65,575 X 65,575 ADVANCED SEMICONDUCTOR ADR (REP 5 SHS ENGINEERING....... TWD-DTC) 00756M404 436.14 90,299 X 90,299 AEGEAN MARINE PETROLEUM NETWORK COM STK INC............... USD0.01 B0TBF08 0.17 5 X 5 AERCAP HOLDINGS N.V. USD0.01 B1HHKD3 1,052.34 59,860 X 59,860 AETNA INC NEW....... COM STK USD0.01 00817Y108 945.38 22,461 X 22,461 AGCO CORP........... COM STK USD0.01 001084102 10,217.32 170,630 X 170,630 AGRIUM INC.......... COM NPV US-EX 008916108 21,349.69 343,740 X 343,740 AIRMEDIA............ ADS EACH REPR 2 ORD 009411109 1,747.41 109,900 X 109,900 ALCOA INC........... COM STK USD1 013817101 12,742.16 353,360 X 353,360 ALCON INC........... COM CHF0.20 H01301102 955.92 6,720 X 6,720 ALLIANT ENERGY CORP. COM STK USD0.01 018802108 1,697.63 48,490 X 48,490 ALTERA CORP......... COM STK USD0.001 021441100 251.11 13,625 X 13,625 ALTRIA GROUP INC.... NEW COM STK USD0.333(US-EX) 02209S103 6,118.43 275,605 X 275,605 AMERICA MOVIL SA.... ADR(EACH REP 20 SHS NPV SER'L'-DTC) 02364W105 157,288.51 2,469,595 X 2,469,595 AMERICAN EXPRESS CO. COM USD0.20 025816109 703.02 16,080 X 16,080 AMGEN............... COM USD0.0001 031162100 731.36 17,505 X 17,505 AMPHENOL CORP....... CLASS'A' COM STK USD0.001 032095101 886.55 23,800 X 23,800 APACHE CORP......... COM STK USD0.625 037411105 102,561.68 848,880 X 848,880 APPLE INC........... COM STK NPV 037833100 107,380.62 748,297 X 748,297 ARCHER DANIELS MIDLAND........... COM NPV 039483102 7,281.20 176,900 X 176,900 ARIAD PHARMACEUTICALS COM STK INC............... USD0.001 04033A100 114.47 33,967 X 33,967 ARRAY BIOPHARMA INC. COM STK USD0.001 04269X105 217.43 31,017 X 31,017 ASBURY AUTOMOTIVE GROUP INC......... COM USD0.01 043436104 380.90 27,682 X 27,682 ASHFORD HOSPITALITY TRUST INC......... COM USD0.01 044103109 659.33 116,080 X 116,080 ASPEN INSURANCE COM HLDGS............. USD0.15144558 G05384105 123.99 4,700 X 4,700 ASUSTEK COMPUTER INC GDR EACH REPR 5 ORD TWD10 REG S (US-EX) 04648R308 20.92 1,468 X 1,468 AT&T INC............ COM USD1 00206R102 103,136.46 2,692,858 X 2,692,858 AU OPTRONICS CORPN.. ADS EACH RPR 10 COM (SPON) DTC 002255107 5,505.22 320,257 X 320,257 AURORA OIL & GAS.... COM USD0.01 052036100 144.90 226,401 X 226,401 AUTOMATIC DATA COM STK PROCESSING INC.... USD0.10 053015103 809.65 19,100 X 19,100 AVERY DENNISON CORP. COM STK USD1 053611109 285.99 5,807 X 5,807 AXIS CAPITAL HOLDINGS LTD...... COM USD0.0125 G0692U109 904.85 26,629 X 26,629 B & G FOODS HLDGS COM STK CLASS CORP.............. 'A' USD0.01 05508R106 315.37 28,670 X 28,670 BAKER HUGHES INC.... COM STK USD1 057224107 1,630.30 23,800 X 23,800 BALL CORP........... COM STK NPV 058498106 732.38 15,942 X 15,942 BANCO ITAU HOLDING 2 ADRS REP 1 FINANCEIRA S.A.... PRF SHARE 059602201 23,982.21 1,053,700 X 1,053,700 BANCO SANTANDER- ADR(EACH REP CHILE............. 1039 COM NPV- DTC) 05965X109 11,764.93 225,123 X 225,123 BANK OF AMERICA CORPORATION....... COM USD0.01 060505104 1,229.31 32,427 X 32,427 BANK OF THE OZARKS.. COM STK USD0.01 063904106 806.74 33,755 X 33,755 BANNER CORP......... COM USD0.01 06652V109 97.48 4,231 X 4,231 BAXTER INTERNATIONAL INC. COM STK USD1 071813109 6,197.15 107,180 X 107,180 BCO BRANDESCO SA.... ADR ECH REP 1 PRF NPV SPON 059460303 48,896.91 1,761,416 X 1,761,416 BEL FUSE INC........ CLASS'B'SHS USD0.1 077347300 973.21 34,932 X 34,932 BIOGEN IDEC INC..... COM USD0.0005 09062X103 882.17 14,300 X 14,300 BIOVAIL CORP........ COM NPV (US- EX) 09067J109 104.70 9,831 X 9,831 BLACK BOX CORP...... COM USD0.001 091826107 860.72 27,900 X 27,900 BLOCKBUSTER INC..... CLASS A COM STK USD0.01 093679108 332.64 102,037 X 102,037 BOEING CO........... COM STK USD5 097023105 56,527.00 760,078 X 760,078 BOISE INC........... COM STK USD0.0001 09746Y105 270.96 42,337 X 42,337 BORDERS GROUP INC... COM STK USD0.001 099709107 135.30 23,050 X 23,050 BORG WARNER INC..... COM STK USD0.01 099724106 3,442.40 80,000 X 80,000
Shares Of Shared_ Manager_ Fair Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- -------------- --------- ----------- --------- ---- ------- ------- -------- ----- --------- ---- BORLAND SOFTWARE COM STK CORP.............. USD0.01 099849101 755.72 374,120 X 374,120 BOSTON PRIVATE FINANCIAL HLDGS INC............... COM STK USD1 101119105 96.37 9,100 X 9,100 BRASIL TELECOM SPON ADR REP PARTICPACOES SA... 5 PRF NPV(BNY) 105530109 46,420.11 709,137 X 709,137 BRILLIANCE CHINA ADR REP 100 AUTO HLDGS........ ORD USD0.01(IT) 10949Q105 489.88 29,600 X 29,600 BRISTOL-MYERS COM STK SQUIBB CO......... USD0.10 110122108 562.53 26,410 X 26,410 BROOKDALE SENIOR COM STK LIVING INC........ USD0.01 112463104 239.93 10,039 X 10,039 BROOKS AUTOMATION INC............... COM USD0.01 114340102 232.94 23,965 X 23,965 BUILD A BEAR COM STK WORKSHOP INC...... USD0.01 120076104 468.91 51,585 X 51,585 C & D TECHNOLOGIES COM STK INC............... USD0.01 124661109 1,308.66 260,690 X 260,690 CABOT OIL & GAS CORP CLASS'A'COM STK USD0.10 127097103 1,231.45 24,222 X 24,222 CADENCE FIN CORP.... COM USD1 12738A101 878.67 55,020 X 55,020 CALIFORNIA PIZZA COM STK KITCHEN INC....... USD0.01 13054D109 54.67 4,170 X 4,170 CALLISTO PHARMACEUTICALS COM STK INC............... USD0.0001 1312EM104 285.00 750,000 X 750,000 CARDTRONICS INC..... COM USD0.0001 14161H108 347.40 49,842 X 49,842 CAREER EDUCATION COM STK CORP.............. USD0.01 141665109 560.66 44,077 X 44,077 CARNIVAL CORP....... COM USD0.01(PAIRED STOCK) 143658300 833.85 20,599 X 20,599 CARRIZO OIL & GAS COM STK INC............... USD0.01 144577103 40.54 684 X 684 CARSO GLOBAL ADR(REP 2 TELECOM SA DE CV.. SER'A1'COM NPV-DTC) 14574P101 22,361.94 2,277,183 X 2,277,183 CASELLA WASTE COM USD0.01 SYSTEMS........... CLASS 'A' 147448104 587.35 53,737 X 53,737 CATERPILLAR INC..... COM STK USD1 149123101 1,495.34 19,100 X 19,100 CBRE REALTY FINANCE COM STK INC............... USD0.01 12498B307 233.38 57,910 X 57,910 CBS CORPORATION..... CLASS'B' COM STK USD0.001 124857202 703.80 31,875 X 31,875 CELADON GROUP INC... COM USD0.033 150838100 718.23 74,197 X 74,197 CEMEX SAB DE CV..... ADR(EACH REP 10 CPO-DTC) 151290889 33,052.20 1,265,398 X 1,265,398 CENTERPOINT ENERGY INC............... COM NPV 15189T107 811.11 56,840 X 56,840 CENVEO INC.......... COM USD0.01 15670S105 320.70 30,660 X 30,660 CF INDUSTRIES COM STK HOLDINGS INC...... USD0.01 125269100 2,602.11 25,112 X 25,112 CHARLES RIVER COM STK LABORATORIES...... USD0.01 159864107 105.03 1,782 X 1,782 CHEVRON CORP........ COM STK USD0.75 166764100 1,655.90 19,399 X 19,399 CHINA FINANCE ONLINE ADR REP 5 ORD CNY1 169379104 6.95 500 X 500 CHINA MEDICAL ADR ECH REP SCIENCE........... Q0ORD SHS 169483104 20.55 500 X 500 CHINA MOBILE LTD.... ADR (REP 5 ORD) SPON LVL111 16941M109 35,149.16 468,593 X 468,593 CHUBB CORP.......... COM STK USD1 171232101 414.74 8,382 X 8,382 CHURCH & DWIGHT..... COM USD1 171340102 4,817.60 88,820 X 88,820 CIA DE BEBIDAS DAS ADR(1 PRF SHS- AMERICAS.......... DTC) 20441W203 53,070.10 702,450 X 702,450 CIA VALE RIO DOCE... SPONS ADR REPR 1 COM 204412209 10,280.77 296,789 X 296,789 CIA VALE RIO DOCE... ADR(1 PRF SHS- DTC) 204412100 115,359.26 3,957,436 X 3,957,436 CIENA CORP.......... COM STK USD0.01 171779309 531.05 17,225 X 17,225 CIGNA CORP.......... COM STK USD0.25 125509109 731.80 18,038 X 18,038 CINCINNATI BELL INC. COM USD0.01 171871106 226.12 53,080 X 53,080 CINEMARK HOLDINGS COM STK INC............... USD0.001 17243V102 1,008.41 78,844 X 78,844 CIRRUS LOGIC INC.... COM STK USD0.001 172755100 4.94 735 X 735 CISCO SYSTEMS INC... COM STK USD0.001 (US- EX) 17275R102 1,606.80 66,700 X 66,700 CLEARWIRE CORP...... COM STK USD0.0001 CLASS 'A' 185385309 962.90 65,017 X 65,017 CLECO CORP.......... COM STK USD1 12561W105 347.65 15,674 X 15,674 CMS ENERGY CORP..... COM STK USD0.01 125896100 857.49 63,330 X 63,330 CNH GLOBAL NV....... COM EUR2.25 2534778 12,269.71 235,820 X 235,820 CNOOC LTD........... ADS REP 20 ORD HKD0.10-DTC 126132109 11,464.30 78,100 X 78,100 COCA-COLA CO........ COM STK USD0.25 191216100 1,065.23 17,500 X 17,500 COEUR D'ALENE MINES COM STK USD1 CORP.............. (US-EX) 192108108 326.46 80,807 X 80,807 COMCAST CORP........ COM CLS'A' USD0.01 20030N101 1,036.62 53,600 X 53,600 COMMERCIAL METALS CO COM USD5 201723103 175.23 5,847 X 5,847 COMMERCIAL VEHICLE COM STK GROUP INC......... USD0.01 202608105 539.30 54,420 X 54,420 COMPANHIA ADR(1 ADR SIDERUGICA EQUALS 1000 NACIONAL.......... ORD-DTC) 20440W105 35,958.47 999,124 X 999,124 COMPANIA DE MINAS ADS(EACH REP BUENAVENTURA S.A.. 2 SER'B'SHS- DTC) 204448104 8,248.09 120,410 X 120,410 COMPUWARE CORP...... COM STK USD0.01 205638109 1,027.64 140,005 X 140,005 CONOCOPHILLIPS...... COM STK USD0.01 20825C104 10,639.75 139,611 X 139,611
Fair Shares Of Shared_ Manager_ Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- -------------- --------- --------- --------- ---- ------- ------- -------- ----- --------- ---- CONSTELLATION CLASS A BRANDS INC CLASS A COM USD0.01 21036P108 675.44 38,225 X 38,225 CONSTELLATION COM STK ENERGY GROUP...... NPV 210371100 1,274.62 14,440 X 14,440 CONTINENTAL CLASS'B'COM AIRLINES INC...... STK USD0.01 210795308 1,977.79 102,849 X 102,849 CORE LABORATORIES... ORD EUR0.01 N22717107 23.86 200 X 200 COREL CORPORATION... COM NPV 21869X103 840.54 77,114 X 77,114 COVENTRY HEALTHCARE COM STK INC............... USD0.01 222862104 673.28 16,686 X 16,686 COWEN GRP INC....... COM USD0.01 223621103 352.54 49,723 X 49,723 CPFL ENERGIA SA..... SPONS ADR REP 3 ORD NPV 126153105 20,765.52 340,530 X 340,530 CREDICORP........... COM USD5 (US-EX) G2519Y108 42,175.52 587,894 X 587,894 CSK AUTO INC........ COM STK USD0.01 125965103 553.81 59,486 X 59,486 CSX CORP............ COM STK USD1 126408103 7,580.66 135,200 X 135,200 CVS CAREMARK CORPORATION....... COM USD0.01 126650100 810.20 20,000 X 20,000 DARDEN RESTAURANTS INC............... COM NPV 237194105 730.49 22,442 X 22,442 DAVITA INC.......... COM STK USD0.001 23918K108 568.34 11,900 X 11,900 DAWSON GEOPHYSICAL.. COM USD0.33 1/3 239359102 876.49 12,985 X 12,985 DEERE & CO.......... COM USD1 244199105 91,646.10 1,139,310 X 1,139,310 DEERFIELD CAPITAL COM STK CORPORATION....... USD0.001 244331104 91.27 64,730 X 64,730 DELIAS INC.......... COM USD0.001 246911101 203.29 76,140 X 76,140 DELL INC............ COM STK USD0.01 24702R101 498.00 25,000 X 25,000 DELTA AIR LINES INC. COM USD0.0001 247361702 242.15 28,157 X 28,157 DEUTSCHE BANK AG.... ORD NPV(REGD) (US-EX) D18190898 768.74 6,800 X 6,800 DIGITAL RIVER INC... COM STK USD0.01 25388B104 332.93 10,750 X 10,750 DOMINION RESOURCES COM STK INC(VIRGINIA)..... NPV 25746U109 1,462.07 35,800 X 35,800 DSW INC............. COM NPV CLASS 'A' 23334L102 279.88 21,612 X 21,612 DU PONT(E.I.)DE COM STK NEMOURS & CO...... USD0.30 263534109 556.44 11,900 X 11,900 DUKE ENERGY CORP N.. COM STK NPV 26441C105 406.80 22,790 X 22,790 DUPONT FABROS COM STK TECHNOLOGY INC.... USD0.001 26613Q106 668.52 40,664 X 40,664 EARTHLINK INC....... COM STK USD0.01 270321102 1,076.12 142,532 X 142,532 EBAY INC............ COM STK USD0.001 278642103 534.14 17,900 X 17,900 EDISON INTERNATIONAL COM NPV 281020107 544.17 11,101 X 11,101 EL PASO CORP........ COM STK USD3 28336L109 537.47 32,300 X 32,300 ELI LILLY & CO...... COM NPV 532457108 546.34 10,590 X 10,590 EMC CORP COM STK MASSACHUSETTS..... USD0.01 268648102 501.90 35,000 X 35,000 EMPRESA NACIONAL DE ADS(EACH ELECTRICIDAD SA... REP 30 COM SHS-DTC) 29244T101 13,960.95 285,500 X 285,500 ENDURANCE SPECIALITY HOLDINGS LTD...... COM USD1 G30397106 866.14 23,665 X 23,665 ENERGIZER HOLDINGS COM STK INC............... USD0.01 29266R108 594.00 6,565 X 6,565 ENNIS INC........... COM STK USD2.50 293389102 398.02 23,720 X 23,720 ENTERGY CORP........ COM STK USD0.01 29364G103 1,769.28 16,220 X 16,220 EURONET WORLDWIDE COM STK INC............... USD0.02 298736109 1,395.83 72,473 X 72,473 EVERGREEN ENERGY INC COM STK USD0.001 30024B104 294.65 191,332 X 191,332 EXELIXIS INC........ COM STK USD0.001 30161Q104 296.95 42,727 X 42,727 EXELON CORP......... COM STK NPV 30161N101 3,553.94 43,730 X 43,730 EXPEDIA INC......... COM STK USD0.001 30212P105 118.16 5,398 X 5,398 EXXON MOBIL CORP.... COM STK NPV 30231G102 1,786.84 21,126 X 21,126 FCSTONE GROUP INC... COM STK USD0.0001 31308T100 104.57 3,775 X 3,775 FEDEX CORP.......... COM STK USD0.10 31428X106 929.48 10,030 X 10,030 FINISAR CORPORATION. COM STK USD0.001 31787A101 410.95 321,051 X 321,051 FIRST INDUSTRIAL COM STK REALTY TRUST...... USD0.01 32054K103 645.66 20,902 X 20,902 FIRST MIDWEST BANCORP........... COM USD0.01 320867104 762.98 27,475 X 27,475 FIRSTENERGY CORP.... COM STK USD0.10 337932107 2,282.99 33,270 X 33,270 FIVE STAR QUALITY... COM USD0.01 33832D106 1,859.19 292,786 X 292,786 FOCUS MEDIA HLDG.... ADR ECH REPR 10 ORD SHS USD0.00005 34415V109 35,131.86 999,484 X 999,484 FOMENTO ECONOMICO ADR REP 1 MEXICANO SA DE CV. UNIT(1'B&2'D- B'&2'D-L') (CIT) 344419106 15,678.15 375,255 X 375,255 FORTRESS INVESTMENT COM NPV GROUP LLC......... CLASS A 34958B106 614.00 50,000 X 50,000 FPL GROUP INC....... COM STK USD0.01 302571104 1,183.65 18,866 X 18,866 FREDS INC........... CLASS 'A' COM NPV 356108100 1,393.51 135,952 X 135,952 FREEPORT- MCMORAN CLASS'B' COPPER & GOLD INC. COM STK USD0.10 35671D857 22,351.91 232,300 X 232,300
Fair Shares Of Shared_ Manager_ Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- -------------- --------- --------- --------- ---- ------- ------- -------- ----- --------- ---- GENCO SHIPPING & TRADING LTD....... COM USD0.01 Y2685T107 119.07 2,110 X 2,110 GENERAL DYNAMICS COM STK CORP.............. USD1 369550108 5,658.32 67,870 X 67,870 GENERAL ELECTRIC COM STK CO(U.S.).......... USD0.06 369604103 333.72 9,017 X 9,017 GENESIS LEASE LTD... ADR EACH REPR 1 ORD 37183T107 1,201.64 82,587 X 82,587 GEOMET INC.......... COM USD0.001 37250U201 1,075.70 161,516 X 161,516 GILEAD SCIENCES..... COM USD0.001 375558103 75,109.10 1,457,580 X 1,457,580 GLOBALSTAR INC...... COM STK USD0.0001 378973408 1,029.03 141,156 X 141,156 GOLAR LNG LIMITED... COM STK USD1.00 (US- EX) 2367963 25.58 1,400 X 1,400 GOLDMAN SACHS GROUP COM STK INC............... USD0.01 38141G104 1,157.73 7,000 X 7,000 GOOGLE INC.......... COM USD0.001 CL'A' 38259P508 880.94 2,000 X 2,000 GPO SIMEC SAB DE C.. ADR(EACH REP 3'B'ORD NPV) 400491106 6,714.73 603,300 X 603,300 GREAT ATLANTIC + PACIFIC TEA CO,INC COM USD1 390064103 474.50 18,097 X 18,097 GREAT WOLF RESORTS INC............... COM USD0.01 391523107 973.80 152,634 X 152,634 GROUP 1 AUTOMOTIVE.. COM USD0.01 398905109 465.61 19,830 X 19,830 GSI COMMERCE INC.... COM STK USD0.01 36238G102 32.88 2,500 X 2,500 H&E EQUIPMENT SERVICES LLC...... USD0.01 404030108 432.72 34,425 X 34,425 HANOVER INSURANCE GROUP INC......... COM USD0.01 410867105 1,365.72 33,197 X 33,197 HARTFORD FINANCIAL SERV.............. COM USD0.01 416515104 299.97 3,959 X 3,959 HCC INSURANCE COM STK HOLDINGS.......... USD1 404132102 1,774.27 78,196 X 78,196 HEALTHCARE REALTY COM STK TRUST INC......... USD0.01 421946104 1,038.81 39,725 X 39,725 HENRY VENTURE 11 ORDINARY LIMITED(THE FUND). VENTURE SHARES 9032808 0.00 4,444 X 4,444 HERCULES OFFSHORE INC............... COM USD0.01 427093109 225.65 8,983 X 8,983 HESS CORP........... COM STK USD1 42809H107 91,947.05 1,042,720 X 1,042,720 HEWLETT PACKARD CO.. COM USD0.01 428236103 2,447.56 53,604 X 53,604 HIGHLAND DISTRESSED COM STK OPPORTUNITIES I... USD0.001 430067108 522.73 74,783 X 74,783 HIMAX TECHNOLOGIES ADR REPR 1 INC............... ORD 43289P106 21.83 4,500 X 4,500 HOLOGIC INC......... COM USD0.01 436440101 709.01 12,752 X 12,752 HOME DEPOT INC...... COM STK USD0.05 437076102 500.66 17,900 X 17,900 HORSEHEAD HOLDING COM STK CORPORATION....... USD0.01 440694305 169.44 14,632 X 14,632 HOSPIRA INC......... COM USD0.01 441060100 765.58 17,900 X 17,900 HOT TOPIC INC....... COM STK NPV 441339108 460.93 106,944 X 106,944 HUANENG POWER ADR REPR 40 INTERNATIONAL INC. CLASS'N'ORD SHS-DTC 443304100 4,141.16 135,598 X 135,598 HUMANA INC.......... COM STK USD0.166 444859102 646.57 14,413 X 14,413 HYTHIAM INC......... COM USD0.001 44919F104 633.12 523,243 X 523,243 ICON PUBLISHING PLC. ADR EACH 1 REP 1 SHR- DTC 45103T107 7,202.85 111,001 X 111,001 IDEXX LABORATORIES COM STK INC............... USD0.10 45168D104 466.25 9,465 X 9,465 I-FLOW CORP......... COM STK USD0.001 449520303 189.92 13,537 X 13,537 ING GROEP N.V....... SPON ADR - 1ORD EUR0.24 456837103 59.79 1,600 X 1,600 INGRAM MICRO INC.... CLASS'A'COM STK USD0.01 457153104 574.98 36,322 X 36,322 INNOVET............. COM USD0.001 45765P104 0.00 250,000 X 250,000 INSIGNIA SOLUTIONS.. WTS TO PURCHASE ADRS 9142936 0.00 75,000 X 75,000 INSIGNIA SOLUTIONS.. ADR (RESTRICTED) 9155934 0.00 300,000 X 300,000 INSULET CORPORATION. COM STK USD0.001 45784P101 979.50 68,021 X 68,021 INTEGRATED DEVICE COM STK TECHNOLOGY........ USD0.001 458118106 1,154.13 129,242 X 129,242 INTEL CORP.......... COM USD0.001 458140100 2,252.87 106,368 X 106,368 INTELLON CORP....... COM STK USD0.0001 45816W504 350.60 71,260 X 71,260 INTERNATIONAL BUS COM STK MACH CORP......... USD0.20 459200101 2,973.61 25,826 X 25,826 INVERNESS MEDICAL COM STK INNOVATIONS INC... USD0.001 46126P106 1,406.30 46,721 X 46,721 IPC HOLDINGS........ COM STK USD0.01 G4933P101 596.12 21,290 X 21,290 IPC THE HOSPITALIST COM STK COMPANY INC....... USD0.001 44984A105 407.71 20,612 X 20,612 IRIDEX CORP......... COM USD0.01 462684101 271.15 170,536 X 170,536 ISHARES INC......... MSCI EAFE INDEX FUND (ETF) 464287465 463.11 6,441 X 6,441 ISHARES INC......... MSCI SOUTH KOREA INDEX FUND (ETF)(US-EX) 464286772 555.65 9,949 X 9,949 ISHARES INC......... MSCI PACIFIC EX JAPAN INDEX FUND (ETF) 464286665 1,478.38 10,938 X 10,938 ISHARES INC......... MSCI HONG KONG I FD (ETF) 464286871 396.12 21,958 X 21,958 ISHARES INC......... MSCI TAIWAN IDX FD (ETF) 464286731 535.55 33,746 X 33,746 ISHARES INC......... MSCI JAPAN INDX FD (ETF) 464286848 4,242.91 343,000 X 343,000
Shares Of Shared_ Manager_ Fair Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- ------------------ --------- ----------- --------- ---- ------- ------- -------- ----- --------- ---- ISHARES TRUST....... ISHARES MSCI EAFE SMLL CAP IDX FD (ETF) 464288273 1,854.40 40,000 X 40,000 ISIS PHARMACEUTICAL. COM STK USD0.001 464330109 31.32 2,220 X 2,220 ISLE OF CAPRI CASINOS INC....... COM STK USD0.01 464592104 156.49 21,887 X 21,887 ITC HOLDINGS INC.... COM STK NPV 465685105 402.79 7,737 X 7,737 ITT CORPORATION..... COM USD1 450911102 585.45 11,300 X 11,300 IVANHOE ENERGY INC.. COM NPV (US-EX) 465790103 19.56 10,686 X 10,686 JABIL CIRCUIT INC... COM USD0.001 466313103 299.83 31,695 X 31,695 JOHNSON & JOHNSON... COM STK USD1 478160104 2,258.12 34,810 X 34,810 JOY GLOBAL INC...... COM STK USD1 481165108 4,067.29 62,420 X 62,420 JP MORGAN CHASE & CO COM USD1 46625H100 92,250.11 2,147,849 X 2,147,849 KAMAN CORP.......... COM STK USD1.00 483548103 312.89 11,060 X 11,060 KIMBALL CLASS'B'COM INTERNATIONAL INC. USD0.05 494274103 864.17 80,613 X 80,613 KNIGHTSBRIDGE TANKERS........... COM STK USD0.01 G5299G106 2,001.00 75,000 X 75,000 KODIAK OIL & GAS CORP.............. COM NPV (US-EX) 50015Q100 163.75 98,051 X 98,051 KROGER CO........... COM STK USD1 501044101 405.43 15,962 X 15,962 KT CORPORATION...... ADR(REP 1/2 ORD KRW5000)-DTC 48268K101 6,350.51 267,390 X 267,390 LAN AIRLINES SA..... SPND ADR REPR 5 ORD SHS 501723100 11,318.59 801,600 X 801,600 LAZARD LTD.......... COM CLASS 'A' USD0.01 G54050102 776.03 20,315 X 20,315 LECG CORP........... COM USD0.001 523234102 706.84 75,517 X 75,517 LENNAR CORP......... COM CL'A' USD0.1 526057104 617.81 32,845 X 32,845 LHC GROUP INC....... COM USD0.01 50187A107 531.48 31,636 X 31,636 LIBERTY PROPERTY TRUST............. COM STK USD0.001 531172104 358.54 11,525 X 11,525 LIMITED BRANDS INC.. COM STK USD0.50 532716107 358.07 20,940 X 20,940 LOCKHEED MARTIN CORP COM STK USD1 539830109 107,330.39 1,080,870 X 1,080,870 LOWES COMPANIES INC MED............... COM STK USD0.50 548661107 683.61 29,800 X 29,800 MACERICH CO......... COM STK USD0.01 554382101 843.24 12,000 X 12,000 MACK CALI REALTY CORP.............. COM STK USD0.01 554489104 597.43 16,730 X 16,730 MACY'S INC.......... COM USD0.01 55616P104 1,153.00 50,000 X 50,000 MARSHALL & ILSLEY COM STK USD1.00 CORP.............. 'WI' 571837103 947.88 40,857 X 40,857 MARVEL ENTERTAINMENT INC. COM USD0.01 57383T103 991.77 37,020 X 37,020 MATRIA HEALTHCARE INC............... COM STK USD0.01 576817209 50.15 2,249 X 2,249 MCDONALD'S CORP..... COM STK USD0.01 580135101 147,957.87 2,653,001 X 2,653,001 MEDTRONIC INC....... COM STK USD0.10 585055106 644.77 13,330 X 13,330 MENTOR GRAPHICS CORP COM NPV 587200106 173.86 19,690 X 19,690 MERCK & CO INC...... COM STK USD0.01 589331107 377.83 9,956 X 9,956 METLIFE INC......... COM STK USD0.01 59156R108 7,381.85 122,500 X 122,500 MGP INGREDIENTS INC. COM NPV 55302G103 19.98 2,859 X 2,859 MICROSOFT CORP...... COM STK USD0.0000125 594918104 5,186.64 182,757 X 182,757 MINDRAY MEDICAL ADR EACH REPR 1 INTL LTD.......... ORD SH 602675100 14.47 500 X 500 MOBILE TELESYSTEMS.. ADS(REP 20 COM SHS-DTC) 607409109 49,124.18 647,649 X 647,649 MOLECULAR INSIGHT PHARMACEUTICALS I. COM STK USD0.01 60852M104 255.85 37,848 X 37,848 MOMENTA COM PHARMACEUTICALS USD0.0001(TADING INC............... HALT) 60877T100 552.10 50,512 X 50,512 MOSAIC CO........... COM STK USD0.01 61945A107 63,729.99 621,150 X 621,150 MOTION ANALYSIS..... COMMON 9010027 375.91 187,955 X 187,955 MOTION ANALYSIS..... SERIES 1 PREFERRED STOCK 9032230 1,998.24 999,120 X 999,120 MULIMEDIA GAMES INC. COM STK USD0.01 625453105 161.71 30,282 X 30,282 NDS GROUP PLC....... ADS REP 1 'A' SHR- DTC 628891103 9.68 198 X 198 NETEASE.COM INC..... ADR REP 1 HKD0.10-DTC 64110W102 4.86 253 X 253 NEUROMETRIX INC..... COM STK USD0.0001 641255104 55.46 30,471 X 30,471 NEW ORIENTAL ED & SPONS ADR EA TECHNOLOGY GP INC. REP 4 ORD SHS 647581107 19.46 300 X 300 NEW YORK COMMUNITY BANCORP INC....... COM STK USD0.01 649445103 166.11 9,117 X 9,117 NEWALLIANCE BANCSHARES........ COM USD0.01 650203102 467.13 38,102 X 38,102 NEWCASTLE INVESTMENT CORP... COM USD0.01 65105M108 826.00 100,000 X 100,000 NEWCASTLE COM USD0.01 INVESTMENT CORP... (HOLDING CORP) 9053890 300.00 150,000 X 150,000 NEWCASTLE COM USD0.01 INVESTMENT CORP... RESTRICTED 9147663 0.00 150,000 X 150,000 NEWS CORPORATION.... COM USD0.01 CL'B' 65248E203 1,259.50 66,150 X 66,150 NEWS CORPORATION.... COM USD0.01 CLASS'A' 65248E104 4,687.50 250,000 X 250,000
Shares Of Shared_ Manager_ Fair Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- --------------- --------- ----------- --------- ---- ------- ------- -------- ----- --------- ---- NGAS RESOURCES INC.. COM NPV 62912T103 0.84 150 X 150 NIGHTHAWK RADIOLOGY COM STK HOLDINGS.......... USD0.001 65411N105 110.43 11,798 X 11,798 NOBLE CORPORATION... COM USD0.1 G65422100 6,469.52 130,250 X 130,250 NOBLE ENERGY INC.... COM STK USD3.33 1/3 655044105 5,516.78 75,780 X 75,780 NORFOLK SOUTHERN CORP.............. COM STK USD1 655844108 8,414.17 154,900 X 154,900 NORTHSTAR NEUROSCIENCE INC.. COM STK NPV 66704V101 14.67 9,287 X 9,287 NORTHWEST AIRLINES COM STK CORP.............. USD0.01 667280408 536.48 59,675 X 59,675 NOVELLUS SYSTEMS INC COM STK NPV 670008101 932.45 44,297 X 44,297 NRG ENERGY.......... COM USD0.01 629377508 957.98 24,570 X 24,570 OFFICEMAX INC....... COM USD2.50 67622P101 404.81 21,150 X 21,150 OMNITURE INC........ COM USD0.001 68212S109 3.13 135 X 135 OMRIX COM STK BIOPHARMACEUTICALS USD0.01 681989109 198.37 14,169 X 14,169 ON SEMICONDUCTOR COM STK CORPORATION....... USD0.01 682189105 317.17 55,840 X 55,840 OPNEXT INC.......... COM STK USD0.01 68375V105 207.35 38,045 X 38,045 ORACLE CORPORATION.. COM USD0.01 68389X105 78,566.07 4,016,670 X 4,016,670 ORION ENERGY COM STK SYSTEMS INC....... USD0.00 686275108 346.70 36,342 X 36,342 PACIFIC SUNWEAR OF COM STK CALIFORNIA INC.... USD0.01 694873100 687.54 54,523 X 54,523 PACTIV CORP......... COM STK USD0.01 695257105 2,029.31 77,425 X 77,425 PANERA BREAD COMPANY COM STK'A'USD0.0001 69840W108 330.72 7,895 X 7,895 PAPA JOHNS COM STK INTERNATIONAL INC. USD0.01 698813102 0.97 40 X 40 PARALLEL PETROLEUM COM STK CORP.............. USD0.01 699157103 225.02 11,498 X 11,498 PARAMETRIC COM STK TECHNOLOGY CORP... USD0.01 699173209 706.91 44,237 X 44,237 PARTNERRE LTD....... COM USD1 G6852T105 963.36 12,626 X 12,626 PENN VIRGININA COR.. COM USD0.01 707882106 305.06 6,919 X 6,919 PENSON WORLDWIDE INC COM STK USD0.01(US LISTING) 709600100 416.87 45,165 X 45,165 PEOPLE'S UNITED COM STK FINANCIAL INC..... USD0.01 712704105 189.37 10,940 X 10,940 PEPSI BOTTLING GROUP COM USD0.01 713409100 655.92 19,343 X 19,343 PEPSICO INC......... CAP USD0.016666 713448108 1,932.79 26,770 X 26,770 PETROHAWK ENERGY.... COM USD0.001 716495106 242.46 12,021 X 12,021 PETROL BRASILEIRO- ADR(EACH REP PETROBRAS......... 100 PRF SHS NPV-DTC) 71654V101 225,638.89 2,664,292 X 2,664,292 PETROL BRASILEIROS.. ADS(EACH 1 REP 4 SHS) 71654V408 138,346.90 1,354,881 X 1,354,881 PFIZER INC.......... COM STK USD0.05 717081103 1,245.69 59,517 X 59,517 PG + E CORP(HLDGS).. COM STK NPV (US-EX) 69331C108 379.25 10,300 X 10,300 PHILIP MORRIS INTL.. COM STK NPV 'WI' 718172109 14,132.96 275,605 X 275,605 PHILIPPINE LNG DIS.. ADR (1 PHP5)- DTC 718252604 2,456.16 36,957 X 36,957 PHILLIPS-VAN HEUSEN. COM STK USD1 718592108 943.34 24,877 X 24,877 PHYSICIANS FORMULA.. COM USD0.01 719427106 1,254.33 140,620 X 140,620 PIONEER DRILLING CO. COM STK USD0.10 723655106 308.05 19,350 X 19,350 POLYCOM INC......... COM STK USD0.0005 73172K104 604.75 26,830 X 26,830 POSCO............... ADR REP 1/4 ORD COM SHS DTC 693483109 809.06 6,800 X 6,800 POTASH CORPORATION COM NPV (US- OF SASKATCHEWAN... EX) 73755L107 14,072.89 90,670 X 90,670 POWER ONE INC....... COM STK USD0.001 739308104 296.01 92,214 X 92,214 POWERWAVE COM STK TECHNOLOGIES INC.. USD0.0001 739363109 1,157.43 453,894 X 453,894 PPL CORP............ COM STK USD0.01 69351T106 2,222.71 48,404 X 48,404 PROCTER & GAMBLE CO. COM STK NPV 742718109 4,771.14 68,091 X 68,091 PROGRESS ENERGY..... COM NPV 743263105 263.54 6,320 X 6,320 PROGRESS ENERGY INC. CONTINENT VALUE OBLIGATION 743263AA3 0.08 1,151 X 1,151 PRUDENTIAL FINANCIAL INC..... COM USD0.01 744320102 2,370.19 30,290 X 30,290 QUALCOMM INC........ COM STK USD0.0001 747525103 1,070.92 26,120 X 26,120 QUASTAR CORP........ COM STK NPV 748356102 1,798.61 31,800 X 31,800 QUEST SOFTWARE INC.. COM STK NPV 74834T103 1,769.83 135,412 X 135,412 R.H. DONNELLEY CORP. COM STK USD1 74955W307 65.11 12,867 X 12,867 RAM ENERGY RESOURCES INC..... COM USD0.0001 75130P109 1,689.40 343,374 X 343,374 RAYTHEON CO......... COM USD0.01 755111507 8,448.47 130,761 X 130,761 RED ROBIN GOURMET BURGERS........... COM USD0.001 75689M101 382.91 10,192 X 10,192 REGAL ENTERTAINMENT COM CLASS 'A' GROUP............. USD0.001 758766109 878.00 45,516 X 45,516 RELIANT ENERGY...... COM STK USD0.001 75952B105 775.01 32,770 X 32,770
Fair Shares Of Shared_ Manager_ Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- -------------------- --------- --------- --------- ---- ------- ------- -------- ----- --------- ---- REX ENERGY CORPORATION....... USD0.001 761565100 453.27 27,240 X 27,240 REYNOLDS AMERICAN INC............... COM STK USD0.0001 761713106 9,183.59 155,575 X 155,575 RF MICRO DEVICES INC COM NPV 749941100 969.26 364,382 X 364,382 RITE AID CORP....... COM USD1 767754104 727.70 247,517 X 247,517 ROCKWOOD HLDGS INC.. COM STK USD0.01 774415103 352.11 10,745 X 10,745 RUBY TUESDAY INC.... COM USD0.01 781182100 1,465.10 195,347 X 195,347 SANDERS MORRIS HARRIS GROUP...... COM STK USD0.001 80000Q104 895.40 109,730 X 109,730 SANDISK CORP........ COM USD0.001 80004C101 230.89 10,230 X 10,230 SANDRIDGE ENERGY INC COM STK USD0.001 80007P307 1,008.58 25,762 X 25,762 SANGAMO BIOSCIENCE INC............... COM STK USD0.01 800677106 597.01 58,761 X 58,761 SATYAM COMPUTER SERVICES.......... ADR(REP 2 INR2-DTC) 804098101 22,608.86 1,000,835 X 1,000,835 SCHAWK INC.......... CLASS'A'COM STK USD0.008 806373106 1,507.20 94,259 X 94,259 SCHLUMBERGER........ COM STK USD0.01 806857108 1,218.00 14,000 X 14,000 SCHWAB(CHARLES)CORP. COM STK USD0.01 808513105 2,784.96 147,900 X 147,900 SCIENTIFIC GAMES CLASS'A'COM STK CORP A............ USD0.01 80874P109 461.63 21,868 X 21,868 SEAGATE TECHNOLOGY.. (ESCROW RECEIPTS) 9108529 0.00 13,260 X 13,260 SEMPRA ENERGY....... COM STK NPV 816851109 959.04 18,000 X 18,000 SHINHAN FINANCIAL SPONSADR REP 2 GRP CO............ ORD KRW5000 824596100 337.82 3,200 X 3,200 SILGAN HOLDINGS IN.. COM USD0.01 827048109 746.68 15,045 X 15,045 SINA CORPORATION.... COM STK USD0.133 G81477104 7,909.32 224,378 X 224,378 SK TELECOM.......... ADR-1/90 KRW5000- DTC 78440P108 3,892.87 180,142 X 180,142 SKILLSET SOFTWARE, SERIES 'A' INC............... PREFERRED STOCK(*SUSPENDED) 9078677 0.00 445,000 X 445,000 SMITHFIELD FOODS INC COM STK USD0.5 832248108 337.33 13,095 X 13,095 SMURFIT-STONE CONTAINER CORP.... COM STK USD0.01 832727101 1,166.01 151,430 X 151,430 SOCIEDAD QUIMICA Y ADR(EACH REP 10 MINERA DE CHILE... SER'B'NPV-DTC) 833635105 18,166.26 777,000 X 777,000 SOHU.COM............ COM STK USD0.001 83408W103 16.61 368 X 368 SOUTHERN CO......... COM STK USD5 842587107 377.11 10,590 X 10,590 SOVRAN SELF STORAGE INC............... COM STK USD0.01 84610H108 178.10 4,170 X 4,170 SPECTRAGRAPHICS CORPORATION....... COM SHS NPV 9034585 0.00 241 X 241 SPECTRAGRAPHICS CONV PREF SERIES 'F' CORPORATION....... STOCK 9034588 0.00 1,041 X 1,041 SPECTRAGRAPHICS SERIES 'C' PREF CORPORATION....... STOCK 9034587 0.00 1,181 X 1,181 SPECTRAGRAPHICS SERIES 'D' PREF CORPORATION....... STOCK 9034586 0.00 1,518 X 1,518 SPRINT NEXTEL CORP.. COM STK USD2.00 852061100 223.98 33,480 X 33,480 STANDARD REGISTER CO COM STK USD1 853887107 790.30 101,450 X 101,450 STERLING CONSTRUCTION CO... COM USD0.01 859241101 231.16 12,687 X 12,687 SUN HEALTHCARE GROUP COM USD0.01 866933401 364.66 27,752 X 27,752 SUNTECH POWER HLDG.. ADR EACH REP 1 ORD SHARE 86800C104 15,185.66 374,400 X 374,400 SUPERIOR WELL SERVICES INC...... COM USD0.01 86837X105 270.31 12,360 X 12,360 SWITCH & DATA FACILITIES CO INC. COM STK USD0.0001 871043105 526.07 51,525 X 51,525 SYCAMORE NETWORKS... COM STK USD0.001 871206108 1,311.81 358,417 X 358,417 SYMANTEC CORP....... COM STK USD0.01 871503108 495.28 29,800 X 29,800 SYNOVUS FINANCIAL CORP.............. COM STK USD1 87161C105 3.95 357 X 357 TAIWAN SEMICONDUCTOR ADS(EACH REP 5 MANUFACTURING..... ORD TWD10-DTC) 874039100 14,441.36 1,406,169 X 1,406,169 TARGET CORP......... COM USD0.0833 87612E106 724.72 14,300 X 14,300 TCF FINANCIAL....... COM STK US$0.01 872275102 664.78 37,097 X 37,097 TECH DATA CORP...... COM STK USD0.0015 878237106 99.48 3,033 X 3,033 TECK COMINCO........ CLS'B' SUB-VTG COM NPV (US-EX) 878742204 789.79 19,282 X 19,282 TEEKAY TANKERS LTD.. COM STK USD0.01 B29VHY0 274.88 16,056 X 16,056 TELEFONOS DE MEXICO ADS(EACH CNV INTO SA DE CV.......... 20SER'L'SHS-DTC) 879403780 1,794.31 47,721 X 47,721 TELSTRA CORPORATION. ADS EACH REP 5 ORD SHS NPV-DTC 87969N204 62.04 3,113 X 3,113 TELVUE CORP......... COM STK USD0.01 87970K108 9.00 180,000 X 180,000 TENARIS SA.......... ADR (REP 2 ORD USD1) 88031M109 46,104.67 924,868 X 924,868 TERRA INDUSTRIES.... COM STK NPV 880915103 357.61 10,065 X 10,065 TETRA TECHNOLOGIES.. COM STK US$0.01 88162F105 69.76 4,404 X 4,404 TEVA PHARMACEUTICAL ADR(EACH CNV 1 INDUSTRIES........ ORD ILS0.10-DTC) 881624209 99,881.53 2,162,406 X 2,162,406 TEXAS INSTRUMENTS... COM USD1 882508104 672.83 23,800 X 23,800 THOMAS WEISEL PARTNERS GROUP INC COM STK USD0.01 884481102 186.49 28,170 X 28,170
Shares Fair Of Shared_ Manager_ Market Principal as_in_ Shared_ see_ Name Of Issuer Title Of Class Cusip Value Amount Sole Instr_V Other Instr_V Sole2 Shared None - -------------- -------------- --------- --------- --------- ---- ------- ------- -------- ----- ------- ---- TIDEWATER INC........ COM STK USD0.10 886423102 168.20 3,052 X 3,052 TIME WARNER INC...... COM STK USD0.01 887317105 584.63 41,700 X 41,700 TIMKEN CO............ COM STK NPV 887389104 610.51 20,542 X 20,542 TOTAL SYSTEM COM STK SERVICES INC....... USD0.10 891906109 585.40 24,742 X 24,742 TRANSOCEAN INC....... COM STK USD0.01 B29LKF2 99,346.31 734,810 X 734,810 TRAVELERS COMPANIES INC................ COM NPV 89417E109 928.05 19,395 X 19,395 TREEHOUSE FOODS IN... COM USD0.01 89469A104 843.76 36,910 X 36,910 TRIMAS CORP.......... COM STK USD0.01 896215209 457.41 86,795 X 86,795 TRIZETTO GROUP INC... COM STK USD0.001 896882107 1,104.58 66,182 X 66,182 TRONOX INC........... COM STK USD0.01 CLASS 'B' 897051207 58.98 15,123 X 15,123 TYCO INTERNATIONAL COM STK LTD................ USD0.20 'WI' (US- EX) B1YW9H8 197.12 4,475 X 4,475 UNIBANCO HLDGS SA.... GDR(EACH REPR 10 UNITS- DTC) 90458E107 70,162.46 601,530 X 601,530 UNION PACIFIC CORP... COM STK USD2.50 907818108 7,171.74 57,200 X 57,200 UNITED ONLINE INC.... COM USD.0001 911268100 731.11 69,234 X 69,234 UNITED STATES STEEL CORP............... COM USD1 912909108 646.40 5,095 X 5,095 UNITED TECHNOLOGIES COM STK CORP............... USD1 913017109 817.58 11,880 X 11,880 UNITED THERAPEUTICS COM CORP............... USD0.01 91307C102 428.04 4,937 X 4,937 UNITEDHEALTH GROUP... COM STK USD0.01 91324P102 590.51 17,186 X 17,186 US AIRWAYS GROUP INC. COM STK USD0.01 90341W108 454.86 51,050 X 51,050 U-STORE-IT TRUST..... COM USD0.01 91274F104 534.10 47,140 X 47,140 UTI WORLDWIDE INC.... COM NPV G87210103 1,670.19 83,177 X 83,177 VALMONT INDUSTRIES INC................ COM USD1 920253101 518.29 5,897 X 5,897 VALUECLICK INC....... COM STK USD0.001 92046N102 454.92 26,372 X 26,372 VERASUN ENERGY CORP.. COM STK USD0.01 92336G106 64.37 8,758 X 8,758 VERIZON COM STK COMMUNICATION...... USD0.10 92343V104 5,288.57 145,091 X 145,091 VIROPHARMA INC....... COM USD0.002 928241108 52.63 5,887 X 5,887 VOLT INFORMATION COM STK SCIENCES INC....... USD0.10 928703107 1,665.18 98,183 X 98,183 WAL-MART DE MEXICO... ADR REP 10'V'SHS NPV-DTC) 93114W107 26,493.03 640,702 X 640,702 WAL-MART STORES...... COM USD0.10 931142103 1,749.50 33,210 X 33,210 WALT COM STK DISNEY(HLDG)COMPANY USD0.01 254687106 1,344.63 42,850 X 42,850 WASTE MANAGEMENT..... COM STK USD0.01 94106L109 936.86 27,916 X 27,916 WEBSTER FINANCIAL COM STK CORP............... USD0.01 947890109 654.30 23,477 X 23,477 WESCO INTERNATIONAL COM STK INC................ USD0.01 95082P105 621.61 17,035 X 17,035 WESTFIELD FINANCIAL.. COM USD0.01'WI' 96008P104 560.55 57,375 X 57,375 W-H ENERGY SERVICES COM STK INC................ USD0.0001 92925E108 268.38 3,898 X 3,898 WHITING PETROLEUM COM CORP............... USD0.001 966387102 2,049.53 31,702 X 31,702 WILLIAMS COMPANIES COM STK INC................ USD1 969457100 456.11 13,830 X 13,830 WINTRUST FINANCIAL CORP............... COM NPV 97650W108 796.16 22,780 X 22,780 XTENT INC............ COM STK USD0.001 984141101 106.85 21,370 X 21,370 ZIONS BANCORP........ COM STK NPV 989701107 230.57 5,062 X 5,062 ZUMIEZ INC........... COM NPV 989817101 255.23 16,267 X 16,267
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