13F-HR 1 d13fhr.txt GARTMORE GLOBAL ASSET MANAGEMENT LTD 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, 2005 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: Gartmore Global Asset Management LTD. Address: 8 Fenchurch Place London, England EC3M 4PH Form 13F File Number: 28-04903 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/ Alan Buddles ----------------------------- Title: Vice President Phone: 020-7782-2000 Signature, Place, and Date of Signing: /s/ Alan Buddles London, England 11/15/05 ---------------- (City, State) (Date) (Signature) 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 13F Gartmore Summary Page Report Summary: Form 13F Gartmore Information Table Entry 944 Form 13F Gartmore Information Table Value 2,548,567 (thousands)

Shared Fair Shares of as in Managers Market Principal Instr Shared- see Name of Issuer Title of Class Cusip Value Amount Sole V -Other Instr V ~~Sole1~~Sole 1 Shared None ----------------------- ----------------------~~-----~~ --------- -------- ---------- ---- ------ ------- -------- ------ ---------- ---- 3M CO COM STK USD0.01 88579Y101 $ 168,~~478~~048 ~~195~~109,~~075~~692 X ~~195~~109,~~075~~692 AAR CORP COM USD1 000361105 $ 194 11,267 X 11,267 AARON RENTS INC COM USD0.5 002535201 $ 390 18,425 X 18,425 AASTROM BIOSCIENCE COM NPV 00253U107 $ 331 140,705 X 140,705 ABBOTT LABORATORIES COM STK NPV 002824100 $ ~~13,063~~689 ~~276~~16,~~868~~368 X ~~276~~16,~~868~~368 ABERCROMBIE & FITCH CO CLASS'A'COM STK CO USD0.01 002896207 $ ~~599~~1,565 1031,~~228~~438 X 1031,~~228~~438 ~~ACCENTURE~~ABGENIC INC COM STK USD0.~~0000225~~0001 ~~G1150G111~~00339B107 $ ~~959~~3,812 38543,~~590~~820 X 38543,~~590~~820 ACCREDITED HOME LENDES HLDG CO COM USD0.001 00437P107 $ 260 7,405 X 7,405 ACE LTD ORD USD0.0416 G0070K103 $ ~~969~~471 2310,~~549~~030 X 2310,~~549~~030 ~~ACTIVISION~~ACUITY BRANDS INC COM USD0.~~000001~~01 ~~004930202~~00508Y102 $ ~~446~~331 2911,~~333~~142 X 2911,~~333~~142 ~~ADOBE~~ADE ~~SYSTEMS~~CORP/MASS ~~INCORPORATED~~COM STK USD0.01 00089C107 $ 205 9,114 X 9,114 ADESA INC OM USD0.01 00686U104 $ 439 19,860 X 19,860 ADMINISTAFF INC COM STK USD0.~~0001~~01 ~~00724F101~~007094105 $ ~~555~~596 815,~~301~~002 X 815,~~301~~002 ADTRAN INC COM STK USD0.01 00738A106 $ 478 15,184 X 15,184 ADVANCED ~~SEMICONDUCTOR~~MICRO ~~ENGINEERING~~DEVICES INC COM STK USD0.01 007903107 $ 12,172 483,087 X 483,087 ADVANCED SEMICONDUCTOR ADR (REP 5 SHS ENGINEERING TWD-DTC) 00756M404 $ 9971 2620,~~709~~900 X 2620,~~709~~900 ADVANTA CORP CLASS'B'NON VTG USD0.01 007942204 $ 461 16,345 X 16,345 ADVISORY BOARD CO COM USD0.01 00762W107 $ 21,~~773~~603 6230,~~699~~800 X 6230,~~699~~800 AEROFLEX INC COM USD0.10 007768104 $ 312 33,382 X 33,382 AES CORP COM USD0.01 00130H105 $ ~~367~~320 2119,~~410~~610 X 2119,~~410~~610 AETNA INC(NEW) COM STK USD0.01 00817Y108 $ 1412,~~612~~251 ~~194~~142,~~877~~290 X ~~194~~142,~~877~~290 AFFILIATED COMPUTER ~~SERVICES INC~~ CLASS'A'COM STK SERVICES INC USD0.01 008190100 $ ~~714~~699 1312,~~407~~807 X 1312,~~407~~807 AFLAC INC COM STK USD0.10 001055102 $ ~~245~~1,197 629,~~604~~993 X 629,~~604~~993 ~~AGERE~~AFTERMARKET ~~SYSTEMS~~TECHNOLOGY CORP COM STK USD0.01 ~~CLS'A'~~008318107 ~~00845V100~~ $ 15280 1115,~~300~~205 X 1115,~~300~~205 ~~AGERE~~AGILYSYS ~~SYSTEMS~~ INC COM ~~USD0.01~~STK ~~CLASS'B'~~NPV ~~00845V209~~00847J105 $ 27467 2027,~~251~~744 X 2027,~~251~~744 ~~AGILENT~~AIRTRAN ~~TECHS~~HLDGS INC COM STK USD0.01001 ~~00846U101~~00949P108 $ 1,~~670~~807 78142,~~165~~800 X 78142,~~165~~800 ALASKA AIR ~~PRODUCTS~~GROUP ~~+ CHEMICALS,~~ INC COM STK USD1 ~~009158106~~011659109 $ ~~311~~487 416,~~887~~767 X 416,~~887~~767 ALBANY MOLECULAR RESEARCH USD0.01 012423109 $ 398 32,687 X 32,687 ALBERTSON'S, INC COM USD1 013104104 $ ~~1,792~~972 8837,~~615~~949 X 8837,~~615~~949 ALCOA INC COM STK USD1 013817101 $ ~~335~~222 119,~~177~~077 X 119,~~177~~077 ALCON INC COM CHF0.20 H01301102 $ ~~922~~965 107,~~250~~550 X 107,~~250~~550 ALLIANCE DATA SYST COM USD0.01 018581108 $ 368 9,419 X 9,419 ALLOY INC COM STK USD0.01 019855105 $ 1,623 335,000 X 335,000 ALLSCRIPTS HEALTHCARE SOLUTIONS COM USD0.01 01988P108 $ 1,817 100,900 X 100,900 ALLSTATE CORP COM STK USD0.01 020002101 $ 52,~~047~~056 9237,~~389~~130 X 9237,~~389~~130 ALLTEL CORP COM STK US 1/2 1 020039103 $ ~~216~~2,198 333,~~862~~762 X 333,~~862~~762 ALPHARMA INC CLASS'A COM STK USD0.20 020813101 $ 583 23,452 X 23,452 ALTERA CORP COM STK USD0.001 021441100 $ 970 50,849 X 50,849 ALTRIA GROUP INC NEW COM STK USD0.333 02209S103 $ 225,~~258~~742 ~~342~~77,~~405~~929 X ~~342~~77,~~405~~929 ALUMINIUM CORP OF CHINA ADR EACH REP 100 'H' SHS (SPON) 022276109 $ 1289 4,~~116~~600 19X 4,~~120~~600 AMER GREETINGS CLASS'A'COM USD1 026375105 $ 510 18,629 X 1918,~~120~~629 AMER ~~INTL~~INTERNATIONAL GROUP COM USD2.50 026874107 $ 4,~~824~~627 9174,~~013~~547 X 9174,~~013~~547 ~~AMERADA~~AMER ~~HESS~~RETIREMENT ~~CORP~~CP COM ~~STK~~USD0.01 US028913101 ~~1/2 1 023551104~~ $ ~~477~~190 410,~~856~~069 X 410,~~856~~069 AMERICA MOVIL SA ADR(EACH REP 20 SHS NPV SER'L'-DTC) 02364W105 $ 1624,~~913~~725 ~~331~~939,~~519~~387 X ~~331~~939,~~519~~387 AMERICAN ~~CAPITAL~~AXLE ~~STRATEGIES~~MANUFACTURING HOLDING COM STK USD0.01 ~~024937104~~024061103 $ ~~619~~517 1922,~~720~~381 X 1922,~~720~~381 AMERICAN ~~EXPRESS~~EAGLE COOUTFITTERS COM STK USD0.2001 ~~025816109~~02553E106 $ 91,~~997~~524 ~~195~~64,~~162~~754 X ~~195~~64,~~162~~754 AMERICAN ~~HEALTHWAYS~~ELECTRIC POWER CO, INC COM ~~STK~~USD6.50 025537101 $ 228 5,751 X 5,751 AMERICAN EQUITY INVT LIFE HLDG CO COM USD1 025676206 $ 155 13,688 X 13,688 AMERICAN EXPRESS CO COM USD0.~~001~~20 ~~02649V104~~025816109 $ ~~653~~19,656 18342,~~320~~172 X 18342,~~320~~172 AMERICAN ~~STANDARD~~FINANCIAL ~~COMPANIES~~GROUP INC OHIO COM ~~STK~~NPV 025932104 $ 503 14,828 X 14,828 AMERICAN HOME MORTGAGE INVESTMENT COM USD0.01 ~~029712106~~02660R107 $ ~~3,272~~508 7016,~~311~~779 X 7016,~~311~~779 AMERICAN TOWER CORP CLASS'A'COM USD.01 029912201 $ 9,863 395,482 X 395,482 AMERISOURCE BERGEN CORP COM STK USD0.01 03073E105 $ 499 6,~~043~~453 ~~335~~X 6,~~782~~453 AMERISTAR CASINOS COM USD0.01 03070Q101 $ 351 16,852 X ~~335~~16,~~782~~852 AMERUS GROUP COM STK NPV 03072M108 $ 363 6,330 X 6,330 AMETEK INC COM STK USD0.01 031100100 $ 208 4,841 X 4,841 AMGEN COM USD0.0001 031162100 $ 1030,~~126~~696 ~~175~~385,~~015~~347 X ~~175~~385,~~015~~347 AMICAS INC COM USD0.001 001712108 $ 1,~~190~~663 ~~315~~307,~~215~~400 X ~~315~~307,~~215~~400 AMN HEALTHCARE SERVICES COM USD0.01 001744101 $ 513 33,135 X 33,135 AMPHENOL CORP CLASS'A' COM STK USD0.001 032095101 $ ~~683~~273 186,~~606~~760 X 186,~~606~~760 ANADARKO PETROLEUM CORP COM STK US 1/2 0.10 032511107 $ ~~1,082~~246 142,~~017~~517 X 142,~~017~~517 ~~ANALOG~~ANALOGIC ~~DEVICES~~CORP ~~INCORPORATED~~ COM STK USD0.1605 ~~2/3~~032657207 ~~032654105~~ $ ~~6,557~~395 ~~185~~7,~~716~~845 X ~~185~~7,~~716~~845 ANHEUSER-BUSCH COS INC COM STK USD1 035229103 $ ~~474~~356 98,~~999~~199 X 98,~~999~~199 ~~ANTEON~~ANNELY ~~INTERNATIONAL~~MORTGAGE ~~CORP~~MANAGEMENT CLASS'A' COM STK USD0.01 ~~03674E108~~035710409 $ 3324 25,~~816~~000 96X 25,~~546~~000 ANTHRACITE CAPITAL INC COM STK USD0.001 037023108 $ 251 21,667 X 9621,~~546~~667 APACHE CORP COM STK USD1.25 037411105 $ 113,~~454~~961 23185,~~251~~551 X 23185,~~251~~551 APPLE COMPUTER CO INC COM NPV 037833100 $ 1538,~~501~~253 ~~370~~713,~~216~~710 X ~~370~~713,~~216~~710 APPLERA CORP COM ~~APP BIOSYSTEMS GP~~ USD0.01 ~~038020103~~CELERA GENOMICS 038020202 $ ~~316~~462 1538,~~946~~052 X 1538,~~946~~052 APPLIED INDUSTRIAL TECHNOLOGIES INC COM STK NPV 03820C105 $ 499 13,902 X 13,902 APPLIED MATERIALS COM STK USD0.01 038222105 $ 7444 26,~~169~~238 ~~447~~X 26,~~387~~238 APPLIX INC COM USD0.0025 038316105 $ 305 38,845 X ~~447~~38,~~387~~845 ~~ARBINET~~ARBOR ~~THEXCHANGE~~REALTY TRUST INC COM ~~STK~~ USD0.~~001~~01 ~~03875P100~~038923108 $ ~~920~~461 5116,~~604~~413 X 5116,~~604~~413 ARCH ~~COAL~~CAPITAL ~~INC~~CORP COM ~~STK~~ USD0.01 ~~039380100~~G0450A105 $ ~~1,336~~248 305,~~386~~000 X 305,~~386~~000 ARCHER DANIELS MIDLAND COM NPV 039483102 $ 101,~~896~~369 ~~454~~55,~~083~~638 X ~~454~~55,~~083~~638 ARENA PHARMACEUTIC COM STK USD0.0001 040047102 $ 709 71,761 X 71,761 ARKANSAS BEST CORP COM STK USD0.01 040790107 $ 523 15,002 X 15,002 ARQULE INC COM USD0.01 04269E107 $ 265 33,847 X 33,847 ARRAYCOM USD COM 9033848 $ 555,000 X 555,000 ARRIS GROUP INC COM STK USD0.01 04269Q100 $ 603 50,824 X 50,824 ARROW ELECTRONICS INC COM STK USD1 042735100 $ ~~792~~460 3114,~~833~~703 X 3114,~~833~~703 ARVINMERITOR INC COM STK USD1 043353101 $ 321 19,205 X 19,205 ASHLAND ~~INCORPORATED~~INC COM USD1 ~~044204105~~044209104 $ ~~529~~391 7,~~750~~200 X 7,~~750~~200 ASPEN INSURANCE HOLDINGS LTD COM USD0.15144558 G05384105 $ ~~216~~1,023 834,~~310~~630 X 834,~~310~~630 ASPEN TECHNOLOGY INCORPORATED COM USD0.10 045327103 $ 1,581 254,400 X 254,400 ASSET ACCEPTANCE CAPITAL CORP COM USD0.01 04543P100 $ ~~2,279~~571 ~~119~~19,~~032~~048 X ~~119~~19,~~032~~048 ASSURANT INC COM USD0.01 04621X108 $ ~~200~~666 617,~~081~~498 X 617,~~081~~498 ASTA FUNDING INC COM STK USD0.01 046220109 $ 582 19,182 X 19,182 AT&T ~~CORP~~ROAD INC COM ~~USD1~~USD0.0001 04648K105 $ 139 30,215 X 30,215 ATI TECNOLOGIES INC COM NPV (US-EX) ~~001957505~~001941103 $ ~~305~~392 1528,~~887~~100 X 1528,~~887~~100 ATLAS VENTURE VI 9108154 $ 79,~~782~~123 1 X 1 ATTACK SYSTEMS COM USD 9034420 $ 245,000 X 245,000 AUAUTODESK ~~OPTRONICS~~INC ~~CORPN ADS EACH RPR 10~~ COM ~~(SPON)~~USD0.01 ~~DTC~~052769106 ~~002255107~~ $ ~~683~~4,306 4592,~~000~~804 X 4592,~~000~~804 ~~AUTODESK~~AUTOLIV INC COM STK USD0.01 ~~052769106~~052800109 $ ~~4,900~~420 ~~158~~9,~~649~~654 X ~~158~~9,~~649~~654 AUTOMATIC DATA PROCESSING INC COM STK USD0.10 053015103 $ 17955 22,~~512~~195 ~~387~~X 22,~~595~~195 AVIALL INC COM STK USD0.01 05366B102 $ 341 10,107 X ~~387~~10,~~595~~107 ~~AVON~~AVNET ~~PRODUCTS~~INC COM STK US 1/2 1 053807103 $ 972 39,751 X 39,751 AXCELIS TECHNOLOGIES INC COM STK USD0.25001 ~~054303102~~054540109 $ ~~257~~376 571,~~979~~942 X 571,~~979~~942 B.J.SERVICES COM STK USD0.10 055482103 $ ~~1,684~~429 3211,~~492~~892 X 3211,~~492~~892 BAKER HUGHES INC COM STK USD1 057224107 $ 21,~~318~~643 5127,~~658~~458 X 5127,~~658~~458 BALL CORP COM STK NPV 058498106 $ 386 10,520 X 10,520 BANCFIRST CORP COM STK USD1 05945F103 $ 207 2,432 X 2,432 BANCO ITAU HOLDING ~~FINANCEIRA S.A.~~ 2 ADRS REP 1 PRF FINANCEIRA S.A. SHARE 059602201 $ 196,~~260~~409 ~~236~~54,~~500~~000 X ~~236~~54,~~500~~000 BANCOLUMBIA S.A ADS(EACH REP 4 PRF SHS COP293.18-DTC) 05968L102 $ 46,~~573~~357 ~~328~~289,~~139~~539 X ~~328~~289,~~139~~539 BANK OF HAWAII CORP COM USD0.01 062540109 $ 251 5,097 X 5,097 BANK OF NEW YORK CO INC COM STK USD7.50 064057102 $ ~~268~~648 922,~~256~~074 X 922,~~256~~074 BANKAMERICA CORP COM STK USD0.01 060505104 $ 2734,~~160~~422 ~~612~~817,~~944~~425 X ~~612~~817,~~944~~425 BARD(C.R.) INC COM STK USD0.25 067383109 $ ~~728~~272 4,109 X 4,109 BARNES & NOBLE INCORPORATED COM USD0.001 067774109 $ 449 11,917 X 11,917 BARNES GROUP INC COM STK USD0.01 067806109 $ 365 10,~~594~~169 X 10,~~594~~169 BAUSCH & LOMB INC COM STK USD0.40 071707103 $ ~~553~~441 75,~~566~~466 X 75,~~566~~466 BAXTER INTERNATIONAL INC COM STK USD1 071813109 $ ~~266~~261 76,~~748~~548 X 76,~~748~~548 BB & T CORP COM USD5 054937107 $ ~~280~~226 75,~~184~~684 X 75,~~184~~684 BCO BRANDESCO SA ADR ECH REP 1 PRF NPV SPON 059460303 $ 414,~~378~~398 ~~147~~294,~~803~~328 X ~~147~~294,~~803~~328 ~~BEACON~~BEAR ~~ROOFING~~STEARNS ~~SUPPLY~~COS.INC COM STK US 1/2 1 073902108 $ 1,398 12,750 X 12,750 BEBE STORES INC COM STK USD0.001 075571109 $ 300 17,170 X 17,170 BED BATH AND BEYOND COM STK US0.01 075896100 $ 546 13,603 X 13,603 BELL MICROPRODUCTS COM STK USD0.01 078137106 $ 233 23,275 X 23,275 BELLSOUTH CORP COM STK USD1 079860102 $ 1,074 40,937 X 40,937 BELO(A.H.)CORP CLASS'A'COM ~~073685109~~STK USD1.67 080555105 $ ~~2,613~~429 ~~120~~18,~~530~~755 X ~~120~~18,~~530~~755 ~~BEAR~~BERKLEY(WR) ~~STEARNS~~CORP ~~COS~~COM STK USD0.20 084423102 $ 359 9,102 X 9,102 BERKSHIRE HATHAWAY INC CNV CLASS'A'COM USD5 084670108 $ 814 10 X 10 BEST BUY CO INC COM STK USUSD0.10 ~~1/2~~086516101 $ 232 5,370 X 5,370 BFC FINANCIAL CORP COM USD0.01 055384200 $ 1,049 ~~073902108~~102,500 X 102,500 BIOENVISION INC COM STK USD0.001 09059N100 $ 10124 15,~~362~~403 ~~105~~X 15,~~454~~403 BIOGEN IDEC INC COM USD0.0005 09062X103 $ 609 15,497 X ~~105~~15,~~454~~497 ~~BECTON~~BIOMARIN ~~DICKINSON~~PHARMACEUTICAL &INC ~~COMPANY~~COM STK USD0.001 09061G101 $ 408 46,708 X 46,708 BLACK BOX CORP COM ~~USD1~~USD0.001 ~~075887109~~091826107 $ 9555 13,~~696~~238 ~~166~~X 13,~~834~~238 BLACKBAUD COM USD0.001 09227Q100 $ 422 29,747 X ~~166~~29,~~834~~747 BLUE COAT SYSTEMS INC COM USD0.0001 09534T508 $ 558 12,840 X 12,840 BLUEGREEN CORP COM USD0.01 096231105 $ 494 28,011 X 28,011 BOEING CO COM STK USD5 097023105 $ 14,421 249,832 X 249,832 BORDERS GROUP INC COM STK USD0.001 099709107 $ 246 11,116 X 11,116 BORG WARNER INC COM STK US 1/2 0.01 099724106 $ 3,670 65,000 X 65,000

BOSTON SCIENTIFIC CORP COM USD0.01 101137107 $ 416 17,785 X 17,785 BOYD GAMING CORP COM STK USD0.01 103304101 $ 1,810 42,030 X 42,030 BRADY CORP CLASS A COM NV USD0.01 104674106 $ 286 9,228 X 9,228 BRASKEM S.A. ADR REPR 2 'A' PRF NPV 105532105 $ 2,972 143,500 X 143,500 BRAZIL TELECOM ADR(EACH REP 5000 PRF NPV-DTC) 105530109 $ 980 23,040 X 23,040 BRIGHT HORIZONS FAMILY SOLUTIONS COM USD0.01 109195107 $ 460 11,985 X 11,985 BRINKER INTERNATIONAL COM STK USD0.10 109641100 $ 2,994 79,756 X 79,756 BRISTOL-MYERS SQUIBB COMPANY COMMON USD0.10 110122108 $ 1,929 80,183 X 80,183 BROADCOM CORP CL A COM STK USD0.0001 111320107 $ 3,137 66,938 X 66,938 BROCADE COMMUNICATION SYSTEMS INC COM STK USD0.001 111621108 $ 131 32,144 X 32,144 BROWN SHOE CO INC COM STK USD3.75 115736100 $ 291 8,829 X 8,829 BUCKLE INC COM STK USD0.01 118440106 $ 397 11,690 X 11,690 BUNGE LTD COM STK USD0.01 G16962105 $ 274 5,218 X 5,218 BURLINGTON NORTHERN SANTA FE CORP COM STK USD0.01 12189T104 $ 2,467 41,290 X 41,290 BURLINGTON RESOURCES COM USD0.01 122014103 $ 4,969 45,624 X 45,624 BUSINESS OBJECTS SA ADR-EACH REP 1 ORD FRF1-DTC 12328X107 $ 4,617 132,840 X 132,840 C N S INC COM USD0.01 126136100 $ 436 16,722 X 16,722 CABLEVISION SYSTEMS CORP CLASS'A' COM USD0.01 12686C109 $ 837 27,323 X 27,323 CAL DIVE INTERNATIONAL INC COM STK NPV 127914109 $ 570 8,997 X 8,997 CALAMP CORP COM USD0.01 128126109 $ 184 22,753 X 22,753 CALLISTO PHARMA COM USD0.0001 1312EM104 $ 626 478,041 X 478,041 CALLON PETROLEUM COM USD0.01 13123X102 $ 592 28,281 X 28,281 CAMPBELL SOUP CO CAP STK USD0.0375 134429109 $ 269 9,044 X 9,044 CANDESCENT TECHNOLOGIES CORP COM STK NPV (*SUSPENDED) 2733973 $ 130,000 X 130,000 CANTEL MEDICAL CORP COM STK USD0.1 138098108 $ 285 13,565 X 13,565 CAPITAL ONE FINANCIAL CORP COM STK US 1/2 0.01 14040H105 $ 1,002 12,575 X 12,575 CAPITAL TITLE GROUP COM USD0.001 140919101 $ 108 14,540 X 14,540 CARDINAL HEALTH INC COM STK NPV 14149Y108 $ 287 4,540 X 4,540 CAREMARK RX INC COM USD0.001 141705103 $ 11,119 222,714 X 222,714 CARLYLE-DEX PARTNERS L.P USD1 9126532 $ 9,330 1 X 1 CARLYLE-MEDPOINTE PARTNERS II L.P 9113631 $ 4,474 1 X 1 CARNIVAL CORP COM USD0.01(PAIRED STOCK) 143658300 $ 13,759 275,318 X 275,318 CARPENTER TECHNOLOGY CORP COM STK USD5 144285103 $ 216 3,683 X 3,683 CARRIZO OIL & GAS INC COM STK USD0.01 144577103 $ 293 10,000 X 10,000 CASCADE CORP COM USD0.05 147195101 $ 216 4,440 X 4,440 CATERPILLAR INC COM USD1 149123101 $ 14,529 247,410 X 247,410 CATIVA SOFTWARE CORP COM STK USD0.01 14073T109 $ 434 24,143 X 24,143 CATO CORP 'A' COM USD0.033 149205106 $ 362 18,174 X 18,174 CBRL GROUP INC COM STK USD0.01 12489V106 $ 334 9,908 X 9,908 CELL THERAPEUTICS COM STK NPV (US-EX) 150934107 $ 291 101,837 X 101,837 CEMEX S.A. DE C.V ADR(EACH REP 10 CPO-DTC) 151290889 $ 30,362 580,509 X 580,509 CENDANT CORP COM USD0.01 151313103 $ 1,231 59,646 X 59,646 CENTER FINANCIAL CORPORATION COM STK NPV 15146E102 $ 363 15,455 X 15,455 CENTERPOINT ENERGY INC COM NPV 15189T107 $ 199 13,411 X 13,411 CENTILLIUM COMMUNICATIONS INC COM STK USD0.001 152319109 $ 83 21,908 X 21,908 CENTRAL MEDIA ENTERPRISES COM USD0.08 CLS'A' 2529848 $ 18,744 355,100 X 355,100 CERNER CORP COM USD0.01 156782104 $ 2,196 25,270 X 25,270 CHARMING SHOPPES COM USD0.10 161133103 $ 520 48,715 X 48,715 CHEMED CORP CAP USD1 16359R103 $ 2,131 49,203 X 49,203 CHEVRON CORP COM USD0.75 166764100 $ 5,758 88,524 X 88,524 CHICAGO BRIDGE & I NY REGISTRY SHARE EUR0.01 167250109 $ 12,023 386,700 X 386,700 CHILDRENS PLACE RETAIL STORE INC COM STK USD0.10 168905107 $ 366 10,273 X 10,273 CHINA MOBILE (HK) ADR REP 20 ORD HKD0.10-DTC 16941M109 $ 4,499 182,584 X 182,584 CHINA TELECOM SPONS ADR EACH REPR CORPORATION 100'H'COM CNY1 169426103 $ 829 22,000 X 22,000 CHUBB CORP COM STK USD1 171232101 $ 1,444 16,154 X 16,154 CIA BRASILEIRA BEB ADR(REP 100 PRF SHS-DTC) 20441W203 $ 2,373 63,845 X 63,845 CIA BRASILEIRA BEB SPON ADR REP 100 COM NPV 20441W104 $ 242 8,069 X 8,069 CIA ENERGETICA MINAS ADR(REP 1000 NVTG PF GERAIS-CEMIG SHS LVL1-DTC) 204409601 $ 6,987 183,541 X 183,541 CIA VALE RIO DOCE ADR(1 PRF SHS-DTC) 204412100 $ 27,309 701,878 X 701,878 CIGNA CORP COM STK USD0.25 125509109 $ 1,060 9,000 X 9,000 CIMAREX ENERGY CO COM USD0.01 171798101 $ 2,829 62,410 X 62,410 CISCO SYSTEMS INC COM STK USD0.001 (US-EX) 17275R102 $ 21,961 1,225,529 X 1,225,529 CITIGROUP INC COM STK USD0.01 (US-EX) 172967101 $ 6,818 149,624 X 149,624 CITIZENS CLASS'B'COM STK COMMUNICATIONS USD0.25 17453B101 $ 299 22,105 X 22,105 CITY HOLDING CO COM USD2.50 177835105 $ 295 8,252 X 8,252 CKX INC COM NPV 12562M106 $ 2,586 206,000 X 206,000 CLARCOR INC COM STK USD1 179895107 $ 1,750 61,000 X 61,000 CLEAN HARBOUR COM USD0.01 184496107 $ 934 27,513 X 27,513 CLECO CORP COM STK USD1 12561W105 $ 513 21,739 X 21,739 CNF INC COM STK USD0.625 12612W104 $ 283 5,389 X 5,389 COACH INC COM USD0.01 189754104 $ 536 17,114 X 17,114 COCA-COLA CO COM STK USD0.25 191216100 $ 1,953 45,278 X 45,278 COGNEX CORP COM USD0.002 192422103 $ 366 12,171 X 12,171 COGNIZANT TECHNOLOGY SOLUTIONS CORP COM USD0.01 192446102 $ 960 20,630 X 20,630 COLGATE-PALMOLIVE CO COM STK USD1 194162103 $ 769 14,595 X 14,595 COLONIAL BANCGROUP COM STK USD2.5 195493309 $ 2,989 133,379 X 133,379 COLONIAL PROPERTIES TRUST COM USD0.01 195872106 $ 2,124 47,793 X 47,793 COMCAST CORPORATION 'A' SPL COM USD1 20030N200 $ 371 12,889 X 12,889 COMCAST CORPORATION COM CLS'A' USD1 20030N101 $ 3,818 130,028 X 130,028 COMMERCIAL METALS CO COM USD5 201723103 $ 213 6,302 X 6,302 COMPANHIA SIDERUGICA NACIONAL ADR(1 ADR EQUALS 1000 ORD-DTC) 20440W105 $ 11,556 497,718 X 497,718 COMPASS BANCSHARES INC COM STK USD2 20449H109 $ 1,134 24,726 X 24,726 COMPUCREDIT CORP COM STK NPV 20478N100 $ 613 13,805 X 13,805 COMPUTER PROGRAMS & SYSTEMS INC COM STK USD0.001 205306103 $ 318 9,219 X 9,219 COMPUTER SCIENCES CORP COM STK USD1 205363104 $ 1,643 34,771 X 34,771 COMPUWARE CORP COM STK USD0.01 205638109 $ 632 66,538 X 66,538 COMTECH COMMUNICATIONS COM STK USD0.1 205826209 $ 599 14,434 X 14,434 COMVERSE TECHNOLOGY INC COM STK USD0.10 205862402 $ 3,107 118,383 X 118,383 CONMED CORPORATION COM USD0.01 207410101 $ 233 8,356 X 8,356 CONOCOPHILLIPS COM STK USD0.01 20825C104 $ 19,841 283,620 X 283,620 CONSOL ENERGY INC COM STK USD0.01 20854P109 $ 8,104 106,237 X 106,237 CONSTELLATION BRANDS INC CLASS A CLASS A COM USD0.01 21036P108 $ 434 16,696 X 16,696 CONSTELLATION ENERGY GROUP COM STK NPV 210371100 $ 624 10,144 X 10,144 COOPER CAMERON CPN COM USD0.01 216640102 $ 1,025 13,856 X 13,856 CORNING INC COM STK USD0.50 219350105 $ 14,090 729,971 X 729,971 CORPORATE EXECUTIVE BOARD COM STK USD0.01 21988R102 $ 9,192 117,900 X 117,900 CORUS BANKSHARES INC COM STK USD0.05 220873103 $ 479 8,734 X 8,734 COSTCO WHOLESALE COM USD0.005 22160K105 $ 1,435 33,376 X 33,376 COUNTRYWIDE FINANCIAL CORP COM USD0.05 222372104 $ 1,201 36,429 X 36,429 COVANSYS CORP COM NPV 22281W103 $ 194 12,165 X 12,165 CPFL ENERGIA SA SPONS ADR REP 3 ORD NPV 126153105 $ 2,131 66,900 X 66,900 CROWN CASTLE INTERNATIONAL CORP COM STK USD0.01 228227104 $ 1,692 68,692 X 68,692 CSG SYSTEMS INTERNATIONAL INC COM STK USD0.01 126349109 $ 525 24,201 X 24,201 CSX CORP COM STK USD1 126408103 $ 485 10,439 X 10,439 CTS CORP COM NPV 126501105 $ 138 11,382 X 11,382 CUTERA COM USD0.001 232109108 $ 590 22,738 X 22,738 CVS CORP COM STK USD0.01 126650100 $ 23,795 820,344 X 820,344 CYBERSCAN TECHNOLOGY INC ORD USD0.001 REG'S' B0C2K58 $ 2,119 326,006 X 326,006 CYPRESS SEMICONDUCTOR CORP COM STK USD0.01 232806109 $ 1,964 130,700 X 130,700 DADE BEHRING INC COM USD0.01 23342J206 $ 527 14,388 X 14,388 DANA CORP COM STK USD1 235811106 $ 111 11,801 X 11,801 DANAHER CORP COM USD0.01 235851102 $ 3,433 63,788 X 63,788 DAVITA INC COM USD0.001 23918K108 $ 569 12,350 X 12,350 DAWSON GEOPHYSICAL COM USD0.33 1/3 239359102 $ 370 12,233 X 12,233 DECKERS OUTDOOR CORP COM STK USD0.01 243537107 $ 1,762 73,200 X 73,200 DELL INC COM COM USD0.01 24702R101 $ 3,574 104,388 X 104,388 DELUXE CORP COM STK USD1 248019101 $ 513 12,795 X 12,795 DESARROLLADORA HOMEX SA DE CV ADR EACH REPR COM NPV 25030W100 $ 4,072 132,500 X 132,500 DEVON ENERGY(NEW) COM USD0.10 25179M103 $ 334 4,764 X 4,764 DIGITAL RIVER INC COM STK USD0.01 25388B104 $ 429 12,298 X 12,298 DIODES INC COM STK USD0.666666 254543101 $ 518 14,281 X 14,281 DIRECTV GROUP INC COM USD0.01 25459L106 $ 170 11,341 X 11,341 DITECH COMMUNICATIONS CORP COM STK USD0.001 25500M103 $ 1,926 285,951 X 285,951 DOBSON COMMUNICATIONS CORP CLASS A COM USD0.001 256069105 $ 561 73,099 X 73,099 DOMINION RESOURCES INC(VIRGINIA) COM STK NPV 25746U109 $ 3,253 37,764 X 37,764 DOMINOS PIZZA INC COM STK USD0.01 25754A201 $ 468 20,062 X 20,062 DOUGHTY HANSON PARTNERSHIP NO.4 9096130 $ 10,673 1 X 1 DOW CHEMICAL CO COM STK USD2.50 260543103 $ 1,399 33,737 X 33,737 DOWNET FINANCIAL CORP COM STK USD0.01 261018105 $ 478 7,853 X 7,853 DPL INC COM USD0.01 233293109 $ 550 19,800 X 19,800 DR HORTON INC COM STK USD0.01 23331A109 $ 912 25,225 X 25,225 DRAPER FISHER JURVETSON FUND VII LP 9095676 $ 7,272 1 X 1 DRAPER FISHER JURVETSON PLANET VENT URES LP 9092451 $ 12,388 1 X 1 DRESSER-RAND GROUP COM STK USD0.01 261608103 $ 10,415 426,100 X 426,100

DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30 263534109 $ 795 20,451 X 20,451 DUKE ENERGY CORP COM NPV 264399106 $ 1,732 59,427 X 59,427 E-TRADE FINANCIAL CORP INC COM STK USD0.01 269246104 $ 597 33,999 X 33,999 EAGLE MATERIALS COM STK USD0.01 26969P108 $ 562 4,634 X 4,634 EARTHLINK INC COM STK USD0.01 270321102 $ 596 55,679 X 55,679 EATON CORPORATION COM USD0.50 278058102 $ 239 3,804 X 3,804 EBAY INC COM STK USD0.001 278642103 $ 1,451 35,194 X 35,194 ECHOSTAR COMMUNICATIONS CORP CLASS'A' COM USD0.01 278762109 $ 502 16,965 X 16,965 ECOLLEGE.COM INC COM STK USD0.01 27887E100 $ 538 36,179 X 36,179 EDISON INTERNATIONAL COM NPV 281020107 $ 1,264 26,714 X 26,714 EDWARDS(A.G)INC COM USD1 281760108 $ 397 9,064 X 9,064 ELI LILLY & CO COM NPV 532457108 $ 1,122 20,794 X 20,794 EMC CORP MASSACHUSETTS COM STK USD0.01 268648102 $ 1,114 86,444 X 86,444 EMCOR GROUP INC COM STK USD0.01 29084Q100 $ 263 4,428 X 4,428 EMCORE CORP COM STK NPV 290846104 $ 228 37,287 X 37,287 EMERSON ELECTRIC CO COM USD0.05 291011104 $ 417 5,798 X 5,798 EMPRESA NACIONAL DE ELECTRICIDAD SA ADS(EACH REP 30 COM SHS-DTC) 29244T101 $ 4,404 147,742 X 147,742 EMULEX CORP COM STK USD0.10 292475209 $ 538 26,610 X 26,610 ENDURANCE SPECIALITY HOLDINGS COM USD1 G30397106 $ 1,249 36,607 X 36,607 ENERGIZER HOLDINGS INC COM STK USD0.01 29266R108 $ 379 6,709 X 6,709 ENERSIS S.A ADS(REPR 50 COM SHS-DTC) 29274F104 $ 4,026 352,075 X 352,075 ENSCO INTERNATIONAL INC COM STK US 1/2 0.10 26874Q100 $ 6,603 141,699 X 141,699 ENTEGRIS INC COM STK USD0.01 29362U104 $ 843 74,600 X 74,600 ENTERGY CORP COM STK USD0.01 29364G103 $ 307 4,127 X 4,127 ENTRUST INC COM STK USD0.01 293848107 $ 486 86,806 X 86,806 ENTUITY LTD C CONV PREF SHSGBP0.00005 9123823 $ 22,644,928 X 22,644,928 ENZON PHARMACEUTICALS INC COM STK USD0.01 293904108 $ 437 66,225 X 66,225 EOG RESOURCES COM USD0.01 26875P101 $ 6,780 90,492 X 90,492 EQUITY INNS COM USD0.01 294703103 $ 425 31,490 X 31,490 EQUITY OFFICE PROPERTIES COM STK USD0.01 294741103 $ 1,891 57,823 X 57,823 EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF BENEFICIAL INTREST USD0.01 29476L107 $ 234 6,241 X 6,241 EURONET WORLDWIDE INC COM STK USD0.02 298736109 $ 390 13,187 X 13,187 EXELON CORP COM STK NPV 30161N101 $ 2,616 48,866 X 48,866 EXPRESSJET HLDGS CLS'A' COM USD0.01 30218U108 $ 518 57,803 X 57,803 EXTREME NETWORKS COM USD0.001 30226D106 $ 61 13,800 X 13,800 EXXON MOBIL CORP COM STK NPV 30231G102 $ 16,043 251,128 X 251,128 F5 NETWORK INC COM NPV 315616102 $ 561 12,900 X 12,900 FAIR ISAAC & CO INC COM STK USD0.01 303250104 $ 649 14,488 X 14,488 FANNIE MAE COM NPV 313586109 $ 457 10,186 X 10,186 FARGO ELECTRONICS INC COM STK USD0.01 30744P102 $ 423 24,202 X 24,202 FEDERATED DEPARTMENT STORES,INC COM USD0.01 31410H101 $ 2,736 40,899 X 40,899 FEDERATED INVESTORS INC COM STK CLASS'B' NPV 314211103 $ 353 10,609 X 10,609 FEDEX CORP COM STK USD0.10 31428X106 $ 1,430 16,422 X 16,422 FIFTH THIRD BANCORP COM NPV 316773100 $ 213 5,785 X 5,785 FILINET CORP COM STK USD0.01 316869106 $ 434 15,558 X 15,558 FIRST AMERICAN CORP COM USD1 318522307 $ 524 11,500 X 11,500 FIRST COMMUNITY BANCORP (CA) COM NPV 31983B101 $ 319 6,660 X 6,660 FIRST DATA CORPORATION COM USD0.01 319963104 $ 330 8,166 X 8,166 FIRST HORIZON PHARMACEUTICAL CORP COM USD0.001 32051K106 $ 279 14,066 X 14,066 FIRST INDIANA CORP COM STK USD0.01 32054R108 $ 399 11,715 X 11,715 FIRST REPUBLIC BANK SAN FRANCISCO COM STK USD0.001 336158100 $ 478 13,576 X 13,576 FIRSTENERGY CORP COM STK USD0.10 337932107 $ 909 17,431 X 17,431 FISHER SCIENTIFIC INTL COM STK USD0.01 338032204 $ 2,276 36,699 X 36,699 FLAGSTAR BANCORP COM USD0.01 337930101 $ 169 10,472 X 10,472 FLORIDA ROCK INDUSTRIES COM STK USD0.10 341140101 $ 16,318 254,400 X 254,400 FLOWERS FOODS COM STK USD0.01 343498101 $ 338 12,389 X 12,389 FLUOR CORP COM STK USD0.01 343412102 $ 12,470 193,832 X 193,832 FMC CORP COM STK USD0.10 302491303 $ 463 8,100 X 8,100 FOMENTO ECONOMICO MEXICANO SA DE CV ADR REP 1 UNIT (1'B & 2'D-B' &2'D-L') (CIT) 344419106 $ 4,795 68,580 X 68,580 FORD MOTOR CO COM STK USD0.01 345370860 $ 253 25,626 X 25,626 FOREST OIL CORP COM STK USD0.1 346091705 $ 567 10,888 X 10,888 FORWARD AIR CORP COM USD0.01 349853101 $ 563 15,295 X 15,295 FOSTER WHEELER ORD USD1 G36535139 $ 3,413 85,800 X 85,800 FOUNDATION COAL HLDGS INC COM USD0.01 35039W100 $ 7,691 200,100 X 200,100 FOXHOLLOW TECHNOLOGIES INC COM STK USD0.001 35166A103 $ 770 15,900 X 15,900 FPL GROUP INC COM STK USD0.01 302571104 $ 207 4,340 X 4,340 FRANKLIN RESOURCES COM USD0.10 354613101 $ 20,734 246,991 X 246,991 FREDDIE MAC COM USD0.21 313400301 $ 578 10,164 X 10,164 FREEPORT-MCMORAN COPPER + GOLD INC CLASS'B'COM STK USD0.10 35671D857 $ 19,594 403,133 X 403,133 FREESCALE SEMICONDUCTOR COM STK USD0.01 CLASS 'B' 35687M206 $ 390 16,556 X 16,556 FREMONT GENERAL CORP COM STK USD1 357288109 $ 412 18,888 X 18,888 FRONTIER MINING COM STK USD0.01 B02PC95 $ 213 760,000 X 760,000 FRONTIER OIL CORP COM NPV 35914P105 $ 651 14,682 X 14,682 FULLER (HB) CO COM USD1 359694106 $ 455 14,633 X 14,633 GARTMORE INV MGT ALPHAGEN IZAR PART CLS 'G' SER5 01/09/05 9165717 $ 3,878 3,843 X 3,843 GATX CORP COM USD0.625 361448103 $ 520 13,148 X 13,148 GENENTECH INC COM USD0.02 368710406 $ 4,203 49,936 X 49,936 GENERAL CABLE CORP COM STK USD0.01 369300108 $ 309 18,384 X 18,384 GENERAL DYNAMICS CORP COM STK USD1 369550108 $ 1,172 9,809 X 9,809 GENERAL ELECTRIC CO(U.S.) COM STK USD0.06 369604103 $ 9,559 283,971 X 283,971 GENERAL GROWTH PROPERTIES COM STK USD0.10 370021107 $ 1,755 39,167 X 39,167 GENERAL MARITIME COM USD0.01 Y2692M103 $ 482 13,086 X 13,086 GENESCO INC COM USD1 371532102 $ 480 12,887 X 12,887 GENESIS HEALTHCARE COM USD0.01 37184D101 $ 405 10,044 X 10,044 GENTA INC. COM USD0.001 37245M207 $ 351 234,071 X 234,071 GENWORTH FINANCIAL INC COM CL 'A' USD0.001 37247D106 $ 11,859 368,003 X 368,003 GENZYME CORP GENERAL DIVISION COM STK USD0.01 372917104 $ 549 7,667 X 7,667 GILEAD SCIENCES COM USD0.001 375558103 $ 8,350 171,494 X 171,494 GILLETTE CO COM STK USD1 375766102 $ 21,585 371,710 X 371,710 GLENAYRE TECHNOLOGIES INCORPORATED COM USD0.02 377899109 $ 1,951 542,600 X 542,600 GLOBAL CASH ACCESS COM USD0.001 378967103 $ 684 48,500 X 48,500 GLOBAL PAYMENTS INC NPV 37940X102 $ 581 7,477 X 7,477 GLOBALSANTAFE CORP COM STK USD0.01 G3930E101 $ 772 16,884 X 16,884 GOLDMAN SACHS GROUP INC COM STK USD0.01 38141G104 $ 43,685 359,438 X 359,438 GOOGLE INC COM USD0.001 CL'A' 38259P508 $ 21,711 69,432 X 69,432 GRAINGER(W.W.) INC COM STK USD0.50 384802104 $ 213 3,383 X 3,383 GRANT PRIDECO INC COM USD.01 38821G101 $ 2,942 72,400 X 72,400 GRAY TELEVISION INC COM NPV 389375106 $ 119 11,254 X 11,254 GREATBATCH INC COM USD0.001 39153L106 $ 223 8,115 X 8,115 GREENHILL & CO INC COM USD0.01 395259104 $ 504 12,093 X 12,093 GREIF INC COM STK CLASS'A' COM NPV 397624107 $ 331 5,510 X 5,510 GRUPO TELEVISA SA DE CV ADR(REPR 2 ORD PTG CERTS-DTC) 40049J206 $ 2,044 28,500 X 28,500 GUIDANT CORP COM STK NPV 401698105 $ 234 3,436 X 3,436 HALLIBURTON CO COM USD2.50 406216101 $ 21,524 314,064 X 314,064 HANOVER COMPRESSOR COM STK USD0.001 410768105 $ 1,113 80,300 X 80,300 HANSEN NATURAL CORP COM STK USD0.005 411310105 $ 1,589 33,800 X 33,800 HARBOURVEST PARTNERS DIRECT FUND 9103911 $ 634 1 X 1 HARBOURVEST PARTNERS PARTNERSHIP FUND 9103900 $ 4,177 1 X 1 HARBOURVEST PARTNERS VI-CAYMAN PARTNERSHIP FUND LP 9072152 $ 13,776 1 X 1 HARLAND(JOHN H.)CO COM USD1 412693103 $ 522 11,757 X 11,757 HARSCO CORP COM STK USD1.25 415864107 $ 597 9,112 X 9,112 HARTFORD FINANCIAL SERV COM USD0.01 416515104 $ 1,569 20,367 X 20,367 HARTMARX CORP COM STK USD2.50 417119104 $ 146 22,335 X 22,335 HARVEST NATURAL RESOURCES COM STK USD0.01 41754V103 $ 444 41,365 X 41,365 HCA INC COM USD0.01 404119109 $ 465 9,668 X 9,668 HDFC BANK ADS EACH REPR 3 INR10 (MGT) DTC 40415F101 $ 249 4,860 X 4,860 HEADWATER INC COM STK USD0.001 42210P102 $ 2,117 57,109 X 57,109 HEALTH MANAGEMENT CLASS 'A' USD0.01 421933102 $ 14,967 637,577 X 637,577 HEALTH NET INC COM STK USD0.001 42222G108 $ 12,344 261,051 X 261,051 HEALTHCARE SERVICES GROUP COM STK USD0.01 421906108 $ 438 22,750 X 22,750 HEALTHTRONICS INC COM STK NPV 42222L107 $ 136 13,683 X 13,683 HELMERICH & PAYNE, INC COM USD0.10 423452101 $ 560 9,272 X 9,272 HENRY VENTURE 11 LIMITED (THE ORDINARY VENTURE FUND) SHARES 9032808 $ 267 4,444 X 4,444 HERSHEY CO (THE) COM USD1 427866108 $ 486 8,636 X 8,636 HEWLETT PACKARD CO COM USD0.01 428236103 $ 3,592 123,274 X 123,274 HIBBETT SPORTING G COM USD0.01 428565105 $ 396 17,820 X 17,820 HILTON HOTELS CORP COM STK USD2.50 432848109 $ 1,171 52,580 X 52,580 HNI CORP COM USD1 404251100 $ 509 8,453 X 8,453 HOB ENTERTAINMENT COM STK USD0.0001 9150412 $ 69,165 X 69,165 HOLLY CORP COM STK USD0.01 435758305 $ 457 7,141 X 7,141 HOLOGIC INC COM STK USD0.01 436440101 $ 270 4,668 X 4,668 HOME DEPOT INC COM USD0.05 437076102 $ 19,273 505,172 X 505,172 HOME PROPERTIES INC COM STK USD0.01 437306103 $ 1,625 41,400 X 41,400 HOMEBANC CORP COM USD0.01 43738R109 $ 258 33,371 X 33,371

HONEYWELL INTERNATIONAL INC COM STK US 1/2 1 438516106 $ 340 9,060 X 9,060 HORMEL FOODS CORP COM USD0.0586 440452100 $ 413 12,550 X 12,550 HOST MARRIOTT CORP COM USD1 44107P104 $ 347 20,625 X 20,625 HOT TOPIC INC COM NPV 441339108 $ 1,828 119,000 X 119,000 HOUSTON EXPLORATION CO COM STK USD0.01 442120101 $ 575 8,549 X 8,549 HUB GROUP INC CLASS 'A' COM STK USD 0.01 443320106 $ 570 15,540 X 15,540 HUDSON CITY BANCOR COM USD0.01 443683107 $ 11,779 990,116 X 990,116 HURON CONSULTING GROUP INC COM USD0.01 447462102 $ 2,201 82,238 X 82,238 HYPERION SOLUTIONS INC COM STK USD0.001 44914M104 $ 1,585 33,040 X 33,040 ICG INC COM STK USD0.01 44925A107 $ 596 40,000 X 40,000 ICICI BANK ADR (ACH REP 2 ORD INR10-DTC) 45104G104 $ 11,452 405,331 X 405,331 ICON PUBLISHING PLC ADR EACH 1 REP 1 SHR-DTC 45103T107 $ 371 7,411 X 7,411 ICU MEDICAL INC COM STK USD0.10 44930G107 $ 298 10,374 X 10,374 ILLINOIS TOOL WORKS INC COM NPV 452308109 $ 488 5,959 X 5,959 IMATION CORP COM USD0.01 45245A107 $ 514 11,990 X 11,990 IMERGENT INC COM USD0.001 45247Q100 $ 133 23,791 X 23,791 IMMUCOR INC COM USD0.10 452526106 $ 1,243 44,400 X 44,400 INCO COM NPV (US-EX) 453258402 $ 5,815 122,810 X 122,810 INDYMAC BANCORP INC COM STK USD0.01 456607100 $ 480 12,115 X 12,115 INFORMATICA CORP COM STK USD0.001 45666Q102 $ 1,368 113,866 X 113,866 INFOSPACE INC COM USD0.0001 45678T201 $ 486 20,342 X 20,342 INGERSOLL-RAND CO COM USD2 CL'A' G4776G101 $ 659 17,288 X 17,288 INGRAM MICRO INC CLASS'A' COM STK USD0.01 457153104 $ 412 22,240 X 22,240 INNOVATIVE SOLUTIONS & SUPPORT COM STK USD0.001 45769N105 $ 226 14,535 X 14,535 INNOVET COM USD0.001 45765P104 $ 250,000 X 250,000 INTEGRATED DEVICE COM USD0.001 458118106 $ 1,055 98,300 X 98,300 INTEL CORP COM STK USD0.001 458140100 $ 25,236 1,024,355 X 1,024,355 INTER TEL INC COM STK NPV 458372109 $ 324 15,409 X 15,409 INTERGRAPH CORP COM USD0.10 458683109 $ 494 11,047 X 11,047 INTERNATIONAL BUSINESS MACHINES CRP COM STK USD0.20 459200101 $ 4,341 54,081 X 54,081 INTERNATIONAL PAPER CO COM STK USD1 460146103 $ 1,228 41,175 X 41,175 INTERVOICE INC COM STK NPV 461142101 $ 207 23,003 X 23,003 INTERWOVEN INC COM USD0.001 (REVERSE SPLIT) 46114T508 $ 1,732 211,900 X 211,900 INTEVAC INC COM NPV 461148108 $ 144 13,946 X 13,946 INVESTMENT TECHNOLOGY GROUP COM STK USD0.01 46145F105 $ 273 9,229 X 9,229 INVITROGEN COM USD0.01 46185R100 $ 581 7,729 X 7,729 IONA TECHNOLOGIES ADS REP 1 ORD SHS-DTC 46206P109 $ 8,032 2,739,715 X 2,739,715 IRIS INTERNATIONAL INC COM USD0.01 46270W105 $ 413 22,414 X 22,414 IRSA INVERSIONES Y REPRESENTACIONES GDR(CNV INTO 10 ARS1-DTC) 450047204 $ 247 20,484 X 20,484 ISHARES INC MSCI EAFE INDEX FUND(ETF) 464287465 $ 2,078 35,778 X 35,778 ISIS PHARMACEUTICALS INC COM STK USD0.001 464330109 $ 120 23,716 X 23,716 ITRON INC COM STK NPV 465741106 $ 456 9,985 X 9,985 ITT INDUSTRIES CORP COM USD1 450911102 $ 1,909 16,821 X 16,821 IXYS CORP COM STK USD0.01 46600W106 $ 424 40,129 X 40,129 J P MORGAN CHASE COM USD1 46625H100 $ 5,617 165,095 X 165,095 J2 GLOBAL COMMUNICATIONS INC COM USD0.01 46626E205 $ 540 13,351 X 13,351 JACK IN THE BOX INC COM STK USD0.01 466367109 $ 329 10,995 X 10,995 JACKSON HEWITT TAX SERVICE INC COM USD0.01 468202106 $ 462 19,327 X 19,327 JAKKS PACIFIC INC COM STK USD0.001 47012E106 $ 483 29,744 X 29,744 JDS UNIPHASE CORP COM USD0.001 46612J101 $ 41 19,257 X 19,257 JLG INDUSTRIES INC CAP STK US 1/2 0.20 466210101 $ 523 14,298 X 14,298 JOHNSON & JOHNSON COM STK USD1 478160104 $ 10,140 160,019 X 160,019 JOHNSON CONTROLS,INC COM USD0.16 2/3 478366107 $ 899 14,498 X 14,498 JOS A BANK CLOTH COM STK USD0.01 480838101 $ 435 10,054 X 10,054 JOURNAL COMMUNICATIONS INC COM USD0.01 CL'A' 481130102 $ 405 27,180 X 27,180 JOY GLOBAL INC COM STK USD1 481165108 $ 15,050 298,694 X 298,694 K&F INDUSTRIED HOLDINGS INC COM STK USD0.01 482241106 $ 310 18,500 X 18,500 K-SWISS INC CLASS'A'COM STK USD0.01 482686102 $ 411 13,893 X 13,893 KELLOGG CO COM STK USD0.25 487836108 $ 863 18,731 X 18,731 KELLWOOD CO COM USD0.01 488044108 $ 278 10,769 X 10,769 KENNAMETAL INC CAP STK USD1.25 489170100 $ 530 10,804 X 10,804 KERR-MCGEE CORP COM STK USD1 492386107 $ 18,025 185,627 X 185,627 KERYX BIOPHARMACEUTICALS COM STK USD0.001 (US-EX) 492515101 $ 273 17,300 X 17,300 KEY ENERGY SERVICE COM STK USD0.10 492914106 $ 443 30,000 X 30,000 KFORCE.COM INC COM STK USD0.01 493732101 $ 119 11,513 X 11,513 KIMBERLY-CLARK CORP COM STK USD1.25 494368103 $ 898 15,061 X 15,061 KINDRED HEALTHCARE INC COM USD0.25 494580103 $ 536 17,980 X 17,980 KKR FINANCIAL CORP COM USD0.01 482476306 $ 722 32,400 X 32,400 KLA-TENCOR CORP COMMON USD0.001 482480100 $ 4,297 88,143 X 88,143 KNIGHTSBRIDGE INTERGRATED HOLDINGS V LP 9086517 $ 9,419 1 X 1 KNIGHTSBRIDGE POST VENTURE IV LP 9078901 $ 7,249 1 X 1 KNIGHTSBRIDGE TANKERS COM STK USD0.01 G5299G106 $ 3,584 97,435 X 97,435 KOHLS CORPORATION COM USD0.01 500255104 $ 22,729 444,726 X 444,726 KOMAG INC COM STK USD0.01 500453204 $ 498 15,576 X 15,576 KOOKMIN BANK ADR EA REP 1 ORD KRW5000 50049M109 $ 4,629 78,120 X 78,120 KOREA ELECTRIC POWER ADR REP 1/2 CORP KRW5000-DTC 500631106 $ 2,715 153,296 X 153,296 KORN-FERRY INTERNATIONAL COM USD0.01 500643200 $ 283 17,261 X 17,261 KOS PHARMACEUTICAL COM STK USD0.01 500648100 $ 381 5,689 X 5,689 KROGER CO COM STK USD1 501044101 $ 889 43,150 X 43,150 KULICKE & SOFFA INDUSTRIES COM NPV 501242101 $ 74 10,182 X 10,182 KYPHON INC COM USD0.001 501577100 $ 2,235 50,900 X 50,900 LABOR READY INC COM STK NPV 505401208 $ 541 21,106 X 21,106 LAFARGE NORTH AMERICA INC COM USD1 505862102 $ 483 7,154 X 7,154 LAIDLAW INTERNATIONAL INC COM USD0.01 50730R102 $ 558 23,069 X 23,069 LAM RESEARCH CORP COM STK USD0.001 512807108 $ 274 9,034 X 9,034 LANCE INC COM USD0.83 1/3 514606102 $ 331 18,932 X 18,932 LANDRYS RESTAURANT COM USD0.01 51508L103 $ 348 11,883 X 11,883 LCA VISION INC COM USD0.001 501803308 $ 330 8,894 X 8,894 LEAR CORP COM STK US 1/2 0.01 521865105 $ 489 14,392 X 14,392 LECG CORP COM USD0.001 523234102 $ 1,278 38,239 X 38,239 LEGG MASON INCORPORATED COM STK USD0.10 524901105 $ 912 8,331 X 8,331 LEHMAN BROS HOLDINGS INCORPORATED COM USD0.10 524908100 $ 2,614 22,432 X 22,432 LEVEL 3 COMMUNICATIONS INC COM STK USD0.01 52729N100 $ 26 11,012 X 11,012 LIBERTY MEDIA CORP SER'A'COM USD0.01 530718105 $ 899 111,620 X 111,620 LIFE TIME FITNESS INC COM STK USD0.02 53217R207 $ 2,129 64,249 X 64,249 LIFECELL CORP COM STK USD0.001 531927101 $ 370 17,096 X 17,096 LIFELINE SYSTEMS COM STK USD0.02 532192101 $ 2,034 60,916 X 60,916 LIMITED BRANDS INCORPORATED COM USD0.50 532716107 $ 576 28,213 X 28,213 LITHIA MOTORS INC CLASS 'A' COM STK NPV 536797103 $ 462 15,949 X 15,949 LKQ CORP COM STK USD0.01 501889208 $ 2,097 69,398 X 69,398 LOCKHEED MARTIN CORP COM STK USD1 539830109 $ 287 4,701 X 4,701 LOEWS CORPORATION COM USD1 540424108 $ 831 9,001 X 9,001 LONE STAR STEAKHOUSE & SALOON INC COM STK USD0.01 542307103 $ 357 13,740 X 13,740 LONGS DRUG STORES COM USD0.50 543162101 $ 508 11,840 X 11,840 LOUISIANA-PACIFIC CORP COM STK USD1 546347105 $ 595 21,521 X 21,521 LOWE'S COS INC COM USD0.50 548661107 $ 1,166 18,141 X 18,141 LSI INDUSTRIES COM STK NPV 50216C108 $ 495 26,040 X 26,040 LUBRIZOL CORP COM STK NPV 549271104 $ 893 20,601 X 20,601 LUCENT TECHNOLOGIES INCORPORATED COM USD0.01 549463107 $ 148 45,861 X 45,861 LUMINENT MORTGAGE CAPITAL INC COM USD0.001 550278303 $ 317 41,935 X 41,935 M-SYSTEMS FLASH DISK PIONEER COM ILS0.001 M7061C100 $ 1,786 59,700 X 59,700 MADDEN(STEVEN) COM STK USD0.0001 556269108 $ 261 11,391 X 11,391 MAGNA ENTERTAINMNT CLS'A'SUB VTG USD0.01 (US-EX) 559211107 $ 1,589 238,400 X 238,400 MAGUIRE PROPERTIES INC COM USD0.01 559775101 $ 313 10,405 X 10,405 MANTECH INTERNATIONAL COM STK USD0.01 CORP CLASS'A' 564563104 $ 406 15,377 X 15,377 MANULIFE FINANCIAL CORP COM NPV (US-EX) 56501R106 $ 303 5,732 X 5,732 MARATHON OIL CORP COM STK USD1 565849106 $ 718 10,358 X 10,358 MARITRANS INC COM STK USD0.01 570363101 $ 482 15,051 X 15,051 MARLIN BUSINESS SERVICES CORP COM USD0.01 571157106 $ 2,932 127,485 X 127,485 MARRAKECH LIMITED SERIES B CONV RED PRF SHARES 9123726 $ 375 3,490,277 X 3,490,277 MARRAKECH LTD SERIES A PREFERENCE SHS 9142691 $ 125 10,980 X 10,980 MARSH & MCLENNAN COS INC COM USD1 571748102 $ 469 15,399 X 15,399 MARVELL TECH GROUP COM USD0.002 G5876H105 $ 4,549 98,770 X 98,770 MASSEY ENERGY COM USD0.625 576206106 $ 2,319 45,400 X 45,400 MAVERICK TUBE CORP COM STK USD0.01 577914104 $ 9,684 322,700 X 322,700 MAX RE CAPITAL COM USD1 G6052F103 $ 1,941 78,380 X 78,380 MAXIM INTEGRATED PRODUCTS COM STK USD0.001 57772K101 $ 1,397 32,833 X 32,833 MAXIMUS INC COM NPV 577933104 $ 388 10,865 X 10,865 MBNA CORP COM USD0.01 55262L100 $ 592 24,089 X 24,089 MCAFEE INC COM COM STK USD0.01 579064106 $ 4,186 133,376 X 133,376 MCDERMOTT INTERNATIONAL INC COM STK USD1 580037109 $ 6,969 190,367 X 190,367 MCDONALD'S CORP COM STK USD0.01 580135101 $ 1,828 54,597 X 54,597 MCG CAPITAL CORP COM TSK USD0.01 58047P107 $ 485 28,736 X 28,736 MCKESSON CORP COM STK USD0.01 58155Q103 $ 585 12,326 X 12,326

MEDAREX INC COM STK USD0.01 583916101 $ 474 49,763 X 49,763 MEDCOHEALTH SOLUTIONS COM USD0.01 58405U102 $ 13,528 249,213 X 249,213 MEDTRONIC INC COM USD0.10 585055106 $ 2,106 39,215 X 39,215 MELLON FINANCIAL CORP COM STK USD0.50 58551A108 $ 1,190 37,202 X 37,202 MEMC ELECTRONIC MATERIALS COM USD0.01 552715104 $ 2,266 99,371 X 99,371 MENTOR CORP COM STK USD0.10 587188103 $ 519 9,432 X 9,432 MERCK & CO INC COM USD0.01 589331107 $ 1,824 66,937 X 66,937 MERGE TECHNOLOGIES INC COM STK USD0.01 589981109 $ 286 16,717 X 16,717 MERIDIAN BIOSCIENCE INC COM NPV 589584101 $ 223 10,750 X 10,750 MERRILL LYNCH & CO INC COM STK USD1.333 590188108 $ 21,845 356,028 X 356,028 MESA AIR GROUP INC COM STK NPV 590479101 $ 558 67,678 X 67,678 METASOLV INC COM STK USD0.01 59139P104 $ 700 213,164 X 213,164 METLIFE INC COM STK USD0.01 59156R108 $ 1,575 31,702 X 31,702 MFA MORTGAGE INVESTMENTS INC COM STK USD0.01 55272X102 $ 145 23,606 X 23,606 MICREL INC COM STK NPV 594793101 $ 1,458 130,090 X 130,090 MICROCHIP TECHNOLOGY COM STK USD0.001 595017104 $ 737 24,504 X 24,504 MICRON TECHNOLOGY INC COM STK USD0.10 595112103 $ 880 66,781 X 66,781 MICROSOFT CORP COM STK USD0.0000125 594918104 $ 10,839 420,371 X 420,371 MICROSTRATEGY COM CL 'A' USD0.001 594972408 $ 505 7,184 X 7,184 MICROTUNE INC COM STK USD0.001 59514P109 $ 1,642 263,800 X 263,800 MIKOHN GAMING CORP COM USD0.01 59862K108 $ 254 19,103 X 19,103 MIPS TECHNOLOGIES INC CLASS 'A' COM STK USD0.001 604567107 $ 332 48,577 X 48,577 MITSUBISHI TOKYO ADR EACH REP 1/1000 FINANCIAL GROUP ORD NPV 606816106 $ 263 20,200 X 20,200 MKS INSTRUMENTS INC COM STK NPV 55306N104 $ 410 23,783 X 23,783 MOBILE TELESYSTEMS ADS(REP 20 COM SHS-DTC) 607409109 $ 3,432 84,370 X 84,370 MOMENTA PHARMACEUTICALS COM USD0.0001(TADING INC HALT) 60877T100 $ 235 8,625 X 8,625 MONARCH CASINO RESORT COM USD0.01 609027107 $ 377 22,217 X 22,217 MONSTER WORLDWIDE COM USD0.001 611742107 $ 5,181 172,558 X 172,558 MOODY'S COPRORATION COM USD0.01 615369105 $ 326 6,408 X 6,408 MORGAN STANLEY COM USD0.01 617446448 $ 928 17,221 X 17,221 MOTION ANALYSIS COMMON 9010027 $ 282 187,955 X 187,955 MOTION ANALYSIS SERIES 1 PREFERRED STOCK 9032230 $ 1,499 999,120 X 999,120 MOTOROLA INC COM STK USD3 620076109 $ 10,760 487,432 X 487,432 MOVIE GALLERY INC COM USD0.001 624581104 $ 191 18,343 X 18,343 MRO SOFTWARE INC COM STK USD0.01 55347W105 $ 1,322 78,403 X 78,403 MTS SYSTEMS CORP COM STK USD0.25 553777103 $ 468 12,382 X 12,382 MUELLER INDUSTRIES INC COM STK US 1/2 0.01 624756102 $ 481 17,333 X 17,333 MULIMEDIA GAMES INC COM STK USD0.01 625453105 $ 501 51,546 X 51,546 MURPHY OIL CORP COM USD1 626717102 $ 464 9,272 X 9,272 MYOGEN INC COM USD0.001 62856E104 $ 5,995 255,270 X 255,270 NABORS INDUSTRIES LTD COM STK USD0.001 G6359F103 $ 483 6,702 X 6,702 NANOMETRICS COM NPV 630077105 $ 136 11,615 X 11,615 NASDAQ STOCK MARKET INC COM USD0.01 631103108 $ 2,271 89,600 X 89,600 NASH FINCH CO COM STK USD1.66 2/3 631158102 $ 473 11,207 X 11,207 NATIONAL AUSTRALIA SPON ADR(CNV 5 ORD BANK NPV) 632525408 $ 1,206 9,600 X 9,600 NATIONAL CITY CORP COM STK USD4 635405103 $ 1,351 40,346 X 40,346 NATIONAL FUEL GAS CO COM STK USD1 636180101 $ 521 15,239 X 15,239 NATIONAL OILWELL COM USD0.01 637071101 $ 675 10,214 X 10,214 NATIONAL SEMICONDUCTOR COM USD0.50 637640103 $ 19,827 754,466 X 754,466 NATIONWIDE HEALTH PROPERTIES COM STK USD0.10 638620104 $ 287 12,308 X 12,308 NATUS MEDICAL INCN COM USD0.001 639050103 $ 123 10,097 X 10,097 NAVISTAR INTERNATIONAL CORP COM USD0.10 63934E108 $ 467 14,401 X 14,401 NCO GROUP INC COM STK NPV 628858102 $ 236 11,421 X 11,421 NCR CORP COM STK USD0.01 62886E108 $ 454 14,296 X 14,296 NDS GROUP PLC ADS REP 1 'A' SHR-DTC 628891103 $ 5,034 135,507 X 135,507 NEOPHARM INC COM STK USD0.0002145 640919106 $ 272 21,935 X 21,935 NETFLEX.COM INC COM USD0.001 64110L106 $ 311 11,952 X 11,952 NETGEAR INC COM USD0.001 64111Q104 $ 1,908 79,297 X 79,297 NETLOGIC MICROSYSTEMS INC COM USD0.01 64118B100 $ 560 25,940 X 25,940 NEUROMETRIX INC COM STK USD0.0001 641255104 $ 310 10,399 X 10,399 NEW RIVER PHARMACEUTICALS COM USD0.001 648468205 $ 206 4,302 X 4,302 NEWCASTLE INVESTMENT CORP COM USD0.01 65105M108 $ 4,185 150,000 X 150,000 NEWCASTLE INVESTMENT COM USD0.01 (HOLDING CORP CORP) 9053890 $ 338 150,000 X 150,000 NEWCASTLE INVESTMENT CORP COM USD0.01 RESTRICTED 9147663 $ 150,000 X 150,000 NEWFIELD EXPLORATION CO COM STK USD0.01 651290108 $ 2,476 50,444 X 50,444 NEWMONT MINING CORP COM USD1.60 651639106 $ 218 4,543 X 4,543 NEWS CORP COM USD0.01 CLS'A' 65248E104 $ 4,013 257,605 X 257,605 NEWS CORP COM USD0.01 CLS'B' 65248E203 $ 1,087 65,962 X 65,962 NICE SYSTEMS ADR(EACH CNV 1 ORD SHK1-DTC) 653656108 $ 2,124 47,000 X 47,000 NICOR INC COM STK USD2.5 654086107 $ 505 12,016 X 12,016 NII HOLDINGS INC COM USD0.001 CLASS 'B' 62913F201 $ 781 9,273 X 9,273 NIKE INC CLASS'B'COM NPV 654106103 $ 252 3,098 X 3,098 NOKIA OYJ ADR REP 1 EUR0.06 SER'A'-DTC 654902204 $ 203 12,020 X 12,020 NORFOLK SOUTHERN CORP COM STK USD1 655844108 $ 15,544 383,184 X 383,184 NORTHERN TRUST CORPORATION COM USD1.666 665859104 $ 227 4,514 X 4,514 NORTHROP GRUMMAN COM STK USD1 666807102 $ 1,567 28,877 X 28,877 NOVELL INC COM USD0.10 670006105 $ 615 82,508 X 82,508 NS GROUP INC COM NPV 628916108 $ 459 11,696 X 11,696 NU SKIN ENTERPRISES CLASS'A'COM STK INC USD0.001 67018T105 $ 227 11,921 X 11,921 NUCOR CORP COM STK USD0.40 670346105 $ 3,754 57,474 X 57,474 NUTRI SYSTEM INC COM USD0.001 67069D108 $ 884 35,314 X 35,314 NUVEEN INVESTMENTS CLASS'A'COM STK USD0.01 67090F106 $ 495 12,576 X 12,576 NVR INC COM USD0.01 62944T105 $ 703 797 X 797 OCCIDENTAL PETROLEUM CORP COM USD0.20 674599105 $ 358 4,119 X 4,119 ODYSSEY HEALTHCARE COM STK USD0.01 67611V101 $ 503 29,656 X 29,656 OFFICE DEPOT INC COM STK USD0.01 676220106 $ 706 23,827 X 23,827 OFFSHORE LOGISTICS INC COM STK USD0.01 676255102 $ 1,689 45,700 X 45,700 OIL STATES INTERNATIONAL COM STK USD0.01 678026105 $ 618 17,015 X 17,015 OMI CORP(NEW) COM STK USD0.5 Y6476W104 $ 343 19,198 X 19,198 OMNICOM GROUP INC COM STK USD0.15 681919106 $ 249 2,976 X 2,976 OMNIVISION TECHNOLOGIES COM STK USD0.001 682128103 $ 453 35,894 X 35,894 ORACLE CORPORATION COM USD0.01 68389X105 $ 12,645 1,020,311 X 1,020,311 ORASURE TECH COM USD0.000001 68554V108 $ 186 19,698 X 19,698 ORBOTECH ORD ILS0.14 M75253100 $ 13,034 522,100 X 522,100 ORMAT TECH COM USD0.001 686688102 $ 1,229 55,600 X 55,600 OSHKOSH TRUCK CORP COM STK USD0.01 688239201 $ 249 5,774 X 5,774 OVERSEAS SHIPHOLDING GROUP INC COM STK USD1 690368105 $ 458 7,846 X 7,846 OWENS & MINOR INC COM STK USD2 690732102 $ 421 14,331 X 14,331 OXFORD INDUSTRIES INC COM USD1 691497309 $ 473 10,481 X 10,481 PACCAR INC COM STK USD1 693718108 $ 837 12,326 X 12,326 PACKETEER INC COM STK USD0.001 695210104 $ 522 41,632 X 41,632 PALOMAR MEDICAL TECHNOLOGIES COM STK USD0.01 697529303 $ 202 7,687 X 7,687 PANTRY INC COM STK USD0.01 698657103 $ 274 7,332 X 7,332 PARAMETRIC TECHNOLOGY CORP COM USD0.01 699173100 $ 522 74,850 X 74,850 PARKER DRILLING CO COM STK USD0.1666 701081101 $ 927 100,000 X 100,000 PARLUX FRAGRANCES COM USD0.01 701645103 $ 448 15,366 X 15,366 PARTNERRE LTD COM USD1 G6852T105 $ 377 5,875 X 5,875 PAYLESS SHOESOURCE INC COM USD0.01 704379106 $ 400 23,003 X 23,003 PEABODY ENERGY COR COM STK USD0.01 704549104 $ 705 8,374 X 8,374 PEDIATRIX MEDICAL GROUP INC COM STK USD0.01 705324101 $ 511 6,658 X 6,658 PENN NATIONAL GAMING INC COM STK USD0.01 707569109 $ 1,482 47,688 X 47,688 PEPCO HOLDINGS COM USD0.01 713291102 $ 497 21,346 X 21,346 PEPSIAMERICAS INC COM USD0.01 71343P200 $ 265 11,652 X 11,652 PEPSICO INC CAP USD0.016666 713448108 $ 18,436 325,192 X 325,192 PER SE TECHN INC COM USD0.01 713569309 $ 491 23,742 X 23,742 PERDIGAO SA ADR(2 PRF LVL 1-DTC) 71361V303 $ 6,906 99,169 X 99,169 PERKINELMER INC COM USD1 714046109 $ 478 23,490 X 23,490 PEROT SYSTEMS CLASS'A' COM STK USD0.01 714265105 $ 268 18,961 X 18,961 PETMED EXPRESS INC COM STK USD0.006 716382106 $ 338 32,650 X 32,650 PETROL BRASILEIRO- ADR(EACH REP 100 PRF PETROBRAS SHS NPV-DTC) 71654V101 $ 32,523 510,266 X 510,266 PETROL BRASILEIROS ADS(EACH 1 REP 4 SHS) 71654V408 $ 33,509 468,788 X 468,788 PETROLEUM GEO NEW ADS EACH REPR 1 SERVICES ASA ORD NOK10(CBK N.A.) 716599105 $ 955 30,000 X 30,000 PFIZER INC COM STK USD0.05 717081103 $ 4,250 169,798 X 169,798 PG + E CORP(HLDGS) COM STK NPV (US-EX) 69331C108 $ 1,336 34,021 X 34,021 PHELPS DODGE CORP COM STK USD6.25 717265102 $ 4,092 31,481 X 31,481 PHILLIPS-VAN HEUSEN COM STK USD1 718592108 $ 491 15,823 X 15,823 PHOTRONICS INC COM STK USD0.01 719405102 $ 402 20,704 X 20,704 PILGRIMS PRIDE CORP COM USD0.01 721467108 $ 533 14,650 X 14,650 PINNACLE AIRLINES CORP COM USD0.01 723443107 $ 108 16,668 X 16,668 PIONEER DRILLING COM USD0.10 723655106 $ 375 19,223 X 19,223 PITNEY BOWES INC COM USD1 724479100 $ 458 10,943 X 10,943 PLACER SIERRA BANCSHARES COM NPV 726079106 $ 1,644 60,000 X 60,000 PLATINUM UNDERWRITERS HLDGS INC COM USD0.01 G7127P100 $ 391 13,080 X 13,080 PLAYTEX PRODUCTS COM STK USD0.01 72813P100 $ 541 49,213 X 49,213

PNC FINANCIAL SERVICES GROUP COM USD5 693475105 $ 800 13,758 X 13,758 PNM RESOURCES INC COM STK NPV 69349H107 $ 623 21,734 X 21,734 PORTFOLIO RECOVERY ASSOCIATES INC COM USD0.01 73640Q105 $ 2,739 51,461 X 51,461 POSCO ADR REP 1/4 ORD COM SHS DTC 693483109 $ 722 12,768 X 12,768 POSSIS MEDICAL CORP COM STK USD0.40 737407106 $ 136 12,418 X 12,418 PPG INDUSTRIES INC COM STK USD1.666 693506107 $ 491 8,323 X 8,323 PPL CORP COM STK USD0.01 69351T106 $ 1,057 32,686 X 32,686 PRAXAIR INCORPORATED COM USD0.01 74005P104 $ 21,520 448,960 X 448,960 PRECISION CASTPARTS COM NPV 740189105 $ 1,227 23,146 X 23,146 PREMIER GLOBAL SERVICES INC COM USD0.01 740585104 $ 214 26,150 X 26,150 PRICE T.ROWE GROUP INC COM STK US 1/2 0.20 74144T108 $ 2,627 46,711 X 46,711 PRICELINE.COM INC COM STK USD0.008 741503403 $ 386 19,996 X 19,996 PRIDE INTERNATIONAL INC NEW COM USD0.01 74153Q102 $ 899 31,523 X 31,523 PROCTER & GAMBLE CO COM STK NPV 742718109 $ 4,966 84,103 X 84,103 PROGENICS PHARMACEUTICAL INC COM STK USD0.0013 743187106 $ 448 18,908 X 18,908 PROGRESS ENERGY COM NPV 743263105 $ 573 12,800 X 12,800 PROGRESS SOFTWARE CORP COM STK USD0.01 743312100 $ 473 14,881 X 14,881 PROGRESSIVE CORP (OHIO) COM STK US 1/2 1 743315103 $ 215 2,027 X 2,027 PROLOGIS TRUST SHS BEN INT COM STK USD0.01 743410102 $ 18,907 426,683 X 426,683 PROSPERITY BANCSHARES INC COM STK USD1 743606105 $ 1,575 52,175 X 52,175 PROTEIN DESIGN COM STK USD0.01 74369L103 $ 2,567 91,700 X 91,700 PROVIDENT BANKSHARES CORP COM STK US 1/2 1 743859100 $ 2,772 79,762 X 79,762 PRUDENTIAL FINANCIAL INC COM STK USD0.01 744320102 $ 4,294 63,585 X 63,585 PSYCHIATRIC SOLUTIONS INC COM USD0.01 74439H108 $ 2,201 32,300 X 32,300 PUBLIC SERVICE ENTERPRISE GROUP INC COM STK NPV 744573106 $ 2,174 33,750 X 33,750 PULTE HOMES COM STK USD0.01 745867101 $ 545 12,742 X 12,742 QLOGIC CORP COM USD0.001 747277101 $ 1,256 36,741 X 36,741 QUALCOMM INC COM STK USD0.0001 747525103 $ 19,754 441,801 X 441,801 QUALITY SYSTEMS IN COM USD0.01 747582104 $ 561 8,118 X 8,118 QUANEX CORP COM STK USD0.50 747620102 $ 590 8,904 X 8,904 QUANTA SERVICES COM STK USD0.00001 74762E102 $ 245 19,233 X 19,233 QUASTAR CORP COM STK NPV 748356102 $ 565 6,411 X 6,411 QUEST SOFTWARE INC COM STK NPV 74834T103 $ 446 29,575 X 29,575 QWEST COMMUNICATIONS INTERNATIONAL COM STK USD0.01 749121109 $ 67 16,660 X 16,660 R.H. DONNELLEY CORP COM STK USD1 74955W307 $ 501 7,924 X 7,924 RADIANT SYSTEMS INC COM STK USD0.00001 75025N102 $ 400 38,730 X 38,730 RADIOSHACK CORP COM STK USD1 750438103 $ 561 22,631 X 22,631 RADISYS CORPORATION 750459109 $ 197 10,143 X 10,143 RAYTHEON CO COM USD0.01 755111507 $ 1,183 31,158 X 31,158 REFCO INC COM USD 0.001 75866G109 $ 304 10,750 X 10,750 REGENERON PHARMACE COM USD0.001 75886F107 $ 371 39,129 X 39,129 RELIANCE STEEL & ALUMINIUM COM STK NPV 759509102 $ 569 10,743 X 10,743 REPUBLIC AIRWAYS HOLDINGS COM USD0.001 760276105 $ 299 20,926 X 20,926 REPUBLIC BANCORP INC COM USD5 760282103 $ 264 18,666 X 18,666 RESOURCES CONNECTI COM USD0.01 76122Q105 $ 2,795 94,350 X 94,350 RESPIRONICS INC COM STK USD0.01 761230101 $ 239 5,666 X 5,666 RETAIL VENTURES INC COM NPV 76128Y102 $ 157 14,302 X 14,302 RETALIX LIMITED ILS1 (US-EX) 2267728 $ 13,315 552,445 X 552,445 REYNOLDS & REYNOLDS CLASS'A'COM NPV 761695105 $ 481 17,556 X 17,556 REYNOLDS AMERICAN INC COM STK USD0.0001 761713106 $ 1,402 16,882 X 16,882 ROCK-TENN CO CLASS 'A' COM USD0.01 772739207 $ 192 12,695 X 12,695 ROCKWELL AUTOMATION INC NEW COM USD1 773903109 $ 775 14,666 X 14,666 ROFIN-SINAR TECHNOLOGIES INC COM STK USD0.01 775043102 $ 404 10,632 X 10,632 RUDDICK CORP COM STK NPV 781258108 $ 420 18,236 X 18,236 RYANAIR HLDGS ADR REPR 5 ORD EUR0.0127 (US-EX) 783513104 $ 3,780 83,020 X 83,020 RYDER SYSTEM INC COM STK USD0.50 783549108 $ 481 14,080 X 14,080 RYERSON TULL INC COM USD1 78375P107 $ 349 16,368 X 16,368 SABRE HOLDINGS CORPORATION CLASS 'A' COM STK USD0.01 785905100 $ 553 27,269 X 27,269 SAFECO CORP COM STK NPV 786429100 $ 305 5,708 X 5,708 SAFENET INC COM STK USD0.01 78645R107 $ 581 16,000 X 16,000 SAFETY INSURANCE GROUP INC COM USD0.01 78648T100 $ 484 13,594 X 13,594 SAFEWAY INC COM USD0.01 786514208 $ 533 20,781 X 20,781 SANDERSON FARM INC COM STK USD1 800013104 $ 448 12,066 X 12,066 SANMINA-SCI CORP COM STK USD0.01 800907107 $ 281 65,705 X 65,705 SATYAM COMPUTER ADR(REP 2 INR2-DTC) 804098101 $ 247 8,193 X 8,193 SAVIENT PHARMACEUTICALS PLC COM STK USD0.01 80517Q100 $ 391 103,679 X 103,679 SAXON CAPITAL INC COM STK USD0.01 80556T106 $ 185 15,642 X 15,642 SBA COMMUNICATIONS CORP COM STK USD0.01 78388J106 $ 2,029 131,400 X 131,400 SBC COMMUNICATIONS INC COM STK USD1 78387G103 $ 2,970 124,251 X 124,251 SCANDINAVIAN BROADCASTING SYSTEMS COM STK USD1.50 L8137F102 $ 7,139 131,352 X 131,352 SCHERING-PLOUGH CORP COM STK USD0.50 806605101 $ 326 15,423 X 15,423 SCHLUMBERGER COM STK USD0.01 806857108 $ 651 7,647 X 7,647 SCHWAB(CHARLES)CORP COM STK USD0.01 808513105 $ 10,793 748,159 X 748,159 SCICLONE PHARMACEUTICALS COM STK NPV 80862K104 $ 217 38,538 X 38,538 SCIENTIFIC GAMES CORP A COM USD0.01 80874P109 $ 1,997 64,415 X 64,415 SEACOR SMIT INC COM STK USD0.01 811904101 $ 527 7,259 X 7,259 SEAGATE TECHNOLOGY (ESCROW RECEIPTS) 9108529 $ 13,260 X 13,260 SEAGATE TECHNOLOGY HLDGS COM USD0.00001 G7945J104 $ 299 18,975 X 18,975 SEARS HLGS CORP COM USD0.01 812350106 $ 475 3,831 X 3,831 SECURE COMPUTING C COM USD0.01 813705100 $ 531 46,817 X 46,817 SEITEL INC COM STK USD0.01(NEW) 816074405 $ 470 309,500 X 309,500 SELECT COMFORT CORP COM USD0.01 81616X103 $ 346 17,294 X 17,294 SELECTIVE INSURANCE GROUP COM USD2 816300107 $ 485 9,917 X 9,917 SEMPRA ENERGY CORP COM STK NPV 816851109 $ 681 14,489 X 14,489 SENOMYX INC COM USD0.001 81724Q107 $ 363 21,296 X 21,296 SEPRACOR INC COM USD0.10 817315104 $ 1,894 37,169 X 37,169 SERENA SOFTWARE COM USD0.001 817492101 $ 511 25,654 X 25,654 SHERWIN WILLIAMS + COMPANY COM USD1 824348106 $ 11,815 268,105 X 268,105 SHINHAN FINANCIAL GRP SPONSADR REP 2 ORD CO KRW5000 824596100 $ 853 12,300 X 12,300 SHIRE PHARMACEUTICALS ADR REP 3 ORD GBP5 GROUP (MGT)-DTC 82481R106 $ 421 11,370 X 11,370 SHUFFLE MASTER INC COM STK USD0.01 825549108 $ 1,602 60,700 X 60,700 SI INTERNATIONAL INC COM USD0.01 78427V102 $ 1,955 63,232 X 63,232 SIEBEL SYSTEMS INC COM STK USD0.001 826170102 $ 416 40,282 X 40,282 SIGMATEL INC COM USD0.0001 82661W107 $ 487 24,038 X 24,038 SILGAN HOLDINGS IN COM USD0.01 827048109 $ 531 15,960 X 15,960 SILICONWARE PRECISION ADR REP 5 ORD INDUSTRIES CO TWD10-DTC 827084864 $ 2,659 513,264 X 513,264 SIMON PROPERTY GROUP INC COM USD0.0001 828806109 $ 322 4,359 X 4,359 SINA CORPORATION COM STK USD0.133 G81477104 $ 330 12,000 X 12,000 SINCLAIR BROADCAST GROUP INC CLASS'A' COM USD0.01 829226109 $ 280 31,570 X 31,570 SIRIUS SATELLITE RADIO COM USD0.001 82966U103 $ 8,219 1,257,494 X 1,257,494 SK TELECOM ADR-1/90 KRW5000-DTC 78440P108 $ 1,981 90,700 X 90,700 SKILLSET SOFTWARE, SERIES 'A' PREFERRED INC STOCK (*SUSPENDED) 9078677 $ 445,000 X 445,000 SKYWEST INC COM STK NPV 830879102 $ 556 20,738 X 20,738 SLM CORPORATION SECURITIES COM STK USD0.20 78442P106 $ 241 4,491 X 4,491 SMITH(A.O.) CORP COM STK USD1 831865209 $ 268 9,391 X 9,391 SMITHFIELD FOODS COM STK USD0.50 832248108 $ 217 7,324 X 7,324 SMURFIT-STONE CONTAINER CORP COM STK USD0.01 832727101 $ 686 66,225 X 66,225 SOCIEDAD QUIMICA Y MINERA DE CHILE ADR(EACH REP 10 SER'B' NPV-DTC) 833635105 $ 3,785 30,000 X 30,000 SOLECTRON CORP COM STK USD0.001 834182107 $ 42 11,059 X 11,059 SOMANETICS CORP C COM STK USD0.01 834445405 $ 215 8,604 X 8,604 SONIC AUTOMOTIVE INC COM STK USD0.01 CLASS'A' 83545G102 $ 464 20,877 X 20,877 SOUTHERN CO COM STK USD5 842587107 $ 1,009 28,167 X 28,167 SOUTHERN PERU COPPER CORPORATION COM USD0.01 (US-EX) 843611104 $ 823 14,730 X 14,730 SOUTHWESTERN ENERGY CO COM STK USD0.10 845467109 $ 7,787 106,200 X 106,200 SPECTRALINK CORP COM SKT USD0.01 847580107 $ 411 32,203 X 32,203 SPORTS AUTHORITY (THE) COM USD0.01 84917U109 $ 403 13,705 X 13,705 SPRINT NEXTEL CORP COM STK USD2.00 852061100 $ 5,452 229,489 X 229,489 SPSS INC COM USD0.01 78462K102 $ 224 9,331 X 9,331 SRA INTERNATIONAL INC CLASS 'A' USD0.004 78464R105 $ 2,240 63,200 X 63,200 ST JOE COMPANY COM NPV 790148100 $ 487 7,806 X 7,806 ST PAUL TRAVELERS COMPANIES INC COM NPV 792860108 $ 739 16,460 X 16,460 ST.JUDE MEDICAL INC COM STK USD0.10 790849103 $ 15,138 323,434 X 323,434 STAMPS.COM INC COM USD0.001 852857200 $ 456 26,469 X 26,469 STANDARD PACIFIC COM USD0.01 85375C101 $ 494 11,905 X 11,905 STANLEY FURNITURE INC COM STK USD0.02 854305208 $ 212 8,092 X 8,092 STAPLES INC COM STK USD0.0006 855030102 $ 1,231 57,836 X 57,836 STARBUCKS CORPORATION COM USD0.001 855244109 $ 202 4,118 X 4,118 STARTEK INC COM STK USD0.01 85569C107 $ 316 23,954 X 23,954 STARWOOD HOTELS & RESORTS WORLDWIDE PAIRED CERTS CLASS'B' USD0.01 85590A203 $ 14,971 261,966 X 261,966 STATE NATL BANCSHARES INC COM STK USD0.01 857124101 $ 1,048 40,300 X 40,300 STEEL DYNAMICS INC COM USD0.01 858119100 $ 508 14,966 X 14,966 STILLWATER MINING COMPANY COM USD0.01 86074Q102 $ 406 44,391 X 44,391 STIRLING SQUARE CAPITAL PARTNERS 9163982 $ 10,000 10,000,000 X 10,000,000 STONEHENGE OPPORTUNITY FUND II 9152827 $ 252 1 X 1

SUN MICROSYSTEMS INC COM STK USD0.00067 866810104 $ 138 35,550 X 35,550 SUNOCO INC COM STK USD1 86764P109 $ 738 9,431 X 9,431 SUNSTONE HOTEL INVESTORS INC COM USD0.01 867892101 $ 1,607 66,000 X 66,000 SUNTRUST BANKS COM STK USD1 867914103 $ 887 12,740 X 12,740 SUPERTEX INC COM STK NPV 868532102 $ 256 8,531 X 8,531 SUPERVALU INC COM USD1 868536103 $ 1,068 34,359 X 34,359 SVB FINANCIAL GROUP COM USD0.001 78486Q101 $ 459 9,444 X 9,444 SWIFT ENERGY CO COM USD0.01 870738101 $ 449 9,806 X 9,806 SYBASE INC COM STK USD0.001 871130100 $ 531 22,676 X 22,676 SYKES ENTERPRISES INC COM STK USD0.01 871237103 $ 419 35,186 X 35,186 SYMANTEC CORP COM STK USD0.01 871503108 $ 728 32,419 X 32,419 SYMBION INC COM USD0.01 871507109 $ 1,369 53,000 X 53,000 SYMMETRICON INC COM STK USD0.0001 871543104 $ 371 47,893 X 47,893 SYNTHES INC CHF0.001(POST SUB) 87162M409 $137,001 905,165 X 905,165 SYSCO CORP COM STK USD1 871829107 $ 210 6,638 X 6,638 TAIWAN SEMICONDUCTOR ADS(EACH REP 5 ORD MANUFACTURING TWD10-DTC) 874039100 $ 2,589 314,972 X 314,972 TAKE TWO INTERACTIVE SOFTWARE INC COM USD0.01 874054109 $ 1,593 72,100 X 72,100 TALK AMERICAN HOLDINGS INC COM USD0.01 87426R202 $ 545 57,803 X 57,803 TALX CORP COM USD0.01 874918105 $ 501 15,274 X 15,274 TARGET CORP COM USD0.0833 87612E106 $ 1,205 23,287 X 23,287 TATA MOTORS ADR EA REP 1 ORD INR10 876568502 $ 1,121 90,900 X 90,900 TECH DATA CORP COM STK USD0.0015 878237106 $ 510 13,881 X 13,881 TECHNE CORP COM STK USD0.01 878377100 $ 359 6,305 X 6,305 TELE NORTE LESTE ADR(EACH REP 1 PRF NPV PARTICIPACOES BNY-DTC) 879246106 $ 22,708 1,374,251 X 1,374,251 TELECOM CORP OF NEW ZEALAND ADR CNV INTO 8 ORD NPV-DTC 879278208 $ 658 19,595 X 19,595 TELECOMUNICACOES DE ADR(EACH REP 1000 PRF SAO PAULO-TELES NPV-DTC) 87929A102 $ 3,468 174,582 X 174,582 TELEDYNE TECHNOLOGIES INC COM STK USD0.01 879360105 $ 223 6,460 X 6,460 TELETECH HLDGS COM STK USD0.01 879939106 $ 226 22,580 X 22,580 TELEWEST GLOBAL INC COM USD0.01 87956T107 $ 8,793 383,225 X 383,225 TELLABS INC COM STK USD0.01 879664100 $ 729 69,345 X 69,345 TELVUE CORP COM STK USD0.01 87970K108 $ 5 180,000 X 180,000 TENARIS SA ADR (REP 9.1466 ORD) 88031M109 $ 20,394 147,980 X 147,980 TEXAS INDUSTRIES COM USD1 882491103 $ 436 8,023 X 8,023 TEXAS INSTRUMENTS COM USD1 882508104 $ 2,248 66,673 X 66,673 TEXTRON INC COM STK USD0.125 883203101 $ 763 10,677 X 10,677 THERMO ELECTRON CORP COM STK USD1 883556102 $ 3,433 111,136 X 111,136 THORATEC CORP COM STK NPV 885175307 $ 549 30,931 X 30,931 TIDEWATER INC COM STK USD0.10 886423102 $ 1,723 35,400 X 35,400 TIFFANY & CO COM STK USD0.01 886547108 $ 453 11,393 X 11,393 TIM PARTICIPACOES ADR(EACH REP 10000PRF NPV-DTC) 88706P106 $ 4,099 220,800 X 220,800 TIME WARNER INC COM STK USD0.01 887317105 $ 2,338 129,002 X 129,002 TIMKEN CO COM STK NPV 887389104 $ 917 30,938 X 30,938 TJX COS INC COM USD1 872540109 $ 642 31,392 X 31,392 TNS INC COM USD0.001 872960109 $ 1,858 76,700 X 76,700 TODCO COM USD0.01 88889T107 $ 292 7,001 X 7,001 TOM ONLINE INC ADR EACH REPR 80 ORD SHS 'REG S' 889728200 $ 317 16,067 X 16,067 TOMMY HILFIGER COM USD0.01 G8915Z102 $ 485 27,980 X 27,980 TRACTOR SUPPLY CO COM USD0.008 892356106 $ 810 17,744 X 17,744 TRANS WORLD ENTERTAINMENT CORP COM STK USD0.01 89336Q100 $ 90 11,395 X 11,395 TRANSACTION SYSTEM ARCHETECTS COM USD0.005 893416107 $ 553 19,857 X 19,857 TRANSOCEAN INC COM STK US 1/2 0.01 G90078109 $ 10,246 166,968 X 166,968 TRANSWITCH CORP COM USD0.001 894065101 $ 329 191,551 X 191,551 TRIDENT MICROSYSTEMS COM STK US 1/2 0.001 895919108 $ 458 14,401 X 14,401 TRINITY BIOTEC ADR REP 4 CL'A'ORD 896438306 $ 215 29,025 X 29,025 TRINTECH GROUP ADR REP 2 ORD IEP0.0027 896682200 $ 3,479 1,023,240 X 1,023,240 TRIQUENT SEMI SONDUCTOR INC COM STK USD0.001 89674K103 $ 112 31,714 X 31,714 TRIZETTO GROUP INC COM STK USD0.001 896882107 $ 374 26,474 X 26,474 TTM TECHNOLOGIES INC COM STK NPV 87305R109 $ 521 72,886 X 72,886 TUPPERWARE CORP COM STK USD0.01 899896104 $ 544 23,878 X 23,878 TURKCELL ILETISM ADS EA REPR 2500 ORD SHS 900111204 $ 879 64,400 X 64,400 TXU CORP COM NPV 873168108 $ 3,545 31,437 X 31,437 TYCO INTERNATIONAL LTD COM STK USD0.20 902124106 $ 1,587 57,157 X 57,157 UBIQUITEL INC COM STK USD0.0005 903474302 $ 230 26,342 X 26,342 UCBH HLDGS CO COM STK USD0.01 90262T308 $ 2,078 113,473 X 113,473 UGI CORP COM NPV 902681105 $ 444 15,788 X 15,788 UNIBANCO HLDGS SA GDR(EACH REPR 5 UNITS-DTC) 90458E107 $ 23,612 449,040 X 449,040 UNION PACIFIC CORP COM STK USD2.50 907818108 $ 917 12,821 X 12,821 UNITED AUTO GROUP COM USD0.0001 909440109 $ 541 16,377 X 16,377 UNITED HEALTHCARE GROUP COM STK USD0.01 91324P102 $ 30,197 537,530 X 537,530 UNITED MICROELECTRONICS ADS (ACH REP 5 ORD CORP TWD10-DTC) 910873207 $ 17,240 4,784,415 X 4,784,415 UNITED ONLINE INC COM USD.0001 911268100 $ 717 51,740 X 51,740 UNITED PARCEL SERVICE INC CLASS'B'COM STK 911312106 $ 1,204 17,297 X 17,297 UNITED RENTALS INC COM STK USD0.01 911363109 $ 249 12,622 X 12,622 UNITED SURGICAL PARTNERS COM STK USD0.01 913016309 $ 1,768 45,218 X 45,218 UNITED TECHNOLOGIES CORP COM STK USD1 913017109 $ 10,819 208,830 X 208,830 UNITED THERAPEUTICS CORP COM USD0.01 91307C102 $ 250 3,583 X 3,583 UNITRIN COM STK US 1/2 0.10 913275103 $ 413 8,705 X 8,705 UNOVA INC COM USD0.01 91529B106 $ 560 16,003 X 16,003 URS CORP COM USD0.01 903236107 $ 373 9,247 X 9,247 US BANCORP DELAWARE COM STK USD0.01 902973304 $ 1,464 51,986 X 51,986 USEC INC COM STK USD0.10 90333E108 $ 353 31,597 X 31,597 UST INC(DEL.) COM STK USD0.50 902911106 $ 236 5,663 X 5,663 VALERO ENERGY CORP (NEW) COM STK USD0.01 91913Y100 $ 881 7,737 X 7,737 VALOR COMMS GROUP COM STK USD0.0001 920255106 $ 204 15,000 X 15,000 VALUECLICK INC COM STK USD0.001 92046N102 $ 544 31,847 X 31,847 VARIAN SEMICONDUC COM USD0.01 922207105 $ 400 9,449 X 9,449 VASCO DATA SECURITY INTERNATIONAL COM STK USD0.001 92230Y104 $ 457 50,378 X 50,378 VCGA III B RED PREF 9100503 $ 219 6,450 X 6,450 VECTOR GROUP COM STK USD0.1 92240M108 $ 519 25,936 X 25,936 VENCAP 7 LLC ORD USD 9071449 $ 7,432 2,000,000 X 2,000,000 VENCAP 9 LLC II LLC CLASS 'B' USD 9089301 $ 9,261 2,000,000 X 2,000,000 VENCAP SYNDICATION TRUST CLASS 121202 9128204 $ 7,854 8,000,000 X 8,000,000 VENTIV HEALTH INC COM USD0.001 922793104 $ 554 21,121 X 21,121 VERIFONE HLDGS INC COM USD0.01 92342Y109 $ 1,427 71,000 X 71,000 VERITAS DGC INC COM STK USD0.01 92343P107 $ 371 10,141 X 10,141 VERIZON COMMUNICATION COM STK USD0.10 92343V104 $ 4,163 127,494 X 127,494 VF CORPORATION COMMON NPV 918204108 $ 1,169 20,176 X 20,176 VIACOM INC NON VTG COM STK US 1/2 0.01 CLASS'B' 925524308 $ 1,353 40,935 X 40,935 VIASYS HEALTHCARE INC COM USD0.01 92553Q209 $ 520 20,805 X 20,805 VIMPEL COMMUNICATIONS ADR(REP 1/4 ORD RUR5-DTC) 68370R109 $ 22,579 508,540 X 508,540 VINTAGE PETROLEUM INC COM STK USD0.005 927460105 $ 518 11,348 X 11,348 VODAFONE GROUP ADR-REP 10 ORD USD0.10-DTC 92857W100 $ 229 8,820 X 8,820 VULCAN MATERIALS CO COM STK US 1/2 1 929160109 $ 1,893 25,513 X 25,513 WACHOVIA CORP COM USD3.333 1/3 929903102 $ 2,206 46,272 X 46,272 WAL-MART STORES COM USD0.10 931142103 $ 3,528 80,721 X 80,721 WALGREEN COMPANY COM USD0.078125 931422109 $ 467 10,789 X 10,789 WALT DISNEY (HLDG) COMPANY COM STK USD0.01 254687106 $ 2,430 100,822 X 100,822 WALTER INDUSTRIES COM USD0.01 93317Q105 $ 442 9,027 X 9,027 WASHINGTON GROUP INTERNATIONAL INC COM USD0.01 938862208 $ 2,706 50,271 X 50,271 WASHINGTON MUTUAL INC COM NPV 939322103 $ 790 20,015 X 20,015 WEATHERFORD INTERNATIONAL LIMITED COM USD1 G95089101 $ 727 10,556 X 10,556 WEBEX COMMUNICATIONS INC COM STK USD0.001 94767L109 $ 2,707 110,600 X 110,600 WEBMD HEALTH COM STK USD0.01 CLASS CORPORATION 'A' 94770V102 $ 369 15,000 X 15,000 WEBMETHODS INC COM STK USD0.01 94768C108 $ 1,745 247,000 X 247,000 WEBSENSE INC COM USD0.01 947684106 $ 521 10,183 X 10,183 WELLCARE HEALTH PLANS INC COM USD0.01 94946T106 $ 2,856 54,823 X 54,823 WELLMAN INC COM STK USD0.001 949702104 $ 180 28,445 X 28,445 WELLPOINT INC COM USD0.01 94973V107 $ 11,114 146,632 X 146,632 WELLS FARGO & CO COM STK USD1 2/3 949746101 $ 1,974 33,570 X 33,570 WEST CORPORATION COM STK USD0.01 952355105 $ 345 9,234 X 9,234 WEST PHARMACEUTICAL SERVICES INC COM STK USD0.25 955306105 $ 476 16,044 X 16,044 WESTAR ENERGY COM STK USD5 95709T100 $ 444 18,405 X 18,405 WESTERN DIGITAL CORPORATION COM USD0.01 958102105 $ 472 36,470 X 36,470 WESTPAC BANKING GROUP (ADR) ECH REP 5 ORD NPV 961214301 $ 243 3,000 X 3,000 WESTWOOD ONE INC COM STK USD0.01 961815107 $ 374 18,795 X 18,795 WEYERHAEUSER CO COM STK USD1.25 (US-EX) 962166104 $ 352 5,133 X 5,133 WGL HLDGS INC COM NPV 92924F106 $ 470 14,620 X 14,620 WILLIAMS COMPANIES INC COM STK US 1/2 1 969457100 $ 12,801 511,380 X 511,380 WILMINGTON TRUST CORP COM STK USD1 971807102 $ 361 9,916 X 9,916 WOLVERINE WORLD WIDE INC COM USD1 978097103 $ 387 18,362 X 18,362 WOODWARD GOVERNOR CO COM STK USD0.00875 980745103 $ 206 2,421 X 2,421 WYETH COM USD0.333 983024100 $ 1,222 26,698 X 26,698 XILINX INC COM STK US 1/2 0.01 983919101 $ 276 9,918 X 9,918 XL TECHGROUP INC COM STK USD0.001 'REGS' B034YT5 $ 1,633 539,693 X 539,693

XOMA LTD ORD USD0.0005 G9825R107 $ 124 70,336 X 70,336 XYRATEX (BERMUDA) LTD COM NPV G98268108 $ 191 13,000 X 13,000 YAHOO INC COM USD0.001 984332106 $ 18,758 554,122 X 554,122 YELLOW CORP COM STK USD1 985577105 $ 203 4,909 X 4,909 YOUBET.COM INC COM STK USD0.001 987413101 $ 399 69,574 X 69,574 ZALE CORP COM USD0.01 988858106 $ 232 8,537 X 8,537 ZENITH NATIONAL INSURANCE CORP COM USD1 989390109 $ 416 6,633 X 6,633

Filing Compare · GARTMORE GLOBAL ASSET MANAGEMENT LTD